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
3M CO COM 88579Y101 492 4,500 SH   DFND 1 0 4,500 0
3M CO COM 88579Y101 8,743 79,955 SH   DFND 1,2 0 79,955 0
3M CO COM 88579Y101 2,439 22,306 SH   DFND 1,2,3 0 22,306 0
ABBOTT LABS COM 002824100 259 7,417 SH   DFND 1 0 7,417 0
ABBOTT LABS COM 002824100 22,163 635,404 SH   DFND 1,2 0 635,404 0
ABBOTT LABS COM 002824100 1,846 52,923 SH   DFND 1,2,3 0 52,923 0
ABBVIE INC COM 00287Y109 307 7,417 SH   DFND 1 0 7,417 0
ABBVIE INC COM 00287Y109 15,766 381,372 SH   DFND 1,2 0 381,372 0
ABBVIE INC COM 00287Y109 3,122 75,526 SH   DFND 1,2,3 0 75,526 0
ABERCROMBIE & FITCH CO CL A 002896207 619 13,671 SH   DFND 1,2 0 13,671 0
ABERDEEN EMERGING MKTS SMALL COM 00301T102 4 185 SH   DFND 1 0 185 0
ACADIA RLTY TR COM SH BEN INT 004239109 319 12,929 SH   DFND 1,2 0 12,929 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7,321 101,733 SH   DFND 1,2 0 101,733 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,728 24,013 SH   DFND 1,2,3 0 24,013 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,460 34,183 SH   OTR 1,2,4,5,6 0 34,183 0
ACCO BRANDS CORP COM 00081T108 14 2,138 SH   DFND 1,2 0 2,138 0
ACCURIDE CORP NEW COM NEW 00439T206 1 237 SH   DFND 1,2,3 0 237 0
ACE LTD SHS H0023R105 1,163 13,000 SH   DFND 1 0 13,000 0
ACE LTD SHS H0023R105 5,914 66,098 SH   DFND 1,2 0 66,098 0
ACE LTD SHS H0023R105 1,250 13,973 SH   DFND 1,2,3 0 13,973 0
ACTAVIS INC COM 00507K103 15,430 122,246 SH   DFND 1,2 0 122,246 0
ACTAVIS INC COM 00507K103 2,424 19,204 SH   DFND 1,2,3 0 19,204 0
ACTIVISION BLIZZARD INC COM 00507V109 4,488 314,717 SH   DFND 1,2 0 314,717 0
ACTIVISION BLIZZARD INC COM 00507V109 3,491 244,814 SH   DFND 1,2,3 0 244,814 0
ACUITY BRANDS INC COM 00508Y102 56 744 SH   DFND 1,2 0 744 0
ADECOAGRO SA COM L00849106 6 1,000 SH   DFND 1,2,3 0 1,000 0
ADECOAGRO SA COM L00849106 82 13,164 SH   OTR 1,2,4,5,6 0 13,164 0
ADOBE SYS INC COM 00724F101 6,235 136,845 SH   DFND 1,2 0 136,845 0
ADOBE SYS INC COM 00724F101 5,971 131,059 SH   DFND 1,2,3 0 131,059 0
ADT CORP COM 00101J106 1,237 31,048 SH   DFND 1,2 0 31,048 0
ADT CORP COM 00101J106 497 12,475 SH   DFND 1,2,3 0 12,475 0
ADTRAN INC COM 00738A106 10 398 SH   DFND 1,2,3 0 398 0
ADVANCE AUTO PARTS INC COM 00751Y106 483 5,954 SH   DFND 1,2 0 5,954 0
ADVANCED ENERGY INDS COM 007973100 529 30,412 SH   OTR 1,2,4,5,6 0 30,412 0
ADVENT SOFTWARE INC COM 007974108 43 1,668 SH   DFND 1,2 0 1,668 0
AECOM TECHNOLOGY CORP COM 00766T100 1,393 43,824 SH   DFND 1,2,3 0 43,824 0
AEGION CORP COM 00770F104 34 1,516 SH   DFND 1,2 0 1,516 0
AEGION CORP COM 00770F104 263 11,695 SH   DFND 1,2,3 0 11,695 0
AERCAP HLDGS NV SHS N00985106 183 10,488 SH   DFND 1,2,3 0 10,488 0
AES CORP COM 00130H105 870 72,571 SH   DFND 1,2 0 72,571 0
AES CORP COM 00130H105 599 49,924 SH   DFND 1,2,3 0 49,924 0
AETNA INC NEW COM 00817Y108 19,562 307,876 SH   DFND 1,2 0 307,876 0
AETNA INC NEW COM 00817Y108 4,363 68,661 SH   DFND 1,2,3 0 68,661 0
AETNA INC NEW COM 00817Y108 1,092 17,192 SH   OTR 1,2,4,5,6 0 17,192 0
AFFILIATED MANAGERS GROUP COM 008252108 935 5,704 SH   DFND 1,2 0 5,704 0
AFLAC INC COM 001055102 4,460 76,746 SH   DFND 1,2 0 76,746 0
AFLAC INC COM 001055102 890 15,321 SH   DFND 1,2,3 0 15,321 0
AGCO CORP COM 001084102 2,387 47,564 SH   DFND 1,2 0 47,564 0
AGCO CORP COM 001084102 1,178 23,461 SH   DFND 1,2,3 0 23,461 0
AGCO CORP COM 001084102 76 1,524 SH   OTR 1,2,4,5,6 0 1,524 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,830 42,791 SH   DFND 1,2 0 42,791 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,878 43,912 SH   DFND 1,2,3 0 43,912 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,455 57,402 SH   OTR 1,2,4,5,6 0 57,402 0
AGREE RLTY CORP COM 008492100 156 5,283 SH   DFND 1,2 0 5,283 0
AGRIUM INC COM 008916108 1,223 14,069 SH   DFND 1,2 0 14,069 0
AGRIUM INC COM 008916108 183 2,109 SH   DFND 1,2,3 0 2,109 0
AIR PRODS & CHEMS INC COM 009158106 107 1,164 SH   DFND 1 0 0 1,164
AIR PRODS & CHEMS INC COM 009158106 1,610 17,585 SH   DFND 1,2 0 17,585 0
AIRCASTLE LTD COM G0129K104 190 11,909 SH   DFND 1,2,3 0 11,909 0
AIRGAS INC COM 009363102 557 5,839 SH   DFND 1,2 0 5,839 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,481 58,304 SH   DFND 1,2 0 58,304 0
AKAMAI TECHNOLOGIES INC COM 00971T101 383 9,006 SH   DFND 1,2,3 0 9,006 0
ALAMO GROUP INC COM 011311107 122 2,988 SH   OTR 1,2,4,5,6 0 2,988 0
ALASKA AIR GROUP INC COM 011659109 82 1,578 SH   DFND 1,2 0 1,578 0
ALBEMARLE CORP COM 012653101 893 14,340 SH   DFND 1,2 0 14,340 0
ALCO STORES INC COM 001600105 80 7,163 SH   DFND 1,2,3 0 7,163 0
ALCOA INC COM 013817101 2,180 278,808 SH   DFND 1,2 0 278,808 0
ALCOA INC COM 013817101 26 3,371 SH   DFND 1,2,3 0 3,371 0
ALEXANDERS INC COM 014752109 151 515 SH   DFND 1,2 0 515 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 1,203 18,305 SH   DFND 1,2 0 18,305 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,937 64,369 SH   DFND 1,2 0 64,369 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,451 15,729 SH   DFND 1,2,3 0 15,729 0
ALICO INC COM 016230104 129 3,220 SH   DFND 1,2,3 0 3,220 0
ALICO INC COM 016230104 136 3,387 SH   OTR 1,2,4,5,6 0 3,387 0
ALIGN TECHNOLOGY INC COM 016255101 170 4,597 SH   DFND 1,2 0 4,597 0
ALKERMES PLC SHS G01767105 119 4,155 SH   DFND 1,2,3 0 4,155 0
ALLEGHANY CORP DEL COM 017175100 1,564 4,079 SH   DFND 1,2 0 4,079 0
ALLEGHANY CORP DEL COM 017175100 16 42 SH   DFND 1,2,3 0 42 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 168 6,396 SH   DFND 1,2 0 6,396 0
ALLERGAN INC COM 018490102 421 5,000 SH   DFND 1 0 5,000 0
ALLERGAN INC COM 018490102 4,768 56,599 SH   DFND 1,2 0 56,599 0
ALLERGAN INC COM 018490102 866 10,277 SH   DFND 1,2,3 0 10,277 0
ALLIANCE DATA SYS CORP COM 018581108 984 5,435 SH   DFND 1,2 0 5,435 0
ALLIANCE DATA SYS CORP COM 018581108 192 1,062 SH   DFND 1,2,3 0 1,062 0
ALLIANT ENERGY CORP COM 018802108 591 11,720 SH   DFND 1,2 0 11,720 0
ALLIANT ENERGY CORP COM 018802108 94 1,869 SH   DFND 1,2,3 0 1,869 0
ALLIANT ENERGY CORP COM 018802108 1,240 24,584 SH   OTR 1,2,4,5,6 0 24,584 0
ALLIED WRLD ASSUR COM HLDG L SHS H01531104 167 1,824 SH   DFND 1,2,3 0 1,824 0
ALLSTATE CORP COM 020002101 6,644 138,071 SH   DFND 1,2 0 138,071 0
ALLSTATE CORP COM 020002101 5,566 115,671 SH   DFND 1,2,3 0 115,671 0
ALTERA CORP COM 021441100 655 19,856 SH   DFND 1,2 0 19,856 0
ALTERA CORP COM 021441100 557 16,871 SH   DFND 1,2,3 0 16,871 0
ALTRIA GROUP INC COM 02209S103 490 14,000 SH   DFND 1 0 14,000 0
ALTRIA GROUP INC COM 02209S103 12,041 344,122 SH   DFND 1,2 0 344,122 0
ALTRIA GROUP INC COM 02209S103 2,625 75,008 SH   DFND 1,2,3 0 75,008 0
ALTRIA GROUP INC COM 02209S103 1,294 36,977 SH   OTR 1,2,4,5,6 0 36,977 0
AMAZON COMM INC COM 023135106 167 600 SH   DFND 1 0 600 0
AMAZON COMM INC COM 023135106 8,010 28,844 SH   DFND 1,2 0 28,844 0
AMAZON COMM INC COM 023135106 1,130 4,068 SH   DFND 1,2,3 0 4,068 0
AMC NETWORKS INC CL A 00164V103 22 342 SH   DFND 1,2 0 342 0
AMDOCS LTD ORD G02602103 3,528 95,133 SH   DFND 1,2,3 0 95,133 0
AMEREN CORP COM 023608102 1,137 33,004 SH   DFND 1,2 0 33,004 0
AMEREN CORP COM 023608102 65 1,877 SH   DFND 1,2,3 0 1,877 0
AMERESCO INC CL A 02361E108 932 103,470 SH   OTR 1,2,4,5,6 0 103,470 0
AMERICA MOVIL SA DE CV SPON ADR L SHS 02364W105 587 26,986 SH   DFND 1,2 0 26,986 0
AMERICA MOVIL SA DE CV SPON ADR L SHS 02364W105 4,688 215,537 SH   DFND 1,2,3 0 215,537 0
AMERICAN ASSETS TR INC COM 024013104 334 10,831 SH   DFND 1,2 0 10,831 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,394 34,287 SH   DFND 1,2 0 34,287 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 8,979 390,210 SH   DFND 1,2 0 390,210 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 17 724 SH   DFND 1,2,3 0 724 0
AMERICAN CAPITAL LTD COM 02503Y103 455 35,875 SH   DFND 1,2,3 0 35,875 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 27 1,493 SH   DFND 1,2 0 1,493 0
AMERICAN ELEC PWR INC COM 025537101 269 6,000 SH   DFND 1 0 6,000 0
AMERICAN ELEC PWR INC COM 025537101 1,715 38,297 SH   DFND 1,2 0 38,297 0
AMERICAN EXPRESS CO COM 025816109 1,121 15,000 SH   DFND 1 0 15,000 0
AMERICAN EXPRESS CO COM 025816109 17,737 237,253 SH   DFND 1,2 0 237,253 0
AMERICAN EXPRESS CO COM 025816109 4,367 58,416 SH   DFND 1,2,3 0 58,416 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,094 22,375 SH   DFND 1,2 0 22,375 0
AMERICAN FINL GROUP INC OHIO COM 025932104 165 3,380 SH   DFND 1,2,3 0 3,380 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 0 4 SH   DFND 1 0 0 4
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 42 2,292 SH   DFND 1,2 0 2,292 0
AMERICAN INTL GROUP INC COM NEW 026874784 246 5,500 SH   DFND 1 0 5,500 0
AMERICAN INTL GROUP INC COM NEW 026874784 12,781 285,918 SH   DFND 1,2 0 285,918 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,626 81,122 SH   DFND 1,2,3 0 81,122 0
AMERICAN SCIENCE & ENGR INC COM 029429107 141 2,512 SH   DFND 1,2 0 2,512 0
AMERICAN STS WTR CO COM 029899101 414 7,708 SH   DFND 1,2 0 7,708 0
AMERICAN TOWER CORP COM 03027X100 2,217 30,300 SH   DFND 1 0 30,300 0
AMERICAN TOWER CORP COM 03027X100 2,706 36,978 SH   DFND 1,2 0 36,978 0
AMERICAN TOWER CORP COM 03027X100 848 11,589 SH   DFND 1,2,3 0 11,589 0
AMERICAN WTR WKS CO INC NEW COM 030420103 674 16,339 SH   DFND 1,2 0 16,339 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,055 49,853 SH   DFND 1,2,3 0 49,853 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,161 125,181 SH   OTR 1,2,4,5,6 0 125,181 0
AMERIPRISE FINL INC COM 03076C106 1,333 16,477 SH   DFND 1,2 0 16,477 0
AMERIPRISE FINL INC COM 03076C106 2,114 26,142 SH   DFND 1,2,3 0 26,142 0
AMERISOURCEBERGEN CORP COM 03073E105 16,180 289,816 SH   DFND 1,2 0 289,816 0
AMERISOURCEBERGEN CORP COM 03073E105 5,235 93,763 SH   DFND 1,2,3 0 93,763 0
AMETEK INC COM 031100100 660 15,594 SH   DFND 1,2 0 15,594 0
AMETEK INC COM 031100100 7 156 SH   DFND 1,2,3 0 156 0
AMGEN INC COM 031162100 197 2,000 SH   DFND 1 0 2,000 0
AMGEN INC COM 031162100 23,758 240,811 SH   DFND 1,2 0 240,811 0
AMGEN INC COM 031162100 9,073 91,966 SH   DFND 1,2,3 0 91,966 0
AMKOR TECHNOLOGY INC COM 031652100 165 39,273 SH   DFND 1,2,3 0 39,273 0
AMPHENOL CORP NEW CL A 032095101 2,435 31,240 SH   DFND 1,2 0 31,240 0
AMPHENOL CORP NEW CL A 032095101 855 10,968 SH   DFND 1,2,3 0 10,968 0
ANADARKO PETE CORP COM 032511107 86 1,000 SH   DFND 1 0 1,000 0
ANADARKO PETE CORP COM 032511107 21,139 246,008 SH   DFND 1,2 0 246,008 0
ANADARKO PETE CORP COM 032511107 449 5,231 SH   DFND 1,2,3 0 5,231 0
ANALOG DEVICES INC COM 032654105 1,949 43,250 SH   DFND 1,2 0 43,250 0
ANALOG DEVICES INC COM 032654105 202 4,486 SH   DFND 1,2,3 0 4,486 0
ANALOGIC CORP COM PAR $0.05 032657207 61 843 SH   DFND 1,2 0 843 0
ANALOGIC CORP COM PAR $0.05 032657207 887 12,181 SH   DFND 1,2,3 0 12,181 0
ANIXTER INTL INC COM 035290105 121 1,591 SH   DFND 1,2 0 1,591 0
ANIXTER INTL INC COM 035290105 1,422 18,754 SH   DFND 1,2,3 0 18,754 0
ANN INC COM 035623107 2,156 64,940 SH   DFND 1,2 0 64,940 0
ANN INC COM 035623107 1,171 35,279 SH   DFND 1,2,3 0 35,279 0
ANNALY CAP MGMT INC COM 035710409 15,371 1,222,835 SH   DFND 1,2 0 1,222,835 0
ANNALY CAP MGMT INC COM 035710409 6,046 480,967 SH   DFND 1,2,3 0 480,967 0
ANNALY CAP MGMT INC COM 035710409 3,913 311,306 SH   OTR 1,2,4,5,6 0 311,306 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1,360 1,350,000 PRN   DFND 1,2 0 1,350,000 0
ANSYS INC COM 03662Q105 794 10,862 SH   DFND 1,2 0 10,862 0
ANSYS INC COM 03662Q105 20 272 SH   DFND 1,2,3 0 272 0
AOL INC COM 00184X105 555 15,226 SH   DFND 1,2,3 0 15,226 0
AON CORP CL A G0408V102 1,257 19,532 SH   DFND 1,2 0 19,532 0
AON CORP CL A G0408V102 305 4,744 SH   DFND 1,2,3 0 4,744 0
APACHE CORP COM 037411105 3,346 39,915 SH   DFND 1,2 0 39,915 0
APACHE CORP COM 037411105 1,010 12,043 SH   DFND 1,2,3 0 12,043 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,304 43,417 SH   DFND 1,2 0 43,417 0
APOLLO GROUP INC CL A 037604105 346 19,525 SH   DFND 1,2 0 19,525 0
APPLE INC COM 037833100 86 217 SH   DFND 1 0 0 217
APPLE INC COM 037833100 2,102 5,300 SH   DFND 1 0 5,300 0
APPLE INC COM 037833100 60,504 152,584 SH   DFND 1,2 0 152,584 0
APPLE INC COM 037833100 13,944 35,164 SH   DFND 1,2,3 0 35,164 0
APPLIED MATLS INC COM 038222105 4,467 299,394 SH   DFND 1,2 0 299,394 0
APPLIED MATLS INC COM 038222105 4,647 311,463 SH   DFND 1,2,3 0 311,463 0
APTARGROUP INC COM 038336103 52 933 SH   DFND 1,2,3 0 933 0
AQUA AMERICA INC COM 03836W103 119 3,798 SH   DFND 1,2 0 3,798 0
AQUA AMERICA INC COM 03836W103 265 8,476 SH   DFND 1,2,3 0 8,476 0
ARCH CAPITAL GROUP LTD ORD G0450A105 381 7,413 SH   DFND 1,2 0 7,413 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,466 72,713 SH   DFND 1,2 0 72,713 0
ARCHER DANIELS MIDLAND CO COM 039483102 854 25,189 SH   DFND 1,2,3 0 25,189 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 2,020 2,000,000 PRN   DFND 1,2 0 2,000,000 0
ARCTIC CAT INC COM 039670104 891 19,801 SH   DFND 1,2,3 0 19,801 0
ARENA PHARMACEUTICALS INC COM 040047102 81 10,571 SH   DFND 1,2 0 10,571 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 625 575,000 PRN   DFND 1,2 0 575,000 0
ARRIS GROUP INC COM 04270V106 1,001 69,739 SH   DFND 1,2 0 69,739 0
ARRIS GROUP INC COM 04270V106 638 44,441 SH   DFND 1,2,3 0 44,441 0
ARROW ELECTRONICS INC COM 042735100 949 23,805 SH   DFND 1,2 0 23,805 0
ARROW ELECTRONICS INC COM 042735100 1,721 43,183 SH   DFND 1,2,3 0 43,183 0
ARTHROCARE CORP COM 043136100 73 2,118 SH   DFND 1,2 0 2,118 0
ASCENA RETAIL GROUP INC COM 04351G101 103 5,874 SH   DFND 1,2 0 5,874 0
ASHFORD HOSPITALITY TR INC SHS 044103109 203 17,771 SH   DFND 1,2 0 17,771 0
ASHLAND INC COM 044209104 134 1,610 SH   DFND 1,2 0 1,610 0
ASHLAND INC COM 044209104 1,412 16,909 SH   DFND 1,2,3 0 16,909 0
ASHLAND INC COM 044209104 5,300 63,478 SH   OTR 1,2,4,5,6 0 63,478 0
ASPEN INSURANCE HLDGS LTD SHS G05384105 153 4,122 SH   DFND 1,2,3 0 4,122 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 212 13,162 SH   DFND 1,2 0 13,162 0
ASSURANT INC COM 04621X108 3,412 67,018 SH   DFND 1,2 0 67,018 0
ASSURANT INC COM 04621X108 279 5,486 SH   DFND 1,2,3 0 5,486 0
AT&T INC COM 00206R102 991 28,000 SH   DFND 1 0 28,000 0
AT&T INC COM 00206R102 22,357 631,565 SH   DFND 1,2 0 631,565 0
AT&T INC COM 00206R102 9,969 281,624 SH   DFND 1,2,3 0 281,624 0
AT&T INC COM 00206R102 2,835 80,078 SH   OTR 1,2,4,5,6 0 80,078 0
ATMOS ENERGY CORP COM 049560105 19 460 SH   DFND 1,2 0 460 0
ATWOOD OCEANICS INC COM 050095108 175 3,371 SH   DFND 1,2 0 3,371 0
AUTOBYTEL INC COM NEW 05275N205 133 27,821 SH   DFND 1,2,3 0 27,821 0
AUTODESK INC COM 052769106 1,334 39,312 SH   DFND 1,2 0 39,312 0
AUTODESK INC COM 052769106 68 2,002 SH   DFND 1,2,3 0 2,002 0
AUTOLIV INC COM 052800109 1,816 23,472 SH   DFND 1,2 0 23,472 0
AUTOLIV INC COM 052800109 363 4,685 SH   DFND 1,2,3 0 4,685 0
AUTOMATIC DATA PROCESSING INC COM 053015103 4,264 61,924 SH   DFND 1,2 0 61,924 0
AUTOMATIC DATA PROCESSING INC COM 053015103 991 14,397 SH   DFND 1,2,3 0 14,397 0
AUTOMATIC DATA PROCESSING INC COM 053015103 1,293 18,771 SH   OTR 1,2,4,5,6 0 18,771 0
AUTONATION INC COM 05329W102 752 17,327 SH   DFND 1,2,3 0 17,327 0
AUTOZONE INC COM 053332102 381 900 SH   DFND 1 0 900 0
AUTOZONE INC COM 053332102 8,550 20,180 SH   DFND 1,2 0 20,180 0
AUTOZONE INC COM 053332102 2,888 6,816 SH   DFND 1,2,3 0 6,816 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 455 12,172 SH   DFND 1,2 0 12,172 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 199 5,322 SH   DFND 1,2,3 0 5,322 0
AVALONBAY CMNTYS INC COM 053484101 567 4,200 SH   DFND 1 0 4,200 0
AVALONBAY CMNTYS INC COM 053484101 6,230 46,181 SH   DFND 1,2 0 46,181 0
AVERY DENNISON CORP COM 053611109 868 20,291 SH   DFND 1,2 0 20,291 0
AVERY DENNISON CORP COM 053611109 177 4,147 SH   DFND 1,2,3 0 4,147 0
AVERY DENNISON CORP COM 053611109 2,716 63,514 SH   OTR 1,2,4,5,6 0 63,514 0
AVIS BUDGET GROUP INC COM 053774105 1,691 58,822 SH   DFND 1,2 0 58,822 0
AVIS BUDGET GROUP INC COM 053774105 554 19,261 SH   DFND 1,2,3 0 19,261 0
AVNET INC COM 053807103 243 7,231 SH   DFND 1,2 0 7,231 0
AVNET INC COM 053807103 1,031 30,674 SH   DFND 1,2,3 0 30,674 0
AVON PRODS INC COM 054303102 669 31,816 SH   DFND 1,2 0 31,816 0
AXIALL CORP COM 05463D100 1,285 30,186 SH   DFND 1,2 0 30,186 0
AXIS CAPITAL HLDGS LTD SHS G0692U109 1,796 39,230 SH   DFND 1,2 0 39,230 0
AXIS CAPITAL HLDGS LTD SHS G0692U109 354 7,732 SH   DFND 1,2,3 0 7,732 0
BADGER METER INC COM 056525108 193 4,335 SH   DFND 1,2 0 4,335 0
BAKER HUGHES INC COM 057224107 1,352 29,301 SH   DFND 1,2 0 29,301 0
BAKER HUGHES INC COM 057224107 327 7,096 SH   DFND 1,2,3 0 7,096 0
BALL CORP COM 058498106 249 6,000 SH   DFND 1 0 6,000 0
BALL CORP COM 058498106 2,027 48,787 SH   DFND 1,2 0 48,787 0
BALL CORP COM 058498106 256 6,163 SH   DFND 1,2,3 0 6,163 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 335 25,718 SH   DFND 1,2 0 25,718 0
BANCO DE CHILE SPON ADR 059520106 323 3,708 SH   DFND 1,2,3 0 3,708 0
BANCO DE CHILE SPON ADR 059520106 834 9,579 SH   OTR 1,2,4,5,6 0 9,579 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 284 45,625 SH   DFND 1,2 0 45,625 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 199 32,001 SH   DFND 1,2,3 0 32,001 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 675 27,619 SH   DFND 1,2 0 27,619 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2,989 122,246 SH   DFND 1,2,3 0 122,246 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,850 157,477 SH   OTR 1,2,4,5,6 0 157,477 0
BANCO SANTANDER SA ADR 05964H105 0 15 SH   DFND 1,2 0 15 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 1,032 18,258 SH   DFND 1,2 0 18,258 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 944 16,713 SH   DFND 1,2,3 0 16,713 0
BANK OF AMERICA CORP COM 060505104 19,655 1,528,368 SH   DFND 1,2 0 1,528,368 0
BANK OF AMERICA CORP COM 060505104 7,411 576,256 SH   DFND 1,2,3 0 576,256 0
BANK OF HAWAII CORP COM 062540109 65 1,285 SH   DFND 1,2 0 1,285 0
BANK OF HAWAII CORP COM 062540109 779 15,475 SH   DFND 1,2,3 0 15,475 0
BANK OF NEW YORK MELLON CORP COM 064058100 4,295 153,104 SH   DFND 1,2 0 153,104 0
BANK OF NEW YORK MELLON CORP COM 064058100 3,306 117,850 SH   DFND 1,2,3 0 117,850 0
BARD C R INC COM 067383109 2,642 24,310 SH   DFND 1,2 0 24,310 0
BARD C R INC COM 067383109 22 199 SH   DFND 1,2,3 0 199 0
BARRICK GOLD CORP COM 067901108 256 16,281 SH   DFND 1,2,3 0 16,281 0
BAXTER INTL INC COM 071813109 104 1,500 SH   DFND 1 0 1,500 0
BAXTER INTL INC COM 071813109 8,771 126,615 SH   DFND 1,2 0 126,615 0
BAXTER INTL INC COM 071813109 2,054 29,659 SH   DFND 1,2,3 0 29,659 0
BAXTER INTL INC COM 071813109 3,418 49,345 SH   OTR 1,2,4,5,6 0 49,345 0
BB&T CORP COM 054937107 2,724 80,395 SH   DFND 1,2 0 80,395 0
BB&T CORP COM 054937107 1,087 32,086 SH   DFND 1,2,3 0 32,086 0
BEAM INC COM 073730103 969 15,357 SH   DFND 1,2 0 15,357 0
BEAM INC COM 073730103 697 11,044 SH   DFND 1,2,3 0 11,044 0
BECTON DICKINSON & CO COM 075887109 148 1,498 SH   DFND 1 0 0 1,498
BECTON DICKINSON & CO COM 075887109 14,715 148,896 SH   DFND 1,2 0 148,896 0
BECTON DICKINSON & CO COM 075887109 2,926 29,609 SH   DFND 1,2,3 0 29,609 0
BED BATH & BEYOND INC COM 075896100 6,722 94,748 SH   DFND 1,2 0 94,748 0
BED BATH & BEYOND INC COM 075896100 1,445 20,369 SH   DFND 1,2,3 0 20,369 0
BELDEN INC COM 077454106 675 13,513 SH   DFND 1,2 0 13,513 0
BELDEN INC COM 077454106 574 11,495 SH   DFND 1,2,3 0 11,495 0
BEMIS INC COM 081437105 1,347 34,421 SH   DFND 1,2,3 0 34,421 0
BENCHMARK ELECTRS INC COM 08160H101 1,044 51,929 SH   DFND 1,2 0 51,929 0
BENCHMARK ELECTRS INC COM 08160H101 444 22,089 SH   DFND 1,2,3 0 22,089 0
BERKLEY W R CORP COM 084423102 285 6,971 SH   DFND 1,2 0 6,971 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 839 7,500 SH   DFND 1 0 7,500 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,319 83,266 SH   DFND 1,2 0 83,266 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 571 5,099 SH   DFND 1,2,3 0 5,099 0
BEST BUY INC COM 086516101 2,029 74,247 SH   DFND 1,2 0 74,247 0
BEST BUY INC COM 086516101 2,655 97,129 SH   DFND 1,2,3 0 97,129 0
BEST BUY INC COM 086516101 4,156 152,073 SH   OTR 1,2,4,5,6 0 152,073 0
BIG LOTS INC COM 089302103 1,858 58,932 SH   DFND 1,2 0 58,932 0
BIG LOTS INC COM 089302103 858 27,209 SH   DFND 1,2,3 0 27,209 0
BIOGEN IDEC INC COM 09062X103 11,574 53,781 SH   DFND 1,2 0 53,781 0
BIOGEN IDEC INC COM 09062X103 6,553 30,450 SH   DFND 1,2,3 0 30,450 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,249 40,344 SH   DFND 1,2 0 40,344 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,034 18,552 SH   DFND 1,2,3 0 18,552 0
BIOMED RLTY TR INC COM 09063H107 896 44,289 SH   DFND 1,2 0 44,289 0
BLACKROCK INC COM 09247X101 16,797 65,397 SH   DFND 1,2 0 65,397 0
BLACKROCK INC COM 09247X101 6,255 24,353 SH   DFND 1,2,3 0 24,353 0
BLACKROCK INC COM 09247X101 4,261 16,590 SH   OTR 1,2,4,5,6 0 16,590 0
BLOCK H&R INC COM 093671105 968 34,882 SH   DFND 1,2 0 34,882 0
BLOCK H&R INC COM 093671105 1,840 66,291 SH   DFND 1,2,3 0 66,291 0
BLOCK H&R INC COM 093671105 4,031 145,263 SH   OTR 1,2,4,5,6 0 145,263 0
BMC SOFTWARE INC COM 055921100 3,612 80,027 SH   DFND 1,2 0 80,027 0
BMC SOFTWARE INC COM 055921100 1,299 28,787 SH   DFND 1,2,3 0 28,787 0
BOB EVANS FARMS INC COM 096761101 226 4,808 SH   DFND 1,2,3 0 4,808 0
BOEING CO COM 097023105 202 1,974 SH   DFND 1 0 1,974 0
BOEING CO COM 097023105 13,857 135,270 SH   DFND 1,2 0 135,270 0
BOEING CO COM 097023105 4,138 40,398 SH   DFND 1,2,3 0 40,398 0
BORGWARNER INC COM 099724106 859 9,973 SH   DFND 1,2 0 9,973 0
BORGWARNER INC COM 099724106 191 2,220 SH   DFND 1,2,3 0 2,220 0
BOSTON BEER INC CL A 100557107 26 155 SH   DFND 1,2 0 155 0
BOSTON PPTYS INC COM 101121101 117 1,108 SH   DFND 1 0 0 1,108
BOSTON PPTYS INC COM 101121101 506 4,800 SH   DFND 1 0 4,800 0
BOSTON PPTYS INC COM 101121101 5,100 48,355 SH   DFND 1,2 0 48,355 0
BOSTON SCIENTIFIC CORP COM 101137107 2,756 297,312 SH   DFND 1,2 0 297,312 0
BOSTON SCIENTIFIC CORP COM 101137107 410 44,240 SH   DFND 1,2,3 0 44,240 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 815 60,312 SH   DFND 1,2 0 60,312 0
BRASKEM SA SP ADR PFD A 105532105 130 8,716 SH   DFND 1,2 0 8,716 0
BRASKEM SA SP ADR PFD A 105532105 103 6,924 SH   DFND 1,2,3 0 6,924 0
BRE PPTYS INC CL A 05564E106 1,032 20,624 SH   DFND 1,2 0 20,624 0
BRF SA SPON ADR 10552T107 114 5,260 SH   OTR 1,2,4,5,6 0 5,260 0
BRIGGS & STRATTON CORP COM 109043109 950 47,961 SH   DFND 1,2 0 47,961 0
BRIGGS & STRATTON CORP COM 109043109 748 37,794 SH   DFND 1,2,3 0 37,794 0
BRINKER INTL INC COM 109641100 7,090 179,818 SH   DFND 1,2 0 179,818 0
BRINKER INTL INC COM 109641100 1,652 41,897 SH   DFND 1,2,3 0 41,897 0
BRISTOL MYERS SQUIBB CO COM 110122108 17,300 387,109 SH   DFND 1,2 0 387,109 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,269 73,140 SH   DFND 1,2,3 0 73,140 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,688 60,149 SH   OTR 1,2,4,5,6 0 60,149 0
BRISTOW GROUP INC COM 110394103 1,485 22,736 SH   DFND 1,2,3 0 22,736 0
BROADCOM CORP CL A 111320107 1,082 32,011 SH   DFND 1,2 0 32,011 0
BROADCOM CORP CL A 111320107 52 1,544 SH   DFND 1,2,3 0 1,544 0
BROWN FORMAN CORP CL B 115637209 68 1,000 SH   DFND 1 0 1,000 0
BROWN FORMAN CORP CL B 115637209 998 14,778 SH   DFND 1,2 0 14,778 0
BRUNSWICK CORP COM 117043109 773 24,182 SH   DFND 1,2,3 0 24,182 0
BUCKEYE TECHNOLOGIES INC COM 118255108 48 1,297 SH   DFND 1,2 0 1,297 0
BUCKLE INC COM 118440106 456 8,765 SH   DFND 1,2 0 8,765 0
BUFFALO WILD WINGS INC COM 119848109 172 1,751 SH   DFND 1,2 0 1,751 0
BUNGE LIMITED COM G16962105 741 10,473 SH   DFND 1,2 0 10,473 0
BUNGE LIMITED COM G16962105 3,442 48,634 SH   DFND 1,2,3 0 48,634 0
BUNGE LIMITED COM G16962105 122 1,719 SH   OTR 1,2,4,5,6 0 1,719 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 601 10,679 SH   DFND 1,2 0 10,679 0
CA INC COM 12673P105 7,771 271,535 SH   DFND 1,2 0 271,535 0
CA INC COM 12673P105 3,235 113,039 SH   DFND 1,2,3 0 113,039 0
CA INC COM 12673P105 4,719 164,890 SH   OTR 1,2,4,5,6 0 164,890 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,782 224,832 SH   DFND 1,2 0 224,832 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 845 50,229 SH   DFND 1,2,3 0 50,229 0
CABOT MICROELECTRONICS CORP COM 12709P103 432 13,100 SH   DFND 1,2 0 13,100 0
CABOT OIL & GAS CORP COM 127097103 2,042 28,746 SH   DFND 1,2 0 28,746 0
CABOT OIL & GAS CORP COM 127097103 902 12,696 SH   DFND 1,2,3 0 12,696 0
CACI INTL INC CL A 127190304 25 386 SH   DFND 1,2 0 386 0
CACI INTL INC CL A 127190304 182 2,860 SH   DFND 1,2,3 0 2,860 0
CADENCE DESIGN SYS INC COM 127387108 2,096 144,738 SH   DFND 1,2 0 144,738 0
CADENCE DESIGN SYS INC COM 127387108 41 2,863 SH   DFND 1,2,3 0 2,863 0
CADIZ INC COM NEW 127537207 67 14,659 SH   OTR 1,2,4,5,6 0 14,659 0
CALAVO GROWERS INC COM 128246105 143 5,263 SH   DFND 1,2 0 5,263 0
CALAVO GROWERS INC COM 128246105 182 6,707 SH   OTR 1,2,4,5,6 0 6,707 0
CALIFORNIA WTR SVC GROUP COM 130788102 1,175 60,215 SH   DFND 1,2,3 0 60,215 0
CALIFORNIA WTR SVC GROUP COM 130788102 6,444 330,296 SH   OTR 1,2,4,5,6 0 330,296 0
CALLAWAY GOLF CO COM 131193104 1,187 180,398 SH   DFND 1,2,3 0 180,398 0
CAL MAINE FOODS INC COM NEW 128030202 149 3,209 SH   DFND 1,2 0 3,209 0
CALPINE CORP COM NEW 131347304 2,101 98,958 SH   DFND 1,2 0 98,958 0
CALPINE CORP COM NEW 131347304 3,254 153,273 SH   DFND 1,2,3 0 153,273 0
CAMBIUM LEARNING GRP INC COM 13201A107 75 59,386 SH   DFND 1,2,3 0 59,386 0
CAMDEN PPTY TR SH BEN INT 133131102 1,883 27,232 SH   DFND 1,2 0 27,232 0
CAMERON INTL CORP COM 13342B105 336 5,500 SH   DFND 1 0 5,500 0
CAMERON INTL CORP COM 13342B105 1,209 19,760 SH   DFND 1,2 0 19,760 0
CAMERON INTL CORP COM 13342B105 403 6,586 SH   DFND 1,2,3 0 6,586 0
CAMPBELL SOUP CO COM 134429109 8,474 189,205 SH   DFND 1,2 0 189,205 0
CAMPBELL SOUP CO COM 134429109 1,941 43,338 SH   DFND 1,2,3 0 43,338 0
CAMPUS CREST CMNTYS INC COM 13466Y105 124 10,722 SH   DFND 1,2 0 10,722 0
CANADIAN SOLAR INC COM 136635109 819 74,507 SH   OTR 1,2,4,5,6 0 74,507 0
CAPELLA EDUCATION CO COM 139594105 92 2,200 SH   DFND 1,2 0 2,200 0
CAPITAL ONE FINL CORP COM 14040H105 188 3,000 SH   DFND 1 0 3,000 0
CAPITAL ONE FINL CORP COM 14040H105 2,879 45,835 SH   DFND 1,2 0 45,835 0
CAPITAL ONE FINL CORP COM 14040H105 775 12,341 SH   DFND 1,2,3 0 12,341 0
CAPITOL FED FINL INC COM 14057J101 170 13,960 SH   DFND 1,2,3 0 13,960 0
CAPLEASE INC COM 140288101 152 17,991 SH   DFND 1,2 0 17,991 0
CARDINAL HEALTH INC COM 14149Y108 354 7,500 SH   DFND 1 0 7,500 0
CARDINAL HEALTH INC COM 14149Y108 6,201 131,370 SH   DFND 1,2 0 131,370 0
CARDINAL HEALTH INC COM 14149Y108 4,346 92,073 SH   DFND 1,2,3 0 92,073 0
CARDINAL HEALTH INC COM 14149Y108 1,990 42,159 SH   OTR 1,2,4,5,6 0 42,159 0
CAREFUSION CORP COM 14170T101 958 25,993 SH   DFND 1,2 0 25,993 0
CAREFUSION CORP COM 14170T101 3,108 84,341 SH   DFND 1,2,3 0 84,341 0
CARMAX INC COM 143130102 1,469 31,834 SH   DFND 1,2 0 31,834 0
CARNIVAL CORP PAIRED CTF 143658300 2,116 61,715 SH   DFND 1,2 0 61,715 0
CARNIVAL CORP PAIRED CTF 143658300 2,342 68,288 SH   DFND 1,2,3 0 68,288 0
CASEYS GEN STORES INC COM 147528103 159 2,650 SH   DFND 1,2 0 2,650 0
CASH AMERICA INTL INC COM 14754D100 2,478 54,501 SH   DFND 1,2 0 54,501 0
CASH AMERICA INTL INC COM 14754D100 764 16,815 SH   DFND 1,2,3 0 16,815 0
CATERPILLAR INC DEL COM 149123101 5,057 61,306 SH   DFND 1,2 0 61,306 0
CATERPILLAR INC DEL COM 149123101 527 6,383 SH   DFND 1,2,3 0 6,383 0
CATERPILLAR INC DEL COM 149123101 109 1,318 SH   OTR 1,2,4,5,6 0 1,318 0
CBL & ASSOC PPTYS INC COM 124830100 910 42,487 SH   DFND 1,2 0 42,487 0
CBRE GROUP INC CL A 12504L109 114 4,900 SH   DFND 1 0 4,900 0
CBRE GROUP INC CL A 12504L109 1,027 43,974 SH   DFND 1,2 0 43,974 0
CBS CORP NEW CL B 124857202 5,770 118,074 SH   DFND 1,2 0 118,074 0
CBS CORP NEW CL B 124857202 4,831 98,845 SH   DFND 1,2,3 0 98,845 0
CEDAR REALTY TR INC COM NEW 150602209 84 16,163 SH   DFND 1,2 0 16,163 0
CELANESE CORP DEL COM SER A 150870103 519 11,582 SH   DFND 1,2 0 11,582 0
CELANESE CORP DEL COM SER A 150870103 510 11,391 SH   DFND 1,2,3 0 11,391 0
CELGENE CORP COM 151020104 26,463 226,220 SH   DFND 1,2 0 226,220 0
CELGENE CORP COM 151020104 3,519 30,078 SH   DFND 1,2,3 0 30,078 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 1,552 1,350,000 PRN   DFND 1,2 0 1,350,000 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 1,583 1,300,000 PRN   DFND 1,2 0 1,300,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 1,388 1,125,000 PRN   DFND 1,2 0 1,125,000 0
CENCOSUD SA SPON ADS 15132H101 465 31,189 SH   DFND 1,2,3 0 31,189 0
CENTERPOINT ENERGY CORP COM 15189T107 623 26,519 SH   DFND 1,2 0 26,519 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 137 13,574 SH   DFND 1,2,3 0 13,574 0
CENTURY ALUM CO COM 156431108 283 30,511 SH   DFND 1,2,3 0 30,511 0
CENTURYLINK INC COM 156700106 4,648 131,474 SH   DFND 1,2 0 131,474 0
CENTURYLINK INC COM 156700106 1,943 54,965 SH   DFND 1,2,3 0 54,965 0
CERNER CORP COM 156782104 168 3,500 SH   DFND 1 0 3,500 0
CERNER CORP COM 156782104 2,873 59,793 SH   DFND 1,2 0 59,793 0
CERNER CORP COM 156782104 190 3,956 SH   DFND 1,2,3 0 3,956 0
CF INDS HLDGS INC COM 125269100 7,789 45,417 SH   DFND 1,2 0 45,417 0
CF INDS HLDGS INC COM 125269100 1,378 8,035 SH   DFND 1,2,3 0 8,035 0
CGG SPON ADR 12531Q105 0 22 SH   DFND 1,2 0 22 0
CH ENERGY GROUP INC COM 12541M102 169 2,602 SH   DFND 1,2 0 2,602 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 537 4,337 SH   DFND 1,2 0 4,337 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 34 272 SH   DFND 1,2,3 0 272 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 742 14,944 SH   DFND 1,2 0 14,944 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 24 484 SH   DFND 1,2,3 0 484 0
CHEESECAKE FACTORY INC COM 163072101 113 2,700 SH   DFND 1,2 0 2,700 0
CHEMED CORP COM 16359R103 1,370 18,908 SH   DFND 1,2 0 18,908 0
CHENIERE ENDERGY INC COM NEW 16411R208 327 11,783 SH   DFND 1,2 0 11,783 0
CHESAPEAKE ENERGY CORP COM 165167107 752 36,879 SH   DFND 1,2 0 36,879 0
CHESAPEAKE ENERGY CORP COM 165167107 98 4,817 SH   DFND 1,2,3 0 4,817 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 260 12,529 SH   DFND 1,2 0 12,529 0
CHEVRON CORP COM 166764100 126 1,068 SH   DFND 1 0 0 1,068
CHEVRON CORP COM 166764100 1,193 10,077 SH   DFND 1 0 10,077 0
CHEVRON CORP COM 166764100 35,439 299,470 SH   DFND 1,2 0 299,470 0
CHEVRON CORP COM 166764100 20,698 174,900 SH   DFND 1,2,3 0 174,900 0
CHEVRON CORP COM 166764100 9,649 81,535 SH   OTR 1,2,4,5,6 0 81,535 0
CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 1,324 22,195 SH   DFND 1,2 0 22,195 0
CHICOPEE BANCORP INC COM 168565109 73 4,291 SH   DFND 1,2,3 0 4,291 0
CHICOS FAS INC COM 168615102 517 30,292 SH   DFND 1,2,3 0 30,292 0
CHILDRENS PL RETAIL STORES I COM 168905107 782 14,279 SH   DFND 1,2 0 14,279 0
CHILDRENS PL RETAIL STORES I COM 168905107 191 3,481 SH   DFND 1,2,3 0 3,481 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 235 4,948 SH   DFND 1,2 0 4,948 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 291 800 SH   DFND 1 0 800 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 916 2,513 SH   DFND 1,2 0 2,513 0
CHOICE HOTELS INTL INC COM 169905106 49 1,225 SH   DFND 1,2 0 1,225 0
CHOICE HOTELS INTL INC COM 169905106 731 18,427 SH   DFND 1,2,3 0 18,427 0
CHUBB CORP COM 171232101 339 4,000 SH   DFND 1 0 4,000 0
CHUBB CORP COM 171232101 4,710 55,638 SH   DFND 1,2 0 55,638 0
CHUBB CORP COM 171232101 1,168 13,793 SH   DFND 1,2,3 0 13,793 0
CHURCH & DWIGHT INC COM 171340102 4,425 71,700 SH   DFND 1,2 0 71,700 0
CHURCHILL DOWNS INC COM 171484108 209 2,651 SH   DFND 1,2 0 2,651 0
CIGNA CORP COM 125509109 5,651 77,950 SH   DFND 1,2 0 77,950 0
CIGNA CORP COM 125509109 1,116 15,400 SH   DFND 1,2,3 0 15,400 0
CIMAREX ENERGY CO COM 171798101 359 5,530 SH   DFND 1,2 0 5,530 0
CINCINNATI FINL CORP COM 172062101 1,433 31,216 SH   DFND 1,2 0 31,216 0
CINCINNATI FINL CORP COM 172062101 101 2,208 SH   DFND 1,2,3 0 2,208 0
CINTAS CORP COM 172908105 906 19,901 SH   DFND 1,2 0 19,901 0
CINTAS CORP COM 172908105 2,287 50,222 SH   DFND 1,2,3 0 50,222 0
CISCO SYS INC COM 17275R102 243 10,000 SH   DFND 1 0 10,000 0
CISCO SYS INC COM 17275R102 19,374 796,153 SH   DFND 1,2 0 796,153 0
CISCO SYS INC COM 17275R102 8,318 341,808 SH   DFND 1,2,3 0 341,808 0
CIT GROUP INC COM NEW 125581801 599 12,844 SH   DFND 1,2 0 12,844 0
CIT GROUP INC COM NEW 125581801 823 17,654 SH   DFND 1,2,3 0 17,654 0
CITIGROUP INC COM NEW 172967424 77 1,607 SH   DFND 1 0 0 1,607
CITIGROUP INC COM NEW 172967424 25,512 531,822 SH   DFND 1,2 0 531,822 0
CITIGROUP INC COM NEW 172967424 5,027 104,792 SH   DFND 1,2,3 0 104,792 0
CITRIX SYS INC COM 177376100 895 14,825 SH   DFND 1,2 0 14,825 0
CITRIX SYS INC COM 177376100 289 4,790 SH   DFND 1,2,3 0 4,790 0
CLEAN ENERGY FUELS CORP COM 184499101 1,331 100,842 SH   DFND 1,2 0 100,842 0
CLEAN HARBORS INC COM 184496107 679 13,429 SH   OTR 1,2,4,5,6 0 13,429 0
CLEARONE INC COM 18506U104 166 19,484 SH   DFND 1,2,3 0 19,484 0
CLGON CARBON CORP COM 129603106 42 2,518 SH   DFND 1,2 0 2,518 0
CLGON CARBON CORP COM 129603106 1,094 65,617 SH   DFND 1,2,3 0 65,617 0
CLGON CARBON CORP COM 129603106 5,213 312,501 SH   OTR 1,2,4,5,6 0 312,501 0
CLIFFS NAT RES INC COM 18683K101 1,672 102,879 SH   DFND 1,2 0 102,879 0
CLOROX CO DEL COM 189054109 3,901 46,918 SH   DFND 1,2 0 46,918 0
CLOROX CO DEL COM 189054109 296 3,556 SH   DFND 1,2,3 0 3,556 0
CLOUD PEAK ENERGY INC COM 18911Q102 279 16,922 SH   DFND 1,2,3 0 16,922 0
CME GROUP INC COM 12572Q105 2,633 34,666 SH   DFND 1,2 0 34,666 0
CME GROUP INC COM 12572Q105 4,332 57,035 SH   DFND 1,2,3 0 57,035 0
CMS ENERGY CORP COM 125896100 326 12,000 SH   DFND 1 0 12,000 0
CMS ENERGY CORP COM 125896100 557 20,513 SH   DFND 1,2 0 20,513 0
CNH GLOBAL N V SHS NEW N20935206 441 10,593 SH   DFND 1,2 0 10,593 0
CNH GLOBAL N V SHS NEW N20935206 67 1,609 SH   OTR 1,2,4,5,6 0 1,609 0
CNOOC LTD SPON ADR 126132109 236 1,409 SH   DFND 1,2,3 0 1,409 0
COACH INC COM 189754104 257 4,500 SH   DFND 1 0 4,500 0
COACH INC COM 189754104 1,348 23,620 SH   DFND 1,2 0 23,620 0
COACH INC COM 189754104 2,015 35,294 SH   DFND 1,2,3 0 35,294 0
COBALT INTL ENERGY INC COM 19075F106 984 37,021 SH   DFND 1,2 0 37,021 0
COCA COLA CO COM 191216100 1,083 27,000 SH   DFND 1 0 27,000 0
COCA COLA CO COM 191216100 32,524 810,863 SH   DFND 1,2 0 810,863 0
COCA COLA CO COM 191216100 6,453 160,890 SH   DFND 1,2,3 0 160,890 0
COCA COLA ENTERPRISES INC NE COM 19122T109 8,226 233,952 SH   DFND 1,2 0 233,952 0
COCA COLA ENTERPRISES INC NE COM 19122T109 827 23,523 SH   DFND 1,2,3 0 23,523 0
COGNEX CORP COM 192422103 4,015 88,794 SH   DFND 1,2 0 88,794 0
COGNEX CORP COM 192422103 1,818 40,213 SH   DFND 1,2,3 0 40,213 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,747 43,858 SH   DFND 1,2 0 43,858 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 409 6,523 SH   DFND 1,2,3 0 6,523 0
COINSTAR INC COM 19259P300 182 3,098 SH   DFND 1,2,3 0 3,098 0
COLGATE PALMOLIVE CO COM 194162103 93 1,632 SH   DFND 1 0 1,632 0
COLGATE PALMOLIVE CO COM 194162103 8,768 153,041 SH   DFND 1,2 0 153,041 0
COLGATE PALMOLIVE CO COM 194162103 2,168 37,838 SH   DFND 1,2,3 0 37,838 0
COLONIAL PPTYS TR+A2132 SH BEN INT 195872106 768 31,851 SH   DFND 1,2 0 31,851 0
COMCAST CORP NEW CL A 20030N101 420 10,055 SH   DFND 1 0 10,055 0
COMCAST CORP NEW CL A 20030N101 16,588 397,311 SH   DFND 1,2 0 397,311 0
COMCAST CORP NEW CL A 20030N101 2,112 50,595 SH   DFND 1,2,3 0 50,595 0
COMCAST CORP NEW CL A SPL 20030N200 13,998 352,850 SH   DFND 1,2 0 352,850 0
COMCAST CORP NEW CL A SPL 20030N200 3,393 85,532 SH   DFND 1,2,3 0 85,532 0
COMERICA INC COM 200340107 2,738 68,742 SH   DFND 1,2 0 68,742 0
COMERICA INC COM 200340107 2,106 52,865 SH   DFND 1,2,3 0 52,865 0
COMMONWEALTH REIT COM SH BEN INT 203233101 564 24,375 SH   DFND 1,2 0 24,375 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,644 56,409 SH   DFND 1,2 0 56,409 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,012 21,589 SH   DFND 1,2,3 0 21,589 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 430 9,468 SH   DFND 1,2 0 9,468 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 301 6,625 SH   DFND 1,2,3 0 6,625 0
COMPANHIA DE SANEAMENTO BASI SPON ADR 20441A102 298 28,599 SH   DFND 1,2 0 28,599 0
COMPANHIA DE SANEAMENTO BASI SPON ADR 20441A102 208 19,942 SH   DFND 1,2,3 0 19,942 0
COMPANHIA DE SANEAMENTO BASI SPON ADR 20441A102 16,794 1,613,293 SH   OTR 1,2,4,5,6 0 1,613,293 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 272 30,363 SH   DFND 1,2,3 0 30,363 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 107 8,611 SH   DFND 1,2 0 8,611 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 793 63,874 SH   DFND 1,2,3 0 63,874 0
COMPANIA CERVECERIAS UNIDAS SPON ADR 204429104 594 20,764 SH   DFND 1,2 0 20,764 0
COMPANIA A1058CERVECERIAS UNIDAS SPON ADR 204429104 1,122 39,209 SH   DFND 1,2,3 0 39,209 0
COMPANIA DE MINAS BUENAVENTU SPON ADR 204448104 151 10,227 SH   DFND 1,2 0 10,227 0
COMPANIA DE MINAS BUENAVENTU SPON ADR 204448104 418 28,307 SH   DFND 1,2,3 0 28,307 0
COMPUTER SCIENCES CORP COM 205363104 609 13,924 SH   DFND 1,2 0 13,924 0
COMPUTER SCIENCES CORP COM 205363104 1,748 39,929 SH   DFND 1,2,3 0 39,929 0
COMSTOCK RES INC COM NEW 205768203 248 15,772 SH   DFND 1,2,3 0 15,772 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 732 27,229 SH   DFND 1,2 0 27,229 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 833 30,973 SH   DFND 1,2,3 0 30,973 0
COMVERSE INC COM 20585P105 10 325 SH   DFND 1,2 0 325 0
CONAGRA FOODS INC COM 205887102 6,368 182,297 SH   DFND 1,2 0 182,297 0
CONAGRA FOODS INC COM 205887102 1,089 31,175 SH   DFND 1,2,3 0 31,175 0
CONCHO RES INC COM 20605P101 2,421 28,920 SH   DFND 1,2 0 28,920 0
CONOCOPHILLIPS COM 20825C104 473 7,816 SH   DFND 1 0 7,816 0
CONOCOPHILLIPS COM 20825C104 24,516 405,222 SH   DFND 1,2 0 405,222 0
CONOCOPHILLIPS COM 20825C104 7,187 118,786 SH   DFND 1,2,3 0 118,786 0
CONOCOPHILLIPS COM 20825C104 8,961 148,123 SH   OTR 1,2,4,5,6 0 148,123 0
CONSECO INC COM 12621E103 195 15,071 SH   DFND 1,2,3 0 15,071 0
CONSOL ENERGY INC COM 20854P109 1,127 41,587 SH   DFND 1,2 0 41,587 0
CONSOLIDATED EDISON INC COM 209115104 26,904 461,390 SH   DFND 1,2 0 461,390 0
CONSOLIDATED EDISON INC COM 209115104 520 8,914 SH   DFND 1,2,3 0 8,914 0
CONSTELLATION BRANDS INC CL A 21036P108 7,204 138,217 SH   DFND 1,2 0 138,217 0
CONSTELLATION BRANDS INC CL A 21036P108 1,620 31,073 SH   DFND 1,2,3 0 31,073 0
CONTINENTAL RES INC COM 212015101 1,583 18,399 SH   DFND 1,2 0 18,399 0
CONVERGYS CORP COM 212485106 3,076 176,499 SH   DFND 1,2 0 176,499 0
CONVERGYS CORP COM 212485106 966 55,432 SH   DFND 1,2,3 0 55,432 0
COOPER COS INC COM NEW 216648402 175 1,472 SH   DFND 1,2 0 1,472 0
COPA HLDGS SA CL A P31076105 257 1,958 SH   DFND 1,2 0 1,958 0
CORCEPT THERAPEUTICS INC COM 218352102 11 6,555 SH   DFND 1,2 0 6,555 0
CORE LABORATORIES NV COM N22717107 2,779 18,324 SH   DFND 1,2 0 18,324 0
CORELOGIC INC COM 21871D103 241 10,413 SH   DFND 1,2 0 10,413 0
CORELOGIC INC COM 21871D103 337 14,545 SH   DFND 1,2,3 0 14,545 0
CORNING INC COM 219350105 2,504 175,991 SH   DFND 1,2 0 175,991 0
CORNING INC COM 219350105 2,688 188,867 SH   DFND 1,2,3 0 188,867 0
CORPBANCA SA SPON ADR 21987A209 247 14,450 SH   DFND 1,2,3 0 14,450 0
CORPORATE EXECUTIVE BOARD CO COM 21988R102 318 5,032 SH   DFND 1,2 0 5,032 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 552 21,642 SH   DFND 1,2 0 21,642 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 226 6,664 SH   DFND 1,2 0 6,664 0
CORVEL CORP COM 221006109 168 5,752 SH   DFND 1,2 0 5,752 0
COSAN LTD SHS A G25343107 2,699 167,036 SH   OTR 1,2,4,5,6 0 167,036 0
COSTCO WHSL CORP NEW COM 22160K105 608 5,500 SH   DFND 1 0 5,500 0
COSTCO WHSL CORP NEW COM 22160K105 5,908 53,429 SH   DFND 1,2 0 53,429 0
COUSINS PPTYS INC COM 222795106 44 4,378 SH   DFND 1,2 0 4,378 0
COVANCE INC COM 222816100 1,864 24,485 SH   DFND 1,2 0 24,485 0
COVANCE INC COM 222816100 823 10,812 SH   DFND 1,2,3 0 10,812 0
COVANTA HLDG CORP COM 22282E102 1,543 77,061 SH   OTR 1,2,4,5,6 0 77,061 0
COVIDIEN PLC SHS G2554F113 7,709 134,863 SH   DFND 1,2 0 134,863 0
COVIDIEN PLC SHS G2554F113 2,058 36,006 SH   DFND 1,2,3 0 36,006 0
CPFL ENERGIA SA SPON ADR 126153105 185 10,104 SH   DFND 1,2 0 10,104 0
CPFL ENERGIA SA SPON ADR 126153105 147 8,011 SH   DFND 1,2,3 0 8,011 0
CRANE CO COM 224399105 579 9,658 SH   DFND 1,2 0 9,658 0
CRANE CO COM 224399105 812 13,558 SH   DFND 1,2,3 0 13,558 0
CREDICORP LTD COM G2519Y108 714 5,582 SH   DFND 1,2 0 5,582 0
CREDICORP LTD COM G2519Y108 997 7,791 SH   DFND 1,2,3 0 7,791 0
CREE INC COM 225447101 1,636 25,628 SH   DFND 1,2 0 25,628 0
CREE INC COM 225447101 1,061 16,626 SH   OTR 1,2,4,5,6 0 16,626 0
CROCS INC COM 227046109 18 1,075 SH   DFND 1,2 0 1,075 0
CROWN CASTLE INTL CORP COM 228227104 217 3,000 SH   DFND 1 0 3,000 0
CROWN CASTLE INTL CORP COM 228227104 6,033 83,334 SH   DFND 1,2 0 83,334 0
CROWN CASTLE INTL CORP COM 228227104 946 13,062 SH   DFND 1,2,3 0 13,062 0
CROWN HLDGS INC COM 228368106 521 12,663 SH   DFND 1,2 0 12,663 0
CROWN HLDGS INC COM 228368106 1,584 38,521 SH   DFND 1,2,3 0 38,521 0
CSG SYS INTL INC COM 126349109 1,502 68,994 SH   DFND 1,2 0 68,994 0
CSR PLC SPON ADR 12640Y205 23 718 SH   DFND 1,2 0 718 0
CST BRANDS INC COM 12646R105 342 11,090 SH   DFND 1,2 0 11,090 0
CST BRANDS INC COM 12646R105 427 13,875 SH   DFND 1,2,3 0 13,875 0
CSX CORP COM 126408103 4,276 184,381 SH   DFND 1,2 0 184,381 0
CSX CORP COM 126408103 5,076 218,891 SH   DFND 1,2,3 0 218,891 0
CSX CORP COM 126408103 960 41,407 SH   OTR 1,2,4,5,6 0 41,407 0
CUBESMART COM 229663109 548 34,263 SH   DFND 1,2 0 34,263 0
CUBIC CORP COM 229669106 105 2,182 SH   DFND 1,2 0 2,182 0
CUBIST PHARMACEUTICALS INC COM 229678107 876 18,146 SH   DFND 1,2 0 18,146 0
CUBIST PHARMACEUTICALS INC COM 229678107 407 8,431 SH   DFND 1,2,3 0 8,431 0
CUMMINS INC COM 231021106 4,288 39,531 SH   DFND 1,2 0 39,531 0
CUMMINS INC COM 231021106 993 9,158 SH   DFND 1,2,3 0 9,158 0
CURTISS WRIGHT CORP COM 231561101 376 10,154 SH   DFND 1,2,3 0 10,154 0
CVS CAREMARK CORP COM 126650100 229 4,000 SH   DFND 1 0 4,000 0
CVS CAREMARK CORP COM 126650100 10,541 184,340 SH   DFND 1,2 0 184,340 0
CVS CAREMARK CORP COM 126650100 6,432 112,484 SH   DFND 1,2,3 0 112,484 0
CYTEC INDS INC COM 232820100 52 707 SH   DFND 1,2 0 707 0
CYTEC INDS INC COM 232820100 2,500 34,135 SH   DFND 1,2,3 0 34,135 0
D R HORTON INC COM 23331A109 1,007 47,332 SH   DFND 1,2 0 47,332 0
D R HORTON INC COM 23331A109 581 27,300 SH   DFND 1,2,3 0 27,300 0
DANA HLDG CORP COM 235825205 951 49,397 SH   DFND 1,2,3 0 49,397 0
DANAHER CORP DEL COM 235851102 380 6,000 SH   DFND 1 0 6,000 0
DANAHER CORP DEL COM 235851102 2,746 43,388 SH   DFND 1,2 0 43,388 0
DANAHER CORP DEL COM 235851102 608 9,600 SH   DFND 1,2,3 0 9,600 0
DANAHER CORP DEL COM 235851102 4,933 77,926 SH   OTR 1,2,4,5,6 0 77,926 0
DARDEN RESTAURANTS INC COM 237194105 1,345 26,636 SH   DFND 1,2 0 26,636 0
DARLING INTL INC COM 237266101 59 3,149 SH   DFND 1,2 0 3,149 0
DAVITA INC COM 23918K108 1,451 12,012 SH   DFND 1,2 0 12,012 0
DAVITA INC COM 23918K108 33 274 SH   DFND 1,2,3 0 274 0
DCT INDUSTRIAL TR INC COM 233153105 511 71,457 SH   DFND 1,2 0 71,457 0
DDR CORP COM 23317H102 1,414 84,896 SH   DFND 1,2 0 84,896 0
DEAN FOODS CO NEW COM 242370104 14,470 1,444,137 SH   DFND 1,2 0 1,444,137 0
DEAN FOODS CO NEW COM 242370104 1,965 196,106 SH   DFND 1,2,3 0 196,106 0
DECKERS OUTDOOR CORP COM 243537107 1,339 26,517 SH   DFND 1,2 0 26,517 0
DEERE & CO COM 244199105 81 1,000 SH   DFND 1 0 1,000 0
DEERE & CO COM 244199105 9,628 118,496 SH   DFND 1,2 0 118,496 0
DEERE & CO COM 244199105 2,691 33,126 SH   DFND 1,2,3 0 33,126 0
DEERE & CO COM 244199105 3,149 38,751 SH   OTR 1,2,4,5,6 0 38,751 0
DELL INC COM 24702R101 3,626 272,141 SH   DFND 1,2 0 272,141 0
DELL INC COM 24702R101 518 38,877 SH   DFND 1,2,3 0 38,877 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,261 24,883 SH   DFND 1,2 0 24,883 0
DELTA AIR LINES INC COM NEW 247361702 473 25,258 SH   DFND 1,2 0 25,258 0
DELTA AIR LINES INC COM NEW 247361702 1,042 55,718 SH   DFND 1,2,3 0 55,718 0
DENBURY RES INC COM NEW 247916208 2,757 159,195 SH   DFND 1,2 0 159,195 0
DENBURY RES INC COM NEW 247916208 3,449 199,109 SH   DFND 1,2,3 0 199,109 0
DENTSPLY INTL INC NEW COM 249030107 363 8,854 SH   DFND 1,2 0 8,854 0
DENTSPLY INTL INC NEW COM 249030107 228 5,574 SH   DFND 1,2,3 0 5,574 0
DEVON ENERGY CORP NEW COM 25179M103 1,388 26,745 SH   DFND 1,2 0 26,745 0
DEVON ENERGY CORP NEW COM 25179M103 46 889 SH   DFND 1,2,3 0 889 0
DEVRY INC COM 251893103 89 2,875 SH   DFND 1,2 0 2,875 0
DEVRY INC COM 251893103 183 5,891 SH   DFND 1,2,3 0 5,891 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 350 5,088 SH   DFND 1,2 0 5,088 0
DIAMONDROCK HOSPITALITY CO COM 252784301 487 52,280 SH   DFND 1,2 0 52,280 0
DICKS SPORTING GOODS INC COM 253393102 221 4,418 SH   DFND 1,2 0 4,418 0
DIGITAL RIV INC COM 25388B104 234 12,455 SH   DFND 1,2,3 0 12,455 0
DIGITAL RLTY TR INC COM 253868103 2,439 39,985 SH   DFND 1,2 0 39,985 0
DILLARDS INC CL A 254067101 483 5,892 SH   DFND 1,2,3 0 5,892 0
DIME COMNTY BANCSHARES COM 253922108 66 4,276 SH   DFND 1,2 0 4,276 0
DIODES INC COM 254543101 36 1,383 SH   DFND 1,2 0 1,383 0
DIRECTV COM 25490A309 185 3,000 SH   DFND 1 0 3,000 0
DIRECTV COM 25490A309 6,879 111,598 SH   DFND 1,2 0 111,598 0
DIRECTV COM 25490A309 4,400 71,381 SH   DFND 1,2,3 0 71,381 0
DISCOVER FINL SVCS COM 254709108 501 10,508 SH   DFND 1 0 10,508 0
DISCOVER FINL SVCS COM 254709108 7,530 158,070 SH   DFND 1,2 0 158,070 0
DISCOVER FINL SVCS COM 254709108 2,392 50,215 SH   DFND 1,2,3 0 50,215 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3,959 51,252 SH   DFND 1,2 0 51,252 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 5,920 84,846 SH   DFND 1,2 0 84,846 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,709 38,828 SH   DFND 1,2,3 0 38,828 0
DISH NETWORK CORP CL A 25470M109 632 14,867 SH   DFND 1,2 0 14,867 0
DISNEY WALT CO COM DISNEY 254687106 15,588 246,847 SH   DFND 1,2 0 246,847 0
DISNEY WALT CO COM DISNEY 254687106 5,749 91,039 SH   DFND 1,2,3 0 91,039 0
DOLBY LABORATORIES INC COM 25659T107 854 25,539 SH   DFND 1,2 0 25,539 0
DOLBY LABORATORIES INC COM 25659T107 70 2,107 SH   DFND 1,2,3 0 2,107 0
DOLE FOOD CO INC NEW COM 256603101 44 3,447 SH   DFND 1,2,3 0 3,447 0
DOLLAR GEN CORP NEW COM 256677105 1,396 27,677 SH   DFND 1,2 0 27,677 0
DOLLAR GEN CORP NEW COM 256677105 845 16,765 SH   DFND 1,2,3 0 16,765 0
DOLLAR TREE INC COM 256746108 580 11,400 SH   DFND 1 0 11,400 0
DOLLAR TREE INC COM 256746108 1,105 21,729 SH   DFND 1,2 0 21,729 0
DOLLAR TREE INC COM 256746108 628 12,350 SH   DFND 1,2,3 0 12,350 0
DOMINION RES INC VA NEW COM 25746U109 21,675 381,459 SH   DFND 1,2 0 381,459 0
DOMTAR CORP COM NEW 257559203 1,281 19,262 SH   DFND 1,2 0 19,262 0
DONNELLEY R R & SONS CO COM 257867101 1,476 105,322 SH   DFND 1,2 0 105,322 0
DONNELLEY R R & SONS CO COM 257867101 695 49,611 SH   DFND 1,2,3 0 49,611 0
DOUGLAS EMMET INC COM 25960P109 721 28,881 SH   DFND 1,2 0 28,881 0
DOUGLAS EMMET INC COM 25960P109 227 9,111 SH   DFND 1,2,3 0 9,111 0
DOVER CORP COM 260003108 5,901 75,987 SH   DFND 1,2 0 75,987 0
DOVER CORP COM 260003108 2,126 27,372 SH   DFND 1,2,3 0 27,372 0
DOVER CORP COM 260003108 1,408 18,136 SH   OTR 1,2,4,5,6 0 18,136 0
DOW CHEM CO COM 260543103 5,521 171,620 SH   DFND 1,2 0 171,620 0
DOW CHEM CO COM 260543103 989 30,732 SH   DFND 1,2,3 0 30,732 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,517 141,893 SH   DFND 1,2 0 141,893 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,056 44,766 SH   DFND 1,2,3 0 44,766 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 958 20,868 SH   OTR 1,2,4,5,6 0 20,868 0
DR REDDYS LABS LTD ADR 256135203 323 8,547 SH   DFND 1,2,3 0 8,547 0
DRESSER-RAND GROUP INC COM 261608103 1,287 21,449 SH   DFND 1,2 0 21,449 0
DRESSER-RAND GROUP INC COM 261608103 680 11,341 SH   DFND 1,2,3 0 11,341 0
DRIL-QUIP INC COM 262037104 41 449 SH   DFND 1,2,3 0 449 0
DSP GROUP INC COM 23332B106 91 10,956 SH   DFND 1,2 0 10,956 0
DTE ENERGY CO COM 233331107 101 1,500 SH   DFND 1 0 1,500 0
DTE ENERGY CO COM 233331107 1,157 17,261 SH   DFND 1,2 0 17,261 0
DTE ENERGY CO COM 233331107 1,006 15,010 SH   OTR 1,2,4,5,6 0 15,010 0
DU PONT E I DE NEMOURS & CO COM 263534109 158 3,000 SH   DFND 1 0 3,000 0
DU PONT E I DE NEMOURS & CO COM 263534109 4,950 94,288 SH   DFND 1,2 0 94,288 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,216 23,167 SH   DFND 1,2,3 0 23,167 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,414 65,028 SH   OTR 1,2,4,5,6 0 65,028 0
DUKE ENERGY CORP NEW COM NEW 26441C204 22,973 340,340 SH   DFND 1,2 0 340,340 0
DUKE ENERGY CORP NEW COM NEW 26441C204 118 1,750 SH   DFND 1,2,3 0 1,750 0
DUKE RLTY CORP COM NEW 264411505 1,736 111,337 SH   DFND 1,2 0 111,337 0
DUKE RLTY CORP COM NEW 264411505 928 59,508 SH   DFND 1,2,3 0 59,508 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,119 32,002 SH   DFND 1,2 0 32,002 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 514 5,278 SH   DFND 1,2,3 0 5,278 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 404 16,747 SH   DFND 1,2 0 16,747 0
E M C CORP MASS COM 268648102 17,121 724,852 SH   DFND 1,2 0 724,852 0
E M C CORP MASS COM 268648102 1,820 77,069 SH   DFND 1,2,3 0 77,069 0
EAGLE MATERIALS INC COM 26969P108 587 8,860 SH   DFND 1,2 0 8,860 0
EAST WEST BANCORP INC COM 27579R104 4,350 158,170 SH   DFND 1,2 0 158,170 0
EAST WEST BANCORP INC COM 27579R104 1,243 45,212 SH   DFND 1,2,3 0 45,212 0
EASTGROUP PPTY INC COM 277276101 493 8,761 SH   DFND 1,2 0 8,761 0
EASTMAN CHEM CO COM 277432100 8,854 126,462 SH   DFND 1,2 0 126,462 0
EASTMAN CHEM CO COM 277432100 2,140 30,566 SH   DFND 1,2,3 0 30,566 0
EATON CORP PLC SHS G29183103 3,257 49,484 SH   DFND 1,2 0 49,484 0
EATON CORP PLC SHS G29183103 681 10,346 SH   DFND 1,2,3 0 10,346 0
EATON CORP PLC SHS G29183103 3,248 49,357 SH   OTR 1,2,4,5,6 0 49,357 0
EATON VANCE CORP COM NON VTG 278265103 2,493 66,317 SH   DFND 1,2 0 66,317 0
EATON VANCE CORP COM NON VTG 278265103 1,288 34,262 SH   DFND 1,2,3 0 34,262 0
EATON VANCE CORP COM NON VTG 278265103 1,473 39,184 SH   OTR 1,2,4,5,6 0 39,184 0
EBAY INC COM 278642103 341 6,600 SH   DFND 1 0 6,600 0
EBAY INC COM 278642103 9,536 184,385 SH   DFND 1,2 0 184,385 0
EBAY INC COM 278642103 1,722 33,304 SH   DFND 1,2,3 0 33,304 0
ECOLAB INC COM 278865100 1,878 22,050 SH   DFND 1,2 0 22,050 0
ECOPETROL SA SPONSORED ADS 279158109 1,301 30,942 SH   DFND 1,2 0 30,942 0
ECOPETROL SA SPONSORED ADS 279158109 2,205 52,432 SH   DFND 1,2,3 0 52,432 0
ECOPETROL SA SPONSORED ADS 279158109 1,355 32,226 SH   OTR 1,2,4,5,6 0 32,226 0
EDISON INTL COM 281020107 241 5,000 SH   DFND 1 0 5,000 0
EDISON INTL COM 281020107 1,853 38,483 SH   DFND 1,2 0 38,483 0
EDUCATION RLTY TR INC COM 28140H104 337 32,899 SH   DFND 1,2 0 32,899 0
EDWARDS LIFESCIENCES CORP COM 28176E108 455 6,769 SH   DFND 1,2 0 6,769 0
EDWARDS LIFESCIENCES CORP COM 28176E108 713 10,603 SH   DFND 1,2,3 0 10,603 0
EL PASO ELEC CORP COM NEW 283677854 153 4,322 SH   DFND 1,2 0 4,322 0
ELECTRONIC ARTS INC COM 285512109 1,693 73,645 SH   DFND 1,2 0 73,645 0
ELECTRONIC ARTS INC COM 285512109 919 39,957 SH   DFND 1,2,3 0 39,957 0
ELECTRONICS FOR IMAGING INC COM 286082102 628 22,196 SH   DFND 1,2,3 0 22,196 0
ELIZABETH ARDEN INC COM 28660G106 2,892 64,208 SH   DFND 1,2,3 0 64,208 0
ELLIE MAE INC COM 28849P100 472 20,450 SH   DFND 1,2,3 0 20,450 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 192 5,571 SH   DFND 1,2,3 0 5,571 0
EMCOR GROUP INC COM 29084Q100 1,193 29,342 SH   DFND 1,2,3 0 29,342 0
EMERSON ELEC CO COM 291011104 3,324 60,944 SH   DFND 1,2 0 60,944 0
EMERSON ELEC CO COM 291011104 2,069 37,943 SH   DFND 1,2,3 0 37,943 0
EMERSON ELEC CO COM 291011104 3,065 56,201 SH   OTR 1,2,4,5,6 0 56,201 0
EMPRESA NACIONAL DE ELCTRCID SPON ADR 29244T101 870 19,693 SH   DFND 1,2 0 19,693 0
EMPRESA NACIONAL DE ELCTRCID SPON ADR 29244T101 1,352 30,611 SH   DFND 1,2,3 0 30,611 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 16 425 SH   DFND 1,2 0 425 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 53 1,428 SH   DFND 1,2,3 0 1,428 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 37 728 SH   DFND 1,2 0 728 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 68 1,324 SH   DFND 1,2,3 0 1,324 0
ENERGEN CORP COM 29265N108 512 9,802 SH   DFND 1,2 0 9,802 0
ENERGIZER HLDGS INC COM 29266R108 8,730 86,859 SH   DFND 1,2 0 86,859 0
ENERGIZER HLDGS INC COM 29266R108 3,250 32,339 SH   DFND 1,2,3 0 32,339 0
ENERGY RECOVERY INC COM 29270J100 124 30,035 SH   DFND 1,2,3 0 30,035 0
ENERGY RECOVERY INC COM 29270J100 770 186,437 SH   OTR 1,2,4,5,6 0 186,437 0
ENERSIS SA ADR SPON ADR 29274F104 777 47,489 SH   DFND 1,2 0 47,489 0
ENERSIS SA ADR SPON ADR 29274F104 1,267 77,434 SH   DFND 1,2,3 0 77,434 0
ENSCO PLC SHS CLASS A G3157S106 407 7,000 SH   DFND 1 0 7,000 0
ENSCO PLC SHS CLASS A G3157S106 745 12,812 SH   DFND 1,2 0 12,812 0
ENSCO PLC SHS CLASS A G3157S106 89 1,536 SH   DFND 1,2,3 0 1,536 0
ENTERGY CORP NEW COM 29364G103 3,180 45,638 SH   DFND 1,2 0 45,638 0
ENTERGY CORP NEW COM 29364G103 7,219 103,609 SH   DFND 1,2,3 0 103,609 0
ENTERGY CORP NEW COM 29364G103 4,351 62,444 SH   OTR 1,2,4,5,6 0 62,444 0
EOG RES INC COM 26875P101 6,717 51,007 SH   DFND 1,2 0 51,007 0
EOG RES INC COM 26875P101 2,204 16,738 SH   DFND 1,2,3 0 16,738 0
EPIQ SYS INC COM 26882D109 41 3,020 SH   DFND 1,2 0 3,020 0
EPR PPTYS COM SH BEN INT 26884U109 754 14,992 SH   DFND 1,2 0 14,992 0
EQT CORP COM 26884L109 1,606 20,235 SH   DFND 1,2 0 20,235 0
EQT CORP COM 26884L109 657 8,278 SH   DFND 1,2,3 0 8,278 0
EQUIFAX INC COM 294429105 29 500 SH   DFND 1 0 500 0
EQUIFAX INC COM 294429105 979 16,620 SH   DFND 1,2 0 16,620 0
EQUIFAX INC COM 294429105 549 9,322 SH   DFND 1,2,3 0 9,322 0
EQUINIX INC COM NEW 29444U502 1,233 6,677 SH   DFND 1,2 0 6,677 0
EQUINIX INC COM NEW 29444U502 191 1,034 SH   DFND 1,2,3 0 1,034 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 456 11,606 SH   DFND 1,2 0 11,606 0
EQUITY ONE COM 294752100 355 15,683 SH   DFND 1,2 0 15,683 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 511 8,800 SH   DFND 1 0 8,800 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,851 117,998 SH   DFND 1,2 0 117,998 0
ERA GROUP INC COM 26885G109 68 2,598 SH   DFND 1,2 0 2,598 0
ERA GROUP INC COM 26885G109 218 8,326 SH   DFND 1,2,3 0 8,326 0
ESCO TECHNOLOGIES INC COM 296315104 1,971 60,872 SH   OTR 1,2,4,5,6 0 60,872 0
ESSEX PPT TR INC COM 297178105 1,573 9,895 SH   DFND 1,2 0 9,895 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 162 2,246 SH   DFND 1,2 0 2,246 0
ETHAN ALLEN INTERIORS INC COM 297602104 446 15,491 SH   DFND 1,2 0 15,491 0
EVEREST RE GROUP LTD COM G3223R108 2,296 17,900 SH   DFND 1,2 0 17,900 0
EXCEL TR INC COM 30068C109 153 11,920 SH   DFND 1,2 0 11,920 0
EXELIS INC COM 30162A108 12 881 SH   DFND 1,2,3 0 881 0
EXELON CORP COM 30161N101 3,105 100,544 SH   DFND 1,2 0 100,544 0
EXELON CORP COM 30161N101 937 30,332 SH   DFND 1,2,3 0 30,332 0
EXELON CORP COM 30161N101 1,245 40,323 SH   OTR 1,2,4,5,6 0 40,323 0
EXPEDIA INC DEL COM NEW 30212P303 640 10,647 SH   DFND 1,2 0 10,647 0
EXPEDIA INC DEL COM NEW 30212P303 1,852 30,789 SH   DFND 1,2,3 0 30,789 0
EXPEDITORS INTL WASH INC COM 302130109 593 15,579 SH   DFND 1,2 0 15,579 0
EXPEDITORS INTL WASH INC COM 302130109 565 14,855 SH   DFND 1,2,3 0 14,855 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 216 3,500 SH   DFND 1 0 3,500 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,151 245,399 SH   DFND 1,2 0 245,399 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,298 37,221 SH   DFND 1,2,3 0 37,221 0
EXTRA SPACE STORAGE INC COM 30225T102 1,428 34,061 SH   DFND 1,2 0 34,061 0
EXXON MOBIL CORP COM 30231G102 151 1,666 SH   DFND 1 0 0 1,666
EXXON MOBIL CORP COM 30231G102 1,807 20,000 SH   DFND 1 0 20,000 0
EXXON MOBIL CORP COM 30231G102 57,391 635,213 SH   DFND 1,2 0 635,213 0
EXXON MOBIL CORP COM 30231G102 23,684 262,140 SH   DFND 1,2,3 0 262,140 0
EXXON MOBIL CORP COM 30231G102 10,090 111,675 SH   OTR 1,2,4,5,6 0 111,675 0
F5 NETWORKS INC COM 315616102 138 2,000 SH   DFND 1 0 2,000 0
F5 NETWORKS INC COM 315616102 758 11,024 SH   DFND 1,2 0 11,024 0
F5 NETWORKS INC COM 315616102 444 6,448 SH   DFND 1,2,3 0 6,448 0
FACEBOOK INC CL A 30303M102 12,794 514,209 SH   DFND 1,2 0 514,209 0
FACEBOOK INC CL A 30303M102 770 30,946 SH   DFND 1,2,3 0 30,946 0
FAIR ISAAC CORP COM 303250104 1,017 22,195 SH   DFND 1,2 0 22,195 0
FAIR ISAAC CORP COM 303250104 277 6,038 SH   DFND 1,2,3 0 6,038 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 28 2,045 SH   DFND 1,2 0 2,045 0
FAMILY DLR STORES INC COM 307000109 5,491 88,123 SH   DFND 1,2 0 88,123 0
FASTENAL CO COM 311900104 114 2,500 SH   DFND 1 0 2,500 0
FASTENAL CO COM 311900104 797 17,403 SH   DFND 1,2 0 17,403 0
FBL FINL GROUP INC CL A 30239F106 184 4,231 SH   DFND 1,2,3 0 4,231 0
FEDERAL RLTY INVS TR SH BEN INT NEW 313747206 2,195 21,172 SH   DFND 1,2 0 21,172 0
FEDEX CORP COM 31428X106 148 1,500 SH   DFND 1 0 1,500 0
FEDEX CORP COM 31428X106 2,782 28,218 SH   DFND 1,2 0 28,218 0
FEDEX CORP COM 31428X106 805 8,163 SH   DFND 1,2,3 0 8,163 0
FEIHE INTL INC COM 31429Y103 135 18,356 SH   OTR 1,2,4,5,6 0 18,356 0
FELCOR LODGING TR INC COM 31430F101 199 33,663 SH   DFND 1,2 0 33,663 0
FIDELITY NATL FINANCIAL CL A 31620R105 3,262 136,988 SH   DFND 1,2 0 136,988 0
FIDELITY NATL FINANCIAL CL A 31620R105 29 1,214 SH   DFND 1,2,3 0 1,214 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,691 39,469 SH   DFND 1,2 0 39,469 0
FIDELITY NATL INFORMATION SV COM 31620M106 579 13,508 SH   DFND 1,2,3 0 13,508 0
FIFTH & PAC COS INC COM 316645100 935 41,871 SH   DFND 1,2,3 0 41,871 0
FIFTH THIRD BANCORP COM 316773100 9,233 511,532 SH   DFND 1,2 0 511,532 0
FIFTH THIRD BANCORP COM 316773100 5,100 282,544 SH   DFND 1,2,3 0 282,544 0
FINANCIAL ENGINES INC COM 317485100 441 9,664 SH   DFND 1,2,3 0 9,664 0
FINISH LINE INC CL A 317923100 181 8,258 SH   DFND 1,2,3 0 8,258 0
FIRST CASH FINL SVCS INC COM 31942D107 100 2,035 SH   DFND 1,2 0 2,035 0
FIRST FINL BANKSHARES COM 32020R109 821 14,747 SH   DFND 1,2 0 14,747 0
FIRST HORIZON NATL CORP COM 320517105 460 41,092 SH   DFND 1,2 0 41,092 0
FIRST HORIZON NATL CORP COM 320517105 765 68,326 SH   DFND 1,2,3 0 68,326 0
FIRST INDUSTRIAL RLTY TR COM 32054K103 388 25,569 SH   DFND 1,2 0 25,569 0
FIRST POTOMAC RLTY TR COM 33610F109 170 13,022 SH   DFND 1,2 0 13,022 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 243 6,318 SH   DFND 1,2 0 6,318 0
FIRSTENERGY CORP COM 337932107 1,150 30,809 SH   DFND 1,2 0 30,809 0
FIRTS MARBLEHEAD CORP COM 320771108 9 7,846 SH   DFND 1,2 0 7,846 0
FISERV INC COM 337738108 393 4,500 SH   DFND 1 0 4,500 0
FISERV INC COM 337738108 2,951 33,756 SH   DFND 1,2 0 33,756 0
FISERV INC COM 337738108 5,256 60,130 SH   DFND 1,2,3 0 60,130 0
FLEXTRONICS INTL LTD ORD Y2573F102 536 69,246 SH   DFND 1,2 0 69,246 0
FLEXTRONICS INTL LTD ORD Y2573F102 219 28,356 SH   DFND 1,2,3 0 28,356 0
FLIR SYS INC COM 302445101 238 8,828 SH   DFND 1,2 0 8,828 0
FLIR SYS INC COM 302445101 262 9,707 SH   DFND 1,2,3 0 9,707 0
FLOWSERVE CORP COM 34354P105 4,422 81,873 SH   DFND 1,2 0 81,873 0
FLOWSERVE CORP COM 34354P105 1,779 32,931 SH   DFND 1,2,3 0 32,931 0
FLOWSERVE CORP COM 34354P105 14,172 262,392 SH   OTR 1,2,4,5,6 0 262,392 0
FLUOR CORP NEW COM 343412102 3,501 59,036 SH   DFND 1,2 0 59,036 0
FLUOR CORP NEW COM 343412102 1,497 25,237 SH   DFND 1,2,3 0 25,237 0
FMC CORP COM NEW 302491303 183 3,000 SH   DFND 1 0 3,000 0
FMC CORP COM NEW 302491303 711 11,649 SH   DFND 1,2 0 11,649 0
FMC CORP COM NEW 302491303 312 5,108 SH   DFND 1,2,3 0 5,108 0
FMC CORP COM NEW 302491303 101 1,662 SH   OTR 1,2,4,5,6 0 1,662 0
FMC TECHNOLOGIES INC COM 30249U101 6,499 116,719 SH   DFND 1,2 0 116,719 0
FMC TECHNOLOGIES INC COM 30249U101 2,003 35,966 SH   DFND 1,2,3 0 35,966 0
FOOT LOCKER INC COM 344849104 434 12,357 SH   DFND 1,2 0 12,357 0
FOOT LOCKER INC COM 344849104 62 1,778 SH   DFND 1,2,3 0 1,778 0
FORD MTR CO DEL COM PAR $0.01 345370860 8,680 561,068 SH   DFND 1,2 0 561,068 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,073 69,348 SH   DFND 1,2,3 0 69,348 0
FOREST CITY ENTERPRISES INC CL A 345550107 706 39,435 SH   DFND 1,2 0 39,435 0
FOREST LABS INC COM 345838106 3,680 89,759 SH   DFND 1,2 0 89,759 0
FOREST LABS INC COM 345838106 3,471 84,662 SH   DFND 1,2,3 0 84,662 0
FORESTAR GROUP INC COM 346233109 728 36,303 SH   DFND 1,2,3 0 36,303 0
FORRESTER RESEARCH INC COM 346563109 274 7,473 SH   DFND 1,2,3 0 7,473 0
FORTINET INC COM 34959E109 10 600 SH   DFND 1,2,3 0 600 0
FOSSIL GROUP INC COM 34988V106 537 5,198 SH   DFND 1,2 0 5,198 0
FOSSIL GROUP INC COM 34988V106 650 6,287 SH   DFND 1,2,3 0 6,287 0
FOSTER WHEELER AG COM H27178104 1,170 53,914 SH   DFND 1,2 0 53,914 0
FRANKLIN ELEC INC COM 353514102 4,803 142,746 SH   OTR 1,2,4,5,6 0 142,746 0
FRANKLIN RES INC COM 354613101 272 2,000 SH   DFND 1 0 2,000 0
FRANKLIN RES INC COM 354613101 6,116 44,967 SH   DFND 1,2 0 44,967 0
FRANKLIN RES INC COM 354613101 1,114 8,188 SH   DFND 1,2,3 0 8,188 0
FRANKLIN STREET PPTYS CORP COM 35471R106 306 23,209 SH   DFND 1,2 0 23,209 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,282 82,642 SH   DFND 1,2 0 82,642 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 410 14,850 SH   DFND 1,2,3 0 14,850 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 460 16,489 SH   DFND 1,2,3 0 16,489 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 236 8,448 SH   OTR 1,2,4,5,6 0 8,448 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 666 164,351 SH   DFND 1,2 0 164,351 0
FUEL TECH INC COM 359523107 400 104,409 SH   OTR 1,2,4,5,6 0 104,409 0
FUELCELL ENERGY INC COM 35952H106 267 208,446 SH   OTR 1,2,4,5,6 0 208,446 0
FULLER H B CO COM 359694106 104 2,744 SH   DFND 1,2 0 2,744 0
FULTON FINL CORP PA COM 360271100 172 14,993 SH   DFND 1,2,3 0 14,993 0
GAFISA SA SPON ADR 362607301 8 3,217 SH   DFND 1,2 0 3,217 0
GAMCO INVESTORS INC COM 361438104 130 2,338 SH   DFND 1,2 0 2,338 0
GAMESTOP CORP NEW CL A 36467W109 5,122 121,872 SH   DFND 1,2 0 121,872 0
GAMESTOP CORP NEW CL A 36467W109 2,760 65,676 SH   DFND 1,2,3 0 65,676 0
GAP INC COM 364760108 11,019 264,056 SH   DFND 1,2 0 264,056 0
GAP INC COM 364760108 5,464 130,928 SH   DFND 1,2,3 0 130,928 0
GAP INC COM 364760108 1,188 28,468 SH   OTR 1,2,4,5,6 0 28,468 0
GARDNER DENVER INC COM 365558105 1,265 16,823 SH   DFND 1,2 0 16,823 0
GARDNER DENVER INC COM 365558105 2,043 27,174 SH   DFND 1,2,3 0 27,174 0
GARDNER DENVER INC COM 365558105 10,708 142,428 SH   OTR 1,2,4,5,6 0 142,428 0
GARMIN LTD SHS H2906T109 342 9,444 SH   DFND 1,2 0 9,444 0
GARMIN LTD SHS H2906T109 1,300 35,934 SH   DFND 1,2,3 0 35,934 0
GENERAL CABLE CORP DEL NEW COM 369300108 874 28,432 SH   DFND 1,2 0 28,432 0
GENERAL DYNAMICS CORP COM 369550108 266 3,396 SH   DFND 1,2 0 3,396 0
GENERAL ELECTRIC CO COM 369604103 117 5,033 SH   DFND 1 0 0 5,033
GENERAL ELECTRIC CO COM 369604103 1,646 71,000 SH   DFND 1 0 71,000 0
GENERAL ELECTRIC CO COM 369604103 57,593 2,483,533 SH   DFND 1,2 0 2,483,533 0
GENERAL ELECTRIC CO COM 369604103 7,384 318,404 SH   DFND 1,2,3 0 318,404 0
GENERAL ELECTRIC CO COM 369604103 4,245 183,074 SH   OTR 1,2,4,5,6 0 183,074 0
GENERAL GROWTH PPTYS INC COM 370023103 3,736 188,037 SH   DFND 1,2 0 188,037 0
GENERAL MLS INC COM 370334104 26,162 539,082 SH   DFND 1,2 0 539,082 0
GENERAL MLS INC COM 370334104 86 1,763 SH   DFND 1,2,3 0 1,763 0
GENERAL MTRS CO COM 37045V100 2,436 73,145 SH   DFND 1,2 0 73,145 0
GENERAL MTRS CO COM 37045V100 33 1,000 SH   DFND 1,2,3 0 1,000 0
GENUINE PARTS CO COM 372460105 1,349 17,284 SH   DFND 1,2 0 17,284 0
GENUINE PARTS CO COM 372460105 945 12,102 SH   DFND 1,2,3 0 12,102 0
GENUINE PARTS CO COM 372460105 1,215 15,564 SH   OTR 1,2,4,5,6 0 15,564 0
GENWORTH FINL INC CL A 37247D106 244 21,427 SH   DFND 1,2 0 21,427 0
GENWORTH FINL INC CL A 37247D106 116 10,184 SH   DFND 1,2,3 0 10,184 0
GERDAU SA SP ADR REP PFD 373737105 104 18,264 SH   DFND 1,2 0 18,264 0
GERDAU SA SP ADR REP PFD 373737105 3 600 SH   DFND 1,2,3 0 600 0
GETTY RLTY CORP NEW COM 374297109 119 5,776 SH   DFND 1,2 0 5,776 0
GILEAD SCIENCES INC COM 375558103 1,025 20,000 SH   DFND 1 0 20,000 0
GILEAD SCIENCES INC COM 375558103 35,535 693,092 SH   DFND 1,2 0 693,092 0
GILEAD SCIENCES INC COM 375558103 6,484 126,470 SH   DFND 1,2,3 0 126,470 0
GLATFELTER COM 377316104 228 9,103 SH   DFND 1,2,3 0 9,103 0
GLIMCHER RLTY TR SH BEN INT 379302102 414 37,928 SH   DFND 1,2 0 37,928 0
GLOBAL PMTS INC COM 37940X102 611 13,187 SH   DFND 1,2 0 13,187 0
GNC HLDGS INC COM CL A 36191G107 8,533 193,004 SH   DFND 1,2 0 193,004 0
GNC HLDGS INC COM CL A 36191G107 628 14,212 SH   DFND 1,2,3 0 14,212 0
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 39 11,559 SH   DFND 1,2 0 11,559 0
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 30 9,102 SH   DFND 1,2,3 0 9,102 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 1,364 1,350,000 PRN   DFND 1,2 0 1,350,000 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,887 58,760 SH   DFND 1,2 0 58,760 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,834 38,572 SH   DFND 1,2,3 0 38,572 0
GOODYEAR TIRE & RUBR CO COM 382550101 50 3,261 SH   DFND 1,2 0 3,261 0
GOOGLE INC CL A 38259P508 102 116 SH   DFND 1 0 0 116
GOOGLE INC CL A 38259P508 1,629 1,850 SH   DFND 1 0 1,850 0
GOOGLE INC CL A 38259P508 46,666 53,007 SH   DFND 1,2 0 53,007 0
GOOGLE INC CL A 38259P508 6,308 7,165 SH   DFND 1,2,3 0 7,165 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 292 11,575 SH   DFND 1,2 0 11,575 0
GRAFTECH INTL LTD COM 384313102 167 22,977 SH   DFND 1,2,3 0 22,977 0
GRAINGER W W INC COM 384802104 252 1,000 SH   DFND 1 0 1,000 0
GRAINGER W W INC COM 384802104 965 3,827 SH   DFND 1,2 0 3,827 0
GREAT PLAINS ENERGY INC COM 391164100 73 3,251 SH   DFND 1,2,3 0 3,251 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 602 7,999 SH   DFND 1,2 0 7,999 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 24 324 SH   DFND 1,2,3 0 324 0
GUESS INC COM 401617105 62 2,000 SH   DFND 1,2 0 2,000 0
GULFMARK OFFSHORE INC CL A NEW 402629208 199 4,408 SH   DFND 1,2 0 4,408 0
GULFMARK OFFSHORE INC CL A NEW 402629208 538 11,930 SH   DFND 1,2,3 0 11,930 0
H&E EQUIPMENT SVCS INC COM 404030108 153 7,259 SH   DFND 1,2 0 7,259 0
HAEMONETICS CORP COM 405024100 6 143 SH   DFND 1,2,3 0 143 0
HALLIBURTON CO COM 406216101 83 2,000 SH   DFND 1 0 2,000 0
HALLIBURTON CO COM 406216101 5,579 133,733 SH   DFND 1,2 0 133,733 0
HALLIBURTON CO COM 406216101 890 21,333 SH   DFND 1,2,3 0 21,333 0
HANGAR INC COM NEW 41043F208 167 5,295 SH   DFND 1,2 0 5,295 0
HANMI FINL CORP COM NEW 410495204 113 6,391 SH   DFND 1,2 0 6,391 0
HARLEY DAVIDSON INC COM 412822108 1,203 21,941 SH   DFND 1,2 0 21,941 0
HARLEY DAVIDSON INC COM 412822108 1,551 28,290 SH   DFND 1,2,3 0 28,290 0
HARMONIC INC COM 413160102 185 29,145 SH   DFND 1,2,3 0 29,145 0
HARRIS CORP DEL COM 413875105 4,030 81,825 SH   DFND 1,2 0 81,825 0
HARRIS CORP DEL COM 413875105 2,086 42,347 SH   DFND 1,2,3 0 42,347 0
HARRIS CORP DEL COM 413875105 4,923 99,965 SH   OTR 1,2,4,5,6 0 99,965 0
HARTE-HANKS INC COM 416196103 173 20,171 SH   DFND 1,2,3 0 20,171 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,891 61,172 SH   DFND 1,2 0 61,172 0
HASBRO INC COM 418056107 671 14,977 SH   DFND 1,2 0 14,977 0
HASBRO INC COM 418056107 1,307 29,155 SH   DFND 1,2,3 0 29,155 0
HASBRO INC COM 418056107 2,860 63,802 SH   OTR 1,2,4,5,6 0 63,802 0
HAVERTY FURNITURE INC COM 419596101 65 2,810 SH   DFND 1,2 0 2,810 0
HCA HLDGS INC COM 40412C101 4,029 111,720 SH   DFND 1,2 0 111,720 0
HCA HLDGS INC COM 40412C101 1,178 32,670 SH   DFND 1,2,3 0 32,670 0
HCP INC COM 40414L109 577 12,700 SH   DFND 1 0 12,700 0
HCP INC COM 40414L109 7,406 162,990 SH   DFND 1,2 0 162,990 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,825 50,364 SH   DFND 1,2 0 50,364 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 776 21,426 SH   DFND 1,2,3 0 21,426 0
HEALTH CARE REIT INC COM 42217K106 120 1,783 SH   DFND 1 0 0 1,783
HEALTH CARE REIT INC COM 42217K106 643 9,600 SH   DFND 1 0 9,600 0
HEALTH CARE REIT INC COM 42217K106 6,265 93,460 SH   DFND 1,2 0 93,460 0
HEALTH NET INC COM 42222G108 311 9,766 SH   DFND 1,2,3 0 9,766 0
HEALTHCARE RLTY TR COM 421946104 606 23,771 SH   DFND 1,2 0 23,771 0
HEARTLAND PMT SYS INC COM 42235N108 2,159 57,967 SH   DFND 1,2 0 57,967 0
HEARTLAND PMT SYS INC COM 42235N108 1,118 30,010 SH   DFND 1,2,3 0 30,010 0
HECLA MINING CO COM 422704106 216 72,611 SH   DFND 1,2,3 0 72,611 0
HELMERICH & PAYNE INC COM 423452101 2,471 39,566 SH   DFND 1,2 0 39,566 0
HELMERICH & PAYNE INC COM 423452101 1,016 16,270 SH   DFND 1,2,3 0 16,270 0
HENRY SCHEIN INC COM 806407102 890 9,301 SH   DFND 1,2 0 9,301 0
HERBALIFE LTD SHS G4412G101 1,974 43,736 SH   DFND 1,2 0 43,736 0
HERBALIFE LTD SHS G4412G101 764 16,916 SH   DFND 1,2,3 0 16,916 0
HERCULES OFFSHORE INC COM 427093109 0 20 SH   DFND 1,2 0 20 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 331 58,768 SH   DFND 1,2 0 58,768 0
HERSHEY CO COM 427866108 25,686 287,704 SH   DFND 1,2 0 287,704 0
HERSHEY CO COM 427866108 765 8,573 SH   DFND 1,2,3 0 8,573 0
HERTZ GLOBAL HLDGS INC COM 42805T105 2,154 86,837 SH   DFND 1,2 0 86,837 0
HERTZ GLOBAL HLDGS INC COM 42805T105 841 33,931 SH   DFND 1,2,3 0 33,931 0
HESS CORP COM 42809H107 6,293 94,646 SH   DFND 1,2 0 94,646 0
HESS CORP COM 42809H107 3,338 50,201 SH   DFND 1,2,3 0 50,201 0
HEWLETT PACKARD CO COM 428236103 198 8,000 SH   DFND 1 0 8,000 0
HEWLETT PACKARD CO COM 428236103 5,745 231,663 SH   DFND 1,2 0 231,663 0
HEWLETT PACKARD CO COM 428236103 2,583 104,158 SH   DFND 1,2,3 0 104,158 0
HIBBETT SPORTS INC COM 428567101 175 3,151 SH   DFND 1,2 0 3,151 0
HIGHWOODS PPTYS INC COM 431284108 754 21,180 SH   DFND 1,2 0 21,180 0
HITTITE MICROWAVE CORP COM 43365Y104 927 15,977 SH   DFND 1,2 0 15,977 0
HITTITE MICROWAVE CORP COM 43365Y104 695 11,981 SH   DFND 1,2,3 0 11,981 0
HOLLYFRONTIER CORP COM 436106108 1,767 41,300 SH   DFND 1,2,3 0 41,300 0
HOLLYFRONTIERCORP COM 436106108 4,379 102,367 SH   DFND 1,2 0 102,367 0
HOLOGIC INC COM 436440101 3,856 199,785 SH   DFND 1,2 0 199,785 0
HOLOGIC INC COM 436440101 729 37,792 SH   DFND 1,2,3 0 37,792 0
HOLOGIC INC FRNT 2.000%12/1 436440AA9 499 500,000 PRN   DFND 1,2 0 500,000 0
HOME DEPOT INC COM 437076102 426 5,500 SH   DFND 1 0 5,500 0
HOME DEPOT INC COM 437076102 14,449 186,511 SH   DFND 1,2 0 186,511 0
HOME DEPOT INC COM 437076102 1,940 25,041 SH   DFND 1,2,3 0 25,041 0
HOME PPTYS INC COM 437306103 1,106 16,917 SH   DFND 1,2 0 16,917 0
HONEYWELL INTL INC COM 438516106 238 3,000 SH   DFND 1 0 3,000 0
HONEYWELL INTL INC COM 438516106 21,216 267,410 SH   DFND 1,2 0 267,410 0
HONEYWELL INTL INC COM 438516106 2,727 34,376 SH   DFND 1,2,3 0 34,376 0
HORMEL FOODS CORP COM 440452100 3,132 81,188 SH   DFND 1,2 0 81,188 0
HORMEL FOODS CORP COM 440452100 42 1,095 SH   DFND 1,2,3 0 1,095 0
HOSPIRA INC COM 441060100 3,379 88,203 SH   DFND 1,2 0 88,203 0
HOSPIRA INC COM 441060100 693 18,077 SH   DFND 1,2,3 0 18,077 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 875 33,303 SH   DFND 1,2 0 33,303 0
HOST HOTELS & RESORTS INC COM 44107P104 226 13,400 SH   DFND 1 0 13,400 0
HOST HOTELS & RESORTS INC COM 44107P104 4,195 248,678 SH   DFND 1,2 0 248,678 0
HOST HOTELS & RESORTS INC COM 44107P104 1,227 72,728 SH   DFND 1,2,3 0 72,728 0
HOWARD HUGHES CORP COM 44267D107 2 20 SH   DFND 1,2 0 20 0
HSN INC COM 404303109 148 2,755 SH   DFND 1,2 0 2,755 0
HUB GROUP INC CL A 443320106 122 3,355 SH   DFND 1,2 0 3,355 0
HUBBELL INC CL B 443510201 794 8,021 SH   DFND 1,2 0 8,021 0
HUBBELL INC CL B 443510201 722 7,290 SH   DFND 1,2,3 0 7,290 0
HUDSON CITY BANCORP COM 443683107 252 27,511 SH   DFND 1,2 0 27,511 0
HUDSON PAC PPTYS INC COM 444097109 236 11,071 SH   DFND 1,2 0 11,071 0
HUMANA INC COM 444859102 4,215 49,957 SH   DFND 1,2 0 49,957 0
HUMANA INC COM 444859102 2,372 28,116 SH   DFND 1,2,3 0 28,116 0
HUNT J B TRANS SVCS INC COM 445658107 406 5,619 SH   DFND 1,2 0 5,619 0
HUNTINGTON BANCSHARES INC COM 446150104 1,556 197,744 SH   DFND 1,2 0 197,744 0
HUNTINGTON BANCSHARES INC COM 446150104 941 119,514 SH   DFND 1,2,3 0 119,514 0
HUNTSMAN CORP COM 447011107 1,215 73,354 SH   DFND 1,2 0 73,354 0
HUNTSMAN CORP COM 447011107 661 39,938 SH   DFND 1,2,3 0 39,938 0
HURON CONSULTING GROUP INC COM 447462102 189 4,081 SH   DFND 1,2 0 4,081 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 45 944 SH   DFND 1,2 0 944 0
ICON PLC SHS G4705A100 59 1,653 SH   DFND 1,2,3 0 1,653 0
ICONIX BRAND GROUP INC COM 451055107 529 17,983 SH   DFND 1,2,3 0 17,983 0
IDEX CORP COM 45167R104 1,016 18,878 SH   DFND 1,2,3 0 18,878 0
IDEXX LABS INC COM 45168D104 609 6,790 SH   DFND 1,2 0 6,790 0
IDEXX LABS INC COM 45168D104 9 100 SH   DFND 1,2,3 0 100 0
IHS INC CL A 451734107 336 3,222 SH   DFND 1,2 0 3,222 0
ILLINOIS TOOL WKS INC COM 452308109 9,275 134,092 SH   DFND 1,2 0 134,092 0
ILLINOIS TOOL WKS INC COM 452308109 8,051 116,400 SH   DFND 1,2,3 0 116,400 0
ILLINOIS TOOL WKS INC COM 452308109 1,143 16,526 SH   OTR 1,2,4,5,6 0 16,526 0
ILLUMINA INC COM 452327109 737 9,852 SH   DFND 1,2 0 9,852 0
INFINITY PPTY & CAS CORP COM 45665Q103 135 2,261 SH   DFND 1,2 0 2,261 0
INFOSYS LTD SPON ADR 456788108 11 264 SH   DFND 1,2 0 264 0
INGERSOLL RAND PLC SHS G47791101 111 2,000 SH   DFND 1 0 2,000 0
INGERSOLL RAND PLC SHS G47791101 2,219 39,961 SH   DFND 1,2 0 39,961 0
INGERSOLL RAND PLC SHS G47791101 3,134 56,445 SH   DFND 1,2,3 0 56,445 0
INGREDION INC COM 457187102 3,136 47,797 SH   DFND 1,2 0 47,797 0
INGREDION INC COM 457187102 566 8,630 SH   DFND 1,2,3 0 8,630 0
INGREDION INC COM 457187102 105 1,595 SH   OTR 1,2,4,5,6 0 1,595 0
INLAND REAL ESTATE CORP COM NEW 457461200 237 23,226 SH   DFND 1,2 0 23,226 0
INSPERITY INC COM 45778Q107 71 2,334 SH   DFND 1,2 0 2,334 0
INTEGRA LIFESCIENES HLDGS C COM NEW 457985208 44 1,198 SH   DFND 1,2 0 1,198 0
INTEGRA LIFESCIENES HLDGS C COM NEW 457985208 407 11,110 SH   DFND 1,2,3 0 11,110 0
INTEGRYS ENERGY GROUP INC COM 45822P105 2,822 48,218 SH   DFND 1,2 0 48,218 0
INTEGRYS ENERGY GROUP INC COM 45822P105 169 2,889 SH   DFND 1,2,3 0 2,889 0
INTEL CORP COM 458140100 85 3,492 SH   DFND 1 0 0 3,492
INTEL CORP COM 458140100 170 7,000 SH   DFND 1 0 7,000 0
INTEL CORP COM 458140100 24,829 1,024,714 SH   DFND 1,2 0 1,024,714 0
INTEL CORP COM 458140100 5,984 246,957 SH   DFND 1,2,3 0 246,957 0
INTEL CORP COM 458140100 3,717 153,387 SH   OTR 1,2,4,5,6 0 153,387 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,877 2,650,000 PRN   DFND 1,2 0 2,650,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,892 3,050,000 PRN   DFND 1,2 0 3,050,000 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 2,930 16,484 SH   DFND 1,2 0 16,484 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 488 2,744 SH   DFND 1,2,3 0 2,744 0
INTERDIGITAL INC COM 45867G101 624 13,967 SH   DFND 1,2 0 13,967 0
INTERNATIONAL BANCSHARES COR COM 459044103 189 8,383 SH   DFND 1,2,3 0 8,383 0
INTERNATIONAL BUSINESS MACHS COM 459200101 125 653 SH   DFND 1 0 0 653
INTERNATIONAL BUSINESS MACHS COM 459200101 1,567 8,200 SH   DFND 1 0 8,200 0
INTERNATIONAL BUSINESS MACHS COM 459200101 47,176 246,855 SH   DFND 1,2 0 246,855 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,265 43,249 SH   DFND 1,2,3 0 43,249 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 122 1,628 SH   DFND 1 0 1,628 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,488 19,798 SH   DFND 1,2 0 19,798 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,214 16,148 SH   DFND 1,2,3 0 16,148 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,500 89,757 SH   DFND 1,2 0 89,757 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 734 43,929 SH   DFND 1,2,3 0 43,929 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1,693 1,525,000 PRN   DFND 1,2 0 1,525,000 0
INTERNATIONAL RECTIFIER CORP COM 460254105 442 21,090 SH   DFND 1,2,3 0 21,090 0
INTERPUBLIC GROUP COS INC COM 460690100 2,200 151,225 SH   DFND 1,2 0 151,225 0
INTERPUBLIC GROUP COS INC COM 460690100 1,043 71,690 SH   DFND 1,2,3 0 71,690 0
INTERXION HLDG NV SHS N47279109 215 8,240 SH   DFND 1,2 0 8,240 0
INTERXION HLDG NV SHS N47279109 172 6,588 SH   DFND 1,2,3 0 6,588 0
INTL PAPER CO COM 460146103 3,162 71,358 SH   DFND 1,2 0 71,358 0
INTL PAPER CO COM 460146103 694 15,662 SH   DFND 1,2,3 0 15,662 0
INTL PAPER CO COM 460146103 1,058 23,878 SH   OTR 1,2,4,5,6 0 23,878 0
INTUIT COM 461202103 6,596 108,057 SH   DFND 1,2 0 108,057 0
INTUIT COM 461202103 1,313 21,517 SH   DFND 1,2,3 0 21,517 0
INTUITIVE SURGICAL INC COM NEW 46120E602 557 1,100 SH   DFND 1 0 1,100 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4,342 8,578 SH   DFND 1,2 0 8,578 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,111 2,196 SH   DFND 1,2,3 0 2,196 0
INVESCO LTD SHS G491BT108 1,228 38,612 SH   DFND 1,2 0 38,612 0
INVESCO LTD SHS G491BT108 1,069 33,630 SH   DFND 1,2,3 0 33,630 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 219 15,643 SH   DFND 1,2,3 0 15,643 0
INVESTORS BANCORP INC COM 46146P102 137 6,486 SH   DFND 1,2 0 6,486 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 301 35,035 SH   DFND 1,2 0 35,035 0
IPC THE HOSPITALIST CO INC COM 44984A105 127 2,476 SH   DFND 1,2 0 2,476 0
IRON MOUNTAIN INC COM 462846106 258 9,687 SH   DFND 1,2 0 9,687 0
ISHARES INC MSCI AUSTRALIA 464286103 203 9,000 SH   DFND 1,2 0 9,000 0
ISHARES INC MSCI CANADA 464286509 314 12,000 SH   DFND 1,2 0 12,000 0
ISHARES INC MSCI TAIWAN 464286731 293 22,000 SH   DFND 1,2 0 22,000 0
ISHARES INC MSCI S KOREA 464286772 1,043 19,600 SH   DFND 1,2 0 19,600 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 7,432 241,300 SH   DFND 1,2 0 241,300 0
ISHARES TR MSCI EMERG MKTS 464287234 44 1,140 SH   DFND 1 0 1,140 0
ISTAR FINL INC COM 45031U101 29 2,534 SH   DFND 1,2 0 2,534 0
ITAU UNIBANCO HLDG SA SP ADR REP PFD 465562106 343 26,567 SH   DFND 1,2 0 26,567 0
ITAU UNIBANCO HLDG SA SP ADR REP PFD 465562106 17 1,320 SH   DFND 1,2,3 0 1,320 0
ITRON INC COM 465741106 826 19,467 SH   DFND 1,2 0 19,467 0
ITRON INC COM 465741106 531 12,503 SH   DFND 1,2,3 0 12,503 0
ITRON INC COM 465741106 3,112 73,346 SH   OTR 1,2,4,5,6 0 73,346 0
ITT CORP NEW COM NEW 450911201 13 440 SH   DFND 1,2,3 0 440 0
J J SNACK FOODS CORP COM 466032109 996 12,808 SH   DFND 1,2 0 12,808 0
J J SNACK FOODS CORP COM 466032109 732 9,409 SH   DFND 1,2,3 0 9,409 0
JABIL CIRCUIT INC COM 466313103 1,702 83,516 SH   DFND 1,2 0 83,516 0
JABIL CIRCUIT INC COM 466313103 1,214 59,558 SH   DFND 1,2,3 0 59,558 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,264 41,069 SH   DFND 1,2 0 41,069 0
JAKKS PACIFIC INC COM 47012E106 16 1,446 SH   DFND 1,2 0 1,446 0
JAKKS PACIFIC INC COM 47012E106 174 15,454 SH   DFND 1,2,3 0 15,454 0
JANUS CAPITAL GROUP INC COM 47102X105 28 3,247 SH   DFND 1,2 0 3,247 0
JARDEN CORP COM 471109108 8,542 195,243 SH   DFND 1,2 0 195,243 0
JARDEN CORP COM 471109108 1,680 38,406 SH   DFND 1,2,3 0 38,406 0
JOHNSON & JOHNSON COM 478160104 140 1,629 SH   DFND 1 0 0 1,629
JOHNSON & JOHNSON COM 478160104 1,004 11,695 SH   DFND 1 0 11,695 0
JOHNSON & JOHNSON COM 478160104 57,972 675,192 SH   DFND 1,2 0 675,192 0
JOHNSON & JOHNSON COM 478160104 9,898 115,279 SH   DFND 1,2,3 0 115,279 0
JOHNSON CTLS INC COM 478366107 3,127 87,380 SH   DFND 1,2 0 87,380 0
JOHNSON CTLS INC COM 478366107 675 18,855 SH   DFND 1,2,3 0 18,855 0
JOHNSON CTLS INC COM 478366107 3,698 103,316 SH   OTR 1,2,4,5,6 0 103,316 0
JONES GROUP INC COM 48020T101 815 59,306 SH   DFND 1,2,3 0 59,306 0
JONES LANG LASALLE INC COM 48020Q107 45 494 SH   DFND 1,2 0 494 0
JOY GLOBAL INC COM 481165108 313 6,442 SH   DFND 1,2 0 6,442 0
JP MORGAN CHASE & CO COM 46625H100 520 9,850 SH   DFND 1 0 9,850 0
JP MORGAN CHASE & CO COM 46625H100 42,943 813,469 SH   DFND 1,2 0 813,469 0
JP MORGAN CHASE & CO COM 46625H100 15,368 291,108 SH   DFND 1,2,3 0 291,108 0
JP MORGAN CHASE & CO COM 46625H100 964 18,269 SH   OTR 1,2,4,5,6 0 18,269 0
JUNIPER NETWORKS INC COM 48203R104 687 35,601 SH   DFND 1,2 0 35,601 0
JUNIPER NETWORKS INC COM 48203R104 36 1,873 SH   DFND 1,2,3 0 1,873 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,116 19,968 SH   DFND 1,2 0 19,968 0
KANSAS CITY SOUTHERN COM NEW 485170302 227 2,142 SH   DFND 1,2,3 0 2,142 0
KBR INC COM 48242W106 9,667 297,432 SH   DFND 1,2 0 297,432 0
KBR INC COM 48242W106 2,371 72,944 SH   DFND 1,2,3 0 72,944 0
KELLOGG CO COM 487836108 2,993 46,591 SH   DFND 1,2 0 46,591 0
KELLOGG CO COM 487836108 276 4,292 SH   DFND 1,2,3 0 4,292 0
KELLOGG CO COM 487836108 322 5,014 SH   OTR 1,2,4,5,6 0 5,014 0
KEMPER CORP DEL COM 488401100 181 5,291 SH   DFND 1,2,3 0 5,291 0
KEYCORP NEW COM 493267108 2,193 198,659 SH   DFND 1,2 0 198,659 0
KEYCORP NEW COM 493267108 3,005 272,183 SH   DFND 1,2,3 0 272,183 0
KILROY RLTY CORP COM 49427F108 1,235 23,294 SH   DFND 1,2 0 23,294 0
KIMBERLY CLARK CORP COM 494368103 18,165 187,001 SH   DFND 1,2 0 187,001 0
KIMBERLY CLARK CORP COM 494368103 10,359 106,640 SH   DFND 1,2,3 0 106,640 0
KIMBERLY CLARK CORP COM 494368103 5,295 54,505 SH   OTR 1,2,4,5,6 0 54,505 0
KIMCO RLTY CORP COM 49446R109 356 16,600 SH   DFND 1 0 16,600 0
KIMCO RLTY CORP COM 49446R109 3,006 140,278 SH   DFND 1,2 0 140,278 0
KIMCO RLTY CORP COM 49446R109 61 2,848 SH   DFND 1,2,3 0 2,848 0
KINDER MORGAN INC DEL COM 49456B101 3,116 81,672 SH   DFND 1,2 0 81,672 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 156 30,373 SH   DFND 1,2 0 30,373 0
KINDRED HEALTHCARE INC COM 494580103 31 2,371 SH   DFND 1,2 0 2,371 0
KITE RLTY GROUP TR COM 49803T102 105 17,381 SH   DFND 1,2 0 17,381 0
KLA-TENCOR CORP COM 482480100 111 2,000 SH   DFND 1 0 2,000 0
KLA-TENCOR CORP COM 482480100 2,757 49,463 SH   DFND 1,2 0 49,463 0
KLA-TENCOR CORP COM 482480100 690 12,374 SH   DFND 1,2,3 0 12,374 0
KNIGHT TRANSN INC COM 499064103 344 20,471 SH   DFND 1,2,3 0 20,471 0
KOHLS CORP COM 500255104 3,517 69,629 SH   DFND 1,2 0 69,629 0
KOHLS CORP COM 500255104 652 12,904 SH   DFND 1,2,3 0 12,904 0
KOSMOS ENERGY LTD SHS G5315B107 332 32,664 SH   DFND 1,2 0 32,664 0
KRAFT FOODS GROUP INC COM 50076Q106 5,854 104,775 SH   DFND 1,2 0 104,775 0
KRAFT FOODS GROUP INC COM 50076Q106 1,205 21,573 SH   DFND 1,2,3 0 21,573 0
KROGER CO COM 501044101 2,900 83,960 SH   DFND 1,2 0 83,960 0
KROGER CO COM 501044101 2,149 62,226 SH   DFND 1,2,3 0 62,226 0
L BRANDS INC COM 501797104 590 11,986 SH   DFND 1 0 11,986 0
L BRANDS INC COM 501797104 2,534 51,449 SH   DFND 1,2 0 51,449 0
L BRANDS INC COM 501797104 2,274 46,172 SH   DFND 1,2,3 0 46,172 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 131 1,532 SH   DFND 1,2 0 1,532 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,951 19,489 SH   DFND 1,2 0 19,489 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 113 1,131 SH   DFND 1,2,3 0 1,131 0
LAM RESEARCH CORP COM 512807108 542 12,213 SH   DFND 1,2 0 12,213 0
LAM RESEARCH CORP COM 512807108 1,197 27,001 SH   DFND 1,2,3 0 27,001 0
LAMAR ADVERTISING CO CL A 512815101 983 22,663 SH   DFND 1,2 0 22,663 0
LAMAR ADVERTISING CO CL A 512815101 797 18,359 SH   DFND 1,2,3 0 18,359 0
LAS VEGAS SANDS CORP COM 517834107 2,084 39,372 SH   DFND 1,2 0 39,372 0
LAS VEGAS SANDS CORP COM 517834107 839 15,846 SH   DFND 1,2,3 0 15,846 0
LASALLE HOTEL PPTYS SH BEN INT 517942108 744 30,107 SH   DFND 1,2 0 30,107 0
LATAM AIRLINES GROUP S A SPON ADR 51817R106 577 34,161 SH   DFND 1,2 0 34,161 0
LATAM AIRLINES GROUP S A SPON ADR 51817R106 738 43,705 SH   DFND 1,2,3 0 43,705 0
LAUDER ESTEE COS INC CL A 518439104 132 2,000 SH   DFND 1 0 2,000 0
LAUDER ESTEE COS INC CL A 518439104 3,137 47,699 SH   DFND 1,2 0 47,699 0
LAUDER ESTEE COS INC CL A 518439104 4,301 65,399 SH   DFND 1,2,3 0 65,399 0
LAYNE CHRISTENSEN CO COM 521050104 37 1,910 SH   DFND 1,2 0 1,910 0
LAYNE CHRISTENSEN CO COM 521050104 2,346 120,227 SH   OTR 1,2,4,5,6 0 120,227 0
LEGG MASON INC COM 524901105 1,532 49,402 SH   DFND 1,2 0 49,402 0
LEGG MASON INC COM 524901105 425 13,709 SH   DFND 1,2,3 0 13,709 0
LEGGETT & PLATT INC COM 524660107 2,566 82,550 SH   DFND 1,2 0 82,550 0
LEGGETT & PLATT INC COM 524660107 1,527 49,111 SH   DFND 1,2,3 0 49,111 0
LENNAR CORP CL A 526057104 2,492 69,136 SH   DFND 1,2 0 69,136 0
LENNAR CORP CL A 526057104 699 19,397 SH   DFND 1,2,3 0 19,397 0
LEUCADIA NATL CORP COM 527288104 540 20,614 SH   DFND 1,2 0 20,614 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 604 28,674 SH   DFND 1,2 0 28,674 0
LEXINGTON RLTY TR COM 529043101 560 47,940 SH   DFND 1,2 0 47,940 0
LEXMARK INTL INC NEW CL A 529771107 80 2,608 SH   DFND 1,2,3 0 2,608 0
LG DISPLAY CO LTD SPON ADR REP 50186V102 28 2,329 SH   DFND 1,2 0 2,329 0
LHC GROUP INC COM 50187A107 67 3,439 SH   DFND 1,2 0 3,439 0
LIBERTY GLOBAL INC CL A G5480U104 5,860 79,745 SH   DFND 1,2 0 79,745 0
LIBERTY GLOBAL INC CL A G5480U104 1,055 14,349 SH   DFND 1,2,3 0 14,349 0
LIBERTY GLOBAL INC CL C G5480U120 2,152 31,703 SH   DFND 1,2 0 31,703 0
LIBERTY GLOBAL INC CL C G5480U120 1,836 27,051 SH   DFND 1,2,3 0 27,051 0
LIBERTY INTERACTIVE CORP COM SER A 53071M104 1,251 54,364 SH   DFND 1,2 0 54,364 0
LIBERTY INTERACTIVE CORP COM SER A 53071M104 300 13,044 SH   DFND 1,2,3 0 13,044 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 33 383 SH   DFND 1,2 0 383 0
LIBERTY MEDIA CORP CL A 531229102 1,067 8,416 SH   DFND 1,2 0 8,416 0
LIBERTY PPT TR SH BEN INT 531172104 1,408 38,103 SH   DFND 1,2 0 38,103 0
LIBERTY PPT TR SH BEN INT 531172104 876 23,697 SH   OTR 1,2,4,5,6 0 23,697 0
LIFE TECHNOLOGIES CORP COM 53217V109 2,450 33,108 SH   DFND 1,2 0 33,108 0
LIFE TECHNOLOGIES CORP COM 53217V109 1,833 24,773 SH   DFND 1,2,3 0 24,773 0
LIFEPOINT HOSPITALS INC COM 53219L109 173 3,544 SH   DFND 1,2 0 3,544 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1,200 1,100,000 PRN   DFND 1,2 0 1,100,000 0
LILLY ELI & CO COM 532457108 147 3,000 SH   DFND 1 0 3,000 0
LILLY ELI & CO COM 532457108 7,207 146,731 SH   DFND 1,2 0 146,731 0
LILLY ELI & CO COM 532457108 4,619 94,045 SH   DFND 1,2,3 0 94,045 0
LILLY ELI & CO COM 532457108 11,822 240,684 SH   OTR 1,2,4,5,6 0 240,684 0
LIMONEIRA CO COM 532746104 97 4,669 SH   OTR 1,2,4,5,6 0 4,669 0
LINCOLN NATL CORP COM 534187109 871 23,870 SH   DFND 1,2 0 23,870 0
LINCOLN NATL CORP COM 534187109 769 21,081 SH   DFND 1,2,3 0 21,081 0
LINDSAY CORP COM 535555106 144 1,915 SH   DFND 1,2 0 1,915 0
LINDSAY CORP COM 535555106 71 952 SH   OTR 1,2,4,5,6 0 952 0
LINEAR TECHNOLOGY CORP COM 535678106 1,522 41,318 SH   DFND 1,2 0 41,318 0
LINEAR TECHNOLOGY CORP COM 535678106 815 22,134 SH   DFND 1,2,3 0 22,134 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 1,180 1,125,000 PRN   DFND 1,2 0 1,125,000 0
LINKEDIN CORP CL A 53578A108 945 5,299 SH   DFND 1,2 0 5,299 0
LINKEDIN CORP CL A 53578A108 476 2,668 SH   DFND 1,2,3 0 2,668 0
LITTLEFUSE INC COM 537008104 141 1,884 SH   DFND 1,2 0 1,884 0
LKQ CORP COM 501889208 389 15,091 SH   DFND 1,2 0 15,091 0
LKQ CORP COM 501889208 374 14,527 SH   OTR 1,2,4,5,6 0 14,527 0
LOCKHEED MARTIN CORP COM 539830109 345 3,181 SH   DFND 1,2 0 3,181 0
LOEWS CORP COM 540424108 795 17,897 SH   DFND 1,2 0 17,897 0
LOGMEIN INC COM 54142L109 61 2,500 SH   DFND 1,2,3 0 2,500 0
LORILLARD INC COM 544147101 12,517 286,571 SH   DFND 1,2 0 286,571 0
LORILLARD INC COM 544147101 6,268 143,494 SH   DFND 1,2,3 0 143,494 0
LORILLARD INC COM 544147101 10,590 242,441 SH   OTR 1,2,4,5,6 0 242,441 0
LOWES COS INC COM 548661107 12,367 302,379 SH   DFND 1,2 0 302,379 0
LOWES COS INC COM 548661107 7,170 175,298 SH   DFND 1,2,3 0 175,298 0
LSI CORP COM 502161102 459 64,274 SH   DFND 1,2 0 64,274 0
LSI CORP COM 502161102 58 8,121 SH   DFND 1,2,3 0 8,121 0
LTC PPTYS INC COM 502175102 348 8,921 SH   DFND 1,2 0 8,921 0
LULULEMON ATHLETICA INC COM 550021109 592 9,043 SH   DFND 1,2 0 9,043 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,131 14,521 SH   DFND 1,2 0 14,521 0
LYDALL INC COM 550819106 101 6,911 SH   DFND 1,2 0 6,911 0
LYONDELLBASELL INDS NV SHS - A - N53745100 298 4,500 SH   DFND 1 0 4,500 0
LYONDELLBASELL INDS NV SHS - A - N53745100 3,279 49,480 SH   DFND 1,2 0 49,480 0
M&T BANK CORP COM 55261F104 751 6,718 SH   DFND 1,2 0 6,718 0
M&T BANK CORP COM 55261F104 1,174 10,504 SH   DFND 1,2,3 0 10,504 0
M&T BANK CORP COM 55261F104 3,946 35,313 SH   OTR 1,2,4,5,6 0 35,313 0
M/I HOMES INC COM 55305B101 170 7,398 SH   DFND 1,2 0 7,398 0
MACERICH CO COM 554382101 5,999 98,393 SH   DFND 1,2 0 98,393 0
MACERICH CO COM 554382101 1,701 27,897 SH   DFND 1,2,3 0 27,897 0
MACK CALI RLTY CORP COM 554489104 582 23,766 SH   DFND 1,2 0 23,766 0
MACYS INC COM 55616P104 168 3,500 SH   DFND 1 0 3,500 0
MACYS INC COM 55616P104 2,704 56,326 SH   DFND 1,2 0 56,326 0
MACYS INC COM 55616P104 3,290 68,542 SH   DFND 1,2,3 0 68,542 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 3,406 60,728 SH   DFND 1,2 0 60,728 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 802 14,299 SH   DFND 1,2,3 0 14,299 0
MAIDENFORM BRANDS INC COM 560305104 36 2,086 SH   DFND 1,2 0 2,086 0
MANPOWER GROUP INC COM 56418H100 3,024 55,190 SH   DFND 1,2 0 55,190 0
MANPOWER GROUP INC COM 56418H100 1,306 23,836 SH   DFND 1,2,3 0 23,836 0
MARATHON OIL CORP COM 565849106 6,788 196,296 SH   DFND 1,2 0 196,296 0
MARATHON OIL CORP COM 565849106 908 26,264 SH   DFND 1,2,3 0 26,264 0
MARATHON PETE CORP COM 56585A102 10,979 154,505 SH   DFND 1,2 0 154,505 0
MARATHON PETE CORP COM 56585A102 2,945 41,445 SH   DFND 1,2,3 0 41,445 0
MARRIOTT INTL INC NEW CL A 571903202 3,785 93,768 SH   DFND 1,2 0 93,768 0
MARRIOTT INTL INC NEW CL A 571903202 2,488 61,624 SH   DFND 1,2,3 0 61,624 0
MARSH & MCLENNAN COS INC COM 571748102 330 8,265 SH   DFND 1 0 8,265 0
MARSH & MCLENNAN COS INC COM 571748102 1,377 34,487 SH   DFND 1,2 0 34,487 0
MARSH & MCLENNAN COS INC COM 571748102 553 13,849 SH   DFND 1,2,3 0 13,849 0
MARTIN MARIETTA MATLS INC COM 573284106 793 8,058 SH   DFND 1,2 0 8,058 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 321 27,391 SH   DFND 1,2 0 27,391 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 60 5,101 SH   DFND 1,2,3 0 5,101 0
MASCO CORP COM 574599106 2,142 109,906 SH   DFND 1,2 0 109,906 0
MASCO CORP COM 574599106 80 4,126 SH   DFND 1,2,3 0 4,126 0
MASIMO CORP COM 574795100 23 1,108 SH   DFND 1,2,3 0 1,108 0
MASTEC INC COM 576323109 1,570 47,729 SH   DFND 1,2 0 47,729 0
MASTEC INC COM 576323109 519 15,771 SH   OTR 1,2,4,5,6 0 15,771 0
MASTERCARD INC CL A 57636Q104 1,264 2,200 SH   DFND 1 0 2,200 0
MASTERCARD INC CL A 57636Q104 5,387 9,376 SH   DFND 1,2 0 9,376 0
MASTERCARD INC CL A 57636Q104 920 1,602 SH   DFND 1,2,3 0 1,602 0
MATERION CORP COM 576690101 131 4,823 SH   DFND 1,2 0 4,823 0
MATSON INC COM 57686G105 3,601 144,042 SH   DFND 1,2 0 144,042 0
MATSON INC COM 57686G105 1,149 45,977 SH   DFND 1,2,3 0 45,977 0
MATTEL INC COM 577081102 453 10,000 SH   DFND 1 0 10,000 0
MATTEL INC COM 577081102 2,882 63,600 SH   DFND 1,2 0 63,600 0
MATTEL INC COM 577081102 1,244 27,462 SH   DFND 1,2,3 0 27,462 0
MATTEL INC COM 577081102 3,276 72,292 SH   OTR 1,2,4,5,6 0 72,292 0
MATTHEWS INTL CORP CL A 577128101 174 4,612 SH   DFND 1,2,3 0 4,612 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,424 51,273 SH   DFND 1,2 0 51,273 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,420 51,122 SH   DFND 1,2,3 0 51,122 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,532 55,164 SH   OTR 1,2,4,5,6 0 55,164 0
MAXIMUS INC COM 577933104 337 9,052 SH   DFND 1,2 0 9,052 0
MB FINANCIAL INC NEW COM 55264U108 185 6,887 SH   DFND 1,2,3 0 6,887 0
MC DONALDS CORP COM 580135101 1,287 13,000 SH   DFND 1 0 13,000 0
MC DONALDS CORP COM 580135101 38,573 389,624 SH   DFND 1,2 0 389,624 0
MC DONALDS CORP COM 580135101 1,815 18,330 SH   DFND 1,2,3 0 18,330 0
MCCORMICK & CO INC COM NON VTG 579780206 246 3,500 SH   DFND 1 0 3,500 0
MCCORMICK & CO INC COM NON VTG 579780206 635 9,025 SH   DFND 1,2 0 9,025 0
MCGRAW HILL FINL INC COM 580645109 904 17,000 SH   DFND 1 0 17,000 0
MCGRAW HILL FINL INC COM 580645109 3,255 61,202 SH   DFND 1,2 0 61,202 0
MCGRAW HILL FINL INC COM 580645109 554 10,421 SH   DFND 1,2,3 0 10,421 0
MCGRAW HILL FINL INC COM 580645109 1,461 27,475 SH   OTR 1,2,4,5,6 0 27,475 0
MCKESSON CORP COM 58155Q103 515 4,500 SH   DFND 1 0 4,500 0
MCKESSON CORP COM 58155Q103 11,820 103,233 SH   DFND 1,2 0 103,233 0
MCKESSON CORP COM 58155Q103 1,483 12,950 SH   DFND 1,2,3 0 12,950 0
MDU RES GROUP INC COM 552690109 301 11,633 SH   DFND 1,2 0 11,633 0
MEAD JOHNSON NUTRITION CO COM 582839106 230 2,900 SH   DFND 1 0 2,900 0
MEAD JOHNSON NUTRITION CO COM 582839106 16,583 209,297 SH   DFND 1,2 0 209,297 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,533 31,970 SH   DFND 1,2,3 0 31,970 0
MEADWESTVACO CORP COM 583334107 1,362 39,924 SH   DFND 1,2 0 39,924 0
MEADWESTVACO CORP COM 583334107 1,661 48,686 SH   DFND 1,2,3 0 48,686 0
MEADWESTVACO CORP COM 583334107 2,962 86,839 SH   OTR 1,2,4,5,6 0 86,839 0
MEDICAL PPTYS TR INC COM 58463J304 2,213 154,540 SH   DFND 1,2 0 154,540 0
MEDICAL PPTYS TR INC COM 58463J304 244 17,045 SH   DFND 1,2,3 0 17,045 0
MEDIVATION INC COM 58501N101 40 820 SH   DFND 1,2 0 820 0
MEDTRONIC INC COM 585055106 309 6,000 SH   DFND 1 0 6,000 0
MEDTRONIC INC COM 585055106 10,596 205,872 SH   DFND 1,2 0 205,872 0
MEDTRONIC INC COM 585055106 1,214 23,592 SH   DFND 1,2,3 0 23,592 0
MEDTRONIC INC COM 585055106 1,198 23,283 SH   OTR 1,2,4,5,6 0 23,283 0
MENS WEARHOUSE INC COM 587118100 216 5,718 SH   DFND 1,2,3 0 5,718 0
MERCK & CO INC NEW COM 58933Y105 1,184 25,500 SH   DFND 1 0 25,500 0
MERCK & CO INC NEW COM 58933Y105 34,585 744,571 SH   DFND 1,2 0 744,571 0
MERCK & CO INC NEW COM 58933Y105 7,623 164,119 SH   DFND 1,2,3 0 164,119 0
MERCURY SYS INC COM 589378108 60 6,465 SH   DFND 1,2 0 6,465 0
MEREDITH CORP COM 589433101 203 4,255 SH   DFND 1,2,3 0 4,255 0
MERIDIAN BIOSCIENCE INC COM 589584101 17 792 SH   DFND 1,2,3 0 792 0
METLIFE INC COM 59156R108 4,460 97,469 SH   DFND 1,2 0 97,469 0
METLIFE INC COM 59156R108 662 14,459 SH   DFND 1,2,3 0 14,459 0
METTLER TOLEDO INTERNATIONAL COM 592688105 475 2,359 SH   DFND 1,2 0 2,359 0
MGM RESORTS INTL COM 552953101 433 29,278 SH   DFND 1,2 0 29,278 0
MGM RESORTS INTL NOTE 4.250% 4/1 55303QAE0 2,278 2,025,000 PRN   DFND 1,2 0 2,025,000 0
MICHAEL KORS HLDGS LTD SHS G60754101 872 14,061 SH   DFND 1,2,3 0 14,061 0
MICROCHIP TECHNOLOGY INC COM 595017104 478 12,834 SH   DFND 1,2 0 12,834 0
MICRON TECHNOLOGY INC COM 595112103 1,127 78,663 SH   DFND 1,2 0 78,663 0
MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 1,026 900,000 PRN   DFND 1,2 0 900,000 0
MICROSOFT CORP COM 594918104 123 3,573 SH   DFND 1 0 0 3,573
MICROSOFT CORP COM 594918104 1,105 32,000 SH   DFND 1 0 32,000 0
MICROSOFT CORP COM 594918104 51,333 1,485,977 SH   DFND 1,2 0 1,485,977 0
MICROSOFT CORP COM 594918104 10,586 306,428 SH   DFND 1,2,3 0 306,428 0
MICROSOFT CORP COM 594918104 10,015 289,905 SH   OTR 1,2,4,5,6 0 289,905 0
MID-AMER APT CMNTYS INC COM 59522J103 846 12,478 SH   DFND 1,2 0 12,478 0
MINERALS TECHNOLOGIES INC COM 603158106 1,035 25,035 SH   DFND 1,2 0 25,035 0
MINERALS TECHNOLOGIES INC COM 603158106 3,036 73,440 SH   DFND 1,2,3 0 73,440 0
MISTRAS GROUP INC COM 60649T107 384 21,857 SH   DFND 1,2,3 0 21,857 0
MITEL NETWORKS CORP COM 60671Q104 121 31,634 SH   DFND 1,2,3 0 31,634 0
MKS INSTRUMENTS INC COM 55306N104 389 14,645 SH   DFND 1,2,3 0 14,645 0
MOBILE MINI INC COM 60740F105 1,462 44,107 SH   DFND 1,2 0 44,107 0
MOBILE TELESYS OJSC SPON ADR 607409109 4,072 215,000 SH   DFND 1 0 215,000 0
MOBILE TELESYS OJSC SPON ADR 607409109 1,291 68,137 SH   DFND 1,2 0 68,137 0
MOBILE TELESYS OJSC SPON ADR 607409109 1,260 66,520 SH   DFND 1,2,3 0 66,520 0
MOHAWK INDS INC COM 608190104 2,379 21,152 SH   DFND 1,2 0 21,152 0
MOHAWK INDS INC COM 608190104 75 668 SH   DFND 1,2,3 0 668 0
MOLSON COORS BREWING CO CL B 60871R209 4,714 98,506 SH   DFND 1,2 0 98,506 0
MOLSON COORS BREWING CO CL B 60871R209 500 10,450 SH   DFND 1,2,3 0 10,450 0
MONDELEZ INTL INC CL A 609207105 799 28,000 SH   DFND 1 0 28,000 0
MONDELEZ INTL INC CL A 609207105 10,111 354,387 SH   DFND 1,2 0 354,387 0
MONDELEZ INTL INC CL A 609207105 1,779 62,345 SH   DFND 1,2,3 0 62,345 0
MONSANTO CO NEW COM 61166W101 445 4,500 SH   DFND 1 0 4,500 0
MONSANTO CO NEW COM 61166W101 7,238 73,262 SH   DFND 1,2 0 73,262 0
MONSANTO CO NEW COM 61166W101 493 4,986 SH   DFND 1,2,3 0 4,986 0
MONSANTO CO NEW COM 61166W101 150 1,520 SH   OTR 1,2,4,5,6 0 1,520 0
MONSTER BEVERAGE CORP COM 611740101 25,829 424,606 SH   DFND 1,2 0 424,606 0
MONSTER BEVERAGE CORP COM 611740101 2,643 43,442 SH   DFND 1,2,3 0 43,442 0
MOODYS CORP COM 615369105 1,016 16,670 SH   DFND 1,2 0 16,670 0
MOOG INC CL A 615394202 492 9,543 SH   DFND 1,2 0 9,543 0
MOOG INC CL A 615394202 820 15,912 SH   DFND 1,2,3 0 15,912 0
MORGAN STANLEY COM NEW 617446448 3,831 156,830 SH   DFND 1,2 0 156,830 0
MORGAN STANLEY COM NEW 617446448 751 30,755 SH   DFND 1,2,3 0 30,755 0
MOSAIC CO NEW COM 61945C103 6,438 119,639 SH   DFND 1,2 0 119,639 0
MOSAIC CO NEW COM 61945C103 568 10,559 SH   DFND 1,2,3 0 10,559 0
MOSAIC CO NEW COM 61945C103 103 1,916 SH   OTR 1,2,4,5,6 0 1,916 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 346 6,000 SH   DFND 1 0 6,000 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 8,448 146,342 SH   DFND 1,2 0 146,342 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,967 34,079 SH   DFND 1,2,3 0 34,079 0
MOVADO GROUP COM 624580106 58 1,720 SH   DFND 1,2 0 1,720 0
MSC INDL DIRECT INC CL A 553530106 13 171 SH   DFND 1,2 0 171 0
MTS SYS CORP COM 553777103 59 1,051 SH   DFND 1,2 0 1,051 0
MURPHY OIL CORP COM 626717102 1,892 31,071 SH   DFND 1,2 0 31,071 0
MWI VETERINARY SUPPLY INC COM 55402X105 140 1,135 SH   DFND 1,2 0 1,135 0
MYLAN INC COM 628530107 1,652 53,240 SH   DFND 1,2 0 53,240 0
MYLAN INC COM 628530107 3,165 102,003 SH   DFND 1,2,3 0 102,003 0
MYR GROUP INC/DELAWARE COM 55405W104 1,758 90,389 SH   OTR 1,2,4,5,6 0 90,389 0
MYRIAD GENETICS INC COM 62855J104 603 22,457 SH   DFND 1,2 0 22,457 0
MYRIAD GENETICS INC COM 62855J104 202 7,526 SH   DFND 1,2,3 0 7,526 0
NABORS INDS LTD SHS G6359F103 309 20,190 SH   DFND 1,2 0 20,190 0
NASDAQ OMX GROUP INC COM 631103108 732 22,330 SH   DFND 1,2 0 22,330 0
NASDAQ OMX GROUP INC COM 631103108 654 19,937 SH   DFND 1,2,3 0 19,937 0
NATIONAL HEALTH INVS INC COM 63633D104 448 7,486 SH   DFND 1,2 0 7,486 0
NATIONAL OILWELL VARCO INC COM 637071101 1,962 28,483 SH   DFND 1,2 0 28,483 0
NATIONAL OILWELL VARCO INC COM 637071101 1,144 16,603 SH   DFND 1,2,3 0 16,603 0
NATL RETAIL PPTYS INC COM 637417106 1,057 30,728 SH   DFND 1,2 0 30,728 0
NAVIGANT CONSULTING INC COM 63935N107 57 4,742 SH   DFND 1,2 0 4,742 0
NAVISTAR INTL CORP NEW COM 63934E108 1,197 43,130 SH   DFND 1,2 0 43,130 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 878 900,000 PRN   DFND 1,2 0 900,000 0
NBT BANCORP INC COM 628778102 96 4,516 SH   DFND 1,2 0 4,516 0
NCI BUILDING SYS INC COM NEW 628852204 70 4,610 SH   DFND 1,2 0 4,610 0
NEENAH PAPER INC COM 640079109 116 3,656 SH   DFND 1,2 0 3,656 0
NETAPP INC COM 64110D104 3,703 98,019 SH   DFND 1,2 0 98,019 0
NETAPP INC COM 64110D104 737 19,500 SH   DFND 1,2,3 0 19,500 0
NETFLIX INC COM 64110L106 698 3,307 SH   DFND 1,2 0 3,307 0
NETGEAR INC COM 64111Q104 108 3,529 SH   DFND 1,2 0 3,529 0
NEUSTAR INC CL A 64126X201 4,177 85,798 SH   DFND 1,2 0 85,798 0
NEUSTAR INC CL A 64126X201 438 8,988 SH   DFND 1,2,3 0 8,988 0
NEW JERSEY RES COM 646025106 2,705 65,140 SH   DFND 1,2 0 65,140 0
NEW JERSEY RES COM 646025106 205 4,941 SH   DFND 1,2,3 0 4,941 0
NEW YORK CMNTY BANCORP INC COM 649445103 367 26,235 SH   DFND 1,2 0 26,235 0
NEWELL RUBBERMAID INC COM 651229106 720 27,438 SH   DFND 1,2 0 27,438 0
NEWELL RUBBERMAID INC COM 651229106 644 24,518 SH   DFND 1,2,3 0 24,518 0
NEWFIELD EXPLORATION CO COM 651290108 189 7,918 SH   DFND 1,2 0 7,918 0
NEWMARKET CORP COM 651587107 3,792 14,441 SH   DFND 1,2 0 14,441 0
NEWMARKET CORP COM 651587107 1,501 5,716 SH   DFND 1,2,3 0 5,716 0
NEWMONT MINING CORP COM 651639106 90 3,000 SH   DFND 1 0 3,000 0
NEWMONT MINING CORP COM 651639106 23,657 789,890 SH   DFND 1,2 0 789,890 0
NEWMONT MINING CORP COM 651639106 226 7,560 SH   DFND 1,2,3 0 7,560 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1,162 1,150,000 PRN   DFND 1,2 0 1,150,000 0
NEWPORT CORP COM 651824104 106 7,598 SH   DFND 1,2 0 7,598 0
NEWS CORP INC CL A 65248E104 391 12,000 SH   DFND 1 0 12,000 0
NEWS CORP INC CL A 65248E104 7,672 235,492 SH   DFND 1,2 0 235,492 0
NEWS CORP INC CL A 65248E104 522 16,029 SH   DFND 1,2,3 0 16,029 0
NEWS CORP INC CL B 65248E203 1,128 34,364 SH   DFND 1,2 0 34,364 0
NEWS CORP INC CL B 65248E203 1,835 55,921 SH   DFND 1,2,3 0 55,921 0
NEXTERA ENERGY INC COM 65339F101 3,023 37,107 SH   DFND 1,2 0 37,107 0
NIELSEN HLDGS NV COM N63218106 345 10,275 SH   DFND 1,2 0 10,275 0
NIKE INC CL B 654106103 191 3,000 SH   DFND 1 0 3,000 0
NIKE INC CL B 654106103 5,555 87,233 SH   DFND 1,2 0 87,233 0
NIKE INC CL B 654106103 1,252 19,657 SH   DFND 1,2,3 0 19,657 0
NISOURCE INC COM 65473P105 57 2,000 SH   DFND 1 0 2,000 0
NISOURCE INC COM 65473P105 2,043 71,317 SH   DFND 1,2 0 71,317 0
NISOURCE INC COM 65473P105 1,023 35,715 SH   DFND 1,2,3 0 35,715 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 301 8,000 SH   DFND 1 0 8,000 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 488 12,981 SH   DFND 1,2 0 12,981 0
NOBLE ENERGY INC COM 655044105 240 4,000 SH   DFND 1 0 4,000 0
NOBLE ENERGY INC COM 655044105 2,592 43,164 SH   DFND 1,2 0 43,164 0
NOBLE ENERGY INC COM 655044105 304 5,062 SH   DFND 1,2,3 0 5,062 0
NORDSON CORP COM 655663102 972 14,023 SH   DFND 1,2 0 14,023 0
NORDSTROM INC COM 655664100 1,543 25,737 SH   DFND 1,2 0 25,737 0
NORDSTROM INC COM 655664100 2,568 42,839 SH   DFND 1,2,3 0 42,839 0
NORFOLK SOUTHERN CORP COM 655844108 4,096 56,383 SH   DFND 1,2 0 56,383 0
NORFOLK SOUTHERN CORP COM 655844108 897 12,344 SH   DFND 1,2,3 0 12,344 0
NORFOLK SOUTHERN CORP COM 655844108 1,917 26,386 SH   OTR 1,2,4,5,6 0 26,386 0
NORTHEAST UTILS COM 664397106 336 8,000 SH   DFND 1 0 8,000 0
NORTHEAST UTILS COM 664397106 1,186 28,218 SH   DFND 1,2 0 28,218 0
NORTHERN TR CORP COM 665859104 2,207 38,111 SH   DFND 1,2 0 38,111 0
NORTHERN TR CORP COM 665859104 2,337 40,371 SH   DFND 1,2,3 0 40,371 0
NORTHROP GRUMMAN CORP COM 666807102 141 1,699 SH   DFND 1 0 0 1,699
NORTHROP GRUMMAN CORP COM 666807102 5,665 68,419 SH   DFND 1,2 0 68,419 0
NORTHROP GRUMMAN CORP COM 666807102 6,573 79,384 SH   DFND 1,2,3 0 79,384 0
NORTHWEST BANCSHARES INC COM 667340103 225 16,632 SH   DFND 1,2,3 0 16,632 0
NORTHWESTERN CORP COM NEW 668074305 186 4,673 SH   DFND 1,2 0 4,673 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,726 122,915 SH   DFND 1,2,3 0 122,915 0
NOVARTIS AG SPON ADR 66987V109 2,840 40,170 SH   DFND 1,2,3 0 40,170 0
NPS PHARMACEUTICALS INC COM 62936P103 333 22,018 SH   DFND 1,2 0 22,018 0
NPS PHARMACEUTICALS INC COM 62936P103 153 10,114 SH   DFND 1,2,3 0 10,114 0
NRG ENERGY INC COM NEW 629377508 1,270 47,563 SH   DFND 1,2 0 47,563 0
NRG ENERGY INC COM NEW 629377508 36 1,349 SH   DFND 1,2,3 0 1,349 0
NU SKIN ENTERPRISES INC CL A 67018T105 8,187 133,954 SH   DFND 1,2 0 133,954 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,411 23,081 SH   DFND 1,2,3 0 23,081 0
NUANCE COMMUNICATIONS INC COM 67020Y100 287 15,611 SH   DFND 1,2 0 15,611 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,284 69,803 SH   DFND 1,2,3 0 69,803 0
NUCOR CORP COM 670346105 1,089 25,144 SH   DFND 1,2 0 25,144 0
NUCOR CORP COM 670346105 88 2,029 SH   DFND 1,2,3 0 2,029 0
NVIDIA CORP COM 67066G104 954 67,918 SH   DFND 1,2 0 67,918 0
NVR INC COM 62944T105 1,949 2,114 SH   DFND 1,2 0 2,114 0
NVR INC COM 62944T105 201 218 SH   DFND 1,2,3 0 218 0
NYSE EURONEXT COM 629491101 1,062 25,653 SH   DFND 1,2 0 25,653 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,036 53,599 SH   DFND 1,2 0 53,599 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,056 9,377 SH   DFND 1,2,3 0 9,377 0
OCCIDIDENTAL PETE CORP DEL COM 674599105 178 2,000 SH   DFND 1 0 2,000 0
OCCIDIDENTAL PETE CORP DEL COM 674599105 10,273 115,124 SH   DFND 1,2 0 115,124 0
OCCIDIDENTAL PETE CORP DEL COM 674599105 1,843 20,658 SH   DFND 1,2,3 0 20,658 0
OCEANEERING INTL INC COM 675232102 840 11,640 SH   DFND 1,2 0 11,640 0
OGE ENERGY CORP COM 670837103 248 7,279 SH   DFND 1,2 0 7,279 0
OGE ENERGY CORP COM 670837103 28 815 SH   DFND 1,2,3 0 815 0
OM GROUP INC COM 670872100 404 13,074 SH   DFND 1,2,3 0 13,074 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,765 56,903 SH   DFND 1,2 0 56,903 0
OMEGA HEALTHCARE INVS INC COM 681936100 864 27,869 SH   DFND 1,2,3 0 27,869 0
OMNICARE INC COM 681904108 735 15,400 SH   DFND 1,2 0 15,400 0
OMNICARE INC COM 681904108 64 1,346 SH   DFND 1,2,3 0 1,346 0
OMNICOM GROUP INC COM 681919106 1,917 30,498 SH   DFND 1,2 0 30,498 0
ONE LIBERTY PPTYS INC COM 682406103 100 4,559 SH   DFND 1,2 0 4,559 0
ONEOK INC COM 682680103 737 17,850 SH   DFND 1,2 0 17,850 0
ONYX PHARMACEUTICALS INC COM 683399109 2,879 33,160 SH   DFND 1,2 0 33,160 0
ONYX PHARMACEUTICALS INC COM 683399109 518 5,961 SH   DFND 1,2,3 0 5,961 0
ORACLE CORP COM 68389X105 676 22,000 SH   DFND 1 0 22,000 0
ORACLE CORP COM 68389X105 27,494 895,273 SH   DFND 1,2 0 895,273 0
ORACLE CORP COM 68389X105 3,772 122,819 SH   DFND 1,2,3 0 122,819 0
ORCHARD SUPPLY HARDWARE STOR CL A 685691404 0 31 SH   DFND 1,2 0 31 0
ORCHARD SUPPLY HARDWARE STOR CL A 685691404 0 86 SH   DFND 1,2,3 0 86 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 73 6,000 SH   DFND 1,2 0 6,000 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 736 60,503 SH   DFND 1,2,3 0 60,503 0
ORMAT TECHNOLOGIES INC COM 686688102 482 20,474 SH   OTR 1,2,4,5,6 0 20,474 0
OSHKOSH TRUCK CORP COM 688239201 592 15,597 SH   DFND 1,2,3 0 15,597 0
OTTER TAIL CORP COM 689648103 112 3,944 SH   DFND 1,2 0 3,944 0
OWENS CORNING INC COM 690742101 218 5,578 SH   DFND 1,2 0 5,578 0
OWENS CORNING INC COM 690742101 1,406 35,982 SH   DFND 1,2,3 0 35,982 0
OWENS ILL INC COM NEW 690768403 385 13,869 SH   DFND 1,2 0 13,869 0
P T TELEKOMUNIKASI INDONESIA SPON ADR 715684106 360 8,426 SH   DFND 1,2 0 8,426 0
PACCAR INC COM 693718108 3,627 67,600 SH   DFND 1,2 0 67,600 0
PALL CORP COM 696429307 524 7,884 SH   DFND 1,2 0 7,884 0
PALL CORP COM 696429307 1,269 19,103 SH   OTR 1,2,4,5,6 0 19,103 0
PAPA JOHNS INTL INC COM 698813102 3,746 57,309 SH   DFND 1,2 0 57,309 0
PAPA JOHNS INTL INC COM 698813102 921 14,082 SH   DFND 1,2,3 0 14,082 0
PARKER HANNIFIN CORP COM 701094104 191 2,000 SH   DFND 1 0 2,000 0
PARKER HANNIFIN CORP COM 701094104 4,652 48,760 SH   DFND 1,2 0 48,760 0
PARKER HANNIFIN CORP COM 701094104 1,084 11,365 SH   DFND 1,2,3 0 11,365 0
PARKER HANNIFIN CORP COM 701094104 1,092 11,444 SH   OTR 1,2,4,5,6 0 11,444 0
PARKWAY PPTYS INC COM 70159Q104 157 9,382 SH   DFND 1,2 0 9,382 0
PARTNERRE LTD COM G6852T105 3,249 35,873 SH   DFND 1,2 0 35,873 0
PARTNERRE LTD COM G6852T105 567 6,262 SH   DFND 1,2,3 0 6,262 0
PATTERSON COS INC COM 703395103 328 8,731 SH   DFND 1,2 0 8,731 0
PATTERSON UTI ENERGY INC COM 703481101 471 24,323 SH   DFND 1,2 0 24,323 0
PAYCHEX INC COM 704326107 1,564 42,843 SH   DFND 1,2 0 42,843 0
PAYCHEX INC COM 704326107 994 27,237 SH   OTR 1,2,4,5,6 0 27,237 0
PEABODY ENERGY CORP COM 704549104 240 16,427 SH   DFND 1,2 0 16,427 0
PEBBLEBROOK HOTEL TR COM 70509V100 416 16,096 SH   DFND 1,2 0 16,096 0
PENNEY JC INC COM 708160106 316 18,478 SH   DFND 1,2 0 18,478 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 315 16,710 SH   DFND 1,2 0 16,710 0
PENTAIR LTD SHS H6169Q108 317 5,500 SH   DFND 1 0 5,500 0
PENTAIR LTD SHS H6169Q108 2,330 40,395 SH   DFND 1,2 0 40,395 0
PENTAIR LTD SHS H6169Q108 1,891 32,770 SH   DFND 1,2,3 0 32,770 0
PENTAIR LTD SHS H6169Q108 7,220 125,148 SH   OTR 1,2,4,5,6 0 125,148 0
PEOPLES UNITED FINL INC COM 712704105 1,346 90,312 SH   DFND 1,2 0 90,312 0
PEOPLES UNITED FINL INC COM 712704105 2,342 157,195 SH   DFND 1,2,3 0 157,195 0
PEP BOYS MANNY MOE & JACK COM 713278109 85 7,302 SH   DFND 1,2 0 7,302 0
PEPCO HOLDINGS INC COM 713291102 396 19,626 SH   DFND 1,2 0 19,626 0
PEPSICO INC COM 713448108 654 8,000 SH   DFND 1 0 8,000 0
PEPSICO INC COM 713448108 50,744 620,413 SH   DFND 1,2 0 620,413 0
PEPSICO INC COM 713448108 15,672 191,615 SH   DFND 1,2,3 0 191,615 0
PERFICIENT INC COM 71375U101 83 6,220 SH   DFND 1,2 0 6,220 0
PERKINELMER INC COM 714046109 195 6,000 SH   DFND 1 0 6,000 0
PERKINELMER INC COM 714046109 3,037 93,432 SH   DFND 1,2 0 93,432 0
PERKINELMER INC COM 714046109 1,951 60,019 SH   DFND 1,2,3 0 60,019 0
PERRIGO CO COM 714290103 278 2,300 SH   DFND 1 0 2,300 0
PERRIGO CO COM 714290103 2,179 18,007 SH   DFND 1,2 0 18,007 0
PERRIGO CO COM 714290103 882 7,287 SH   DFND 1,2,3 0 7,287 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 57 3,880 SH   DFND 1,2,3 0 3,880 0
PETROLEO BRASILEIRO SA PETRO SPON ADR 71654V408 502 37,416 SH   DFND 1,2 0 37,416 0
PETSMART INC COM 716768106 2,445 36,499 SH   DFND 1,2 0 36,499 0
PETSMART INC COM 716768106 851 12,705 SH   DFND 1,2,3 0 12,705 0
PFIZER INC COM 717081103 117 4,186 SH   DFND 1 0 0 4,186
PFIZER INC COM 717081103 1,541 55,000 SH   DFND 1 0 55,000 0
PFIZER INC COM 717081103 57,002 2,035,049 SH   DFND 1,2 0 2,035,049 0
PFIZER INC COM 717081103 21,596 771,003 SH   DFND 1,2,3 0 771,003 0
PFIZER INC COM 717081103 4,408 157,385 SH   OTR 1,2,4,5,6 0 157,385 0
PG & E CORP COM 69331C108 23,493 513,726 SH   DFND 1,2 0 513,726 0
PHILIP MORRIS INTL INC COM 718172109 1,126 13,000 SH   DFND 1 0 13,000 0
PHILIP MORRIS INTL INC COM 718172109 41,388 477,813 SH   DFND 1,2 0 477,813 0
PHILIP MORRIS INTL INC COM 718172109 9,364 108,108 SH   DFND 1,2,3 0 108,108 0
PHILIPPINE LONG DISTANCE TEL SPON ADR 718252604 87 1,285 SH   DFND 1,2 0 1,285 0
PHILLIPS 66 COM 718546104 10,799 183,307 SH   DFND 1,2 0 183,307 0
PHILLIPS 66 COM 718546104 2,341 39,743 SH   DFND 1,2,3 0 39,743 0
PICO HLDGS INC COM NEW 693366205 199 9,496 SH   DFND 1,2,3 0 9,496 0
PICO HLDGS INC COM NEW 693366205 7,750 369,730 SH   OTR 1,2,4,5,6 0 369,730 0
PIEDMONT NAT GAS CO COM 720186105 110 3,259 SH   DFND 1,2 0 3,259 0
PIEDMONT OFFICE RLTY TR INC CL A 720190206 815 45,573 SH   DFND 1,2 0 45,573 0
PINNACLE WEST CAP CORP COM 723484101 654 11,785 SH   DFND 1,2 0 11,785 0
PINNACLE WEST CAP CORP COM 723484101 51 915 SH   DFND 1,2,3 0 915 0
PINNACLE WEST CAP CORP COM 723484101 1,142 20,590 SH   OTR 1,2,4,5,6 0 20,590 0
PIONEER NAT RES CO COM 723787107 217 1,500 SH   DFND 1 0 1,500 0
PIONEER NAT RES CO COM 723787107 6,026 41,633 SH   DFND 1,2 0 41,633 0
PIONEER NAT RES CO COM 723787107 758 5,234 SH   DFND 1,2,3 0 5,234 0
PIPER JAFFRAY COS COM 724078100 67 2,130 SH   DFND 1,2 0 2,130 0
PIPER JAFFRAY COS COM 724078100 158 4,986 SH   DFND 1,2,3 0 4,986 0
PITNEY BOWES INC COM 724479100 171 11,634 SH   DFND 1,2,3 0 11,634 0
PLATINUM UNDERWRITERS HLDGS L COM G7127P100 16 272 SH   DFND 1,2 0 272 0
PLATINUM UNDERWRITERS HLDGS L COM G7127P100 151 2,646 SH   DFND 1,2,3 0 2,646 0
PLEXUS CORP COM 729132100 186 6,215 SH   DFND 1,2,3 0 6,215 0
PLUM CREEK TIMBER CO INC COM 729251108 266 5,700 SH   DFND 1 0 5,700 0
PLUM CREEK TIMBER CO INC COM 729251108 491 10,522 SH   DFND 1,2 0 10,522 0
PLUM CREEK TIMBER CO INC COM 729251108 192 4,124 SH   DFND 1,2,3 0 4,124 0
PLUM CREEK TIMBER CO INC COM 729251108 164 3,522 SH   OTR 1,2,4,5,6 0 3,522 0
PMC-SIERRA INC COM 69344F106 225 35,374 SH   DFND 1,2,3 0 35,374 0
PNC FINL SVCS GROUP INC COM 693475105 8,223 112,774 SH   DFND 1,2 0 112,774 0
PNC FINL SVCS GROUP INC COM 693475105 6,198 85,001 SH   DFND 1,2,3 0 85,001 0
PNM RES INC COM 69349H107 6,469 291,523 SH   DFND 1,2 0 291,523 0
PNM RES INC COM 69349H107 2,320 104,540 SH   DFND 1,2,3 0 104,540 0
POLARIS INDS INC COM 731068102 332 3,499 SH   DFND 1,2 0 3,499 0
POLARIS INDS INC COM 731068102 1,362 14,335 SH   DFND 1,2,3 0 14,335 0
POLYCOM INC COM 73172K104 180 17,120 SH   DFND 1,2,3 0 17,120 0
POLYONE CORP COM 73179P106 138 5,588 SH   DFND 1,2 0 5,588 0
POPULAR INC COM NEW 733174700 284 9,366 SH   DFND 1,2 0 9,366 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 870 5,664 SH   DFND 1,2 0 5,664 0
POST PPTYS INC COM 737464107 894 18,066 SH   DFND 1,2 0 18,066 0
POTASH CORP OF SASK INC COM 73755L107 3,479 91,248 SH   DFND 1,2 0 91,248 0
POTLATCH CORP NEW COM 737630103 1,682 41,593 SH   DFND 1,2 0 41,593 0
POTLATCH CORP NEW COM 737630103 147 3,624 SH   OTR 1,2,4,5,6 0 3,624 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2,374 33,305 SH   DFND 1 0 0 33,305
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 180 2,524 SH   DFND 1 0 2,524 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 677 9,500 SH   DFND 1,2 0 9,500 0
PPG INDS INC COM 693506107 3,591 24,530 SH   DFND 1,2 0 24,530 0
PPG INDS INC COM 693506107 167 1,143 SH   DFND 1,2,3 0 1,143 0
PPL CORP COM 69351T106 2,710 89,561 SH   DFND 1,2 0 89,561 0
PPL CORP COM 69351T106 331 10,939 SH   DFND 1,2,3 0 10,939 0
PPL CORP COM 69351T106 2,222 73,414 SH   OTR 1,2,4,5,6 0 73,414 0
PRAXAIR INC COM 74005P104 287 2,496 SH   DFND 1 0 2,496 0
PRAXAIR INC COM 74005P104 4,797 41,659 SH   DFND 1,2 0 41,659 0
PRECISION CASTPARTS CORP COM 740189105 339 1,500 SH   DFND 1 0 1,500 0
PRECISION CASTPARTS CORP COM 740189105 6,319 27,958 SH   DFND 1,2 0 27,958 0
PRECISION CASTPARTS CORP COM 740189105 1,335 5,908 SH   DFND 1,2,3 0 5,908 0
PRICELINECOM INC COM NEW 741503403 372 450 SH   DFND 1 0 450 0
PRICELINECOM INC COM NEW 741503403 9,978 12,070 SH   DFND 1,2 0 12,070 0
PRICELINECOM INC COM NEW 741503403 1,258 1,522 SH   DFND 1,2,3 0 1,522 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,192 31,833 SH   DFND 1,2 0 31,833 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,572 41,984 SH   DFND 1,2,3 0 41,984 0
PROCERA NETWORKS INC COM NEW 74269U203 32 2,318 SH   DFND 1,2 0 2,318 0
PROCTER & GAMBLE CO COM 742718109 616 8,000 SH   DFND 1 0 8,000 0
PROCTER & GAMBLE CO COM 742718109 41,442 538,278 SH   DFND 1,2 0 538,278 0
PROCTER & GAMBLE CO COM 742718109 6,758 87,776 SH   DFND 1,2,3 0 87,776 0
PROCTER & GAMBLE CO COM 742718109 2,952 38,338 SH   OTR 1,2,4,5,6 0 38,338 0
PROGRESS SOFTWARE CORP COM 743312100 38 1,655 SH   DFND 1,2 0 1,655 0
PROGRESSIVE CORP OHIO COM 743315103 1,032 40,614 SH   DFND 1,2 0 40,614 0
PROLOGIS INC COM 74340W103 532 14,100 SH   DFND 1 0 14,100 0
PROLOGIS INC COM 74340W103 7,848 208,071 SH   DFND 1,2 0 208,071 0
PROLOGIS INC COM 74340W103 206 5,457 SH   DFND 1,2,3 0 5,457 0
PROTECTIVE LIFE CORP COM 743674103 168 4,374 SH   DFND 1,2,3 0 4,374 0
PROTHENA CORP PLC SHS G72800108 51 3,969 SH   DFND 1,2 0 3,969 0
PROVIDENT FINL SVCS INC COM 74386T105 526 33,346 SH   DFND 1,2,3 0 33,346 0
PRUDENTIAL FINL INC COM 744320102 73 1,000 SH   DFND 1 0 1,000 0
PRUDENTIAL FINL INC COM 744320102 7,534 103,157 SH   DFND 1,2 0 103,157 0
PRUDENTIAL FINL INC COM 744320102 1,879 25,735 SH   DFND 1,2,3 0 25,735 0
PS BUSINESS PKS INC CALIF COM 69360J107 348 4,822 SH   DFND 1,2 0 4,822 0
PUBLIC STORAGE INC COM 74460D109 1,863 12,150 SH   DFND 1 0 12,150 0
PUBLIC STORAGE INC COM 74460D109 11,050 72,067 SH   DFND 1,2 0 72,067 0
PUBLIC STORAGE INC COM 74460D109 972 6,340 SH   DFND 1,2,3 0 6,340 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,527 46,768 SH   DFND 1,2 0 46,768 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 116 3,540 SH   DFND 1,2,3 0 3,540 0
PULTE GROUP INC COM 745867101 2,529 133,325 SH   DFND 1,2 0 133,325 0
PULTE GROUP INC COM 745867101 840 44,271 SH   DFND 1,2,3 0 44,271 0
PVH CORP COM 693656100 75 600 SH   DFND 1 0 600 0
PVH CORP COM 693656100 928 7,418 SH   DFND 1,2 0 7,418 0
PVH CORP COM 693656100 1,200 9,594 SH   DFND 1,2,3 0 9,594 0
QEP RES INC COM 74733V100 486 17,491 SH   DFND 1,2 0 17,491 0
QIAGEN NV REG SHS N72482107 105 5,288 SH   DFND 1,2,3 0 5,288 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 139 3,000 SH   DFND 1,2,3 0 3,000 0
QLOGIC CORP COM 747277101 31 3,250 SH   DFND 1,2,3 0 3,250 0
QUAKER CHEM CORP COM 747316107 99 1,599 SH   DFND 1,2 0 1,599 0
QUALCOMM CORP COM 747525103 83 1,356 SH   DFND 1 0 0 1,356
QUALCOMM CORP COM 747525103 550 9,000 SH   DFND 1 0 9,000 0
QUALCOMM CORP COM 747525103 16,779 274,653 SH   DFND 1,2 0 274,653 0
QUALCOMM CORP COM 747525103 3,853 63,077 SH   DFND 1,2,3 0 63,077 0
QUALITY SYS INC COM 747582104 8 408 SH   DFND 1,2,3 0 408 0
QUANEX BUILDING PRODUCTS COR COM 747619104 49 2,911 SH   DFND 1,2 0 2,911 0
QUANTA SVCS INC COM 74762E102 26 1,000 SH   DFND 1 0 1,000 0
QUANTA SVCS INC COM 74762E102 2,484 93,880 SH   DFND 1,2 0 93,880 0
QUEST DIAGNOSTICS INC COM 74834L100 4,462 73,598 SH   DFND 1,2 0 73,598 0
QUEST DIAGNOSTICS INC COM 74834L100 544 8,975 SH   DFND 1,2,3 0 8,975 0
QUESTAR CORP COM 748356102 404 16,925 SH   DFND 1,2 0 16,925 0
RACKSPACE HOSTING INC COM 750086100 231 6,104 SH   DFND 1,2 0 6,104 0
RADIAN GROUP INC COM 750236101 61 5,209 SH   DFND 1,2 0 5,209 0
RADIOSHACK CORP COM 750438103 105 33,136 SH   DFND 1,2,3 0 33,136 0
RALPH LAUREN CORP CL A 751212101 278 1,600 SH   DFND 1 0 1,600 0
RALPH LAUREN CORP CL A 751212101 987 5,679 SH   DFND 1,2 0 5,679 0
RALPH LAUREN CORP CL A 751212101 1,791 10,308 SH   DFND 1,2,3 0 10,308 0
RAMCO-GERSHENSON PPTYS TR SH BEN INT 751452202 201 12,945 SH   DFND 1,2 0 12,945 0
RANGE RES CORP COM 75281A109 921 11,907 SH   DFND 1,2 0 11,907 0
RANGE RES CORP COM 75281A109 88 1,144 SH   DFND 1,2,3 0 1,144 0
RAYMOND JAMES FINL INC COM 754730109 69 1,601 SH   DFND 1,2 0 1,601 0
RAYONIER INC COM 754907103 446 8,056 SH   DFND 1,2 0 8,056 0
RAYONIER INC COM 754907103 1,409 25,430 SH   DFND 1,2,3 0 25,430 0
RAYONIER INC COM 754907103 2,559 46,201 SH   OTR 1,2,4,5,6 0 46,201 0
RAYTHEON CO COM NEW 755111507 4,278 64,699 SH   DFND 1,2 0 64,699 0
RAYTHEON CO COM NEW 755111507 786 11,884 SH   DFND 1,2,3 0 11,884 0
REALD INC COM 75604L105 13 910 SH   DFND 1,2,3 0 910 0
REALTY INCOME CORP COM 756109104 3,357 80,072 SH   DFND 1,2 0 80,072 0
RED HAT INC COM 756577102 960 20,065 SH   DFND 1,2 0 20,065 0
RED HAT INC COM 756577102 266 5,568 SH   DFND 1,2,3 0 5,568 0
REGAL BELOIT CORP COM 758750103 949 14,639 SH   OTR 1,2,4,5,6 0 14,639 0
REGENCY CTRS CORP COM 758849103 1,460 28,727 SH   DFND 1,2 0 28,727 0
REGENERON PHARMACEUTICALS COM 75886F107 1,168 5,196 SH   DFND 1,2,3 0 5,196 0
REGENERON PHARMACEUTICALS COM 75886F107 3,522 15,662 SH   DFND 1,2 0 15,662 0
REGIONS FINL CORP NEW COM 7591EP100 1,433 150,387 SH   DFND 1,2 0 150,387 0
REGIONS FINL CORP NEW COM 7591EP100 818 85,792 SH   DFND 1,2,3 0 85,792 0
REINSURANCE GROUP AMER INC COM NEW 759351604 161 2,336 SH   DFND 1,2 0 2,336 0
RENAISSANCE HLDGS LTD COM G7496G103 339 3,906 SH   DFND 1,2 0 3,906 0
RENT A CTR INC NEW COM 76009N100 222 5,916 SH   DFND 1,2,3 0 5,916 0
RENTECH INC COM 760112102 233 111,036 SH   OTR 1,2,4,5,6 0 111,036 0
REPUBLIC SVCS INC COM 760759100 687 20,254 SH   DFND 1,2 0 20,254 0
REPUBLIC SVCS INC COM 760759100 423 12,455 SH   OTR 1,2,4,5,6 0 12,455 0
RESMED INC COM 761152107 692 15,331 SH   DFND 1,2 0 15,331 0
RESMED INC COM 761152107 8 176 SH   DFND 1,2,3 0 176 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 205 14,732 SH   DFND 1,2 0 14,732 0
REXNORD CORP NEW COM 76169B102 5,568 330,421 SH   OTR 1,2,4,5,6 0 330,421 0
REYNOLDS AMERICAN INC COM 761713106 508 10,500 SH   DFND 1 0 10,500 0
REYNOLDS AMERICAN INC COM 761713106 1,878 38,833 SH   DFND 1,2 0 38,833 0
REYNOLDS AMERICAN INC COM 761713106 1,968 40,679 SH   DFND 1,2,3 0 40,679 0
REYNOLDS AMERICAN INC COM 761713106 4,532 93,700 SH   OTR 1,2,4,5,6 0 93,700 0
RLI CORP COM 749607107 161 2,101 SH   DFND 1,2 0 2,101 0
RLJ LODGING TR COM 74965L101 638 28,358 SH   DFND 1,2 0 28,358 0
ROBERT HALF INTL INC COM 770323103 2,732 82,220 SH   DFND 1,2 0 82,220 0
ROBERT HALF INTL INC COM 770323103 940 28,280 SH   DFND 1,2,3 0 28,280 0
ROCK-TENN CO CL A 772739207 786 7,865 SH   DFND 1,2 0 7,865 0
ROCKWELL AUTOMATION INC COM 773903109 2,302 27,686 SH   DFND 1,2 0 27,686 0
ROCKWELL AUTOMATION INC COM 773903109 1,335 16,057 SH   DFND 1,2,3 0 16,057 0
ROCKWELL AUTOMATION INC COM 773903109 2,358 28,357 SH   OTR 1,2,4,5,6 0 28,357 0
ROCKWELL COLLINS INC COM 774341101 1,964 30,971 SH   DFND 1,2 0 30,971 0
ROCKWELL COLLINS INC COM 774341101 189 2,980 SH   DFND 1,2,3 0 2,980 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,241 31,652 SH   DFND 1,2 0 31,652 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,054 26,898 SH   DFND 1,2,3 0 26,898 0
ROGERS CORP COM 775133101 177 3,732 SH   DFND 1,2 0 3,732 0
ROPER INDS INC NEW COM 776696106 311 2,500 SH   DFND 1 0 2,500 0
ROPER INDS INC NEW COM 776696106 713 5,741 SH   DFND 1,2 0 5,741 0
ROPER INDS INC NEW COM 776696106 7 54 SH   DFND 1,2,3 0 54 0
ROSETTA RES INC COM 777779307 128 3,001 SH   DFND 1,2 0 3,001 0
ROSS STORES INC COM 778296103 1,313 20,252 SH   DFND 1,2 0 20,252 0
ROSS STORES INC COM 778296103 178 2,752 SH   DFND 1,2,3 0 2,752 0
ROUSE PPTYS INC COM 779287101 106 5,416 SH   DFND 1,2 0 5,416 0
ROWAN COS PLC CL A G7665A101 305 8,965 SH   DFND 1,2 0 8,965 0
ROWAN COS PLC CL A G7665A101 2,582 75,778 SH   DFND 1,2,3 0 75,778 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 420 12,609 SH   DFND 1,2 0 12,609 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 824 24,730 SH   DFND 1,2,3 0 24,730 0
RUDOLPH TECHNOLOGIES INC COM 781270103 23 2,009 SH   DFND 1,2 0 2,009 0
RYDER SYS INC COM 783549108 1,292 21,260 SH   DFND 1,2 0 21,260 0
RYDER SYS INC COM 783549108 518 8,513 SH   DFND 1,2,3 0 8,513 0
SABRA HEALTHCARE REIT INC COM 78573L106 252 9,648 SH   DFND 1,2 0 9,648 0
SAFEWAY INC COM NEW 786514208 2,124 89,787 SH   DFND 1,2 0 89,787 0
SAFEWAY INC COM NEW 786514208 2,849 120,412 SH   DFND 1,2,3 0 120,412 0
SAFEWAY INC COM NEW 786514208 9,081 383,823 SH   OTR 1,2,4,5,6 0 383,823 0
SAIC INC COM 78390X101 439 31,546 SH   DFND 1,2 0 31,546 0
SAKS INC COM 79377W108 1,098 80,500 SH   DFND 1,2,3 0 80,500 0
SALESFORCECOM INC COM 79466L302 286 7,500 SH   DFND 1 0 7,500 0
SALESFORCECOM INC COM 79466L302 1,354 35,464 SH   DFND 1,2 0 35,464 0
SALESFORCECOM INC COM 79466L302 779 20,408 SH   DFND 1,2,3 0 20,408 0
SALIX PHARMACEUTICALS LTD COM 795435106 412 6,230 SH   DFND 1,2 0 6,230 0
SALLY BEAUTY HLDGS INC COM 79546E104 955 30,694 SH   DFND 1,2,3 0 30,694 0
SANDERSON FARMS INC COM 800013104 203 3,053 SH   DFND 1,2 0 3,053 0
SANDISK CORP COM 80004C101 1,355 22,174 SH   DFND 1,2 0 22,174 0
SANDISK CORP COM 80004C101 674 11,030 SH   DFND 1,2,3 0 11,030 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 2,381 1,770,000 PRN   DFND 1,2 0 1,770,000 0
SAUL CTRS INC COM 804395101 174 3,923 SH   DFND 1,2 0 3,923 0
SBA COMMUNICATIONS CORP COM 78388J106 1,255 16,936 SH   DFND 1,2 0 16,936 0
SBA COMMUNICATIONS CORP COM 78388J106 947 12,778 SH   DFND 1,2,3 0 12,778 0
SCANA CORP COM 80589M102 477 9,708 SH   DFND 1,2 0 9,708 0
SCANA CORP COM 80589M102 89 1,817 SH   DFND 1,2,3 0 1,817 0
SCHLUMBERGER LTD COM 806857108 95 1,320 SH   DFND 1 0 0 1,320
SCHLUMBERGER LTD COM 806857108 503 7,025 SH   DFND 1 0 7,025 0
SCHLUMBERGER LTD COM 806857108 20,036 279,597 SH   DFND 1,2 0 279,597 0
SCHLUMBERGER LTD COM 806857108 2,027 28,281 SH   DFND 1,2,3 0 28,281 0
SCHULMAN A INC COM 808194104 540 20,141 SH   DFND 1,2,3 0 20,141 0
SCHWAB CHARLES CORP NEW COM 808513105 1,714 80,744 SH   DFND 1,2 0 80,744 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 342 6,864 SH   DFND 1,2,3 0 6,864 0
SEACOR HLDGS INC COM 811904101 220 2,654 SH   DFND 1,2 0 2,654 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,554 79,278 SH   DFND 1,2 0 79,278 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,754 61,422 SH   DFND 1,2,3 0 61,422 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 8,667 193,330 SH   OTR 1,2,4,5,6 0 193,330 0
SEALED AIR CORP NEW COM 81211K100 383 15,985 SH   DFND 1,2 0 15,985 0
SEARS HLDGS CORP COM 812350106 115 2,742 SH   DFND 1,2 0 2,742 0
SEARS HLDGS CORP COM 812350106 249 5,917 SH   DFND 1,2,3 0 5,917 0
SEI INVESTMENTS CO COM 784117103 1,251 44,010 SH   DFND 1,2 0 44,010 0
SEI INVESTMENTS CO COM 784117103 248 8,708 SH   DFND 1,2,3 0 8,708 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 486 25,000 SH   DFND 1 0 25,000 0
SELECTIVE INS GROUP INC COM 816300107 142 6,149 SH   DFND 1,2 0 6,149 0
SEMPRA ENERGY COM 816851109 128 1,569 SH   DFND 1 0 0 1,569
SEMPRA ENERGY COM 816851109 2,958 36,174 SH   DFND 1,2 0 36,174 0
SEMPRA ENERGY COM 816851109 215 2,627 SH   DFND 1,2,3 0 2,627 0
SENIOR HSG PPTY TR SH BEN INT 81721M109 1,252 48,295 SH   DFND 1,2 0 48,295 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 271 7,753 SH   DFND 1,2 0 7,753 0
SERVICE CORP INTL COM 817565104 1,069 59,285 SH   DFND 1,2,3 0 59,285 0
SHERWIN WILLIAMS CO COM 824348106 2,136 12,096 SH   DFND 1,2 0 12,096 0
SHERWIN WILLIAMS CO COM 824348106 597 3,379 SH   DFND 1,2,3 0 3,379 0
SHFL ENTMT INC COM 78423R105 65 3,685 SH   DFND 1,2 0 3,685 0
SHUTTERFLY INC COM 82568P304 156 2,782 SH   DFND 1,2 0 2,782 0
SIGMA ALDRICH CORP COM 826552101 765 9,517 SH   DFND 1,2 0 9,517 0
SIGMA ALDRICH CORP COM 826552101 39 487 SH   DFND 1,2,3 0 487 0
SIGNATURE BK NEW YORK N Y COM 82669G104 180 2,163 SH   DFND 1,2 0 2,163 0
SILICON LABORATORIES INC COM 826919102 444 10,729 SH   DFND 1,2 0 10,729 0
SILICON VALLEY BANCSHARES COM 78486Q101 175 2,095 SH   DFND 1,2 0 2,095 0
SIMON PPTY GROUP INC NEW COM 828806109 2,977 18,850 SH   DFND 1 0 18,850 0
SIMON PPTY GROUP INC NEW COM 828806109 24,250 153,558 SH   DFND 1,2 0 153,558 0
SIMON PPTY GROUP INC NEW COM 828806109 1,557 9,857 SH   DFND 1,2,3 0 9,857 0
SIRIUS XM RADIO INC COM 82967N108 905 270,169 SH   DFND 1,2 0 270,169 0
SIRIUS XM RADIO INC COM 82967N108 603 180,001 SH   DFND 1,2,3 0 180,001 0
SIRONA DENTAL SYS INC COM 82966C103 3,423 51,954 SH   DFND 1,2 0 51,954 0
SIRONA DENTAL SYS INC COM 82966C103 1,078 16,359 SH   DFND 1,2,3 0 16,359 0
SJW CORP COM 784305104 3,830 146,184 SH   OTR 1,2,4,5,6 0 146,184 0
SKYWEST INC COM 830879102 24 1,798 SH   DFND 1,2 0 1,798 0
SL GREEN RLTY CO COM 78440X101 2,824 32,022 SH   DFND 1,2 0 32,022 0
SL INDS INC COM 784413106 117 4,648 SH   DFND 1,2,3 0 4,648 0
SLM CORP COM 78442P106 5,415 236,885 SH   DFND 1,2 0 236,885 0
SLM CORP COM 78442P106 963 42,141 SH   DFND 1,2,3 0 42,141 0
SM ENERGY CO COM 78454L100 1,775 29,587 SH   DFND 1,2 0 29,587 0
SMITHFIELD FOODS INC COM 832248108 3,789 115,683 SH   DFND 1,2 0 115,683 0
SMITHFIELD FOODS INC COM 832248108 2,663 81,304 SH   DFND 1,2,3 0 81,304 0
SMITHFIELD FOODS INC COM 832248108 168 5,142 SH   OTR 1,2,4,5,6 0 5,142 0
SMUCKER J M CO COM NEW 832696405 1,958 18,981 SH   DFND 1,2 0 18,981 0
SMUCKER J M CO COM NEW 832696405 4,191 40,634 SH   DFND 1,2,3 0 40,634 0
SNAP ON INC COM 833034101 124 1,390 SH   DFND 1,2 0 1,390 0
SNI UN CL A COM 811065101 626 9,382 SH   DFND 1,2 0 9,382 0
SNI UN CL A COM 811065101 723 10,837 SH   DFND 1,2,3 0 10,837 0
SNYDERS-LANCE INC COM 833551104 108 3,815 SH   DFND 1,2 0 3,815 0
SOCIEDAD QUIMICA MINERA DE C SP ADR SER B 833635105 570 14,106 SH   DFND 1,2 0 14,106 0
SOCIEDAD QUIMICA MINERA DE C SP ADR SER B 833635105 919 22,753 SH   DFND 1,2,3 0 22,753 0
SOCIEDAD QUIMICA MINERA DE C SP ADR SER B 833635105 115 2,857 SH   OTR 1,2,4,5,6 0 2,857 0
SOHU COM INC COM 83408W103 434 7,038 SH   DFND 1,2,3 0 7,038 0
SOLAZYME INC COM 83415T101 545 46,472 SH   OTR 1,2,4,5,6 0 46,472 0
SOTHEBYS COM 835898107 693 18,281 SH   DFND 1,2,3 0 18,281 0
SOURCEFIRE INC COM 83616T108 130 2,348 SH   DFND 1,2 0 2,348 0
SOUTHERN CO COM 842587107 507 11,500 SH   DFND 1 0 11,500 0
SOUTHERN CO COM 842587107 26,016 589,542 SH   DFND 1,2 0 589,542 0
SOUTHERN COPPER CORP COM 84265V105 488 17,664 SH   DFND 1,2 0 17,664 0
SOUTHERN COPPER CORP COM 84265V105 1,630 59,004 SH   DFND 1,2,3 0 59,004 0
SOUTHWEST AIRLS CO COM 844741108 930 72,177 SH   DFND 1,2 0 72,177 0
SOUTHWEST AIRLS CO COM 844741108 1,295 100,467 SH   DFND 1,2,3 0 100,467 0
SOUTHWEST GAS CORP COM 844895102 162 3,459 SH   DFND 1,2 0 3,459 0
SOUTHWESTERN ENERGY CO COM 845467109 872 23,884 SH   DFND 1,2 0 23,884 0
SOUTHWESTERN ENERGY CO COM 845467109 38 1,036 SH   DFND 1,2,3 0 1,036 0
SOVRAN SELF STORAGE INC COM 84610H108 522 8,064 SH   DFND 1,2 0 8,064 0
SPARTAN STORES INC COM 846822104 183 9,912 SH   DFND 1,2,3 0 9,912 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,165 7,260 SH   DFND 1 0 0 7,260
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,046 6,518 SH   DFND 1 0 6,518 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,222 38,785 SH   DFND 1,2 0 38,785 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 5 25 SH   DFND 1 0 25 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 571 14,585 SH   DFND 1 0 0 14,585
SPDR SERIES TRUST S&P METALS MNG 78464A755 46 1,374 SH   DFND 1 0 1,374 0
SPECTRA ENERGY CORP COM 847560109 4,894 142,033 SH   DFND 1,2 0 142,033 0
SPIRIT RLTY CAP INC COM 84860F109 136 7,702 SH   DFND 1,2 0 7,702 0
SPRINT NEXTEL CORP COM SER 1 852061100 3,438 489,695 SH   DFND 1,2 0 489,695 0
SPRINT NEXTEL CORP COM SER 1 852061100 660 94,044 SH   DFND 1,2,3 0 94,044 0
SPX CORP COM 784635104 862 11,974 SH   DFND 1,2 0 11,974 0
SPX CORP COM 784635104 1,548 21,506 SH   DFND 1,2,3 0 21,506 0
SPX CORP COM 784635104 11,872 164,938 SH   OTR 1,2,4,5,6 0 164,938 0
ST JUDE MED INC COM 790849103 1,827 40,043 SH   DFND 1,2 0 40,043 0
ST JUDE MED INC COM 790849103 212 4,648 SH   DFND 1,2,3 0 4,648 0
STAG INDL INC COM 85254J102 214 10,733 SH   DFND 1,2 0 10,733 0
STAGE STORES INC COM NEW 85254C305 159 6,745 SH   DFND 1,2 0 6,745 0
STAMPSCOM INC COM NEW 852857200 197 4,992 SH   DFND 1,2 0 4,992 0
STANCORP FINL GROUP INC COM 852891100 185 3,750 SH   DFND 1,2,3 0 3,750 0
STANLEY BLACK & DECKER INC COM 854502101 917 11,857 SH   DFND 1,2 0 11,857 0
STANLEY BLACK & DECKER INC COM 854502101 3,500 45,275 SH   DFND 1,2,3 0 45,275 0
STAPLES INC COM 855030102 1,952 123,023 SH   DFND 1,2 0 123,023 0
STAPLES INC COM 855030102 2,036 128,311 SH   DFND 1,2,3 0 128,311 0
STAPLES INC COM 855030102 2,100 132,297 SH   OTR 1,2,4,5,6 0 132,297 0
STARBUCKS CORP COM 855244109 1,114 17,000 SH   DFND 1 0 17,000 0
STARBUCKS CORP COM 855244109 3,397 51,853 SH   DFND 1,2 0 51,853 0
STARBUCKS CORP COM 855244109 142 2,161 SH   DFND 1,2,3 0 2,161 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,165 18,441 SH   DFND 1,2 0 18,441 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,150 18,205 SH   DFND 1,2,3 0 18,205 0
STARZ COM SER A 85571Q102 89 4,031 SH   DFND 1,2 0 4,031 0
STATE STR CORP COM 857477103 3,315 50,834 SH   DFND 1,2 0 50,834 0
STATE STR CORP COM 857477103 2,706 41,496 SH   DFND 1,2,3 0 41,496 0
STEINER LEISURE LTD ORD P8744Y102 181 3,427 SH   DFND 1,2,3 0 3,427 0
STERICYCLE INC COM 858912108 1,276 11,555 SH   DFND 1,2 0 11,555 0
STERICYCLE INC COM 858912108 574 5,200 SH   DFND 1,2,3 0 5,200 0
STERIS CORP COM 859152100 1,021 23,818 SH   DFND 1,2 0 23,818 0
STERIS CORP COM 859152100 942 21,959 SH   DFND 1,2,3 0 21,959 0
STONE ENERGY CORP COM 861642106 148 6,740 SH   DFND 1,2 0 6,740 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 466 52,642 SH   DFND 1,2 0 52,642 0
STRAYER ED INC COM 863236105 29 587 SH   DFND 1,2 0 587 0
STRYKER CORP COM 863667101 1,790 27,679 SH   DFND 1,2 0 27,679 0
STRYKER CORP COM 863667101 471 7,284 SH   DFND 1,2,3 0 7,284 0
STRYKER CORP COM 863667101 977 15,099 SH   OTR 1,2,4,5,6 0 15,099 0
STURM RUGER & CO INC COM 864159108 181 3,759 SH   DFND 1,2 0 3,759 0
SUN CMNTYS INC COM 866674104 335 6,741 SH   DFND 1,2 0 6,741 0
SUNCOKE ENERGY INC COM 86722A103 66 4,673 SH   DFND 1,2 0 4,673 0
SUNEDISON INC COM 86732Y109 523 64,000 SH   DFND 1,2 0 64,000 0
SUNEDISON INC COM 86732Y109 459 56,144 SH   OTR 1,2,4,5,6 0 56,144 0
SUNPOWER CORP COM 867652406 60 2,884 SH   DFND 1,2 0 2,884 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 547 45,318 SH   DFND 1,2 0 45,318 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 275 22,730 SH   DFND 1,2,3 0 22,730 0
SUNTR BKS INC COM 867914103 2,319 73,461 SH   DFND 1,2 0 73,461 0
SUNTR BKS INC COM 867914103 2,589 81,995 SH   DFND 1,2,3 0 81,995 0
SUPERIOR ENERGY SVCS INC COM 868157108 183 7,036 SH   DFND 1,2 0 7,036 0
SURMODICS INC COM 868873100 24 1,201 SH   DFND 1,2,3 0 1,201 0
SYMANTEC CORP COM 871503108 6,441 286,526 SH   DFND 1,2 0 286,526 0
SYMANTEC CORP COM 871503108 4,005 178,142 SH   DFND 1,2,3 0 178,142 0
SYNAPTICS INC COM 87157D109 579 15,024 SH   DFND 1,2 0 15,024 0
SYNOPSYS INC COM 871607107 568 15,879 SH   DFND 1,2 0 15,879 0
SYNOPSYS INC COM 871607107 789 22,080 SH   DFND 1,2,3 0 22,080 0
SYNOVIS FINL CORP COM 87161C105 1,022 350,121 SH   DFND 1,2 0 350,121 0
SYSCO CORP COM 871829107 2,049 59,984 SH   DFND 1,2 0 59,984 0
T ROWE PRICE GROUP INC COM 74144T108 112 1,536 SH   DFND 1 0 0 1,536
T ROWE PRICE GROUP INC COM 74144T108 7,566 103,364 SH   DFND 1,2 0 103,364 0
T ROWE PRICE GROUP INC COM 74144T108 281 3,845 SH   DFND 1,2,3 0 3,845 0
TAIWAN SEMICONDUCTOR MFG LTD SPON ADR 874039100 4,480 244,529 SH   DFND 1,2,3 0 244,529 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 62 4,110 SH   DFND 1,2 0 4,110 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 204 13,629 SH   DFND 1,2,3 0 13,629 0
TANGER FACTORY OUTLET CTRS I COM 875465106 961 28,713 SH   DFND 1,2 0 28,713 0
TARGET CORP COM 87612E106 10,031 145,670 SH   DFND 1,2 0 145,670 0
TARGET CORP COM 87612E106 867 12,586 SH   DFND 1,2,3 0 12,586 0
TATA MTRS LTD SPON ADR 876568502 32 1,359 SH   DFND 1,2 0 1,359 0
TAUBMAN CTRS INC COM 876664103 1,252 16,663 SH   DFND 1,2 0 16,663 0
TD AMERITRADE HLDG CORP COM 87236Y108 411 16,935 SH   DFND 1,2 0 16,935 0
TE CONNECTIVITY LTD REG SHS H84989104 5,612 123,234 SH   DFND 1,2 0 123,234 0
TE CONNECTIVITY LTD REG SHS H84989104 1,677 36,820 SH   DFND 1,2,3 0 36,820 0
TECH DATA CORP COM 878237106 2,455 52,126 SH   DFND 1,2 0 52,126 0
TECH DATA CORP COM 878237106 438 9,305 SH   DFND 1,2,3 0 9,305 0
TELEDYNE TECHNOLOGIES INC COM 879360105 185 2,386 SH   DFND 1,2 0 2,386 0
TELETECH HLDGS INC COM 879939106 573 24,450 SH   DFND 1,2,3 0 24,450 0
TENET HEALTHCARE CORP COM NEW 88033G407 687 14,899 SH   DFND 1,2 0 14,899 0
TERADATA CORP DEL COM 88076W103 1,631 32,476 SH   DFND 1,2 0 32,476 0
TERADATA CORP DEL COM 88076W103 724 14,415 SH   DFND 1,2,3 0 14,415 0
TERNIUM SA SPON ADR 880890108 341 15,059 SH   DFND 1,2,3 0 15,059 0
TESORO CORP COM 881609101 1,594 30,472 SH   DFND 1,2 0 30,472 0
TETRA TECH INC NEW COM 88162G103 693 29,493 SH   DFND 1,2 0 29,493 0
TETRA TECH INC NEW COM 88162G103 1,005 42,762 SH   DFND 1,2,3 0 42,762 0
TETRA TECH INC NEW COM 88162G103 4,619 196,462 SH   OTR 1,2,4,5,6 0 196,462 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 34 3,354 SH   DFND 1,2 0 3,354 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,405 35,843 SH   DFND 1,2,3 0 35,843 0
TEXAS INSTRS INC COM 882508104 4,922 141,227 SH   DFND 1,2 0 141,227 0
TEXAS INSTRS INC COM 882508104 6,600 189,375 SH   DFND 1,2,3 0 189,375 0
TEXTRON INC COM 883203101 93 3,560 SH   DFND 1,2 0 3,560 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,702 55,563 SH   DFND 1,2 0 55,563 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,250 14,774 SH   DFND 1,2,3 0 14,774 0
THORATEC CORP COM NEW 885175307 650 20,763 SH   DFND 1,2 0 20,763 0
THORATEC CORP COM NEW 885175307 388 12,402 SH   DFND 1,2,3 0 12,402 0
TIDEWATER INC COM 886423102 1,574 27,625 SH   DFND 1,2,3 0 27,625 0
TIFFANY & CO NEW COM 886547108 839 11,515 SH   DFND 1,2 0 11,515 0
TIFFANY & CO NEW COM 886547108 1,941 26,651 SH   DFND 1,2,3 0 26,651 0
TIM PARTICIPACOES S A SPON ADR 88706P205 226 12,157 SH   DFND 1,2 0 12,157 0
TIM PARTICIPACOES S A SPON ADR 88706P205 180 9,702 SH   DFND 1,2,3 0 9,702 0
TIME WARNER CABLE INC COM 88732J207 562 5,000 SH   DFND 1 0 5,000 0
TIME WARNER CABLE INC COM 88732J207 4,912 43,673 SH   DFND 1,2 0 43,673 0
TIME WARNER CABLE INC COM 88732J207 693 6,161 SH   DFND 1,2,3 0 6,161 0
TIME WARNER INC COM NEW 887317303 10,145 175,450 SH   DFND 1,2 0 175,450 0
TIME WARNER INC COM NEW 887317303 8,554 147,936 SH   DFND 1,2,3 0 147,936 0
TIME WARNER INC COM NEW 887317303 2,317 40,070 SH   OTR 1,2,4,5,6 0 40,070 0
TIMKEN CO COM 887389104 54 966 SH   DFND 1,2 0 966 0
TIMKEN CO COM 887389104 678 12,052 SH   DFND 1,2,3 0 12,052 0
TITAN INTL INC ILL COM 88830M102 46 2,727 SH   OTR 1,2,4,5,6 0 2,727 0
TJX COS INC NEW COM 872540109 350 7,000 SH   DFND 1 0 7,000 0
TJX COS INC NEW COM 872540109 5,007 100,013 SH   DFND 1,2 0 100,013 0
TJX COS INC NEW COM 872540109 502 10,025 SH   DFND 1,2,3 0 10,025 0
T-MOBILE US INC COM 872590104 536 21,610 SH   DFND 1,2 0 21,610 0
TOLL BROTRS INC COM 889478103 910 27,881 SH   DFND 1,2 0 27,881 0
TOLL BROTRS INC COM 889478103 16 496 SH   DFND 1,2,3 0 496 0
TORCHMARK CORP COM 891027104 561 8,615 SH   DFND 1,2 0 8,615 0
TORCHMARK CORP COM 891027104 622 9,552 SH   DFND 1,2,3 0 9,552 0
TORO CO COM 891092108 2,159 47,551 SH   DFND 1,2 0 47,551 0
TORO CO COM 891092108 894 19,698 SH   DFND 1,2,3 0 19,698 0
TOTAL SYSTEM SVCS COM 891906109 455 18,576 SH   DFND 1,2 0 18,576 0
TOTAL SYSTEM SVCS COM 891906109 171 7,004 SH   DFND 1,2,3 0 7,004 0
TRACTOR SUPPLY CO COM 892356106 425 3,612 SH   DFND 1,2 0 3,612 0
TRANSDIGM GROUP INC COM 893641100 981 7,252 SH   DFND 1,2 0 7,252 0
TRAVELERS COS INC COM 89417E109 14,284 178,734 SH   DFND 1,2 0 178,734 0
TRAVELERS COS INC COM 89417E109 8,362 104,626 SH   DFND 1,2,3 0 104,626 0
TREX CO INC COM 89531P105 153 3,230 SH   DFND 1,2 0 3,230 0
TRIMBLE NAVIGATION LTD COM 896239100 475 18,273 SH   DFND 1,2 0 18,273 0
TRIMBLE NAVIGATION LTD COM 896239100 549 21,132 SH   DFND 1,2,3 0 21,132 0
TRIMBLE NAVIGATION LTD COM 896239100 84 3,216 SH   OTR 1,2,4,5,6 0 3,216 0
TRINITY INDS INC COM 896522109 432 11,228 SH   DFND 1,2 0 11,228 0
TRINITY INDS INC COM 896522109 588 15,291 SH   DFND 1,2,3 0 15,291 0
TRIPADVISOR INC COM 896945201 286 4,695 SH   DFND 1,2 0 4,695 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 111 15,955 SH   DFND 1,2,3 0 15,955 0
TRIUMPH GROUP INC COM 896818101 970 12,257 SH   DFND 1,2 0 12,257 0
TRIUMPH GROUP INC COM 896818101 823 10,402 SH   DFND 1,2,3 0 10,402 0
TRUE RELIGION APPAREL INC COM 89784N104 1,212 38,277 SH   DFND 1,2,3 0 38,277 0
TRUEBLUE INC COM 89785X101 764 36,284 SH   DFND 1,2 0 36,284 0
TRUEBLUE INC COM 89785X101 666 31,645 SH   DFND 1,2,3 0 31,645 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 642 9,667 SH   DFND 1,2 0 9,667 0
TUMI HLDGS INC COM 89969Q104 767 31,974 SH   DFND 1,2,3 0 31,974 0
TUPPERWARE BRANDS CORP COM 899896104 660 8,495 SH   DFND 1,2 0 8,495 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 354 24,619 SH   DFND 1,2 0 24,619 0
TYCO INTL LTD SHS H89128104 204 6,200 SH   DFND 1 0 6,200 0
TYCO INTL LTD SHS H89128104 2,220 67,376 SH   DFND 1,2 0 67,376 0
TYCO INTL LTD SHS H89128104 3,825 116,081 SH   DFND 1,2,3 0 116,081 0
TYLER TECHNOLOGIES INC COM 902252105 235 3,428 SH   DFND 1,2 0 3,428 0
TYSON FOODS INC CL A 902494103 7,308 284,593 SH   DFND 1,2 0 284,593 0
TYSON FOODS INC CL A 902494103 2,270 88,412 SH   DFND 1,2,3 0 88,412 0
TYSON FOODS INC CL A 902494103 184 7,157 SH   OTR 1,2,4,5,6 0 7,157 0
UDR INC COM 902653104 2,013 78,963 SH   DFND 1,2 0 78,963 0
ULTA SALON COSMETICS & FRAG I COM 90384S303 306 3,052 SH   DFND 1,2 0 3,052 0
ULTRA PETROLEUM CORP COM 903914109 229 11,539 SH   DFND 1,2 0 11,539 0
ULTRATECH STEPPER INC COM 904034105 143 3,903 SH   DFND 1,2 0 3,903 0
UMB FINL CORP COM 902788108 21 386 SH   DFND 1,2 0 386 0
UMB FINL CORP COM 902788108 807 14,490 SH   DFND 1,2,3 0 14,490 0
UMPQUA HLDGS CORP COM 904214103 194 12,914 SH   DFND 1,2,3 0 12,914 0
UNDER ARMOUR INC CL A 904311107 281 4,706 SH   DFND 1,2 0 4,706 0
UNIFIRST CORP MASS COM 904708104 47 520 SH   DFND 1,2 0 520 0
UNION PAC CORP COM 907818108 818 5,300 SH   DFND 1 0 5,300 0
UNION PAC CORP COM 907818108 10,542 68,329 SH   DFND 1,2 0 68,329 0
UNION PAC CORP COM 907818108 2,258 14,634 SH   DFND 1,2,3 0 14,634 0
UNITED CONTL HLDGS INC COM 910047109 117 3,731 SH   DFND 1,2 0 3,731 0
UNITED FIRE GROUP INC COM 910340108 152 6,107 SH   DFND 1,2,3 0 6,107 0
UNITED NAT FOODS INC COM 911163103 134 2,487 SH   OTR 1,2,4,5,6 0 2,487 0
UNITED PARCEL SERVICE INC CL B 911312106 259 3,000 SH   DFND 1 0 3,000 0
UNITED PARCEL SERVICE INC CL B 911312106 6,955 80,427 SH   DFND 1,2 0 80,427 0
UNITED PARCEL SERVICE INC CL B 911312106 446 5,162 SH   DFND 1,2,3 0 5,162 0
UNITED PARCEL SERVICE INC CL B 911312106 2,606 30,135 SH   OTR 1,2,4,5,6 0 30,135 0
UNITED RENTALS INC COM 911363109 21 413 SH   DFND 1,2 0 413 0
UNITED RENTALS INC COM 911363109 562 11,262 SH   DFND 1,2,3 0 11,262 0
UNITED STATES STL CORP NEW COM 912909108 21 1,197 SH   DFND 1,2 0 1,197 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 638 625,000 PRN   DFND 1,2 0 625,000 0
UNITED STATIONERS INC COM 913004107 70 2,082 SH   DFND 1,2 0 2,082 0
UNITED TECHNOLOGIES CORP COM 913017109 13,845 148,971 SH   DFND 1,2 0 148,971 0
UNITED TECHNOLOGIES CORP COM 913017109 3,413 36,719 SH   DFND 1,2,3 0 36,719 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,461 37,387 SH   DFND 1,2 0 37,387 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 454 6,895 SH   DFND 1,2,3 0 6,895 0
UNITEDHEALTH GROUP INC COM 91324P102 262 4,000 SH   DFND 1 0 4,000 0
UNITEDHEALTH GROUP INC COM 91324P102 25,857 394,887 SH   DFND 1,2 0 394,887 0
UNITEDHEALTH GROUP INC COM 91324P102 3,367 51,425 SH   DFND 1,2,3 0 51,425 0
UNIVERSAL CORP VA COM 913456109 3,805 65,777 SH   DFND 1,2 0 65,777 0
UNIVERSAL CORP VA COM 913456109 2,336 40,377 SH   DFND 1,2,3 0 40,377 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 141 3,268 SH   DFND 1,2 0 3,268 0
UNIVERSAL TECHNICAL INST INC COM 913915104 65 6,290 SH   DFND 1,2 0 6,290 0
UNS ENERGY CORP COM 903119105 125 2,805 SH   DFND 1,2 0 2,805 0
UNUM GROUP COM 91529Y106 1,871 63,711 SH   DFND 1,2 0 63,711 0
UNUM GROUP COM 91529Y106 1,088 37,057 SH   DFND 1,2,3 0 37,057 0
URBAN OUTFITTERS INC COM 917047102 436 10,850 SH   DFND 1,2 0 10,850 0
URS CORP NEW COM 903236107 1,892 40,070 SH   DFND 1,2 0 40,070 0
URS CORP NEW COM 903236107 1,641 34,755 SH   DFND 1,2,3 0 34,755 0
URSTADT BIDDLE PPTYS INC CL A 917286205 127 6,318 SH   DFND 1,2 0 6,318 0
US AIRWAYS GROUP INC COM 90341W108 156 9,511 SH   DFND 1,2 0 9,511 0
US BANCORP DEL COM NEW 902973304 11,370 314,520 SH   DFND 1,2 0 314,520 0
US BANCORP DEL COM NEW 902973304 1,615 44,675 SH   DFND 1,2,3 0 44,675 0
USA MOBILITY INC COM 90341G103 68 5,002 SH   DFND 1,2 0 5,002 0
VALE SA ADR 91912E105 344 26,135 SH   DFND 1,2 0 26,135 0
VALERO ENERGY CORP NEW COM 91913Y100 7,619 219,135 SH   DFND 1,2 0 219,135 0
VALERO ENERGY CORP NEW COM 91913Y100 2,316 66,598 SH   DFND 1,2,3 0 66,598 0
VALIDUS HLDGS LTD SHS G9319H102 203 5,607 SH   DFND 1,2 0 5,607 0
VALMONT INDS INC COM 920253101 1,374 9,599 SH   DFND 1,2 0 9,599 0
VALMONT INDS INC COM 920253101 200 1,400 SH   DFND 1,2,3 0 1,400 0
VALMONT INDS INC COM 920253101 97 679 SH   OTR 1,2,4,5,6 0 679 0
VALSPAR CORP COM 920355104 2,864 44,288 SH   DFND 1,2,3 0 44,288 0
VALUECLICK INC COM 92046N102 372 15,071 SH   DFND 1,2 0 15,071 0
VARIAN MED SYS INC COM 92220P105 5,853 86,781 SH   DFND 1,2 0 86,781 0
VARIAN MED SYS INC COM 92220P105 996 14,768 SH   DFND 1,2,3 0 14,768 0
VCA ANTECH INC COM 918194101 490 18,799 SH   DFND 1,2,3 0 18,799 0
VECTREN CORP COM 92240G101 390 11,517 SH   DFND 1,2 0 11,517 0
VEECO INSTRS INC DEL COM 922417100 53 1,484 SH   DFND 1,2 0 1,484 0
VENTAS INC COM 92276F100 632 9,100 SH   DFND 1 0 9,100 0
VENTAS INC COM 92276F100 7,826 112,670 SH   DFND 1,2 0 112,670 0
VENTAS INC COM 92276F100 987 14,212 SH   DFND 1,2,3 0 14,212 0
VERIFONE SYS INC COM 92342Y109 24 1,416 SH   DFND 1,2 0 1,416 0
VERINT SYS INC COM 92343X100 1 27 SH   DFND 1,2 0 27 0
VERISIGN INC COM 92343E102 1,048 23,473 SH   DFND 1,2 0 23,473 0
VERISIGN INC COM 92343E102 11 243 SH   DFND 1,2,3 0 243 0
VERISK ANALYTICS INC CL A 92345Y106 584 9,783 SH   DFND 1,2 0 9,783 0
VERIZON COMMUNICATIONS INC COM 92343V104 805 16,000 SH   DFND 1 0 16,000 0
VERIZON COMMUNICATIONS INC COM 92343V104 16,128 320,382 SH   DFND 1,2 0 320,382 0
VERIZON COMMUNICATIONS INC COM 92343V104 9,533 189,382 SH   DFND 1,2,3 0 189,382 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,402 127,182 SH   OTR 1,2,4,5,6 0 127,182 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,867 35,805 SH   DFND 1,2 0 35,805 0
VF CORP COM 918204108 2,039 10,559 SH   DFND 1,2 0 10,559 0
VF CORP COM 918204108 3,626 18,784 SH   DFND 1,2,3 0 18,784 0
VIACOM INC NEW CL B 92553P201 3,487 51,252 SH   DFND 1,2 0 51,252 0
VIACOM INC NEW CL B 92553P201 3,440 50,567 SH   DFND 1,2,3 0 50,567 0
VIACOM INC NEW CL B 92553P201 1,031 15,152 SH   OTR 1,2,4,5,6 0 15,152 0
VIROPHARMA INC COM 928241108 158 5,500 SH   DFND 1,2 0 5,500 0
VIROPHARMA INC COM 928241108 249 8,693 SH   DFND 1,2,3 0 8,693 0
VIRTUS INVT PARTNERS INC COM 92828Q109 39 222 SH   DFND 1,2 0 222 0
VISA INC CL A 92826C839 1,553 8,500 SH   DFND 1 0 8,500 0
VISA INC CL A 92826C839 11,725 64,159 SH   DFND 1,2 0 64,159 0
VISA INC CL A 92826C839 8,856 48,460 SH   DFND 1,2,3 0 48,460 0
VISHAY INTERTECHNOLOGIE INC COM 928298108 67 4,806 SH   DFND 1,2 0 4,806 0
VISHAY PRECISION GROUP INC COM 92835K103 9 577 SH   DFND 1,2 0 577 0
VMWARE INC CL A COM 928563402 2,763 41,247 SH   DFND 1,2 0 41,247 0
VMWARE INC CL A COM 928563402 1,000 14,932 SH   DFND 1,2,3 0 14,932 0
VORNADO RLTY TR SH BEN INT 929042109 356 4,300 SH   DFND 1 0 4,300 0
VORNADO RLTY TR SH BEN INT 929042109 4,987 60,194 SH   DFND 1,2 0 60,194 0
VULCAN MATLS CO COM 929160109 415 8,575 SH   DFND 1,2 0 8,575 0
VULCAN MATLS CO COM 929160109 112 2,311 SH   DFND 1,2,3 0 2,311 0
W P CAREY INC COM 92936U109 1,313 19,846 SH   DFND 1,2 0 19,846 0
WALGREEN CO COM 931422109 4,408 99,736 SH   DFND 1,2 0 99,736 0
WAL-MART STORES INC COM 931142103 197 2,639 SH   DFND 1 0 2,639 0
WAL-MART STORES INC COM 931142103 32,494 436,220 SH   DFND 1,2 0 436,220 0
WAL-MART STORES INC COM 931142103 12,827 172,191 SH   DFND 1,2,3 0 172,191 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 3,349 168,205 SH   DFND 1,2 0 168,205 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 1,498 75,251 SH   DFND 1,2,3 0 75,251 0
WASHINGTON POST CO CL B 939640108 46 95 SH   DFND 1,2 0 95 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 487 18,108 SH   DFND 1,2 0 18,108 0
WASTE MGMT INC DEL COM 94106L109 7,385 183,112 SH   DFND 1,2 0 183,112 0
WATERS CORP COM 941848103 2,314 23,124 SH   DFND 1,2 0 23,124 0
WATERS CORP COM 941848103 618 6,176 SH   DFND 1,2,3 0 6,176 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 657 14,490 SH   DFND 1,2 0 14,490 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 877 19,352 SH   DFND 1,2,3 0 19,352 0
WAUSAU PAPER CORP COM 943315101 73 6,396 SH   DFND 1,2 0 6,396 0
WEATHERFORD INTL LTD SHS H27013103 1,101 80,353 SH   DFND 1,2 0 80,353 0
WEBMD HEALTH CORP COM 94770V102 316 10,765 SH   DFND 1,2,3 0 10,765 0
WEBSTER FINL CORP CONN COM 947890109 187 7,269 SH   DFND 1,2 0 7,269 0
WEIGHT WATCHERS INTL INC COM 948626106 982 21,338 SH   DFND 1,2 0 21,338 0
WEIGHT WATCHERS INTL INC COM 948626106 300 6,517 SH   DFND 1,2,3 0 6,517 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 378 12,275 SH   DFND 1,2 0 12,275 0
WELLPOINT INC COM 94973V107 16,796 205,225 SH   DFND 1,2 0 205,225 0
WELLPOINT INC COM 94973V107 6,434 78,620 SH   DFND 1,2,3 0 78,620 0
WELLS FARGO & CO NEW COM 949746101 784 19,000 SH   DFND 1 0 19,000 0
WELLS FARGO & CO NEW COM 949746101 29,242 708,542 SH   DFND 1,2 0 708,542 0
WELLS FARGO & CO NEW COM 949746101 4,518 109,482 SH   DFND 1,2,3 0 109,482 0
WESCO INTL INC COM 95082P105 973 14,313 SH   DFND 1,2 0 14,313 0
WESCO INTL INC COM 95082P105 817 12,015 SH   DFND 1,2,3 0 12,015 0
WESTERN DIGITAL CORP COM 958102105 4,907 79,037 SH   DFND 1,2 0 79,037 0
WESTERN DIGITAL CORP COM 958102105 617 9,934 SH   DFND 1,2,3 0 9,934 0
WESTERN UN CO COM 959802109 2,127 124,301 SH   DFND 1,2 0 124,301 0
WESTERN UN CO COM 959802109 3,503 204,713 SH   DFND 1,2,3 0 204,713 0
WESTERN UN CO COM 959802109 8,348 487,903 SH   OTR 1,2,4,5,6 0 487,903 0
WESTLAKE CHEM CORP COM 960413102 1,310 13,590 SH   DFND 1,2 0 13,590 0
WESTPORT INNOVATIONS INC COM NEW 960908309 1,448 43,196 SH   DFND 1,2 0 43,196 0
WEX INC COM 96208T104 174 2,265 SH   DFND 1,2 0 2,265 0
WEYERHAEUSER CO COM 962166104 578 20,300 SH   DFND 1 0 20,300 0
WEYERHAEUSER CO COM 962166104 6,846 240,284 SH   DFND 1,2 0 240,284 0
WEYERHAEUSER CO COM 962166104 519 18,204 SH   DFND 1,2,3 0 18,204 0
WEYERHAEUSER CO COM 962166104 84 2,942 SH   OTR 1,2,4,5,6 0 2,942 0
WHIRLPOOL CORP COM 963320106 2,321 20,292 SH   DFND 1,2 0 20,292 0
WHIRLPOOL CORP COM 963320106 915 8,001 SH   DFND 1,2,3 0 8,001 0
WHITEWAVE FOODS CO CL A 966244105 5,007 308,146 SH   DFND 1,2 0 308,146 0
WHITEWAVE FOODS CO CL A 966244105 682 41,965 SH   DFND 1,2,3 0 41,965 0
WHITEWAVE FOODS CO CL B 966244204 3,690 242,766 SH   DFND 1,2 0 242,766 0
WHITEWAVE FOODS CO CL B 966244204 397 26,111 SH   DFND 1,2,3 0 26,111 0
WHITING PETE CORP NEW COM 966387102 321 6,954 SH   DFND 1,2 0 6,954 0
WHOLE FOODS MKT INC COM 966837106 587 11,400 SH   DFND 1 0 11,400 0
WHOLE FOODS MKT INC COM 966837106 2,409 46,786 SH   DFND 1,2 0 46,786 0
WHOLE FOODS MKT INC COM 966837106 871 16,912 SH   DFND 1,2,3 0 16,912 0
WILLIAMS COS INC DEL COM 969457100 260 8,000 SH   DFND 1 0 8,000 0
WILLIAMS COS INC DEL COM 969457100 2,791 85,953 SH   DFND 1,2 0 85,953 0
WILLIAMS COS INC DEL COM 969457100 639 19,693 SH   DFND 1,2,3 0 19,693 0
WILLIAMS SONOMA INC COM 969904101 1,252 22,396 SH   DFND 1,2 0 22,396 0
WILLIAMS SONOMA INC COM 969904101 949 16,980 SH   DFND 1,2,3 0 16,980 0
WILLIS GROUP HLDGS PUBLIC SHS G96666105 434 10,653 SH   DFND 1,2 0 10,653 0
WINDSTREAM CORP COM 97381W104 713 92,448 SH   DFND 1,2 0 92,448 0
WINDSTREAM CORP COM 97381W104 372 48,251 SH   DFND 1,2,3 0 48,251 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 48 4,002 SH   DFND 1,2 0 4,002 0
WINTRUST FINL CORP COM 97650W108 551 14,389 SH   DFND 1,2 0 14,389 0
WINTRUST FINL CORP COM 97650W108 769 20,089 SH   DFND 1,2,3 0 20,089 0
WISCONSIN ENERGY CORP COM 976657106 184 4,500 SH   DFND 1 0 4,500 0
WISCONSIN ENERGY CORP COM 976657106 3,937 96,044 SH   DFND 1,2 0 96,044 0
WORKDAY INC CL A 98138H101 36 569 SH   DFND 1,2 0 569 0
WORLD ACCEP CORP DEL COM 981419104 1,247 14,338 SH   DFND 1,2 0 14,338 0
WORLD FUEL SVCS CORP COM 981475106 148 3,702 SH   DFND 1,2 0 3,702 0
WORTHINGTON INDS INC COM 981811102 2,639 83,222 SH   DFND 1,2 0 83,222 0
WORTHINGTON INDS INC COM 981811102 1,352 42,623 SH   DFND 1,2,3 0 42,623 0
WPX ENERGY INC COM 98212B103 19 997 SH   DFND 1,2 0 997 0
WYNDHAM WORLDWIDE CORP COM 98310W108 9,713 169,716 SH   DFND 1,2 0 169,716 0
WYNDHAM WORLDWIDE CORP COM 98310W108 4,077 71,246 SH   DFND 1,2,3 0 71,246 0
WYNN RESORTS INC COM 983134107 2,380 18,598 SH   DFND 1,2 0 18,598 0
WYNN RESORTS INC COM 983134107 524 4,098 SH   DFND 1,2,3 0 4,098 0
XCEL ENERGY INC COM 98389B100 6,226 219,693 SH   DFND 1,2 0 219,693 0
XEROX CORP COM 984121103 2,329 256,740 SH   DFND 1,2 0 256,740 0
XEROX CORP COM 984121103 312 34,391 SH   DFND 1,2,3 0 34,391 0
XILINX INC COM 983919101 3,136 79,164 SH   DFND 1,2 0 79,164 0
XILINX INC COM 983919101 252 6,371 SH   DFND 1,2,3 0 6,371 0
XL GROUP PLC SHS G98290102 1,077 35,516 SH   DFND 1,2 0 35,516 0
XL GROUP PLC SHS G98290102 2,007 66,186 SH   DFND 1,2,3 0 66,186 0
XYLEM INC COM 98419M100 1,662 61,686 SH   DFND 1,2 0 61,686 0
XYLEM INC COM 98419M100 2,419 89,793 SH   DFND 1,2,3 0 89,793 0
XYLEM INC COM 98419M100 13,296 493,535 SH   OTR 1,2,4,5,6 0 493,535 0
YAHOO INC COM 984332106 5,464 217,436 SH   DFND 1,2 0 217,436 0
YAHOO INC COM 984332106 4,054 161,309 SH   DFND 1,2,3 0 161,309 0
YANDEX NV SHS CLASS A N97284108 3,072 111,110 SH   DFND 1,2 0 111,110 0
YANDEX NV SHS CLASS A N97284108 1,487 53,770 SH   DFND 1,2,3 0 53,770 0
YONGYE INTL INC COM 98607B106 58 10,923 SH   OTR 1,2,4,5,6 0 10,923 0
YUM BRANDS INC COM 988498101 2,426 34,991 SH   DFND 1,2 0 34,991 0
YUM BRANDS INC COM 988498101 3,984 57,453 SH   DFND 1,2,3 0 57,453 0
ZALE CORP NEW COM 988858106 9 1,029 SH   DFND 1,2 0 1,029 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 83 1,920 SH   DFND 1,2 0 1,920 0
ZIMMER HLDGS INC COM 98956P102 2,512 33,517 SH   DFND 1,2 0 33,517 0
ZIMMER HLDGS INC COM 98956P102 777 10,368 SH   DFND 1,2,3 0 10,368 0
ZIONS BANCORPORATION COM 989701107 5,336 184,523 SH   DFND 1,2 0 184,523 0
ZIONS BANCORPORATION COM 989701107 710 24,539 SH   DFND 1,2,3 0 24,539 0