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 631 4,500 SH   DFND 1 0 4,500 0
3M CO COM 88579Y101 16,247 115,846 SH   DFND 1,2 0 115,846 0
3M CO COM 88579Y101 4,360 31,085 SH   DFND 1,2,3 0 31,085 0
AAR CORP COM 000361105 281 10,034 SH   DFND 1,2 0 10,034 0
AAR CORP COM 000361105 169 6,051 SH   DFND 1,2,3 0 6,051 0
ABBOTT LABS COM 002824100 284 7,417 SH   DFND 1 0 7,417 0
ABBOTT LABS COM 002824100 12,920 337,060 SH   DFND 1,2 0 337,060 0
ABBOTT LABS COM 002824100 3,698 96,471 SH   DFND 1,2,3 0 96,471 0
ABBVIE INC COM 00287Y109 392 7,417 SH   DFND 1 0 7,417 0
ABBVIE INC COM 00287Y109 18,063 342,030 SH   DFND 1,2 0 342,030 0
ABBVIE INC COM 00287Y109 6,201 117,416 SH   DFND 1,2,3 0 117,416 0
ABERCROMBIE & FITCH CO CL A 002896207 3,305 100,434 SH   DFND 1,2 0 100,434 0
ABERDEEN EMERGING MKTS SMALL COM 00301T102 3 185 SH   DFND 1 0 185 0
ABM INDS INC COM 000957100 161 5,647 SH   DFND 1,2,3 0 5,647 0
ACADIA RLTY TR COM SH BEN INT 004239109 321 12,929 SH   DFND 1,2 0 12,929 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 658 8,000 SH   DFND 1 0 8,000 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,541 79,550 SH   DFND 1,2 0 79,550 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,936 23,548 SH   DFND 1,2,3 0 23,548 0
ACCO BRANDS CORP COM 00081T108 11 1,637 SH   DFND 1,2 0 1,637 0
ACCURIDE CORP NEW COM NEW 00439T206 1 237 SH   DFND 1,2,3 0 237 0
ACE LTD SHS H0023R105 1,346 13,000 SH   DFND 1 0 13,000 0
ACE LTD SHS H0023R105 11,654 112,571 SH   DFND 1,2 0 112,571 0
ACTAVIS PLC SHS G0083B108 20,769 123,625 SH   DFND 1,2 0 123,625 0
ACTAVIS PLC SHS G0083B108 10,689 63,625 SH   DFND 1,2,3 0 63,625 0
ACTIVISION BLIZZARD INC COM 00507V109 3,385 189,832 SH   DFND 1,2 0 189,832 0
ACTIVISION BLIZZARD INC COM 00507V109 2,319 130,072 SH   DFND 1,2,3 0 130,072 0
ACUITY BRANDS INC COM 00508Y102 288 2,637 SH   DFND 1,2 0 2,637 0
ADECOAGRO SA COM L00849106 8 1,000 SH   DFND 1,2,3 0 1,000 0
ADECOAGRO SA COM L00849106 138 17,006 SH   OTR 1,2,4,5,6 0 17,006 0
ADOBE SYS INC COM 00724F101 12,838 214,391 SH   DFND 1,2 0 214,391 0
ADOBE SYS INC COM 00724F101 4,067 67,927 SH   DFND 1,2,3 0 67,927 0
ADT CORP COM 00101J106 555 13,725 SH   DFND 1,2 0 13,725 0
ADT CORP COM 00101J106 3,552 87,765 SH   DFND 1,2,3 0 87,765 0
ADTRAN INC COM 00738A106 36 1,316 SH   DFND 1,2,3 0 1,316 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,333 12,041 SH   DFND 1,2 0 12,041 0
ADVANCED ENERGY INDS COM 007973100 864 37,816 SH   OTR 1,2,4,5,6 0 37,816 0
ADVENT SOFTWARE INC COM 007974108 58 1,668 SH   DFND 1,2,3 0 1,668 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1,295 43,989 SH   DFND 1,2,3 0 43,989 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 5,119 173,938 SH   OTR 1,2,4,5,6 0 173,938 0
AEGERION PHARMACEUTICALS INC COM 00767E102 10,687 150,608 SH   DFND 1,2 0 150,608 0
AEGERION PHARMACEUTICALS INC COM 00767E102 2,333 32,884 SH   DFND 1,2,3 0 32,884 0
AEGION CORP COM 00770F104 251 11,480 SH   DFND 1,2,3 0 11,480 0
AEGION CORP COM 00770F104 7,153 326,775 SH   OTR 1,2,4,5,6 0 326,775 0
AERCAP HLDGS NV SHS N00985106 396 10,324 SH   DFND 1,2,3 0 10,324 0
AES CORP COM 00130H105 1,055 72,735 SH   DFND 1,2 0 72,735 0
AES CORP COM 00130H105 299 20,615 SH   DFND 1,2,3 0 20,615 0
AETNA INC NEW COM 00817Y108 16,357 238,480 SH   DFND 1,2 0 238,480 0
AETNA INC NEW COM 00817Y108 4,562 66,508 SH   DFND 1,2,3 0 66,508 0
AFFILIATED MANAGERS GROUP COM 008252108 1,131 5,217 SH   DFND 1,2 0 5,217 0
AFFYMETRIX INC COM 00826T108 56 6,478 SH   DFND 1,2,3 0 6,478 0
AFLAC INC COM 001055102 7,591 113,632 SH   DFND 1,2 0 113,632 0
AFLAC INC COM 001055102 376 5,629 SH   DFND 1,2,3 0 5,629 0
AGCO CORP COM 001084102 321 5,425 SH   DFND 1,2 0 5,425 0
AGCO CORP COM 001084102 2,531 42,761 SH   DFND 1,2,3 0 42,761 0
AGCO CORP COM 001084102 112 1,894 SH   OTR 1,2,4,5,6 0 1,894 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,478 25,841 SH   DFND 1,2 0 25,841 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,575 45,032 SH   DFND 1,2,3 0 45,032 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,423 42,369 SH   OTR 1,2,4,5,6 0 42,369 0
AGREE RLTY CORP COM 008492100 170 5,857 SH   DFND 1,2 0 5,857 0
AIR PRODS & CHEMS INC COM 009158106 171 1,532 SH   DFND 1 0 0 1,532
AIR PRODS & CHEMS INC COM 009158106 1,811 16,197 SH   DFND 1,2 0 16,197 0
AIRGAS INC COM 009363102 112 1,000 SH   DFND 1 0 1,000 0
AIRGAS INC COM 009363102 512 4,581 SH   DFND 1,2 0 4,581 0
AIRGAS INC COM 009363102 3,011 26,920 SH   DFND 1,2,3 0 26,920 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,164 24,669 SH   DFND 1,2 0 24,669 0
ALAMO GROUP INC COM 011311107 181 2,988 SH   OTR 1,2,4,5,6 0 2,988 0
ALASKA AIR GROUP INC COM 011659109 116 1,578 SH   DFND 1,2,3 0 1,578 0
ALBEMARLE CORP COM 012653101 352 5,556 SH   DFND 1,2 0 5,556 0
ALCO STORES INC COM 001600105 26 2,750 SH   DFND 1,2,3 0 2,750 0
ALCOA INC COM 013817101 1,671 157,186 SH   DFND 1,2 0 157,186 0
ALCOA INC COM 013817101 1,198 112,689 SH   DFND 1,2,3 0 112,689 0
ALEXANDERS INC COM 014752109 256 776 SH   DFND 1,2 0 776 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 857 13,467 SH   DFND 1,2 0 13,467 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,072 45,696 SH   DFND 1,2 0 45,696 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,444 10,864 SH   DFND 1,2,3 0 10,864 0
ALICO INC COM 016230104 142 3,661 SH   OTR 1,2,4,5,6 0 3,661 0
ALIGN TECHNOLOGY INC COM 016255101 26 461 SH   DFND 1,2,3 0 461 0
ALLEGHANY CORP COM 017175100 310 775 SH   DFND 1,2 0 775 0
ALLEGHANY CORP COM 017175100 1,651 4,128 SH   DFND 1,2,3 0 4,128 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 71 2,004 SH   DFND 1,2 0 2,004 0
ALLEGION PUB LTD CO ORD SHS G0176J109 29 666 SH   DFND 1 0 666 0
ALLEGION PUB LTD CO ORD SHS G0176J109 802 18,155 SH   DFND 1,2 0 18,155 0
ALLEGION PUB LTD CO ORD SHS G0176J109 735 16,634 SH   DFND 1,2,3 0 16,634 0
ALLERGAN INC COM 018490102 555 5,000 SH   DFND 1 0 5,000 0
ALLERGAN INC COM 018490102 3,807 34,270 SH   DFND 1,2 0 34,270 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,053 4,005 SH   DFND 1,2 0 4,005 0
ALLIANCE ONE INTL INC COM 018772103 57 18,608 SH   DFND 1,2,3 0 18,608 0
ALLIANT ENERGY CORP COM 018802108 399 7,735 SH   DFND 1,2 0 7,735 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 212 1,880 SH   DFND 1,2,3 0 1,880 0
ALLSTATE CORP COM 020002101 136 2,500 SH   DFND 1 0 2,500 0
ALLSTATE CORP COM 020002101 5,877 107,759 SH   DFND 1,2 0 107,759 0
ALLSTATE CORP COM 020002101 1,248 22,879 SH   DFND 1,2,3 0 22,879 0
ALPHA NATURAL RESOURCES INC COM 02076X102 887 124,225 SH   DFND 1,2,3 0 124,225 0
ALTERA CORP COM 021441100 607 18,672 SH   DFND 1,2 0 18,672 0
ALTERA CORP COM 021441100 65 1,989 SH   DFND 1,2,3 0 1,989 0
ALTRIA GROUP INC COM 02209S103 537 14,000 SH   DFND 1 0 14,000 0
ALTRIA GROUP INC COM 02209S103 6,704 174,632 SH   DFND 1,2 0 174,632 0
ALTRIA GROUP INC COM 02209S103 151 3,939 SH   DFND 1,2,3 0 3,939 0
ALTRIA GROUP INC COM 02209S103 8,149 212,267 SH   OTR 1,2,4,5,6 0 212,267 0
AMAZON COMM INC COM 023135106 239 600 SH   DFND 1 0 600 0
AMAZON COMM INC COM 023135106 10,600 26,581 SH   DFND 1,2 0 26,581 0
AMAZON COMM INC COM 023135106 9,368 23,490 SH   DFND 1,2,3 0 23,490 0
AMC NETWORKS INC CL A 00164V103 14 208 SH   DFND 1,2 0 208 0
AMDOCS LTD ORD G02602103 1,354 32,825 SH   DFND 1,2,3 0 32,825 0
AMEREN CORP COM 023608102 604 16,698 SH   DFND 1,2 0 16,698 0
AMEREN CORP COM 023608102 53 1,475 SH   DFND 1,2,3 0 1,475 0
AMERESCO INC CL A 02361E108 2,466 255,331 SH   OTR 1,2,4,5,6 0 255,331 0
AMERICA MOVIL SA DE CV SPON ADR L SHS 02364W105 438 18,757 SH   DFND 1,2 0 18,757 0
AMERICA MOVIL SA DE CV SPON ADR L SHS 02364W105 3,367 144,082 SH   DFND 1,2,3 0 144,082 0
AMERICAN ASSETS TR INC COM 024013104 387 12,324 SH   DFND 1,2 0 12,324 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 645 20,031 SH   DFND 1,2 0 20,031 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,185 113,260 SH   DFND 1,2 0 113,260 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 4,651 241,108 SH   DFND 1,2,3 0 241,108 0
AMERICAN CAPITAL LTD COM 02503Y103 359 22,929 SH   DFND 1,2,3 0 22,929 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 15 1,037 SH   DFND 1,2 0 1,037 0
AMERICAN ELEC PWR INC COM 025537101 280 6,000 SH   DFND 1 0 6,000 0
AMERICAN ELEC PWR INC COM 025537101 1,724 36,892 SH   DFND 1,2 0 36,892 0
AMERICAN EXPRESS CO COM 025816109 953 10,500 SH   DFND 1 0 10,500 0
AMERICAN EXPRESS CO COM 025816109 35,979 396,552 SH   DFND 1,2 0 396,552 0
AMERICAN EXPRESS CO COM 025816109 1,143 12,596 SH   DFND 1,2,3 0 12,596 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,753 30,375 SH   DFND 1,2,3 0 30,375 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 46 2,292 SH   DFND 1,2 0 2,292 0
AMERICAN INTL GROUP INC COM NEW 026874784 562 11,000 SH   DFND 1 0 11,000 0
AMERICAN INTL GROUP INC COM NEW 026874784 20,112 393,974 SH   DFND 1,2 0 393,974 0
AMERICAN INTL GROUP INC COM NEW 026874784 895 17,540 SH   DFND 1,2,3 0 17,540 0
AMERICAN RAILCAR INDS INC COM 02916P103 90 1,965 SH   DFND 1,2,3 0 1,965 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 18 1,060 SH   DFND 1,2 0 1,060 0
AMERICAN RLTY CAPITAL PPTYS INC COM 02917T104 388 30,214 SH   DFND 1,2 0 30,214 0
AMERICAN SCIENCE & ENGR INC COM 029429107 145 2,011 SH   DFND 1,2,3 0 2,011 0
AMERICAN STS WTR CO COM 029899101 93 3,230 SH   DFND 1,2,3 0 3,230 0
AMERICAN TOWER CORP COM 03027X100 1,117 14,000 SH   DFND 1 0 14,000 0
AMERICAN TOWER CORP COM 03027X100 11,504 144,119 SH   DFND 1,2 0 144,119 0
AMERICAN TOWER CORP COM 03027X100 237 2,972 SH   DFND 1,2,3 0 2,972 0
AMERICAN WTR WKS CO INC NEW COM 030420103 622 14,711 SH   DFND 1,2 0 14,711 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,026 24,273 SH   DFND 1,2,3 0 24,273 0
AMERICAN WTR WKS CO INC NEW COM 030420103 7,907 187,110 SH   OTR 1,2,4,5,6 0 187,110 0
AMERIPRISE FINL INC COM 03076C106 1,690 14,692 SH   DFND 1,2 0 14,692 0
AMERIPRISE FINL INC COM 03076C106 1,982 17,230 SH   DFND 1,2,3 0 17,230 0
AMERISOURCEBERGEN CORP COM 03073E105 10,901 155,048 SH   DFND 1,2 0 155,048 0
AMERISOURCEBERGEN CORP COM 03073E105 12,002 170,706 SH   DFND 1,2,3 0 170,706 0
AMETEK INC COM 031100100 369 7,000 SH   DFND 1 0 7,000 0
AMETEK INC COM 031100100 2,580 48,989 SH   DFND 1,2 0 48,989 0
AMGEN INC COM 031162100 228 2,000 SH   DFND 1 0 2,000 0
AMGEN INC COM 031162100 24,790 217,302 SH   DFND 1,2 0 217,302 0
AMGEN INC COM 031162100 12 106 SH   DFND 1,2 0 106 0
AMGEN INC COM 031162100 14,383 126,075 SH   DFND 1,2,3 0 126,075 0
AMPHENOL CORP NEW CL A 032095101 152 1,700 SH   DFND 1 0 1,700 0
AMPHENOL CORP NEW CL A 032095101 2,052 23,007 SH   DFND 1,2 0 23,007 0
AMR CORP COM 02376R102 117 4,635 SH   DFND 1,2 0 4,635 0
AMSURG CORP COM 03232P405 198 4,322 SH   DFND 1,2,3 0 4,322 0
ANADARKO PETE CORP COM 032511107 79 1,000 SH   DFND 1 0 1,000 0
ANADARKO PETE CORP COM 032511107 26,963 339,926 SH   DFND 1,2 0 339,926 0
ANADARKO PETE CORP COM 032511107 4,962 62,552 SH   DFND 1,2,3 0 62,552 0
ANALOG DEVICES INC COM 032654105 972 19,081 SH   DFND 1,2 0 19,081 0
ANALOG DEVICES INC COM 032654105 1,287 25,275 SH   DFND 1,2,3 0 25,275 0
ANALOGIC CORP COM PAR $0.05 032657207 106 1,194 SH   DFND 1,2 0 1,194 0
ANALOGIC CORP COM PAR $0.05 032657207 599 6,766 SH   DFND 1,2,3 0 6,766 0
ANDERSONS INC COM 034164103 763 8,559 SH   DFND 1,2,3 0 8,559 0
ANIKA THERAPEUTICS INC COM 035255108 147 3,841 SH   DFND 1,2,3 0 3,841 0
ANIXTER INTL INC COM 035290105 41 461 SH   DFND 1,2 0 461 0
ANIXTER INTL INC COM 035290105 223 2,478 SH   DFND 1,2,3 0 2,478 0
ANN INC COM 035623107 35 962 SH   DFND 1,2 0 962 0
ANNALY CAP MGMT INC COM 035710409 2,115 212,144 SH   DFND 1,2 0 212,144 0
ANNALY CAP MGMT INC COM 035710409 2,968 297,712 SH   DFND 1,2,3 0 297,712 0
ANNALY CAP MGMT INC COM 035710409 5,553 557,011 SH   OTR 1,2,4,5,6 0 557,011 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 1,366 1,350,000 PRN   DFND 1,2 0 1,350,000 0
ANSYS INC COM 03662Q105 630 7,222 SH   DFND 1,2 0 7,222 0
AOL INC COM 00184X105 563 12,076 SH   DFND 1,2,3 0 12,076 0
AON CORP CL A G0408V102 1,485 17,702 SH   DFND 1,2 0 17,702 0
AON CORP CL A G0408V102 380 4,529 SH   DFND 1,2,3 0 4,529 0
APACHE CORP COM 037411105 2,635 30,657 SH   DFND 1,2 0 30,657 0
APACHE CORP COM 037411105 364 4,238 SH   DFND 1,2,3 0 4,238 0
APARTMENT INVT & MGMT CO CL A 03748R101 828 31,969 SH   DFND 1,2 0 31,969 0
APOGEE ENTERPRISES INC COM 037598109 13 369 SH   DFND 1,2,3 0 369 0
APOLLO ED GROUP INC CL A 037604105 2,192 80,239 SH   DFND 1,2,3 0 80,239 0
APPLE INC COM 037833100 152 271 SH   DFND 1 0 0 271
APPLE INC COM 037833100 3,142 5,600 SH   DFND 1 0 5,600 0
APPLE INC COM 037833100 106,529 189,885 SH   DFND 1,2 0 189,885 0
APPLE INC COM 037833100 17 30 SH   DFND 1,2 0 30 0
APPLE INC COM 037833100 18,086 32,238 SH   DFND 1,2,3 0 32,238 0
APPLE INC COM 037833100 11,583 20,647 SH   OTR 1,2,4,5,6 0 20,647 0
APPLIED MATLS INC COM 038222105 1,804 102,026 SH   DFND 1,2 0 102,026 0
APPLIED MATLS INC COM 038222105 5,312 300,428 SH   DFND 1,2,3 0 300,428 0
APTARGROUP INC COM 038336103 63 933 SH   DFND 1,2,3 0 933 0
AQUA AMERICA INC COM 03836W103 133 5,623 SH   DFND 1,2 0 5,623 0
ARCH CAPITAL GROUP LTD ORD G0450A105 464 7,776 SH   DFND 1,2 0 7,776 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,768 86,814 SH   DFND 1,2 0 86,814 0
ARCHER DANIELS MIDLAND CO COM 039483102 94 2,168 SH   DFND 1,2,3 0 2,168 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 2,116 2,000,000 PRN   DFND 1,2 0 2,000,000 0
ARCTIC CAT INC COM 039670104 1,870 32,818 SH   DFND 1,2,3 0 32,818 0
ARENA PHARMACEUTICALS INC COM 040047102 62 10,571 SH   DFND 1,2 0 10,571 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 623 575,000 PRN   DFND 1,2 0 575,000 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 33 706 SH   DFND 1,2,3 0 706 0
ARKANSAS BEST CORP DEL COM 040790107 148 4,403 SH   DFND 1,2,3 0 4,403 0
ARRIS GROUP INC COM 04270V106 969 39,802 SH   DFND 1,2 0 39,802 0
ARROW ELECTRS INC COM 042735100 304 5,603 SH   DFND 1,2 0 5,603 0
ARROW ELECTRS INC COM 042735100 2,577 47,494 SH   DFND 1,2,3 0 47,494 0
ARTHROCARE CORP COM 043136100 41 1,018 SH   DFND 1,2,3 0 1,018 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 40 2,223 SH   DFND 1,2 0 2,223 0
ASHFORD HOSPITALITY TR INC SHS 044103109 178 21,443 SH   DFND 1,2 0 21,443 0
ASHLAND INC COM 044209104 340 3,502 SH   DFND 1,2 0 3,502 0
ASHLAND INC COM 044209104 1,138 11,722 SH   DFND 1,2,3 0 11,722 0
ASHLAND INC COM 044209104 5,537 57,062 SH   OTR 1,2,4,5,6 0 57,062 0
ASPEN INSURANCE HLDGS LTD SHS G05384105 118 2,868 SH   DFND 1,2,3 0 2,868 0
ASPEN TECHNOLOGY INC COM 045327103 683 16,328 SH   DFND 1,2,3 0 16,328 0
ASSOCIATED BANC CORP COM 045487105 323 18,582 SH   DFND 1,2,3 0 18,582 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 147 9,188 SH   DFND 1,2 0 9,188 0
ASSURANT INC COM 04621X108 2,817 42,437 SH   DFND 1,2 0 42,437 0
ASSURANT INC COM 04621X108 2,069 31,178 SH   DFND 1,2,3 0 31,178 0
ASSURED GUARANTY LTD COM G0585R106 24 1,003 SH   DFND 1,2,3 0 1,003 0
AT&T INC COM 00206R102 422 12,000 SH   DFND 1 0 12,000 0
AT&T INC COM 00206R102 24,350 692,558 SH   DFND 1,2 0 692,558 0
AT&T INC COM 00206R102 3,881 110,390 SH   DFND 1,2,3 0 110,390 0
AT&T INC COM 00206R102 10,922 310,625 SH   OTR 1,2,4,5,6 0 310,625 0
ATWOOD OCEANICS INC COM 050095108 180 3,371 SH   DFND 1,2,3 0 3,371 0
AUTODESK INC COM 052769106 925 18,376 SH   DFND 1,2 0 18,376 0
AUTODESK INC COM 052769106 842 16,725 SH   DFND 1,2,3 0 16,725 0
AUTOLIV INC COM 052800109 929 10,123 SH   DFND 1,2 0 10,123 0
AUTOLIV INC COM 052800109 44 479 SH   DFND 1,2,3 0 479 0
AUTOLIV INC COM 052800109 2,131 23,209 SH   OTR 1,2,4,5,6 0 23,209 0
AUTOMATIC DATA PROCESSING INC COM 053015103 4,384 54,260 SH   DFND 1,2 0 54,260 0
AUTOZONE INC COM 053332102 717 1,500 SH   DFND 1 0 1,500 0
AUTOZONE INC COM 053332102 4,759 9,957 SH   DFND 1,2 0 9,957 0
AUTOZONE INC COM 053332102 3,411 7,137 SH   DFND 1,2,3 0 7,137 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 706 13,348 SH   DFND 1,2 0 13,348 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 47 883 SH   DFND 1,2,3 0 883 0
AVALONBAY CMNTYS INC COM 053484101 473 4,000 SH   DFND 1 0 4,000 0
AVALONBAY CMNTYS INC COM 053484101 5,289 44,736 SH   DFND 1,2 0 44,736 0
AVERY DENNISON CORP COM 053611109 278 5,548 SH   DFND 1,2 0 5,548 0
AVERY DENNISON CORP COM 053611109 1,463 29,142 SH   DFND 1,2,3 0 29,142 0
AVERY DENNISON CORP COM 053611109 4,592 91,492 SH   OTR 1,2,4,5,6 0 91,492 0
AVIS BUDGET GROUP INC COM 053774105 618 15,278 SH   DFND 1,2 0 15,278 0
AVNET INC COM 053807103 292 6,620 SH   DFND 1,2 0 6,620 0
AVNET INC COM 053807103 741 16,798 SH   DFND 1,2,3 0 16,798 0
AVON PRODS INC COM 054303102 510 29,636 SH   DFND 1,2 0 29,636 0
AXIALL CORP COM 05463D100 295 6,220 SH   DFND 1,2 0 6,220 0
AXIALL CORP COM 05463D100 1,663 35,059 SH   DFND 1,2,3 0 35,059 0
AXIS CAPITAL HLDGS LTD SHS G0692U109 2,133 44,840 SH   DFND 1,2 0 44,840 0
AXIS CAPITAL HLDGS LTD SHS G0692U109 366 7,696 SH   DFND 1,2,3 0 7,696 0
B/E AEROSPACE INC COM 073302101 1,389 15,961 SH   DFND 1,2 0 15,961 0
BABCOCK & WILCOX CO NEW COM 05615F102 26 775 SH   DFND 1 0 775 0
BADGER METER INC COM 056525108 1,460 26,781 SH   OTR 1,2,4,5,6 0 26,781 0
BAIDU INC SPON ADR REP A 056752108 10,755 60,462 SH   DFND 1,2 0 60,462 0
BAIDU INC SPON ADR REP A 056752108 7,681 43,178 SH   DFND 1,2,3 0 43,178 0
BAKER HUGHES INC COM 057224107 1,470 26,598 SH   DFND 1,2 0 26,598 0
BAKER HUGHES INC COM 057224107 228 4,127 SH   DFND 1,2,3 0 4,127 0
BALL CORP COM 058498106 310 6,000 SH   DFND 1 0 6,000 0
BALL CORP COM 058498106 612 11,840 SH   DFND 1,2 0 11,840 0
BALL CORP COM 058498106 1,794 34,732 SH   DFND 1,2,3 0 34,732 0
BALLY TECHNOLOGIES INC COM 05874B107 633 8,070 SH   DFND 1,2,3 0 8,070 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 230 18,320 SH   DFND 1,2 0 18,320 0
BANCO DE CHILE SPON ADR 059520106 401 4,562 SH   DFND 1,2,3 0 4,562 0
BANCO DE CHILE SPON ADR 059520106 1,796 20,451 SH   OTR 1,2,4,5,6 0 20,451 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 247 45,625 SH   DFND 1,2 0 45,625 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 84 15,616 SH   DFND 1,2,3 0 15,616 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 716 30,364 SH   DFND 1,2 0 30,364 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 809 34,334 SH   DFND 1,2,3 0 34,334 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6,427 272,659 SH   OTR 1,2,4,5,6 0 272,659 0
BANCO SANTANDER SA ADR 05964H105 0 15 SH   DFND 1,2 0 15 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 1,236 25,216 SH   DFND 1,2 0 25,216 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 423 8,627 SH   DFND 1,2,3 0 8,627 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 1,461 29,800 SH   OTR 1,2,4,5,6 0 29,800 0
BANK MUTUAL CORP COM 063750103 30 4,343 SH   DFND 1,2,3 0 4,343 0
BANK OF AMERICA CORP COM 060505104 32,080 2,060,374 SH   DFND 1,2 0 2,060,374 0
BANK OF AMERICA CORP COM 060505104 9,859 633,189 SH   DFND 1,2,3 0 633,189 0
BANK OF HAWAII CORP COM 062540109 197 3,326 SH   DFND 1,2 0 3,326 0
BANK OF HAWAII CORP COM 062540109 794 13,434 SH   DFND 1,2,3 0 13,434 0
BANK OF NEW YORK MELLON CORP COM 064058100 10,488 300,176 SH   DFND 1,2 0 300,176 0
BANK OF NEW YORK MELLON CORP COM 064058100 3,462 99,092 SH   DFND 1,2,3 0 99,092 0
BARD C R INC COM 067383109 3,043 22,722 SH   DFND 1,2 0 22,722 0
BARD C R INC COM 067383109 27 199 SH   DFND 1,2,3 0 199 0
BARRICK GOLD CORP COM 067901108 2,483 140,812 SH   DFND 1,2,3 0 140,812 0
BAXTER INTL INC COM 071813109 104 1,500 SH   DFND 1 0 1,500 0
BAXTER INTL INC COM 071813109 4,388 63,098 SH   DFND 1,2 0 63,098 0
BAXTER INTL INC COM 071813109 1,863 26,786 SH   DFND 1,2,3 0 26,786 0
BAXTER INTL INC COM 071813109 11,070 159,164 SH   OTR 1,2,4,5,6 0 159,164 0
BB&T CORP COM 054937107 2,456 65,808 SH   DFND 1,2 0 65,808 0
BEAM INC COM 073730103 1,510 22,184 SH   DFND 1,2 0 22,184 0
BECTON DICKINSON & CO COM 075887109 208 1,882 SH   DFND 1 0 0 1,882
BECTON DICKINSON & CO COM 075887109 12,418 112,392 SH   DFND 1,2 0 112,392 0
BECTON DICKINSON & CO COM 075887109 9 84 SH   DFND 1,2 0 84 0
BECTON DICKINSON & CO COM 075887109 7,646 69,203 SH   DFND 1,2,3 0 69,203 0
BED BATH & BEYOND INC COM 075896100 4,283 53,341 SH   DFND 1,2 0 53,341 0
BED BATH & BEYOND INC COM 075896100 6,414 79,877 SH   DFND 1,2,3 0 79,877 0
BELDEN INC COM 077454106 952 13,513 SH   DFND 1,2,3 0 13,513 0
BEMIS INC COM 081437105 1,058 25,818 SH   DFND 1,2,3 0 25,818 0
BENCHMARK ELECTRS INC COM 08160H101 368 15,960 SH   DFND 1,2,3 0 15,960 0
BENEFICIAL MUTUAL BANCORP INC COM 08173R104 21 1,912 SH   DFND 1,2,3 0 1,912 0
BERKLEY W R CORP COM 084423102 262 6,045 SH   DFND 1,2 0 6,045 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2,668 15 SH   DFND 1,2,3 0 15 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 889 7,500 SH   DFND 1 0 7,500 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,771 73,981 SH   DFND 1,2 0 73,981 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,544 21,459 SH   DFND 1,2,3 0 21,459 0
BEST BUY INC COM 086516101 1,157 29,016 SH   DFND 1,2 0 29,016 0
BEST BUY INC COM 086516101 75 1,886 SH   DFND 1,2,3 0 1,886 0
BEST BUY INC COM 086516101 2,624 65,795 SH   OTR 1,2,4,5,6 0 65,795 0
BIG 5 SPORTING GOODS CORP COM 08915P101 44 2,218 SH   DFND 1,2,3 0 2,218 0
BIG LOTS INC COM 089302103 944 29,238 SH   DFND 1,2,3 0 29,238 0
BIOGEN IDEC INC COM 09062X103 22,100 79,048 SH   DFND 1,2 0 79,048 0
BIOGEN IDEC INC COM 09062X103 9,860 35,268 SH   DFND 1,2,3 0 35,268 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,686 52,400 SH   DFND 1,2 0 52,400 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,901 41,233 SH   DFND 1,2,3 0 41,233 0
BIOMED RLTY TR INC COM 09063H107 709 39,113 SH   DFND 1,2 0 39,113 0
BLACK BOX CORP DEL COM 091826107 84 2,815 SH   DFND 1,2,3 0 2,815 0
BLACKROCK INC COM 09247X101 18,989 60,002 SH   DFND 1,2 0 60,002 0
BLACKROCK INC COM 09247X101 5,168 16,331 SH   DFND 1,2,3 0 16,331 0
BLACKROCK INC COM 09247X101 11,916 37,652 SH   OTR 1,2,4,5,6 0 37,652 0
BLOCK H & R INC COM 093671105 987 33,997 SH   DFND 1,2 0 33,997 0
BLOCK H & R INC COM 093671105 264 9,102 SH   DFND 1,2,3 0 9,102 0
BLOCK H & R INC COM 093671105 10,206 351,434 SH   OTR 1,2,4,5,6 0 351,434 0
BLUCORA INC COM 095229100 94 3,214 SH   DFND 1,2,3 0 3,214 0
BLYTH INC COM NEW 09643P207 108 9,959 SH   DFND 1,2,3 0 9,959 0
BOB EVANS FARMS INC COM 096761101 434 8,578 SH   DFND 1,2,3 0 8,578 0
BOEING CO COM 097023105 269 1,974 SH   DFND 1 0 1,974 0
BOEING CO COM 097023105 15,747 115,372 SH   DFND 1,2 0 115,372 0
BOEING CO COM 097023105 22,737 166,580 SH   DFND 1,2,3 0 166,580 0
BORGWARNER INC COM 099724106 819 14,654 SH   DFND 1,2 0 14,654 0
BORGWARNER INC COM 099724106 374 6,681 SH   DFND 1,2,3 0 6,681 0
BOSTON PPTYS INC COM 101121101 121 1,202 SH   DFND 1 0 0 1,202
BOSTON PPTYS INC COM 101121101 401 4,000 SH   DFND 1 0 4,000 0
BOSTON PPTYS INC COM 101121101 6,137 61,146 SH   DFND 1,2 0 61,146 0
BOSTON SCIENTIFIC CORP COM 101137107 7,008 583,028 SH   DFND 1,2 0 583,028 0
BOSTON SCIENTIFIC CORP COM 101137107 772 64,205 SH   DFND 1,2,3 0 64,205 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 501 35,541 SH   DFND 1,2 0 35,541 0
BRASKEM SA SPON ADR PFD A 105532105 156 8,716 SH   DFND 1,2 0 8,716 0
BRE PPTYS INC CL A 05564E106 915 16,724 SH   DFND 1,2 0 16,724 0
BRF SA SPON ADR 10552T107 110 5,260 SH   OTR 1,2,4,5,6 0 5,260 0
BRIGGS & STRATTON CORP COM 109043109 822 37,794 SH   DFND 1,2 0 37,794 0
BRINKER INTL INC COM 109641100 4,512 97,358 SH   DFND 1,2 0 97,358 0
BRINKER INTL INC COM 109641100 3,893 84,008 SH   DFND 1,2,3 0 84,008 0
BRISTOL MYERS SQUIBB CO COM 110122108 22,294 419,459 SH   DFND 1,2 0 419,459 0
BRISTOL MYERS SQUIBB CO COM 110122108 5,722 107,654 SH   DFND 1,2,3 0 107,654 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,267 155,545 SH   OTR 1,2,4,5,6 0 155,545 0
BROADCOM CORP CL A 111320107 947 31,957 SH   DFND 1,2 0 31,957 0
BROADCOM CORP CL A 111320107 45 1,512 SH   DFND 1,2,3 0 1,512 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 629 15,927 SH   DFND 1,2 0 15,927 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,775 44,912 SH   DFND 1,2,3 0 44,912 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 856 96,555 SH   DFND 1,2,3 0 96,555 0
BROWN FORMAN CORP CL B 115637209 76 1,000 SH   DFND 1 0 1,000 0
BROWN FORMAN CORP CL B 115637209 568 7,519 SH   DFND 1,2 0 7,519 0
BRUNSWICK CORP COM 117043109 1,643 35,666 SH   DFND 1,2,3 0 35,666 0
BUNGE LIMITED COM G16962105 1,765 21,490 SH   DFND 1,2 0 21,490 0
BUNGE LIMITED COM G16962105 1,122 13,668 SH   DFND 1,2,3 0 13,668 0
BUNGE LIMITED COM G16962105 198 2,414 SH   OTR 1,2,4,5,6 0 2,414 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,943 33,299 SH   DFND 1,2 0 33,299 0
C&J ENERGY SVCS INC COM 12467B304 773 33,477 SH   DFND 1,2,3 0 33,477 0
CA INC COM 12673P105 2,783 82,699 SH   DFND 1,2 0 82,699 0
CA INC COM 12673P105 3,737 111,054 SH   DFND 1,2,3 0 111,054 0
CA INC COM 12673P105 14,630 434,757 SH   OTR 1,2,4,5,6 0 434,757 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 212 11,814 SH   DFND 1,2 0 11,814 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,997 278,681 SH   DFND 1,2,3 0 278,681 0
CABOT MICROELECTRS CORP COM 12709P103 599 13,100 SH   DFND 1,2,3 0 13,100 0
CABOT OIL & GAS CORP COM 127097103 1,297 33,463 SH   DFND 1,2 0 33,463 0
CABOT OIL & GAS CORP COM 127097103 3,538 91,291 SH   DFND 1,2,3 0 91,291 0
CACI INTL INC CL A 127190304 119 1,630 SH   DFND 1,2,3 0 1,630 0
CADENCE DESIGN SYS INC COM 127387108 33 2,385 SH   DFND 1,2 0 2,385 0
CADIZ INC COM NEW 127537207 146 20,931 SH   OTR 1,2,4,5,6 0 20,931 0
CALAMP CORP COM 128126109 27 971 SH   DFND 1,2,3 0 971 0
CALAVO GROWERS INC COM 128246105 118 3,899 SH   DFND 1,2,3 0 3,899 0
CALAVO GROWERS INC COM 128246105 203 6,707 SH   OTR 1,2,4,5,6 0 6,707 0
CALGON CARBON CORP COM 129603106 201 9,750 SH   DFND 1,2,3 0 9,750 0
CALGON CARBON CORP COM 129603106 8,095 393,514 SH   OTR 1,2,4,5,6 0 393,514 0
CALIFORNIA WTR SVC GROUP COM 130788102 3,806 164,987 SH   OTR 1,2,4,5,6 0 164,987 0
CALLAWAY GOLF CO COM 131193104 1,939 229,980 SH   DFND 1,2,3 0 229,980 0
CAL-MAINE FOODS INC COM NEW 128030202 12 200 SH   DFND 1,2,3 0 200 0
CALPINE CORP COM NEW 131347304 730 37,420 SH   DFND 1,2 0 37,420 0
CALPINE CORP COM NEW 131347304 1,319 67,619 SH   DFND 1,2,3 0 67,619 0
CAMBIUM LEARNING GRP INC COM 13201A107 38 22,786 SH   DFND 1,2,3 0 22,786 0
CAMDEN PPTY TR SH BEN INT 133131102 1,231 21,645 SH   DFND 1,2 0 21,645 0
CAMECO CORP COM 13321L108 26 1,265 SH   DFND 1 0 1,265 0
CAMERON INTL CORP COM 13342B105 327 5,500 SH   DFND 1 0 5,500 0
CAMERON INTL CORP COM 13342B105 997 16,755 SH   DFND 1,2 0 16,755 0
CAMERON INTL CORP COM 13342B105 217 3,648 SH   DFND 1,2,3 0 3,648 0
CAMPBELL SOUP CO COM 134429109 2,801 64,727 SH   DFND 1,2 0 64,727 0
CAMPBELL SOUP CO COM 134429109 5,521 127,568 SH   DFND 1,2,3 0 127,568 0
CAMPUS CREST CMNTYS INC COM 13466Y105 101 10,722 SH   DFND 1,2 0 10,722 0
CAPELLA EDUCATION CO COM 139594105 146 2,200 SH   DFND 1,2,3 0 2,200 0
CAPITAL ONE FINL CORP COM 14040H105 230 3,000 SH   DFND 1 0 3,000 0
CAPITAL ONE FINL CORP COM 14040H105 4,934 64,402 SH   DFND 1,2 0 64,402 0
CAPITAL ONE FINL CORP COM 14040H105 3,583 46,766 SH   DFND 1,2,3 0 46,766 0
CAPITOL FED FINL INC COM 14057J101 643 53,133 SH   DFND 1,2 0 53,133 0
CAPITOL FED FINL INC COM 14057J101 140 11,559 SH   DFND 1,2,3 0 11,559 0
CARDINAL HEALTH INC COM 14149Y108 501 7,500 SH   DFND 1 0 7,500 0
CARDINAL HEALTH INC COM 14149Y108 10,805 161,721 SH   DFND 1,2 0 161,721 0
CARDINAL HEALTH INC COM 14149Y108 5,002 74,875 SH   DFND 1,2,3 0 74,875 0
CARDINAL HEALTH INC COM 14149Y108 6,898 103,244 SH   OTR 1,2,4,5,6 0 103,244 0
CAREER EDUCATION CORP COM 141665109 156 27,385 SH   DFND 1,2,3 0 27,385 0
CAREFUSION CORP COM 14170T101 1,843 46,293 SH   DFND 1,2 0 46,293 0
CAREFUSION CORP COM 14170T101 1,238 31,100 SH   DFND 1,2,3 0 31,100 0
CARMAX INC COM 143130102 694 14,769 SH   DFND 1,2 0 14,769 0
CARMAX INC COM 143130102 615 13,086 SH   DFND 1,2,3 0 13,086 0
CARNIVAL CORP PAIRED CTF 143658300 1,417 35,266 SH   DFND 1,2 0 35,266 0
CARNIVAL CORP PAIRED CTF 143658300 12,672 315,466 SH   DFND 1,2,3 0 315,466 0
CASH AMERICA INTL INC COM 14754D100 2,819 73,612 SH   DFND 1,2 0 73,612 0
CASH AMERICA INTL INC COM 14754D100 2,438 63,651 SH   DFND 1,2,3 0 63,651 0
CATERPILLAR INC DEL COM 149123101 9,149 100,753 SH   DFND 1,2 0 100,753 0
CATERPILLAR INC DEL COM 149123101 375 4,132 SH   DFND 1,2,3 0 4,132 0
CATERPILLAR INC DEL COM 149123101 120 1,318 SH   OTR 1,2,4,5,6 0 1,318 0
CBL & ASSOC PPTYS INC COM 124830100 627 34,884 SH   DFND 1,2 0 34,884 0
CBRE GROUP INC CL A 12504L109 105 4,000 SH   DFND 1 0 4,000 0
CBRE GROUP INC CL A 12504L109 718 27,283 SH   DFND 1,2 0 27,283 0
CBRE GROUP INC CL A 12504L109 722 27,470 SH   DFND 1,2,3 0 27,470 0
CBS CORP NEW CL B 124857202 319 5,000 SH   DFND 1 0 5,000 0
CBS CORP NEW CL B 124857202 4,763 74,730 SH   DFND 1,2 0 74,730 0
CBS CORP NEW CL B 124857202 7,275 114,142 SH   DFND 1,2,3 0 114,142 0
CEDAR REALTY TRUST INC COM NEW 150602209 157 25,015 SH   DFND 1,2 0 25,015 0
CEDAR REALTY TRUST INC COM NEW 150602209 98 15,667 SH   DFND 1,2,3 0 15,667 0
CELANESE CORP DEL COM SER A 150870103 669 12,096 SH   DFND 1,2 0 12,096 0
CELGENE CORP COM 151020104 118 700 SH   DFND 1 0 700 0
CELGENE CORP COM 151020104 35,444 209,770 SH   DFND 1,2 0 209,770 0
CELGENE CORP COM 151020104 11,021 65,228 SH   DFND 1,2,3 0 65,228 0
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 1,596 1,350,000 PRN   DFND 1,2 0 1,350,000 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 1,680 1,300,000 PRN   DFND 1,2 0 1,300,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 1,517 1,125,000 PRN   DFND 1,2 0 1,125,000 0
CENCOSUD SA SPONSORED ADS 15132H101 436 40,044 SH   DFND 1,2,3 0 40,044 0
CENTENE CORP COM 15135B101 19 318 SH   DFND 1,2,3 0 318 0
CENTERPOINT ENERGY CORP COM 15189T107 574 24,779 SH   DFND 1,2 0 24,779 0
CENTRAL GARDEN AND PET CO CL A NON-VTG 153527205 63 9,406 SH   DFND 1,2,3 0 9,406 0
CENTURYLINK INC COM 156700106 4,162 130,664 SH   DFND 1,2 0 130,664 0
CENTURYLINK INC COM 156700106 2,578 80,956 SH   DFND 1,2,3 0 80,956 0
CERNER CORP COM 156782104 390 7,000 SH   DFND 1 0 7,000 0
CERNER CORP COM 156782104 10,179 182,621 SH   DFND 1,2 0 182,621 0
CERNER CORP COM 156782104 3,620 64,939 SH   DFND 1,2,3 0 64,939 0
CF INDS HLDGS INC COM 125269100 6,248 26,811 SH   DFND 1,2 0 26,811 0
CF INDS HLDGS INC COM 125269100 10 42 SH   DFND 1,2 0 42 0
CF INDS HLDGS INC COM 125269100 6,765 29,031 SH   DFND 1,2,3 0 29,031 0
CGG SPON ADR 12531Q105 0 22 SH   DFND 1,2,3 0 22 0
CHAMBERS STR PPTYS COM 157842105 373 48,730 SH   DFND 1,2 0 48,730 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 427 3,125 SH   DFND 1,2 0 3,125 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 3,159 23,101 SH   DFND 1,2,3 0 23,101 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,131 17,531 SH   DFND 1,2 0 17,531 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 31 484 SH   DFND 1,2,3 0 484 0
CHEESECAKE FACTORY INC COM 163072101 145 3,000 SH   DFND 1,2,3 0 3,000 0
CHEMED CORP COM 16359R103 2,363 30,835 SH   DFND 1,2,3 0 30,835 0
CHENIERE ENERGY INC COM NEW 16411R208 714 16,559 SH   DFND 1,2 0 16,559 0
CHESAPEAKE ENERGY CORP COM 165167107 867 31,963 SH   DFND 1,2 0 31,963 0
CHESAPEAKE ENERGY CORP COM 165167107 114 4,183 SH   DFND 1,2,3 0 4,183 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 317 12,529 SH   DFND 1,2 0 12,529 0
CHEVRON CORP COM 166764100 161 1,286 SH   DFND 1 0 0 1,286
CHEVRON CORP COM 166764100 1,259 10,077 SH   DFND 1 0 10,077 0
CHEVRON CORP COM 166764100 28,898 231,348 SH   DFND 1,2 0 231,348 0
CHEVRON CORP COM 166764100 9 74 SH   DFND 1,2 0 74 0
CHEVRON CORP COM 166764100 13,208 105,741 SH   DFND 1,2,3 0 105,741 0
CHEVRON CORP COM 166764100 23,482 187,989 SH   OTR 1,2,4,5,6 0 187,989 0
CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 1,105 13,286 SH   DFND 1,2 0 13,286 0
CHICAGO BRIDGE & IRON CO NV N Y REGISTRY SH 167250109 1,822 21,915 SH   DFND 1,2,3 0 21,915 0
CHICOPEE BANCORP INC COM 168565109 75 4,291 SH   DFND 1,2,3 0 4,291 0
CHICOS FAS INC COM 168615102 334 17,748 SH   DFND 1,2,3 0 17,748 0
CHILDRENS PL RETAIL STORES I COM 168905107 1,004 17,628 SH   DFND 1,2,3 0 17,628 0
CHINA MOBILE LTD SPON ADR 16941M109 375 7,166 SH   DFND 1,2 0 7,166 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 346 6,833 SH   DFND 1,2 0 6,833 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 426 800 SH   DFND 1 0 800 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,049 1,968 SH   DFND 1,2 0 1,968 0
CHOICE HOTELS INTL INC COM 169905106 323 6,585 SH   DFND 1,2,3 0 6,585 0
CHUBB CORP COM 171232101 193 2,000 SH   DFND 1 0 2,000 0
CHUBB CORP COM 171232101 5,600 57,958 SH   DFND 1,2 0 57,958 0
CHURCH & DWIGHT INC COM 171340102 511 7,705 SH   DFND 1,2 0 7,705 0
CHURCHILL DOWNS INC COM 171484108 76 848 SH   DFND 1,2,3 0 848 0
CIGNA CORP COM 125509109 7,169 81,955 SH   DFND 1,2 0 81,955 0
CIGNA CORP COM 125509109 1,685 19,266 SH   DFND 1,2,3 0 19,266 0
CIMAREX ENERGY CO COM 171798101 491 4,676 SH   DFND 1,2 0 4,676 0
CIMAREX ENERGY CO COM 171798101 83 792 SH   DFND 1,2,3 0 792 0
CINCINNATI FINL CORP COM 172062101 502 9,581 SH   DFND 1,2 0 9,581 0
CINCINNATI FINL CORP COM 172062101 108 2,054 SH   DFND 1,2,3 0 2,054 0
CINEMARK HLDGS INC COM 17243V102 907 27,223 SH   DFND 1,2,3 0 27,223 0
CINTAS CORP COM 172908105 1,882 31,577 SH   DFND 1,2 0 31,577 0
CINTAS CORP COM 172908105 2,852 47,860 SH   DFND 1,2,3 0 47,860 0
CIRRUS LOGIC INC COM 172755100 217 10,604 SH   DFND 1,2,3 0 10,604 0
CISCO SYS INC COM 17275R102 22,154 987,687 SH   DFND 1,2 0 987,687 0
CISCO SYS INC COM 17275R102 6,543 291,694 SH   DFND 1,2,3 0 291,694 0
CISCO SYS INC COM 17275R102 5,727 255,330 SH   OTR 1,2,4,5,6 0 255,330 0
CIT GROUP INC COM NEW 125581801 616 11,809 SH   DFND 1,2 0 11,809 0
CIT GROUP INC COM NEW 125581801 2,354 45,149 SH   DFND 1,2,3 0 45,149 0
CITIGROUP INC COM NEW 172967424 100 1,927 SH   DFND 1 0 0 1,927
CITIGROUP INC COM NEW 172967424 27,764 532,802 SH   DFND 1,2 0 532,802 0
CITIGROUP INC COM NEW 172967424 8,647 165,935 SH   DFND 1,2,3 0 165,935 0
CITRIX SYS INC COM 177376100 889 14,053 SH   DFND 1,2 0 14,053 0
CLEAN ENERGY FUELS CORP COM 184499101 1,549 120,276 SH   DFND 1,2,3 0 120,276 0
CLEAN HARBORS INC COM 184496107 873 14,564 SH   OTR 1,2,4,5,6 0 14,564 0
CLEARONE INC COM 18506U104 99 11,251 SH   DFND 1,2,3 0 11,251 0
CLEARWATER PAPER CORP COM 18538R103 279 5,321 SH   DFND 1,2,3 0 5,321 0
CLIFFS NATURAL RES INC COM 18683K101 2,639 100,668 SH   DFND 1,2 0 100,668 0
CLOROX CO DEL COM 189054109 1,839 19,820 SH   DFND 1,2 0 19,820 0
CLOROX CO DEL COM 189054109 2,282 24,600 SH   DFND 1,2,3 0 24,600 0
CLOUD PEAK ENERGY INC COM 18911Q102 305 16,922 SH   DFND 1,2,3 0 16,922 0
CLOVIS ONCOLOGY INC COM 189464100 206 3,414 SH   DFND 1,2 0 3,414 0
CLOVIS ONCOLOGY INC COM 189464100 182 3,023 SH   DFND 1,2,3 0 3,023 0
CME GROUP INC COM 12572Q105 3,301 42,072 SH   DFND 1,2 0 42,072 0
CME GROUP INC COM 12572Q105 767 9,780 SH   DFND 1,2,3 0 9,780 0
CMS ENERGY CORP COM 125896100 321 12,000 SH   DFND 1 0 12,000 0
CMS ENERGY CORP COM 125896100 546 20,395 SH   DFND 1,2 0 20,395 0
CNH INDL N V SHS N20944109 27 2,346 SH   DFND 1,2,3 0 2,346 0
CNH INDL N V SHS N20944109 90 7,969 SH   OTR 1,2,4,5,6 0 7,969 0
CNOOC LTD SPON ADR 126132109 264 1,409 SH   DFND 1,2,3 0 1,409 0
COACH INC COM 189754104 1,268 22,593 SH   DFND 1,2 0 22,593 0
COACH INC COM 189754104 6,281 111,901 SH   DFND 1,2,3 0 111,901 0
COBALT INTL ENERGY INC COM 19075F106 811 49,296 SH   DFND 1,2 0 49,296 0
COCA COLA CO COM 191216100 1,115 27,000 SH   DFND 1 0 27,000 0
COCA COLA CO COM 191216100 33,494 810,803 SH   DFND 1,2 0 810,803 0
COCA COLA CO COM 191216100 5,581 135,112 SH   DFND 1,2,3 0 135,112 0
COCA COLA ENTERPRISES INC NE COM 19122T109 7,296 165,325 SH   DFND 1,2 0 165,325 0
COCA COLA ENTERPRISES INC NE COM 19122T109 9,933 225,091 SH   DFND 1,2,3 0 225,091 0
COGNEX CORP COM 192422103 59 1,536 SH   DFND 1,2,3 0 1,536 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,073 50,238 SH   DFND 1,2 0 50,238 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,406 13,924 SH   DFND 1,2,3 0 13,924 0
COHU INC COM 192576106 36 3,465 SH   DFND 1,2,3 0 3,465 0
COLE REAL ESTATE INVTS INC COM 19329V105 243 17,290 SH   DFND 1,2 0 17,290 0
COLGATE PALMOLIVE CO COM 194162103 106 1,632 SH   DFND 1 0 1,632 0
COLGATE PALMOLIVE CO COM 194162103 3,488 53,482 SH   DFND 1,2 0 53,482 0
COLGATE PALMOLIVE CO COM 194162103 2,025 31,047 SH   DFND 1,2,3 0 31,047 0
COMCAST CORP NEW CL A 20030N101 523 10,055 SH   DFND 1 0 10,055 0
COMCAST CORP NEW CL A 20030N101 17,333 333,561 SH   DFND 1,2 0 333,561 0
COMCAST CORP NEW CL A 20030N101 5,774 111,112 SH   DFND 1,2,3 0 111,112 0
COMCAST CORP NEW CL A SPL 20030N200 10,053 201,536 SH   DFND 1,2 0 201,536 0
COMCAST CORP NEW CL A SPL 20030N200 9 177 SH   DFND 1,2 0 177 0
COMCAST CORP NEW CL A SPL 20030N200 6,429 128,890 SH   DFND 1,2,3 0 128,890 0
COMERICA INC COM 200340107 936 19,691 SH   DFND 1,2 0 19,691 0
COMERICA INC COM 200340107 4,447 93,550 SH   DFND 1,2,3 0 93,550 0
COMFORT SYS USA INC COM 199908104 47 2,421 SH   DFND 1,2,3 0 2,421 0
COMMONWEALTH REIT COM SH BEN INT 203233101 491 21,076 SH   DFND 1,2 0 21,076 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 848 21,589 SH   DFND 1,2 0 21,589 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 423 9,468 SH   DFND 1,2 0 9,468 0
COMPANHIA CERVECERIAS UNIDAS SPON ADR 204429104 889 36,862 SH   DFND 1,2 0 36,862 0
COMPANHIA CERVECERIAS UNIDAS SPON ADR 204429104 379 15,702 SH   DFND 1,2,3 0 15,702 0
COMPANHIA DE SANEAMENTO BAS SPON ADR 20441A102 228 20,064 SH   DFND 1,2 0 20,064 0
COMPANHIA DE SANEAMENTO BAS SPON ADR 20441A102 12,452 1,098,034 SH   OTR 1,2,4,5,6 0 1,098,034 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 89 15,023 SH   DFND 1,2,3 0 15,023 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 113 8,611 SH   DFND 1,2 0 8,611 0
COMPANIA DE MINAS BUENAVENTU SPON ADR 204448104 115 10,227 SH   DFND 1,2 0 10,227 0
COMPANIA DE MINAS BUENAVENTU SPON ADR 204448104 129 11,464 SH   DFND 1,2,3 0 11,464 0
COMPUTER SCIENCES CORP COM 205363104 1,545 27,653 SH   DFND 1,2 0 27,653 0
COMPUTER SCIENCES CORP COM 205363104 1,195 21,393 SH   DFND 1,2,3 0 21,393 0
COMSCORE INC COM 20564W105 115 4,031 SH   DFND 1,2,3 0 4,031 0
COMSTOCK RES INC COM NEW 205768203 363 19,831 SH   DFND 1,2,3 0 19,831 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 224 7,102 SH   DFND 1,2 0 7,102 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 374 11,881 SH   DFND 1,2,3 0 11,881 0
COMVERSE INC COM 20585P105 13 325 SH   DFND 1,2 0 325 0
CONAGRA FOODS INC COM 205887102 1,333 39,554 SH   DFND 1,2 0 39,554 0
CONAGRA FOODS INC COM 205887102 1,180 35,025 SH   DFND 1,2,3 0 35,025 0
CONCHO RES INC COM 20605P101 2,223 20,583 SH   DFND 1,2 0 20,583 0
CONCHO RES INC COM 20605P101 1,659 15,362 SH   DFND 1,2,3 0 15,362 0
CONOCOPHILLIPS COM 20825C104 552 7,816 SH   DFND 1 0 7,816 0
CONOCOPHILLIPS COM 20825C104 14,019 198,425 SH   DFND 1,2 0 198,425 0
CONOCOPHILLIPS COM 20825C104 14 192 SH   DFND 1,2 0 192 0
CONOCOPHILLIPS COM 20825C104 3,629 51,370 SH   DFND 1,2,3 0 51,370 0
CONOCOPHILLIPS COM 20825C104 23,804 336,924 SH   OTR 1,2,4,5,6 0 336,924 0
CONSECO INC COM 12621E103 61 3,450 SH   DFND 1,2,3 0 3,450 0
CONSOL ENERGY INC COM 20854P109 1,580 41,523 SH   DFND 1,2 0 41,523 0
CONSOLIDATED EDISON INC COM 209115104 8,038 145,402 SH   DFND 1,2 0 145,402 0
CONSOLIDATED EDISON INC COM 209115104 801 14,488 SH   DFND 1,2,3 0 14,488 0
CONSTELLATION BRANDS INC CL A 21036P108 10,320 146,635 SH   DFND 1,2 0 146,635 0
CONSTELLATION BRANDS INC CL A 21036P108 10 139 SH   DFND 1,2 0 139 0
CONTINENTAL RESOURCES INC COM 212015101 343 3,051 SH   DFND 1,2 0 3,051 0
CONVERGYS CORP COM 212485106 4,266 202,647 SH   DFND 1,2 0 202,647 0
CONVERGYS CORP COM 212485106 8 376 SH   DFND 1,2 0 376 0
CONVERGYS CORP COM 212485106 2,598 123,413 SH   DFND 1,2,3 0 123,413 0
COOPER COS INC COM NEW 216648402 169 1,368 SH   DFND 1,2,3 0 1,368 0
COOPER TIRE & RUBR CO COM 216831107 66 2,734 SH   DFND 1,2,3 0 2,734 0
COPA HLDGS SA CL A P31076105 2,642 16,501 SH   DFND 1,2 0 16,501 0
CORCEPT THERAPEUTICS INC COM 218352102 21 6,555 SH   DFND 1,2 0 6,555 0
CORE LABORATORIES NV COM N22717107 2,808 14,705 SH   DFND 1,2 0 14,705 0
CORE LABORATORIES NV COM N22717107 30 159 SH   DFND 1,2,3 0 159 0
CORELOGIC INC COM 21871D103 404 11,362 SH   DFND 1,2,3 0 11,362 0
CORESITE RLTY CORP COM 21870Q105 80 2,475 SH   DFND 1,2,3 0 2,475 0
CORNING INC COM 219350105 3,432 192,593 SH   DFND 1,2 0 192,593 0
CORNING INC COM 219350105 1,063 59,668 SH   DFND 1,2,3 0 59,668 0
CORPBANCA SPON ADR 21987A209 282 13,353 SH   DFND 1,2,3 0 13,353 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 403 17,007 SH   DFND 1,2 0 17,007 0
CORVEL CORP COM 221006109 141 3,012 SH   DFND 1,2,3 0 3,012 0
COSAN LTD SHS A G25343107 721 52,523 SH   DFND 1,2,3 0 52,523 0
COSAN LTD SHS A G25343107 2,798 203,936 SH   OTR 1,2,4,5,6 0 203,936 0
COSTCO WHSL CORP NEW COM 22160K105 238 2,000 SH   DFND 1 0 2,000 0
COSTCO WHSL CORP NEW COM 22160K105 5,321 44,706 SH   DFND 1,2 0 44,706 0
COUSINS PPTYS INC COM 222795106 195 18,977 SH   DFND 1,2 0 18,977 0
COVANCE INC COM 222816100 865 9,821 SH   DFND 1,2 0 9,821 0
COVANCE INC COM 222816100 4,551 51,685 SH   DFND 1,2,3 0 51,685 0
COVANTA HLDG CORP COM 22282E102 1,016 57,225 SH   OTR 1,2,4,5,6 0 57,225 0
COVIDIEN PLC SHS G2554F113 9,521 139,808 SH   DFND 1,2 0 139,808 0
COVIDIEN PLC SHS G2554F113 1,412 20,736 SH   DFND 1,2,3 0 20,736 0
CPFL ENERGIA SA SPON ADR 126153105 162 10,104 SH   DFND 1,2 0 10,104 0
CRANE CO COM 224399105 882 13,114 SH   DFND 1,2 0 13,114 0
CRANE CO COM 224399105 2,651 39,424 SH   DFND 1,2,3 0 39,424 0
CREDICORP LTD COM G2519Y108 819 6,170 SH   DFND 1,2 0 6,170 0
CREDICORP LTD COM G2519Y108 806 6,072 SH   DFND 1,2,3 0 6,072 0
CREE INC COM 225447101 421 6,726 SH   DFND 1,2 0 6,726 0
CREE INC COM 225447101 1,312 20,987 SH   OTR 1,2,4,5,6 0 20,987 0
CROCS INC COM 227046109 149 9,386 SH   DFND 1,2,3 0 9,386 0
CROWN CASTLE INTL CORP COM 228227104 220 3,000 SH   DFND 1 0 3,000 0
CROWN CASTLE INTL CORP COM 228227104 7,704 104,922 SH   DFND 1,2 0 104,922 0
CROWN CASTLE INTL CORP COM 228227104 43 583 SH   DFND 1,2,3 0 583 0
CROWN HLDGS INC COM 228368106 413 9,277 SH   DFND 1,2 0 9,277 0
CROWN HLDGS INC COM 228368106 1,035 23,233 SH   DFND 1,2,3 0 23,233 0
CSG SYS INTL INC COM 126349109 968 32,923 SH   DFND 1,2,3 0 32,923 0
CSR PLC SPON ADR 12640Y205 30 718 SH   DFND 1,2,3 0 718 0
CST BRANDS INC COM 12646R105 101 2,747 SH   DFND 1,2 0 2,747 0
CSX CORP COM 126408103 5,423 188,510 SH   DFND 1,2 0 188,510 0
CSX CORP COM 126408103 3,463 120,372 SH   DFND 1,2,3 0 120,372 0
CSX CORP COM 126408103 1,261 43,814 SH   OTR 1,2,4,5,6 0 43,814 0
CTC MEDIA INC COM 12642X106 35 2,491 SH   DFND 1,2 0 2,491 0
CTC MEDIA INC COM 12642X106 247 17,754 SH   DFND 1,2,3 0 17,754 0
CUBESMART COM 229663109 574 36,030 SH   DFND 1,2 0 36,030 0
CUBIC CORP COM 229669106 115 2,182 SH   DFND 1,2,3 0 2,182 0
CUBIST PHARMACEUTICALS INC COM 229678107 1,643 23,858 SH   DFND 1,2 0 23,858 0
CUBIST PHARMACEUTICALS INC COM 229678107 502 7,290 SH   DFND 1,2,3 0 7,290 0
CUMMINS INC COM 231021106 5,895 41,817 SH   DFND 1,2 0 41,817 0
CUMMINS INC COM 231021106 3,572 25,341 SH   DFND 1,2,3 0 25,341 0
CVS CAREMARK CORP COM 126650100 644 9,000 SH   DFND 1 0 9,000 0
CVS CAREMARK CORP COM 126650100 8,991 125,624 SH   DFND 1,2 0 125,624 0
CVS CAREMARK CORP COM 126650100 5,163 72,138 SH   DFND 1,2,3 0 72,138 0
CYBERONICS INC COM 23251P102 129 1,973 SH   DFND 1,2,3 0 1,973 0
CYNOSURE INC CL A 232577205 158 5,920 SH   DFND 1,2,3 0 5,920 0
CYTEC INDS INC COM 232820100 1,791 19,227 SH   DFND 1,2,3 0 19,227 0
D R HORTON INC COM 23331A109 540 24,177 SH   DFND 1,2 0 24,177 0
D R HORTON INC COM 23331A109 74 3,302 SH   DFND 1,2,3 0 3,302 0
DAKTRONICS INC COM 234264109 71 4,537 SH   DFND 1,2,3 0 4,537 0
DANA HLDG CORP COM 235825205 498 25,401 SH   DFND 1,2,3 0 25,401 0
DANAHER CORP DEL COM 235851102 463 6,000 SH   DFND 1 0 6,000 0
DANAHER CORP DEL COM 235851102 7,541 97,676 SH   DFND 1,2 0 97,676 0
DANAHER CORP DEL COM 235851102 43 561 SH   DFND 1,2,3 0 561 0
DANAHER CORP DEL COM 235851102 5,927 76,780 SH   OTR 1,2,4,5,6 0 76,780 0
DARDEN RESTAURANTS INC COM 237194105 420 7,731 SH   DFND 1,2 0 7,731 0
DARDEN RESTAURANTS INC COM 237194105 520 9,569 SH   DFND 1,2,3 0 9,569 0
DARDEN RESTAURANTS INC COM 237194105 3,182 58,526 SH   OTR 1,2,4,5,6 0 58,526 0
DAVITA INC COM 23918K108 895 14,116 SH   DFND 1,2 0 14,116 0
DAVITA INC COM 23918K108 650 10,250 SH   DFND 1,2,3 0 10,250 0
DCT INDUSTRIAL TR INC COM 233153105 501 70,281 SH   DFND 1,2 0 70,281 0
DDR CORP COM 23317H102 981 63,845 SH   DFND 1,2 0 63,845 0
DEAN FOODS CO NEW COM 242370203 17,539 1,020,319 SH   DFND 1,2 0 1,020,319 0
DEAN FOODS CO NEW COM 242370203 16 913 SH   DFND 1,2 0 913 0
DECKERS OUTDOOR CORP COM 243537107 1,889 22,369 SH   DFND 1,2,3 0 22,369 0
DEERE & CO COM 244199105 5,918 64,797 SH   DFND 1,2 0 64,797 0
DEERE & CO COM 244199105 3,421 37,455 SH   DFND 1,2,3 0 37,455 0
DEERE & CO COM 244199105 8,628 94,470 SH   OTR 1,2,4,5,6 0 94,470 0
DELPHI AUTOMOTIVE PLC SHS G27823106 421 7,000 SH   DFND 1 0 7,000 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,117 18,569 SH   DFND 1,2 0 18,569 0
DELTA AIR LINES INC COM NEW 247361702 733 26,683 SH   DFND 1,2 0 26,683 0
DELTA AIR LINES INC COM NEW 247361702 3,768 137,157 SH   DFND 1,2,3 0 137,157 0
DENBURY RES INC COM NEW 247916208 748 45,549 SH   DFND 1,2 0 45,549 0
DENBURY RES INC COM NEW 247916208 3,452 210,124 SH   DFND 1,2,3 0 210,124 0
DENTSPLY INTL INC NEW COM 249030107 364 7,498 SH   DFND 1,2 0 7,498 0
DEVON ENERGY CORP NEW COM 25179M103 1,443 23,326 SH   DFND 1,2 0 23,326 0
DEVON ENERGY CORP NEW COM 25179M103 122 1,964 SH   DFND 1,2,3 0 1,964 0
DEVRY ED GROUP INC COM 251893103 16 460 SH   DFND 1,2 0 460 0
DEVRY ED GROUP INC COM 251893103 181 5,100 SH   DFND 1,2,3 0 5,100 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 256 4,501 SH   DFND 1,2 0 4,501 0
DIAMONDROCK HOSPITALITY CO COM 252784301 481 41,672 SH   DFND 1,2 0 41,672 0
DIAMONDROCK HOSPITALITY CO COM 252784301 286 24,741 SH   DFND 1,2,3 0 24,741 0
DICK`S SPORTING GOODS INC COM 253393102 304 5,239 SH   DFND 1,2 0 5,239 0
DIGITAL RIV INC COM 25388B104 208 11,273 SH   DFND 1,2,3 0 11,273 0
DIGITAL RLTY TR INC COM 253868103 1,383 28,157 SH   DFND 1,2 0 28,157 0
DIGITAL RLTY TR INC COM 253868103 146 2,981 SH   DFND 1,2,3 0 2,981 0
DIGITAL RLTY TR INC COM 253868103 5,257 107,027 SH   OTR 1,2,4,5,6 0 107,027 0
DILLARDS INC CL A 254067101 354 3,639 SH   DFND 1,2,3 0 3,639 0
DIME COMNTY BANCSHARES COM 253922108 48 2,831 SH   DFND 1,2,3 0 2,831 0
DIODES INC COM 254543101 33 1,383 SH   DFND 1,2,3 0 1,383 0
DIRECTV COM 25490A309 207 3,000 SH   DFND 1 0 3,000 0
DIRECTV COM 25490A309 5,448 78,883 SH   DFND 1,2 0 78,883 0
DIRECTV COM 25490A309 9,391 135,985 SH   DFND 1,2,3 0 135,985 0
DISCOVER FINL SVCS COM 254709108 588 10,508 SH   DFND 1 0 10,508 0
DISCOVER FINL SVCS COM 254709108 3,970 70,952 SH   DFND 1,2 0 70,952 0
DISCOVER FINL SVCS COM 254709108 6,075 108,578 SH   DFND 1,2,3 0 108,578 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,693 18,729 SH   DFND 1,2 0 18,729 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,310 51,398 SH   DFND 1,2 0 51,398 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,782 57,020 SH   DFND 1,2,3 0 57,020 0
DISH NETWORK CORP CL A 25470M109 755 13,035 SH   DFND 1,2 0 13,035 0
DISNEY WALT CO COM DISNEY 254687106 8,789 115,042 SH   DFND 1,2 0 115,042 0
DISNEY WALT CO COM DISNEY 254687106 26,208 343,034 SH   DFND 1,2,3 0 343,034 0
DOLBY LABORATORIES INC COM 25659T107 43 1,109 SH   DFND 1,2,3 0 1,109 0
DOLLAR GEN CORP NEW COM 256677105 2,645 43,851 SH   DFND 1,2 0 43,851 0
DOLLAR GEN CORP NEW COM 256677105 918 15,219 SH   DFND 1,2,3 0 15,219 0
DOLLAR TREE INC COM 256746108 169 3,000 SH   DFND 1 0 3,000 0
DOLLAR TREE INC COM 256746108 2,206 39,092 SH   DFND 1,2 0 39,092 0
DOMINION RES INC VA NEW COM 25746U109 24 370 SH   DFND 1 0 370 0
DOMINION RES INC VA NEW COM 25746U109 3,048 47,120 SH   DFND 1,2 0 47,120 0
DOMINOS PIZZA INC COM 25754A201 563 8,083 SH   DFND 1,2,3 0 8,083 0
DOMTAR CORP COM NEW 257559203 8,383 88,863 SH   DFND 1,2 0 88,863 0
DOMTAR CORP COM NEW 257559203 11 114 SH   DFND 1,2 0 114 0
DOMTAR CORP COM NEW 257559203 5,479 58,081 SH   DFND 1,2,3 0 58,081 0
DONNELLEY R R & SONS CO COM 257867101 140 6,915 SH   DFND 1,2 0 6,915 0
DONNELLEY R R & SONS CO COM 257867101 201 9,888 SH   DFND 1,2,3 0 9,888 0
DOUGLAS EMMET INC COM 25960P109 673 28,881 SH   DFND 1,2 0 28,881 0
DOUGLAS EMMET INC COM 25960P109 212 9,111 SH   DFND 1,2,3 0 9,111 0
DOVER CORP COM 260003108 3,980 41,226 SH   DFND 1,2 0 41,226 0
DOVER CORP COM 260003108 2,914 30,180 SH   DFND 1,2,3 0 30,180 0
DOVER CORP COM 260003108 2,000 20,718 SH   OTR 1,2,4,5,6 0 20,718 0
DOW CHEM CO COM 260543103 4,328 97,484 SH   DFND 1,2 0 97,484 0
DOW CHEM CO COM 260543103 4,260 95,951 SH   DFND 1,2,3 0 95,951 0
DR REDDYS LABS LTD ADR 256135203 298 7,265 SH   DFND 1,2,3 0 7,265 0
DR. PEPPER SNAPPLE GROUP INC COM 26138E109 8,185 168,004 SH   DFND 1,2 0 168,004 0
DR. PEPPER SNAPPLE GROUP INC COM 26138E109 2,042 41,912 SH   DFND 1,2,3 0 41,912 0
DRESSER-RAND GROUP INC COM 261608103 2,711 45,460 SH   DFND 1,2,3 0 45,460 0
DRIL-QUIP INC COM 262037104 2,954 26,875 SH   DFND 1,2,3 0 26,875 0
DSP GROUP INC COM 23332B106 106 10,956 SH   DFND 1,2,3 0 10,956 0
DTE ENERGY CO COM 233331107 100 1,500 SH   DFND 1 0 1,500 0
DTE ENERGY CO COM 233331107 1,135 17,097 SH   DFND 1,2 0 17,097 0
DTE ENERGY CO COM 233331107 2,913 43,870 SH   OTR 1,2,4,5,6 0 43,870 0
DU PONT E I DE NEMOURS & CO COM 263534109 195 3,000 SH   DFND 1 0 3,000 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,922 91,155 SH   DFND 1,2 0 91,155 0
DU PONT E I DE NEMOURS & CO COM 263534109 572 8,800 SH   DFND 1,2,3 0 8,800 0
DU PONT E I DE NEMOURS & CO COM 263534109 11,114 171,061 SH   OTR 1,2,4,5,6 0 171,061 0
DUKE ENERGY HLDG CORP COM NEW 26441C204 4,433 64,231 SH   DFND 1,2 0 64,231 0
DUKE ENERGY HLDG CORP COM NEW 26441C204 83 1,198 SH   DFND 1,2,3 0 1,198 0
DUKE RLTY CORP COM NEW 264411505 3,488 231,894 SH   DFND 1,2 0 231,894 0
DUKE RLTY CORP COM NEW 264411505 39 2,624 SH   DFND 1,2,3 0 2,624 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,020 24,599 SH   DFND 1,2 0 24,599 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 188 1,531 SH   DFND 1,2,3 0 1,531 0
DUPONT FABROS TECH INC COM 26613Q106 308 12,481 SH   DFND 1,2 0 12,481 0
DUPONT FABROS TECH INC COM 26613Q106 1,212 49,033 SH   DFND 1,2,3 0 49,033 0
E M C CORP MASS COM 268648102 16,020 636,988 SH   DFND 1,2 0 636,988 0
E M C CORP MASS COM 268648102 1,271 50,519 SH   DFND 1,2,3 0 50,519 0
EAST WEST BANCORP INC COM 27579R104 4,566 130,581 SH   DFND 1,2 0 130,581 0
EAST WEST BANCORP INC COM 27579R104 795 22,733 SH   DFND 1,2,3 0 22,733 0
EASTGROUP PPTY INC COM 277276101 466 8,048 SH   DFND 1,2 0 8,048 0
EASTMAN CHEM CO COM 277432100 2,898 35,912 SH   DFND 1,2 0 35,912 0
EASTMAN CHEM CO COM 277432100 3,482 43,152 SH   DFND 1,2,3 0 43,152 0
EATON CORP PLC SHS G29183103 6,496 85,340 SH   DFND 1,2 0 85,340 0
EATON CORP PLC SHS G29183103 2,125 27,922 SH   DFND 1,2,3 0 27,922 0
EATON CORP PLC SHS G29183103 3,831 50,334 SH   OTR 1,2,4,5,6 0 50,334 0
EATON VANCE CORP COM NON VTG 278265103 211 4,932 SH   DFND 1,2 0 4,932 0
EATON VANCE CORP COM NON VTG 278265103 61 1,430 SH   DFND 1,2,3 0 1,430 0
EBAY INC COM 278642103 329 6,000 SH   DFND 1 0 6,000 0
EBAY INC COM 278642103 22,845 416,380 SH   DFND 1,2 0 416,380 0
EBAY INC COM 278642103 9,956 181,459 SH   DFND 1,2,3 0 181,459 0
EBIX INC COM NEW 278715206 54 3,665 SH   DFND 1,2,3 0 3,665 0
ECOLAB INC COM 278865100 2,210 21,191 SH   DFND 1,2 0 21,191 0
ECOPETROL SA SPON ADS 279158109 1,569 40,818 SH   DFND 1,2 0 40,818 0
ECOPETROL SA SPON ADS 279158109 418 10,882 SH   DFND 1,2,3 0 10,882 0
ECOPETROL SA SPON ADS 279158109 2,357 61,289 SH   OTR 1,2,4,5,6 0 61,289 0
EDGEWATER TECH INC COM 280358102 114 16,348 SH   DFND 1,2,3 0 16,348 0
EDISON INTL COM 281020107 232 5,000 SH   DFND 1 0 5,000 0
EDISON INTL COM 281020107 1,157 24,994 SH   DFND 1,2 0 24,994 0
EDISON INTL COM 281020107 5,665 122,362 SH   DFND 1,2,3 0 122,362 0
EDUCATION RLTY TR INC COM 28140H104 231 26,156 SH   DFND 1,2 0 26,156 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,718 26,130 SH   DFND 1,2 0 26,130 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,234 18,762 SH   DFND 1,2,3 0 18,762 0
EL PASO ELEC CORP COM NEW 283677854 160 4,546 SH   DFND 1,2,3 0 4,546 0
ELECTRONIC ARTS INC COM 285512109 1,023 44,602 SH   DFND 1,2 0 44,602 0
ELECTRONIC ARTS INC COM 285512109 891 38,834 SH   DFND 1,2,3 0 38,834 0
ELECTRONICS FOR IMAGING INC COM 286082102 328 8,467 SH   DFND 1,2,3 0 8,467 0
ELIZABETH ARDEN INC COM 28660G106 607 17,112 SH   DFND 1,2 0 17,112 0
ELIZABETH ARDEN INC COM 28660G106 3,110 87,716 SH   DFND 1,2,3 0 87,716 0
ELLIE MAE INC COM 28849P100 549 20,450 SH   DFND 1,2 0 20,450 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 235 8,311 SH   DFND 1,2,3 0 8,311 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 50 2,180 SH   DFND 1,2,3 0 2,180 0
EMERSON ELEC CO COM 291011104 3,593 51,201 SH   DFND 1,2 0 51,201 0
EMERSON ELEC CO COM 291011104 586 8,343 SH   DFND 1,2,3 0 8,343 0
EMERSON ELEC CO COM 291011104 9,674 137,847 SH   OTR 1,2,4,5,6 0 137,847 0
EMPLOYERS HLDGS INC COM 292218104 109 3,437 SH   DFND 1,2,3 0 3,437 0
EMPRESA NACIONAL DE ELCTRCID SPON ADR 29244T101 687 15,402 SH   DFND 1,2 0 15,402 0
EMPRESA NACIONAL DE ELCTRCID SPON ADR 29244T101 771 17,298 SH   DFND 1,2,3 0 17,298 0
ENCANA CORP COM 292505104 11,178 619,298 SH   DFND 1,2 0 619,298 0
ENCANA CORP COM 292505104 19 1,047 SH   DFND 1,2,3 0 1,047 0
ENCORE WIRE CORP COM 292562105 215 3,970 SH   DFND 1,2,3 0 3,970 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 96 1,428 SH   DFND 1,2,3 0 1,428 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 43 728 SH   DFND 1,2 0 728 0
ENERGEN CORP COM 29265N108 564 7,966 SH   DFND 1,2 0 7,966 0
ENERGIZER HLDGS INC COM 29266R108 6,938 64,102 SH   DFND 1,2 0 64,102 0
ENERGIZER HLDGS INC COM 29266R108 10 97 SH   DFND 1,2 0 97 0
ENERGIZER HLDGS INC COM 29266R108 3,302 30,502 SH   DFND 1,2,3 0 30,502 0
ENERGY RECOVERY INC COM 29270J100 167 30,035 SH   DFND 1,2,3 0 30,035 0
ENERSIS S A SPON ADR 29274F104 731 48,742 SH   DFND 1,2 0 48,742 0
ENERSIS S A SPON ADR 29274F104 798 53,203 SH   DFND 1,2,3 0 53,203 0
ENSCO PLC SHS CLASS A G3157S106 400 7,000 SH   DFND 1 0 7,000 0
ENSCO PLC SHS CLASS A G3157S106 783 13,697 SH   DFND 1,2 0 13,697 0
ENSCO PLC SHS CLASS A G3157S106 88 1,536 SH   DFND 1,2,3 0 1,536 0
ENTERGY CORP COM 29364G103 25 390 SH   DFND 1 0 390 0
ENTERGY CORP NEW COM 29364G103 1,002 15,837 SH   DFND 1,2 0 15,837 0
ENTERGY CORP NEW COM 29364G103 8,035 126,998 SH   DFND 1,2,3 0 126,998 0
ENTERGY CORP NEW COM 29364G103 10,722 169,459 SH   OTR 1,2,4,5,6 0 169,459 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 96 20,510 SH   DFND 1,2,3 0 20,510 0
EOG RES INC COM 26875P101 22,669 135,062 SH   DFND 1,2 0 135,062 0
EOG RES INC COM 26875P101 9,502 56,616 SH   DFND 1,2,3 0 56,616 0
EPIQ SYS INC COM 26882D109 49 3,020 SH   DFND 1,2,3 0 3,020 0
EPR PPTYS COM SH BEN INT 26884U109 2,971 60,442 SH   DFND 1,2 0 60,442 0
EPR PPTYS COM SH BEN INT 26884U109 499 10,155 SH   DFND 1,2,3 0 10,155 0
EQT CORP COM 26884L109 2,472 27,529 SH   DFND 1,2 0 27,529 0
EQUIFAX INC COM 294429105 173 2,500 SH   DFND 1 0 2,500 0
EQUIFAX INC COM 294429105 2,119 30,673 SH   DFND 1,2 0 30,673 0
EQUINIX INC COM NEW 29444U502 791 4,457 SH   DFND 1,2 0 4,457 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 738 20,374 SH   DFND 1,2 0 20,374 0
EQUITY ONE COM 294752100 392 17,448 SH   DFND 1,2 0 17,448 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,170 118,951 SH   DFND 1,2 0 118,951 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 373 7,200 SH   DFND 1 0 7,200 0
ERA GROUP INC COM 26885G109 71 2,308 SH   DFND 1,2,3 0 2,308 0
ESSEX PPTY TR INC COM 297178105 1,189 8,283 SH   DFND 1,2 0 8,283 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 206 2,017 SH   DFND 1,2,3 0 2,017 0
ETHAN ALLEN INTERIORS INC COM 297602104 71 2,337 SH   DFND 1,2,3 0 2,337 0
EURONET WORLDWIDE INC COM 298736109 682 14,244 SH   DFND 1,2,3 0 14,244 0
EVEREST RE GROUP LTD COM G3223R108 1,665 10,680 SH   DFND 1,2 0 10,680 0
EVEREST RE GROUP LTD COM G3223R108 6,793 43,581 SH   DFND 1,2,3 0 43,581 0
EXAR CORP COM 300645108 35 3,005 SH   DFND 1,2,3 0 3,005 0
EXCEL TR INC COM 30068C109 231 20,307 SH   DFND 1,2 0 20,307 0
EXELIS INC COM 30162A108 17 881 SH   DFND 1,2,3 0 881 0
EXELON CORP COM 30161N101 1,667 60,847 SH   DFND 1,2 0 60,847 0
EXELON CORP COM 30161N101 642 23,435 SH   DFND 1,2,3 0 23,435 0
EXELON CORP COM 30161N101 3,400 124,124 SH   OTR 1,2,4,5,6 0 124,124 0
EXPEDIA INC DEL COM NEW 30212P303 1,297 18,622 SH   DFND 1,2 0 18,622 0
EXPEDIA INC DEL COM NEW 30212P303 3,671 52,696 SH   DFND 1,2,3 0 52,696 0
EXPEDITORS INTL OF WASH INC COM 302130109 623 14,083 SH   DFND 1,2 0 14,083 0
EXPEDITORS INTL OF WASH INC COM 302130109 1,935 43,738 SH   DFND 1,2,3 0 43,738 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 562 8,000 SH   DFND 1 0 8,000 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 20,470 291,433 SH   DFND 1,2 0 291,433 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,815 54,309 SH   DFND 1,2,3 0 54,309 0
EXTRA SPACE STORAGE INC COM 30225T102 2,370 56,252 SH   DFND 1,2 0 56,252 0
EXTRA SPACE STORAGE INC COM 30225T102 386 9,170 SH   DFND 1,2,3 0 9,170 0
EXXON MOBIL CORP COM 30231G102 199 1,968 SH   DFND 1 0 0 1,968
EXXON MOBIL CORP COM 30231G102 1,265 12,500 SH   DFND 1 0 12,500 0
EXXON MOBIL CORP COM 30231G102 54,795 541,450 SH   DFND 1,2 0 541,450 0
EXXON MOBIL CORP COM 30231G102 10 97 SH   DFND 1,2 0 97 0
EXXON MOBIL CORP COM 30231G102 18,591 183,702 SH   DFND 1,2,3 0 183,702 0
EXXON MOBIL CORP COM 30231G102 25,133 248,350 SH   OTR 1,2,4,5,6 0 248,350 0
F5 NETWORKS INC COM 315616102 182 2,000 SH   DFND 1 0 2,000 0
F5 NETWORKS INC COM 315616102 829 9,127 SH   DFND 1,2 0 9,127 0
F5 NETWORKS INC COM 315616102 66 730 SH   DFND 1,2,3 0 730 0
FACEBOOK INC CL A 30303M102 19,869 363,577 SH   DFND 1,2 0 363,577 0
FACEBOOK INC CL A 30303M102 9,360 171,283 SH   DFND 1,2,3 0 171,283 0
FAIR ISAAC CORP COM 303250104 429 6,824 SH   DFND 1,2 0 6,824 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 246 18,443 SH   DFND 1,2,3 0 18,443 0
FAMILY DLR STORES COM 307000109 4,714 72,551 SH   DFND 1,2 0 72,551 0
FASTENAL CO COM 311900104 119 2,500 SH   DFND 1 0 2,500 0
FASTENAL CO COM 311900104 833 17,528 SH   DFND 1,2 0 17,528 0
FBL FINL GROUP INC CL A 30239F106 50 1,122 SH   DFND 1,2,3 0 1,122 0
FEDERAL RLTY INVS TR SH BEN INT NEW 313747206 1,790 17,648 SH   DFND 1,2 0 17,648 0
FEDERAL SIGNAL CORP COM 313855108 40 2,739 SH   DFND 1,2,3 0 2,739 0
FEDEX CORP COM 31428X106 216 1,500 SH   DFND 1 0 1,500 0
FEDEX CORP COM 31428X106 7,460 51,887 SH   DFND 1,2 0 51,887 0
FEDEX CORP COM 31428X106 209 1,452 SH   DFND 1,2,3 0 1,452 0
FIDELITY NAT INFORMATION SV COM 31620M106 4,950 92,222 SH   DFND 1,2 0 92,222 0
FIDELITY NAT INFORMATION SV COM 31620M106 1,962 36,543 SH   DFND 1,2,3 0 36,543 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 336 10,363 SH   DFND 1,2 0 10,363 0
FIFTH & PAC COS INC COM 316645100 2,130 66,420 SH   DFND 1,2,3 0 66,420 0
FIFTH THIRD BANCORP COM 316773100 7,219 343,275 SH   DFND 1,2 0 343,275 0
FIFTH THIRD BANCORP COM 316773100 5,989 284,764 SH   DFND 1,2,3 0 284,764 0
FIINANCIAL ENGINES INC COM 317485100 703 10,119 SH   DFND 1,2,3 0 10,119 0
FINISH LINE INC CL A 317923100 268 9,523 SH   DFND 1,2,3 0 9,523 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 167 26,963 SH   DFND 1,2,3 0 26,963 0
FIRST CASH FINL SVCS INC COM 31942D107 126 2,035 SH   DFND 1,2,3 0 2,035 0
FIRST FINL BANKSHARES COM 32020R109 664 10,043 SH   DFND 1,2,3 0 10,043 0
FIRST HORIZON NATL CORP COM 320517105 627 53,794 SH   DFND 1,2 0 53,794 0
FIRST HORIZON NATL CORP COM 320517105 175 15,025 SH   DFND 1,2,3 0 15,025 0
FIRST INDUSTRIAL RLTY TR COM 32054K103 511 29,267 SH   DFND 1,2 0 29,267 0
FIRST MARBLEHEAD CORP COM NEW 320771207 6 784 SH   DFND 1,2 0 784 0
FIRST POTOMAC RLTY TR COM 33610F109 222 19,065 SH   DFND 1,2 0 19,065 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 278 5,318 SH   DFND 1,2 0 5,318 0
FIRSTENERGY CORP COM 337932107 947 28,710 SH   DFND 1,2 0 28,710 0
FIRSTENERGY CORP COM 337932107 36 1,101 SH   DFND 1,2,3 0 1,101 0
FISERV INC COM 337738108 531 9,000 SH   DFND 1 0 9,000 0
FISERV INC COM 337738108 1,617 27,387 SH   DFND 1,2 0 27,387 0
FISERV INC COM 337738108 3,045 51,567 SH   DFND 1,2,3 0 51,567 0
FITH & P COM 31430F101 316 38,705 SH   DFND 1,2 0 38,705 0
FLEETCOR TECHNOLOGIES INC COM 339041105 330 2,819 SH   DFND 1,2 0 2,819 0
FLEXTRONICS INTL LTD ORD Y2573F102 793 102,064 SH   DFND 1,2 0 102,064 0
FLEXTRONICS INTL LTD ORD Y2573F102 169 21,688 SH   DFND 1,2,3 0 21,688 0
FLIR SYS INC COM 302445101 266 8,828 SH   DFND 1,2 0 8,828 0
FLIR SYS INC COM 302445101 128 4,246 SH   DFND 1,2,3 0 4,246 0
FLOWSERVE CORP COM 34354P105 3,530 44,781 SH   DFND 1,2 0 44,781 0
FLOWSERVE CORP COM 34354P105 5,796 73,527 SH   DFND 1,2,3 0 73,527 0
FLOWSERVE CORP COM 34354P105 9,699 123,035 SH   OTR 1,2,4,5,6 0 123,035 0
FLUOR CORP NEW COM 343412102 3,899 48,562 SH   DFND 1,2 0 48,562 0
FLUOR CORP NEW COM 343412102 2,191 27,291 SH   DFND 1,2,3 0 27,291 0
FMC CORP COM NEW 302491303 226 3,000 SH   DFND 1 0 3,000 0
FMC CORP COM NEW 302491303 876 11,609 SH   DFND 1,2 0 11,609 0
FMC CORP COM NEW 302491303 338 4,485 SH   DFND 1,2,3 0 4,485 0
FMC CORP COM NEW 302491303 145 1,923 SH   OTR 1,2,4,5,6 0 1,923 0
FMC TECHNOLOGIES INC COM 30249U101 2,705 51,816 SH   DFND 1,2 0 51,816 0
FMC TECHNOLOGIES INC COM 30249U101 38 724 SH   DFND 1,2,3 0 724 0
FOOT LOCKER INC COM 344849104 102 2,473 SH   DFND 1,2,3 0 2,473 0
FORD MTR CO DEL COM PAR $0.01 345370860 7,977 516,993 SH   DFND 1,2 0 516,993 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,322 85,684 SH   DFND 1,2,3 0 85,684 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,013 324,902 SH   OTR 1,2,4,5,6 0 324,902 0
FOREST CITY ENTERPRISES INC CL A 345550107 816 42,737 SH   DFND 1,2 0 42,737 0
FOREST LABS INC COM 345838106 5,174 86,195 SH   DFND 1,2 0 86,195 0
FOREST LABS INC COM 345838106 3,801 63,324 SH   DFND 1,2,3 0 63,324 0
FOREST OIL CORP COM PAR $0.01 346091705 43 11,830 SH   DFND 1,2,3 0 11,830 0
FORESTAR REAL ESTATE GROUP COM 346233109 551 25,899 SH   DFND 1,2,3 0 25,899 0
FORRESTER RESEARCH INC COM 346563109 302 7,890 SH   DFND 1,2,3 0 7,890 0
FORTINET INC COM 34959E109 11 600 SH   DFND 1,2,3 0 600 0
FOSSIL GROUP INC COM 34988V106 293 2,445 SH   DFND 1,2 0 2,445 0
FOSSIL GROUP INC COM 34988V106 521 4,342 SH   DFND 1,2,3 0 4,342 0
FOSTER WHEELER AG COM H27178104 27 825 SH   DFND 1,2 0 825 0
FOSTER WHEELER AG COM H27178104 1,682 50,963 SH   DFND 1,2,3 0 50,963 0
FRANKLIN ELEC INC COM 353514102 2,737 61,304 SH   OTR 1,2,4,5,6 0 61,304 0
FRANKLIN RES INC COM 354613101 346 6,000 SH   DFND 1 0 6,000 0
FRANKLIN RES INC COM 354613101 4,022 69,663 SH   DFND 1,2 0 69,663 0
FRANKLIN RES INC COM 354613101 4,766 82,551 SH   DFND 1,2,3 0 82,551 0
FRANKLIN STREET PPTYS CORP COM 35471R106 247 20,654 SH   DFND 1,2 0 20,654 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,058 81,018 SH   DFND 1,2 0 81,018 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 568 15,054 SH   DFND 1,2,3 0 15,054 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 9,265 245,494 SH   OTR 1,2,4,5,6 0 245,494 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 730 25,788 SH   DFND 1,2,3 0 25,788 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 224 7,916 SH   OTR 1,2,4,5,6 0 7,916 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 721 155,136 SH   DFND 1,2 0 155,136 0
FUEL TECH INC COM 359523107 243 34,332 SH   OTR 1,2,4,5,6 0 34,332 0
FUELCELL ENERGY INC COM 35952H106 294 208,446 SH   OTR 1,2,4,5,6 0 208,446 0
FULLER H B CO COM 359694106 143 2,744 SH   DFND 1,2,3 0 2,744 0
FULTON FINL CORP PA COM 360271100 216 16,542 SH   DFND 1,2,3 0 16,542 0
FXCM INC COM CL A 302693106 30 1,655 SH   DFND 1,2,3 0 1,655 0
GAFISA SA SPON ADR 362607301 10 3,217 SH   DFND 1,2 0 3,217 0
GAMCO INVESTORS INC COM 361438104 234 2,687 SH   DFND 1,2,3 0 2,687 0
GAMESTOP CORP NEW CL A 36467W109 741 15,040 SH   DFND 1,2 0 15,040 0
GAMESTOP CORP NEW CL A 36467W109 1,635 33,188 SH   DFND 1,2,3 0 33,188 0
GAP INC COM 364760108 4,677 119,689 SH   DFND 1,2 0 119,689 0
GAP INC COM 364760108 2,517 64,416 SH   DFND 1,2,3 0 64,416 0
GAP INC COM 364760108 2,600 66,531 SH   OTR 1,2,4,5,6 0 66,531 0
GARMIN LTD SHS H2906T109 297 6,423 SH   DFND 1,2 0 6,423 0
GARMIN LTD SHS H2906T109 850 18,393 SH   DFND 1,2,3 0 18,393 0
GATX CORP COM 361448103 2,156 41,332 SH   DFND 1,2 0 41,332 0
GATX CORP COM 361448103 953 18,263 SH   DFND 1,2,3 0 18,263 0
GENERAL DYNAMICS CORP COM 369550108 198 2,073 SH   DFND 1,2 0 2,073 0
GENERAL ELECTRIC CO COM 369604103 174 6,196 SH   DFND 1 0 0 6,196
GENERAL ELECTRIC CO COM 369604103 1,878 67,000 SH   DFND 1 0 67,000 0
GENERAL ELECTRIC CO COM 369604103 90,291 3,221,223 SH   DFND 1,2 0 3,221,223 0
GENERAL ELECTRIC CO COM 369604103 21 761 SH   DFND 1,2 0 761 0
GENERAL ELECTRIC CO COM 369604103 18,620 664,284 SH   DFND 1,2,3 0 664,284 0
GENERAL ELECTRIC CO COM 369604103 12,221 436,011 SH   OTR 1,2,4,5,6 0 436,011 0
GENERAL GROWTH PPTYS INC COM 370023103 4,778 238,050 SH   DFND 1,2 0 238,050 0
GENERAL GROWTH PPTYS INC COM 370023103 4 215 SH   DFND 1,2,3 0 215 0
GENERAL MLS INC COM 370334104 8,375 167,805 SH   DFND 1,2 0 167,805 0
GENERAL MLS INC COM 370334104 1,773 35,521 SH   DFND 1,2,3 0 35,521 0
GENERAL MTRS CO COM 37045V100 9,450 231,216 SH   DFND 1,2 0 231,216 0
GENERAL MTRS CO COM 37045V100 3,165 77,433 SH   DFND 1,2,3 0 77,433 0
GENUINE PARTS CO COM 372460105 926 11,129 SH   DFND 1,2 0 11,129 0
GENUINE PARTS CO COM 372460105 214 2,573 SH   DFND 1,2,3 0 2,573 0
GENUINE PARTS CO COM 372460105 7,792 93,667 SH   OTR 1,2,4,5,6 0 93,667 0
GENWORTH FINL INC CL A 37247D106 139 8,925 SH   DFND 1,2,3 0 8,925 0
GERDAU SA SP ADR REP PFD 373737105 143 18,264 SH   DFND 1,2 0 18,264 0
GETTY RLTY CORP NEW COM 374297109 156 8,498 SH   DFND 1,2 0 8,498 0
GETTY RLTY CORP NEW COM 374297109 44 2,371 SH   DFND 1,2,3 0 2,371 0
GILEAD SCIENCES INC COM 375558103 1,502 20,000 SH   DFND 1 0 20,000 0
GILEAD SCIENCES INC COM 375558103 68,619 913,707 SH   DFND 1,2 0 913,707 0
GILEAD SCIENCES INC COM 375558103 22 287 SH   DFND 1,2 0 287 0
GILEAD SCIENCES INC COM 375558103 13,802 183,777 SH   DFND 1,2,3 0 183,777 0
GLACIER BANCORP INC COM 37637Q105 145 4,883 SH   DFND 1,2,3 0 4,883 0
GLIMCHER RLTY TR SH BEN INT 379302102 273 29,166 SH   DFND 1,2 0 29,166 0
GLOBAL PMTS INC COM 37940X102 1,615 24,852 SH   DFND 1,2,3 0 24,852 0
GNC HLDGS INC CL A 36191G107 8,606 147,242 SH   DFND 1,2 0 147,242 0
GNC HLDGS INC CL A 36191G107 14 244 SH   DFND 1,2 0 244 0
GOLAR LNG LTD BERMUDA SHS G9456A100 639 17,596 SH   DFND 1,2 0 17,596 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,996 28,182 SH   DFND 1,2 0 28,182 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,720 43,554 SH   DFND 1,2,3 0 43,554 0
GOODYEAR TIRE & RUBR CO COM 382550101 78 3,261 SH   DFND 1,2 0 3,261 0
GOOGLE INC CL A 38259P508 187 167 SH   DFND 1 0 0 167
GOOGLE INC CL A 38259P508 1,625 1,450 SH   DFND 1 0 1,450 0
GOOGLE INC CL A 38259P508 122,984 109,738 SH   DFND 1,2 0 109,738 0
GOOGLE INC CL A 38259P508 68 61 SH   DFND 1,2 0 61 0
GOOGLE INC CL A 38259P508 16,157 14,417 SH   DFND 1,2,3 0 14,417 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 217 8,721 SH   DFND 1,2 0 8,721 0
GRAHAM HLDGS CO COM 384637104 45 68 SH   DFND 1,2 0 68 0
GRAINGER W W INC COM 384802104 255 1,000 SH   DFND 1 0 1,000 0
GRAINGER W W INC COM 384802104 946 3,705 SH   DFND 1,2 0 3,705 0
GRANITE CONSTR INC COM 387328107 116 3,313 SH   DFND 1,2,3 0 3,313 0
GREATBATCH INC COM 39153L106 130 2,936 SH   DFND 1,2,3 0 2,936 0
GREEN DOT CORP CL A 39304D102 41 1,621 SH   DFND 1,2,3 0 1,621 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 1,277 16,906 SH   DFND 1,2 0 16,906 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 24 324 SH   DFND 1,2,3 0 324 0
GREENBRIER COMPANIES INC COM 393657101 91 2,771 SH   DFND 1,2,3 0 2,771 0
GROUPON INC CL A 399473107 8,660 736,045 SH   DFND 1,2,3 0 736,045 0
GUESS INC COM 401617105 34 1,082 SH   DFND 1,2,3 0 1,082 0
GULFMARK OFFSHORE INC CL A NEW 402629208 713 15,119 SH   DFND 1,2,3 0 15,119 0
H&E EQUIPMENT SVCS INC COM 404030108 277 9,350 SH   DFND 1,2 0 9,350 0
HAIN CELESTIAL GROUP INC COM 405217100 28 306 SH   DFND 1,2,3 0 306 0
HALLIBURTON CO COM 406216101 508 10,000 SH   DFND 1 0 10,000 0
HALLIBURTON CO COM 406216101 5,836 114,995 SH   DFND 1,2 0 114,995 0
HALLIBURTON CO COM 406216101 2,711 53,421 SH   DFND 1,2,3 0 53,421 0
HANOVER INS GROUP INC COM 410867105 489 8,184 SH   DFND 1,2 0 8,184 0
HANOVER INS GROUP INC COM 410867105 353 5,904 SH   DFND 1,2,3 0 5,904 0
HARLEY DAVIDSON INC COM 412822108 1,034 14,932 SH   DFND 1,2 0 14,932 0
HARLEY DAVIDSON INC COM 412822108 3,652 52,742 SH   DFND 1,2,3 0 52,742 0
HARMONIC INC COM 413160102 380 51,524 SH   DFND 1,2,3 0 51,524 0
HARRIS CORP DEL COM 413875105 1,094 15,670 SH   DFND 1,2 0 15,670 0
HARRIS CORP DEL COM 413875105 708 10,145 SH   DFND 1,2,3 0 10,145 0
HARRIS CORP DEL COM 413875105 9,877 141,488 SH   OTR 1,2,4,5,6 0 141,488 0
HARTE-HANKS INC COM 416196103 155 19,845 SH   DFND 1,2,3 0 19,845 0
HARTFORD FINL SVCS GROUP INC COM 416515104 930 25,658 SH   DFND 1,2 0 25,658 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,308 36,116 SH   DFND 1,2,3 0 36,116 0
HASBRO INC COM 418056107 838 15,231 SH   DFND 1,2 0 15,231 0
HASBRO INC COM 418056107 245 4,450 SH   DFND 1,2,3 0 4,450 0
HASBRO INC COM 418056107 8,521 154,897 SH   OTR 1,2,4,5,6 0 154,897 0
HATTERAS FINL CORP COM 41902R103 99 6,081 SH   DFND 1,2,3 0 6,081 0
HAVERTY FURNITURE INC COM 419596101 106 3,386 SH   DFND 1,2,3 0 3,386 0
HCA HLDGS INC COM 40412C101 7,907 165,735 SH   DFND 1,2 0 165,735 0
HCA HLDGS INC COM 40412C101 2,754 57,723 SH   DFND 1,2,3 0 57,723 0
HCP INC COM 40414L109 309 8,500 SH   DFND 1 0 8,500 0
HCP INC COM 40414L109 4,240 116,728 SH   DFND 1,2 0 116,728 0
HCP INC COM 40414L109 4,461 122,836 SH   OTR 1,2,4,5,6 0 122,836 0
HD SUPPLY HLDGS INC COM 40416M105 10,397 433,035 SH   OTR 1,2,4,5,6 0 433,035 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 996 28,913 SH   DFND 1,2 0 28,913 0
HEALTH CARE REIT INC COM 42217K106 122 2,280 SH   DFND 1 0 0 2,280
HEALTH CARE REIT INC COM 42217K106 429 8,000 SH   DFND 1 0 8,000 0
HEALTH CARE REIT INC COM 42217K106 4,691 87,573 SH   DFND 1,2 0 87,573 0
HEALTH NET INC COM 42222G108 171 5,753 SH   DFND 1,2,3 0 5,753 0
HEALTHCARE RLTY TR COM 421946104 342 16,063 SH   DFND 1,2 0 16,063 0
HEARTLAND PMT SYS INC COM 42235N108 2,013 40,398 SH   DFND 1,2 0 40,398 0
HEARTLAND PMT SYS INC COM 42235N108 2,852 57,218 SH   DFND 1,2,3 0 57,218 0
HELMERICH & PAYNE INC COM 423452101 410 4,882 SH   DFND 1,2 0 4,882 0
HELMERICH & PAYNE INC COM 423452101 3,091 36,758 SH   DFND 1,2,3 0 36,758 0
HENRY SCHEIN INC COM 806407102 991 8,669 SH   DFND 1,2 0 8,669 0
HERBALIFE LTD SHS G4412G101 2,923 37,138 SH   DFND 1,2 0 37,138 0
HERBALIFE LTD SHS G4412G101 142 1,809 SH   DFND 1,2,3 0 1,809 0
HERCULES OFFSHORE INC COM 427093109 0 14 SH   DFND 1,2 0 14 0
HERCULES OFFSHORE INC COM 427093109 0 6 SH   DFND 1,2,3 0 6 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 247 44,331 SH   DFND 1,2 0 44,331 0
HERSHEY CO COM 427866108 11,673 120,055 SH   DFND 1,2 0 120,055 0
HERSHEY CO COM 427866108 522 5,368 SH   DFND 1,2,3 0 5,368 0
HERTZ GLOBAL HLDGS INC COM 42805T105 2,247 78,519 SH   DFND 1,2 0 78,519 0
HERTZ GLOBAL HLDGS INC COM 42805T105 60 2,090 SH   DFND 1,2,3 0 2,090 0
HESS CORP COM 42809H107 4,757 57,314 SH   DFND 1,2 0 57,314 0
HESS CORP COM 42809H107 6,596 79,469 SH   DFND 1,2,3 0 79,469 0
HEWLETT PACKARD CO COM 428236103 783 28,000 SH   DFND 1 0 28,000 0
HEWLETT PACKARD CO COM 428236103 5,863 209,557 SH   DFND 1,2 0 209,557 0
HEWLETT PACKARD CO COM 428236103 5,131 183,375 SH   DFND 1,2,3 0 183,375 0
HIBBETT SPORTS INC COM 428567101 90 1,336 SH   DFND 1,2,3 0 1,336 0
HIGHWOODS PPTYS INC COM 431284108 600 16,598 SH   DFND 1,2 0 16,598 0
HITTITE MICROWAVE CORP COM 43365Y104 645 10,446 SH   DFND 1,2 0 10,446 0
HOLLYFRONTIER CORP COM 436106108 862 17,339 SH   DFND 1,2 0 17,339 0
HOLLYFRONTIER CORP COM 436106108 42 841 SH   DFND 1,2,3 0 841 0
HOLOGIC INC COM 436440101 2,508 112,219 SH   DFND 1,2 0 112,219 0
HOLOGIC INC COM 436440101 679 30,385 SH   DFND 1,2,3 0 30,385 0
HOME DEPOT INC COM 437076102 453 5,500 SH   DFND 1 0 5,500 0
HOME DEPOT INC COM 437076102 10,528 127,866 SH   DFND 1,2 0 127,866 0
HOME DEPOT INC COM 437076102 5,750 69,832 SH   DFND 1,2,3 0 69,832 0
HOME PPTYS INC COM 437306103 646 12,044 SH   DFND 1,2 0 12,044 0
HOME PPTYS INC COM 437306103 117 2,191 SH   DFND 1,2,3 0 2,191 0
HONEYWELL INTL INC COM 438516106 274 3,000 SH   DFND 1 0 3,000 0
HONEYWELL INTL INC COM 438516106 29,115 318,646 SH   DFND 1,2 0 318,646 0
HONEYWELL INTL INC COM 438516106 12,070 132,102 SH   DFND 1,2,3 0 132,102 0
HORMEL FOODS CORP COM 440452100 372 8,239 SH   DFND 1,2 0 8,239 0
HORMEL FOODS CORP COM 440452100 1,415 31,325 SH   DFND 1,2,3 0 31,325 0
HORNBECK OFFSHORE SVCS INC COM 440543106 513 10,422 SH   DFND 1,2,3 0 10,422 0
HOSPIRA INC COM 441060100 1,157 28,034 SH   DFND 1,2 0 28,034 0
HOSPITALITY PPTYS TR SH BEN INT 44106M102 813 30,093 SH   DFND 1,2 0 30,093 0
HOST HOTELS & RESORTS INC COM 44107P104 292 15,000 SH   DFND 1 0 15,000 0
HOST HOTELS & RESORTS INC COM 44107P104 6,046 311,033 SH   DFND 1,2 0 311,033 0
HOST HOTELS & RESORTS INC COM 44107P104 633 32,540 SH   DFND 1,2,3 0 32,540 0
HOWARD HUGHES CORP COM 44267D107 2 20 SH   DFND 1,2,3 0 20 0
HSN INC COM 404303109 172 2,755 SH   DFND 1,2,3 0 2,755 0
HUBBELL INC CL B 443510201 1,221 11,208 SH   DFND 1,2 0 11,208 0
HUBBELL INC CL B 443510201 2,703 24,823 SH   DFND 1,2,3 0 24,823 0
HUDSON CITY BANCORP COM 443683107 259 27,511 SH   DFND 1,2 0 27,511 0
HUDSON PAC PPTYS INC COM 444097109 408 18,653 SH   DFND 1,2 0 18,653 0
HUMANA INC COM 444859102 10,698 103,644 SH   DFND 1,2 0 103,644 0
HUMANA INC COM 444859102 5,022 48,653 SH   DFND 1,2,3 0 48,653 0
HUNT J B TRANS SVCS INC COM 445658107 1,555 20,122 SH   DFND 1,2 0 20,122 0
HUNT J B TRANS SVCS INC COM 445658107 1,792 23,182 SH   DFND 1,2,3 0 23,182 0
HUNTINGTON BANCSHARES INC COM 446150104 96 10,000 SH   DFND 1 0 10,000 0
HUNTINGTON BANCSHARES INC COM 446150104 632 65,466 SH   DFND 1,2 0 65,466 0
HUNTINGTON BANCSHARES INC COM 446150104 2,036 210,997 SH   DFND 1,2,3 0 210,997 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,699 18,878 SH   DFND 1,2,3 0 18,878 0
HUNTSMAN CORP COM 447011107 1,729 70,290 SH   DFND 1,2,3 0 70,290 0
HURON CONSULTING GROUP INC COM 447462102 129 2,058 SH   DFND 1,2,3 0 2,058 0
HYPERION THERAPEUTICS INC COM 44915N101 22 1,071 SH   DFND 1,2 0 1,071 0
HYPERION THERAPEUTICS INC COM 44915N101 107 5,273 SH   DFND 1,2,3 0 5,273 0
IAC INTERACTIVE CORP COM PAR $.001 44919P508 65 944 SH   DFND 1,2 0 944 0
ICON PLC SHS G4705A100 157 3,879 SH   DFND 1,2,3 0 3,879 0
ICONIX BRAND GROUP INC COM 451055107 461 11,621 SH   DFND 1,2,3 0 11,621 0
IDEX CORP COM 45167R104 220 2,976 SH   DFND 1,2,3 0 2,976 0
IDEXX LABS INC COM 45168D104 743 6,985 SH   DFND 1,2,3 0 6,985 0
IHS INC CL A 451734107 424 3,540 SH   DFND 1,2 0 3,540 0
ILLINOIS TOOL WKS INC COM 452308109 5,459 64,932 SH   DFND 1,2 0 64,932 0
ILLINOIS TOOL WKS INC COM 452308109 3,446 40,988 SH   DFND 1,2,3 0 40,988 0
ILLINOIS TOOL WKS INC COM 452308109 3,714 44,177 SH   OTR 1,2,4,5,6 0 44,177 0
ILLUMINA INC COM 452327109 1,201 10,858 SH   DFND 1,2 0 10,858 0
ILLUMINA INC COM 452327109 1,023 9,250 SH   DFND 1,2,3 0 9,250 0
IMMERSION CORP COM 452521107 107 10,322 SH   DFND 1,2,3 0 10,322 0
INFINITY PPTY & CAS CORP COM 45665Q103 74 1,027 SH   DFND 1,2,3 0 1,027 0
INFOSYS LTD SPON ADR 456788108 15 264 SH   DFND 1,2 0 264 0
ING US INC COM 45685E106 2,428 69,085 SH   DFND 1,2 0 69,085 0
INGERSOLL RAND PLC SHS G47791101 123 2,000 SH   DFND 1 0 2,000 0
INGERSOLL RAND PLC SHS G47791101 3,783 61,420 SH   DFND 1,2 0 61,420 0
INGERSOLL RAND PLC SHS G47791101 4,191 68,033 SH   DFND 1,2,3 0 68,033 0
INGREDION INC COM 457187102 2,791 40,773 SH   DFND 1,2 0 40,773 0
INGREDION INC COM 457187102 161 2,346 SH   OTR 1,2,4,5,6 0 2,346 0
INLAND REAL ESTATE CORP COM NEW 457461200 244 23,226 SH   DFND 1,2 0 23,226 0
INSIGHT ENTERPRISES INC COM 45765U103 69 3,054 SH   DFND 1,2,3 0 3,054 0
INSPERITY INC COM 45778Q107 84 2,334 SH   DFND 1,2,3 0 2,334 0
INTEGRA LIFESCIENES HLDGS C COM NEW 457985208 54 1,137 SH   DFND 1,2 0 1,137 0
INTEGRA LIFESCIENES HLDGS C COM NEW 457985208 34 707 SH   DFND 1,2,3 0 707 0
INTEGRYS ENERGY GROUP INC COM 45822P105 342 6,280 SH   DFND 1,2 0 6,280 0
INTEL CORP COM 458140100 123 4,733 SH   DFND 1 0 0 4,733
INTEL CORP COM 458140100 182 7,000 SH   DFND 1 0 7,000 0
INTEL CORP COM 458140100 30,313 1,167,916 SH   DFND 1,2 0 1,167,916 0
INTEL CORP COM 458140100 8,256 318,081 SH   DFND 1,2,3 0 318,081 0
INTEL CORP COM 458140100 16,992 654,659 SH   OTR 1,2,4,5,6 0 654,659 0
INTEL CORP SDCV 2.950%12/1 458140AD2 2,576 2,300,000 PRN   DFND 1,2 0 2,300,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 4,140 3,050,000 PRN   DFND 1,2 0 3,050,000 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 252 10,344 SH   DFND 1,2,3 0 10,344 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 2,768 12,306 SH   DFND 1,2 0 12,306 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 5 22 SH   DFND 1,2,3 0 22 0
INTERDIGITAL INC COM 45867G101 325 11,020 SH   DFND 1,2 0 11,020 0
INTERNATIONAL BANCSHARES COR COM 459044103 58 2,208 SH   DFND 1,2,3 0 2,208 0
INTERNATIONAL BUSINESS MACHS COM 459200101 146 776 SH   DFND 1 0 0 776
INTERNATIONAL BUSINESS MACHS COM 459200101 656 3,500 SH   DFND 1 0 3,500 0
INTERNATIONAL BUSINESS MACHS COM 459200101 50,843 271,062 SH   DFND 1,2 0 271,062 0
INTERNATIONAL BUSINESS MACHS COM 459200101 9 47 SH   DFND 1,2 0 47 0
INTERNATIONAL BUSINESS MACHS COM 459200101 12,342 65,798 SH   DFND 1,2,3 0 65,798 0
INTERNATIONAL FLAVORS&FRAGA COM 459506101 140 1,628 SH   DFND 1 0 1,628 0
INTERNATIONAL FLAVORS&FRAGA COM 459506101 675 7,856 SH   DFND 1,2 0 7,856 0
INTERNATIONAL FLAVORS&FRAGA COM 459506101 342 3,982 SH   DFND 1,2,3 0 3,982 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 435 23,965 SH   DFND 1,2 0 23,965 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 2,019 111,156 SH   DFND 1,2,3 0 111,156 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 1,619 1,525,000 PRN   DFND 1,2 0 1,525,000 0
INTERPUBLIC GROUP COS INC COM 460690100 702 39,639 SH   DFND 1,2 0 39,639 0
INTERPUBLIC GROUP COS INC COM 460690100 855 48,291 SH   DFND 1,2,3 0 48,291 0
INTERSIL CORP CL A 46069S109 344 29,972 SH   DFND 1,2 0 29,972 0
INTERSIL CORP CL A 46069S109 466 40,666 SH   DFND 1,2,3 0 40,666 0
INTERXION HLDG NV SHS N47279109 77 3,258 SH   DFND 1,2 0 3,258 0
INTEVAC INC COM 461148108 100 13,409 SH   DFND 1,2,3 0 13,409 0
INTL PAPER CO COM 460146103 245 5,000 SH   DFND 1 0 5,000 0
INTL PAPER CO COM 460146103 2,225 45,388 SH   DFND 1,2 0 45,388 0
INTL PAPER CO COM 460146103 1,456 29,706 SH   DFND 1,2,3 0 29,706 0
INTL PAPER CO COM 460146103 3,073 62,666 SH   OTR 1,2,4,5,6 0 62,666 0
INTUIT COM 461202103 7,556 99,010 SH   DFND 1,2 0 99,010 0
INTUIT COM 461202103 1,359 17,809 SH   DFND 1,2,3 0 17,809 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,066 5,380 SH   DFND 1,2 0 5,380 0
INTUITIVE SURGICAL INC COM NEW 46120E602 89 231 SH   DFND 1,2,3 0 231 0
INVESCO LTD SHS G491BT108 346 9,500 SH   DFND 1 0 9,500 0
INVESCO LTD SHS G491BT108 2,278 62,589 SH   DFND 1,2 0 62,589 0
INVESCO LTD SHS G491BT108 248 6,801 SH   DFND 1,2,3 0 6,801 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 175 8,495 SH   DFND 1,2,3 0 8,495 0
INVESTORS BANCORP INC COM 46146P102 166 6,486 SH   DFND 1,2,3 0 6,486 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 378 44,057 SH   DFND 1,2 0 44,057 0
IPC THE HOSPITALIST CO INC COM 44984A105 96 1,609 SH   DFND 1,2,3 0 1,609 0
IRON MOUNTAIN INC COM 462846106 548 18,057 SH   DFND 1,2 0 18,057 0
ISHARES INC MSCI AUST EFT 464286103 219 9,000 SH   DFND 1,2 0 9,000 0
ISHARES INC MSCI CDA ETF 464286509 350 12,000 SH   DFND 1,2 0 12,000 0
ISHARES INC MSCI STH KOR ETF 464286772 1,326 20,500 SH   DFND 1,2 0 20,500 0
ISHARES INC MSCI EMG MKT ETF 464287234 2,348 56,170 SH   DFND 1 0 56,170 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 7,333 227,800 SH   DFND 1,2 0 227,800 0
ISTAR FINL INC COM 45031U101 36 2,534 SH   DFND 1,2 0 2,534 0
ITAU UNIBANCO HLDG SA SP ADR REP PFD 465562106 184 13,536 SH   DFND 1,2 0 13,536 0
ITC HLDGS CORP COM 465685105 204 2,124 SH   DFND 1,2 0 2,124 0
ITRON INC COM 465741106 109 2,636 SH   DFND 1,2,3 0 2,636 0
ITRON INC COM 465741106 8,610 207,827 SH   OTR 1,2,4,5,6 0 207,827 0
ITT EDUCATIONAL SVCS INC COM 45068B109 24 719 SH   DFND 1,2,3 0 719 0
J J SNACK FOODS CORP COM 466032109 681 7,684 SH   DFND 1,2,3 0 7,684 0
JABIL CIRCUIT INC COM 466313103 865 49,587 SH   DFND 1,2 0 49,587 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,817 28,841 SH   DFND 1,2 0 28,841 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,579 25,070 SH   DFND 1,2,3 0 25,070 0
JANUS CAPITAL GROUP INC COM 47102X105 40 3,247 SH   DFND 1,2 0 3,247 0
JARDEN CORP COM 471109108 5,892 96,044 SH   DFND 1,2 0 96,044 0
JARDEN CORP COM 471109108 11 177 SH   DFND 1,2 0 177 0
JARDEN CORP COM 471109108 46 754 SH   DFND 1,2,3 0 754 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,814 14,330 SH   DFND 1,2 0 14,330 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 915 7,228 SH   DFND 1,2,3 0 7,228 0
JOHNSON & JOHNSON COM 478160104 186 2,036 SH   DFND 1 0 0 2,036
JOHNSON & JOHNSON COM 478160104 1,071 11,695 SH   DFND 1 0 11,695 0
JOHNSON & JOHNSON COM 478160104 65,444 714,535 SH   DFND 1,2 0 714,535 0
JOHNSON & JOHNSON COM 478160104 22,950 250,569 SH   DFND 1,2,3 0 250,569 0
JOHNSON CTLS INC COM 478366107 3,476 67,752 SH   DFND 1,2 0 67,752 0
JOHNSON CTLS INC COM 478366107 1,301 25,370 SH   DFND 1,2,3 0 25,370 0
JOHNSON CTLS INC COM 478366107 3,546 69,123 SH   OTR 1,2,4,5,6 0 69,123 0
JONES GROUP INC COM 48020T101 1,180 78,869 SH   DFND 1,2,3 0 78,869 0
JONES LANG LASALLE INC COM 48020Q107 51 494 SH   DFND 1,2,3 0 494 0
JOY GLOBAL INC COM 481165108 306 5,232 SH   DFND 1,2 0 5,232 0
JOY GLOBAL INC COM 481165108 1,554 26,562 SH   DFND 1,2,3 0 26,562 0
JP MORGAN CHASE & CO COM 46625H100 576 9,850 SH   DFND 1 0 9,850 0
JP MORGAN CHASE & CO COM 46625H100 56,764 970,653 SH   DFND 1,2 0 970,653 0
JP MORGAN CHASE & CO COM 46625H100 19,418 332,051 SH   DFND 1,2,3 0 332,051 0
JP MORGAN CHASE & CO COM 46625H100 9,548 163,270 SH   OTR 1,2,4,5,6 0 163,270 0
JUNIPER NETWORKS INC COM 48203R104 741 32,812 SH   DFND 1,2 0 32,812 0
JUNIPER NETWORKS INC COM 48203R104 601 26,608 SH   DFND 1,2,3 0 26,608 0
KADANT INC COM 48282T104 183 4,523 SH   DFND 1,2,3 0 4,523 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,170 16,659 SH   DFND 1,2 0 16,659 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 224 3,183 SH   DFND 1,2,3 0 3,183 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,528 20,417 SH   DFND 1,2 0 20,417 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,930 15,587 SH   DFND 1,2,3 0 15,587 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 102 3,669 SH   DFND 1,2,3 0 3,669 0
KBR INC COM 48242W106 9,035 283,329 SH   DFND 1,2 0 283,329 0
KBR INC COM 48242W106 14 437 SH   DFND 1,2 0 437 0
KBR INC COM 48242W106 1,928 60,470 SH   DFND 1,2,3 0 60,470 0
KELLOGG CO COM 487836108 915 14,976 SH   DFND 1,2 0 14,976 0
KELLOGG CO COM 487836108 1,023 16,757 SH   DFND 1,2,3 0 16,757 0
KELLOGG CO COM 487836108 306 5,014 SH   OTR 1,2,4,5,6 0 5,014 0
KEMPER CORP DEL COM 488401100 80 1,968 SH   DFND 1,2,3 0 1,968 0
KENNAMETAL INC COM 489170100 604 11,609 SH   DFND 1,2,3 0 11,609 0
KEYCORP NEW COM 493267108 1,539 114,670 SH   DFND 1,2 0 114,670 0
KEYCORP NEW COM 493267108 4,891 364,419 SH   DFND 1,2,3 0 364,419 0
KILROY RLTY CORP COM 49427F108 875 17,446 SH   DFND 1,2 0 17,446 0
KIMBERLY CLARK CORP COM 494368103 7,764 74,323 SH   DFND 1,2 0 74,323 0
KIMBERLY CLARK CORP COM 494368103 6,376 61,037 SH   DFND 1,2,3 0 61,037 0
KIMBERLY CLARK CORP COM 494368103 12,289 117,646 SH   OTR 1,2,4,5,6 0 117,646 0
KIMCO RLTY CORP COM 49446R109 267 13,500 SH   DFND 1 0 13,500 0
KIMCO RLTY CORP COM 49446R109 2,100 106,328 SH   DFND 1,2 0 106,328 0
KIMCO RLTY CORP COM 49446R109 56 2,848 SH   DFND 1,2,3 0 2,848 0
KINDER MORGAN INC DEL COM 49456B101 1,604 44,542 SH   DFND 1,2 0 44,542 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 51 12,444 SH   DFND 1,2 0 12,444 0
KINDER MORGAN MGMT LLC SHS 49455U100 659 8,716 SH   DFND 1,2 0 8,716 0
KINDER MORGAN MGMT LLC SHS 49455U100 46 607 SH   DFND 1,2,3 0 607 0
KITE RLTY GROUP TR COM 49803T102 177 26,879 SH   DFND 1,2 0 26,879 0
KLA-TENCOR CORP COM 482480100 129 2,000 SH   DFND 1 0 2,000 0
KLA-TENCOR CORP COM 482480100 1,237 19,190 SH   DFND 1,2 0 19,190 0
KLA-TENCOR CORP COM 482480100 341 5,294 SH   DFND 1,2,3 0 5,294 0
KOHLS CORP COM 500255104 2,854 50,282 SH   DFND 1,2 0 50,282 0
KOHLS CORP COM 500255104 2,003 35,299 SH   DFND 1,2,3 0 35,299 0
KOREA ELECTRIC PWR SPON ADR 500631106 27 1,650 SH   DFND 1 0 1,650 0
KOSMOS ENERGY LTD SHS G5315B107 365 32,664 SH   DFND 1,2 0 32,664 0
KRAFT FOODS GROUP INC COM 50076Q106 4,366 80,991 SH   DFND 1,2 0 80,991 0
KRAFT FOODS GROUP INC COM 50076Q106 1,285 23,838 SH   DFND 1,2,3 0 23,838 0
KRISPY KREME DOUGHNUTS INC COM 501014104 1,135 58,859 SH   DFND 1,2,3 0 58,859 0
KROGER CO COM 501044101 2,473 62,559 SH   DFND 1,2 0 62,559 0
KROGER CO COM 501044101 2,491 63,005 SH   DFND 1,2,3 0 63,005 0
KULICKE & SOFFA INDS COM 501242101 192 14,400 SH   DFND 1,2,3 0 14,400 0
L BRANDS INC COM 501797104 464 7,500 SH   DFND 1 0 7,500 0
L BRANDS INC COM 501797104 1,898 30,684 SH   DFND 1,2 0 30,684 0
L BRANDS INC COM 501797104 652 10,545 SH   DFND 1,2,3 0 10,545 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 87 814 SH   DFND 1,2 0 814 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 914 9,999 SH   DFND 1,2 0 9,999 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 847 9,274 SH   DFND 1,2,3 0 9,274 0
LAM RESEARCH CORP COM 512807108 525 9,634 SH   DFND 1,2 0 9,634 0
LAM RESEARCH CORP COM 512807108 1,812 33,272 SH   DFND 1,2,3 0 33,272 0
LAMAR ADVERTISING CO CL A 512815101 2,045 39,134 SH   DFND 1,2,3 0 39,134 0
LAS VEGAS SANDS CORP COM 517834107 4,426 56,114 SH   DFND 1,2 0 56,114 0
LAS VEGAS SANDS CORP COM 517834107 311 3,941 SH   DFND 1,2,3 0 3,941 0
LASALLE HOTEL PPTYS SH BEN INT 517942108 635 20,579 SH   DFND 1,2 0 20,579 0
LASALLE HOTEL PPTYS SH BEN INT 517942108 157 5,084 SH   DFND 1,2,3 0 5,084 0
LATAM AIRLS GROUP S A SPON ADR 51817R106 535 32,777 SH   DFND 1,2 0 32,777 0
LATAM AIRLS GROUP S A SPON ADR 51817R106 578 35,460 SH   DFND 1,2,3 0 35,460 0
LAUDER ESTEE COS INC CL A 518439104 151 2,000 SH   DFND 1 0 2,000 0
LAUDER ESTEE COS INC CL A 518439104 5,835 77,472 SH   DFND 1,2 0 77,472 0
LAUDER ESTEE COS INC CL A 518439104 14,750 195,837 SH   DFND 1,2,3 0 195,837 0
LAYNE CHRISTENSEN CO COM 521050104 1,023 59,881 SH   OTR 1,2,4,5,6 0 59,881 0
LEGG MASON INC COM 524901105 5,851 134,566 SH   DFND 1,2 0 134,566 0
LEGG MASON INC COM 524901105 10 235 SH   DFND 1,2 0 235 0
LEGG MASON INC COM 524901105 7,079 162,817 SH   DFND 1,2,3 0 162,817 0
LEGGETT & PLATT INC COM 524660107 895 28,927 SH   DFND 1,2 0 28,927 0
LEGGETT & PLATT INC COM 524660107 205 6,613 SH   DFND 1,2,3 0 6,613 0
LEIDOS HLDGS INC COM 525327102 301 6,471 SH   DFND 1,2 0 6,471 0
LEIDOS HLDGS INC COM 525327102 568 12,228 SH   DFND 1,2,3 0 12,228 0
LENNAR CORP CL A 526057104 331 8,362 SH   DFND 1,2 0 8,362 0
LEUCADIA NATL CORP COM 527288104 489 17,244 SH   DFND 1,2 0 17,244 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,111 33,494 SH   DFND 1,2 0 33,494 0
LEXINGTON RLTY TR COM 529043101 423 41,449 SH   DFND 1,2 0 41,449 0
LEXMARK INTL INC NEW CL A 529771107 357 10,039 SH   DFND 1,2 0 10,039 0
LEXMARK INTL INC NEW CL A 529771107 2,207 62,126 SH   DFND 1,2,3 0 62,126 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 83 3,439 SH   DFND 1,2,3 0 3,439 0
LIBERTY GLOBAL INC COM SER A G5480U104 2,501 28,106 SH   DFND 1,2 0 28,106 0
LIBERTY GLOBAL INC COM SER A G5480U104 5,035 56,568 SH   DFND 1,2,3 0 56,568 0
LIBERTY GLOBAL INC COM SER C G5480U120 1,005 11,922 SH   DFND 1,2 0 11,922 0
LIBERTY GLOBAL INC COM SER C G5480U120 205 2,435 SH   DFND 1,2,3 0 2,435 0
LIBERTY INTERACTIVE CORP COM SER A 53071M104 973 33,147 SH   DFND 1,2 0 33,147 0
LIBERTY INTERACTIVE CORP COM SER A 53071M104 6,612 225,292 SH   DFND 1,2,3 0 225,292 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 31 249 SH   DFND 1,2 0 249 0
LIBERTY MEDIA CORP CL A 531229102 851 5,819 SH   DFND 1,2 0 5,819 0
LIBERTY PPTY TR SH BEN INT 531172104 1,151 33,971 SH   DFND 1,2 0 33,971 0
LIFE TECHNOLOGIES CORP COM 53217V109 1,079 14,233 SH   DFND 1,2 0 14,233 0
LIFE TECHNOLOGIES CORP COM 53217V109 1,222 16,120 SH   DFND 1,2,3 0 16,120 0
LIFEPOINT HOSPITALS INC COM 53219L109 578 10,931 SH   DFND 1,2,3 0 10,931 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 1,208 1,100,000 PRN   DFND 1,2 0 1,100,000 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 44 843 SH   DFND 1,2,3 0 843 0
LILLY ELI & CO COM 532457108 153 3,000 SH   DFND 1 0 3,000 0
LILLY ELI & CO COM 532457108 3,304 64,786 SH   DFND 1,2 0 64,786 0
LILLY ELI & CO COM 532457108 2,409 47,227 SH   DFND 1,2,3 0 47,227 0
LILLY ELI & CO COM 532457108 28,385 556,565 SH   OTR 1,2,4,5,6 0 556,565 0
LIMONEIRA CO COM 532746104 145 5,436 SH   OTR 1,2,4,5,6 0 5,436 0
LINCOLN NATL CORP IND COM 534187109 1,144 22,170 SH   DFND 1,2 0 22,170 0
LINCOLN NATL CORP IND COM 534187109 479 9,279 SH   DFND 1,2,3 0 9,279 0
LINDSAY CORP COM 535555106 66 798 SH   DFND 1,2,3 0 798 0
LINDSAY CORP COM 535555106 125 1,512 SH   OTR 1,2,4,5,6 0 1,512 0
LINEAR TECHNOLOGY CORP COM 535678106 2,443 53,638 SH   DFND 1,2 0 53,638 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 1,288 1,125,000 PRN   DFND 1,2 0 1,125,000 0
LINKEDIN CORP CL A 53578A108 1,310 6,041 SH   DFND 1,2 0 6,041 0
LINKEDIN CORP CL A 53578A108 7,008 32,318 SH   DFND 1,2,3 0 32,318 0
LITTLEFUSE INC COM 537008104 175 1,884 SH   DFND 1,2,3 0 1,884 0
LKQ CORP COM 501889208 591 17,969 SH   DFND 1,2 0 17,969 0
LKQ CORP COM 501889208 359 10,905 SH   OTR 1,2,4,5,6 0 10,905 0
LOCKHEED MARTIN CORP COM 539830109 292 1,965 SH   DFND 1,2 0 1,965 0
LOEWS CORP COM 540424108 121 2,500 SH   DFND 1 0 2,500 0
LOEWS CORP COM 540424108 962 19,942 SH   DFND 1,2 0 19,942 0
LOGMEIN INC COM 54142L109 84 2,500 SH   DFND 1,2,3 0 2,500 0
LORILLARD INC COM 544147101 6,945 137,028 SH   DFND 1,2 0 137,028 0
LORILLARD INC COM 544147101 1,888 37,258 SH   DFND 1,2,3 0 37,258 0
LORILLARD INC COM 544147101 18,810 371,150 SH   OTR 1,2,4,5,6 0 371,150 0
LOWES COS INC COM 548661107 8,161 164,706 SH   DFND 1,2 0 164,706 0
LOWES COS INC COM 548661107 6,646 134,137 SH   DFND 1,2,3 0 134,137 0
LSI CORPORATION COM 502161102 282 25,586 SH   DFND 1,2 0 25,586 0
LSI CORPORATION COM 502161102 606 54,943 SH   DFND 1,2,3 0 54,943 0
LTC PPTYS INC COM 502175102 316 8,921 SH   DFND 1,2 0 8,921 0
LULULEMON ATHLETICA INC COM 550021109 334 5,662 SH   DFND 1,2 0 5,662 0
LUMOS NETWORKS CORP COM 550283105 89 4,244 SH   DFND 1,2,3 0 4,244 0
LYDALL INC COM 550819106 122 6,911 SH   DFND 1,2,3 0 6,911 0
LYONDELLBASELL INDS NV SHS - A - N53745100 361 4,500 SH   DFND 1 0 4,500 0
LYONDELLBASELL INDS NV SHS - A - N53745100 24,705 307,731 SH   DFND 1,2 0 307,731 0
LYONDELLBASELL INDS NV SHS - A - N53745100 1,635 20,360 SH   DFND 1,2,3 0 20,360 0
M&T BANK CORP COM 55261F104 733 6,296 SH   DFND 1,2 0 6,296 0
MACERICH CO COM 554382101 100 1,700 SH   DFND 1 0 1,700 0
MACERICH CO COM 554382101 3,659 62,129 SH   DFND 1,2 0 62,129 0
MACK CALI RLTY CORP COM 554489104 297 13,831 SH   DFND 1,2 0 13,831 0
MACYS INC COM 55616P104 187 3,500 SH   DFND 1 0 3,500 0
MACYS INC COM 55616P104 1,783 33,381 SH   DFND 1,2 0 33,381 0
MACYS INC COM 55616P104 15,496 290,194 SH   DFND 1,2,3 0 290,194 0
MACYS INC COM 55616P104 2,376 44,501 SH   OTR 1,2,4,5,6 0 44,501 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 1,874 31,281 SH   DFND 1,2 0 31,281 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 2,563 42,784 SH   DFND 1,2,3 0 42,784 0
MALLINCKRODT PLC SHS G5785G107 1,143 21,878 SH   DFND 1,2 0 21,878 0
MALLINCKRODT PLC SHS G5785G107 1,575 30,140 SH   DFND 1,2,3 0 30,140 0
MANHATTAN ASSOCIATES INC COM 562750109 155 5,291 SH   DFND 1,2,3 0 5,291 0
MANPOWER GROUP INC COM 56418H100 1,529 17,805 SH   DFND 1,2 0 17,805 0
MANPOWER GROUP INC COM 56418H100 1,422 16,563 SH   DFND 1,2,3 0 16,563 0
MARATHON OIL CORP COM 565849106 7,856 222,543 SH   DFND 1,2 0 222,543 0
MARATHON OIL CORP COM 565849106 463 13,104 SH   DFND 1,2,3 0 13,104 0
MARATHON PETE CORP COM 56585A102 8,082 88,105 SH   DFND 1,2 0 88,105 0
MARATHON PETE CORP COM 56585A102 2,861 31,189 SH   DFND 1,2,3 0 31,189 0
MARCUS CORP COM 566330106 37 2,728 SH   DFND 1,2,3 0 2,728 0
MARKETAXESS HLDGS INC COM 57060D108 840 12,544 SH   DFND 1,2,3 0 12,544 0
MARRIOTT INTL INC NEW CL A 571903202 679 13,755 SH   DFND 1,2 0 13,755 0
MARRIOTT INTL INC NEW CL A 571903202 12,954 262,481 SH   DFND 1,2,3 0 262,481 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 665 12,607 SH   DFND 1,2,3 0 12,607 0
MARSH & MCLENNAN COS INC COM 571748102 400 8,265 SH   DFND 1 0 8,265 0
MARSH & MCLENNAN COS INC COM 571748102 1,634 33,792 SH   DFND 1,2 0 33,792 0
MARSH & MCLENNAN COS INC COM 571748102 601 12,427 SH   DFND 1,2,3 0 12,427 0
MARTIN MARIETTA MATLS INC COM 573284106 209 2,091 SH   DFND 1,2 0 2,091 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 480 33,366 SH   DFND 1,2 0 33,366 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,256 87,336 SH   DFND 1,2,3 0 87,336 0
MASCO CORP COM 574599106 1,383 60,730 SH   DFND 1,2 0 60,730 0
MASCO CORP COM 574599106 773 33,950 SH   DFND 1,2,3 0 33,950 0
MASIMO CORP COM 574795100 51 1,751 SH   DFND 1,2,3 0 1,751 0
MASTEC INC COM 576323109 308 9,398 SH   DFND 1,2 0 9,398 0
MASTEC INC COM 576323109 1,667 50,951 SH   DFND 1,2,3 0 50,951 0
MASTERCARD INC CL A 57636Q104 1,086 1,300 SH   DFND 1 0 1,300 0
MASTERCARD INC CL A 57636Q104 8,771 10,498 SH   DFND 1,2 0 10,498 0
MASTERCARD INC CL A 57636Q104 657 786 SH   DFND 1,2,3 0 786 0
MATERION CORP COM 576690101 149 4,823 SH   DFND 1,2,3 0 4,823 0
MATSON INC COM 57686G105 748 28,647 SH   DFND 1,2,3 0 28,647 0
MATTEL INC COM 577081102 476 10,000 SH   DFND 1 0 10,000 0
MATTEL INC COM 577081102 1,197 25,166 SH   DFND 1,2 0 25,166 0
MATTEL INC COM 577081102 1,383 29,068 SH   DFND 1,2,3 0 29,068 0
MATTEL INC COM 577081102 8,496 178,556 SH   OTR 1,2,4,5,6 0 178,556 0
MATTHEWS INTL CORP CL A 577128101 427 10,026 SH   DFND 1,2,3 0 10,026 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,879 139,019 SH   DFND 1,2 0 139,019 0
MAXIM INTEGRATED PRODS INC COM 57772K101 7,188 257,631 SH   DFND 1,2,3 0 257,631 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,937 141,128 SH   OTR 1,2,4,5,6 0 141,128 0
MAXIMUS INC COM 577933104 736 16,736 SH   DFND 1,2,3 0 16,736 0
MB FINANCIAL INC NEW COM 55264U108 10 299 SH   DFND 1,2,3 0 299 0
MCCORMICK & CO INC COM NON VTG 579780206 241 3,500 SH   DFND 1 0 3,500 0
MCCORMICK & CO INC COM NON VTG 579780206 450 6,530 SH   DFND 1,2 0 6,530 0
MCDONALDS CORP COM 580135101 534 5,500 SH   DFND 1 0 5,500 0
MCDONALDS CORP COM 580135101 15,897 163,832 SH   DFND 1,2 0 163,832 0
MCDONALDS CORP COM 580135101 2,717 28,001 SH   DFND 1,2,3 0 28,001 0
MCGRAW HILL FINL INC COM 580645109 626 8,000 SH   DFND 1 0 8,000 0
MCGRAW HILL FINL INC COM 580645109 2,996 38,311 SH   DFND 1,2 0 38,311 0
MCGRAW HILL FINL INC COM 580645109 935 11,959 SH   DFND 1,2,3 0 11,959 0
MCKESSON CORP COM 58155Q103 726 4,500 SH   DFND 1 0 4,500 0
MCKESSON CORP COM 58155Q103 17,935 111,124 SH   DFND 1,2 0 111,124 0
MCKESSON CORP COM 58155Q103 11,420 70,758 SH   DFND 1,2,3 0 70,758 0
MDC HLDGS INC COM 552676108 75 2,328 SH   DFND 1,2,3 0 2,328 0
MDU RES GROUP INC COM 552690109 402 13,169 SH   DFND 1,2 0 13,169 0
MDU RES GROUP INC COM 552690109 130 4,269 SH   DFND 1,2,3 0 4,269 0
MEAD JOHNSON NUTRITION CO COM 582839106 5,084 60,694 SH   DFND 1,2 0 60,694 0
MEAD JOHNSON NUTRITION CO COM 582839106 912 10,893 SH   DFND 1,2,3 0 10,893 0
MEADWESTVACO CORP COM 583334107 1,092 29,562 SH   DFND 1,2 0 29,562 0
MEADWESTVACO CORP COM 583334107 58 1,580 SH   DFND 1,2,3 0 1,580 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,376 194,403 SH   DFND 1,2 0 194,403 0
MEDICAL PPTYS TRUST INC COM 58463J304 52 4,248 SH   DFND 1,2,3 0 4,248 0
MEDIVATION INC COM 58501N101 2,281 35,741 SH   DFND 1,2 0 35,741 0
MEDIVATION INC COM 58501N101 1,084 16,983 SH   DFND 1,2,3 0 16,983 0
MEDTRONIC INC COM 585055106 344 6,000 SH   DFND 1 0 6,000 0
MEDTRONIC INC COM 585055106 18,291 318,707 SH   DFND 1,2 0 318,707 0
MEDTRONIC INC COM 585055106 4,650 81,026 SH   DFND 1,2,3 0 81,026 0
MEDTRONIC INC COM 585055106 3,546 61,792 SH   OTR 1,2,4,5,6 0 61,792 0
MENS WEARHOUSE INC COM 587118100 267 5,218 SH   DFND 1,2,3 0 5,218 0
MERCK & CO INC NEW COM 58933Y105 651 13,000 SH   DFND 1 0 13,000 0
MERCK & CO INC NEW COM 58933Y105 38,721 773,651 SH   DFND 1,2 0 773,651 0
MERCK & CO INC NEW COM 58933Y105 12,491 249,572 SH   DFND 1,2,3 0 249,572 0
MERCK & CO INC NEW COM 58933Y105 4,859 97,081 SH   OTR 1,2,4,5,6 0 97,081 0
MERIDIAN BIOSCIENCE INC COM 589584101 21 792 SH   DFND 1,2,3 0 792 0
MERITAGE HOMES CORP COM 59001A102 126 2,617 SH   DFND 1,2,3 0 2,617 0
METHODE ELECTRS INC COM 591520200 57 1,666 SH   DFND 1,2,3 0 1,666 0
METLIFE INC COM 59156R108 21,075 390,860 SH   DFND 1,2 0 390,860 0
METLIFE INC COM 59156R108 6,182 114,660 SH   DFND 1,2,3 0 114,660 0
METTLER TOLEDO INTERNATIONAL COM 592688105 271 1,117 SH   DFND 1,2 0 1,117 0
METTLER TOLEDO INTERNATIONAL COM 592688105 572 2,359 SH   DFND 1,2,3 0 2,359 0
MGM RESORTS INTERNATIONAL COM 552953101 623 26,468 SH   DFND 1,2 0 26,468 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2,094 1,525,000 PRN   DFND 1,2 0 1,525,000 0
MICHAEL KORS HLDGS LTD SHS G60754101 929 11,446 SH   DFND 1,2 0 11,446 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,464 30,343 SH   DFND 1,2,3 0 30,343 0
MICROCHIP TECHNOLOGY INC COM 595017104 497 11,104 SH   DFND 1,2 0 11,104 0
MICROCHIP TECHNOLOGY INC COM 595017104 165 3,696 SH   DFND 1,2,3 0 3,696 0
MICRON TECHNOLOGY INC COM 595112103 2,283 104,986 SH   DFND 1,2 0 104,986 0
MICRON TECHNOLOGY INC COM 595112103 1,053 48,399 SH   DFND 1,2,3 0 48,399 0
MICROSOFT CORP COM 594918104 150 4,016 SH   DFND 1 0 0 4,016
MICROSOFT CORP COM 594918104 748 20,000 SH   DFND 1 0 20,000 0
MICROSOFT CORP COM 594918104 61,532 1,644,788 SH   DFND 1,2 0 1,644,788 0
MICROSOFT CORP COM 594918104 9 231 SH   DFND 1,2 0 231 0
MICROSOFT CORP COM 594918104 11,953 319,519 SH   DFND 1,2,3 0 319,519 0
MICROSOFT CORP COM 594918104 27,434 733,334 SH   OTR 1,2,4,5,6 0 733,334 0
MID-AMER APT CMNTYS INC COM 59522J103 899 14,799 SH   DFND 1,2 0 14,799 0
MID-AMER APT CMNTYS INC COM 59522J103 67 1,105 SH   DFND 1,2,3 0 1,105 0
MINERALS TECHNOLOGIES INC COM 603158106 3,466 57,706 SH   DFND 1,2,3 0 57,706 0
MISTRAS GROUP INC COM 60649T107 456 21,857 SH   DFND 1,2,3 0 21,857 0
MITEL NETWORKS CORP COM 60671Q104 319 31,634 SH   DFND 1,2,3 0 31,634 0
MOBILE MINI INC COM 60740F105 17 417 SH   DFND 1,2,3 0 417 0
MOBILE TELESYSTEMS OJSC SPON ADR 607409109 3,554 164,300 SH   DFND 1 0 164,300 0
MOBILE TELESYSTEMS OJSC SPON ADR 607409109 5,670 262,151 SH   DFND 1,2 0 262,151 0
MOBILE TELESYSTEMS OJSC SPON ADR 607409109 1,089 50,355 SH   DFND 1,2,3 0 50,355 0
MOHAWK INDS INC COM 608190104 2,068 13,888 SH   DFND 1,2 0 13,888 0
MOHAWK INDS INC COM 608190104 912 6,127 SH   DFND 1,2,3 0 6,127 0
MOLINA HEALTHCARE INC COM 60855R100 573 16,481 SH   DFND 1,2,3 0 16,481 0
MOLSON COORS BREWING CO CL B 60871R209 4,935 87,892 SH   DFND 1,2 0 87,892 0
MOLSON COORS BREWING CO CL B 60871R209 790 14,063 SH   DFND 1,2,3 0 14,063 0
MONARCH CASINO & RESORT INC COM 609027107 43 2,136 SH   DFND 1,2,3 0 2,136 0
MONDELEZ INTL INC CL A 609207105 635 18,000 SH   DFND 1 0 18,000 0
MONDELEZ INTL INC CL A 609207105 14,923 422,748 SH   DFND 1,2 0 422,748 0
MONDELEZ INTL INC CL A 609207105 1,971 55,847 SH   DFND 1,2,3 0 55,847 0
MONRO MUFFLER BRAKE INC COM 610236101 66 1,163 SH   DFND 1,2,3 0 1,163 0
MONSANTO CO NEW COM 61166W101 117 1,000 SH   DFND 1 0 1,000 0
MONSANTO CO NEW COM 61166W101 7,527 64,578 SH   DFND 1,2 0 64,578 0
MONSANTO CO NEW COM 61166W101 283 2,427 SH   DFND 1,2,3 0 2,427 0
MONSANTO CO NEW COM 61166W101 177 1,520 SH   OTR 1,2,4,5,6 0 1,520 0
MONSTER BEVERAGE CORP COM 611740101 27,344 403,486 SH   DFND 1,2 0 403,486 0
MONSTER BEVERAGE CORP COM 611740101 16 233 SH   DFND 1,2 0 233 0
MONTPELIER RE HLDGS LTD SHS G62185106 530 18,228 SH   DFND 1,2,3 0 18,228 0
MOODYS CORP COM 615369105 1,345 17,137 SH   DFND 1,2 0 17,137 0
MORGAN STANLEY COM NEW 617446448 188 6,000 SH   DFND 1 0 6,000 0
MORGAN STANLEY COM NEW 617446448 2,950 94,084 SH   DFND 1,2 0 94,084 0
MORGAN STANLEY COM NEW 617446448 6,317 201,438 SH   DFND 1,2,3 0 201,438 0
MOSAIC CO NEW COM 61945C103 2,509 53,079 SH   DFND 1,2 0 53,079 0
MOSAIC CO NEW COM 61945C103 64 1,346 SH   DFND 1,2,3 0 1,346 0
MOSAIC CO NEW COM 61945C103 106 2,252 SH   OTR 1,2,4,5,6 0 2,252 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 405 6,000 SH   DFND 1 0 6,000 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 16,293 241,371 SH   DFND 1,2 0 241,371 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,880 72,291 SH   DFND 1,2,3 0 72,291 0
MOVADO GROUP COM 624580106 9 210 SH   DFND 1,2,3 0 210 0
MSC INDL DIRECT INC CL A 553530106 394 4,878 SH   DFND 1,2 0 4,878 0
MSC INDL DIRECT INC CL A 553530106 1,601 19,797 SH   DFND 1,2,3 0 19,797 0
MTS SYS CORP COM 553777103 75 1,051 SH   DFND 1,2,3 0 1,051 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 61 1,959 SH   DFND 1,2,3 0 1,959 0
MURPHY OIL CORP COM 626717102 2,154 33,203 SH   DFND 1,2 0 33,203 0
MURPHY OIL CORP COM 626717102 6,298 97,077 SH   DFND 1,2,3 0 97,077 0
MURPHY USA INC COM 626755102 53 1,280 SH   DFND 1,2 0 1,280 0
MWI VETERINARY SUPPLY INC COM 55402X105 218 1,285 SH   DFND 1,2,3 0 1,285 0
MYLAN INC COM 628530107 1,203 27,715 SH   DFND 1,2 0 27,715 0
MYLAN INC COM 628530107 4,206 96,905 SH   DFND 1,2,3 0 96,905 0
MYRIAD GENETICS INC COM 62855J104 687 32,759 SH   DFND 1,2,3 0 32,759 0
NABORS INDS LTD SHS G6359F103 308 18,130 SH   DFND 1,2 0 18,130 0
NACCO INDS INC CL A 629579103 150 2,418 SH   DFND 1,2,3 0 2,418 0
NASDAQ OMX GROUP INC COM 631103108 787 19,780 SH   DFND 1,2 0 19,780 0
NASDAQ OMX GROUP INC COM 631103108 402 10,094 SH   DFND 1,2,3 0 10,094 0
NATIONAL HEALTH INVS INC COM 63633D104 420 7,486 SH   DFND 1,2 0 7,486 0
NATIONAL OILWELL VARCO INC COM 637071101 3,899 49,022 SH   DFND 1,2 0 49,022 0
NATIONAL OILWELL VARCO INC COM 637071101 356 4,481 SH   DFND 1,2,3 0 4,481 0
NATIONAL PRESTO INDS COM 637215104 64 790 SH   DFND 1,2,3 0 790 0
NATIONAL RETAIL PPTYS INC COM 637417106 722 23,805 SH   DFND 1,2 0 23,805 0
NATIONAL WESTN LIFE INS CO CL A 638522102 101 451 SH   DFND 1,2,3 0 451 0
NATUS MEDICAL INC COM 639050103 137 6,087 SH   DFND 1,2,3 0 6,087 0
NAVIGANT CONSULTING INC COM 63935N107 91 4,742 SH   DFND 1,2,3 0 4,742 0
NAVISTAR INTL CORP NEW COM 63934E108 1,527 39,977 SH   DFND 1,2,3 0 39,977 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 930 900,000 PRN   DFND 1,2 0 900,000 0
NEENAH PAPER INC COM 640079109 156 3,656 SH   DFND 1,2,3 0 3,656 0
NETAPP INC COM 64110D104 6,924 168,292 SH   DFND 1,2 0 168,292 0
NETFLIX INC COM 64110L106 1,188 3,227 SH   DFND 1,2 0 3,227 0
NETGEAR INC COM 64111Q104 116 3,529 SH   DFND 1,2,3 0 3,529 0
NETSUITE COM 64118Q107 133 1,293 SH   DFND 1,2 0 1,293 0
NEUSTAR INC CL A 64126X201 2,897 58,104 SH   DFND 1,2 0 58,104 0
NEUSTAR INC CL A 64126X201 3,670 73,603 SH   DFND 1,2,3 0 73,603 0
NEW JERSEY RES COM 646025106 2,915 63,037 SH   DFND 1,2 0 63,037 0
NEW YORK CMNTY BANCORP INC COM 649445103 462 27,439 SH   DFND 1,2 0 27,439 0
NEWELL RUBBERMAID INC COM 651229106 1,254 38,686 SH   DFND 1,2 0 38,686 0
NEWELL RUBBERMAID INC COM 651229106 101 3,112 SH   DFND 1,2,3 0 3,112 0
NEWFIELD EXPLORATION CO COM 651290108 329 13,349 SH   DFND 1,2 0 13,349 0
NEWMARKET CORP COM 651587107 1,521 4,552 SH   DFND 1,2 0 4,552 0
NEWMARKET CORP COM 651587107 790 2,364 SH   DFND 1,2,3 0 2,364 0
NEWMONT MINING CORP COM 651639106 7,225 313,742 SH   DFND 1,2 0 313,742 0
NEWMONT MINING CORP COM 651639106 889 38,618 SH   DFND 1,2,3 0 38,618 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1,140 1,150,000 PRN   DFND 1,2 0 1,150,000 0
NEWPORT CORP COM 651824104 137 7,598 SH   DFND 1,2,3 0 7,598 0
NEWS CORP NEW CL A 65249B109 1,070 59,390 SH   DFND 1,2 0 59,390 0
NEWS CORP NEW CL B 65249B208 60 3,355 SH   DFND 1,2 0 3,355 0
NEXTERA ENERGY INC COM 65339F101 24 285 SH   DFND 1 0 285 0
NEXTERA ENERGY INC COM 65339F101 3,258 38,054 SH   DFND 1,2 0 38,054 0
NIELSEN HLDGS NV COM N63218106 668 14,546 SH   DFND 1,2 0 14,546 0
NIKE INC CL B 654106103 236 3,000 SH   DFND 1 0 3,000 0
NIKE INC CL B 654106103 6,628 84,279 SH   DFND 1,2 0 84,279 0
NIKE INC CL B 654106103 2,031 25,822 SH   DFND 1,2,3 0 25,822 0
NISOURCE INC COM 65473P105 66 2,000 SH   DFND 1 0 2,000 0
NISOURCE INC COM 65473P105 725 22,036 SH   DFND 1,2 0 22,036 0
NISOURCE INC COM 65473P105 54 1,650 SH   DFND 1,2,3 0 1,650 0
NOBLE CORP PLC SHS USD G65431101 300 8,000 SH   DFND 1 0 8,000 0
NOBLE CORP PLC SHS USD G65431101 545 14,555 SH   DFND 1,2 0 14,555 0
NOBLE ENERGY INC COM 655044105 341 5,000 SH   DFND 1 0 5,000 0
NOBLE ENERGY INC COM 655044105 2,835 41,626 SH   DFND 1,2 0 41,626 0
NOBLE ENERGY INC COM 655044105 183 2,684 SH   DFND 1,2,3 0 2,684 0
NORDSTROM INC COM 655664100 625 10,121 SH   DFND 1,2 0 10,121 0
NORDSTROM INC COM 655664100 11,865 191,988 SH   DFND 1,2,3 0 191,988 0
NORFOLK SOUTHERN CORP COM 655844108 1,925 20,741 SH   DFND 1,2 0 20,741 0
NORFOLK SOUTHERN CORP COM 655844108 1,522 16,394 SH   DFND 1,2,3 0 16,394 0
NORFOLK SOUTHERN CORP COM 655844108 4,642 50,002 SH   OTR 1,2,4,5,6 0 50,002 0
NORTHEAST UTILS COM 664397106 339 8,000 SH   DFND 1 0 8,000 0
NORTHEAST UTILS COM 664397106 1,148 27,071 SH   DFND 1,2 0 27,071 0
NORTHERN TR CORP COM 665859104 6,161 99,552 SH   DFND 1,2 0 99,552 0
NORTHERN TR CORP COM 665859104 3,072 49,631 SH   DFND 1,2,3 0 49,631 0
NORTHROP GRUMMAN CORP COM 666807102 195 1,699 SH   DFND 1 0 0 1,699
NORTHROP GRUMMAN CORP COM 666807102 6,736 58,771 SH   DFND 1,2 0 58,771 0
NORTHROP GRUMMAN CORP COM 666807102 16,000 139,604 SH   DFND 1,2,3 0 139,604 0
NORTHWEST BANCSHARES INC COM 667340103 103 6,988 SH   DFND 1,2,3 0 6,988 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 8,644 243,689 SH   DFND 1,2,3 0 243,689 0
NOVARTIS AG SPON ADR 66987V109 2,127 26,466 SH   DFND 1,2 0 26,466 0
NOVARTIS AG SPON ADR 66987V109 165 2,052 SH   DFND 1,2,3 0 2,052 0
NPS PHARMACEUTICALS INC COM 62936P103 1,660 54,687 SH   DFND 1,2 0 54,687 0
NPS PHARMACEUTICALS INC COM 62936P103 804 26,483 SH   DFND 1,2,3 0 26,483 0
NRG ENERGY INC COM NEW 629377508 26 900 SH   DFND 1 0 900 0
NRG ENERGY INC COM NEW 629377508 934 32,518 SH   DFND 1,2 0 32,518 0
NRG ENERGY INC COM NEW 629377508 694 24,178 SH   DFND 1,2,3 0 24,178 0
NU SKIN ENTERPRISES INC CL A 67018T105 22,550 163,147 SH   DFND 1,2 0 163,147 0
NU SKIN ENTERPRISES INC CL A 67018T105 19 140 SH   DFND 1,2 0 140 0
NU SKIN ENTERPRISES INC CL A 67018T105 2,779 20,105 SH   DFND 1,2,3 0 20,105 0
NUANCE COMMUNICATIONS INC COM 67020Y100 728 47,922 SH   DFND 1,2 0 47,922 0
NUANCE COMMUNICATIONS INC COM 67020Y100 274 18,006 SH   DFND 1,2,3 0 18,006 0
NUCOR CORP COM 670346105 1,211 22,694 SH   DFND 1,2 0 22,694 0
NUCOR CORP COM 670346105 108 2,029 SH   DFND 1,2,3 0 2,029 0
NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 1,220 72,678 SH   OTR 1,2,4,5,6 0 72,678 0
NVIDIA CORP COM 67066G104 4,488 280,129 SH   DFND 1,2 0 280,129 0
NVIDIA CORP COM 67066G104 7 463 SH   DFND 1,2 0 463 0
NVIDIA CORP COM 67066G104 3,231 201,708 SH   DFND 1,2,3 0 201,708 0
NVR INC COM 62944T105 4,329 4,219 SH   DFND 1,2,3 0 4,219 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 885 6,877 SH   DFND 1,2 0 6,877 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,964 23,029 SH   DFND 1,2,3 0 23,029 0
OCCIDENTAL PETE CORP DEL COM 674599105 190 2,000 SH   DFND 1 0 2,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,095 53,570 SH   DFND 1,2 0 53,570 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,525 37,067 SH   DFND 1,2,3 0 37,067 0
OCEANEERING INTL INC COM 675232102 406 5,143 SH   DFND 1,2 0 5,143 0
OCEANEERING INTL INC COM 675232102 481 6,094 SH   DFND 1,2,3 0 6,094 0
OCWEN FINL CORP COM NEW 675746309 266 4,799 SH   DFND 1,2 0 4,799 0
OGE ENERGY CORP COM 670837103 498 14,678 SH   DFND 1,2 0 14,678 0
OLD REP INTL CORP COM 680223104 394 22,797 SH   DFND 1,2 0 22,797 0
OLD REP INTL CORP COM 680223104 49 2,865 SH   DFND 1,2,3 0 2,865 0
OM GROUP INC COM 670872100 274 7,538 SH   DFND 1,2,3 0 7,538 0
OMEGA HEALTHCARE INVS INC COM 681936100 669 22,441 SH   DFND 1,2 0 22,441 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,622 54,422 SH   DFND 1,2,3 0 54,422 0
OMNICARE INC COM 681904108 4,460 73,887 SH   DFND 1,2 0 73,887 0
OMNICARE INC COM 681904108 3,389 56,152 SH   DFND 1,2,3 0 56,152 0
OMNICOM GROUP INC COM 681919106 1,947 26,178 SH   DFND 1,2 0 26,178 0
ONE LIBERTY PPTYS INC COM 682406103 99 4,914 SH   DFND 1,2,3 0 4,914 0
ONEOK INC COM 682680103 1,108 17,822 SH   DFND 1,2 0 17,822 0
ORACLE CORP COM 68389X105 842 22,000 SH   DFND 1 0 22,000 0
ORACLE CORP COM 68389X105 29,425 769,074 SH   DFND 1,2 0 769,074 0
ORACLE CORP COM 68389X105 9,324 243,691 SH   DFND 1,2,3 0 243,691 0
ORBITZ WORLDWIDE INC COM 68557K109 91 12,692 SH   DFND 1,2,3 0 12,692 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 1,818 120,314 SH   DFND 1,2,3 0 120,314 0
ORION MARINE GROUP INC COM 68628V308 110 9,177 SH   DFND 1,2,3 0 9,177 0
ORMAT TECHNOLOGIES INC COM 686688102 168 6,164 SH   DFND 1,2 0 6,164 0
OSHKOSH TRUCK CORP COM 688239201 350 6,953 SH   DFND 1,2,3 0 6,953 0
OTTER TAIL CORP COM 689648103 115 3,944 SH   DFND 1,2,3 0 3,944 0
OUTERWALL INC COM 690070107 124 1,841 SH   DFND 1,2,3 0 1,841 0
OWENS CORNING INC COM 690742101 374 9,181 SH   DFND 1,2 0 9,181 0
OWENS CORNING INC COM 690742101 2,763 67,862 SH   DFND 1,2,3 0 67,862 0
OWENS CORNING INC COM 690742101 1,365 33,511 SH   OTR 1,2,4,5,6 0 33,511 0
OWENS ILL INC COM NEW 690768403 346 9,679 SH   DFND 1,2 0 9,679 0
P T TELEKOMUNIKASI INDONESIA SPON ADR 715684106 91 2,529 SH   DFND 1,2 0 2,529 0
PACCAR INC COM 693718108 2,674 45,197 SH   DFND 1,2 0 45,197 0
PACKAGING CORP AMER COM 695156109 722 11,407 SH   DFND 1,2,3 0 11,407 0
PALL CORP COM 696429307 595 6,973 SH   DFND 1,2 0 6,973 0
PALL CORP COM 696429307 182 2,136 SH   DFND 1,2,3 0 2,136 0
PAPA JOHNS INTL INC COM 698813102 2,412 53,128 SH   DFND 1,2 0 53,128 0
PAPA JOHNS INTL INC COM 698813102 1,994 43,916 SH   DFND 1,2,3 0 43,916 0
PAREXEL INTL CORP COM 699462107 992 21,950 SH   DFND 1,2,3 0 21,950 0
PARKER HANNIFIN CORP COM 701094104 257 2,000 SH   DFND 1 0 2,000 0
PARKER HANNIFIN CORP COM 701094104 8,026 62,394 SH   DFND 1,2 0 62,394 0
PARKER HANNIFIN CORP COM 701094104 2,446 19,013 SH   DFND 1,2,3 0 19,013 0
PARKER HANNIFIN CORP COM 701094104 2,148 16,695 SH   OTR 1,2,4,5,6 0 16,695 0
PARKWAY PPTYS INC COM 70159Q104 181 9,382 SH   DFND 1,2 0 9,382 0
PARTNERRE LTD COM G6852T105 5,341 50,663 SH   DFND 1,2 0 50,663 0
PARTNERRE LTD COM G6852T105 1,780 16,881 SH   DFND 1,2,3 0 16,881 0
PATTERSON COS INC COM 703395103 296 7,196 SH   DFND 1,2 0 7,196 0
PAYCHEX INC COM 704326107 967 21,230 SH   DFND 1,2 0 21,230 0
PAYCHEX INC COM 704326107 3,068 67,374 SH   OTR 1,2,4,5,6 0 67,374 0
PDL BIOPHARMA INC COM 69329Y104 1,828 216,576 SH   DFND 1,2,3 0 216,576 0
PEABODY ENERGY CORP COM 704549104 258 13,216 SH   DFND 1,2 0 13,216 0
PEBBLEBROOK HOTEL TR COM 70509V100 508 16,528 SH   DFND 1,2 0 16,528 0
PENNEY JC INC COM 708160106 52 5,652 SH   DFND 1,2 0 5,652 0
PENNEY JC INC COM 708160106 52 5,730 SH   DFND 1,2,3 0 5,730 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 362 19,079 SH   DFND 1,2 0 19,079 0
PENTAIR LTD SHS H6169Q108 427 5,500 SH   DFND 1 0 5,500 0
PENTAIR LTD SHS H6169Q108 3,428 44,140 SH   DFND 1,2 0 44,140 0
PENTAIR LTD SHS H6169Q108 2,680 34,509 SH   DFND 1,2,3 0 34,509 0
PENTAIR LTD SHS H6169Q108 8,894 114,504 SH   OTR 1,2,4,5,6 0 114,504 0
PEOPLES UNITED FINL INC COM 712704105 2,104 139,155 SH   DFND 1,2 0 139,155 0
PEOPLES UNITED FINL INC COM 712704105 670 44,339 SH   DFND 1,2,3 0 44,339 0
PEOPLES UNITED FINL INC COM 712704105 2,621 173,352 SH   OTR 1,2,4,5,6 0 173,352 0
PEP BOYS MANNY MOE & JACK COM 713278109 89 7,302 SH   DFND 1,2,3 0 7,302 0
PEPCO HOLDINGS INC COM 713291102 423 22,127 SH   DFND 1,2 0 22,127 0
PEPSICO INC COM 713448108 664 8,000 SH   DFND 1 0 8,000 0
PEPSICO INC COM 713448108 42,629 513,970 SH   DFND 1,2 0 513,970 0
PEPSICO INC COM 713448108 10,719 129,234 SH   DFND 1,2,3 0 129,234 0
PERFICIENT INC COM 71375U101 133 5,685 SH   DFND 1,2,3 0 5,685 0
PERICOM SEMICONDUCTOR CORP COM 713831105 31 3,518 SH   DFND 1,2,3 0 3,518 0
PERKINELMER INC COM 714046109 4,879 118,327 SH   DFND 1,2 0 118,327 0
PERKINELMER INC COM 714046109 582 14,109 SH   DFND 1,2,3 0 14,109 0
PETMED EXPRESS INC COM 716382106 136 8,164 SH   DFND 1,2,3 0 8,164 0
PETROLEO BRASILEIRO SA PETRO SPON ADR 71654V408 373 27,042 SH   DFND 1,2 0 27,042 0
PETSMART INC COM 716768106 386 5,300 SH   DFND 1,2 0 5,300 0
PETSMART INC COM 716768106 3,056 42,001 SH   DFND 1,2,3 0 42,001 0
PFIZER INC COM 717081103 154 5,034 SH   DFND 1 0 0 5,034
PFIZER INC COM 717081103 1,164 38,000 SH   DFND 1 0 38,000 0
PFIZER INC COM 717081103 60,689 1,981,370 SH   DFND 1,2 0 1,981,370 0
PFIZER INC COM 717081103 9 289 SH   DFND 1,2 0 289 0
PFIZER INC COM 717081103 21,871 714,028 SH   DFND 1,2,3 0 714,028 0
PFIZER INC COM 717081103 11,352 370,602 SH   OTR 1,2,4,5,6 0 370,602 0
PG & E CORP COM 69331C108 3,674 91,207 SH   DFND 1,2 0 91,207 0
PG & E CORP COM 69331C108 3,558 88,330 SH   DFND 1,2,3 0 88,330 0
PHARMACYCLICS INC COM 716933106 281 2,657 SH   DFND 1,2 0 2,657 0
PHILIP MORRIS INTL INC COM 718172109 479 5,500 SH   DFND 1 0 5,500 0
PHILIP MORRIS INTL INC COM 718172109 33,006 378,811 SH   DFND 1,2 0 378,811 0
PHILIP MORRIS INTL INC COM 718172109 7 81 SH   DFND 1,2 0 81 0
PHILIP MORRIS INTL INC COM 718172109 6,459 74,128 SH   DFND 1,2,3 0 74,128 0
PHILIP MORRIS INTL INC COM 718172109 1,998 22,930 SH   OTR 1,2,4,5,6 0 22,930 0
PHILIPPINE LONG DISTANCE TEL SPON ADR 718252604 49 821 SH   DFND 1,2 0 821 0
PHILLIPS 66 COM 718546104 10,130 131,340 SH   DFND 1,2 0 131,340 0
PHILLIPS 66 COM 718546104 4,065 52,702 SH   DFND 1,2,3 0 52,702 0
PICO HLDGS INC COM NEW 693366205 128 5,533 SH   DFND 1,2,3 0 5,533 0
PICO HLDGS INC COM NEW 693366205 7,651 331,069 SH   OTR 1,2,4,5,6 0 331,069 0
PIEDMONT OFFICE RLTY TR IN CL A 720190206 587 35,553 SH   DFND 1,2 0 35,553 0
PINNACLE ENTERTAINMENT INC COM 723456109 107 4,104 SH   DFND 1,2,3 0 4,104 0
PINNACLE FINL PARTNERS INC COM 72346Q104 281 8,623 SH   DFND 1,2,3 0 8,623 0
PINNACLE WEST CAP CORP COM 723484101 656 12,395 SH   DFND 1,2 0 12,395 0
PINNACLE WEST CAP CORP COM 723484101 48 915 SH   DFND 1,2,3 0 915 0
PINNACLE WEST CAP CORP COM 723484101 2,800 52,914 SH   OTR 1,2,4,5,6 0 52,914 0
PIONEER NAT RES CO COM 723787107 276 1,500 SH   DFND 1 0 1,500 0
PIONEER NAT RES CO COM 723787107 6,172 33,530 SH   DFND 1,2 0 33,530 0
PIONEER NAT RES CO COM 723787107 2,237 12,153 SH   DFND 1,2,3 0 12,153 0
PIPER JAFFRAY COS COM 724078100 222 5,625 SH   DFND 1,2,3 0 5,625 0
PLATINUM UNDERWRITERS HLDGS L COM G7127P100 17 272 SH   DFND 1,2 0 272 0
PLATINUM UNDERWRITERS HLDGS L COM G7127P100 84 1,371 SH   DFND 1,2,3 0 1,371 0
PLEXUS CORP COM 729132100 269 6,215 SH   DFND 1,2,3 0 6,215 0
PLUM CREEK TIMBER CO INC COM 729251108 209 4,500 SH   DFND 1 0 4,500 0
PLUM CREEK TIMBER CO INC COM 729251108 458 9,852 SH   DFND 1,2 0 9,852 0
PLUM CREEK TIMBER CO INC COM 729251108 136 2,934 SH   DFND 1,2,3 0 2,934 0
PLUM CREEK TIMBER CO INC COM 729251108 142 3,056 SH   OTR 1,2,4,5,6 0 3,056 0
PNC FINL SVCS GROUP INC COM 693475105 16,055 206,952 SH   DFND 1,2 0 206,952 0
PNM RES INC COM 69349H107 3,019 125,156 SH   DFND 1,2,3 0 125,156 0
POLARIS INDS INC COM 731068102 529 3,633 SH   DFND 1,2 0 3,633 0
POLARIS INDS INC COM 731068102 5,126 35,195 SH   DFND 1,2,3 0 35,195 0
POLYCOM INC COM 73172K104 154 13,734 SH   DFND 1,2,3 0 13,734 0
POPULAR INC COM NEW 733174700 89 3,088 SH   DFND 1,2 0 3,088 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,102 20,853 SH   DFND 1,2,3 0 20,853 0
POST PPTYS INC COM 737464107 559 12,353 SH   DFND 1,2 0 12,353 0
POST PPTYS INC COM 737464107 162 3,591 SH   DFND 1,2,3 0 3,591 0
POTLATCH CORP NEW COM 737630103 1,494 35,784 SH   DFND 1,2,3 0 35,784 0
POTLATCH CORP NEW COM 737630103 151 3,624 SH   OTR 1,2,4,5,6 0 3,624 0
POWER INTEGRATIONS INC COM 739276103 33 583 SH   DFND 1,2,3 0 583 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 595 6,760 SH   DFND 1 0 0 6,760
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 208 2,369 SH   DFND 1 0 2,369 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 836 9,500 SH   DFND 1,2 0 9,500 0
PPG INDS INC COM 693506107 2,201 11,605 SH   DFND 1,2 0 11,605 0
PPG INDS INC COM 693506107 2,805 14,792 SH   DFND 1,2,3 0 14,792 0
PPL CORP COM 69351T106 1,892 62,868 SH   DFND 1,2 0 62,868 0
PPL CORP COM 69351T106 227 7,559 SH   DFND 1,2,3 0 7,559 0
PPL CORP COM 69351T106 6,306 209,558 SH   OTR 1,2,4,5,6 0 209,558 0
PRAXAIR INC COM 74005P104 650 5,000 SH   DFND 1 0 5,000 0
PRAXAIR INC COM 74005P104 2,905 22,339 SH   DFND 1,2 0 22,339 0
PRAXAIR INC COM 74005P104 2,357 18,127 SH   DFND 1,2,3 0 18,127 0
PRECISION CASTPARTS CORP COM 740189105 404 1,500 SH   DFND 1 0 1,500 0
PRECISION CASTPARTS CORP COM 740189105 7,599 28,216 SH   DFND 1,2 0 28,216 0
PRECISION CASTPARTS CORP COM 740189105 14,565 54,086 SH   DFND 1,2,3 0 54,086 0
PRICELINECOM INC COM NEW 741503403 523 450 SH   DFND 1 0 450 0
PRICELINECOM INC COM NEW 741503403 40,262 34,637 SH   DFND 1,2 0 34,637 0
PRICELINECOM INC COM NEW 741503403 27 23 SH   DFND 1,2 0 23 0
PRICELINECOM INC COM NEW 741503403 8,045 6,921 SH   DFND 1,2,3 0 6,921 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,530 31,025 SH   DFND 1,2 0 31,025 0
PROCERA NETWORKS INC COM NEW 74269U203 35 2,318 SH   DFND 1,2 0 2,318 0
PROCTER & GAMBLE CO COM 742718109 651 8,000 SH   DFND 1 0 8,000 0
PROCTER & GAMBLE CO COM 742718109 33,477 411,217 SH   DFND 1,2 0 411,217 0
PROCTER & GAMBLE CO COM 742718109 2,201 27,030 SH   DFND 1,2,3 0 27,030 0
PROCTER & GAMBLE CO COM 742718109 7,748 95,168 SH   OTR 1,2,4,5,6 0 95,168 0
PROGRESS SOFTWARE CORP COM 743312100 655 25,352 SH   DFND 1,2,3 0 25,352 0
PROGRESSIVE CORP OHIO COM 743315103 966 35,413 SH   DFND 1,2 0 35,413 0
PROLOGIS INC COM 74340W103 480 13,000 SH   DFND 1 0 13,000 0
PROLOGIS INC COM 74340W103 6,360 172,127 SH   DFND 1,2 0 172,127 0
PROLOGIS INC COM 74340W103 1,351 36,571 SH   DFND 1,2,3 0 36,571 0
PROSENSA HLDG NV SHS USD N71546100 6 1,361 SH   DFND 1,2 0 1,361 0
PROSENSA HLDG NV SHS USD N71546100 41 8,868 SH   DFND 1,2,3 0 8,868 0
PROTECTIVE LIFE CORP COM 743674103 99 1,946 SH   DFND 1,2,3 0 1,946 0
PROTHENA CORP PLC SHS G72800108 47 1,763 SH   DFND 1,2 0 1,763 0
PROVIDENT FINL SVCS INC COM 74386T105 56 2,890 SH   DFND 1,2,3 0 2,890 0
PRUDENTIAL FINL INC COM 744320102 92 1,000 SH   DFND 1 0 1,000 0
PRUDENTIAL FINL INC COM 744320102 17,172 186,206 SH   DFND 1,2 0 186,206 0
PRUDENTIAL FINL INC COM 744320102 8,095 87,781 SH   DFND 1,2,3 0 87,781 0
PS BUSINESS PKS INC CALIF COM 69360J107 501 6,562 SH   DFND 1,2 0 6,562 0
PS BUSINESS PKS INC CALIF COM 69360J107 34 451 SH   DFND 1,2,3 0 451 0
PUBLIC STORAGE INC COM 74460D109 1,746 11,600 SH   DFND 1 0 11,600 0
PUBLIC STORAGE INC COM 74460D109 12,070 80,186 SH   DFND 1,2 0 80,186 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,248 38,966 SH   DFND 1,2 0 38,966 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 443 13,821 SH   DFND 1,2,3 0 13,821 0
PULTE GROUP INC COM 745867101 494 24,262 SH   DFND 1,2 0 24,262 0
PVH CORP COM 693656100 82 600 SH   DFND 1 0 600 0
PVH CORP COM 693656100 1,020 7,502 SH   DFND 1,2 0 7,502 0
PVH CORP COM 693656100 5,205 38,269 SH   DFND 1,2,3 0 38,269 0
QEP RES INC COM 74733V100 311 10,134 SH   DFND 1,2 0 10,134 0
QIAGEN NV SHS N72482107 117 4,925 SH   DFND 1,2,3 0 4,925 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 246 3,000 SH   DFND 1,2,3 0 3,000 0
QLOGIC CORP COM 747277101 417 35,248 SH   DFND 1,2,3 0 35,248 0
QUAKER CHEM CORP COM 747316107 123 1,599 SH   DFND 1,2,3 0 1,599 0
QUALCOMM CORP COM 747525103 155 2,082 SH   DFND 1 0 0 2,082
QUALCOMM CORP COM 747525103 668 9,000 SH   DFND 1 0 9,000 0
QUALCOMM CORP COM 747525103 29,237 393,764 SH   DFND 1,2 0 393,764 0
QUALCOMM CORP COM 747525103 6,866 92,474 SH   DFND 1,2,3 0 92,474 0
QUALITY SYS INC COM 747582104 100 4,743 SH   DFND 1,2,3 0 4,743 0
QUANTA SVCS INC COM 74762E102 1,447 45,848 SH   DFND 1,2 0 45,848 0
QUANTA SVCS INC COM 74762E102 2,321 73,528 SH   DFND 1,2,3 0 73,528 0
QUANTA SVCS INC COM 74762E102 2,410 76,370 SH   OTR 1,2,4,5,6 0 76,370 0
QUEST DIAGNOSTICS INC COM 74834L100 2,555 47,718 SH   DFND 1,2 0 47,718 0
QUEST DIAGNOSTICS INC COM 74834L100 749 13,986 SH   DFND 1,2,3 0 13,986 0
QUESTAR CORP COM 748356102 802 34,895 SH   DFND 1,2 0 34,895 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 776 14,246 SH   DFND 1,2 0 14,246 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 249 4,568 SH   DFND 1,2,3 0 4,568 0
QUINSTREET INC COM 74874Q100 26 3,044 SH   DFND 1,2,3 0 3,044 0
RACKSPACE HOSTING INC COM 750086100 302 7,729 SH   DFND 1,2 0 7,729 0
RADIAN GROUP INC COM 750236101 74 5,209 SH   DFND 1,2 0 5,209 0
RALPH LAUREN CORP CL A 751212101 283 1,600 SH   DFND 1 0 1,600 0
RALPH LAUREN CORP CL A 751212101 1,034 5,854 SH   DFND 1,2 0 5,854 0
RALPH LAUREN CORP CL A 751212101 8,224 46,575 SH   DFND 1,2,3 0 46,575 0
RAMCO-GERSHENSON PPTYS TR SH BEN INT 751452202 259 16,474 SH   DFND 1,2 0 16,474 0
RANGE RES CORP COM 75281A109 850 10,083 SH   DFND 1,2 0 10,083 0
RANGE RES CORP COM 75281A109 120 1,426 SH   DFND 1,2,3 0 1,426 0
RAYMOND JAMES FINL INC COM 754730109 309 5,916 SH   DFND 1,2 0 5,916 0
RAYONIER INC COM 754907103 3,706 88,039 SH   DFND 1,2 0 88,039 0
RAYONIER INC COM 754907103 124 2,938 SH   OTR 1,2,4,5,6 0 2,938 0
RAYTHEON CO COM NEW 755111507 5,953 65,632 SH   DFND 1,2 0 65,632 0
RAYTHEON CO COM NEW 755111507 8,457 93,242 SH   DFND 1,2,3 0 93,242 0
REALD INC COM 75604L105 8 910 SH   DFND 1,2,3 0 910 0
REALOGY HLDGS CORP COM 75605Y106 337 6,812 SH   DFND 1,2 0 6,812 0
RED HAT INC COM 756577102 848 15,126 SH   DFND 1,2 0 15,126 0
RED HAT INC COM 756577102 74 1,322 SH   DFND 1,2,3 0 1,322 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 82 1,111 SH   DFND 1,2,3 0 1,111 0
REGAL BELOIT CORP COM 758750103 2,188 29,678 SH   OTR 1,2,4,5,6 0 29,678 0
REGAL ENTMT GROUP CL A 758766109 1,994 102,523 SH   DFND 1,2,3 0 102,523 0
REGENCY CTRS CORP COM 758849103 1,134 24,491 SH   DFND 1,2 0 24,491 0
REGENRON PHARMACEUTICALS COM 75886F107 3,336 12,120 SH   DFND 1,2 0 12,120 0
REGENRON PHARMACEUTICALS COM 75886F107 460 1,672 SH   DFND 1,2,3 0 1,672 0
REGIONS FINL CORP NEW COM 7591EP100 1,310 132,505 SH   DFND 1,2 0 132,505 0
REGIONS FINL CORP NEW COM 7591EP100 184 18,592 SH   DFND 1,2,3 0 18,592 0
REINSURANCE GROUP AMER INC COM NEW 759351604 181 2,336 SH   DFND 1,2 0 2,336 0
RENAISSANCE HLDGS LTD COM G7496G103 325 3,340 SH   DFND 1,2 0 3,340 0
RENAISSANCE HLDGS LTD COM G7496G103 4,857 49,895 SH   DFND 1,2,3 0 49,895 0
RENT A CTR INC NEW COM 76009N100 522 15,653 SH   DFND 1,2 0 15,653 0
RENT A CTR INC NEW COM 76009N100 756 22,677 SH   DFND 1,2,3 0 22,677 0
RENTECH INC COM 760112102 281 160,409 SH   OTR 1,2,4,5,6 0 160,409 0
REPUBLIC SVCS INC COM 760759100 700 21,081 SH   DFND 1,2 0 21,081 0
REPUBLIC SVCS INC COM 760759100 383 11,543 SH   DFND 1,2,3 0 11,543 0
REPUBLIC SVCS INC COM 760759100 414 12,455 SH   OTR 1,2,4,5,6 0 12,455 0
RESMED INC COM 761152107 699 14,851 SH   DFND 1,2 0 14,851 0
RESMED INC COM 761152107 635 13,491 SH   DFND 1,2,3 0 13,491 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 447 30,356 SH   DFND 1,2 0 30,356 0
REXNORD CORP NEW COM 76169B102 129 4,779 SH   DFND 1,2,3 0 4,779 0
REXNORD CORP NEW COM 76169B102 8,558 316,862 SH   OTR 1,2,4,5,6 0 316,862 0
REYNOLDS AMERICAN INC COM 761713106 525 10,500 SH   DFND 1 0 10,500 0
REYNOLDS AMERICAN INC COM 761713106 1,142 22,854 SH   DFND 1,2 0 22,854 0
REYNOLDS AMERICAN INC COM 761713106 477 9,541 SH   DFND 1,2,3 0 9,541 0
REYNOLDS AMERICAN INC COM 761713106 11,345 226,949 SH   OTR 1,2,4,5,6 0 226,949 0
RLJ LODGING TR COM 74965L101 682 28,060 SH   DFND 1,2 0 28,060 0
RLTY INCOME CORP COM 756109104 1,746 46,762 SH   DFND 1,2 0 46,762 0
ROBERT HALF INTL INC COM 770323103 1,754 41,766 SH   DFND 1,2 0 41,766 0
ROBERT HALF INTL INC COM 770323103 3,572 85,077 SH   DFND 1,2,3 0 85,077 0
ROCK-TENN CO CL A 772739207 543 5,173 SH   DFND 1,2 0 5,173 0
ROCK-TENN CO CL A 772739207 408 3,885 SH   DFND 1,2,3 0 3,885 0
ROCKWELL AUTOMATION INC COM 773903109 3,727 31,544 SH   DFND 1,2 0 31,544 0
ROCKWELL AUTOMATION INC COM 773903109 4,219 35,702 SH   DFND 1,2,3 0 35,702 0
ROCKWELL AUTOMATION INC COM 773903109 8,488 71,831 SH   OTR 1,2,4,5,6 0 71,831 0
ROCKWELL COLLINS INC COM 774341101 2,754 37,255 SH   DFND 1,2 0 37,255 0
ROCKWELL COLLINS INC COM 774341101 4,064 54,980 SH   DFND 1,2,3 0 54,980 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,087 24,018 SH   DFND 1,2 0 24,018 0
ROGERS COMMUNICATIONS INC CL B 775109200 173 3,819 SH   DFND 1,2,3 0 3,819 0
ROPER INDS INC NEW COM 776696106 624 4,500 SH   DFND 1 0 4,500 0
ROPER INDS INC NEW COM 776696106 824 5,942 SH   DFND 1,2 0 5,942 0
ROSS STORES INC COM 778296103 1,201 16,029 SH   DFND 1,2 0 16,029 0
ROUSE PPTYS INC COM 779287101 184 8,304 SH   DFND 1,2 0 8,304 0
ROUSE PPTYS INC COM 779287101 0 8 SH   DFND 1,2,3 0 8 0
ROVI CORP COM 779376102 116 5,890 SH   DFND 1,2,3 0 5,890 0
ROWAN COS PLC CL A G7665A101 1,299 36,745 SH   DFND 1,2 0 36,745 0
ROWAN COS PLC CL A G7665A101 1,237 34,983 SH   DFND 1,2,3 0 34,983 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 501 10,571 SH   DFND 1,2 0 10,571 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,451 51,687 SH   DFND 1,2,3 0 51,687 0
RUDOLPH TECHNOLOGIES INC COM 781270103 24 2,009 SH   DFND 1,2,3 0 2,009 0
RYDER SYS INC COM 783549108 7,192 97,485 SH   DFND 1,2 0 97,485 0
RYDER SYS INC COM 783549108 12 162 SH   DFND 1,2 0 162 0
RYDER SYS INC COM 783549108 5,036 68,254 SH   DFND 1,2,3 0 68,254 0
RYLAND GROUP INC COM 783764103 216 4,975 SH   DFND 1,2,3 0 4,975 0
SABRA HEALTHCARE REIT INC COM 78573L106 212 8,121 SH   DFND 1,2 0 8,121 0
SAFEWAY INC COM NEW 786514208 4,461 136,958 SH   DFND 1,2 0 136,958 0
SAFEWAY INC COM NEW 786514208 237 7,273 SH   DFND 1,2,3 0 7,273 0
SAFEWAY INC COM NEW 786514208 6,657 204,405 SH   OTR 1,2,4,5,6 0 204,405 0
SALESFORCECOM INC COM 79466L302 414 7,500 SH   DFND 1 0 7,500 0
SALESFORCECOM INC COM 79466L302 13,370 242,262 SH   DFND 1,2 0 242,262 0
SALESFORCECOM INC COM 79466L302 95 1,717 SH   DFND 1,2,3 0 1,717 0
SALIX PHARMACEUTICALS LTD COM 795435106 440 4,888 SH   DFND 1,2 0 4,888 0
SALIX PHARMACEUTICALS LTD COM 795435106 121 1,342 SH   DFND 1,2,3 0 1,342 0
SALLY BEAUTY HLDGS INC COM 79546E104 498 16,465 SH   DFND 1,2,3 0 16,465 0
SANDERSON FARMS INC COM 800013104 3,799 52,524 SH   DFND 1,2 0 52,524 0
SANDERSON FARMS INC COM 800013104 2,174 30,060 SH   DFND 1,2,3 0 30,060 0
SANDISK CORP COM 80004C101 1,299 18,421 SH   DFND 1,2 0 18,421 0
SANDISK CORP COM 80004C101 675 9,575 SH   DFND 1,2,3 0 9,575 0
SAUL CTRS INC COM 804395101 250 5,245 SH   DFND 1,2 0 5,245 0
SBA COMMUNICATIONS CORP COM 78388J106 5,896 65,633 SH   DFND 1,2 0 65,633 0
SBA COMMUNICATIONS CORP COM 78388J106 46 507 SH   DFND 1,2,3 0 507 0
SCANA CORP COM 80589M102 416 8,873 SH   DFND 1,2 0 8,873 0
SCANA CORP COM 80589M102 85 1,817 SH   DFND 1,2,3 0 1,817 0
SCHLUMBERGER LTD COM 806857108 162 1,802 SH   DFND 1 0 0 1,802
SCHLUMBERGER LTD COM 806857108 633 7,025 SH   DFND 1 0 7,025 0
SCHLUMBERGER LTD COM 806857108 22,392 248,498 SH   DFND 1,2 0 248,498 0
SCHLUMBERGER LTD COM 806857108 5,052 56,064 SH   DFND 1,2,3 0 56,064 0
SCHULMAN A INC COM 808194104 292 8,294 SH   DFND 1,2,3 0 8,294 0
SCHWAB CHARLES CORP NEW COM 808513105 3,084 118,622 SH   DFND 1,2 0 118,622 0
SCIENCE APPLICATNS INTL CP N COM 808625107 97 2,924 SH   DFND 1,2 0 2,924 0
SEACOR HLDGS INC COM 811904101 1,844 20,216 SH   DFND 1,2,3 0 20,216 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 253 4,500 SH   DFND 1 0 4,500 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,393 60,412 SH   DFND 1,2 0 60,412 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,007 17,933 SH   DFND 1,2,3 0 17,933 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 13,260 236,111 SH   OTR 1,2,4,5,6 0 236,111 0
SEALED AIR CORP NEW COM 81211K100 384 11,271 SH   DFND 1,2 0 11,271 0
SEALED AIR CORP NEW COM 81211K100 448 13,148 SH   DFND 1,2,3 0 13,148 0
SEARS HLDGS CORP COM 812350106 134 2,742 SH   DFND 1,2 0 2,742 0
SEI INVESTMENTS CO COM 784117103 217 6,262 SH   DFND 1,2 0 6,262 0
SEI INVESTMENTS CO COM 784117103 1,406 40,471 SH   DFND 1,2,3 0 40,471 0
SELECT INCOME REIT COM SH BEN INT 81618T100 175 6,562 SH   DFND 1,2 0 6,562 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 546 25,000 SH   DFND 1 0 25,000 0
SEMPRA ENERGY COM 816851109 187 2,080 SH   DFND 1 0 0 2,080
SEMPRA ENERGY COM 816851109 1,924 21,434 SH   DFND 1,2 0 21,434 0
SEMPRA ENERGY COM 816851109 2,132 23,750 SH   DFND 1,2,3 0 23,750 0
SENECA FOODS CORP NEW CL A 817070501 27 831 SH   DFND 1,2,3 0 831 0
SENIOR HSG PPTY TR SH BEN INT 81721M109 819 36,846 SH   DFND 1,2 0 36,846 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 260 6,699 SH   DFND 1,2 0 6,699 0
SEQUENOM INC COM NEW 817337405 30 12,783 SH   DFND 1,2 0 12,783 0
SERVICE CORP INTL COM 817565104 740 40,813 SH   DFND 1,2,3 0 40,813 0
SERVICENOW INC COM 81762P102 289 5,157 SH   DFND 1,2 0 5,157 0
SHERWIN WILLIAMS CO COM 824348106 1,878 10,234 SH   DFND 1,2 0 10,234 0
SHERWIN WILLIAMS CO COM 824348106 49 268 SH   DFND 1,2,3 0 268 0
SHUTTERFLY INC COM 82568P304 142 2,782 SH   DFND 1,2,3 0 2,782 0
SIGMA ALDRICH CORP COM 826552101 780 8,292 SH   DFND 1,2 0 8,292 0
SIGMA ALDRICH CORP COM 826552101 46 487 SH   DFND 1,2,3 0 487 0
SIGNATURE BK NEW YORK N Y COM 82669G104 232 2,163 SH   DFND 1,2,3 0 2,163 0
SILVER BAY RLTY TR CORP COM 82735Q102 171 10,681 SH   DFND 1,2 0 10,681 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 77 2,071 SH   DFND 1,2,3 0 2,071 0
SIMON PPTY GROUP INC NEW COM 828806109 1,324 8,700 SH   DFND 1 0 8,700 0
SIMON PPTY GROUP INC NEW COM 828806109 21,773 143,090 SH   DFND 1,2 0 143,090 0
SIMON PPTY GROUP INC NEW COM 828806109 1,056 6,938 SH   DFND 1,2,3 0 6,938 0
SIRIUS XM HLDG INC COM 82968B103 981 281,078 SH   DFND 1,2 0 281,078 0
SIRONA DENTAL SYS INC COM 82966C103 2,393 34,087 SH   DFND 1,2 0 34,087 0
SIRONA DENTAL SYS INC COM 82966C103 1,027 14,630 SH   DFND 1,2,3 0 14,630 0
SJW CORP COM 784305104 2,785 93,475 SH   OTR 1,2,4,5,6 0 93,475 0
SKECHERS U S A INC CL A 830566105 97 2,938 SH   DFND 1,2,3 0 2,938 0
SKYWEST INC COM 830879102 167 11,231 SH   DFND 1,2,3 0 11,231 0
SL GREEN RLTY CO COM 78440X101 2,242 24,265 SH   DFND 1,2 0 24,265 0
SL GREEN RLTY CO COM 78440X101 109 1,176 SH   DFND 1,2,3 0 1,176 0
SL INDS INC COM 784413106 71 2,627 SH   DFND 1,2,3 0 2,627 0
SLM CORP COM 78442P106 4,444 169,092 SH   DFND 1,2 0 169,092 0
SLM CORP COM 78442P106 2,754 104,781 SH   DFND 1,2,3 0 104,781 0
SM ENERGY CO COM 78454L100 328 3,947 SH   DFND 1,2 0 3,947 0
SM ENERGY CO COM 78454L100 3,068 36,913 SH   DFND 1,2,3 0 36,913 0
SMUCKER J M CO COM NEW 832696405 984 9,499 SH   DFND 1,2 0 9,499 0
SMUCKER J M CO COM NEW 832696405 3,212 31,002 SH   DFND 1,2,3 0 31,002 0
SNAP ON INC COM 833034101 219 2,000 SH   DFND 1 0 2,000 0
SNAP ON INC COM 833034101 152 1,390 SH   DFND 1,2,3 0 1,390 0
SNI UN CL A COM 811065101 535 6,193 SH   DFND 1,2 0 6,193 0
SOCIEDAD QUIMICA MINERA DE C SP ADR SER B 833635105 300 11,602 SH   DFND 1,2 0 11,602 0
SOCIEDAD QUIMICA MINERA DE C SP ADR SER B 833635105 342 13,200 SH   DFND 1,2,3 0 13,200 0
SOCIEDAD QUIMICA MINERA DE C SP ADR SER B 833635105 1,591 61,467 SH   OTR 1,2,4,5,6 0 61,467 0
SOHU COM INC COM 83408W103 46 628 SH   DFND 1,2,3 0 628 0
SOLAZYME INC COM 83415T101 669 61,468 SH   OTR 1,2,4,5,6 0 61,468 0
SONIC AUTOMOTIVE INC CL A 83545G102 62 2,544 SH   DFND 1,2,3 0 2,544 0
SONIC CORP COM 835451105 37 1,816 SH   DFND 1,2,3 0 1,816 0
SOTHEBYS COM 835898107 785 14,755 SH   DFND 1,2,3 0 14,755 0
SOUTHERN CO COM 842587107 8,685 211,256 SH   DFND 1,2 0 211,256 0
SOUTHERN COPPER CORP COM 84265V105 263 9,171 SH   DFND 1,2 0 9,171 0
SOUTHERN COPPER CORP COM 84265V105 429 14,955 SH   DFND 1,2,3 0 14,955 0
SOUTHWEST AIRLS CO COM 844741108 210 11,154 SH   DFND 1,2 0 11,154 0
SOUTHWEST AIRLS CO COM 844741108 2,151 114,160 SH   DFND 1,2,3 0 114,160 0
SOUTHWEST GAS CORP COM 844895102 205 3,672 SH   DFND 1,2,3 0 3,672 0
SOUTHWESTERN ENERGY CO COM 845467109 1,713 43,553 SH   DFND 1,2 0 43,553 0
SOUTHWESTERN ENERGY CO COM 845467109 2,018 51,314 SH   DFND 1,2,3 0 51,314 0
SOVRAN SELF STORAGE INC COM 84610H108 526 8,064 SH   DFND 1,2 0 8,064 0
SPARTAN MTRS INC COM 846819100 28 4,109 SH   DFND 1,2,3 0 4,109 0
SPARTAN STORES INC COM 846822104 67 2,775 SH   DFND 1,2,3 0 2,775 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 281 1,520 SH   DFND 1 0 0 1,520
SPDR S&P 500 ETF TR TR UNIT 78462F103 634 3,433 SH   DFND 1 0 3,433 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,229 39,143 SH   DFND 1,2 0 39,143 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP P8744Y102 6 25 SH   DFND 1 0 25 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 113 2,575 SH   DFND 1 0 0 2,575
SPDR SERIES TRUST S&P METALS MNG 78464A755 50 1,188 SH   DFND 1 0 1,188 0
SPECTRA ENERGY CORP COM 847560109 3,613 101,422 SH   DFND 1,2 0 101,422 0
SPECTRA ENERGY CORP COM 847560109 2,051 57,569 SH   DFND 1,2,3 0 57,569 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 400 5,667 SH   DFND 1,2,3 0 5,667 0
SPRINT CORP COM SER 1 85207U105 1,127 104,849 SH   DFND 1,2 0 104,849 0
SPRINT CORP COM SER 1 85207U105 4,005 372,572 SH   DFND 1,2,3 0 372,572 0
SPX CORP COM 784635104 1,017 10,208 SH   DFND 1,2 0 10,208 0
SPX CORP COM 784635104 2,424 24,331 SH   DFND 1,2,3 0 24,331 0
SPX CORP COM 784635104 6,350 63,747 SH   OTR 1,2,4,5,6 0 63,747 0
ST JUDE MED INC COM 790849103 1,124 18,143 SH   DFND 1,2 0 18,143 0
ST JUDE MED INC COM 790849103 1,123 18,132 SH   DFND 1,2,3 0 18,132 0
STAG INDL INC COM 85254J102 321 15,747 SH   DFND 1,2 0 15,747 0
STAMPSCOM INC COM NEW 852857200 141 3,345 SH   DFND 1,2,3 0 3,345 0
STANCORP FINL GROUP INC COM 852891100 880 13,285 SH   DFND 1,2,3 0 13,285 0
STANLEY BLACK & DECKER INC COM 854502101 2,087 25,868 SH   DFND 1,2 0 25,868 0
STANLEY BLACK & DECKER INC COM 854502101 973 12,063 SH   DFND 1,2,3 0 12,063 0
STAPLES INC COM 855030102 673 42,366 SH   DFND 1,2 0 42,366 0
STAPLES INC COM 855030102 1,385 87,182 SH   DFND 1,2,3 0 87,182 0
STAPLES INC COM 855030102 7,882 496,012 SH   OTR 1,2,4,5,6 0 496,012 0
STARBUCKS CORP COM 855244109 1,333 17,000 SH   DFND 1 0 17,000 0
STARBUCKS CORP COM 855244109 3,455 44,074 SH   DFND 1,2 0 44,074 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,014 12,767 SH   DFND 1,2 0 12,767 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,277 41,247 SH   DFND 1,2,3 0 41,247 0
STATE STR CORP COM 857477103 11,515 156,903 SH   DFND 1,2 0 156,903 0
STATE STR CORP COM 857477103 1,380 18,802 SH   DFND 1,2,3 0 18,802 0
STEINER LEISURE LTD ORD P8744Y102 248 5,035 SH   DFND 1,2,3 0 5,035 0
STERICYCLE INC COM 858912108 2,591 22,300 SH   DFND 1,2 0 22,300 0
STONE ENERGY CORP COM 861642106 28 818 SH   DFND 1,2,3 0 818 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 515 54,450 SH   DFND 1,2 0 54,450 0
STRAYER ED INC COM 863236105 62 1,803 SH   DFND 1,2,3 0 1,803 0
STRYKER CORP COM 863667101 1,991 26,492 SH   DFND 1,2 0 26,492 0
STRYKER CORP COM 863667101 53 701 SH   DFND 1,2,3 0 701 0
STURM RUGER & CO INC COM 864159108 447 6,109 SH   DFND 1,2 0 6,109 0
STURM RUGER & CO INC COM 864159108 287 3,920 SH   DFND 1,2,3 0 3,920 0
SUN CMNTYS INC COM 866674104 393 9,210 SH   DFND 1,2 0 9,210 0
SUNCOKE ENERGY INC COM 86722A103 107 4,673 SH   DFND 1,2,3 0 4,673 0
SUNEDISON INC COM 86732Y109 1,565 119,894 SH   OTR 1,2,4,5,6 0 119,894 0
SUNPOWOR CORP COM 867652406 5 173 SH   DFND 1,2,3 0 173 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 568 42,358 SH   DFND 1,2 0 42,358 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 333 24,825 SH   DFND 1,2,3 0 24,825 0
SUNTRUST BKS INC COM 867914103 1,763 47,887 SH   DFND 1,2 0 47,887 0
SUNTRUST BKS INC COM 867914103 974 26,463 SH   DFND 1,2,3 0 26,463 0
SUPERIOR ENERGY SVCS INC COM 868157108 229 8,605 SH   DFND 1,2 0 8,605 0
SUPERTEX INC COM 868532102 79 3,160 SH   DFND 1,2,3 0 3,160 0
SUPERVALU INC COM 868536103 417 57,156 SH   DFND 1,2 0 57,156 0
SUPERVALU INC COM 868536103 55 7,511 SH   DFND 1,2,3 0 7,511 0
SURMODICS INC COM 868873100 102 4,201 SH   DFND 1,2,3 0 4,201 0
SYMANTEC CORP COM 871503108 7,155 303,442 SH   DFND 1,2 0 303,442 0
SYMANTEC CORP COM 871503108 4,337 183,921 SH   DFND 1,2,3 0 183,921 0
SYNAPTICS INC COM 87157D109 732 14,136 SH   DFND 1,2,3 0 14,136 0
SYNOPSYS INC COM 871607107 1,505 37,085 SH   DFND 1,2 0 37,085 0
SYNOVIS FINL CORP COM 87161C105 18 4,945 SH   DFND 1,2 0 4,945 0
SYNOVIS FINL CORP COM 87161C105 144 40,075 SH   DFND 1,2,3 0 40,075 0
SYSCO CORP COM 871829107 1,369 37,925 SH   DFND 1,2 0 37,925 0
SYSCO CORP COM 871829107 2,151 59,573 SH   OTR 1,2,4,5,6 0 59,573 0
T ROWE PRICE GROUP INC COM 74144T108 169 2,022 SH   DFND 1 0 0 2,022
T ROWE PRICE GROUP INC COM 74144T108 1,399 16,696 SH   DFND 1,2 0 16,696 0
T ROWE PRICE GROUP INC COM 74144T108 1,976 23,593 SH   DFND 1,2,3 0 23,593 0
TAIWAN SEMICONDUCTOR MFG LTD SPON ADR 874039100 19,291 1,106,158 SH   DFND 1,2 0 1,106,158 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 959 55,227 SH   DFND 1,2,3 0 55,227 0
TAL INTL GROUP INC COM 874083108 321 5,591 SH   DFND 1,2 0 5,591 0
TAL INTL GROUP INC COM 874083108 1,890 32,947 SH   DFND 1,2,3 0 32,947 0
TANGER FACTORY OUTLET CTRS I COM 875465106 755 23,575 SH   DFND 1,2 0 23,575 0
TANGER FACTORY OUTLET CTRS I COM 875465106 123 3,852 SH   DFND 1,2,3 0 3,852 0
TARGET CORP COM 87612E106 5,417 85,621 SH   DFND 1,2 0 85,621 0
TARGET CORP COM 87612E106 1,359 21,483 SH   DFND 1,2,3 0 21,483 0
TATA MTRS LTD SPON ADR 876568502 1,061 34,452 SH   DFND 1,2 0 34,452 0
TAUBMAN CTRS INC COM 876664103 825 12,900 SH   DFND 1,2 0 12,900 0
TAYLOR CAP GROUP INC COM 876851106 134 5,042 SH   DFND 1,2,3 0 5,042 0
TD AMERITRADE HLDG CORP COM 87236Y108 519 16,935 SH   DFND 1,2 0 16,935 0
TE CONNECTIVITY LTD SHS H84989104 8,917 161,802 SH   DFND 1,2 0 161,802 0
TE CONNECTIVITY LTD SHS H84989104 751 13,631 SH   DFND 1,2,3 0 13,631 0
TECH DATA CORP COM 878237106 1,961 38,005 SH   DFND 1,2 0 38,005 0
TECH DATA CORP COM 878237106 1,199 23,241 SH   DFND 1,2,3 0 23,241 0
TELEDYNE TECHNOLOGIES INC COM 879360105 219 2,386 SH   DFND 1,2,3 0 2,386 0
TELEPHONE AND DATA SYS INC COM NEW 879433829 234 9,072 SH   DFND 1,2,3 0 9,072 0
TELETECH HLDGS INC COM 879939106 465 19,422 SH   DFND 1,2,3 0 19,422 0
TENET HEALTHCARE CORP COM NEW 88033G407 124 2,940 SH   DFND 1,2,3 0 2,940 0
TERADATA CORP DEL COM 88076W103 1,049 23,065 SH   DFND 1,2 0 23,065 0
TERADATA CORP DEL COM 88076W103 389 8,550 SH   DFND 1,2,3 0 8,550 0
TERADYNE INC COM 880770102 300 17,000 SH   DFND 1 0 17,000 0
TEREX CORP COM 880779103 2,757 65,651 SH   DFND 1,2 0 65,651 0
TEREX CORP COM 880779103 189 4,493 SH   DFND 1,2,3 0 4,493 0
TERNIUM SA SPON ADR 880890108 495 15,824 SH   DFND 1,2,3 0 15,824 0
TESLA MTRS INC COM 88160R101 745 4,955 SH   DFND 1,2 0 4,955 0
TESORO CORP COM 881609101 1,108 18,938 SH   DFND 1,2 0 18,938 0
TESORO CORP COM 881609101 86 1,465 SH   DFND 1,2,3 0 1,465 0
TETRA TECH INC NEW COM 88162G103 1,052 37,603 SH   DFND 1,2 0 37,603 0
TETRA TECH INC NEW COM 88162G103 93 3,330 SH   DFND 1,2,3 0 3,330 0
TETRA TECH INC NEW COM 88162G103 4,789 171,165 SH   OTR 1,2,4,5,6 0 171,165 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 41 3,354 SH   DFND 1,2,3 0 3,354 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 788 750,000 PRN   DFND 1,2 0 750,000 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,194 29,786 SH   DFND 1,2 0 29,786 0
TEXAS INSTRS INC COM 882508104 9,078 206,735 SH   DFND 1,2 0 206,735 0
TEXAS INSTRS INC COM 882508104 3,877 88,285 SH   DFND 1,2,3 0 88,285 0
TEXTRON INC COM 883203101 74 2,018 SH   DFND 1,2 0 2,018 0
TFS FINL CORP COM 87240R107 152 12,536 SH   DFND 1,2,3 0 12,536 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,686 51,064 SH   DFND 1,2 0 51,064 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,527 22,697 SH   DFND 1,2,3 0 22,697 0
THORATEC CORP COM NEW 885175307 474 12,944 SH   DFND 1,2 0 12,944 0
TIDEWATER INC COM 886423102 1,056 17,809 SH   DFND 1,2,3 0 17,809 0
TIFFANY & CO NEW COM 886547108 744 8,014 SH   DFND 1,2 0 8,014 0
TIFFANY & CO NEW COM 886547108 11,177 120,464 SH   DFND 1,2,3 0 120,464 0
TIM PARTICIPACOES S A SPON ADR 88706P205 4,824 183,857 SH   DFND 1,2 0 183,857 0
TIM PARTICIPACOES S A SPON ADR 88706P205 109 4,171 SH   DFND 1,2,3 0 4,171 0
TIME WARNER CABLE INC COM 88732J207 678 5,000 SH   DFND 1 0 5,000 0
TIME WARNER CABLE INC COM 88732J207 4,576 33,768 SH   DFND 1,2 0 33,768 0
TIME WARNER INC COM NEW 887317303 7,684 110,206 SH   DFND 1,2 0 110,206 0
TIME WARNER INC COM NEW 887317303 6,191 88,803 SH   DFND 1,2,3 0 88,803 0
TIME WARNER INC COM NEW 887317303 3,772 54,096 SH   OTR 1,2,4,5,6 0 54,096 0
TIMKEN CO COM 887389104 269 4,889 SH   DFND 1,2 0 4,889 0
TIMKEN CO COM 887389104 2,108 38,270 SH   DFND 1,2,3 0 38,270 0
TITAN INTL INC ILL COM 88830M102 98 5,439 SH   OTR 1,2,4,5,6 0 5,439 0
TJX COS INC NEW COM 872540109 446 7,000 SH   DFND 1 0 7,000 0
TJX COS INC NEW COM 872540109 5,125 80,420 SH   DFND 1,2 0 80,420 0
TJX COS INC NEW COM 872540109 2,610 40,961 SH   DFND 1,2,3 0 40,961 0
T-MOBILE US INC COM 872590104 479 14,237 SH   DFND 1,2 0 14,237 0
TOLL BROTHERS INC COM 889478103 336 9,069 SH   DFND 1,2 0 9,069 0
TOLL BROTHERS INC COM 889478103 18 496 SH   DFND 1,2,3 0 496 0
TORCHMARK CORP COM 891027104 204 2,604 SH   DFND 1 0 0 2,604
TORCHMARK CORP COM 891027104 3,359 42,980 SH   DFND 1,2 0 42,980 0
TORO CO COM 891092108 2,384 37,480 SH   DFND 1,2,3 0 37,480 0
TOTAL SYS SVCS INC COM 891906109 580 17,419 SH   DFND 1,2 0 17,419 0
TOTAL SYS SVCS INC COM 891906109 186 5,583 SH   DFND 1,2,3 0 5,583 0
TOWERS WATSON & CO CL A 891894107 347 2,719 SH   DFND 1,2 0 2,719 0
TOWERS WATSON & CO CL A 891894107 161 1,258 SH   DFND 1,2,3 0 1,258 0
TRACTOR SUPPLY CO COM 892356106 663 8,548 SH   DFND 1,2 0 8,548 0
TRANSDIGM GROUP INC COM 893641100 1,473 9,148 SH   DFND 1,2 0 9,148 0
TRANSDIGM GROUP INC COM 893641100 1,138 7,067 SH   DFND 1,2,3 0 7,067 0
TRANSOCEAN LTD SHS H8817H100 5,763 116,621 SH   DFND 1,2 0 116,621 0
TRAVELERS COS INC COM 89417E109 12,862 142,063 SH   DFND 1,2 0 142,063 0
TRAVELERS COS INC COM 89417E109 1,664 18,384 SH   DFND 1,2,3 0 18,384 0
TREEHOUSE FOODS INC COM 89469A104 794 11,520 SH   DFND 1,2,3 0 11,520 0
TRIMBLE NAVIGATION LTD COM 896239100 1,392 40,116 SH   DFND 1,2 0 40,116 0
TRIMBLE NAVIGATION LTD COM 896239100 138 3,991 SH   OTR 1,2,4,5,6 0 3,991 0
TRINA SOLAR LTD SPON ADR 89628E104 252 18,399 SH   OTR 1,2,4,5,6 0 18,399 0
TRINITY INDS INC COM 896522109 2,823 51,772 SH   DFND 1,2 0 51,772 0
TRINITY INDS INC COM 896522109 705 12,936 SH   DFND 1,2,3 0 12,936 0
TRIPADVISOR INC COM 896945201 1,430 17,260 SH   DFND 1,2 0 17,260 0
TRIPADVISOR INC COM 896945201 7,181 86,690 SH   DFND 1,2,3 0 86,690 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 162 19,389 SH   DFND 1,2,3 0 19,389 0
TRIUMPH GROUP INC COM 896818101 1,569 20,625 SH   DFND 1,2 0 20,625 0
TRIUMPH GROUP INC COM 896818101 619 8,137 SH   DFND 1,2,3 0 8,137 0
TRUEBLUE INC COM 89785X101 434 16,842 SH   DFND 1,2 0 16,842 0
TRUEBLUE INC COM 89785X101 135 5,230 SH   DFND 1,2,3 0 5,230 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 500 6,720 SH   DFND 1,2 0 6,720 0
TUMI HLDGS INC COM 89969Q104 1,057 46,870 SH   DFND 1,2,3 0 46,870 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 674 50,511 SH   DFND 1,2 0 50,511 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 422 12,000 SH   DFND 1 0 12,000 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 24,228 688,870 SH   DFND 1,2 0 688,870 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 12 334 SH   DFND 1,2 0 334 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,995 113,594 SH   DFND 1,2,3 0 113,594 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 5,921 171,116 SH   DFND 1,2 0 171,116 0
TYCO INTERNATIONAL LTD SHS H89128104 254 6,200 SH   DFND 1 0 6,200 0
TYCO INTERNATIONAL LTD SHS H89128104 5,755 140,225 SH   DFND 1,2 0 140,225 0
TYCO INTERNATIONAL LTD SHS H89128104 3,546 86,411 SH   DFND 1,2,3 0 86,411 0
TYLER TECHNOLOGIES INC COM 902252105 58 566 SH   DFND 1,2,3 0 566 0
TYSON FOODS INC CL A 902494103 3,527 105,418 SH   DFND 1,2 0 105,418 0
TYSON FOODS INC CL A 902494103 1,283 38,346 SH   DFND 1,2,3 0 38,346 0
TYSON FOODS INC CL A 902494103 239 7,157 SH   OTR 1,2,4,5,6 0 7,157 0
UDR INC COM 902653104 1,547 66,266 SH   DFND 1,2 0 66,266 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 312 3,228 SH   DFND 1,2 0 3,228 0
ULTRA PETROLEUM CORP COM 903914109 23 1,050 SH   DFND 1,2 0 1,050 0
UMB FINL CORP COM 902788108 956 14,876 SH   DFND 1,2 0 14,876 0
UMPQUA HLDGS CORP COM 904214103 165 8,638 SH   DFND 1,2,3 0 8,638 0
UNDER ARMOUR INC CL A 904311107 354 4,051 SH   DFND 1,2 0 4,051 0
UNIFIRST CORP MASS COM 904708104 56 520 SH   DFND 1,2,3 0 520 0
UNION PAC CORP COM 907818108 890 5,300 SH   DFND 1 0 5,300 0
UNION PAC CORP COM 907818108 14,076 83,783 SH   DFND 1,2 0 83,783 0
UNION PAC CORP COM 907818108 3,115 18,541 SH   DFND 1,2,3 0 18,541 0
UNISYS CORP COM NEW 909214306 341 10,147 SH   DFND 1,2,3 0 10,147 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 102 5,739 SH   DFND 1,2,3 0 5,739 0
UNITED CONTL HLDGS INC COM 910047109 427 11,293 SH   DFND 1,2 0 11,293 0
UNITED FIRE GROUP INC COM 910340108 2,044 71,307 SH   DFND 1,2 0 71,307 0
UNITED FIRE GROUP INC COM 910340108 430 15,011 SH   DFND 1,2,3 0 15,011 0
UNITED NAT FOODS INC COM 911163103 187 2,487 SH   OTR 1,2,4,5,6 0 2,487 0
UNITED PARCEL SERVICE INC CL B 911312106 315 3,000 SH   DFND 1 0 3,000 0
UNITED PARCEL SERVICE INC CL B 911312106 4,649 44,241 SH   DFND 1,2 0 44,241 0
UNITED PARCEL SERVICE INC CL B 911312106 3,119 29,679 SH   DFND 1,2,3 0 29,679 0
UNITED PARCEL SERVICE INC CL B 911312106 7,364 70,081 SH   OTR 1,2,4,5,6 0 70,081 0
UNITED RENTALS INC COM 911363109 785 10,067 SH   DFND 1,2 0 10,067 0
UNITED STATES STL CORP NEW COM 912909108 35 1,197 SH   DFND 1,2 0 1,197 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 678 625,000 PRN   DFND 1,2 0 625,000 0
UNITED STATIONERS INC COM 913004107 96 2,082 SH   DFND 1,2,3 0 2,082 0
UNITED TECHNOLOGIES CORP COM 913017109 398 3,500 SH   DFND 1 0 3,500 0
UNITED TECHNOLOGIES CORP COM 913017109 17,270 151,758 SH   DFND 1,2 0 151,758 0
UNITED TECHNOLOGIES CORP COM 913017109 17,702 155,555 SH   DFND 1,2,3 0 155,555 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,795 24,719 SH   DFND 1,2 0 24,719 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,125 18,788 SH   DFND 1,2,3 0 18,788 0
UNITEDHEALTH GROUP INC COM 91324P102 301 4,000 SH   DFND 1 0 4,000 0
UNITEDHEALTH GROUP INC COM 91324P102 35,442 470,682 SH   DFND 1,2 0 470,682 0
UNITEDHEALTH GROUP INC COM 91324P102 5,400 71,707 SH   DFND 1,2,3 0 71,707 0
UNIVERSAL AMERN CORP NEW COM 91338E101 164 22,474 SH   DFND 1,2,3 0 22,474 0
UNIVERSAL CORP VA COM 913456109 3,257 59,650 SH   DFND 1,2 0 59,650 0
UNIVERSAL CORP VA COM 913456109 765 14,010 SH   DFND 1,2,3 0 14,010 0
UNIVERSAL FOREST PRODS COM 913543104 174 3,335 SH   DFND 1,2,3 0 3,335 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 131 3,268 SH   DFND 1,2 0 3,268 0
UNIVERSAL HEALTH SVCS CL B 913903100 466 5,730 SH   DFND 1,2 0 5,730 0
UNS ENERGY CORP COM 903119105 168 2,805 SH   DFND 1,2,3 0 2,805 0
UNUM GROUP COM 91529Y106 526 15,000 SH   DFND 1,2 0 15,000 0
UNUM GROUP COM 91529Y106 2,293 65,369 SH   DFND 1,2,3 0 65,369 0
URBAN OUTFITTERS INC COM 917047102 244 6,587 SH   DFND 1,2 0 6,587 0
URS CORP COM 903236107 2,446 46,168 SH   DFND 1,2,3 0 46,168 0
URSTADT BIDDLE PPTYS INC CL A 917286205 172 9,314 SH   DFND 1,2 0 9,314 0
US BANCORP DEL COM NEW 902973304 14,792 366,138 SH   DFND 1,2 0 366,138 0
US BANCORP DEL COM NEW 902973304 67 1,664 SH   DFND 1,2,3 0 1,664 0
USA MOBILITY INC COM 90341G103 71 5,002 SH   DFND 1,2,3 0 5,002 0
USANA HEALTH SCIENCES INC COM 90328M107 102 1,349 SH   DFND 1,2,3 0 1,349 0
VALE SA ADR 91912E105 246 16,152 SH   DFND 1,2 0 16,152 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 900 7,664 SH   DFND 1,2 0 7,664 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,004 8,548 SH   DFND 1,2,3 0 8,548 0
VALERO ENERGY CORP NEW COM 91913Y100 6,377 126,520 SH   DFND 1,2 0 126,520 0
VALERO ENERGY CORP NEW COM 91913Y100 7,426 147,344 SH   DFND 1,2,3 0 147,344 0
VALIDUS HLDGS LTD SHS G9319H102 226 5,607 SH   DFND 1,2 0 5,607 0
VALMONT INDS INC COM 920253101 1,673 11,220 SH   DFND 1,2,3 0 11,220 0
VALMONT INDS INC COM 920253101 134 901 SH   OTR 1,2,4,5,6 0 901 0
VALSPAR CORP COM 920355104 1,012 14,194 SH   DFND 1,2,3 0 14,194 0
VANTIV INC CL A 92210H105 144 4,418 SH   DFND 1,2 0 4,418 0
VANTIV INC CL A 92210H105 2,653 81,354 SH   DFND 1,2,3 0 81,354 0
VARIAN MED SYS INC COM 92220P105 4,187 53,894 SH   DFND 1,2 0 53,894 0
VARIAN MED SYS INC COM 92220P105 1,042 13,414 SH   DFND 1,2,3 0 13,414 0
VCA ANTECH INC COM 918194101 380 12,106 SH   DFND 1,2,3 0 12,106 0
VECTREN CORP COM 92240G101 836 23,557 SH   DFND 1,2,3 0 23,557 0
VEECO INSTRS INC DEL COM 922417100 34 1,025 SH   DFND 1,2,3 0 1,025 0
VENTAS INC COM 92276F100 435 7,600 SH   DFND 1 0 7,600 0
VENTAS INC COM 92276F100 6,036 105,385 SH   DFND 1,2 0 105,385 0
VERIFONE SYS INC COM 92342Y109 38 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 1,337 22,362 SH   DFND 1,2 0 22,362 0
VERISIGN INC COM 92343E102 722 12,081 SH   DFND 1,2,3 0 12,081 0
VERISK ANALYTICS INC CL A 92345Y106 659 10,028 SH   DFND 1,2 0 10,028 0
VERIZON COMMUNICATIONS INC COM 92343V104 565 11,500 SH   DFND 1 0 11,500 0
VERIZON COMMUNICATIONS INC COM 92343V104 16,909 344,100 SH   DFND 1,2 0 344,100 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,343 108,724 SH   DFND 1,2,3 0 108,724 0
VERIZON COMMUNICATIONS INC COM 92343V104 13,038 265,324 SH   OTR 1,2,4,5,6 0 265,324 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,475 33,312 SH   DFND 1,2 0 33,312 0
VERTEX PHARMACEUTICALS INC COM 92532F100 311 4,184 SH   DFND 1,2,3 0 4,184 0
VF CORP COM 918204108 2,380 38,176 SH   DFND 1,2 0 38,176 0
VF CORP COM 918204108 17,354 278,384 SH   DFND 1,2,3 0 278,384 0
VIACOM INC NEW CL B 92553P201 5,294 60,614 SH   DFND 1,2 0 60,614 0
VIACOM INC NEW CL B 92553P201 7,799 89,292 SH   DFND 1,2,3 0 89,292 0
VIROPHARMA INC COM 928241108 425 8,523 SH   DFND 1,2,3 0 8,523 0
VIRTUS INVT PARTNERS INC COM 92828Q109 44 222 SH   DFND 1,2 0 222 0
VISA INC CL A 92826C839 1,336 6,000 SH   DFND 1 0 6,000 0
VISA INC CL A 92826C839 14,627 65,685 SH   DFND 1,2 0 65,685 0
VISA INC CL A 92826C839 10,473 47,031 SH   DFND 1,2,3 0 47,031 0
VISHAY PRECISION GROUP INC COM 92835K103 9 577 SH   DFND 1,2,3 0 577 0
VMWARE INC CL A COM 928563402 8,776 97,826 SH   DFND 1,2 0 97,826 0
VMWARE INC CL A COM 928563402 2,256 25,144 SH   DFND 1,2,3 0 25,144 0
VORNADO RLTY TR SH BEN INT 929042109 311 3,500 SH   DFND 1 0 3,500 0
VORNADO RLTY TR SH BEN INT 929042109 4,081 45,957 SH   DFND 1,2 0 45,957 0
VULCAN MATLS CO COM 929160109 453 7,628 SH   DFND 1,2 0 7,628 0
WALGREEN CO COM 931422109 6,432 111,977 SH   DFND 1,2 0 111,977 0
WAL-MART STORES INC COM 931142103 118 1,500 SH   DFND 1 0 1,500 0
WAL-MART STORES INC COM 931142103 24,400 310,081 SH   DFND 1,2 0 310,081 0
WAL-MART STORES INC COM 931142103 8,342 106,016 SH   DFND 1,2,3 0 106,016 0
WASHINGTON FED INC COM 938824109 126 5,400 SH   DFND 1,2,3 0 5,400 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 276 11,795 SH   DFND 1,2 0 11,795 0
WASTE MGMT INC DEL COM 94106L109 4,985 111,105 SH   DFND 1,2 0 111,105 0
WATERS CORP COM 941848103 1,369 13,687 SH   DFND 1,2 0 13,687 0
WATERS CORP COM 941848103 259 2,592 SH   DFND 1,2,3 0 2,592 0
WAUSAU PAPER CORP COM 943315101 81 6,396 SH   DFND 1,2,3 0 6,396 0
WEATHERFORD INTL LTD SHS H27013103 1,341 86,588 SH   DFND 1,2 0 86,588 0
WEBMD HEALTH CORP COM 94770V102 131 3,318 SH   DFND 1,2,3 0 3,318 0
WEBSTER FINL CORP COM 947890109 227 7,269 SH   DFND 1,2,3 0 7,269 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 673 24,561 SH   DFND 1,2 0 24,561 0
WELLPOINT INC COM 94973V107 13,546 146,621 SH   DFND 1,2 0 146,621 0
WELLPOINT INC COM 94973V107 7,211 78,048 SH   DFND 1,2,3 0 78,048 0
WELLS FARGO & CO NEW COM 949746101 863 19,000 SH   DFND 1 0 19,000 0
WELLS FARGO & CO NEW COM 949746101 25,536 562,457 SH   DFND 1,2 0 562,457 0
WELLS FARGO & CO NEW COM 949746101 6,224 137,091 SH   DFND 1,2,3 0 137,091 0
WESCO INTL INC COM 95082P105 1,578 17,326 SH   DFND 1,2 0 17,326 0
WESTERN DIGITAL CORP COM 958102105 14,349 171,030 SH   DFND 1,2 0 171,030 0
WESTERN DIGITAL CORP COM 958102105 4,575 54,529 SH   DFND 1,2,3 0 54,529 0
WESTERN UN CO COM 959802109 633 36,685 SH   DFND 1,2 0 36,685 0
WESTERN UN CO COM 959802109 1,411 81,799 SH   DFND 1,2,3 0 81,799 0
WESTERN UN CO COM 959802109 13,144 761,980 SH   OTR 1,2,4,5,6 0 761,980 0
WESTLAKE CHEM CORP COM 960413102 1,833 15,015 SH   DFND 1,2,3 0 15,015 0
WESTPORT INNOVATIONS INC COM NEW 960908309 1,400 71,412 SH   DFND 1,2,3 0 71,412 0
WEYERHAEUSER CO COM 962166104 426 13,500 SH   DFND 1 0 13,500 0
WEYERHAEUSER CO COM 962166104 3,759 119,078 SH   DFND 1,2 0 119,078 0
WEYERHAEUSER CO COM 962166104 1,641 51,964 SH   DFND 1,2,3 0 51,964 0
WEYERHAEUSER CO COM 962166104 151 4,779 SH   OTR 1,2,4,5,6 0 4,779 0
WHIRLPOOL CORP COM 963320106 1,300 8,290 SH   DFND 1,2 0 8,290 0
WHIRLPOOL CORP COM 963320106 838 5,343 SH   DFND 1,2,3 0 5,343 0
WHITE MTNS INS GROUP LTD COM G9618E107 253 419 SH   DFND 1,2,3 0 419 0
WHITEWAVE FOODS CO CL A 966244105 9,257 403,531 SH   DFND 1,2 0 403,531 0
WHITING PETE CORP NEW COM 966387102 381 6,161 SH   DFND 1,2 0 6,161 0
WHOLE FOODS MKT INC COM 966837106 659 11,400 SH   DFND 1 0 11,400 0
WHOLE FOODS MKT INC COM 966837106 2,910 50,315 SH   DFND 1,2 0 50,315 0
WILLIAMS COS INC DEL COM 969457100 2,465 63,906 SH   DFND 1,2 0 63,906 0
WILLIAMS SONOMA INC COM 969904101 381 6,539 SH   DFND 1,2 0 6,539 0
WILLIAMS SONOMA INC COM 969904101 110 1,883 SH   DFND 1,2,3 0 1,883 0
WILLIS GROUP HLDGS PLC SHS G96666105 443 9,890 SH   DFND 1,2 0 9,890 0
WINDSTREAM HLDGS INC COM 97382A101 724 90,787 SH   DFND 1,2 0 90,787 0
WINDSTREAM HLDGS INC COM 97382A101 273 34,251 SH   DFND 1,2,3 0 34,251 0
WINNEBAGO INDS INC COM 974637100 166 6,044 SH   DFND 1,2,3 0 6,044 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 44 4,002 SH   DFND 1,2 0 4,002 0
WINTRUST FINL CORP COM 97650W108 3,606 78,193 SH   DFND 1,2 0 78,193 0
WISCONSIN ENERGY CORP COM 976657106 186 4,500 SH   DFND 1 0 4,500 0
WISCONSIN ENERGY CORP COM 976657106 668 16,153 SH   DFND 1,2 0 16,153 0
WORKDAY INC CL A 98138H101 272 3,272 SH   DFND 1,2 0 3,272 0
WORLD ACCEP CORP DEL COM 981419104 1,332 15,216 SH   DFND 1,2,3 0 15,216 0
WP CAREY INC COM 92936U109 1,424 23,205 SH   DFND 1,2 0 23,205 0
WP CAREY INC COM 92936U109 80 1,307 SH   DFND 1,2,3 0 1,307 0
WPX ENERGY INC COM 98212B103 20 997 SH   DFND 1,2 0 997 0
WYNDHAM WORLDWIDE CORP COM 98310W108 295 4,000 SH   DFND 1 0 4,000 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,504 74,688 SH   DFND 1,2 0 74,688 0
WYNDHAM WORLDWIDE CORP COM 98310W108 7,270 98,653 SH   DFND 1,2,3 0 98,653 0
WYNN RESORTS INC COM 983134107 1,919 9,882 SH   DFND 1,2 0 9,882 0
WYNN RESORTS INC COM 983134107 374 1,926 SH   DFND 1,2,3 0 1,926 0
XCEL ENERGY INC COM 98389B100 1,097 39,247 SH   DFND 1,2 0 39,247 0
XCEL ENERGY INC COM 98389B100 770 27,572 SH   DFND 1,2,3 0 27,572 0
XEROX CORP COM 984121103 3,479 285,837 SH   DFND 1,2 0 285,837 0
XEROX CORP COM 984121103 1,895 155,739 SH   DFND 1,2,3 0 155,739 0
XILINX INC COM 983919101 1,394 30,348 SH   DFND 1,2 0 30,348 0
XILINX INC COM 983919101 256 5,565 SH   DFND 1,2,3 0 5,565 0
XL GROUP PLC SHS G98290102 1,616 50,767 SH   DFND 1,2 0 50,767 0
XL GROUP PLC SHS G98290102 739 23,219 SH   DFND 1,2,3 0 23,219 0
XO GROUP INC COM 983772104 105 7,076 SH   DFND 1,2,3 0 7,076 0
XYLEM INC COM 98419M100 1,786 51,614 SH   DFND 1,2 0 51,614 0
XYLEM INC COM 98419M100 3,102 89,641 SH   DFND 1,2,3 0 89,641 0
XYLEM INC COM 98419M100 3,680 106,371 SH   OTR 1,2,4,5,6 0 106,371 0
YAHOO INC COM 984332106 11,124 275,068 SH   DFND 1,2 0 275,068 0
YAHOO INC COM 984332106 6,968 172,299 SH   DFND 1,2,3 0 172,299 0
YANDEX NV SHS CLASS A N97284108 21,458 497,277 SH   DFND 1,2 0 497,277 0
YANDEX NV SHS CLASS A N97284108 23 535 SH   DFND 1,2 0 535 0
YANDEX NV SHS CLASS A N97284108 8,669 200,897 SH   DFND 1,2,3 0 200,897 0
YONGYE INTL INC COM 98607B106 112 17,431 SH   OTR 1,2,4,5,6 0 17,431 0
YUM BRANDS INC COM 988498101 4,696 62,114 SH   DFND 1,2 0 62,114 0
YUM BRANDS INC COM 988498101 1,575 20,834 SH   DFND 1,2,3 0 20,834 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 27 496 SH   DFND 1,2,3 0 496 0
ZIMMER HLDGS INC COM 98956P102 1,063 11,409 SH   DFND 1,2 0 11,409 0
ZIMMER HLDGS INC COM 98956P102 413 4,428 SH   DFND 1,2,3 0 4,428 0
ZIONS BANCORPORATION COM 989701107 6,195 206,790 SH   DFND 1,2 0 206,790 0
ZIONS BANCORPORATION COM 989701107 648 21,613 SH   DFND 1,2,3 0 21,613 0
ZOETIS INC CL A 98978V103 937 28,655 SH   DFND 1,2 0 28,655 0