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
1 800 FLOWERS COM CL A 68243Q106 39 7,856 SH   SOLE   0 0 7,856
1 800 FLOWERS COM CL A 68243Q106 12 2,448 SH   DFND   0 0 2,448
1ST SOURCE CORP COM 336901103 70 2,592 SH   SOLE   0 0 2,592
1ST SOURCE CORP COM 336901103 462 17,165 SH   DFND   0 0 17,165
1ST UNITED BANCORP INC FLA COM 33740N105 51 6,998 SH   SOLE   0 0 6,998
3-D SYS CORP DEL COM NEW 88554D205 3,079 57,021 SH   SOLE   0 0 57,021
3-D SYS CORP DEL COM NEW 88554D205 554 10,252 SH   DFND   0 0 10,252
3M CO COM 88579Y101 166,022 1,390,352 SH   SOLE   0 0 1,390,352
3M CO COM 88579Y101 32,700 273,849 SH   DFND   0 0 273,849
8X8 INC NEW COM 282914100 22 2,182 SH   SOLE   0 0 2,182
8X8 INC NEW COM 282914100 244 24,193 SH   DFND   0 0 24,193
AAON INC COM PAR $0.004 000360206 3,791 142,736 SH   SOLE   0 0 142,736
AAON INC COM PAR $0.004 000360206 522 19,657 SH   DFND   0 0 19,657
AAR CORP COM 000361105 144 5,261 SH   SOLE   0 0 5,261
AAR CORP COM 000361105 34 1,232 SH   DFND   0 0 1,232
AARONS INC COM PAR $0.50 002535300 34,770 1,255,245 SH   SOLE   0 0 1,255,245
AARONS INC COM PAR $0.50 002535300 1,070 38,635 SH   DFND   0 0 38,635
ABAXIS INC COM 002567105 2,378 56,454 SH   SOLE   0 0 56,454
ABAXIS INC COM 002567105 2,699 64,091 SH   DFND   0 0 64,091
ABB LTD SPONSORED ADR 000375204 30,189 1,279,740 SH   SOLE   0 0 1,279,740
ABB LTD SPONSORED ADR 000375204 4,413 187,070 SH   DFND   0 0 187,070
ABBOTT LABS COM 002824100 105,439 3,176,824 SH   SOLE   0 0 3,176,824
ABBOTT LABS COM 002824100 57,460 1,731,235 SH   DFND   0 0 1,731,235
ABBVIE INC COM 00287Y109 119,891 2,680,329 SH   SOLE   0 0 2,680,329
ABBVIE INC COM 00287Y109 59,273 1,325,129 SH   DFND   0 0 1,325,129
ABERCROMBIE & FITCH CO CL A 002896207 6,863 194,038 SH   SOLE   0 0 194,038
ABERCROMBIE & FITCH CO CL A 002896207 828 23,410 SH   DFND   0 0 23,410
ABM INDS INC COM 000957100 583 21,907 SH   SOLE   0 0 21,907
ABM INDS INC COM 000957100 2,414 90,693 SH   DFND   0 0 90,693
ACACIA RESH CORP ACACIA TCH COM 003881307 312 13,527 SH   SOLE   0 0 13,527
ACACIA RESH CORP ACACIA TCH COM 003881307 1,490 64,607 SH   DFND   0 0 64,607
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,186 30,080 SH   SOLE   0 0 30,080
ACADIA HEALTHCARE COMPANY IN COM 00404A109 4,717 119,636 SH   DFND   0 0 119,636
ACADIA PHARMACEUTICALS INC COM 004225108 1,152 41,945 SH   SOLE   0 0 41,945
ACADIA PHARMACEUTICALS INC COM 004225108 5,893 214,524 SH   DFND   0 0 214,524
ACADIA RLTY TR COM SH BEN INT 004239109 4,221 171,040 SH   SOLE   0 0 171,040
ACADIA RLTY TR COM SH BEN INT 004239109 381 15,448 SH   DFND   0 0 15,448
ACCELRYS INC COM 00430U103 32 3,238 SH   SOLE   0 0 3,238
ACCELRYS INC COM 00430U103 33 3,397 SH   DFND   0 0 3,397
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 117,060 1,589,621 SH   SOLE   0 0 1,589,621
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 56,497 767,199 SH   DFND   0 0 767,199
ACCO BRANDS CORP COM 00081T108 2,440 367,542 SH   SOLE   0 0 367,542
ACCO BRANDS CORP COM 00081T108 23 3,418 SH   DFND   0 0 3,418
ACCRETIVE HEALTH INC COM 00438V103 52 5,651 SH   SOLE   0 0 5,651
ACCURAY INC COM 004397105 1,701 230,422 SH   SOLE   0 0 230,422
ACCURIDE CORP NEW COM NEW 00439T206 1,251 243,332 SH   SOLE   0 0 243,332
ACCURIDE CORP NEW COM NEW 00439T206 524 101,886 SH   DFND   0 0 101,886
ACE LTD SHS H0023R105 135,806 1,451,539 SH   SOLE   0 0 1,451,539
ACE LTD SHS H0023R105 55,612 594,402 SH   DFND   0 0 594,402
ACHILLION PHARMACEUTICALS IN COM 00448Q201 4 1,163 SH   DFND   0 0 1,163
ACI WORLDWIDE INC COM 004498101 6,647 122,957 SH   SOLE   0 0 122,957
ACI WORLDWIDE INC COM 004498101 1,029 19,043 SH   DFND   0 0 19,043
ACORDA THERAPEUTICS INC COM 00484M106 4,694 137,243 SH   SOLE   0 0 137,243
ACORDA THERAPEUTICS INC COM 00484M106 288 8,429 SH   DFND   0 0 8,429
ACTAVIS INC COM 00507K103 19,296 134,001 SH   SOLE   0 0 134,001
ACTAVIS INC COM 00507K103 1,441 10,007 SH   DFND   0 0 10,007
ACTIVISION BLIZZARD INC COM 00507V109 18,813 1,127,848 SH   SOLE   0 0 1,127,848
ACTIVISION BLIZZARD INC COM 00507V109 5,008 300,211 SH   DFND   0 0 300,211
ACTUANT CORP CL A NEW 00508X203 7,933 204,258 SH   SOLE   0 0 204,258
ACTUANT CORP CL A NEW 00508X203 1,304 33,570 SH   DFND   0 0 33,570
ACUITY BRANDS INC COM 00508Y102 26,263 285,404 SH   SOLE   0 0 285,404
ACUITY BRANDS INC COM 00508Y102 2,927 31,804 SH   DFND   0 0 31,804
ACXIOM CORP COM 005125109 3,894 137,145 SH   SOLE   0 0 137,145
ACXIOM CORP COM 005125109 1,867 65,749 SH   DFND   0 0 65,749
ADOBE SYS INC COM 00724F101 35,283 679,296 SH   SOLE   0 0 679,296
ADOBE SYS INC COM 00724F101 2,986 57,498 SH   DFND   0 0 57,498
ADTRAN INC COM 00738A106 21 780 SH   DFND   0 0 780
ADVANCE AUTO PARTS INC COM 00751Y106 104 1,261 SH   SOLE   0 0 1,261
ADVANCED MICRO DEVICES INC COM 007903107 170 44,541 SH   SOLE   0 0 44,541
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 531 512,000 PRN   SOLE   0 0 512,000
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 7,413 1,550,746 SH   SOLE   0 0 1,550,746
ADVANTEST CORP SPON ADR NEW 00762U200 10 895 SH   SOLE   0 0 895
ADVENT SOFTWARE INC COM 007974108 10,088 317,747 SH   SOLE   0 0 317,747
ADVISORY BRD CO COM 00762W107 4,907 82,499 SH   SOLE   0 0 82,499
ADVISORY BRD CO COM 00762W107 2,579 43,358 SH   DFND   0 0 43,358
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 1,408 45,035 SH   SOLE   0 0 45,035
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2,107 67,369 SH   DFND   0 0 67,369
AEGERION PHARMACEUTICALS INC COM 00767E102 3,949 46,048 SH   SOLE   0 0 46,048
AEGERION PHARMACEUTICALS INC COM 00767E102 168 1,963 SH   DFND   0 0 1,963
AEGION CORP COM 00770F104 2,180 91,910 SH   SOLE   0 0 91,910
AEGON N V NY REGISTRY SH 007924103 1,496 202,226 SH   SOLE   0 0 202,226
AERCAP HOLDINGS NV SHS N00985106 3,424 175,935 SH   SOLE   0 0 175,935
AERCAP HOLDINGS NV SHS N00985106 3,365 172,903 SH   DFND   0 0 172,903
AEROVIRONMENT INC COM 008073108 2,152 93,145 SH   SOLE   0 0 93,145
AES CORP COM 00130H105 13,386 1,007,204 SH   SOLE   0 0 1,007,204
AES CORP COM 00130H105 5,425 408,167 SH   DFND   0 0 408,167
AES TR III PFD CV 6.75% 00808N202 486 9,638 SH   SOLE   0 0 9,638
AETNA INC NEW COM 00817Y108 53,286 832,334 SH   SOLE   0 0 832,334
AETNA INC NEW COM 00817Y108 4,068 63,545 SH   DFND   0 0 63,545
AFC ENTERPRISES INC COM 00104Q107 93 2,141 SH   SOLE   0 0 2,141
AFC ENTERPRISES INC COM 00104Q107 30 682 SH   DFND   0 0 682
AFFILIATED MANAGERS GROUP COM 008252108 42,052 230,248 SH   SOLE   0 0 230,248
AFFILIATED MANAGERS GROUP COM 008252108 23,772 130,156 SH   DFND   0 0 130,156
AFFYMETRIX INC COM 00826T108 1,736 280,228 SH   SOLE   0 0 280,228
AFLAC INC COM 001055102 39,253 633,219 SH   SOLE   0 0 633,219
AFLAC INC COM 001055102 3,241 52,290 SH   DFND   0 0 52,290
AG MTG INVT TR INC COM 001228105 47 2,801 SH   SOLE   0 0 2,801
AGCO CORP COM 001084102 10,917 180,677 SH   SOLE   0 0 180,677
AGCO CORP COM 001084102 1,843 30,498 SH   DFND   0 0 30,498
AGILENT TECHNOLOGIES INC COM 00846U101 53,811 1,049,967 SH   SOLE   0 0 1,049,967
AGILENT TECHNOLOGIES INC COM 00846U101 8,257 161,103 SH   DFND   0 0 161,103
AGL RES INC COM 001204106 2,905 63,107 SH   SOLE   0 0 63,107
AGL RES INC COM 001204106 146 3,170 SH   DFND   0 0 3,170
AGNICO EAGLE MINES LTD COM 008474108 27 1,031 SH   SOLE   0 0 1,031
AGRIUM INC COM 008916108 67,706 805,734 SH   SOLE   0 0 805,734
AGRIUM INC COM 008916108 1,847 21,981 SH   DFND   0 0 21,981
AIR LEASE CORP CL A 00912X302 615 22,227 SH   SOLE   0 0 22,227
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 1 1,000 PRN   SOLE   0 0 1,000
AIR LEASE CORP CL A 00912X302 2,855 103,221 SH   DFND   0 0 103,221
AIR METHODS CORP COM PAR $.06 009128307 4,239 99,594 SH   SOLE   0 0 99,594
AIR METHODS CORP COM PAR $.06 009128307 959 22,526 SH   DFND   0 0 22,526
AIR PRODS & CHEMS INC COM 009158106 40,826 383,092 SH   SOLE   0 0 383,092
AIR PRODS & CHEMS INC COM 009158106 2,263 21,234 SH   DFND   0 0 21,234
AIRCASTLE LTD COM G0129K104 543 31,192 SH   SOLE   0 0 31,192
AIRCASTLE LTD COM G0129K104 409 23,485 SH   DFND   0 0 23,485
AIRGAS INC COM 009363102 20,673 194,941 SH   SOLE   0 0 194,941
AIRGAS INC COM 009363102 4,044 38,130 SH   DFND   0 0 38,130
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 609 410,000 PRN   SOLE   0 0 410,000
AKAMAI TECHNOLOGIES INC COM 00971T101 50,419 975,230 SH   SOLE   0 0 975,230
AKAMAI TECHNOLOGIES INC COM 00971T101 5,732 110,869 SH   DFND   0 0 110,869
AKORN INC COM 009728106 4,517 229,538 SH   SOLE   0 0 229,538
AKORN INC COM 009728106 1,724 87,579 SH   DFND   0 0 87,579
ALASKA AIR GROUP INC COM 011659109 1,631 26,042 SH   SOLE   0 0 26,042
ALASKA AIR GROUP INC COM 011659109 774 12,364 SH   DFND   0 0 12,364
ALBANY INTL CORP CL A 012348108 3,383 94,319 SH   SOLE   0 0 94,319
ALBANY INTL CORP CL A 012348108 45 1,264 SH   DFND   0 0 1,264
ALBEMARLE CORP COM 012653101 216,252 3,435,851 SH   SOLE   0 0 3,435,851
ALBEMARLE CORP COM 012653101 3,557 56,520 SH   DFND   0 0 56,520
ALCATEL-LUCENT SPONSORED ADR 013904305 40 11,332 SH   DFND   0 0 11,332
ALCOA INC COM 013817101 6,467 796,422 SH   SOLE   0 0 796,422
ALCOA INC NOTE 5.250% 3/1 013817AT8 1,896 1,472,000 PRN   SOLE   0 0 1,472,000
ALCOA INC COM 013817101 385 47,353 SH   DFND   0 0 47,353
ALERE INC COM 01449J105 4,432 144,974 SH   SOLE   0 0 144,974
ALERE INC NOTE 3.000% 5/1 01449JAA3 322 305,000 PRN   SOLE   0 0 305,000
ALEXANDER & BALDWIN INC NEW COM 014491104 14,502 402,615 SH   SOLE   0 0 402,615
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 8,594 134,595 SH   SOLE   0 0 134,595
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,286 20,143 SH   DFND   0 0 20,143
ALEXION PHARMACEUTICALS INC COM 015351109 35,011 301,404 SH   SOLE   0 0 301,404
ALEXION PHARMACEUTICALS INC COM 015351109 43,085 370,914 SH   DFND   0 0 370,914
ALIGN TECHNOLOGY INC COM 016255101 8,257 171,661 SH   SOLE   0 0 171,661
ALIGN TECHNOLOGY INC COM 016255101 725 15,083 SH   DFND   0 0 15,083
ALKERMES PLC SHS G01767105 1,364 40,582 SH   SOLE   0 0 40,582
ALKERMES PLC SHS G01767105 413 12,276 SH   DFND   0 0 12,276
ALLEGHANY CORP DEL COM 017175100 24,078 58,776 SH   SOLE   0 0 58,776
ALLEGHANY CORP DEL COM 017175100 4,751 11,597 SH   DFND   0 0 11,597
ALLEGHENY TECHNOLOGIES INC COM 01741R102 19,446 637,147 SH   SOLE   0 0 637,147
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 3,851 3,813,000 PRN   SOLE   0 0 3,813,000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 934 30,605 SH   DFND   0 0 30,605
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 18 18,000 PRN   DFND   0 0 18,000
ALLEGIANT TRAVEL CO COM 01748X102 3,072 29,154 SH   SOLE   0 0 29,154
ALLERGAN INC COM 018490102 43,521 481,158 SH   SOLE   0 0 481,158
ALLERGAN INC COM 018490102 78,117 863,650 SH   DFND   0 0 863,650
ALLETE INC COM NEW 018522300 98 2,037 SH   SOLE   0 0 2,037
ALLETE INC COM NEW 018522300 51 1,059 SH   DFND   0 0 1,059
ALLIANCE DATA SYSTEMS CORP COM 018581108 121,497 574,536 SH   SOLE   0 0 574,536
ALLIANCE DATA SYSTEMS CORP NOTE 4.750% 5/1 018581AC2 4 1,000 PRN   SOLE   0 0 1,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 23,839 112,731 SH   DFND   0 0 112,731
ALLIANT ENERGY CORP COM 018802108 3,841 77,520 SH   SOLE   0 0 77,520
ALLIANT ENERGY CORP COM 018802108 4,064 82,014 SH   DFND   0 0 82,014
ALLIANT TECHSYSTEMS INC COM 018804104 24,375 249,846 SH   SOLE   0 0 249,846
ALLIED HEALTHCARE PRODS INC COM 019222108 30 13,336 SH   SOLE   0 0 13,336
ALLIED NEVADA GOLD CORP COM 019344100 738 176,655 SH   SOLE   0 0 176,655
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 5,835 58,713 SH   SOLE   0 0 58,713
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 16 166 SH   DFND   0 0 166
ALLOT COMMUNICATIONS LTD SHS M0854Q105 347 27,426 SH   SOLE   18,576 0 8,850
ALLOT COMMUNICATIONS LTD SHS M0854Q105 1,626 128,573 SH   DFND   92,226 0 36,347
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,964 333,834 SH   SOLE   0 0 333,834
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,034 69,565 SH   DFND   0 0 69,565
ALLSTATE CORP COM 020002101 103,664 2,050,715 SH   SOLE   0 0 2,050,715
ALLSTATE CORP COM 020002101 1,592 31,492 SH   DFND   0 0 31,492
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 93 1,449 SH   SOLE   0 0 1,449
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 139 2,177 SH   DFND   0 0 2,177
ALPHA NATURAL RESOURCES INC COM 02076X102 13 2,149 SH   SOLE   0 0 2,149
ALPHA NATURAL RESOURCES INC COM 02076X102 4 699 SH   DFND   0 0 699
ALPS ETF TR ALERIAN MLP 00162Q866 34,043 1,935,375 SH   SOLE   0 0 1,935,375
ALTERA CORP COM 021441100 20,816 560,172 SH   SOLE   0 0 560,172
ALTERA CORP COM 021441100 2,695 72,534 SH   DFND   0 0 72,534
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 108 768 SH   DFND   0 0 768
ALTRA HOLDINGS INC COM 02208R106 2,206 81,977 SH   SOLE   0 0 81,977
ALTRA HOLDINGS INC COM 02208R106 9 325 SH   DFND   0 0 325
ALTRIA GROUP INC COM 02209S103 312,463 9,096,456 SH   SOLE   0 0 9,096,456
ALTRIA GROUP INC COM 02209S103 62,030 1,805,835 SH   DFND   0 0 1,805,835
ALUMINA LTD SPONSORED ADR 022205108 78 20,450 SH   SOLE   0 0 20,450
AMAZON COM INC COM 023135106 403,234 1,289,771 SH   SOLE   0 0 1,289,771
AMAZON COM INC COM 023135106 116,383 372,259 SH   DFND   0 0 372,259
AMC NETWORKS INC CL A 00164V103 9,352 136,525 SH   SOLE   0 0 136,525
AMC NETWORKS INC CL A 00164V103 839 12,250 SH   DFND   0 0 12,250
AMCOL INTL CORP COM 02341W103 2,333 71,403 SH   SOLE   0 0 71,403
AMCOL INTL CORP COM 02341W103 48 1,463 SH   DFND   0 0 1,463
AMDOCS LTD ORD G02602103 13,554 369,935 SH   SOLE   0 0 369,935
AMDOCS LTD ORD G02602103 8,003 218,423 SH   DFND   0 0 218,423
AMERCO COM 023586100 2,295 12,466 SH   SOLE   0 0 12,466
AMEREN CORP COM 023608102 5,079 145,782 SH   SOLE   0 0 145,782
AMEREN CORP COM 023608102 6,168 177,041 SH   DFND   0 0 177,041
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,463 225,302 SH   SOLE   0 0 225,302
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,171 59,087 SH   DFND   0 0 59,087
AMERICAN ASSETS TR INC COM 024013104 6,171 202,264 SH   SOLE   0 0 202,264
AMERICAN ASSETS TR INC COM 024013104 2,256 73,954 SH   DFND   0 0 73,954
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,192 60,427 SH   SOLE   0 0 60,427
AMERICAN AXLE & MFG HLDGS IN COM 024061103 290 14,681 SH   DFND   0 0 14,681
AMERICAN CAMPUS CMNTYS INC COM 024835100 23,423 685,899 SH   SOLE   0 0 685,899
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,340 39,227 SH   DFND   0 0 39,227
AMERICAN CAP LTD COM 02503Y103 3,114 226,477 SH   SOLE   0 0 226,477
AMERICAN CAP LTD COM 02503Y103 1,044 75,906 SH   DFND   0 0 75,906
AMERICAN CAPITAL AGENCY CORP COM 02503X105 18,216 806,726 SH   SOLE   0 0 806,726
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,780 78,842 SH   DFND   0 0 78,842
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 7,091 506,897 SH   SOLE   0 0 506,897
AMERICAN ELEC PWR INC COM 025537101 75,113 1,732,704 SH   SOLE   0 0 1,732,704
AMERICAN ELEC PWR INC COM 025537101 24,399 562,826 SH   DFND   0 0 562,826
AMERICAN EQTY INVT LIFE HLD COM 025676206 9,233 435,114 SH   SOLE   0 0 435,114
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,690 173,903 SH   DFND   0 0 173,903
AMERICAN EXPRESS CO COM 025816109 219,743 2,909,729 SH   SOLE   0 0 2,909,729
AMERICAN EXPRESS CO COM 025816109 54,381 720,089 SH   DFND   0 0 720,089
AMERICAN FINL GROUP INC OHIO COM 025932104 17,216 318,463 SH   SOLE   0 0 318,463
AMERICAN FINL GROUP INC OHIO COM 025932104 551 10,195 SH   DFND   0 0 10,195
AMERICAN HOMES 4 RENT CL A 02665T306 2,305 142,729 SH   SOLE   0 0 142,729
AMERICAN HOMES 4 RENT CL A 02665T306 254 15,716 SH   DFND   0 0 15,716
AMERICAN INTL GROUP INC COM NEW 026874784 215,091 4,423,017 SH   SOLE   0 0 4,423,017
AMERICAN INTL GROUP INC COM NEW 026874784 7,421 152,598 SH   DFND   0 0 152,598
AMERICAN RIVER BANKSHARES COM 029326105 36 4,214 SH   SOLE   0 0 4,214
AMERICAN RLTY CAP PPTYS INC COM 02917T104 143 11,699 SH   SOLE   0 0 11,699
AMERICAN SCIENCE & ENGR INC COM 029429107 32 534 SH   DFND   0 0 534
AMERICAN SOFTWARE INC CL A 029683109 14 1,671 SH   DFND   0 0 1,671
AMERICAN STS WTR CO COM 029899101 4,738 171,911 SH   SOLE   0 0 171,911
AMERICAN TOWER CORP NEW COM 03027X100 111,315 1,501,624 SH   SOLE   0 0 1,501,624
AMERICAN TOWER CORP NEW COM 03027X100 23,177 312,651 SH   DFND   0 0 312,651
AMERICAN WTR WKS CO INC NEW COM 030420103 93 2,241 SH   SOLE   0 0 2,241
AMERICAN WTR WKS CO INC NEW COM 030420103 1,377 33,367 SH   DFND   0 0 33,367
AMERIPRISE FINL INC COM 03076C106 98,443 1,080,845 SH   SOLE   0 0 1,080,845
AMERIPRISE FINL INC COM 03076C106 1,552 17,045 SH   DFND   0 0 17,045
AMERISAFE INC COM 03071H100 1 26 SH   SOLE   0 0 26
AMERISAFE INC COM 03071H100 58 1,647 SH   DFND   0 0 1,647
AMERISOURCEBERGEN CORP COM 03073E105 17,917 293,239 SH   SOLE   0 0 293,239
AMERISOURCEBERGEN CORP COM 03073E105 24,113 394,656 SH   DFND   0 0 394,656
AMETEK INC NEW COM 031100100 23,204 504,212 SH   SOLE   0 0 504,212
AMETEK INC NEW COM 031100100 6,099 132,537 SH   DFND   0 0 132,537
AMGEN INC COM 031162100 136,070 1,215,722 SH   SOLE   0 0 1,215,722
AMGEN INC COM 031162100 47,013 420,036 SH   DFND   0 0 420,036
AMKOR TECHNOLOGY INC COM 031652100 1,361 317,825 SH   SOLE   0 0 317,825
AMKOR TECHNOLOGY INC COM 031652100 1 306 SH   DFND   0 0 306
AMPHENOL CORP NEW CL A 032095101 49,101 634,549 SH   SOLE   0 0 634,549
AMPHENOL CORP NEW CL A 032095101 11,122 143,728 SH   DFND   0 0 143,728
AMREIT INC NEW CL B 03216B208 15 861 SH   DFND   0 0 861
AMSURG CORP COM 03232P405 102 2,562 SH   SOLE   0 0 2,562
AMSURG CORP COM 03232P405 33 835 SH   DFND   0 0 835
AMTRUST FINL SVCS INC COM 032359309 5,621 144,112 SH   SOLE   0 0 144,112
AMTRUST FINL SVCS INC COM 032359309 1,101 28,236 SH   DFND   0 0 28,236
ANADARKO PETE CORP COM 032511107 43,210 464,671 SH   SOLE   0 0 464,671
ANADARKO PETE CORP COM 032511107 15,406 165,673 SH   DFND   0 0 165,673
ANALOG DEVICES INC COM 032654105 53,577 1,138,719 SH   SOLE   0 0 1,138,719
ANALOG DEVICES INC COM 032654105 10,129 215,283 SH   DFND   0 0 215,283
ANALOGIC CORP COM PAR $0.05 032657207 2,332 28,221 SH   SOLE   0 0 28,221
ANALOGIC CORP COM PAR $0.05 032657207 1,680 20,335 SH   DFND   0 0 20,335
ANDERSONS INC COM 034164103 1,903 27,222 SH   SOLE   0 0 27,222
ANGIES LIST INC COM 034754101 2,720 120,958 SH   SOLE   0 0 120,958
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 6,296 474,117 SH   SOLE   0 0 474,117
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 897 67,538 SH   DFND   0 0 67,538
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 159,755 1,610,438 SH   SOLE   0 0 1,610,438
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 7,214 72,724 SH   DFND   0 0 72,724
ANIXTER INTL INC COM 035290105 5,930 67,651 SH   SOLE   0 0 67,651
ANIXTER INTL INC COM 035290105 1,921 21,917 SH   DFND   0 0 21,917
ANN INC COM 035623107 3,554 98,125 SH   SOLE   0 0 98,125
ANN INC COM 035623107 3,584 98,943 SH   DFND   0 0 98,943
ANNALY CAP MGMT INC COM 035710409 46,917 4,051,541 SH   SOLE   0 0 4,051,541
ANNALY CAP MGMT INC COM 035710409 2,845 245,645 SH   DFND   0 0 245,645
ANSYS INC COM 03662Q105 50,893 588,227 SH   SOLE   0 0 588,227
ANSYS INC COM 03662Q105 2,326 26,883 SH   DFND   0 0 26,883
AOL INC COM 00184X105 6,256 180,913 SH   SOLE   0 0 180,913
AOL INC COM 00184X105 1,583 45,766 SH   DFND   0 0 45,766
AON PLC SHS CL A G0408V102 89,134 1,197,388 SH   SOLE   0 0 1,197,388
AON PLC SHS CL A G0408V102 8,255 110,896 SH   DFND   0 0 110,896
APACHE CORP COM 037411105 68,146 800,398 SH   SOLE   0 0 800,398
APACHE CORP COM 037411105 3,281 38,533 SH   DFND   0 0 38,533
APARTMENT INVT & MGMT CO CL A 03748R101 22,123 791,796 SH   SOLE   0 0 791,796
APARTMENT INVT & MGMT CO CL A 03748R101 421 15,055 SH   DFND   0 0 15,055
APOLLO COML REAL EST FIN INC COM 03762U105 435 28,462 SH   SOLE   0 0 28,462
APOLLO GROUP INC CL A 037604105 3,525 169,370 SH   SOLE   0 0 169,370
APOLLO INVT CORP COM 03761U106 703 86,210 SH   SOLE   0 0 86,210
APPLE INC COM 037833100 595,642 1,249,381 SH   SOLE   0 0 1,249,381
APPLE INC COM 037833100 56,456 118,419 SH   DFND   0 0 118,419
APPLIED INDL TECHNOLOGIES IN COM 03820C105 3,428 66,570 SH   SOLE   0 0 66,570
APPLIED MATLS INC COM 038222105 81,067 4,624,235 SH   SOLE   0 0 4,624,235
APPLIED MATLS INC COM 038222105 3,970 226,461 SH   DFND   0 0 226,461
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 1,534 118,908 SH   SOLE   0 0 118,908
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 252 19,509 SH   DFND   0 0 19,509
APPROACH RESOURCES INC COM 03834A103 650 24,729 SH   SOLE   0 0 24,729
APPROACH RESOURCES INC COM 03834A103 2,882 109,661 SH   DFND   0 0 109,661
APTARGROUP INC COM 038336103 17,303 287,755 SH   SOLE   0 0 287,755
APTARGROUP INC COM 038336103 2,293 38,133 SH   DFND   0 0 38,133
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1,399 102,336 SH   SOLE   0 0 102,336
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 502 23,340 SH   SOLE   0 0 23,340
ARCH CAP GROUP LTD ORD G0450A105 1,247 23,030 SH   SOLE   0 0 23,030
ARCH CAP GROUP LTD ORD G0450A105 1,708 31,558 SH   DFND   0 0 31,558
ARCH COAL INC COM 039380100 9 2,127 SH   SOLE   0 0 2,127
ARCH COAL INC COM 039380100 3 718 SH   DFND   0 0 718
ARCHER DANIELS MIDLAND CO COM 039483102 54,173 1,470,506 SH   SOLE   0 0 1,470,506
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 2,184 2,146,000 PRN   SOLE   0 0 2,146,000
ARCHER DANIELS MIDLAND CO COM 039483102 488 13,246 SH   DFND   0 0 13,246
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 9,461 798,356 SH   SOLE   0 0 798,356
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 824 69,540 SH   DFND   0 0 69,540
ARCTIC CAT INC COM 039670104 1,208 21,173 SH   SOLE   0 0 21,173
ARES CAP CORP COM 04010L103 7,441 430,344 SH   SOLE   0 0 430,344
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 5,305 4,935,000 PRN   SOLE   0 0 4,935,000
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 11 10,000 PRN   DFND   0 0 10,000
ARGAN INC COM 04010E109 29 1,312 SH   DFND   0 0 1,312
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,350 31,469 SH   SOLE   0 0 31,469
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,308 53,810 SH   DFND   0 0 53,810
ARIAD PHARMACEUTICALS INC COM 04033A100 5,836 317,195 SH   SOLE   0 0 317,195
ARIAD PHARMACEUTICALS INC COM 04033A100 3,380 183,673 SH   DFND   0 0 183,673
ARM HLDGS PLC SPONSORED ADR 042068106 127,779 2,655,424 SH   SOLE   0 0 2,655,424
ARM HLDGS PLC SPONSORED ADR 042068106 56,851 1,181,432 SH   DFND   0 0 1,181,432
ARMADA HOFFLER PPTYS INC COM 04208T108 1,339 135,159 SH   SOLE   0 0 135,159
ARMADA HOFFLER PPTYS INC COM 04208T108 224 22,611 SH   DFND   0 0 22,611
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,991 54,419 SH   SOLE   0 0 54,419
ARMSTRONG WORLD INDS INC NEW COM 04247X102 762 13,859 SH   DFND   0 0 13,859
ARRIS GROUP INC NEW COM 04270V106 295 17,311 SH   SOLE   0 0 17,311
ARRIS GROUP INC NEW COM 04270V106 167 9,793 SH   DFND   0 0 9,793
ARROW ELECTRS INC COM 042735100 10,998 226,617 SH   SOLE   0 0 226,617
ARROW ELECTRS INC COM 042735100 5,587 115,118 SH   DFND   0 0 115,118
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 11,227 214,410 SH   SOLE   0 0 214,410
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 764 14,596 SH   DFND   0 0 14,596
ARUBA NETWORKS INC COM 043176106 815 48,994 SH   SOLE   0 0 48,994
ARUBA NETWORKS INC COM 043176106 261 15,711 SH   DFND   0 0 15,711
ASBURY AUTOMOTIVE GROUP INC COM 043436104 326 6,130 SH   SOLE   0 0 6,130
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,534 28,829 SH   DFND   0 0 28,829
ASCENA RETAIL GROUP INC COM 04351G101 341 17,117 SH   SOLE   0 0 17,117
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,220 98,856 SH   SOLE   0 0 98,856
ASHFORD HOSPITALITY TR INC COM SHS 044103109 52 4,202 SH   DFND   0 0 4,202
ASHLAND INC NEW COM 044209104 3,530 38,169 SH   SOLE   0 0 38,169
ASHLAND INC NEW COM 044209104 1,556 16,828 SH   DFND   0 0 16,828
ASML HOLDING N V N Y REGISTRY SHS N07059210 154,132 1,560,673 SH   SOLE   0 0 1,560,673
ASML HOLDING N V N Y REGISTRY SHS N07059210 4,919 49,806 SH   DFND   0 0 49,806
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6,545 180,341 SH   SOLE   0 0 180,341
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,418 39,068 SH   DFND   0 0 39,068
ASPEN TECHNOLOGY INC COM 045327103 5,420 156,880 SH   SOLE   0 0 156,880
ASPEN TECHNOLOGY INC COM 045327103 1,235 35,733 SH   DFND   0 0 35,733
ASSOCIATED BANC CORP COM 045487105 3,835 247,553 SH   SOLE   0 0 247,553
ASSOCIATED BANC CORP COM 045487105 537 34,650 SH   DFND   0 0 34,650
ASSOCIATED ESTATES RLTY CORP COM 045604105 408 27,375 SH   SOLE   0 0 27,375
ASSOCIATED ESTATES RLTY CORP COM 045604105 14 950 SH   DFND   0 0 950
ASSURANT INC COM 04621X108 138 2,549 SH   SOLE   0 0 2,549
ASSURANT INC COM 04621X108 420 7,766 SH   DFND   0 0 7,766
ASSURED GUARANTY LTD COM G0585R106 2,455 130,936 SH   SOLE   0 0 130,936
ASSURED GUARANTY LTD COM G0585R106 717 38,218 SH   DFND   0 0 38,218
ASTORIA FINL CORP COM 046265104 10,570 849,718 SH   SOLE   0 0 849,718
ASTORIA FINL CORP COM 046265104 37 2,960 SH   DFND   0 0 2,960
ASTRAZENECA PLC SPONSORED ADR 046353108 172,661 3,324,887 SH   SOLE   0 0 3,324,887
ASTRAZENECA PLC SPONSORED ADR 046353108 37,643 724,877 SH   DFND   0 0 724,877
ASTRONICS CORP COM 046433108 2,118 42,605 SH   SOLE   0 0 42,605
AT&T INC COM 00206R102 288,217 8,522,075 SH   SOLE   0 0 8,522,075
AT&T INC COM 00206R102 101,653 3,005,698 SH   DFND   0 0 3,005,698
ATHENAHEALTH INC COM 04685W103 39,394 362,803 SH   SOLE   0 0 362,803
ATHENAHEALTH INC COM 04685W103 19,567 180,209 SH   DFND   0 0 180,209
ATHLON ENERGY INC COM 047477104 1,637 50,057 SH   SOLE   0 0 50,057
ATHLON ENERGY INC COM 047477104 444 13,571 SH   DFND   0 0 13,571
ATLANTIC TELE NETWORK INC COM NEW 049079205 1 18 SH   SOLE   0 0 18
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,472 75,433 SH   SOLE   0 0 75,433
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 289 6,288 SH   DFND   0 0 6,288
ATMEL CORP COM 049513104 8,883 1,193,997 SH   SOLE   0 0 1,193,997
ATMEL CORP COM 049513104 5,667 761,740 SH   DFND   0 0 761,740
ATMI INC COM 00207R101 34 1,299 SH   SOLE   0 0 1,299
ATMI INC COM 00207R101 428 16,141 SH   DFND   0 0 16,141
ATMOS ENERGY CORP COM 049560105 1,034 24,285 SH   SOLE   0 0 24,285
ATMOS ENERGY CORP COM 049560105 769 18,054 SH   DFND   0 0 18,054
ATRION CORP COM 049904105 39 150 SH   DFND   0 0 150
ATWOOD OCEANICS INC COM 050095108 32,947 598,607 SH   SOLE   0 0 598,607
ATWOOD OCEANICS INC COM 050095108 916 16,648 SH   DFND   0 0 16,648
AU OPTRONICS CORP SPONSORED ADR 002255107 418 114,573 SH   SOLE   0 0 114,573
AU OPTRONICS CORP SPONSORED ADR 002255107 320 87,726 SH   DFND   0 0 87,726
AURICO GOLD INC COM 05155C105 212 55,592 SH   SOLE   0 0 55,592
AURICO GOLD INC COM 05155C105 7 1,913 SH   DFND   0 0 1,913
AUTODESK INC COM 052769106 79,824 1,938,882 SH   SOLE   0 0 1,938,882
AUTODESK INC COM 052769106 1,685 40,924 SH   DFND   0 0 40,924
AUTOLIV INC COM 052800109 7,233 82,763 SH   SOLE   0 0 82,763
AUTOLIV INC COM 052800109 3,731 42,692 SH   DFND   0 0 42,692
AUTOMATIC DATA PROCESSING IN COM 053015103 145,629 2,012,001 SH   SOLE   0 0 2,012,001
AUTOMATIC DATA PROCESSING IN COM 053015103 32,950 455,237 SH   DFND   0 0 455,237
AUTONATION INC COM 05329W102 4,647 89,077 SH   SOLE   0 0 89,077
AUTONATION INC COM 05329W102 2,470 47,351 SH   DFND   0 0 47,351
AUTOZONE INC COM 053332102 20,814 49,237 SH   SOLE   0 0 49,237
AUTOZONE INC COM 053332102 617 1,459 SH   DFND   0 0 1,459
AUXILIUM PHARMACEUTICALS INC COM 05334D107 1,050 57,676 SH   SOLE   0 0 57,676
AUXILIUM PHARMACEUTICALS INC NOTE 1.500% 7/1 05334DAA5 109 105,000 PRN   SOLE   0 0 105,000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 186 10,247 SH   DFND   0 0 10,247
AVAGO TECHNOLOGIES LTD SHS Y0486S104 37,233 864,269 SH   SOLE   0 0 864,269
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,432 102,887 SH   DFND   0 0 102,887
AVALONBAY CMNTYS INC COM 053484101 37,341 293,818 SH   SOLE   0 0 293,818
AVALONBAY CMNTYS INC COM 053484101 3,600 28,330 SH   DFND   0 0 28,330
AVERY DENNISON CORP COM 053611109 3,532 81,150 SH   SOLE   0 0 81,150
AVERY DENNISON CORP COM 053611109 1,502 34,517 SH   DFND   0 0 34,517
AVG TECHNOLOGIES N V SHS N07831105 526 21,982 SH   SOLE   0 0 21,982
AVG TECHNOLOGIES N V SHS N07831105 2,328 97,260 SH   DFND   0 0 97,260
AVIS BUDGET GROUP COM 053774105 450 15,606 SH   SOLE   0 0 15,606
AVIS BUDGET GROUP COM 053774105 13 451 SH   DFND   0 0 451
AVISTA CORP COM 05379B107 655 24,813 SH   SOLE   0 0 24,813
AVISTA CORP COM 05379B107 1,225 46,405 SH   DFND   0 0 46,405
AVIV REIT INC MD COM 05381L101 1,406 61,663 SH   SOLE   0 0 61,663
AVIV REIT INC MD COM 05381L101 243 10,645 SH   DFND   0 0 10,645
AVIVA PLC ADR 05382A104 3,605 280,745 SH   SOLE   0 0 280,745
AVIVA PLC ADR 05382A104 91 7,075 SH   DFND   0 0 7,075
AVNET INC COM 053807103 8,837 211,856 SH   SOLE   0 0 211,856
AVNET INC COM 053807103 5,893 141,280 SH   DFND   0 0 141,280
AVON PRODS INC COM 054303102 3,281 159,288 SH   SOLE   0 0 159,288
AVON PRODS INC COM 054303102 305 14,809 SH   DFND   0 0 14,809
AVX CORP NEW COM 002444107 206 15,701 SH   SOLE   0 0 15,701
AXIALL CORP COM 05463D100 3,337 88,299 SH   SOLE   0 0 88,299
AXIALL CORP COM 05463D100 1,256 33,249 SH   DFND   0 0 33,249
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 34,150 788,500 SH   SOLE   0 0 788,500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 4,564 105,369 SH   DFND   0 0 105,369
AZZ INC COM 002474104 15,073 360,077 SH   SOLE   0 0 360,077
AZZ INC COM 002474104 13 302 SH   DFND   0 0 302
B & G FOODS INC NEW COM 05508R106 953 27,593 SH   SOLE   0 0 27,593
B & G FOODS INC NEW COM 05508R106 460 13,326 SH   DFND   0 0 13,326
B/E AEROSPACE INC COM 073302101 33,370 452,042 SH   SOLE   0 0 452,042
B/E AEROSPACE INC COM 073302101 3,263 44,208 SH   DFND   0 0 44,208
BABCOCK & WILCOX CO NEW COM 05615F102 24,447 724,995 SH   SOLE   0 0 724,995
BABCOCK & WILCOX CO NEW COM 05615F102 1,070 31,727 SH   DFND   0 0 31,727
BAIDU INC SPON ADR REP A 056752108 59,511 383,498 SH   SOLE   0 0 383,498
BAIDU INC SPON ADR REP A 056752108 58,773 378,743 SH   DFND   0 0 378,743
BAKER HUGHES INC COM 057224107 17,436 355,106 SH   SOLE   0 0 355,106
BAKER HUGHES INC COM 057224107 1,265 25,766 SH   DFND   0 0 25,766
BALCHEM CORP COM 057665200 3,359 64,901 SH   SOLE   0 0 64,901
BALCHEM CORP COM 057665200 453 8,749 SH   DFND   0 0 8,749
BALL CORP COM 058498106 4,530 100,927 SH   SOLE   0 0 100,927
BALL CORP COM 058498106 1,454 32,407 SH   DFND   0 0 32,407
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BALLY TECHNOLOGIES INC COM 05874B107 3,088 42,853 SH   DFND   0 0 42,853
BANCFIRST CORP COM 05945F103 3 50 SH   SOLE   0 0 50
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 20,861 1,865,926 SH   SOLE   0 0 1,865,926
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 3,692 330,242 SH   DFND   0 0 330,242
BANCO BRADESCO S A SP ADR PFD NEW 059460303 49,128 3,539,486 SH   SOLE   0 0 3,539,486
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,851 277,437 SH   DFND   0 0 277,437
BANCO MACRO SA SPON ADR B 05961W105 3,324 138,493 SH   SOLE   0 0 138,493
BANCO SANTANDER SA ADR 05964H105 17,570 2,150,525 SH   SOLE   0 0 2,150,525
BANCO SANTANDER SA ADR 05964H105 2,367 289,717 SH   DFND   0 0 289,717
BANCOLOMBIA S A SPON ADR PREF 05968L102 7,571 131,570 SH   SOLE   0 0 131,570
BANCORP INC DEL COM 05969A105 537 30,380 SH   SOLE   0 0 30,380
BANCORP INC DEL COM 05969A105 862 48,739 SH   DFND   0 0 48,739
BANCORPSOUTH INC COM 059692103 188 9,407 SH   SOLE   0 0 9,407
BANK HAWAII CORP COM 062540109 4,634 85,110 SH   SOLE   0 0 85,110
BANK MONTREAL QUE COM 063671101 2,200 32,930 SH   SOLE   0 0 32,930
BANK N S HALIFAX COM 064149107 7,926 138,302 SH   SOLE   0 0 138,302
BANK N S HALIFAX COM 064149107 58 1,010 SH   DFND   0 0 1,010
BANK NEW YORK MELLON CORP COM 064058100 112,765 3,735,183 SH   SOLE   0 0 3,735,183
BANK NEW YORK MELLON CORP COM 064058100 2,100 69,552 SH   DFND   0 0 69,552
BANK OF THE OZARKS INC COM 063904106 4,667 97,351 SH   SOLE   0 0 97,351
BANK OF THE OZARKS INC COM 063904106 2,487 51,875 SH   DFND   0 0 51,875
BANKRATE INC DEL COM 06647F102 42 2,026 SH   SOLE   0 0 2,026
BANKRATE INC DEL COM 06647F102 462 22,452 SH   DFND   0 0 22,452
BANKUNITED INC COM 06652K103 92 2,960 SH   SOLE   0 0 2,960
BANKUNITED INC COM 06652K103 426 13,664 SH   DFND   0 0 13,664
BANNER CORP COM NEW 06652V208 222 5,830 SH   SOLE   0 0 5,830
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 13,182 518,171 SH   SOLE   0 0 518,171
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 15,842 627,419 SH   SOLE   0 0 627,419
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 9,528 381,134 SH   SOLE   0 0 381,134
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 414 16,274 SH   DFND   0 0 16,274
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 549 21,760 SH   DFND   0 0 21,760
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 735 29,391 SH   DFND   0 0 29,391
BARCLAYS BK PLC IPSP CROIL ETN 06738C786 17,796 734,442 SH   SOLE   0 0 734,442
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 7,400 302,887 SH   SOLE   0 0 302,887
BARCLAYS BK PLC IPSP CROIL ETN 06738C786 497 20,522 SH   DFND   0 0 20,522
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 581 23,794 SH   DFND   0 0 23,794
BARCLAYS PLC ADR 06738E204 48,389 2,839,746 SH   SOLE   0 0 2,839,746
BARCLAYS PLC ADR 06738E204 4,183 245,473 SH   DFND   0 0 245,473
BARD C R INC COM 067383109 28,866 250,569 SH   SOLE   0 0 250,569
BARD C R INC COM 067383109 2,741 23,797 SH   DFND   0 0 23,797
BARNES GROUP INC COM 067806109 6,568 188,073 SH   SOLE   0 0 188,073
BARNES GROUP INC COM 067806109 3,438 98,444 SH   DFND   0 0 98,444
BARRETT BILL CORP COM 06846N104 4,636 184,632 SH   SOLE   0 0 184,632
BARRETT BILL CORP COM 06846N104 3,307 131,686 SH   DFND   0 0 131,686
BARRICK GOLD CORP COM 067901108 79,931 4,292,724 SH   SOLE   0 0 4,292,724
BARRICK GOLD CORP COM 067901108 6,453 346,581 SH   DFND   0 0 346,581
BAXTER INTL INC COM 071813109 69,584 1,059,277 SH   SOLE   0 0 1,059,277
BAXTER INTL INC COM 071813109 13,868 211,118 SH   DFND   0 0 211,118
BB&T CORP COM 054937107 23,508 696,520 SH   SOLE   0 0 696,520
BB&T CORP DP SHS RP PF G 054937800 6,217 318,000 SH   SOLE   0 0 318,000
BB&T CORP COM 054937107 5,858 173,571 SH   DFND   0 0 173,571
BB&T CORP DP SHS RP PF G 054937800 517 26,434 SH   DFND   0 0 26,434
BBCN BANCORP INC COM 073295107 2,261 164,458 SH   SOLE   0 0 164,458
BBCN BANCORP INC COM 073295107 13 970 SH   DFND   0 0 970
BCE INC COM NEW 05534B760 68,734 1,609,685 SH   SOLE   0 0 1,609,685
BCE INC COM NEW 05534B760 31,345 734,083 SH   DFND   0 0 734,083
BEACON ROOFING SUPPLY INC COM 073685109 10,067 273,039 SH   SOLE   0 0 273,039
BEACON ROOFING SUPPLY INC COM 073685109 7,519 203,920 SH   DFND   0 0 203,920
BEAM INC COM 073730103 6,073 93,943 SH   SOLE   0 0 93,943
BEAM INC COM 073730103 1,347 20,843 SH   DFND   0 0 20,843
BEBE STORES INC COM 075571109 13 2,212 SH   DFND   0 0 2,212
BECTON DICKINSON & CO COM 075887109 9,306 93,037 SH   SOLE   0 0 93,037
BECTON DICKINSON & CO COM 075887109 8,923 89,216 SH   DFND   0 0 89,216
BED BATH & BEYOND INC COM 075896100 53,879 696,474 SH   SOLE   0 0 696,474
BED BATH & BEYOND INC COM 075896100 13,305 171,991 SH   DFND   0 0 171,991
BELDEN INC COM 077454106 5,191 81,041 SH   SOLE   0 0 81,041
BELDEN INC COM 077454106 3,738 58,357 SH   DFND   0 0 58,357
BEMIS INC COM 081437105 642 16,458 SH   SOLE   0 0 16,458
BEMIS INC COM 081437105 779 19,977 SH   DFND   0 0 19,977
BENCHMARK ELECTRS INC COM 08160H101 5 221 SH   SOLE   0 0 221
BENCHMARK ELECTRS INC COM 08160H101 41 1,802 SH   DFND   0 0 1,802
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 40 4,038 SH   SOLE   0 0 4,038
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 13 1,332 SH   DFND   0 0 1,332
BERKLEY W R CORP COM 084423102 13,610 317,539 SH   SOLE   0 0 317,539
BERKLEY W R CORP COM 084423102 1,357 31,654 SH   DFND   0 0 31,654
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 70,521 621,272 SH   SOLE   0 0 621,272
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,050 53,300 SH   DFND   0 0 53,300
BERKSHIRE HILLS BANCORP INC COM 084680107 576 22,932 SH   SOLE   0 0 22,932
BERKSHIRE HILLS BANCORP INC COM 084680107 31 1,241 SH   DFND   0 0 1,241
BERRY PETE CO CL A 085789105 103 2,387 SH   SOLE   0 0 2,387
BERRY PETE CO CL A 085789105 288 6,678 SH   DFND   0 0 6,678
BERRY PLASTICS GROUP INC COM 08579W103 1,375 68,865 SH   SOLE   0 0 68,865
BERRY PLASTICS GROUP INC COM 08579W103 330 16,512 SH   DFND   0 0 16,512
BEST BUY INC COM 086516101 23,590 629,065 SH   SOLE   0 0 629,065
BEST BUY INC COM 086516101 3,662 97,654 SH   DFND   0 0 97,654
BHP BILLITON LTD SPONSORED ADR 088606108 81,399 1,224,038 SH   SOLE   0 0 1,224,038
BHP BILLITON LTD SPONSORED ADR 088606108 3,196 48,066 SH   DFND   0 0 48,066
BHP BILLITON PLC SPONSORED ADR 05545E209 3,293 55,951 SH   SOLE   0 0 55,951
BIG LOTS INC COM 089302103 4,289 115,650 SH   SOLE   0 0 115,650
BIG LOTS INC COM 089302103 20 535 SH   DFND   0 0 535
BIO RAD LABS INC CL A 090572207 32,332 275,029 SH   SOLE   0 0 275,029
BIO RAD LABS INC CL A 090572207 1,887 16,051 SH   DFND   0 0 16,051
BIOGEN IDEC INC COM 09062X103 243,492 1,011,346 SH   SOLE   0 0 1,011,346
BIOGEN IDEC INC COM 09062X103 70,902 294,492 SH   DFND   0 0 294,492
BIOMARIN PHARMACEUTICAL INC COM 09061G101 29,884 414,083 SH   SOLE   0 0 414,083
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 4,254 1,184,000 PRN   SOLE   0 0 1,184,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 19,537 270,711 SH   DFND   0 0 270,711
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 32 9,000 PRN   DFND   0 0 9,000
BIOMED REALTY TRUST INC COM 09063H107 7,744 416,555 SH   SOLE   0 0 416,555
BIOMED REALTY TRUST INC COM 09063H107 1,965 105,707 SH   DFND   0 0 105,707
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 3,506 117,336 SH   SOLE   0 0 117,336
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 3,027 101,294 SH   DFND   0 0 101,294
BIOSCRIP INC COM 09069N108 13 1,487 SH   SOLE   0 0 1,487
BIOSCRIP INC COM 09069N108 150 17,135 SH   DFND   0 0 17,135
BJS RESTAURANTS INC COM 09180C106 3,540 123,463 SH   SOLE   0 0 123,463
BJS RESTAURANTS INC COM 09180C106 2,686 93,695 SH   DFND   0 0 93,695
BLACK BOX CORP DEL COM 091826107 279 9,100 SH   SOLE   0 0 9,100
BLACK DIAMOND INC COM 09202G101 16 1,338 SH   SOLE   0 0 1,338
BLACK HILLS CORP COM 092113109 2,277 45,665 SH   SOLE   0 0 45,665
BLACK HILLS CORP COM 092113109 1,672 33,536 SH   DFND   0 0 33,536
BLACKBAUD INC COM 09227Q100 20,971 537,166 SH   SOLE   0 0 537,166
BLACKBAUD INC COM 09227Q100 2,647 67,792 SH   DFND   0 0 67,792
BLACKBERRY LTD COM 09228F103 13 1,686 SH   SOLE   0 0 1,686
BLACKBERRY LTD COM 09228F103 270 33,952 SH   DFND   0 0 33,952
BLACKROCK INC COM 09247X101 272,403 1,006,587 SH   SOLE   0 0 1,006,587
BLACKROCK INC COM 09247X101 35,935 132,786 SH   DFND   0 0 132,786
BLOCK H & R INC COM 093671105 70 2,628 SH   SOLE   0 0 2,628
BLOCK H & R INC COM 093671105 944 35,408 SH   DFND   0 0 35,408
BLOOMIN BRANDS INC COM 094235108 3,583 151,759 SH   SOLE   0 0 151,759
BLOOMIN BRANDS INC COM 094235108 864 36,607 SH   DFND   0 0 36,607
BLOUNT INTL INC NEW COM 095180105 882 72,860 SH   SOLE   0 0 72,860
BLOUNT INTL INC NEW COM 095180105 1,656 136,732 SH   DFND   0 0 136,732
BLUCORA INC COM 095229100 1,036 45,091 SH   SOLE   0 0 45,091
BLUE NILE INC COM 09578R103 1,157 28,264 SH   SOLE   0 0 28,264
BLUE NILE INC COM 09578R103 29 707 SH   DFND   0 0 707
BLUEBIRD BIO INC COM 09609G100 43 1,588 SH   DFND   0 0 1,588
BOB EVANS FARMS INC COM 096761101 5,801 101,296 SH   SOLE   0 0 101,296
BOB EVANS FARMS INC COM 096761101 191 3,338 SH   DFND   0 0 3,338
BODY CENT CORP COM 09689U102 23 3,844 SH   SOLE   0 0 3,844
BOEING CO COM 097023105 191,803 1,632,362 SH   SOLE   0 0 1,632,362
BOEING CO COM 097023105 76,233 648,792 SH   DFND   0 0 648,792
BOISE CASCADE CO DEL COM 09739D100 2,570 95,361 SH   SOLE   0 0 95,361
BOISE CASCADE CO DEL COM 09739D100 1,588 58,909 SH   DFND   0 0 58,909
BOISE INC COM 09746Y105 2,460 195,248 SH   SOLE   0 0 195,248
BOK FINL CORP COM NEW 05561Q201 1,519 23,971 SH   SOLE   0 0 23,971
BONANZA CREEK ENERGY INC COM 097793103 1,616 33,478 SH   SOLE   0 0 33,478
BONANZA CREEK ENERGY INC COM 097793103 323 6,683 SH   DFND   0 0 6,683
BORGWARNER INC COM 099724106 83,153 820,128 SH   SOLE   0 0 820,128
BORGWARNER INC COM 099724106 2,921 28,805 SH   DFND   0 0 28,805
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,238 111,674 SH   SOLE   0 0 111,674
BOSTON PROPERTIES INC COM 101121101 59,636 557,869 SH   SOLE   0 0 557,869
BOSTON PROPERTIES INC COM 101121101 8,885 83,117 SH   DFND   0 0 83,117
BOSTON SCIENTIFIC CORP COM 101137107 2,766 235,619 SH   SOLE   0 0 235,619
BOSTON SCIENTIFIC CORP COM 101137107 911 77,604 SH   DFND   0 0 77,604
BOTTOMLINE TECH DEL INC COM 101388106 111 3,992 SH   SOLE   0 0 3,992
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 2,957 2,570,000 PRN   SOLE   0 0 2,570,000
BOTTOMLINE TECH DEL INC COM 101388106 482 17,284 SH   DFND   0 0 17,284
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 23 20,000 PRN   DFND   0 0 20,000
BP PLC SPONSORED ADR 055622104 64,253 1,528,746 SH   SOLE   0 0 1,528,746
BP PLC SPONSORED ADR 055622104 11,635 276,823 SH   DFND   0 0 276,823
BPZ RESOURCES INC COM 055639108 5 2,724 SH   DFND   0 0 2,724
BRADY CORP CL A 104674106 1,341 43,978 SH   SOLE   0 0 43,978
BRADY CORP CL A 104674106 107 3,513 SH   DFND   0 0 3,513
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3,717 282,013 SH   SOLE   0 0 282,013
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 412 31,266 SH   DFND   0 0 31,266
BRE PROPERTIES INC CL A 05564E106 9,573 188,589 SH   SOLE   0 0 188,589
BRE PROPERTIES INC CL A 05564E106 3,594 70,799 SH   DFND   0 0 70,799
BRIDGE CAP HLDGS COM 108030107 34 2,015 SH   SOLE   0 0 2,015
BRIDGE CAP HLDGS COM 108030107 226 13,333 SH   DFND   0 0 13,333
BRIGHT HORIZONS FAM SOL IN D COM 109194100 127 3,555 SH   SOLE   0 0 3,555
BRIGHTCOVE INC COM 10921T101 35 3,120 SH   SOLE   0 0 3,120
BRINKER INTL INC COM 109641100 3,217 79,378 SH   SOLE   0 0 79,378
BRINKS CO COM 109696104 17,075 603,347 SH   SOLE   0 0 603,347
BRINKS CO COM 109696104 4,357 153,963 SH   DFND   0 0 153,963
BRISTOL MYERS SQUIBB CO COM 110122108 382,226 8,258,979 SH   SOLE   0 0 8,258,979
BRISTOL MYERS SQUIBB CO COM 110122108 64,062 1,384,234 SH   DFND   0 0 1,384,234
BRISTOW GROUP INC COM 110394103 9,349 128,497 SH   SOLE   0 0 128,497
BRISTOW GROUP INC COM 110394103 4,588 63,056 SH   DFND   0 0 63,056
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 50,927 484,325 SH   SOLE   0 0 484,325
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 5,185 49,310 SH   DFND   0 0 49,310
BROADCOM CORP CL A 111320107 48,102 1,848,650 SH   SOLE   0 0 1,848,650
BROADCOM CORP CL A 111320107 3,916 150,516 SH   DFND   0 0 150,516
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 7,897 248,714 SH   SOLE   0 0 248,714
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 938 29,542 SH   DFND   0 0 29,542
BROADSOFT INC COM 11133B409 5,415 150,073 SH   SOLE   0 0 150,073
BROADSOFT INC COM 11133B409 1,824 50,566 SH   DFND   0 0 50,566
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 403 50,029 SH   SOLE   0 0 50,029
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2,484 308,521 SH   DFND   0 0 308,521
BROOKDALE SR LIVING INC COM 112463104 743 28,251 SH   DFND   0 0 28,251
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 14,091 376,775 SH   SOLE   0 0 376,775
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 92 2,466 SH   DFND   0 0 2,466
BROOKFIELD OFFICE PPTYS INC COM 112900105 2,475 129,775 SH   SOLE   0 0 129,775
BROOKLINE BANCORP INC DEL COM 11373M107 950 101,114 SH   SOLE   0 0 101,114
BROOKLINE BANCORP INC DEL COM 11373M107 389 41,429 SH   DFND   0 0 41,429
BROWN & BROWN INC COM 115236101 2,844 88,607 SH   SOLE   0 0 88,607
BROWN & BROWN INC COM 115236101 355 11,062 SH   DFND   0 0 11,062
BROWN FORMAN CORP CL B 115637209 1,189 17,454 SH   SOLE   0 0 17,454
BROWN SHOE INC NEW COM 115736100 4,072 173,481 SH   SOLE   0 0 173,481
BROWN SHOE INC NEW COM 115736100 150 6,411 SH   DFND   0 0 6,411
BRUKER CORP COM 116794108 2,790 135,109 SH   SOLE   0 0 135,109
BRUKER CORP COM 116794108 3,055 147,966 SH   DFND   0 0 147,966
BRUNSWICK CORP COM 117043109 2,545 63,768 SH   SOLE   0 0 63,768
BRUNSWICK CORP COM 117043109 4,143 103,800 SH   DFND   0 0 103,800
BRYN MAWR BK CORP COM 117665109 0 16 SH   SOLE   0 0 16
BRYN MAWR BK CORP COM 117665109 38 1,394 SH   DFND   0 0 1,394
BT GROUP PLC ADR 05577E101 7,944 143,645 SH   SOLE   0 0 143,645
BT GROUP PLC ADR 05577E101 552 9,975 SH   DFND   0 0 9,975
BUCKLE INC COM 118440106 27 497 SH   SOLE   0 0 497
BUCKLE INC COM 118440106 27 494 SH   DFND   0 0 494
BUFFALO WILD WINGS INC COM 119848109 7,351 66,118 SH   SOLE   0 0 66,118
BUFFALO WILD WINGS INC COM 119848109 340 3,061 SH   DFND   0 0 3,061
BUNGE LIMITED COM G16962105 5,964 78,562 SH   SOLE   0 0 78,562
BUNGE LIMITED COM G16962105 235 3,092 SH   DFND   0 0 3,092
BURGER KING WORLDWIDE INC COM 121220107 1,595 81,704 SH   SOLE   0 0 81,704
BURGER KING WORLDWIDE INC COM 121220107 32 1,661 SH   DFND   0 0 1,661
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10,045 168,575 SH   SOLE   0 0 168,575
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,633 44,191 SH   DFND   0 0 44,191
C&J ENERGY SVCS INC COM 12467B304 1,521 75,766 SH   SOLE   0 0 75,766
C&J ENERGY SVCS INC COM 12467B304 2,697 134,335 SH   DFND   0 0 134,335
CA INC COM 12673P105 94,974 3,201,020 SH   SOLE   0 0 3,201,020
CA INC COM 12673P105 7,279 245,344 SH   DFND   0 0 245,344
CABELAS INC COM 126804301 30,716 487,326 SH   SOLE   0 0 487,326
CABELAS INC COM 126804301 11 172 SH   DFND   0 0 172
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8,757 520,016 SH   SOLE   0 0 520,016
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,466 87,042 SH   DFND   0 0 87,042
CABOT CORP COM 127055101 645 15,092 SH   SOLE   0 0 15,092
CABOT CORP COM 127055101 3,046 71,309 SH   DFND   0 0 71,309
CABOT MICROELECTRONICS CORP COM 12709P103 5,023 130,443 SH   SOLE   0 0 130,443
CABOT MICROELECTRONICS CORP COM 12709P103 2,873 74,593 SH   DFND   0 0 74,593
CABOT OIL & GAS CORP COM 127097103 11,094 297,267 SH   SOLE   0 0 297,267
CABOT OIL & GAS CORP COM 127097103 770 20,633 SH   DFND   0 0 20,633
CACI INTL INC CL A 127190304 1,838 26,594 SH   SOLE   0 0 26,594
CADENCE DESIGN SYSTEM INC COM 127387108 5,955 440,802 SH   SOLE   0 0 440,802
CADENCE DESIGN SYSTEM INC COM 127387108 2,905 215,049 SH   DFND   0 0 215,049
CAE INC COM 124765108 49 4,490 SH   SOLE   0 0 4,490
CAI INTERNATIONAL INC COM 12477X106 96 4,142 SH   SOLE   0 0 4,142
CAI INTERNATIONAL INC COM 12477X106 635 27,271 SH   DFND   0 0 27,271
CAL DIVE INTL INC DEL COM 12802T101 62 30,282 SH   SOLE   0 0 30,282
CALAVO GROWERS INC COM 128246105 55 1,803 SH   SOLE   0 0 1,803
CALGON CARBON CORP COM 129603106 1,265 66,604 SH   SOLE   0 0 66,604
CALGON CARBON CORP COM 129603106 2,941 154,881 SH   DFND   0 0 154,881
CALIFORNIA WTR SVC GROUP COM 130788102 2,051 100,912 SH   SOLE   0 0 100,912
CALIX INC COM 13100M509 44 3,436 SH   DFND   0 0 3,436
CALLAWAY GOLF CO COM 131193104 197 27,694 SH   SOLE   0 0 27,694
CALLAWAY GOLF CO COM 131193104 21 2,880 SH   DFND   0 0 2,880
CALLIDUS SOFTWARE INC COM 13123E500 201 21,932 SH   SOLE   0 0 21,932
CALPINE CORP COM NEW 131347304 10,841 557,927 SH   SOLE   0 0 557,927
CALPINE CORP COM NEW 131347304 774 39,835 SH   DFND   0 0 39,835
CAMBIUM LEARNING GRP INC COM 13201A107 29 18,596 SH   SOLE   0 0 18,596
CAMDEN PPTY TR SH BEN INT 133131102 6,489 105,620 SH   SOLE   0 0 105,620
CAMDEN PPTY TR SH BEN INT 133131102 1,305 21,240 SH   DFND   0 0 21,240
CAMECO CORP COM 13321L108 2,404 133,032 SH   SOLE   0 0 133,032
CAMERON INTERNATIONAL CORP COM 13342B105 39,400 675,003 SH   SOLE   0 0 675,003
CAMERON INTERNATIONAL CORP COM 13342B105 31,616 541,647 SH   DFND   0 0 541,647
CAMPBELL SOUP CO COM 134429109 14,585 358,273 SH   SOLE   0 0 358,273
CAMPUS CREST CMNTYS INC COM 13466Y105 338 31,327 SH   SOLE   0 0 31,327
CAMPUS CREST CMNTYS INC COM 13466Y105 12 1,127 SH   DFND   0 0 1,127
CANADIAN NAT RES LTD COM 136385101 40,409 1,285,287 SH   SOLE   0 0 1,285,287
CANADIAN NAT RES LTD COM 136385101 3,805 121,017 SH   DFND   0 0 121,017
CANADIAN NATL RY CO COM 136375102 26,099 257,459 SH   SOLE   0 0 257,459
CANADIAN NATL RY CO COM 136375102 5,436 53,628 SH   DFND   0 0 53,628
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CANADIAN PAC RY LTD COM 13645T100 15,239 123,593 SH   DFND   0 0 123,593
CANON INC SPONSORED ADR 138006309 27,828 869,618 SH   SOLE   0 0 869,618
CANON INC SPONSORED ADR 138006309 2,503 78,213 SH   DFND   0 0 78,213
CANTEL MEDICAL CORP COM 138098108 792 24,866 SH   SOLE   0 0 24,866
CAPELLA EDUCATION COMPANY COM 139594105 267 4,719 SH   SOLE   0 0 4,719
CAPITAL BK FINL CORP CL A COM 139794101 1 66 SH   SOLE   0 0 66
CAPITAL ONE FINL CORP COM 14040H105 60,845 885,152 SH   SOLE   0 0 885,152
CAPITAL ONE FINL CORP COM 14040H105 5,461 79,442 SH   DFND   0 0 79,442
CAPITAL SR LIVING CORP COM 140475104 102 4,844 SH   SOLE   0 0 4,844
CAPITALSOURCE INC COM 14055X102 890 74,878 SH   SOLE   0 0 74,878
CAPITALSOURCE INC COM 14055X102 659 55,447 SH   DFND   0 0 55,447
CAPITOL FED FINL INC COM 14057J101 81 6,479 SH   SOLE   0 0 6,479
CAPITOL FED FINL INC COM 14057J101 531 42,722 SH   DFND   0 0 42,722
CAPLEASE INC COM 140288101 394 46,350 SH   SOLE   0 0 46,350
CAPSTEAD MTG CORP COM NO PAR 14067E506 43 3,664 SH   SOLE   0 0 3,664
CARBO CERAMICS INC COM 140781105 1,811 18,277 SH   SOLE   0 0 18,277
CARBO CERAMICS INC COM 140781105 3,277 33,060 SH   DFND   0 0 33,060
CARDINAL FINL CORP COM 14149F109 187 11,312 SH   SOLE   0 0 11,312
CARDINAL FINL CORP COM 14149F109 1,004 60,759 SH   DFND   0 0 60,759
CARDINAL HEALTH INC COM 14149Y108 35,176 674,511 SH   SOLE   0 0 674,511
CARDINAL HEALTH INC COM 14149Y108 6,057 116,141 SH   DFND   0 0 116,141
CARDTRONICS INC COM 14161H108 6,690 180,276 SH   SOLE   0 0 180,276
CARDTRONICS INC COM 14161H108 4,590 123,677 SH   DFND   0 0 123,677
CAREFUSION CORP COM 14170T101 12,347 334,616 SH   SOLE   0 0 334,616
CAREFUSION CORP COM 14170T101 7,227 195,853 SH   DFND   0 0 195,853
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CARMAX INC COM 143130102 14,440 297,917 SH   SOLE   0 0 297,917
CARMAX INC COM 143130102 512 10,567 SH   DFND   0 0 10,567
CARMIKE CINEMAS INC COM 143436400 743 33,644 SH   SOLE   0 0 33,644
CARNIVAL CORP PAIRED CTF 143658300 163,281 5,002,469 SH   SOLE   0 0 5,002,469
CARNIVAL CORP PAIRED CTF 143658300 2,521 77,225 SH   DFND   0 0 77,225
CARNIVAL PLC ADR 14365C103 10,921 322,048 SH   SOLE   0 0 322,048
CARNIVAL PLC ADR 14365C103 1,472 43,405 SH   DFND   0 0 43,405
CARPENTER TECHNOLOGY CORP COM 144285103 9,273 159,572 SH   SOLE   0 0 159,572
CARPENTER TECHNOLOGY CORP COM 144285103 3,622 62,338 SH   DFND   0 0 62,338
CARRIZO OIL & GAS INC COM 144577103 5,664 151,888 SH   SOLE   0 0 151,888
CARRIZO OIL & GAS INC COM 144577103 36 962 SH   DFND   0 0 962
CARTER INC COM 146229109 80 1,054 SH   SOLE   0 0 1,054
CARTER INC COM 146229109 17 229 SH   DFND   0 0 229
CASELLA WASTE SYS INC CL A 147448104 391 67,947 SH   SOLE   0 0 67,947
CASELLA WASTE SYS INC CL A 147448104 1,833 318,760 SH   DFND   0 0 318,760
CASEYS GEN STORES INC COM 147528103 14,182 193,240 SH   SOLE   0 0 193,240
CASEYS GEN STORES INC COM 147528103 7,402 100,865 SH   DFND   0 0 100,865
CASH AMER INTL INC COM 14754D100 22,890 505,522 SH   SOLE   0 0 505,522
CASH AMER INTL INC COM 14754D100 330 7,294 SH   DFND   0 0 7,294
CASS INFORMATION SYS INC COM 14808P109 958 17,947 SH   SOLE   0 0 17,947
CASS INFORMATION SYS INC COM 14808P109 2,527 47,351 SH   DFND   0 0 47,351
CATAMARAN CORP COM 148887102 11,724 255,156 SH   SOLE   0 0 255,156
CATAMARAN CORP COM 148887102 14,829 322,726 SH   DFND   0 0 322,726
CATERPILLAR INC DEL COM 149123101 79,559 953,948 SH   SOLE   0 0 953,948
CATERPILLAR INC DEL COM 149123101 4,080 48,920 SH   DFND   0 0 48,920
CATHAY GENERAL BANCORP COM 149150104 642 27,470 SH   SOLE   0 0 27,470
CATHAY GENERAL BANCORP COM 149150104 3,094 132,405 SH   DFND   0 0 132,405
CATO CORP NEW CL A 149205106 2,508 89,634 SH   SOLE   0 0 89,634
CATO CORP NEW CL A 149205106 2,185 78,105 SH   DFND   0 0 78,105
CAVCO INDS INC DEL COM 149568107 104 1,820 SH   SOLE   0 0 1,820
CAVIUM INC COM 14964U108 7,816 189,699 SH   SOLE   0 0 189,699
CAVIUM INC COM 14964U108 742 18,017 SH   DFND   0 0 18,017
CBEYOND INC COM 149847105 16 2,491 SH   SOLE   0 0 2,491
CBEYOND INC COM 149847105 5 821 SH   DFND   0 0 821
CBIZ INC COM 124805102 206 27,722 SH   SOLE   0 0 27,722
CBL & ASSOC PPTYS INC COM 124830100 1,651 86,451 SH   SOLE   0 0 86,451
CBL & ASSOC PPTYS INC COM 124830100 117 6,148 SH   DFND   0 0 6,148
CBOE HLDGS INC COM 12503M108 21,814 482,287 SH   SOLE   0 0 482,287
CBOE HLDGS INC COM 12503M108 636 14,065 SH   DFND   0 0 14,065
CBRE GROUP INC CL A 12504L109 28,208 1,219,548 SH   SOLE   0 0 1,219,548
CBRE GROUP INC CL A 12504L109 7,081 306,140 SH   DFND   0 0 306,140
CBS CORP NEW CL B 124857202 73,635 1,334,929 SH   SOLE   0 0 1,334,929
CBS CORP NEW CL B 124857202 10,251 185,833 SH   DFND   0 0 185,833
CDN IMPERIAL BK OF COMMERCE COM 136069101 1,351 16,941 SH   SOLE   0 0 16,941
CDW CORP COM 12514G108 613 26,839 SH   SOLE   0 0 26,839
CEC ENTMT INC COM 125137109 2,094 45,660 SH   SOLE   0 0 45,660
CEC ENTMT INC COM 125137109 153 3,333 SH   DFND   0 0 3,333
CECO ENVIRONMENTAL CORP COM 125141101 198 14,087 SH   SOLE   0 0 14,087
CELADON GROUP INC COM 150838100 772 41,341 SH   SOLE   0 0 41,341
CELANESE CORP DEL COM SER A 150870103 2,915 55,215 SH   SOLE   0 0 55,215
CELANESE CORP DEL COM SER A 150870103 473 8,960 SH   DFND   0 0 8,960
CELGENE CORP COM 151020104 268,314 1,740,747 SH   SOLE   0 0 1,740,747
CELGENE CORP COM 151020104 116,997 759,044 SH   DFND   0 0 759,044
CELLDEX THERAPEUTICS INC NEW COM 15117B103 533 15,055 SH   SOLE   0 0 15,055
CELLDEX THERAPEUTICS INC NEW COM 15117B103 197 5,552 SH   DFND   0 0 5,552
CEMEX SAB DE CV NOTE 4.875% 3/1 151290AV5 480 407,000 PRN   SOLE   0 0 407,000
CENCOSUD S A SPONSORED ADS 15132H101 531 39,654 SH   SOLE   0 0 39,654
CENOVUS ENERGY INC COM 15135U109 19,678 659,236 SH   SOLE   0 0 659,236
CENOVUS ENERGY INC COM 15135U109 2,200 73,697 SH   DFND   0 0 73,697
CENTENE CORP DEL COM 15135B101 28,287 442,266 SH   SOLE   0 0 442,266
CENTENE CORP DEL COM 15135B101 358 5,605 SH   DFND   0 0 5,605
CENTER BANCORP INC COM 151408101 34 2,414 SH   SOLE   0 0 2,414
CENTER BANCORP INC COM 151408101 226 15,854 SH   DFND   0 0 15,854
CENTERPOINT ENERGY INC COM 15189T107 3,448 143,840 SH   SOLE   0 0 143,840
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 77 11,247 SH   SOLE   0 0 11,247
CENTURY ALUM CO COM 156431108 1,074 133,729 SH   SOLE   0 0 133,729
CENTURY CASINOS INC COM 156492100 131 22,842 SH   SOLE   0 0 22,842
CENTURYLINK INC COM 156700106 38,220 1,217,984 SH   SOLE   0 0 1,217,984
CENTURYLINK INC COM 156700106 1,930 61,511 SH   DFND   0 0 61,511
CEPHEID COM 15670R107 7,808 200,010 SH   SOLE   0 0 200,010
CEPHEID COM 15670R107 6,556 167,940 SH   DFND   0 0 167,940
CERNER CORP COM 156782104 65,715 1,250,524 SH   SOLE   0 0 1,250,524
CERNER CORP COM 156782104 39,536 752,352 SH   DFND   0 0 752,352
CERUS CORP COM 157085101 53 7,912 SH   DFND   0 0 7,912
CEVA INC COM 157210105 329 19,073 SH   SOLE   0 0 19,073
CEVA INC COM 157210105 1,369 79,390 SH   DFND   0 0 79,390
CF INDS HLDGS INC COM 125269100 25,403 120,490 SH   SOLE   0 0 120,490
CF INDS HLDGS INC COM 125269100 7,461 35,388 SH   DFND   0 0 35,388
CGG SPONSORED ADR 12531Q105 32 1,398 SH   SOLE   0 0 1,398
CHANNELADVISOR CORP COM 159179100 1 26 SH   SOLE   0 0 26
CHANNELADVISOR CORP COM 159179100 4 113 SH   DFND   0 0 113
CHARLES RIV LABS INTL INC COM 159864107 2,466 53,309 SH   SOLE   0 0 53,309
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CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,018 7,552 SH   DFND   0 0 7,552
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CHECK POINT SOFTWARE TECH LT ORD M22465104 73,783 1,304,510 SH   SOLE   0 0 1,304,510
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CHESAPEAKE ENERGY CORP COM 165167107 1,721 66,509 SH   DFND   0 0 66,509
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CHESAPEAKE LODGING TR SH BEN INT 165240102 24 1,033 SH   DFND   0 0 1,033
CHEVRON CORP NEW COM 166764100 626,687 5,157,919 SH   SOLE   0 0 5,157,919
CHEVRON CORP NEW COM 166764100 118,732 977,215 SH   DFND   0 0 977,215
CHICAGO BRIDGE & IRON CO N V COM 167250109 26,018 383,918 SH   SOLE   0 0 383,918
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,181 17,420 SH   DFND   0 0 17,420
CHICOS FAS INC COM 168615102 3,913 234,887 SH   SOLE   0 0 234,887
CHILDRENS PL RETAIL STORES I COM 168905107 3,813 65,909 SH   SOLE   0 0 65,909
CHILDRENS PL RETAIL STORES I COM 168905107 3,230 55,835 SH   DFND   0 0 55,835
CHIMERA INVT CORP COM 16934Q109 2,079 683,983 SH   SOLE   0 0 683,983
CHIMERIX INC COM 16934W106 111 5,031 SH   SOLE   0 0 5,031
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 66,410 1,176,859 SH   SOLE   0 0 1,176,859
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,806 102,889 SH   DFND   0 0 102,889
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 29,020 370,669 SH   SOLE   0 0 370,669
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 10,015 649,475 SH   SOLE   0 0 649,475
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 977 63,372 SH   DFND   0 0 63,372
CHIPOTLE MEXICAN GRILL INC COM 169656105 16,501 38,482 SH   SOLE   0 0 38,482
CHIPOTLE MEXICAN GRILL INC COM 169656105 13,125 30,608 SH   DFND   0 0 30,608
CHIQUITA BRANDS INTL INC COM 170032809 215 17,008 SH   SOLE   0 0 17,008
CHOICE HOTELS INTL INC COM 169905106 4,951 114,631 SH   SOLE   0 0 114,631
CHOICE HOTELS INTL INC COM 169905106 664 15,365 SH   DFND   0 0 15,365
CHUBB CORP COM 171232101 68,419 766,508 SH   SOLE   0 0 766,508
CHUBB CORP COM 171232101 33,800 378,668 SH   DFND   0 0 378,668
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 742 23,510 SH   SOLE   0 0 23,510
CHURCH & DWIGHT INC COM 171340102 14,717 245,080 SH   SOLE   0 0 245,080
CHURCH & DWIGHT INC COM 171340102 3,694 61,521 SH   DFND   0 0 61,521
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CIENA CORP COM NEW 171779309 8,502 339,970 SH   SOLE   0 0 339,970
CIENA CORP NOTE 0.875% 6/1 171779AE1 1,562 1,534,000 PRN   SOLE   0 0 1,534,000
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CIENA CORP COM NEW 171779309 1,315 52,591 SH   DFND   0 0 52,591
CIENA CORP NOTE 0.875% 6/1 171779AE1 12 12,000 PRN   DFND   0 0 12,000
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CIGNA CORPORATION COM 125509109 8,478 110,308 SH   DFND   0 0 110,308
CIMAREX ENERGY CO COM 171798101 3,456 35,854 SH   SOLE   0 0 35,854
CIMAREX ENERGY CO COM 171798101 944 9,788 SH   DFND   0 0 9,788
CINCINNATI BELL INC NEW COM 171871106 72 26,366 SH   SOLE   0 0 26,366
CINCINNATI BELL INC NEW PFD CV DEP1/20 171871403 601 14,267 SH   SOLE   0 0 14,267
CINCINNATI FINL CORP COM 172062101 142,247 3,016,264 SH   SOLE   0 0 3,016,264
CINEMARK HOLDINGS INC COM 17243V102 9,835 309,862 SH   SOLE   0 0 309,862
CINEMARK HOLDINGS INC COM 17243V102 3,194 100,619 SH   DFND   0 0 100,619
CINTAS CORP COM 172908105 2,714 53,001 SH   SOLE   0 0 53,001
CIRCOR INTL INC COM 17273K109 1,232 19,818 SH   SOLE   0 0 19,818
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CISCO SYS INC COM 17275R102 480,800 20,519,841 SH   SOLE   0 0 20,519,841
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CIT GROUP INC COM NEW 125581801 22,584 463,079 SH   SOLE   0 0 463,079
CIT GROUP INC COM NEW 125581801 420 8,617 SH   DFND   0 0 8,617
CITIGROUP INC COM NEW 172967424 289,009 5,957,722 SH   SOLE   0 0 5,957,722
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CITRIX SYS INC COM 177376100 28,860 408,717 SH   SOLE   0 0 408,717
CITRIX SYS INC COM 177376100 24,946 353,289 SH   DFND   0 0 353,289
CITY HLDG CO COM 177835105 1 32 SH   SOLE   0 0 32
CITY NATL CORP COM 178566105 19,232 288,506 SH   SOLE   0 0 288,506
CITY NATL CORP COM 178566105 1,517 22,760 SH   DFND   0 0 22,760
CLARCOR INC COM 179895107 17,730 319,283 SH   SOLE   0 0 319,283
CLARCOR INC COM 179895107 4,227 76,120 SH   DFND   0 0 76,120
CLEAN ENERGY FUELS CORP COM 184499101 670 52,442 SH   SOLE   0 0 52,442
CLEAN HARBORS INC COM 184496107 540 9,211 SH   SOLE   0 0 9,211
CLEAN HARBORS INC COM 184496107 4,133 70,458 SH   DFND   0 0 70,458
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 612 74,616 SH   SOLE   0 0 74,616
CLEARBRIDGE ENERGY MLP FD IN COM 184692101 0 17 SH   SOLE   0 0 17
CLEARBRIDGE ENERGY MLP FD IN COM 184692101 6 222 SH   DFND   0 0 222
CLEARWATER PAPER CORP COM 18538R103 3,469 72,627 SH   SOLE   0 0 72,627
CLEARWATER PAPER CORP COM 18538R103 35 731 SH   DFND   0 0 731
CLECO CORP NEW COM 12561W105 3,263 72,759 SH   SOLE   0 0 72,759
CLECO CORP NEW COM 12561W105 4,151 92,580 SH   DFND   0 0 92,580
CLIFFS NAT RES INC COM 18683K101 3,301 161,026 SH   SOLE   0 0 161,026
CLOROX CO DEL COM 189054109 22,340 273,367 SH   SOLE   0 0 273,367
CLOROX CO DEL COM 189054109 549 6,717 SH   DFND   0 0 6,717
CLOUD PEAK ENERGY INC COM 18911Q102 1,015 69,199 SH   SOLE   0 0 69,199
CLOUD PEAK ENERGY INC COM 18911Q102 435 29,628 SH   DFND   0 0 29,628
CME GROUP INC COM 12572Q105 28,575 386,771 SH   SOLE   0 0 386,771
CME GROUP INC COM 12572Q105 31,313 423,830 SH   DFND   0 0 423,830
CMS ENERGY CORP COM 125896100 2,555 97,077 SH   SOLE   0 0 97,077
CMS ENERGY CORP COM 125896100 11,149 423,580 SH   DFND   0 0 423,580
CNO FINL GROUP INC COM 12621E103 3,610 250,706 SH   SOLE   0 0 250,706
CNO FINL GROUP INC COM 12621E103 79 5,488 SH   DFND   0 0 5,488
CNOOC LTD SPONSORED ADR 126132109 51,052 252,982 SH   SOLE   0 0 252,982
CNOOC LTD SPONSORED ADR 126132109 6,202 30,731 SH   DFND   0 0 30,731
COACH INC COM 189754104 44,960 824,509 SH   SOLE   0 0 824,509
COACH INC COM 189754104 2,457 45,053 SH   DFND   0 0 45,053
COBALT INTL ENERGY INC COM 19075F106 947 38,113 SH   SOLE   0 0 38,113
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 3,019 2,855,000 PRN   SOLE   0 0 2,855,000
COBALT INTL ENERGY INC COM 19075F106 3,464 139,328 SH   DFND   0 0 139,328
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 21 20,000 PRN   DFND   0 0 20,000
COBIZ FINANCIAL INC COM 190897108 69 7,097 SH   SOLE   0 0 7,097
COCA COLA CO COM 191216100 446,069 11,775,849 SH   SOLE   0 0 11,775,849
COCA COLA CO COM 191216100 31,551 832,931 SH   DFND   0 0 832,931
COCA COLA ENTERPRISES INC NE COM 19122T109 28,052 697,642 SH   SOLE   0 0 697,642
COCA COLA ENTERPRISES INC NE COM 19122T109 11,081 275,576 SH   DFND   0 0 275,576
COCA-COLA HBC AG SPONSORED ADR 191223106 18 591 SH   SOLE   0 0 591
COEUR MNG INC COM NEW 192108504 1,560 129,437 SH   SOLE   0 0 129,437
COGENT COMM GROUP INC COM NEW 19239V302 2,528 78,389 SH   SOLE   0 0 78,389
COGENT COMM GROUP INC COM NEW 19239V302 483 14,987 SH   DFND   0 0 14,987
COGNEX CORP COM 192422103 8,507 271,880 SH   SOLE   0 0 271,880
COGNEX CORP COM 192422103 3,048 97,416 SH   DFND   0 0 97,416
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 50,075 609,776 SH   SOLE   0 0 609,776
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 60,720 739,409 SH   DFND   0 0 739,409
COHEN & STEERS INC COM 19247A100 814 23,061 SH   SOLE   0 0 23,061
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COHERENT INC COM 192479103 14,189 231,245 SH   SOLE   0 0 231,245
COHERENT INC COM 192479103 2,157 35,153 SH   DFND   0 0 35,153
COHU INC COM 192576106 267 24,472 SH   SOLE   0 0 24,472
COHU INC COM 192576106 304 27,908 SH   DFND   0 0 27,908
COLFAX CORP COM 194014106 9,430 166,939 SH   SOLE   0 0 166,939
COLFAX CORP COM 194014106 140 2,478 SH   DFND   0 0 2,478
COLGATE PALMOLIVE CO COM 194162103 54,498 919,021 SH   SOLE   0 0 919,021
COLGATE PALMOLIVE CO COM 194162103 18,503 312,023 SH   DFND   0 0 312,023
COLONY FINL INC COM 19624R106 3,507 175,508 SH   SOLE   0 0 175,508
COLONY FINL INC COM 19624R106 476 23,821 SH   DFND   0 0 23,821
COLUMBIA BKG SYS INC COM 197236102 1,986 80,387 SH   SOLE   0 0 80,387
COLUMBIA SPORTSWEAR CO COM 198516106 18,304 303,898 SH   SOLE   0 0 303,898
COLUMBIA SPORTSWEAR CO COM 198516106 784 13,025 SH   DFND   0 0 13,025
COLUMBUS MCKINNON CORP N Y COM 199333105 1 62 SH   SOLE   0 0 62
COMCAST CORP NEW CL A 20030N101 185,634 4,114,693 SH   SOLE   0 0 4,114,693
COMCAST CORP NEW CL A SPL 20030N200 119,687 2,760,941 SH   SOLE   0 0 2,760,941
COMCAST CORP NEW CL A 20030N101 13,642 302,393 SH   DFND   0 0 302,393
COMCAST CORP NEW CL A SPL 20030N200 14,757 340,414 SH   DFND   0 0 340,414
COMERICA INC COM 200340107 17,485 444,806 SH   SOLE   0 0 444,806
COMERICA INC COM 200340107 5,818 147,999 SH   DFND   0 0 147,999
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COMMERCIAL METALS CO COM 201723103 1,137 67,084 SH   DFND   0 0 67,084
COMMONWEALTH REIT COM SH BEN INT 203233101 5,627 256,838 SH   SOLE   0 0 256,838
COMMONWEALTH REIT 6.50% PFD CUM CO 203233408 3,509 167,652 SH   SOLE   0 0 167,652
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COMMUNITY HEALTH SYS INC NEW COM 203668108 395 9,510 SH   DFND   0 0 9,510
COMMUNITY TR BANCORP INC COM 204149108 423 10,411 SH   SOLE   0 0 10,411
COMMVAULT SYSTEMS INC COM 204166102 4,374 49,753 SH   SOLE   0 0 49,753
COMMVAULT SYSTEMS INC COM 204166102 2,731 31,064 SH   DFND   0 0 31,064
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 1,113 24,191 SH   SOLE   0 0 24,191
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 4,327 112,820 SH   SOLE   0 0 112,820
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 42,609 4,278,055 SH   SOLE   0 0 4,278,055
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 32 3,182 SH   DFND   0 0 3,182
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1,341 155,152 SH   SOLE   0 0 155,152
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 26,817 1,921,003 SH   SOLE   0 0 1,921,003
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 2 109 SH   DFND   0 0 109
COMPASS MINERALS INTL INC COM 20451N101 3,423 44,882 SH   SOLE   0 0 44,882
COMPASS MINERALS INTL INC COM 20451N101 652 8,552 SH   DFND   0 0 8,552
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CONAGRA FOODS INC COM 205887102 3,003 98,992 SH   SOLE   0 0 98,992
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CONCHO RES INC COM 20605P101 2,265 20,818 SH   DFND   0 0 20,818
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CONMED CORP COM 207410101 35 1,023 SH   DFND   0 0 1,023
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CONSOL ENERGY INC COM 20854P109 3,556 105,666 SH   SOLE   0 0 105,666
CONSOL ENERGY INC COM 20854P109 19 579 SH   DFND   0 0 579
CONSTELLATION BRANDS INC CL A 21036P108 1,506 26,240 SH   SOLE   0 0 26,240
CONSTELLATION BRANDS INC CL A 21036P108 6,858 119,479 SH   DFND   0 0 119,479
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CONSTELLIUM HOLDCO B V CL A N22035104 35 1,824 SH   DFND   0 0 1,824
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 2,117 1,196,000 PRN   SOLE   0 0 1,196,000
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CONTROL4 CORP COM 21240D107 28 1,619 SH   SOLE   0 0 1,619
CONTROL4 CORP COM 21240D107 81 4,660 SH   DFND   0 0 4,660
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CONVERGYS CORP COM 212485106 581 31,001 SH   DFND   0 0 31,001
CON-WAY INC COM 205944101 10,766 249,856 SH   SOLE   0 0 249,856
CON-WAY INC COM 205944101 920 21,359 SH   DFND   0 0 21,359
COOPER COS INC COM NEW 216648402 96 743 SH   SOLE   0 0 743
COOPER COS INC COM NEW 216648402 1,025 7,901 SH   DFND   0 0 7,901
COPA HOLDINGS SA CL A P31076105 19,615 141,448 SH   SOLE   0 0 141,448
COPA HOLDINGS SA CL A P31076105 38 271 SH   DFND   0 0 271
COPART INC COM 217204106 7,122 224,031 SH   SOLE   0 0 224,031
COPART INC COM 217204106 329 10,362 SH   DFND   0 0 10,362
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CORE LABORATORIES N V COM N22717107 2,206 13,037 SH   DFND   0 0 13,037
CORE MARK HOLDING CO INC COM 218681104 124 1,869 SH   SOLE   0 0 1,869
CORE MARK HOLDING CO INC COM 218681104 820 12,345 SH   DFND   0 0 12,345
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CORPORATE EXECUTIVE BRD CO COM 21988R102 3,173 43,698 SH   SOLE   0 0 43,698
CORPORATE EXECUTIVE BRD CO COM 21988R102 1,399 19,267 SH   DFND   0 0 19,267
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CORRECTIONS CORP AMER NEW COM NEW 22025Y407 159,774 4,624,427 SH   SOLE   0 0 4,624,427
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COSTAR GROUP INC COM 22160N109 11,171 66,528 SH   SOLE   0 0 66,528
COSTAR GROUP INC COM 22160N109 9,625 57,320 SH   DFND   0 0 57,320
COSTCO WHSL CORP NEW COM 22160K105 125,314 1,088,081 SH   SOLE   0 0 1,088,081
COSTCO WHSL CORP NEW COM 22160K105 26,669 231,559 SH   DFND   0 0 231,559
COTT CORP QUE COM 22163N106 523 68,001 SH   SOLE   0 0 68,001
COTT CORP QUE COM 22163N106 7 939 SH   DFND   0 0 939
COUSINS PPTYS INC COM 222795106 5,816 565,183 SH   SOLE   0 0 565,183
COUSINS PPTYS INC COM 222795106 293 28,453 SH   DFND   0 0 28,453
COVANCE INC COM 222816100 23,386 270,479 SH   SOLE   0 0 270,479
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COVANTA HLDG CORP COM 22282E102 2,960 138,426 SH   SOLE   0 0 138,426
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 3,422 2,485,000 PRN   SOLE   0 0 2,485,000
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COVIDIEN PLC SHS G2554F113 88,689 1,455,355 SH   SOLE   0 0 1,455,355
COVIDIEN PLC SHS G2554F113 11,186 183,565 SH   DFND   0 0 183,565
COWEN GROUP INC NEW CL A 223622101 20 5,703 SH   SOLE   0 0 5,703
CRANE CO COM 224399105 3,809 61,765 SH   SOLE   0 0 61,765
CRANE CO COM 224399105 3,966 64,310 SH   DFND   0 0 64,310
CRAY INC COM NEW 225223304 89 3,708 SH   SOLE   0 0 3,708
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CREDICORP LTD COM G2519Y108 21 165 SH   DFND   0 0 165
CREDIT SUISSE GROUP SPONSORED ADR 225401108 40,740 1,333,537 SH   SOLE   0 0 1,333,537
CREDIT SUISSE GROUP SPONSORED ADR 225401108 1,720 56,292 SH   DFND   0 0 56,292
CREE INC COM 225447101 32,075 532,889 SH   SOLE   0 0 532,889
CREE INC COM 225447101 1,618 26,880 SH   DFND   0 0 26,880
CRH PLC ADR 12626K203 681 28,174 SH   SOLE   0 0 28,174
CRH PLC ADR 12626K203 50 2,079 SH   DFND   0 0 2,079
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CROSS CTRY HEALTHCARE INC COM 227483104 5 756 SH   DFND   0 0 756
CROWN CASTLE INTL CORP COM 228227104 114,027 1,561,377 SH   SOLE   0 0 1,561,377
CROWN CASTLE INTL CORP COM 228227104 5,591 76,553 SH   DFND   0 0 76,553
CROWN HOLDINGS INC COM 228368106 7,889 186,581 SH   SOLE   0 0 186,581
CROWN HOLDINGS INC COM 228368106 6,065 143,452 SH   DFND   0 0 143,452
CRYOLIFE INC COM 228903100 1 107 SH   SOLE   0 0 107
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ENDOLOGIX INC COM 29266S106 1,199 74,306 SH   SOLE   0 0 74,306
ENDOLOGIX INC COM 29266S106 2,468 152,914 SH   DFND   0 0 152,914
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 16,112 299,931 SH   SOLE   0 0 299,931
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,018 18,958 SH   DFND   0 0 18,958
ENERGEN CORP COM 29265N108 22,424 293,545 SH   SOLE   0 0 293,545
ENERGEN CORP COM 29265N108 3,985 52,169 SH   DFND   0 0 52,169
ENERGIZER HLDGS INC COM 29266R108 17,525 192,266 SH   SOLE   0 0 192,266
ENERGIZER HLDGS INC COM 29266R108 298 3,274 SH   DFND   0 0 3,274
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 15,836 524,187 SH   SOLE   0 0 524,187
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 1,180 39,050 SH   DFND   0 0 39,050
ENERSYS COM 29275Y102 7,383 121,773 SH   SOLE   0 0 121,773
ENERSYS COM 29275Y102 2,284 37,666 SH   DFND   0 0 37,666
ENI S P A SPONSORED ADR 26874R108 22,702 493,198 SH   SOLE   0 0 493,198
ENI S P A SPONSORED ADR 26874R108 1,597 34,694 SH   DFND   0 0 34,694
ENNIS INC COM 293389102 13,663 757,370 SH   SOLE   0 0 757,370
ENPRO INDS INC COM 29355X107 4,141 68,773 SH   SOLE   0 0 68,773
ENPRO INDS INC COM 29355X107 2,880 47,838 SH   DFND   0 0 47,838
ENSCO PLC SHS CLASS A G3157S106 66,091 1,229,608 SH   SOLE   0 0 1,229,608
ENSCO PLC SHS CLASS A G3157S106 2,608 48,526 SH   DFND   0 0 48,526
ENSTAR GROUP LIMITED SHS G3075P101 2,326 17,030 SH   SOLE   0 0 17,030
ENSTAR GROUP LIMITED SHS G3075P101 61 448 SH   DFND   0 0 448
ENTEGRIS INC COM 29362U104 8,661 852,496 SH   SOLE   0 0 852,496
ENTEGRIS INC COM 29362U104 3,224 317,327 SH   DFND   0 0 317,327
ENTERGY CORP NEW COM 29364G103 6,711 106,209 SH   SOLE   0 0 106,209
ENTERGY CORP NEW COM 29364G103 425 6,720 SH   DFND   0 0 6,720
ENTEROMEDICS INC COM NEW 29365M208 36 28,737 SH   SOLE   0 0 28,737
ENTRAVISION COMMUNICATIONS C CL A 29382R107 51 8,691 SH   SOLE   0 0 8,691
ENTROPIC COMMUNICATIONS INC COM 29384R105 1,449 331,998 SH   SOLE   0 0 331,998
ENVESTNET INC COM 29404K106 53 1,706 SH   SOLE   0 0 1,706
ENVISION HEALTHCARE HLDGS IN COM 29413U103 225 8,632 SH   SOLE   0 0 8,632
ENVIVIO INC COM 29413T106 9 3,002 SH   DFND   0 0 3,002
EOG RES INC COM 26875P101 105,436 622,849 SH   SOLE   0 0 622,849
EOG RES INC COM 26875P101 55,974 330,662 SH   DFND   0 0 330,662
EPAM SYS INC COM 29414B104 202 5,860 SH   SOLE   0 0 5,860
EPIQ SYS INC COM 26882D109 38 2,851 SH   DFND   0 0 2,851
EPL OIL & GAS INC COM 26883D108 1,914 51,572 SH   SOLE   0 0 51,572
EPR PPTYS COM SH BEN INT 26884U109 6,800 139,514 SH   SOLE   0 0 139,514
EPR PPTYS PFD C CNV 5.75% 26884U208 442 20,754 SH   SOLE   0 0 20,754
EPR PPTYS COM SH BEN INT 26884U109 1,018 20,877 SH   DFND   0 0 20,877
EQT CORP COM 26884L109 4,747 53,501 SH   SOLE   0 0 53,501
EQT CORP COM 26884L109 3,447 38,849 SH   DFND   0 0 38,849
EQUIFAX INC COM 294429105 17,914 299,322 SH   SOLE   0 0 299,322
EQUIFAX INC COM 294429105 4,179 69,823 SH   DFND   0 0 69,823
EQUINIX INC COM NEW 29444U502 24,239 131,984 SH   SOLE   0 0 131,984
EQUINIX INC COM NEW 29444U502 22,089 120,276 SH   DFND   0 0 120,276
EQUITY LIFESTYLE PPTYS INC COM 29472R108 6,140 179,681 SH   SOLE   0 0 179,681
EQUITY LIFESTYLE PPTYS INC COM 29472R108 715 20,933 SH   DFND   0 0 20,933
EQUITY ONE COM 294752100 3,013 137,819 SH   SOLE   0 0 137,819
EQUITY RESIDENTIAL SH BEN INT 29476L107 42,809 799,126 SH   SOLE   0 0 799,126
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,120 151,575 SH   DFND   0 0 151,575
ERICSSON ADR B SEK 10 294821608 44,981 3,369,377 SH   SOLE   0 0 3,369,377
ERICSSON ADR B SEK 10 294821608 3,553 266,118 SH   DFND   0 0 266,118
ESCO TECHNOLOGIES INC COM 296315104 1 28 SH   SOLE   0 0 28
ESCO TECHNOLOGIES INC COM 296315104 13 381 SH   DFND   0 0 381
ESSEX PPTY TR INC COM 297178105 4,942 33,459 SH   SOLE   0 0 33,459
ESSEX PPTY TR INC COM 297178105 213 1,444 SH   DFND   0 0 1,444
ESTERLINE TECHNOLOGIES CORP COM 297425100 83 1,034 SH   SOLE   0 0 1,034
ESTERLINE TECHNOLOGIES CORP COM 297425100 227 2,836 SH   DFND   0 0 2,836
ETHAN ALLEN INTERIORS INC COM 297602104 56 2,013 SH   SOLE   0 0 2,013
ETHAN ALLEN INTERIORS INC COM 297602104 157 5,624 SH   DFND   0 0 5,624
EURONET WORLDWIDE INC COM 298736109 3,017 75,660 SH   SOLE   0 0 75,660
EURONET WORLDWIDE INC COM 298736109 33 819 SH   DFND   0 0 819
EVERBANK FINL CORP COM 29977G102 672 44,872 SH   SOLE   0 0 44,872
EVERBANK FINL CORP COM 29977G102 45 3,026 SH   DFND   0 0 3,026
EVERCORE PARTNERS INC CLASS A 29977A105 4,014 81,541 SH   SOLE   0 0 81,541
EVERCORE PARTNERS INC CLASS A 29977A105 4,205 85,414 SH   DFND   0 0 85,414
EVEREST RE GROUP LTD COM G3223R108 20,211 138,990 SH   SOLE   0 0 138,990
EVEREST RE GROUP LTD COM G3223R108 5,584 38,402 SH   DFND   0 0 38,402
EVERTEC INC COM 30040P103 2,349 105,774 SH   SOLE   0 0 105,774
EVERTEC INC COM 30040P103 32 1,459 SH   DFND   0 0 1,459
EXACT SCIENCES CORP COM 30063P105 954 80,834 SH   SOLE   0 0 80,834
EXAMWORKS GROUP INC COM 30066A105 51 1,971 SH   DFND   0 0 1,971
EXCO RESOURCES INC COM 269279402 9 1,282 SH   DFND   0 0 1,282
EXELIS INC COM 30162A108 801 50,986 SH   SOLE   0 0 50,986
EXELIS INC COM 30162A108 3,223 205,140 SH   DFND   0 0 205,140
EXELON CORP COM 30161N101 12,267 413,883 SH   SOLE   0 0 413,883
EXELON CORP COM 30161N101 9,280 313,087 SH   DFND   0 0 313,087
EXFO INC SUB VTG SHS 302046107 5 885 SH   SOLE   0 0 885
EXLSERVICE HOLDINGS INC COM 302081104 1,118 39,252 SH   SOLE   0 0 39,252
EXONE CO COM 302104104 82 1,930 SH   SOLE   0 0 1,930
EXONE CO COM 302104104 230 5,398 SH   DFND   0 0 5,398
EXPEDIA INC DEL COM NEW 30212P303 9,394 181,312 SH   SOLE   0 0 181,312
EXPEDIA INC DEL COM NEW 30212P303 3,914 75,536 SH   DFND   0 0 75,536
EXPEDITORS INTL WASH INC COM 302130109 56,151 1,274,418 SH   SOLE   0 0 1,274,418
EXPEDITORS INTL WASH INC COM 302130109 4,095 92,949 SH   DFND   0 0 92,949
EXPONENT INC COM 30214U102 6,387 88,912 SH   SOLE   0 0 88,912
EXPONENT INC COM 30214U102 869 12,103 SH   DFND   0 0 12,103
EXPRESS INC COM 30219E103 676 28,661 SH   SOLE   0 0 28,661
EXPRESS INC COM 30219E103 38 1,617 SH   DFND   0 0 1,617
EXPRESS SCRIPTS HLDG CO COM 30219G108 146,926 2,377,441 SH   SOLE   0 0 2,377,441
EXPRESS SCRIPTS HLDG CO COM 30219G108 20,161 326,224 SH   DFND   0 0 326,224
EXTRA SPACE STORAGE INC COM 30225T102 11,075 242,080 SH   SOLE   0 0 242,080
EXTRA SPACE STORAGE INC COM 30225T102 1,733 37,881 SH   DFND   0 0 37,881
EXXON MOBIL CORP COM 30231G102 304,578 3,539,963 SH   SOLE   0 0 3,539,963
EXXON MOBIL CORP COM 30231G102 90,499 1,051,825 SH   DFND   0 0 1,051,825
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 3 111 SH   SOLE   111 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 4 150 SH   DFND   150 0 0
EZCORP INC CL A NON VTG 302301106 149 8,843 SH   SOLE   0 0 8,843
F M C CORP COM NEW 302491303 16,374 228,310 SH   SOLE   0 0 228,310
F M C CORP COM NEW 302491303 2,845 39,667 SH   DFND   0 0 39,667
F5 NETWORKS INC COM 315616102 24,576 286,403 SH   SOLE   0 0 286,403
F5 NETWORKS INC COM 315616102 6,262 72,978 SH   DFND   0 0 72,978
FABRINET SHS G3323L100 1,107 65,711 SH   SOLE   0 0 65,711
FABRINET SHS G3323L100 2,064 122,570 SH   DFND   0 0 122,570
FACEBOOK INC CL A 30303M102 257,883 5,134,034 SH   SOLE   0 0 5,134,034
FACEBOOK INC CL A 30303M102 68,172 1,357,194 SH   DFND   0 0 1,357,194
FACTSET RESH SYS INC COM 303075105 44,846 411,053 SH   SOLE   0 0 411,053
FACTSET RESH SYS INC COM 303075105 506 4,640 SH   DFND   0 0 4,640
FAIR ISAAC CORP COM 303250104 34,553 625,060 SH   SOLE   0 0 625,060
FAIR ISAAC CORP COM 303250104 1,550 28,042 SH   DFND   0 0 28,042
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 324 23,340 SH   SOLE   0 0 23,340
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 73 5,263 SH   DFND   0 0 5,263
FAMILY DLR STORES INC COM 307000109 51,950 721,326 SH   SOLE   0 0 721,326
FAMILY DLR STORES INC COM 307000109 588 8,169 SH   DFND   0 0 8,169
FARMER BROS CO COM 307675108 1,569 104,196 SH   SOLE   0 0 104,196
FARMER BROS CO COM 307675108 656 43,526 SH   DFND   0 0 43,526
FARO TECHNOLOGIES INC COM 311642102 1,158 27,470 SH   SOLE   0 0 27,470
FARO TECHNOLOGIES INC COM 311642102 32 770 SH   DFND   0 0 770
FASTENAL CO COM 311900104 34,745 691,177 SH   SOLE   0 0 691,177
FASTENAL CO COM 311900104 71,844 1,429,165 SH   DFND   0 0 1,429,165
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 11,716 115,490 SH   SOLE   0 0 115,490
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,618 15,944 SH   DFND   0 0 15,944
FEDERATED INVS INC PA CL B 314211103 168,302 6,196,700 SH   SOLE   0 0 6,196,700
FEDERATED INVS INC PA CL B 314211103 148 5,455 SH   DFND   0 0 5,455
FEDEX CORP COM 31428X106 67,755 593,768 SH   SOLE   0 0 593,768
FEDEX CORP COM 31428X106 2,288 20,055 SH   DFND   0 0 20,055
FEI CO COM 30241L109 9,850 112,184 SH   SOLE   0 0 112,184
FEI CO COM 30241L109 4,389 49,983 SH   DFND   0 0 49,983
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 557 23,053 SH   SOLE   0 0 23,053
FIDELITY NATIONAL FINANCIAL CL A 31620R105 4,244 159,556 SH   SOLE   0 0 159,556
FIDELITY NATIONAL FINANCIAL CL A 31620R105 791 29,748 SH   DFND   0 0 29,748
FIDELITY NATL INFORMATION SV COM 31620M106 43,740 941,866 SH   SOLE   0 0 941,866
FIDELITY NATL INFORMATION SV COM 31620M106 4,782 102,969 SH   DFND   0 0 102,969
FIESTA RESTAURANT GROUP INC COM 31660B101 187 4,966 SH   SOLE   0 0 4,966
FIFTH & PAC COS INC COM 316645100 7,625 303,437 SH   SOLE   0 0 303,437
FIFTH & PAC COS INC COM 316645100 3,064 121,945 SH   DFND   0 0 121,945
FIFTH STREET FINANCE CORP COM 31678A103 594 57,770 SH   SOLE   0 0 57,770
FIFTH THIRD BANCORP COM 316773100 87,978 4,874,116 SH   SOLE   0 0 4,874,116
FIFTH THIRD BANCORP COM 316773100 28,090 1,556,255 SH   DFND   0 0 1,556,255
FINANCIAL ENGINES INC COM 317485100 1,468 24,705 SH   SOLE   0 0 24,705
FINANCIAL ENGINES INC COM 317485100 8,318 139,956 SH   DFND   0 0 139,956
FINANCIAL INSTNS INC COM 317585404 21 1,023 SH   DFND   0 0 1,023
FINISAR CORP COM NEW 31787A507 10,179 449,803 SH   SOLE   0 0 449,803
FINISAR CORP COM NEW 31787A507 1,091 48,189 SH   DFND   0 0 48,189
FINISH LINE INC CL A 317923100 2,238 89,999 SH   SOLE   0 0 89,999
FINISH LINE INC CL A 317923100 2,617 105,243 SH   DFND   0 0 105,243
FIRST ACCEPTANCE CORP COM 318457108 40 22,662 SH   SOLE   0 0 22,662
FIRST AMERN FINL CORP COM 31847R102 20,399 837,760 SH   SOLE   0 0 837,760
FIRST AMERN FINL CORP COM 31847R102 2,274 93,373 SH   DFND   0 0 93,373
FIRST CASH FINL SVCS INC COM 31942D107 7,095 122,565 SH   SOLE   0 0 122,565
FIRST CASH FINL SVCS INC COM 31942D107 1,932 33,366 SH   DFND   0 0 33,366
FIRST CTZNS BANCSHARES INC N CL A 31946M103 421 2,049 SH   SOLE   0 0 2,049
FIRST CTZNS BANCSHARES INC N CL A 31946M103 15 71 SH   DFND   0 0 71
FIRST DEFIANCE FINL CORP COM 32006W106 103 4,405 SH   SOLE   0 0 4,405
FIRST DEFIANCE FINL CORP COM 32006W106 678 28,976 SH   DFND   0 0 28,976
FIRST FINL BANCORP OH COM 320209109 594 39,131 SH   SOLE   0 0 39,131
FIRST FINL BANCORP OH COM 320209109 6 424 SH   DFND   0 0 424
FIRST FINL BANKSHARES COM 32020R109 700 11,899 SH   SOLE   0 0 11,899
FIRST FINL BANKSHARES COM 32020R109 1,312 22,298 SH   DFND   0 0 22,298
FIRST FINL CORP IND COM 320218100 185 5,854 SH   SOLE   0 0 5,854
FIRST FINL CORP IND COM 320218100 27 862 SH   DFND   0 0 862
FIRST FINL HLDGS INC NEW COM 32023E105 760 13,776 SH   SOLE   0 0 13,776
FIRST FINL HLDGS INC NEW COM 32023E105 485 8,797 SH   DFND   0 0 8,797
FIRST HORIZON NATL CORP COM 320517105 3,189 290,192 SH   SOLE   0 0 290,192
FIRST HORIZON NATL CORP COM 320517105 689 62,736 SH   DFND   0 0 62,736
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 12,917 793,886 SH   SOLE   0 0 793,886
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 164 10,081 SH   DFND   0 0 10,081
FIRST MIDWEST BANCORP DEL COM 320867104 1,355 89,844 SH   SOLE   0 0 89,844
FIRST MIDWEST BANCORP DEL COM 320867104 1,327 88,010 SH   DFND   0 0 88,010
FIRST NBC BK HLDG CO COM 32115D106 178 7,299 SH   SOLE   0 0 7,299
FIRST NIAGARA FINL GP INC COM 33582V108 28,917 2,788,546 SH   SOLE   0 0 2,788,546
FIRST NIAGARA FINL GP INC COM 33582V108 3,639 350,950 SH   DFND   0 0 350,950
FIRST POTOMAC RLTY TR COM 33610F109 9,856 784,072 SH   SOLE   0 0 784,072
FIRST POTOMAC RLTY TR COM 33610F109 238 18,946 SH   DFND   0 0 18,946
FIRST REP BK SAN FRANCISCO C COM 33616C100 23,086 495,086 SH   SOLE   0 0 495,086
FIRST REP BK SAN FRANCISCO C COM 33616C100 8,173 175,276 SH   DFND   0 0 175,276
FIRSTMERIT CORP COM 337915102 4,575 210,616 SH   SOLE   0 0 210,616
FISERV INC COM 337738108 9,275 91,782 SH   SOLE   0 0 91,782
FIVE BELOW INC COM 33829M101 787 18,008 SH   SOLE   0 0 18,008
FIVE BELOW INC COM 33829M101 2,012 46,015 SH   DFND   0 0 46,015
FLEETCOR TECHNOLOGIES INC COM 339041105 17,102 155,248 SH   SOLE   0 0 155,248
FLEETCOR TECHNOLOGIES INC COM 339041105 4,942 44,862 SH   DFND   0 0 44,862
FLEETMATICS GROUP PLC COM G35569105 401 10,666 SH   SOLE   0 0 10,666
FLEXTRONICS INTL LTD ORD Y2573F102 26,605 2,926,869 SH   SOLE   0 0 2,926,869
FLEXTRONICS INTL LTD ORD Y2573F102 7,187 790,693 SH   DFND   0 0 790,693
FLIR SYS INC COM 302445101 11,377 362,331 SH   SOLE   0 0 362,331
FLIR SYS INC COM 302445101 647 20,613 SH   DFND   0 0 20,613
FLOTEK INDS INC DEL COM 343389102 2,976 129,412 SH   SOLE   0 0 129,412
FLOTEK INDS INC DEL COM 343389102 851 37,005 SH   DFND   0 0 37,005
FLOWERS FOODS INC COM 343498101 2,370 110,549 SH   SOLE   0 0 110,549
FLOWSERVE CORP COM 34354P105 12,979 208,036 SH   SOLE   0 0 208,036
FLOWSERVE CORP COM 34354P105 8,325 133,436 SH   DFND   0 0 133,436
FLUOR CORP NEW COM 343412102 23,390 329,626 SH   SOLE   0 0 329,626
FLUOR CORP NEW COM 343412102 6,765 95,332 SH   DFND   0 0 95,332
FLUSHING FINL CORP COM 343873105 1 75 SH   SOLE   0 0 75
FMC TECHNOLOGIES INC COM 30249U101 31,444 567,382 SH   SOLE   0 0 567,382
FMC TECHNOLOGIES INC COM 30249U101 56,727 1,023,582 SH   DFND   0 0 1,023,582
FNB CORP PA COM 302520101 1,814 149,562 SH   SOLE   0 0 149,562
FNB CORP PA COM 302520101 1,682 138,646 SH   DFND   0 0 138,646
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 8,556 88,124 SH   SOLE   0 0 88,124
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,503 15,476 SH   DFND   0 0 15,476
FOOT LOCKER INC COM 344849104 9,530 280,799 SH   SOLE   0 0 280,799
FOOT LOCKER INC COM 344849104 3,258 96,001 SH   DFND   0 0 96,001
FORD MTR CO DEL COM PAR $0.01 345370860 119,426 7,079,206 SH   SOLE   0 0 7,079,206
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 7,446 3,769,000 PRN   SOLE   0 0 3,769,000
FORD MTR CO DEL COM PAR $0.01 345370860 1,075 63,712 SH   DFND   0 0 63,712
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 26 13,000 PRN   DFND   0 0 13,000
FOREST CITY ENTERPRISES INC CL A 345550107 26,937 1,422,226 SH   SOLE   0 0 1,422,226
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 469 422,000 PRN   SOLE   0 0 422,000
FOREST CITY ENTERPRISES INC CL A 345550107 2,051 108,301 SH   DFND   0 0 108,301
FOREST LABS INC COM 345838106 13,797 322,430 SH   SOLE   0 0 322,430
FOREST LABS INC COM 345838106 1,396 32,624 SH   DFND   0 0 32,624
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 125 108,000 PRN   SOLE   0 0 108,000
FORESTAR GROUP INC COM 346233109 5,653 262,555 SH   SOLE   0 0 262,555
FORMFACTOR INC COM 346375108 228 33,285 SH   SOLE   0 0 33,285
FORMFACTOR INC COM 346375108 4 568 SH   DFND   0 0 568
FORTINET INC COM 34959E109 7,877 388,791 SH   SOLE   0 0 388,791
FORTINET INC COM 34959E109 1,641 80,998 SH   DFND   0 0 80,998
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,735 137,772 SH   SOLE   0 0 137,772
FORTUNE BRANDS HOME & SEC IN COM 34964C106 848 20,365 SH   DFND   0 0 20,365
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 898 33,241 SH   SOLE   0 0 33,241
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 655 24,240 SH   DFND   0 0 24,240
FORWARD AIR CORP COM 349853101 5,605 138,988 SH   SOLE   0 0 138,988
FORWARD AIR CORP COM 349853101 2,333 57,855 SH   DFND   0 0 57,855
FOSSIL GROUP INC COM 34988V106 1,703 14,648 SH   SOLE   0 0 14,648
FOSSIL GROUP INC COM 34988V106 17 144 SH   DFND   0 0 144
FOSTER WHEELER AG COM H27178104 3,320 126,044 SH   SOLE   0 0 126,044
FOSTER WHEELER AG COM H27178104 5,273 200,208 SH   DFND   0 0 200,208
FOX FACTORY HLDG CORP COM 35138V102 95 4,926 SH   SOLE   0 0 4,926
FRANCESCAS HLDGS CORP COM 351793104 276 14,840 SH   SOLE   0 0 14,840
FRANCESCAS HLDGS CORP COM 351793104 1,287 69,112 SH   DFND   0 0 69,112
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FRANCO NEVADA CORP COM 351858105 30 670 SH   DFND   0 0 670
FRANKLIN ELEC INC COM 353514102 1,717 43,568 SH   SOLE   0 0 43,568
FRANKLIN ELEC INC COM 353514102 1,733 43,995 SH   DFND   0 0 43,995
FRANKLIN RES INC COM 354613101 90,213 1,784,631 SH   SOLE   0 0 1,784,631
FRANKLIN RES INC COM 354613101 50,869 1,006,316 SH   DFND   0 0 1,006,316
FRANKLIN STREET PPTYS CORP COM 35471R106 13,466 1,056,984 SH   SOLE   0 0 1,056,984
FRANKS INTL N V COM N33462107 59 1,967 SH   DFND   0 0 1,967
FREDS INC CL A 356108100 65 4,182 SH   SOLE   0 0 4,182
FREEPORT-MCMORAN COPPER & GO COM 35671D857 33,426 1,010,457 SH   SOLE   0 0 1,010,457
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,981 59,872 SH   DFND   0 0 59,872
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 388 23,305 SH   SOLE   0 0 23,305
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 13,618 420,571 SH   SOLE   0 0 420,571
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 2,708 83,631 SH   DFND   0 0 83,631
FRESH DEL MONTE PRODUCE INC ORD G36738105 672 22,649 SH   SOLE   0 0 22,649
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,182 73,533 SH   DFND   0 0 73,533
FRESH MKT INC COM 35804H106 7,820 165,295 SH   SOLE   0 0 165,295
FRESH MKT INC COM 35804H106 3,501 73,996 SH   DFND   0 0 73,996
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,798 430,153 SH   SOLE   0 0 430,153
FTI CONSULTING INC COM 302941109 2,752 72,809 SH   SOLE   0 0 72,809
FTI CONSULTING INC COM 302941109 2,897 76,641 SH   DFND   0 0 76,641
FUEL SYS SOLUTIONS INC COM 35952W103 3 136 SH   SOLE   0 0 136
FULLER H B CO COM 359694106 873 19,325 SH   SOLE   0 0 19,325
FULLER H B CO COM 359694106 6,073 134,379 SH   DFND   0 0 134,379
FULTON FINL CORP PA COM 360271100 5,921 506,929 SH   SOLE   0 0 506,929
FULTON FINL CORP PA COM 360271100 97 8,276 SH   DFND   0 0 8,276
FURIEX PHARMACEUTICALS INC COM 36106P101 0 0 SH   SOLE   0 0 0
FUSION-IO INC COM 36112J107 3 261 SH   SOLE   0 0 261
FXCM INC COM CL A 302693106 1,104 55,893 SH   SOLE   0 0 55,893
FXCM INC COM CL A 302693106 314 15,886 SH   DFND   0 0 15,886
G & K SVCS INC CL A 361268105 775 12,828 SH   SOLE   0 0 12,828
G & K SVCS INC CL A 361268105 1,446 23,955 SH   DFND   0 0 23,955
GAFISA S A SPONS ADR 362607301 0 84 SH   SOLE   0 0 84
GALLAGHER ARTHUR J & CO COM 363576109 31,228 715,415 SH   SOLE   0 0 715,415
GALLAGHER ARTHUR J & CO COM 363576109 5,232 119,863 SH   DFND   0 0 119,863
GAMESTOP CORP NEW CL A 36467W109 632 12,737 SH   SOLE   0 0 12,737
GAMESTOP CORP NEW CL A 36467W109 649 13,073 SH   DFND   0 0 13,073
GANNETT INC COM 364730101 2,808 104,809 SH   SOLE   0 0 104,809
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GATX CORP COM 361448103 19,825 417,189 SH   SOLE   0 0 417,189
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GENERAL COMMUNICATION INC CL A 369385109 23 2,390 SH   DFND   0 0 2,390
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GENERAL MTRS CO COM 37045V100 12,693 352,886 SH   DFND   0 0 352,886
GENERAL MTRS CO JR PFD CNV SRB 37045V209 2 46 SH   DFND   0 0 46
GENESCO INC COM 371532102 13,752 209,701 SH   SOLE   0 0 209,701
GENESCO INC COM 371532102 3,166 48,278 SH   DFND   0 0 48,278
GENESEE & WYO INC CL A 371559105 1,580 16,999 SH   SOLE   0 0 16,999
GENESEE & WYO INC UNIT 10/01/2015 371559204 438 3,465 SH   SOLE   0 0 3,465
GENESEE & WYO INC CL A 371559105 2,800 30,113 SH   DFND   0 0 30,113
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GENTEX CORP COM 371901109 17,089 667,816 SH   SOLE   0 0 667,816
GENTEX CORP COM 371901109 4,322 168,903 SH   DFND   0 0 168,903
GENUINE PARTS CO COM 372460105 53,195 657,624 SH   SOLE   0 0 657,624
GENUINE PARTS CO COM 372460105 26,066 322,245 SH   DFND   0 0 322,245
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GEO GROUP INC COM 36159R103 6,446 193,877 SH   SOLE   0 0 193,877
GEO GROUP INC COM 36159R103 125 3,751 SH   DFND   0 0 3,751
GEOSPACE TECHNOLOGIES CORP COM 37364X109 6,832 81,061 SH   SOLE   0 0 81,061
GEOSPACE TECHNOLOGIES CORP COM 37364X109 101 1,196 SH   DFND   0 0 1,196
GERDAU S A SPON ADR REP PFD 373737105 1,365 182,980 SH   SOLE   0 0 182,980
GERMAN AMERN BANCORP INC COM 373865104 35 1,406 SH   SOLE   0 0 1,406
GERMAN AMERN BANCORP INC COM 373865104 233 9,225 SH   DFND   0 0 9,225
GIBRALTAR INDS INC COM 374689107 207 14,493 SH   SOLE   0 0 14,493
G-III APPAREL GROUP LTD COM 36237H101 1,988 36,418 SH   SOLE   0 0 36,418
G-III APPAREL GROUP LTD COM 36237H101 2,861 52,410 SH   DFND   0 0 52,410
GILDAN ACTIVEWEAR INC COM 375916103 3,634 78,249 SH   SOLE   0 0 78,249
GILDAN ACTIVEWEAR INC COM 375916103 765 16,478 SH   DFND   0 0 16,478
GILEAD SCIENCES INC COM 375558103 226,891 3,608,895 SH   SOLE   0 0 3,608,895
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 7,186 2,581,000 PRN   SOLE   0 0 2,581,000
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 8,738 3,156,000 PRN   SOLE   0 0 3,156,000
GILEAD SCIENCES INC COM 375558103 108,048 1,718,589 SH   DFND   0 0 1,718,589
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 50 18,000 PRN   DFND   0 0 18,000
GLACIER BANCORP INC NEW COM 37637Q105 944 38,268 SH   SOLE   0 0 38,268
GLACIER BANCORP INC NEW COM 37637Q105 1,073 43,471 SH   DFND   0 0 43,471
GLATFELTER COM 377316104 2,617 96,670 SH   SOLE   0 0 96,670
GLATFELTER COM 377316104 23 835 SH   DFND   0 0 835
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 101,571 2,024,538 SH   SOLE   0 0 2,024,538
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 19,908 396,812 SH   DFND   0 0 396,812
GLIMCHER RLTY TR SH BEN INT 379302102 5,806 595,516 SH   SOLE   0 0 595,516
GLIMCHER RLTY TR SH BEN INT 379302102 285 29,229 SH   DFND   0 0 29,229
GLOBAL CASH ACCESS HLDGS INC COM 378967103 201 25,739 SH   SOLE   0 0 25,739
GLOBAL CASH ACCESS HLDGS INC COM 378967103 59 7,565 SH   DFND   0 0 7,565
GLOBAL PMTS INC COM 37940X102 22,866 447,643 SH   SOLE   0 0 447,643
GLOBAL PMTS INC COM 37940X102 3,433 67,209 SH   DFND   0 0 67,209
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 21 1,061 SH   DFND   0 0 1,061
GLOBE SPECIALTY METALS INC COM 37954N206 606 39,323 SH   SOLE   0 0 39,323
GLOBE SPECIALTY METALS INC COM 37954N206 8 550 SH   DFND   0 0 550
GNC HLDGS INC COM CL A 36191G107 33,937 621,220 SH   SOLE   0 0 621,220
GNC HLDGS INC COM CL A 36191G107 1,875 34,330 SH   DFND   0 0 34,330
GOGO INC COM 38046C109 26 1,479 SH   SOLE   0 0 1,479
GOGO INC COM 38046C109 3 195 SH   DFND   0 0 195
GOLAR LNG LTD BERMUDA SHS G9456A100 342 9,083 SH   SOLE   0 0 9,083
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4,530 991,334 SH   SOLE   0 0 991,334
GOLDCORP INC NEW COM 380956409 6,549 251,781 SH   SOLE   0 0 251,781
GOLDCORP INC NEW COM 380956409 193 7,435 SH   DFND   0 0 7,435
GOLDMAN SACHS GROUP INC COM 38141G104 214,522 1,355,931 SH   SOLE   0 0 1,355,931
GOLDMAN SACHS GROUP INC SP ENHCMD37ETN 38144L852 26 555 SH   SOLE   0 0 555
GOLDMAN SACHS GROUP INC COM 38141G104 27,151 171,614 SH   DFND   0 0 171,614
GOODRICH PETE CORP COM NEW 382410405 147 6,047 SH   SOLE   0 0 6,047
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 437 406,000 PRN   SOLE   0 0 406,000
GOODYEAR TIRE & RUBR CO PFD CONV 5.875% 382550309 2,348 36,870 SH   SOLE   0 0 36,870
GOODYEAR TIRE & RUBR CO PFD CONV 5.875% 382550309 2 28 SH   DFND   0 0 28
GOOGLE INC CL A 38259P508 693,201 791,407 SH   SOLE   0 0 791,407
GOOGLE INC CL A 38259P508 153,073 174,759 SH   DFND   0 0 174,759
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,131 47,260 SH   SOLE   0 0 47,260
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 94 3,923 SH   DFND   0 0 3,923
GP STRATEGIES CORP COM 36225V104 1,914 72,995 SH   SOLE   0 0 72,995
GRACE W R & CO DEL NEW COM 38388F108 1,767 20,219 SH   SOLE   0 0 20,219
GRACE W R & CO DEL NEW COM 38388F108 879 10,059 SH   DFND   0 0 10,059
GRACO INC COM 384109104 18,480 249,524 SH   SOLE   0 0 249,524
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GRAFTECH INTL LTD COM 384313102 147 17,363 SH   SOLE   0 0 17,363
GRAHAM CORP COM 384556106 134 3,711 SH   SOLE   0 0 3,711
GRAINGER W W INC COM 384802104 40,182 153,537 SH   SOLE   0 0 153,537
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GRAND CANYON ED INC COM 38526M106 6,620 164,518 SH   SOLE   0 0 164,518
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GRANITE CONSTR INC COM 387328107 844 27,592 SH   SOLE   0 0 27,592
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GRAPHIC PACKAGING HLDG CO COM 388689101 2,780 324,771 SH   SOLE   0 0 324,771
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GREAT LAKES DREDGE & DOCK CO COM 390607109 1,467 197,508 SH   SOLE   0 0 197,508
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GREAT PLAINS ENERGY INC COM 391164100 3,578 161,178 SH   SOLE   0 0 161,178
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GREEN DOT CORP CL A 39304D102 103 3,896 SH   SOLE   0 0 3,896
GREEN MTN COFFEE ROASTERS IN COM 393122106 20,465 271,669 SH   SOLE   0 0 271,669
GREEN MTN COFFEE ROASTERS IN COM 393122106 1,059 14,061 SH   DFND   0 0 14,061
GREENHILL & CO INC COM 395259104 20,642 413,824 SH   SOLE   0 0 413,824
GREENHILL & CO INC COM 395259104 128 2,571 SH   DFND   0 0 2,571
GREENWAY MED TECHNOLOGIES IN COM 39679B103 239 11,563 SH   SOLE   0 0 11,563
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GREIF INC CL A 397624107 33 669 SH   DFND   0 0 669
GRIFFON CORP COM 398433102 4,577 364,978 SH   SOLE   0 0 364,978
GRIFOLS S A SP ADR REP B NVT 398438408 37 1,221 SH   SOLE   0 0 1,221
GROUP 1 AUTOMOTIVE INC COM 398905109 2,707 34,844 SH   SOLE   0 0 34,844
GROUP 1 AUTOMOTIVE INC COM 398905109 1,430 18,403 SH   DFND   0 0 18,403
GROUPE CGI INC CL A SUB VTG 39945C109 12,426 354,004 SH   SOLE   0 0 354,004
GROUPE CGI INC CL A SUB VTG 39945C109 3,282 93,513 SH   DFND   0 0 93,513
GROUPON INC COM CL A 399473107 793 70,774 SH   SOLE   0 0 70,774
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 22,369 800,309 SH   SOLE   0 0 800,309
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 3,639 130,198 SH   DFND   0 0 130,198
GSI GROUP INC CDA NEW COM NEW 36191C205 1,152 120,779 SH   SOLE   0 0 120,779
GSI GROUP INC CDA NEW COM NEW 36191C205 17 1,765 SH   DFND   0 0 1,765
GT ADVANCED TECHNOLOGIES INC COM 36191U106 8 982 SH   DFND   0 0 982
GUESS INC COM 401617105 4,029 134,977 SH   SOLE   0 0 134,977
GUESS INC COM 401617105 646 21,642 SH   DFND   0 0 21,642
GUIDEWIRE SOFTWARE INC COM 40171V100 281 5,975 SH   DFND   0 0 5,975
GULFMARK OFFSHORE INC CL A NEW 402629208 6,583 129,365 SH   SOLE   0 0 129,365
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H & E EQUIPMENT SERVICES INC COM 404030108 62 2,353 SH   SOLE   0 0 2,353
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HAIN CELESTIAL GROUP INC COM 405217100 19,632 254,564 SH   SOLE   0 0 254,564
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HALCON RES CORP COM NEW 40537Q209 1,407 317,643 SH   SOLE   0 0 317,643
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HANGER INC COM NEW 41043F208 9,128 270,365 SH   SOLE   0 0 270,365
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HARRIS TEETER SUPERMARKETS I COM 414585109 368 7,483 SH   DFND   0 0 7,483
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HASBRO INC COM 418056107 195,341 4,143,851 SH   SOLE   0 0 4,143,851
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HAWAIIAN ELEC INDUSTRIES COM 419870100 4,747 189,119 SH   SOLE   0 0 189,119
HCA HOLDINGS INC COM 40412C101 12,678 296,555 SH   SOLE   0 0 296,555
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HCC INS HLDGS INC COM 404132102 28,890 659,292 SH   SOLE   0 0 659,292
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HCP INC COM 40414L109 101,737 2,484,428 SH   SOLE   0 0 2,484,428
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HDFC BANK LTD ADR REPS 3 SHS 40415F101 584 18,964 SH   DFND   0 0 18,964
HEALTH CARE REIT INC COM 42217K106 117,922 1,890,379 SH   SOLE   0 0 1,890,379
HEALTH CARE REIT INC PFD PER CON I 42217K601 2,050 35,624 SH   SOLE   0 0 35,624
HEALTH CARE REIT INC COM 42217K106 35,454 568,352 SH   DFND   0 0 568,352
HEALTH INS INNOVATIONS INC COM CL A 42225K106 38 3,158 SH   SOLE   0 0 3,158
HEALTH MGMT ASSOC INC NEW CL A 421933102 2,467 192,749 SH   SOLE   0 0 192,749
HEALTH MGMT ASSOC INC NEW CL A 421933102 5 366 SH   DFND   0 0 366
HEALTH NET INC COM 42222G108 3,436 108,380 SH   SOLE   0 0 108,380
HEALTH NET INC COM 42222G108 3,833 120,906 SH   DFND   0 0 120,906
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HEALTHWAYS INC COM 422245100 1,197 64,651 SH   SOLE   0 0 64,651
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HEARTLAND EXPRESS INC COM 422347104 698 49,217 SH   SOLE   0 0 49,217
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HECLA MNG CO COM 422704106 3 855 SH   SOLE   0 0 855
HEICO CORP NEW CL A 422806208 4,560 90,942 SH   SOLE   0 0 90,942
HEICO CORP NEW CL A 422806208 667 13,297 SH   DFND   0 0 13,297
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HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,790 228,216 SH   SOLE   0 0 228,216
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 1,474 1,106,000 PRN   SOLE   0 0 1,106,000
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HELMERICH & PAYNE INC COM 423452101 8,425 122,187 SH   SOLE   0 0 122,187
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HEMISPHERE MEDIA GROUP INC CL A 42365Q103 23 1,983 SH   SOLE   0 0 1,983
HENRY JACK & ASSOC INC COM 426281101 27,883 539,747 SH   SOLE   0 0 539,747
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HERSHA HOSPITALITY TR SH BEN INT A 427825104 2,340 418,529 SH   SOLE   0 0 418,529
HERSHA HOSPITALITY TR SH BEN INT A 427825104 109 19,457 SH   DFND   0 0 19,457
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HERSHEY CO COM 427866108 3,772 40,778 SH   DFND   0 0 40,778
HERTZ GLOBAL HOLDINGS INC COM 42805T105 39,854 1,798,456 SH   SOLE   0 0 1,798,456
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HESS CORP COM 42809H107 17,170 222,009 SH   SOLE   0 0 222,009
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HEXCEL CORP NEW COM 428291108 34,998 902,022 SH   SOLE   0 0 902,022
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HFF INC CL A 40418F108 96 3,817 SH   SOLE   0 0 3,817
HIBBETT SPORTS INC COM 428567101 4,761 84,857 SH   SOLE   0 0 84,857
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HILL INTERNATIONAL INC COM 431466101 59 17,781 SH   SOLE   0 0 17,781
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HILLTOP HOLDINGS INC COM 432748101 1,345 72,691 SH   SOLE   0 0 72,691
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HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 16 1,648 SH   DFND   0 0 1,648
HITTITE MICROWAVE CORP COM 43365Y104 6,114 93,561 SH   SOLE   0 0 93,561
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HOLOGIC INC COM 436440101 6,230 301,719 SH   SOLE   0 0 301,719
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,170 3,154,000 PRN   SOLE   0 0 3,154,000
HOLOGIC INC COM 436440101 3,456 167,343 SH   DFND   0 0 167,343
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HOME BANCSHARES INC COM 436893200 1,094 36,018 SH   SOLE   0 0 36,018
HOME DEPOT INC COM 437076102 182,158 2,401,551 SH   SOLE   0 0 2,401,551
HOME DEPOT INC COM 437076102 64,189 846,261 SH   DFND   0 0 846,261
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 12,870 584,742 SH   SOLE   0 0 584,742
HOME PROPERTIES INC COM 437306103 7,041 121,930 SH   SOLE   0 0 121,930
HOME PROPERTIES INC COM 437306103 1,292 22,376 SH   DFND   0 0 22,376
HOMESTREET INC COM 43785V102 1,251 64,817 SH   SOLE   0 0 64,817
HONDA MOTOR LTD AMERN SHS 438128308 30,970 812,014 SH   SOLE   0 0 812,014
HONDA MOTOR LTD AMERN SHS 438128308 2,894 75,881 SH   DFND   0 0 75,881
HONEYWELL INTL INC COM 438516106 138,209 1,664,371 SH   SOLE   0 0 1,664,371
HONEYWELL INTL INC COM 438516106 51,984 626,011 SH   DFND   0 0 626,011
HOOKER FURNITURE CORP COM 439038100 1,006 67,271 SH   SOLE   0 0 67,271
HORACE MANN EDUCATORS CORP N COM 440327104 7,855 276,796 SH   SOLE   0 0 276,796
HORACE MANN EDUCATORS CORP N COM 440327104 720 25,387 SH   DFND   0 0 25,387
HORMEL FOODS CORP COM 440452100 6,494 154,167 SH   SOLE   0 0 154,167
HORNBECK OFFSHORE SVCS INC N COM 440543106 3,772 65,671 SH   SOLE   0 0 65,671
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 1,495 1,263,000 PRN   SOLE   0 0 1,263,000
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 385 298,000 PRN   SOLE   0 0 298,000
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,252 21,790 SH   DFND   0 0 21,790
HORNBECK OFFSHORE SVCS INC N FRNT 1.625%11/1 440543AE6 12 10,000 PRN   DFND   0 0 10,000
HORSEHEAD HLDG CORP COM 440694305 210 16,838 SH   SOLE   0 0 16,838
HOSPIRA INC COM 441060100 13,487 343,881 SH   SOLE   0 0 343,881
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,942 139,292 SH   SOLE   0 0 139,292
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 104 3,681 SH   DFND   0 0 3,681
HOST HOTELS & RESORTS INC COM 44107P104 20,890 1,182,248 SH   SOLE   0 0 1,182,248
HOST HOTELS & RESORTS INC COM 44107P104 2,345 132,705 SH   DFND   0 0 132,705
HOUSTON WIRE & CABLE CO COM 44244K109 49 3,643 SH   SOLE   0 0 3,643
HOWARD HUGHES CORP COM 44267D107 1,058 9,419 SH   SOLE   0 0 9,419
HSBC HLDGS PLC SPON ADR NEW 404280406 170,014 3,133,324 SH   SOLE   0 0 3,133,324
HSBC HLDGS PLC ADR A 1/40PF A 404280604 4,551 184,612 SH   SOLE   0 0 184,612
HSBC HLDGS PLC SPON ADR NEW 404280406 29,260 539,250 SH   DFND   0 0 539,250
HSBC HLDGS PLC ADR A 1/40PF A 404280604 278 11,289 SH   DFND   0 0 11,289
HUANENG PWR INTL INC SPON ADR H SHS 443304100 4,281 106,898 SH   SOLE   0 0 106,898
HUB GROUP INC CL A 443320106 485 12,353 SH   SOLE   0 0 12,353
HUB GROUP INC CL A 443320106 2,076 52,916 SH   DFND   0 0 52,916
HUBBELL INC CL B 443510201 7,325 69,936 SH   SOLE   0 0 69,936
HUBBELL INC CL B 443510201 4,514 43,101 SH   DFND   0 0 43,101
HUDSON CITY BANCORP COM 443683107 639 70,670 SH   SOLE   0 0 70,670
HUDSON GLOBAL INC COM 443787106 4 1,192 SH   DFND   0 0 1,192
HUDSON PAC PPTYS INC COM 444097109 1,602 82,388 SH   SOLE   0 0 82,388
HUDSON PAC PPTYS INC COM 444097109 151 7,784 SH   DFND   0 0 7,784
HUMANA INC COM 444859102 8,329 89,241 SH   SOLE   0 0 89,241
HUMANA INC COM 444859102 808 8,658 SH   DFND   0 0 8,658
HUNT J B TRANS SVCS INC COM 445658107 23,028 315,760 SH   SOLE   0 0 315,760
HUNT J B TRANS SVCS INC COM 445658107 16,964 232,612 SH   DFND   0 0 232,612
HUNTINGTON BANCSHARES INC COM 446150104 12,285 1,487,315 SH   SOLE   0 0 1,487,315
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 381 307 SH   SOLE   0 0 307
HUNTINGTON BANCSHARES INC COM 446150104 4,223 511,236 SH   DFND   0 0 511,236
HUNTINGTON INGALLS INDS INC COM 446413106 2,909 43,153 SH   SOLE   0 0 43,153
HUNTINGTON INGALLS INDS INC COM 446413106 5,855 86,875 SH   DFND   0 0 86,875
HUNTSMAN CORP COM 447011107 9,022 437,761 SH   SOLE   0 0 437,761
HUNTSMAN CORP COM 447011107 1,034 50,171 SH   DFND   0 0 50,171
HURON CONSULTING GROUP INC COM 447462102 448 8,517 SH   SOLE   0 0 8,517
HURON CONSULTING GROUP INC COM 447462102 2,095 39,817 SH   DFND   0 0 39,817
HYATT HOTELS CORP COM CL A 448579102 6,598 153,593 SH   SOLE   0 0 153,593
HYATT HOTELS CORP COM CL A 448579102 307 7,136 SH   DFND   0 0 7,136
HYSTER YALE MATLS HANDLING I CL A 449172105 124 1,386 SH   DFND   0 0 1,386
IAC INTERACTIVECORP COM PAR $.001 44919P508 18,324 335,183 SH   SOLE   0 0 335,183
IAC INTERACTIVECORP COM PAR $.001 44919P508 7,381 135,002 SH   DFND   0 0 135,002
IAMGOLD CORP COM 450913108 15 3,096 SH   SOLE   0 0 3,096
IAMGOLD CORP COM 450913108 5 1,030 SH   DFND   0 0 1,030
IBERIABANK CORP COM 450828108 7,360 141,787 SH   SOLE   0 0 141,787
IBERIABANK CORP COM 450828108 1,427 27,496 SH   DFND   0 0 27,496
ICF INTL INC COM 44925C103 1,456 41,127 SH   SOLE   0 0 41,127
ICICI BK LTD ADR 45104G104 27,946 916,852 SH   SOLE   0 0 916,852
ICICI BK LTD ADR 45104G104 790 25,903 SH   DFND   0 0 25,903
ICON PLC SHS G4705A100 10,572 258,305 SH   SOLE   0 0 258,305
ICON PLC SHS G4705A100 2,642 64,561 SH   DFND   0 0 64,561
ICONIX BRAND GROUP INC COM 451055107 635 19,119 SH   SOLE   0 0 19,119
ICONIX BRAND GROUP INC COM 451055107 898 27,026 SH   DFND   0 0 27,026
ICU MED INC COM 44930G107 1,742 25,641 SH   SOLE   0 0 25,641
ICU MED INC COM 44930G107 1,120 16,482 SH   DFND   0 0 16,482
IDACORP INC COM 451107106 13,994 289,123 SH   SOLE   0 0 289,123
IDEX CORP COM 45167R104 23,718 363,497 SH   SOLE   0 0 363,497
IDEX CORP COM 45167R104 4,475 68,580 SH   DFND   0 0 68,580
IDEXX LABS INC COM 45168D104 9,331 93,633 SH   SOLE   0 0 93,633
IDEXX LABS INC COM 45168D104 1,753 17,595 SH   DFND   0 0 17,595
IGATE CORP COM 45169U105 700 25,217 SH   SOLE   0 0 25,217
IHS INC CL A 451734107 20,792 182,101 SH   SOLE   0 0 182,101
IHS INC CL A 451734107 2,412 21,126 SH   DFND   0 0 21,126
II VI INC COM 902104108 4,337 230,690 SH   SOLE   0 0 230,690
II VI INC COM 902104108 855 45,490 SH   DFND   0 0 45,490
ILLINOIS TOOL WKS INC COM 452308109 7,228 94,769 SH   SOLE   0 0 94,769
ILLINOIS TOOL WKS INC COM 452308109 1,829 23,976 SH   DFND   0 0 23,976
ILLUMINA INC COM 452327109 85,642 1,059,534 SH   SOLE   0 0 1,059,534
ILLUMINA INC COM 452327109 7,412 91,696 SH   DFND   0 0 91,696
IMAX CORP COM 45245E109 1,326 43,840 SH   SOLE   0 0 43,840
IMAX CORP COM 45245E109 669 22,119 SH   DFND   0 0 22,119
IMMUNOGEN INC COM 45253H101 2,815 165,381 SH   SOLE   0 0 165,381
IMMUNOGEN INC COM 45253H101 212 12,429 SH   DFND   0 0 12,429
IMPAX LABORATORIES INC COM 45256B101 293 14,315 SH   SOLE   0 0 14,315
IMPAX LABORATORIES INC COM 45256B101 88 4,319 SH   DFND   0 0 4,319
IMPERIAL OIL LTD COM NEW 453038408 153 3,489 SH   SOLE   0 0 3,489
IMPERVA INC COM 45321L100 457 10,885 SH   SOLE   0 0 10,885
IMPERVA INC COM 45321L100 2,003 47,673 SH   DFND   0 0 47,673
INCONTACT INC COM 45336E109 1 178 SH   SOLE   0 0 178
INCONTACT INC COM 45336E109 11 1,296 SH   DFND   0 0 1,296
INCYTE CORP COM 45337C102 11,475 300,775 SH   SOLE   0 0 300,775
INCYTE CORP COM 45337C102 3,341 87,580 SH   DFND   0 0 87,580
INDEPENDENT BANK CORP MASS COM 453836108 8 227 SH   SOLE   0 0 227
INDEPENDENT BANK CORP MICH COM NEW 453838609 13 1,253 SH   DFND   0 0 1,253
INFINITY PHARMACEUTICALS INC COM 45665G303 70 4,011 SH   DFND   0 0 4,011
INFOBLOX INC COM 45672H104 629 15,048 SH   SOLE   0 0 15,048
INFOBLOX INC COM 45672H104 1,833 43,836 SH   DFND   0 0 43,836
INFORMATICA CORP COM 45666Q102 6,231 159,905 SH   SOLE   0 0 159,905
INFORMATICA CORP COM 45666Q102 4,149 106,464 SH   DFND   0 0 106,464
INFOSYS LTD SPONSORED ADR 456788108 8,800 182,906 SH   SOLE   0 0 182,906
INFOSYS LTD SPONSORED ADR 456788108 1,489 30,940 SH   DFND   0 0 30,940
ING GROEP N V SPONSORED ADR 456837103 37,321 3,288,222 SH   SOLE   0 0 3,288,222
ING GROEP N V SPONSORED ADR 456837103 5,968 525,809 SH   DFND   0 0 525,809
ING U S INC COM 45685E106 3,042 104,143 SH   SOLE   0 0 104,143
ING U S INC COM 45685E106 181 6,212 SH   DFND   0 0 6,212
INGERSOLL-RAND PLC SHS G47791101 44,695 688,246 SH   SOLE   0 0 688,246
INGERSOLL-RAND PLC SHS G47791101 2,023 31,145 SH   DFND   0 0 31,145
INGRAM MICRO INC CL A 457153104 3,474 150,699 SH   SOLE   0 0 150,699
INGRAM MICRO INC CL A 457153104 20 867 SH   DFND   0 0 867
INGREDION INC COM 457187102 21,581 326,152 SH   SOLE   0 0 326,152
INGREDION INC COM 457187102 134 2,028 SH   DFND   0 0 2,028
INLAND REAL ESTATE CORP COM NEW 457461200 387 37,787 SH   SOLE   0 0 37,787
INNERWORKINGS INC COM 45773Y105 1,107 112,732 SH   SOLE   0 0 112,732
INNERWORKINGS INC COM 45773Y105 1,761 179,349 SH   DFND   0 0 179,349
INNOPHOS HOLDINGS INC COM 45774N108 1,802 34,147 SH   SOLE   0 0 34,147
INNOPHOS HOLDINGS INC COM 45774N108 765 14,501 SH   DFND   0 0 14,501
INSIGHT ENTERPRISES INC COM 45765U103 634 33,533 SH   SOLE   0 0 33,533
INSIGHT ENTERPRISES INC COM 45765U103 475 25,111 SH   DFND   0 0 25,111
INSMED INC COM PAR $.01 457669307 56 3,566 SH   DFND   0 0 3,566
INSULET CORP COM 45784P101 4,033 111,286 SH   SOLE   0 0 111,286
INSULET CORP NOTE 3.750% 6/1 45784PAC5 153 106,000 PRN   SOLE   0 0 106,000
INSULET CORP COM 45784P101 2,160 59,601 SH   DFND   0 0 59,601
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,342 33,354 SH   SOLE   0 0 33,354
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,257 56,081 SH   DFND   0 0 56,081
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,388 147,298 SH   SOLE   0 0 147,298
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,904 308,316 SH   DFND   0 0 308,316
INTEGRATED ELECTRICAL SVC COM 45811E301 50 12,234 SH   SOLE   0 0 12,234
INTEGRATED SILICON SOLUTION COM 45812P107 459 42,103 SH   SOLE   0 0 42,103
INTEGRATED SILICON SOLUTION COM 45812P107 37 3,399 SH   DFND   0 0 3,399
INTEGRYS ENERGY GROUP INC COM 45822P105 14,804 264,885 SH   SOLE   0 0 264,885
INTEGRYS ENERGY GROUP INC COM 45822P105 545 9,745 SH   DFND   0 0 9,745
INTEL CORP COM 458140100 436,132 19,027,610 SH   SOLE   0 0 19,027,610
INTEL CORP SDCV 2.950%12/1 458140AD2 1,200 1,109,000 PRN   SOLE   0 0 1,109,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 6,932 5,599,000 PRN   SOLE   0 0 5,599,000
INTEL CORP COM 458140100 66,243 2,890,062 SH   DFND   0 0 2,890,062
INTEL CORP SDCV 2.950%12/1 458140AD2 10 9,000 PRN   DFND   0 0 9,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 11 9,000 PRN   DFND   0 0 9,000
INTELSAT S A COM L5140P101 72 2,984 SH   SOLE   0 0 2,984
INTER PARFUMS INC COM 458334109 3,689 123,011 SH   SOLE   0 0 123,011
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 3,719 127,303 SH   SOLE   0 0 127,303
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 30 1,014 SH   DFND   0 0 1,014
INTERCONTINENTALEXCHANGE INC COM 45865V100 70,507 388,641 SH   SOLE   0 0 388,641
INTERCONTINENTALEXCHANGE INC COM 45865V100 4,260 23,482 SH   DFND   0 0 23,482
INTERDIGITAL INC COM 45867G101 23 613 SH   DFND   0 0 613
INTERMUNE INC COM 45884X103 1 88 SH   SOLE   0 0 88
INTERNATIONAL BUSINESS MACHS COM 459200101 309,577 1,671,761 SH   SOLE   0 0 1,671,761
INTERNATIONAL BUSINESS MACHS COM 459200101 58,338 315,034 SH   DFND   0 0 315,034
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,539 30,855 SH   SOLE   0 0 30,855
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,818 22,089 SH   DFND   0 0 22,089
INTERNATIONAL GAME TECHNOLOG COM 459902102 32,660 1,725,312 SH   SOLE   0 0 1,725,312
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 5,353 4,839,000 PRN   SOLE   0 0 4,839,000
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,849 203,309 SH   DFND   0 0 203,309
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 21 19,000 PRN   DFND   0 0 19,000
INTERNATIONAL RECTIFIER CORP COM 460254105 3,178 128,313 SH   SOLE   0 0 128,313
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2,464 76,397 SH   SOLE   0 0 76,397
INTERNATIONAL SPEEDWAY CORP CL A 460335201 51 1,566 SH   DFND   0 0 1,566
INTEROIL CORP COM 460951106 460 6,444 SH   SOLE   0 0 6,444
INTERPUBLIC GROUP COS INC COM 460690100 5,992 348,758 SH   SOLE   0 0 348,758
INTERPUBLIC GROUP COS INC COM 460690100 676 39,366 SH   DFND   0 0 39,366
INTERSIL CORP CL A 46069S109 1,601 142,592 SH   SOLE   0 0 142,592
INTERSIL CORP CL A 46069S109 317 28,188 SH   DFND   0 0 28,188
INTERXION HOLDING N.V SHS N47279109 4,278 192,369 SH   SOLE   0 0 192,369
INTERXION HOLDING N.V SHS N47279109 5,324 239,410 SH   DFND   0 0 239,410
INTEVAC INC COM 461148108 11 1,844 SH   DFND   0 0 1,844
INTL FCSTONE INC COM 46116V105 21 1,033 SH   DFND   0 0 1,033
INTL PAPER CO COM 460146103 108,120 2,413,394 SH   SOLE   0 0 2,413,394
INTL PAPER CO COM 460146103 4,165 92,969 SH   DFND   0 0 92,969
INTREPID POTASH INC COM 46121Y102 2,316 147,679 SH   SOLE   0 0 147,679
INTREPID POTASH INC COM 46121Y102 71 4,538 SH   DFND   0 0 4,538
INTUIT COM 461202103 56,444 851,221 SH   SOLE   0 0 851,221
INTUIT COM 461202103 9,208 138,865 SH   DFND   0 0 138,865
INTUITIVE SURGICAL INC COM NEW 46120E602 40,257 106,990 SH   SOLE   0 0 106,990
INTUITIVE SURGICAL INC COM NEW 46120E602 15 40 SH   DFND   0 0 40
INVACARE CORP COM 461203101 69 3,969 SH   SOLE   0 0 3,969
INVACARE CORP COM 461203101 30 1,758 SH   DFND   0 0 1,758
INVENSENSE INC COM 46123D205 392 22,227 SH   SOLE   0 0 22,227
INVENSENSE INC COM 46123D205 1,448 82,153 SH   DFND   0 0 82,153
INVENTURE FOODS INC COM 461212102 120 11,468 SH   SOLE   0 0 11,468
INVENTURE FOODS INC COM 461212102 788 75,076 SH   DFND   0 0 75,076
INVESCO LTD SHS G491BT108 55,060 1,726,023 SH   SOLE   0 0 1,726,023
INVESCO LTD SHS G491BT108 7,673 240,533 SH   DFND   0 0 240,533
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 487 30,962 SH   SOLE   0 0 30,962
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 57 3,623 SH   DFND   0 0 3,623
INVESTORS BANCORP INC COM 46146P102 3,100 141,540 SH   SOLE   0 0 141,540
INVESTORS REAL ESTATE TR SH BEN INT 461730103 506 61,295 SH   SOLE   0 0 61,295
ION GEOPHYSICAL CORP COM 462044108 277 53,292 SH   SOLE   0 0 53,292
ION GEOPHYSICAL CORP COM 462044108 20 3,798 SH   DFND   0 0 3,798
IPC THE HOSPITALIST CO INC COM 44984A105 4,528 88,774 SH   SOLE   0 0 88,774
IPC THE HOSPITALIST CO INC COM 44984A105 3,646 71,479 SH   DFND   0 0 71,479
IPG PHOTONICS CORP COM 44980X109 3,495 62,021 SH   SOLE   0 0 62,021
IPG PHOTONICS CORP COM 44980X109 51 907 SH   DFND   0 0 907
IRELAND BK SPNSRD ADR NEW 46267Q202 15 1,353 SH   SOLE   0 0 1,353
IRON MTN INC COM 462846106 9,367 346,683 SH   SOLE   0 0 346,683
IRON MTN INC COM 462846106 553 20,470 SH   DFND   0 0 20,470
ISHARES MSCI CDA ETF 464286509 3,263 115,264 SH   SOLE   0 0 115,264
ISHARES EMU ETF 464286608 12,904 342,008 SH   SOLE   0 0 342,008
ISHARES MSCI PAC JP ETF 464286665 3,350 70,300 SH   SOLE   0 0 70,300
ISHARES MSCI UK ETF 464286699 7,322 373,192 SH   SOLE   0 0 373,192
ISHARES MSCI TAIWAN ETF 464286731 30 2,126 SH   SOLE   0 0 2,126
ISHARES MSCI SZ CAP ETF 464286749 3,868 123,642 SH   SOLE   0 0 123,642
ISHARES MSCI SWEDEN ETF 464286756 1,351 39,451 SH   SOLE   0 0 39,451
ISHARES S&P 100 ETF 464287101 810 10,826 SH   SOLE   0 0 10,826
ISHARES NYSE 100 ETF 464287135 21 273 SH   SOLE   0 0 273
ISHARES TIPS BD ETF 464287176 11,490 102,064 SH   SOLE   0 0 102,064
ISHARES CORE S&P500 ETF 464287200 13,786 81,624 SH   SOLE   0 0 81,624
ISHARES CORE TOTUSBD ETF 464287226 8,776 81,866 SH   SOLE   0 0 81,866
ISHARES MSCI EMG MKT ETF 464287234 3,848 94,419 SH   SOLE   0 0 94,419
ISHARES IBOXX INV CP ETF 464287242 31,347 276,134 SH   SOLE   0 0 276,134
ISHARES S&P 500 GRWT ETF 464287309 2,203 24,655 SH   SOLE   0 0 24,655
ISHARES GLOB HLTHCRE ETF 464287325 29 359 SH   SOLE   0 0 359
ISHARES S&P 500 VAL ETF 464287408 308 3,934 SH   SOLE   0 0 3,934
ISHARES 20+ YR TR BD ETF 464287432 10,351 97,283 SH   SOLE   0 0 97,283
ISHARES 7-10 Y TR BD ETF 464287440 354 3,466 SH   SOLE   0 0 3,466
ISHARES 1-3 YR TR BD ETF 464287457 6,339 75,040 SH   SOLE   0 0 75,040
ISHARES MSCI EAFE ETF 464287465 79,680 1,248,887 SH   SOLE   0 0 1,248,887
ISHARES RUS MDCP VAL ETF 464287473 40 658 SH   SOLE   0 0 658
ISHARES RUS MD CP GR ETF 464287481 2,808 35,902 SH   SOLE   0 0 35,902
ISHARES RUS MID-CAP ETF 464287499 11,833 85,086 SH   SOLE   0 0 85,086
ISHARES NASDQ BIOTEC ETF 464287556 11,323 54,020 SH   SOLE   0 0 54,020
ISHARES RUS 1000 VAL ETF 464287598 168,186 1,951,117 SH   SOLE   0 0 1,951,117
ISHARES RUS 1000 GRW ETF 464287614 261,339 3,341,927 SH   SOLE   0 0 3,341,927
ISHARES RUS 1000 ETF 464287622 65,896 699,755 SH   SOLE   0 0 699,755
ISHARES RUS 2000 VAL ETF 464287630 5,640 61,547 SH   SOLE   0 0 61,547
ISHARES RUS 2000 GRW ETF 464287648 4,303 34,192 SH   SOLE   0 0 34,192
ISHARES RUSSELL 2000 ETF 464287655 12,015 112,705 SH   SOLE   0 0 112,705
ISHARES RUS 3000 VAL ETF 464287663 3,710 32,842 SH   SOLE   0 0 32,842
ISHARES RUS 3000 GRW ETF 464287671 382 5,954 SH   SOLE   0 0 5,954
ISHARES RUSSELL 3000 ETF 464287689 1,730 17,105 SH   SOLE   0 0 17,105
ISHARES SP SMCP600VL ETF 464287879 125 1,226 SH   SOLE   0 0 1,226
ISHARES SP SMCP600GR ETF 464287887 285 2,633 SH   SOLE   0 0 2,633
ISHARES MSCI ACWI US ETF 464288240 6,836 152,529 SH   SOLE   0 0 152,529
ISHARES EAFE SML CP ETF 464288273 4,056 83,617 SH   SOLE   0 0 83,617
ISHARES NAT AMT FREE BD 464288414 476 4,557 SH   SOLE   0 0 4,557
ISHARES INTL DEV RE ETF 464288489 23,494 700,909 SH   SOLE   0 0 700,909
ISHARES MBS ETF 464288588 58,345 550,836 SH   SOLE   0 0 550,836
ISHARES GOV/CRED BD ETF 464288596 122 1,111 SH   SOLE   0 0 1,111
ISHARES CREDIT BD ETF 464288620 19 178 SH   SOLE   0 0 178
ISHARES 1-3 YR CR BD ETF 464288646 16 154 SH   SOLE   0 0 154
ISHARES 3-7 YR TR BD ETF 464288661 14,930 123,052 SH   SOLE   0 0 123,052
ISHARES SHRT TRS BD ETF 464288679 1,957 17,747 SH   SOLE   0 0 17,747
ISHARES GLOB INDSTRL ETF 464288729 29 437 SH   SOLE   0 0 437
ISHARES USA ESG SLCT ETF 464288802 440 6,220 SH   SOLE   0 0 6,220
ISHARES MICRO-CAP ETF 464288869 14,087 205,683 SH   SOLE   0 0 205,683
ISHARES EAFE VALUE ETF 464288877 9,470 174,056 SH   SOLE   0 0 174,056
ISHARES EAFE GRWTH ETF 464288885 23,945 351,454 SH   SOLE   0 0 351,454
ISHARES CORE S&P500 ETF 464287200 46 271 SH   DFND   0 0 271
ISHARES 20+ YR TR BD ETF 464287432 85 803 SH   DFND   0 0 803
ISHARES INC CORE MSCI EMKT 46434G103 30,904 635,230 SH   SOLE   0 0 635,230
ISIS PHARMACEUTICALS INC COM 464330109 8,253 219,856 SH   SOLE   0 0 219,856
ISIS PHARMACEUTICALS INC COM 464330109 570 15,178 SH   DFND   0 0 15,178
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 27,252 1,930,019 SH   SOLE   0 0 1,930,019
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,866 273,789 SH   DFND   0 0 273,789
ITC HLDGS CORP COM 465685105 20,445 217,826 SH   SOLE   0 0 217,826
ITC HLDGS CORP COM 465685105 1,002 10,673 SH   DFND   0 0 10,673
ITRON INC COM 465741106 10,485 244,809 SH   SOLE   0 0 244,809
ITRON INC COM 465741106 359 8,374 SH   DFND   0 0 8,374
ITT CORP NEW COM NEW 450911201 2,473 68,798 SH   SOLE   0 0 68,798
ITT CORP NEW COM NEW 450911201 3,861 107,390 SH   DFND   0 0 107,390
ITT EDUCATIONAL SERVICES INC COM 45068B109 236 7,612 SH   SOLE   0 0 7,612
IXIA COM 45071R109 5,960 380,354 SH   SOLE   0 0 380,354
IXIA NOTE 3.000%12/1 45071RAB5 1,454 1,275,000 PRN   SOLE   0 0 1,275,000
IXIA COM 45071R109 2,283 145,674 SH   DFND   0 0 145,674
IXIA NOTE 3.000%12/1 45071RAB5 11 10,000 PRN   DFND   0 0 10,000
IXYS CORP COM 46600W106 2,845 294,829 SH   SOLE   0 0 294,829
J & J SNACK FOODS CORP COM 466032109 3,948 48,906 SH   SOLE   0 0 48,906
J & J SNACK FOODS CORP COM 466032109 549 6,797 SH   DFND   0 0 6,797
J2 GLOBAL INC COM 48123V102 4,023 81,243 SH   SOLE   0 0 81,243
J2 GLOBAL INC COM 48123V102 3,358 67,801 SH   DFND   0 0 67,801
JABIL CIRCUIT INC COM 466313103 20,282 935,512 SH   SOLE   0 0 935,512
JABIL CIRCUIT INC COM 466313103 2,998 138,292 SH   DFND   0 0 138,292
JACK IN THE BOX INC COM 466367109 3,407 85,205 SH   SOLE   0 0 85,205
JACK IN THE BOX INC COM 466367109 2,405 60,146 SH   DFND   0 0 60,146
JACOBS ENGR GROUP INC DEL COM 469814107 15,751 270,721 SH   SOLE   0 0 270,721
JACOBS ENGR GROUP INC DEL COM 469814107 737 12,665 SH   DFND   0 0 12,665
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 34 688 SH   SOLE   0 0 688
JAMES RIVER COAL CO COM NEW 470355207 10 5,080 SH   SOLE   0 0 5,080
JANUS CAP GROUP INC COM 47102X105 4,116 483,684 SH   SOLE   0 0 483,684
JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 419 413,000 PRN   SOLE   0 0 413,000
JANUS CAP GROUP INC COM 47102X105 1,710 200,936 SH   DFND   0 0 200,936
JARDEN CORP COM 471109108 11,682 241,362 SH   SOLE   0 0 241,362
JARDEN CORP COM 471109108 3,716 76,784 SH   DFND   0 0 76,784
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,081 76,992 SH   SOLE   0 0 76,992
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,433 26,459 SH   DFND   0 0 26,459
JDS UNIPHASE CORP COM PAR $0.001 46612J507 3,819 259,587 SH   SOLE   0 0 259,587
JDS UNIPHASE CORP COM PAR $0.001 46612J507 3,191 216,900 SH   DFND   0 0 216,900
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 4,710 4,494,000 PRN   SOLE   0 0 4,494,000
JETBLUE AIRWAYS CORP COM 477143101 2,795 419,358 SH   SOLE   0 0 419,358
JETBLUE AIRWAYS CORP COM 477143101 40 5,979 SH   DFND   0 0 5,979
JIVE SOFTWARE INC COM 47760A108 1,733 138,643 SH   SOLE   0 0 138,643
JIVE SOFTWARE INC COM 47760A108 1,875 150,018 SH   DFND   0 0 150,018
JOHNSON & JOHNSON COM 478160104 567,139 6,542,150 SH   SOLE   0 0 6,542,150
JOHNSON & JOHNSON COM 478160104 136,941 1,579,666 SH   DFND   0 0 1,579,666
JOHNSON CTLS INC COM 478366107 86,806 2,091,720 SH   SOLE   0 0 2,091,720
JOHNSON CTLS INC COM 478366107 23,788 573,204 SH   DFND   0 0 573,204
JONES ENERGY INC COM CL A 48019R108 1 49 SH   SOLE   0 0 49
JONES GROUP INC COM 48020T101 3,157 210,315 SH   SOLE   0 0 210,315
JONES GROUP INC COM 48020T101 827 55,075 SH   DFND   0 0 55,075
JONES LANG LASALLE INC COM 48020Q107 3,526 40,390 SH   SOLE   0 0 40,390
JONES LANG LASALLE INC COM 48020Q107 317 3,634 SH   DFND   0 0 3,634
JOS A BANK CLOTHIERS INC COM 480838101 87 1,975 SH   SOLE   0 0 1,975
JOY GLOBAL INC COM 481165108 36,900 722,962 SH   SOLE   0 0 722,962
JOY GLOBAL INC COM 481165108 425 8,327 SH   DFND   0 0 8,327
JPMORGAN CHASE & CO COM 46625H100 612,543 11,850,319 SH   SOLE   0 0 11,850,319
JPMORGAN CHASE & CO COM 46625H100 107,207 2,074,039 SH   DFND   0 0 2,074,039
JUNIPER NETWORKS INC COM 48203R104 22,664 1,141,208 SH   SOLE   0 0 1,141,208
JUNIPER NETWORKS INC COM 48203R104 14,524 731,315 SH   DFND   0 0 731,315
K12 INC COM 48273U102 509 16,483 SH   SOLE   0 0 16,483
K12 INC COM 48273U102 2,941 95,237 SH   DFND   0 0 95,237
KADANT INC COM 48282T104 2 45 SH   SOLE   0 0 45
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1 20 SH   SOLE   0 0 20
KAMAN CORP COM 483548103 10,913 288,256 SH   SOLE   0 0 288,256
KAMAN CORP COM 483548103 33 882 SH   DFND   0 0 882
KANSAS CITY SOUTHERN COM NEW 485170302 25,063 229,182 SH   SOLE   0 0 229,182
KANSAS CITY SOUTHERN COM NEW 485170302 1,771 16,197 SH   DFND   0 0 16,197
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,918 138,276 SH   SOLE   0 0 138,276
KAPSTONE PAPER & PACKAGING C COM 48562P103 2,132 49,807 SH   DFND   0 0 49,807
KAR AUCTION SVCS INC COM 48238T109 5,008 177,516 SH   SOLE   0 0 177,516
KAR AUCTION SVCS INC COM 48238T109 834 29,553 SH   DFND   0 0 29,553
KAYDON CORP COM 486587108 1,235 34,780 SH   SOLE   0 0 34,780
KAYDON CORP COM 486587108 2,314 65,133 SH   DFND   0 0 65,133
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 15,280 436,335 SH   SOLE   0 0 436,335
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,574 44,937 SH   DFND   0 0 44,937
KB HOME COM 48666K109 36 2,012 SH   DFND   0 0 2,012
KBR INC COM 48242W106 25,736 788,488 SH   SOLE   0 0 788,488
KBR INC COM 48242W106 470 14,395 SH   DFND   0 0 14,395
KCG HLDGS INC CL A 48244B100 680 78,402 SH   SOLE   0 0 78,402
KELLOGG CO COM 487836108 476 8,097 SH   SOLE   0 0 8,097
KEMPER CORP DEL COM 488401100 3,342 99,469 SH   SOLE   0 0 99,469
KENNAMETAL INC COM 489170100 8,757 192,030 SH   SOLE   0 0 192,030
KENNAMETAL INC COM 489170100 1,726 37,846 SH   DFND   0 0 37,846
KENNEDY-WILSON HLDGS INC COM 489398107 1,354 72,976 SH   SOLE   0 0 72,976
KERYX BIOPHARMACEUTICALS INC COM 492515101 108 10,716 SH   DFND   0 0 10,716
KEY ENERGY SVCS INC COM 492914106 766 105,107 SH   SOLE   0 0 105,107
KEY ENERGY SVCS INC COM 492914106 2,688 368,684 SH   DFND   0 0 368,684
KEY TECHNOLOGY INC COM 493143101 17 1,244 SH   DFND   0 0 1,244
KEYCORP NEW COM 493267108 44,384 3,893,351 SH   SOLE   0 0 3,893,351
KEYCORP NEW COM 493267108 2,483 217,770 SH   DFND   0 0 217,770
KEYW HLDG CORP COM 493723100 2 139 SH   SOLE   0 0 139
KFORCE INC COM 493732101 2 112 SH   SOLE   0 0 112
KFORCE INC COM 493732101 43 2,410 SH   DFND   0 0 2,410
KILROY RLTY CORP COM 49427F108 12,733 254,914 SH   SOLE   0 0 254,914
KILROY RLTY CORP COM 49427F108 1,471 29,451 SH   DFND   0 0 29,451
KIMBERLY CLARK CORP COM 494368103 116,866 1,240,352 SH   SOLE   0 0 1,240,352
KIMBERLY CLARK CORP COM 494368103 61,202 649,562 SH   DFND   0 0 649,562
KIMCO RLTY CORP COM 49446R109 6,873 340,592 SH   SOLE   0 0 340,592
KIMCO RLTY CORP COM 49446R109 2,192 108,638 SH   DFND   0 0 108,638
KINDER MORGAN INC DEL COM 49456B101 154,137 4,333,331 SH   SOLE   0 0 4,333,331
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 2 340 SH   SOLE   0 0 340
KINDER MORGAN INC DEL COM 49456B101 3,239 91,058 SH   DFND   0 0 91,058
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 174,167 2,323,472 SH   SOLE   0 0 2,323,472
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 331 4,417 SH   DFND   0 0 4,417
KINDRED HEALTHCARE INC COM 494580103 852 63,451 SH   SOLE   0 0 63,451
KINDRED HEALTHCARE INC COM 494580103 34 2,566 SH   DFND   0 0 2,566
KINROSS GOLD CORP COM NO PAR 496902404 8,417 1,666,741 SH   SOLE   0 0 1,666,741
KINROSS GOLD CORP COM NO PAR 496902404 967 191,505 SH   DFND   0 0 191,505
KIRBY CORP COM 497266106 35,295 407,803 SH   SOLE   0 0 407,803
KIRBY CORP COM 497266106 3,304 38,174 SH   DFND   0 0 38,174
KITE RLTY GROUP TR COM 49803T102 1 181 SH   SOLE   0 0 181
KLA-TENCOR CORP COM 482480100 16,735 275,017 SH   SOLE   0 0 275,017
KLA-TENCOR CORP COM 482480100 26,726 439,213 SH   DFND   0 0 439,213
KNIGHT TRANSN INC COM 499064103 4,601 278,520 SH   SOLE   0 0 278,520
KNIGHT TRANSN INC COM 499064103 2,304 139,445 SH   DFND   0 0 139,445
KNOLL INC COM NEW 498904200 192 11,362 SH   SOLE   0 0 11,362
KNOLL INC COM NEW 498904200 356 21,017 SH   DFND   0 0 21,017
KODIAK OIL & GAS CORP COM 50015Q100 331 27,450 SH   SOLE   0 0 27,450
KODIAK OIL & GAS CORP COM 50015Q100 8 658 SH   DFND   0 0 658
KOHLS CORP COM 500255104 16,812 324,868 SH   SOLE   0 0 324,868
KOHLS CORP COM 500255104 2,023 39,099 SH   DFND   0 0 39,099
KONAMI CORP SPONSORED ADR 50046R101 25 1,090 SH   SOLE   0 0 1,090
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 6,076 188,403 SH   SOLE   0 0 188,403
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 1,744 54,074 SH   DFND   0 0 54,074
KOPPERS HOLDINGS INC COM 50060P106 1,158 27,150 SH   SOLE   0 0 27,150
KOPPERS HOLDINGS INC COM 50060P106 2,227 52,227 SH   DFND   0 0 52,227
KORN FERRY INTL COM NEW 500643200 1,914 89,416 SH   SOLE   0 0 89,416
KORN FERRY INTL COM NEW 500643200 115 5,375 SH   DFND   0 0 5,375
KOSMOS ENERGY LTD SHS G5315B107 209 20,306 SH   SOLE   0 0 20,306
KOSMOS ENERGY LTD SHS G5315B107 1,427 138,829 SH   DFND   0 0 138,829
KRAFT FOODS GROUP INC COM 50076Q106 197,737 3,767,850 SH   SOLE   0 0 3,767,850
KRAFT FOODS GROUP INC COM 50076Q106 27,689 527,616 SH   DFND   0 0 527,616
KRATON PERFORMANCE POLYMERS COM 50077C106 6,996 357,105 SH   SOLE   0 0 357,105
KRATON PERFORMANCE POLYMERS COM 50077C106 10 532 SH   DFND   0 0 532
KRISPY KREME DOUGHNUTS INC COM 501014104 301 15,546 SH   SOLE   0 0 15,546
KRISPY KREME DOUGHNUTS INC COM 501014104 1,720 88,923 SH   DFND   0 0 88,923
KROGER CO COM 501044101 22,899 567,660 SH   SOLE   0 0 567,660
KROGER CO COM 501044101 2,604 64,549 SH   DFND   0 0 64,549
KRONOS WORLDWIDE INC COM 50105F105 1,397 90,210 SH   SOLE   0 0 90,210
KRONOS WORLDWIDE INC COM 50105F105 588 37,946 SH   DFND   0 0 37,946
KT CORP SPONSORED ADR 48268K101 9,281 553,418 SH   SOLE   0 0 553,418
KULICKE & SOFFA INDS INC COM 501242101 44 3,840 SH   DFND   0 0 3,840
KYOCERA CORP ADR 501556203 79 742 SH   SOLE   0 0 742
L BRANDS INC COM 501797104 37,078 606,839 SH   SOLE   0 0 606,839
L BRANDS INC COM 501797104 6,591 107,877 SH   DFND   0 0 107,877
L-3 COMMUNICATIONS HLDGS INC COM 502424104 19,645 207,886 SH   SOLE   0 0 207,886
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,580 37,880 SH   DFND   0 0 37,880
LA Z BOY INC COM 505336107 895 39,396 SH   SOLE   0 0 39,396
LABORATORY CORP AMER HLDGS COM NEW 50540R409 36,103 364,164 SH   SOLE   0 0 364,164
LABORATORY CORP AMER HLDGS COM NEW 50540R409 92 931 SH   DFND   0 0 931
LACLEDE GROUP INC COM 505597104 982 21,823 SH   SOLE   0 0 21,823
LACLEDE GROUP INC COM 505597104 18 409 SH   DFND   0 0 409
LAKELAND FINL CORP COM 511656100 723 22,129 SH   SOLE   0 0 22,129
LAM RESEARCH CORP COM 512807108 9,895 193,270 SH   SOLE   0 0 193,270
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 5,718 4,753,000 PRN   SOLE   0 0 4,753,000
LAM RESEARCH CORP COM 512807108 1,922 37,545 SH   DFND   0 0 37,545
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 24 20,000 PRN   DFND   0 0 20,000
LAMAR ADVERTISING CO CL A 512815101 7,997 170,038 SH   SOLE   0 0 170,038
LAMAR ADVERTISING CO CL A 512815101 1,215 25,831 SH   DFND   0 0 25,831
LANDEC CORP COM 514766104 1,121 91,876 SH   SOLE   0 0 91,876
LANDSTAR SYS INC COM 515098101 12,055 215,352 SH   SOLE   0 0 215,352
LANDSTAR SYS INC COM 515098101 136 2,424 SH   DFND   0 0 2,424
LAREDO PETE HLDGS INC COM 516806106 1,890 63,684 SH   SOLE   0 0 63,684
LAS VEGAS SANDS CORP COM 517834107 33,130 498,798 SH   SOLE   0 0 498,798
LAS VEGAS SANDS CORP COM 517834107 6,759 101,761 SH   DFND   0 0 101,761
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,217 42,659 SH   SOLE   0 0 42,659
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 600 21,040 SH   DFND   0 0 21,040
LATTICE SEMICONDUCTOR CORP COM 518415104 879 196,979 SH   SOLE   0 0 196,979
LATTICE SEMICONDUCTOR CORP COM 518415104 1,930 432,796 SH   DFND   0 0 432,796
LAUDER ESTEE COS INC CL A 518439104 104,154 1,490,038 SH   SOLE   0 0 1,490,038
LAUDER ESTEE COS INC CL A 518439104 25,446 364,041 SH   DFND   0 0 364,041
LEAR CORP COM NEW 521865204 19,050 266,166 SH   SOLE   0 0 266,166
LEAR CORP COM NEW 521865204 9,924 138,668 SH   DFND   0 0 138,668
LEGG MASON INC COM 524901105 20,956 626,679 SH   SOLE   0 0 626,679
LENDER PROCESSING SVCS INC COM 52602E102 1,080 32,470 SH   SOLE   0 0 32,470
LENDER PROCESSING SVCS INC COM 52602E102 2,490 74,851 SH   DFND   0 0 74,851
LENNAR CORP CL A 526057104 19,185 541,948 SH   SOLE   0 0 541,948
LENNAR CORP CL A 526057104 1,056 29,826 SH   DFND   0 0 29,826
LENNOX INTL INC COM 526107107 612 8,133 SH   SOLE   0 0 8,133
LENNOX INTL INC COM 526107107 20 266 SH   DFND   0 0 266
LEUCADIA NATL CORP COM 527288104 3,865 141,878 SH   SOLE   0 0 141,878
LEUCADIA NATL CORP COM 527288104 49 1,781 SH   DFND   0 0 1,781
LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 613 406,000 PRN   SOLE   0 0 406,000
LEXICON PHARMACEUTICALS INC COM 528872104 18 7,434 SH   SOLE   0 0 7,434
LEXINGTON REALTY TRUST COM 529043101 1,155 102,886 SH   SOLE   0 0 102,886
LEXMARK INTL NEW CL A 529771107 830 25,158 SH   SOLE   0 0 25,158
LEXMARK INTL NEW CL A 529771107 118 3,563 SH   DFND   0 0 3,563
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,760 147,519 SH   SOLE   0 0 147,519
LHC GROUP INC COM 50187A107 27 1,154 SH   DFND   0 0 1,154
LIBBEY INC COM 529898108 434 18,248 SH   SOLE   0 0 18,248
LIBERTY GLOBAL PLC SHS CL A G5480U104 59,135 745,242 SH   SOLE   0 0 745,242
LIBERTY GLOBAL PLC SHS CL C G5480U120 9,452 125,307 SH   SOLE   0 0 125,307
LIBERTY GLOBAL PLC SHS CL A G5480U104 64 808 SH   DFND   0 0 808
LIBERTY GLOBAL PLC SHS CL C G5480U120 347 4,600 SH   DFND   0 0 4,600
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 8,891 378,835 SH   SOLE   0 0 378,835
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 772 8,757 SH   SOLE   0 0 8,757
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 637 27,156 SH   DFND   0 0 27,156
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 16 181 SH   DFND   0 0 181
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 634 1,231,000 PRN   SOLE   0 0 1,231,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 24,014 163,194 SH   SOLE   0 0 163,194
LIBERTY MEDIA CORP DELAWARE CL A 531229102 6,124 41,616 SH   DFND   0 0 41,616
LIBERTY PPTY TR SH BEN INT 531172104 7,453 209,367 SH   SOLE   0 0 209,367
LIBERTY PPTY TR SH BEN INT 531172104 1,014 28,475 SH   DFND   0 0 28,475
LIFE TECHNOLOGIES CORP COM 53217V109 4,550 60,805 SH   SOLE   0 0 60,805
LIFE TECHNOLOGIES CORP COM 53217V109 963 12,865 SH   DFND   0 0 12,865
LIFE TIME FITNESS INC COM 53217R207 1,858 36,090 SH   SOLE   0 0 36,090
LIFE TIME FITNESS INC COM 53217R207 1,825 35,456 SH   DFND   0 0 35,456
LIFELOCK INC COM 53224V100 3,271 220,589 SH   SOLE   0 0 220,589
LIFELOCK INC COM 53224V100 263 17,726 SH   DFND   0 0 17,726
LIFEPOINT HOSPITALS INC COM 53219L109 1,493 32,010 SH   SOLE   0 0 32,010
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 332 315,000 PRN   SOLE   0 0 315,000
LIFEPOINT HOSPITALS INC COM 53219L109 710 15,220 SH   DFND   0 0 15,220
LILLY ELI & CO COM 532457108 84,297 1,674,889 SH   SOLE   0 0 1,674,889
LILLY ELI & CO COM 532457108 32,268 641,137 SH   DFND   0 0 641,137
LINCOLN EDL SVCS CORP COM 533535100 929 201,416 SH   SOLE   0 0 201,416
LINCOLN ELEC HLDGS INC COM 533900106 1,428 21,432 SH   SOLE   0 0 21,432
LINCOLN ELEC HLDGS INC COM 533900106 1,415 21,235 SH   DFND   0 0 21,235
LINCOLN NATL CORP IND COM 534187109 18,835 448,561 SH   SOLE   0 0 448,561
LINCOLN NATL CORP IND COM 534187109 370 8,812 SH   DFND   0 0 8,812
LINDSAY CORP COM 535555106 8 95 SH   SOLE   0 0 95
LINEAR TECHNOLOGY CORP COM 535678106 3,357 84,640 SH   SOLE   0 0 84,640
LINEAR TECHNOLOGY CORP COM 535678106 1,024 25,815 SH   DFND   0 0 25,815
LINKEDIN CORP COM CL A 53578A108 97,735 397,200 SH   SOLE   0 0 397,200
LINKEDIN CORP COM CL A 53578A108 87,960 357,474 SH   DFND   0 0 357,474
LIONS GATE ENTMNT CORP COM NEW 535919203 437 12,459 SH   SOLE   0 0 12,459
LIONS GATE ENTMNT CORP COM NEW 535919203 331 9,430 SH   DFND   0 0 9,430
LIQUIDITY SERVICES INC COM 53635B107 2,607 77,831 SH   SOLE   0 0 77,831
LIQUIDITY SERVICES INC COM 53635B107 358 10,677 SH   DFND   0 0 10,677
LITHIA MTRS INC CL A 536797103 1,182 16,202 SH   SOLE   0 0 16,202
LITTELFUSE INC COM 537008104 2,999 38,340 SH   SOLE   0 0 38,340
LITTELFUSE INC COM 537008104 9 121 SH   DFND   0 0 121
LIVE NATION ENTERTAINMENT IN COM 538034109 167 9,007 SH   SOLE   0 0 9,007
LIVE NATION ENTERTAINMENT IN COM 538034109 412 22,232 SH   DFND   0 0 22,232
LIVEPERSON INC COM 538146101 95 10,085 SH   SOLE   0 0 10,085
LKQ CORP COM 501889208 44,038 1,381,799 SH   SOLE   0 0 1,381,799
LKQ CORP COM 501889208 9,746 305,814 SH   DFND   0 0 305,814
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 29,807 6,196,950 SH   SOLE   0 0 6,196,950
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 203 42,286 SH   DFND   0 0 42,286
LMI AEROSPACE INC COM 502079106 21 1,595 SH   SOLE   0 0 1,595
LMI AEROSPACE INC COM 502079106 14 1,064 SH   DFND   0 0 1,064
LOCKHEED MARTIN CORP COM 539830109 254,592 1,996,020 SH   SOLE   0 0 1,996,020
LOCKHEED MARTIN CORP COM 539830109 29,252 229,341 SH   DFND   0 0 229,341
LOEWS CORP COM 540424108 42,570 910,774 SH   SOLE   0 0 910,774
LOEWS CORP COM 540424108 9,143 195,619 SH   DFND   0 0 195,619
LONE PINE RES INC COM 54222A106 0 1 SH   SOLE   0 0 1
LORILLARD INC COM 544147101 268,814 6,002,987 SH   SOLE   0 0 6,002,987
LORILLARD INC COM 544147101 23,785 531,147 SH   DFND   0 0 531,147
LOUISIANA PAC CORP COM 546347105 4,638 263,694 SH   SOLE   0 0 263,694
LOUISIANA PAC CORP COM 546347105 338 19,193 SH   DFND   0 0 19,193
LOWES COS INC COM 548661107 320,944 6,741,103 SH   SOLE   0 0 6,741,103
LOWES COS INC COM 548661107 9,542 200,428 SH   DFND   0 0 200,428
LPL FINL HLDGS INC COM 50212V100 9,052 236,271 SH   SOLE   0 0 236,271
LPL FINL HLDGS INC COM 50212V100 1,526 39,833 SH   DFND   0 0 39,833
LSB INDS INC COM 502160104 2,286 68,177 SH   SOLE   0 0 68,177
LSI CORPORATION COM 502161102 5,202 664,789 SH   SOLE   0 0 664,789
LSI CORPORATION COM 502161102 4,304 549,983 SH   DFND   0 0 549,983
LSI INDS INC COM 50216C108 39 4,670 SH   DFND   0 0 4,670
LTC PPTYS INC COM 502175102 723 19,032 SH   SOLE   0 0 19,032
LTC PPTYS INC COM 502175102 407 10,721 SH   DFND   0 0 10,721
LULULEMON ATHLETICA INC COM 550021109 97,945 1,339,328 SH   SOLE   0 0 1,339,328
LULULEMON ATHLETICA INC COM 550021109 3,510 48,001 SH   DFND   0 0 48,001
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 846 7,935 SH   SOLE   0 0 7,935
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 552 5,175 SH   DFND   0 0 5,175
LUMINEX CORP DEL COM 55027E102 91 4,539 SH   SOLE   0 0 4,539
LUMINEX CORP DEL COM 55027E102 377 18,831 SH   DFND   0 0 18,831
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 37 695 SH   SOLE   0 0 695
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 88,534 1,208,990 SH   SOLE   0 0 1,208,990
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 26,295 359,070 SH   DFND   0 0 359,070
M & T BK CORP COM 55261F104 7,912 70,691 SH   SOLE   0 0 70,691
M & T BK CORP COM 55261F104 920 8,218 SH   DFND   0 0 8,218
M D C HLDGS INC COM 552676108 3,191 106,323 SH   SOLE   0 0 106,323
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 212 209,000 PRN   SOLE   0 0 209,000
MACERICH CO COM 554382101 10,028 177,675 SH   SOLE   0 0 177,675
MACERICH CO COM 554382101 1,158 20,516 SH   DFND   0 0 20,516
MACK CALI RLTY CORP COM 554489104 2,238 101,999 SH   SOLE   0 0 101,999
MACK CALI RLTY CORP COM 554489104 187 8,511 SH   DFND   0 0 8,511
MACYS INC COM 55616P104 43,692 1,009,762 SH   SOLE   0 0 1,009,762
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MBIA INC COM 55262C100 11,225 1,097,244 SH   SOLE   0 0 1,097,244
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MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 14 11,000 PRN   DFND   0 0 11,000
MICHAEL KORS HLDGS LTD SHS G60754101 93,478 1,254,398 SH   SOLE   0 0 1,254,398
MICHAEL KORS HLDGS LTD SHS G60754101 81,911 1,099,176 SH   DFND   0 0 1,099,176
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MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 1,732 924,000 PRN   SOLE   0 0 924,000
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MIX TELEMATICS LTD SPONSORED ADR 60688N102 14 963 SH   SOLE   0 0 963
MIX TELEMATICS LTD SPONSORED ADR 60688N102 157 10,624 SH   DFND   0 0 10,624
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MODINE MFG CO COM 607828100 59 4,028 SH   SOLE   0 0 4,028
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MOLEX INC CL A 608554200 3,540 92,484 SH   SOLE   0 0 92,484
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NATIONAL HEALTH INVS INC COM 63633D104 2,541 44,669 SH   SOLE   0 0 44,669
NATIONAL HEALTH INVS INC COM 63633D104 738 12,976 SH   DFND   0 0 12,976
NATIONAL INSTRS CORP COM 636518102 8,545 276,284 SH   SOLE   0 0 276,284
NATIONAL INSTRS CORP COM 636518102 5,913 191,176 SH   DFND   0 0 191,176
NATIONAL INTERSTATE CORP COM 63654U100 10 367 SH   DFND   0 0 367
NATIONAL OILWELL VARCO INC COM 637071101 49,141 629,125 SH   SOLE   0 0 629,125
NATIONAL OILWELL VARCO INC COM 637071101 14,582 186,683 SH   DFND   0 0 186,683
NATIONAL PENN BANCSHARES INC COM 637138108 1,364 135,680 SH   SOLE   0 0 135,680
NATIONAL RETAIL PPTYS INC COM 637417106 5,342 167,877 SH   SOLE   0 0 167,877
NATIONAL RETAIL PPTYS INC COM 637417106 698 21,942 SH   DFND   0 0 21,942
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 3,864 154,177 SH   SOLE   0 0 154,177
NATIONSTAR MTG HLDGS INC COM 63861C109 214 3,809 SH   SOLE   0 0 3,809
NATIONSTAR MTG HLDGS INC COM 63861C109 18 325 SH   DFND   0 0 325
NATURAL GROCERS BY VITAMIN C COM 63888U108 107 2,706 SH   DFND   0 0 2,706
NAVIGANT CONSULTING INC COM 63935N107 4,398 284,507 SH   SOLE   0 0 284,507
NAVIGANT CONSULTING INC COM 63935N107 64 4,148 SH   DFND   0 0 4,148
NAVIGATORS GROUP INC COM 638904102 1,148 19,871 SH   SOLE   0 0 19,871
NAVISTAR INTL CORP NEW COM 63934E108 3,234 88,658 SH   SOLE   0 0 88,658
NAVISTAR INTL CORP NEW COM 63934E108 222 6,085 SH   DFND   0 0 6,085
NBT BANCORP INC COM 628778102 532 23,134 SH   SOLE   0 0 23,134
NBT BANCORP INC COM 628778102 18 804 SH   DFND   0 0 804
NCI BUILDING SYS INC COM NEW 628852204 14 1,094 SH   SOLE   0 0 1,094
NCI BUILDING SYS INC COM NEW 628852204 155 12,190 SH   DFND   0 0 12,190
NCR CORP NEW COM 62886E108 20,981 529,678 SH   SOLE   0 0 529,678
NCR CORP NEW COM 62886E108 5,152 130,080 SH   DFND   0 0 130,080
NEENAH PAPER INC COM 640079109 1,482 37,695 SH   SOLE   0 0 37,695
NEENAH PAPER INC COM 640079109 50 1,274 SH   DFND   0 0 1,274
NEKTAR THERAPEUTICS COM 640268108 174 16,677 SH   SOLE   0 0 16,677
NEOGEN CORP COM 640491106 3,122 51,422 SH   SOLE   0 0 51,422
NEOGEN CORP COM 640491106 4,086 67,295 SH   DFND   0 0 67,295
NETAPP INC COM 64110D104 48,946 1,148,423 SH   SOLE   0 0 1,148,423
NETAPP INC COM 64110D104 3,741 87,780 SH   DFND   0 0 87,780
NETEASE INC SPONSORED ADR 64110W102 9,432 129,911 SH   SOLE   0 0 129,911
NETFLIX INC COM 64110L106 4,627 14,963 SH   SOLE   0 0 14,963
NETFLIX INC COM 64110L106 2,242 7,252 SH   DFND   0 0 7,252
NETGEAR INC COM 64111Q104 724 23,451 SH   SOLE   0 0 23,451
NETSUITE INC COM 64118Q107 19,825 183,663 SH   SOLE   0 0 183,663
NETSUITE INC COM 64118Q107 19 180 SH   DFND   0 0 180
NEUSTAR INC CL A 64126X201 75 1,512 SH   SOLE   0 0 1,512
NEUSTAR INC CL A 64126X201 24 491 SH   DFND   0 0 491
NEW GOLD INC CDA COM 644535106 9,595 1,604,466 SH   SOLE   0 0 1,604,466
NEW GOLD INC CDA COM 644535106 53 8,877 SH   DFND   0 0 8,877
NEW JERSEY RES COM 646025106 1,805 40,980 SH   SOLE   0 0 40,980
NEW JERSEY RES COM 646025106 19 421 SH   DFND   0 0 421
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,043 41,898 SH   SOLE   0 0 41,898
NEW YORK CMNTY BANCORP INC COM 649445103 12,117 801,921 SH   SOLE   0 0 801,921
NEW YORK CMNTY BANCORP INC COM 649445103 765 50,613 SH   DFND   0 0 50,613
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 3,740 77,026 SH   SOLE   0 0 77,026
NEWCASTLE INVT CORP COM 65105M108 659 117,196 SH   SOLE   0 0 117,196
NEWELL RUBBERMAID INC COM 651229106 66,608 2,422,115 SH   SOLE   0 0 2,422,115
NEWELL RUBBERMAID INC COM 651229106 4,436 161,312 SH   DFND   0 0 161,312
NEWFIELD EXPL CO COM 651290108 14,970 546,936 SH   SOLE   0 0 546,936
NEWFIELD EXPL CO COM 651290108 740 27,039 SH   DFND   0 0 27,039
NEWMARKET CORP COM 651587107 174,298 605,389 SH   SOLE   0 0 605,389
NEWMONT MINING CORP COM 651639106 31,963 1,137,488 SH   SOLE   0 0 1,137,488
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1,230 1,219,000 PRN   SOLE   0 0 1,219,000
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 3,916 3,552,000 PRN   SOLE   0 0 3,552,000
NEWMONT MINING CORP COM 651639106 6,139 218,487 SH   DFND   0 0 218,487
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 10 10,000 PRN   DFND   0 0 10,000
NEWPARK RES INC COM PAR $.01NEW 651718504 775 61,232 SH   SOLE   0 0 61,232
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 1,730 1,252,000 PRN   SOLE   0 0 1,252,000
NEWPARK RES INC COM PAR $.01NEW 651718504 18 1,407 SH   DFND   0 0 1,407
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 14 10,000 PRN   DFND   0 0 10,000
NEWPORT CORP COM 651824104 23 1,502 SH   DFND   0 0 1,502
NEWS CORP NEW CL A 65249B109 5,334 332,148 SH   SOLE   0 0 332,148
NEWS CORP NEW CL A 65249B109 1,073 66,839 SH   DFND   0 0 66,839
NEXSTAR BROADCASTING GROUP I CL A 65336K103 381 8,555 SH   SOLE   0 0 8,555
NEXSTAR BROADCASTING GROUP I CL A 65336K103 316 7,099 SH   DFND   0 0 7,099
NEXTERA ENERGY INC COM 65339F101 114,306 1,425,971 SH   SOLE   0 0 1,425,971
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1,020 18,673 SH   SOLE   0 0 18,673
NEXTERA ENERGY INC COM 65339F101 46,073 574,763 SH   DFND   0 0 574,763
NIC INC COM 62914B100 754 32,643 SH   SOLE   0 0 32,643
NIC INC COM 62914B100 1,251 54,123 SH   DFND   0 0 54,123
NICE SYS LTD SPONSORED ADR 653656108 8,176 197,639 SH   SOLE   100,621 0 97,018
NICE SYS LTD SPONSORED ADR 653656108 1,194 28,865 SH   DFND   22,455 0 6,410
NIDEC CORP SPONSORED ADR 654090109 10,857 513,341 SH   SOLE   0 0 513,341
NIDEC CORP SPONSORED ADR 654090109 5 225 SH   DFND   0 0 225
NIELSEN HOLDINGS N V COM N63218106 13,142 360,558 SH   SOLE   0 0 360,558
NIELSEN HOLDINGS N V COM N63218106 3,003 82,399 SH   DFND   0 0 82,399
NII HLDGS INC CL B NEW 62913F201 2,663 438,778 SH   SOLE   0 0 438,778
NII HLDGS INC CL B NEW 62913F201 546 89,954 SH   DFND   0 0 89,954
NIKE INC CL B 654106103 110,406 1,519,913 SH   SOLE   0 0 1,519,913
NIKE INC CL B 654106103 26,898 370,297 SH   DFND   0 0 370,297
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 14,457 554,747 SH   SOLE   0 0 554,747
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,639 101,269 SH   DFND   0 0 101,269
NISOURCE INC COM 65473P105 5,129 166,040 SH   SOLE   0 0 166,040
NISOURCE INC COM 65473P105 761 24,629 SH   DFND   0 0 24,629
NN INC COM 629337106 25 1,602 SH   SOLE   0 0 1,602
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2,685 71,076 SH   SOLE   0 0 71,076
NOBLE ENERGY INC COM 655044105 63,926 953,971 SH   SOLE   0 0 953,971
NOBLE ENERGY INC COM 655044105 6,972 104,049 SH   DFND   0 0 104,049
NOKIA CORP SPONSORED ADR 654902204 64 9,816 SH   SOLE   0 0 9,816
NOMURA HLDGS INC SPONSORED ADR 65535H208 26,350 3,373,927 SH   SOLE   0 0 3,373,927
NOMURA HLDGS INC SPONSORED ADR 65535H208 2,090 267,646 SH   DFND   0 0 267,646
NORDSON CORP COM 655663102 6,241 84,766 SH   SOLE   0 0 84,766
NORDSON CORP COM 655663102 3,668 49,816 SH   DFND   0 0 49,816
NORDSTROM INC COM 655664100 38,534 685,659 SH   SOLE   0 0 685,659
NORDSTROM INC COM 655664100 3,736 66,471 SH   DFND   0 0 66,471
NORFOLK SOUTHERN CORP COM 655844108 22,112 285,871 SH   SOLE   0 0 285,871
NORFOLK SOUTHERN CORP COM 655844108 2,170 28,049 SH   DFND   0 0 28,049
NORTH AMERN ENERGY PARTNERS COM 656844107 5 939 SH   SOLE   0 0 939
NORTHEAST UTILS COM 664397106 16,825 407,875 SH   SOLE   0 0 407,875
NORTHERN OIL & GAS INC NEV COM 665531109 147 10,206 SH   SOLE   0 0 10,206
NORTHERN OIL & GAS INC NEV COM 665531109 413 28,597 SH   DFND   0 0 28,597
NORTHERN TR CORP COM 665859104 5,575 102,512 SH   SOLE   0 0 102,512
NORTHERN TR CORP COM 665859104 1,080 19,857 SH   DFND   0 0 19,857
NORTHROP GRUMMAN CORP COM 666807102 101,330 1,063,719 SH   SOLE   0 0 1,063,719
NORTHROP GRUMMAN CORP COM 666807102 9,387 98,544 SH   DFND   0 0 98,544
NORTHWEST BANCSHARES INC MD COM 667340103 8 627 SH   SOLE   0 0 627
NORTHWEST PIPE CO COM 667746101 3,001 91,267 SH   SOLE   0 0 91,267
NORTHWEST PIPE CO COM 667746101 44 1,341 SH   DFND   0 0 1,341
NORTHWESTERN CORP COM NEW 668074305 4,226 94,072 SH   SOLE   0 0 94,072
NORTHWESTERN CORP COM NEW 668074305 3,369 75,010 SH   DFND   0 0 75,010
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 1,514 49,073 SH   SOLE   0 0 49,073
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 553 17,923 SH   DFND   0 0 17,923
NOVADAQ TECHNOLOGIES INC COM 66987G102 225 13,552 SH   SOLE   0 0 13,552
NOVAGOLD RES INC COM NEW 66987E206 17 7,130 SH   SOLE   0 0 7,130
NOVARTIS A G SPONSORED ADR 66987V109 267,845 3,491,657 SH   SOLE   0 0 3,491,657
NOVARTIS A G SPONSORED ADR 66987V109 16,386 213,616 SH   DFND   0 0 213,616
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5,846 3,693,000 PRN   SOLE   0 0 3,693,000
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 17 11,000 PRN   DFND   0 0 11,000
NOVO-NORDISK A S ADR 670100205 101,375 599,070 SH   SOLE   0 0 599,070
NOVO-NORDISK A S ADR 670100205 33,018 195,116 SH   DFND   0 0 195,116
NQ MOBILE INC ADR REPSTG CL A 64118U108 1,040 47,740 SH   SOLE   0 0 47,740
NRG ENERGY INC COM NEW 629377508 5,959 218,055 SH   SOLE   0 0 218,055
NRG ENERGY INC COM NEW 629377508 886 32,421 SH   DFND   0 0 32,421
NTELOS HLDGS CORP COM NEW 67020Q305 0 14 SH   SOLE   0 0 14
NTT DOCOMO INC SPONS ADR 62942M201 587 36,188 SH   SOLE   0 0 36,188
NTT DOCOMO INC SPONS ADR 62942M201 50 3,064 SH   DFND   0 0 3,064
NU SKIN ENTERPRISES INC CL A 67018T105 32,300 337,370 SH   SOLE   0 0 337,370
NU SKIN ENTERPRISES INC CL A 67018T105 202 2,109 SH   DFND   0 0 2,109
NUANCE COMMUNICATIONS INC COM 67020Y100 8,414 450,410 SH   SOLE   0 0 450,410
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 903 796,000 PRN   SOLE   0 0 796,000
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,883 2,853,000 PRN   SOLE   0 0 2,853,000
NUANCE COMMUNICATIONS INC COM 67020Y100 849 45,456 SH   DFND   0 0 45,456
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 22 22,000 PRN   DFND   0 0 22,000
NUCOR CORP COM 670346105 18,313 373,592 SH   SOLE   0 0 373,592
NUCOR CORP COM 670346105 541 11,035 SH   DFND   0 0 11,035
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 1 1,000 PRN   SOLE   0 0 1,000
NV ENERGY INC COM 67073Y106 5,820 246,491 SH   SOLE   0 0 246,491
NV ENERGY INC COM 67073Y106 5,119 216,817 SH   DFND   0 0 216,817
NVE CORP COM NEW 629445206 48 949 SH   SOLE   0 0 949
NVIDIA CORP COM 67066G104 20,514 1,318,363 SH   SOLE   0 0 1,318,363
NVIDIA CORP COM 67066G104 829 53,285 SH   DFND   0 0 53,285
NVR INC COM 62944T105 2,958 3,218 SH   SOLE   0 0 3,218
NXP SEMICONDUCTORS N V COM N6596X109 28,712 771,631 SH   SOLE   0 0 771,631
NXP SEMICONDUCTORS N V COM N6596X109 4,308 115,786 SH   DFND   0 0 115,786
NXSTAGE MEDICAL INC COM 67072V103 2,353 178,803 SH   SOLE   0 0 178,803
NXSTAGE MEDICAL INC COM 67072V103 339 25,787 SH   DFND   0 0 25,787
O REILLY AUTOMOTIVE INC NEW COM 67103H107 52,684 412,917 SH   SOLE   0 0 412,917
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,111 40,055 SH   DFND   0 0 40,055
OASIS PETE INC NEW COM 674215108 16,161 328,937 SH   SOLE   0 0 328,937
OASIS PETE INC NEW COM 674215108 2,536 51,622 SH   DFND   0 0 51,622
OCCIDENTAL PETE CORP DEL COM 674599105 260,515 2,785,061 SH   SOLE   0 0 2,785,061
OCCIDENTAL PETE CORP DEL COM 674599105 50,829 543,395 SH   DFND   0 0 543,395
OCEAN RIG UDW INC SHS Y64354205 167 9,193 SH   SOLE   0 0 9,193
OCEANEERING INTL INC COM 675232102 54,686 673,138 SH   SOLE   0 0 673,138
OCEANEERING INTL INC COM 675232102 17,848 219,700 SH   DFND   0 0 219,700
OCWEN FINL CORP COM NEW 675746309 19,627 351,924 SH   SOLE   0 0 351,924
OCWEN FINL CORP COM NEW 675746309 1,216 21,803 SH   DFND   0 0 21,803
OFFICE DEPOT INC COM 676220106 3,205 663,528 SH   SOLE   0 0 663,528
OFFICE DEPOT INC COM 676220106 650 134,622 SH   DFND   0 0 134,622
OFFICEMAX INC DEL COM 67622P101 6,096 476,631 SH   SOLE   0 0 476,631
OFFICEMAX INC DEL COM 67622P101 33 2,596 SH   DFND   0 0 2,596
OFG BANCORP COM 67103X102 88 5,412 SH   SOLE   0 0 5,412
OFG BANCORP COM 67103X102 95 5,858 SH   DFND   0 0 5,858
OGE ENERGY CORP COM 670837103 3,326 92,162 SH   SOLE   0 0 92,162
OIL STS INTL INC COM 678026105 3,897 37,664 SH   SOLE   0 0 37,664
OIL STS INTL INC COM 678026105 36 349 SH   DFND   0 0 349
OLD DOMINION FGHT LINES INC COM 679580100 26,680 580,135 SH   SOLE   0 0 580,135
OLD DOMINION FGHT LINES INC COM 679580100 2,664 57,921 SH   DFND   0 0 57,921
OLD NATL BANCORP IND COM 680033107 257 18,123 SH   SOLE   0 0 18,123
OLD REP INTL CORP COM 680223104 12,558 815,478 SH   SOLE   0 0 815,478
OLD REP INTL CORP COM 680223104 878 56,987 SH   DFND   0 0 56,987
OLIN CORP COM PAR $1 680665205 12,697 550,351 SH   SOLE   0 0 550,351
OM GROUP INC COM 670872100 1,918 56,779 SH   SOLE   0 0 56,779
OM GROUP INC COM 670872100 47 1,380 SH   DFND   0 0 1,380
OMEGA HEALTHCARE INVS INC COM 681936100 13,487 451,510 SH   SOLE   0 0 451,510
OMEGA PROTEIN CORP COM 68210P107 12 1,175 SH   SOLE   0 0 1,175
OMNICARE INC COM 681904108 5,542 99,862 SH   SOLE   0 0 99,862
OMNICARE INC NOTE 3.750%12/1 681904AN8 3,915 1,843,000 PRN   SOLE   0 0 1,843,000
OMNICARE INC COM 681904108 8,355 150,535 SH   DFND   0 0 150,535
OMNICARE INC NOTE 3.750%12/1 681904AN8 30 14,000 PRN   DFND   0 0 14,000
OMNICELL INC COM 68213N109 18 762 SH   SOLE   0 0 762
OMNICOM GROUP INC COM 681919106 14,331 225,895 SH   SOLE   0 0 225,895
OMNICOM GROUP INC COM 681919106 4,963 78,239 SH   DFND   0 0 78,239
OMNIVISION TECHNOLOGIES INC COM 682128103 503 32,834 SH   SOLE   0 0 32,834
OMNIVISION TECHNOLOGIES INC COM 682128103 579 37,812 SH   DFND   0 0 37,812
OMNOVA SOLUTIONS INC COM 682129101 30 3,487 SH   DFND   0 0 3,487
ON ASSIGNMENT INC COM 682159108 806 24,439 SH   SOLE   0 0 24,439
ON ASSIGNMENT INC COM 682159108 3,934 119,216 SH   DFND   0 0 119,216
ON SEMICONDUCTOR CORP COM 682189105 10,979 1,502,104 SH   SOLE   0 0 1,502,104
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3,205 2,966,000 PRN   SOLE   0 0 2,966,000
ON SEMICONDUCTOR CORP COM 682189105 4,170 570,552 SH   DFND   0 0 570,552
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 22 20,000 PRN   DFND   0 0 20,000
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,240 84,026 SH   SOLE   0 0 84,026
ONEBEACON INSURANCE GROUP LT CL A G67742109 176 11,939 SH   DFND   0 0 11,939
ONEOK INC NEW COM 682680103 73,131 1,371,551 SH   SOLE   0 0 1,371,551
ONEOK INC NEW COM 682680103 6,963 130,584 SH   DFND   0 0 130,584
ONYX PHARMACEUTICALS INC COM 683399109 4,510 36,169 SH   SOLE   0 0 36,169
ONYX PHARMACEUTICALS INC COM 683399109 2,402 19,265 SH   DFND   0 0 19,265
OPENTABLE INC COM 68372A104 4,802 68,624 SH   SOLE   0 0 68,624
OPENTABLE INC COM 68372A104 395 5,645 SH   DFND   0 0 5,645
ORACLE CORP COM 68389X105 233,003 7,024,523 SH   SOLE   0 0 7,024,523
ORACLE CORP COM 68389X105 18,477 557,031 SH   DFND   0 0 557,031
ORANGE SPONSORED ADR 684060106 16,398 1,310,781 SH   SOLE   0 0 1,310,781
ORASURE TECHNOLOGIES INC COM 68554V108 56 9,314 SH   SOLE   0 0 9,314
ORBITAL SCIENCES CORP COM 685564106 7,697 363,398 SH   SOLE   0 0 363,398
ORBITAL SCIENCES CORP COM 685564106 23 1,107 SH   DFND   0 0 1,107
ORBOTECH LTD ORD M75253100 33 2,773 SH   SOLE   595 0 2,178
OREXIGEN THERAPEUTICS INC COM 686164104 53 8,585 SH   SOLE   0 0 8,585
OREXIGEN THERAPEUTICS INC COM 686164104 149 24,383 SH   DFND   0 0 24,383
ORIENT-EXPRESS HOTELS LTD CL A G67743107 2,013 155,079 SH   SOLE   0 0 155,079
ORIENT-EXPRESS HOTELS LTD CL A G67743107 164 12,623 SH   DFND   0 0 12,623
ORION MARINE GROUP INC COM 68628V308 465 44,712 SH   SOLE   0 0 44,712
ORIX CORP SPONSORED ADR 686330101 5,834 71,305 SH   SOLE   0 0 71,305
ORIX CORP SPONSORED ADR 686330101 47 572 SH   DFND   0 0 572
ORTHOFIX INTL N V COM N6748L102 79 3,782 SH   SOLE   0 0 3,782
OSHKOSH CORP COM 688239201 7,408 151,254 SH   SOLE   0 0 151,254
OSHKOSH CORP COM 688239201 47 967 SH   DFND   0 0 967
OSI SYSTEMS INC COM 671044105 3,081 41,429 SH   SOLE   0 0 41,429
OSI SYSTEMS INC COM 671044105 318 4,274 SH   DFND   0 0 4,274
OUTERWALL INC COM 690070107 5 91 SH   SOLE   0 0 91
OUTERWALL INC COM 690070107 26 510 SH   DFND   0 0 510
OWENS & MINOR INC NEW COM 690732102 5,417 156,615 SH   SOLE   0 0 156,615
OWENS & MINOR INC NEW COM 690732102 108 3,120 SH   DFND   0 0 3,120
OWENS CORNING NEW COM 690742101 5,111 134,568 SH   SOLE   0 0 134,568
OWENS CORNING NEW COM 690742101 432 11,369 SH   DFND   0 0 11,369
OWENS ILL INC COM NEW 690768403 16,340 544,319 SH   SOLE   0 0 544,319
OWENS ILL INC COM NEW 690768403 3,797 126,493 SH   DFND   0 0 126,493
OXFORD INDS INC COM 691497309 57 833 SH   SOLE   0 0 833
OXFORD INDS INC COM 691497309 622 9,153 SH   DFND   0 0 9,153
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 11,305 311,354 SH   SOLE   0 0 311,354
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 8 213 SH   DFND   0 0 213
PACCAR INC COM 693718108 24,035 431,816 SH   SOLE   0 0 431,816
PACCAR INC COM 693718108 1,084 19,469 SH   DFND   0 0 19,469
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 1,913 172,615 SH   SOLE   0 0 172,615
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 28 2,569 SH   DFND   0 0 2,569
PACIFIC PREMIER BANCORP COM 69478X105 110 8,212 SH   SOLE   0 0 8,212
PACIRA PHARMACEUTICALS INC COM 695127100 13 269 SH   DFND   0 0 269
PACKAGING CORP AMER COM 695156109 18,624 326,227 SH   SOLE   0 0 326,227
PACKAGING CORP AMER COM 695156109 356 6,236 SH   DFND   0 0 6,236
PACWEST BANCORP DEL COM 695263103 4,372 127,514 SH   SOLE   0 0 127,514
PACWEST BANCORP DEL COM 695263103 1,825 53,236 SH   DFND   0 0 53,236
PALL CORP COM 696429307 24,849 322,548 SH   SOLE   0 0 322,548
PALL CORP COM 696429307 4,455 57,830 SH   DFND   0 0 57,830
PALO ALTO NETWORKS INC COM 697435105 997 21,755 SH   SOLE   0 0 21,755
PANDORA MEDIA INC COM 698354107 3,245 129,136 SH   SOLE   0 0 129,136
PANDORA MEDIA INC COM 698354107 3,249 129,287 SH   DFND   0 0 129,287
PANERA BREAD CO CL A 69840W108 1,196 7,544 SH   SOLE   0 0 7,544
PANERA BREAD CO CL A 69840W108 740 4,669 SH   DFND   0 0 4,669
PANTRY INC COM 698657103 1,646 148,558 SH   SOLE   0 0 148,558
PANTRY INC COM 698657103 24 2,191 SH   DFND   0 0 2,191
PAPA JOHNS INTL INC COM 698813102 329 4,703 SH   SOLE   0 0 4,703
PAPA JOHNS INTL INC COM 698813102 1,537 21,995 SH   DFND   0 0 21,995
PAREXEL INTL CORP COM 699462107 13,307 265,082 SH   SOLE   0 0 265,082
PAREXEL INTL CORP COM 699462107 4,054 80,763 SH   DFND   0 0 80,763
PARK NATL CORP COM 700658107 2 19 SH   SOLE   0 0 19
PARKER DRILLING CO COM 701081101 175 30,742 SH   SOLE   0 0 30,742
PARKER HANNIFIN CORP COM 701094104 37,990 349,430 SH   SOLE   0 0 349,430
PARKER HANNIFIN CORP COM 701094104 20,119 185,051 SH   DFND   0 0 185,051
PARKWAY PPTYS INC COM 70159Q104 860 48,373 SH   SOLE   0 0 48,373
PARKWAY PPTYS INC COM 70159Q104 480 26,989 SH   DFND   0 0 26,989
PARTNER COMMUNICATIONS CO LT ADR 70211M109 10,835 1,373,269 SH   SOLE   1,373,269 0 0
PARTNER COMMUNICATIONS CO LT ADR 70211M109 77 9,753 SH   DFND   9,753 0 0
PARTNERRE LTD COM G6852T105 1,979 21,621 SH   SOLE   0 0 21,621
PATRICK INDS INC COM 703343103 101 3,362 SH   SOLE   0 0 3,362
PATTERSON COMPANIES INC COM 703395103 4,685 116,591 SH   SOLE   0 0 116,591
PATTERSON UTI ENERGY INC COM 703481101 23,565 1,102,175 SH   SOLE   0 0 1,102,175
PAYCHEX INC COM 704326107 148,146 3,645,326 SH   SOLE   0 0 3,645,326
PAYCHEX INC COM 704326107 3,177 78,170 SH   DFND   0 0 78,170
PBF ENERGY INC CL A 69318G106 5,420 241,439 SH   SOLE   0 0 241,439
PDC ENERGY INC COM 69327R101 40 673 SH   SOLE   0 0 673
PDC ENERGY INC COM 69327R101 456 7,664 SH   DFND   0 0 7,664
PEABODY ENERGY CORP COM 704549104 4,648 269,471 SH   SOLE   0 0 269,471
PEABODY ENERGY CORP COM 704549104 384 22,242 SH   DFND   0 0 22,242
PEARSON PLC SPONSORED ADR 705015105 10,750 528,519 SH   SOLE   0 0 528,519
PEARSON PLC SPONSORED ADR 705015105 2,333 114,709 SH   DFND   0 0 114,709
PEBBLEBROOK HOTEL TR COM 70509V100 5,642 196,501 SH   SOLE   0 0 196,501
PEBBLEBROOK HOTEL TR COM 70509V100 1,204 41,954 SH   DFND   0 0 41,954
PEGASYSTEMS INC COM 705573103 179 4,506 SH   SOLE   0 0 4,506
PEGASYSTEMS INC COM 705573103 2,172 54,554 SH   DFND   0 0 54,554
PENN NATL GAMING INC COM 707569109 3,149 56,874 SH   SOLE   0 0 56,874
PENN WEST PETE LTD NEW COM 707887105 27 2,455 SH   SOLE   0 0 2,455
PENNEY J C INC COM 708160106 1,286 146,050 SH   SOLE   0 0 146,050
PENNEY J C INC COM 708160106 91 10,348 SH   DFND   0 0 10,348
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,575 137,726 SH   SOLE   0 0 137,726
PENNYMAC MTG INVT TR COM 70931T103 844 37,194 SH   SOLE   0 0 37,194
PENNYMAC MTG INVT TR COM 70931T103 33 1,475 SH   DFND   0 0 1,475
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,722 40,289 SH   SOLE   0 0 40,289
PENSKE AUTOMOTIVE GRP INC COM 70959W103 43 1,015 SH   DFND   0 0 1,015
PENTAIR LTD SHS H6169Q108 14,018 215,855 SH   SOLE   0 0 215,855
PENTAIR LTD SHS H6169Q108 1,950 30,028 SH   DFND   0 0 30,028
PEOPLES UNITED FINANCIAL INC COM 712704105 301 20,933 SH   SOLE   0 0 20,933
PEOPLES UNITED FINANCIAL INC COM 712704105 202 14,054 SH   DFND   0 0 14,054
PEPCO HOLDINGS INC COM 713291102 1,078 58,372 SH   SOLE   0 0 58,372
PEPSICO INC COM 713448108 111,825 1,406,609 SH   SOLE   0 0 1,406,609
PEPSICO INC COM 713448108 46,584 585,959 SH   DFND   0 0 585,959
PERICOM SEMICONDUCTOR CORP COM 713831105 519 66,540 SH   SOLE   0 0 66,540
PERICOM SEMICONDUCTOR CORP COM 713831105 14 1,776 SH   DFND   0 0 1,776
PERKINELMER INC COM 714046109 1,387 36,749 SH   SOLE   0 0 36,749
PERKINELMER INC COM 714046109 896 23,728 SH   DFND   0 0 23,728
PERRIGO CO COM 714290103 10,452 84,716 SH   SOLE   0 0 84,716
PERRIGO CO COM 714290103 5,608 45,454 SH   DFND   0 0 45,454
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,950 116,532 SH   SOLE   0 0 116,532
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 19,794 1,277,846 SH   SOLE   0 0 1,277,846
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,615 168,805 SH   DFND   0 0 168,805
PETROQUEST ENERGY INC COM 716748108 129 32,259 SH   SOLE   0 0 32,259
PETSMART INC COM 716768106 28,148 369,103 SH   SOLE   0 0 369,103
PETSMART INC COM 716768106 9,173 120,281 SH   DFND   0 0 120,281
PFIZER INC COM 717081103 645,517 22,472,323 SH   SOLE   0 0 22,472,323
PFIZER INC COM 717081103 102,902 3,582,299 SH   DFND   0 0 3,582,299
PG&E CORP COM 69331C108 2,243 54,809 SH   SOLE   0 0 54,809
PHARMACYCLICS INC COM 716933106 3,739 27,045 SH   SOLE   0 0 27,045
PHARMACYCLICS INC COM 716933106 3,023 21,866 SH   DFND   0 0 21,866
PHARMERICA CORP COM 71714F104 1,049 79,016 SH   SOLE   0 0 79,016
PHARMERICA CORP COM 71714F104 20 1,528 SH   DFND   0 0 1,528
PHH CORP COM NEW 693320202 7 287 SH   SOLE   0 0 287
PHH CORP NOTE 4.000% 9/0 693320AN3 449 413,000 PRN   SOLE   0 0 413,000
PHILIP MORRIS INTL INC COM 718172109 486,593 5,619,507 SH   SOLE   0 0 5,619,507
PHILIP MORRIS INTL INC COM 718172109 140,311 1,620,408 SH   DFND   0 0 1,620,408
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 8,139 119,970 SH   SOLE   0 0 119,970
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 135 1,987 SH   DFND   0 0 1,987
PHILLIPS 66 COM 718546104 54,988 951,020 SH   SOLE   0 0 951,020
PHILLIPS 66 COM 718546104 26,286 454,618 SH   DFND   0 0 454,618
PHOTRONICS INC COM 719405102 362 46,180 SH   SOLE   0 0 46,180
PHOTRONICS INC COM 719405102 934 119,121 SH   DFND   0 0 119,121
PHYSICIANS RLTY TR COM 71943U104 21 1,725 SH   DFND   0 0 1,725
PIEDMONT NAT GAS INC COM 720186105 1,664 50,594 SH   SOLE   0 0 50,594
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,063 118,840 SH   SOLE   0 0 118,840
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 348 20,027 SH   DFND   0 0 20,027
PIER 1 IMPORTS INC COM 720279108 3,623 185,595 SH   SOLE   0 0 185,595
PIER 1 IMPORTS INC COM 720279108 1,361 69,733 SH   DFND   0 0 69,733
PIKE ELEC CORP COM 721283109 166 14,677 SH   SOLE   0 0 14,677
PILGRIMS PRIDE CORP NEW COM 72147K108 221 13,150 SH   SOLE   0 0 13,150
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 18 176 SH   SOLE   0 0 176
PIMCO ETF TR 25YR+ ZERO U S 72201R882 6,280 71,108 SH   SOLE   0 0 71,108
PIMCO ETF TR 25YR+ ZERO U S 72201R882 175 1,986 SH   DFND   0 0 1,986
PINNACLE ENTMT INC COM 723456109 4,127 164,762 SH   SOLE   0 0 164,762
PINNACLE ENTMT INC COM 723456109 62 2,461 SH   DFND   0 0 2,461
PINNACLE FOODS INC DEL COM 72348P104 2,425 91,616 SH   SOLE   0 0 91,616
PINNACLE FOODS INC DEL COM 72348P104 35 1,329 SH   DFND   0 0 1,329
PINNACLE WEST CAP CORP COM 723484101 967 17,667 SH   SOLE   0 0 17,667
PINNACLE WEST CAP CORP COM 723484101 368 6,724 SH   DFND   0 0 6,724
PIONEER ENERGY SVCS CORP COM 723664108 870 115,810 SH   SOLE   0 0 115,810
PIONEER ENERGY SVCS CORP COM 723664108 1,209 160,920 SH   DFND   0 0 160,920
PIONEER NAT RES CO COM 723787107 61,480 325,633 SH   SOLE   0 0 325,633
PIONEER NAT RES CO COM 723787107 2,760 14,618 SH   DFND   0 0 14,618
PITNEY BOWES INC COM 724479100 3,824 210,227 SH   SOLE   0 0 210,227
PITNEY BOWES INC COM 724479100 887 48,768 SH   DFND   0 0 48,768
PLANTRONICS INC NEW COM 727493108 2,207 47,931 SH   SOLE   0 0 47,931
PLANTRONICS INC NEW COM 727493108 189 4,103 SH   DFND   0 0 4,103
PLATINUM GROUP METALS LTD COM NEW 72765Q205 1,813 1,694,177 SH   SOLE   0 0 1,694,177
PLATINUM UNDERWRITER HLDGS L COM G7127P100 41 679 SH   SOLE   0 0 679
PLATINUM UNDERWRITER HLDGS L COM G7127P100 13 223 SH   DFND   0 0 223
PLEXUS CORP COM 729132100 1,378 37,083 SH   SOLE   0 0 37,083
PLEXUS CORP COM 729132100 2,622 70,564 SH   DFND   0 0 70,564
PLUM CREEK TIMBER CO INC COM 729251108 3,069 65,526 SH   SOLE   0 0 65,526
PLUM CREEK TIMBER CO INC COM 729251108 877 18,721 SH   DFND   0 0 18,721
PMC-SIERRA INC COM 69344F106 2,010 303,675 SH   SOLE   0 0 303,675
PMFG INC COM 69345P103 17 2,322 SH   DFND   0 0 2,322
PNC FINL SVCS GROUP INC COM 693475105 123,769 1,708,332 SH   SOLE   0 0 1,708,332
PNC FINL SVCS GROUP INC COM 693475105 41,588 574,017 SH   DFND   0 0 574,017
PNM RES INC COM 69349H107 3,739 165,210 SH   SOLE   0 0 165,210
PNM RES INC COM 69349H107 751 33,164 SH   DFND   0 0 33,164
POLARIS INDS INC COM 731068102 23,840 184,551 SH   SOLE   0 0 184,551
POLARIS INDS INC COM 731068102 8,806 68,169 SH   DFND   0 0 68,169
POLYCOM INC COM 73172K104 444 40,689 SH   SOLE   0 0 40,689
POLYONE CORP COM 73179P106 3,113 101,383 SH   SOLE   0 0 101,383
POLYONE CORP COM 73179P106 2,031 66,119 SH   DFND   0 0 66,119
POLYPORE INTL INC COM 73179V103 1,469 35,864 SH   SOLE   0 0 35,864
POLYPORE INTL INC COM 73179V103 317 7,743 SH   DFND   0 0 7,743
POOL CORPORATION COM 73278L105 1,861 33,196 SH   SOLE   0 0 33,196
POOL CORPORATION COM 73278L105 479 8,539 SH   DFND   0 0 8,539
POPULAR INC COM NEW 733174700 823 31,349 SH   SOLE   0 0 31,349
POPULAR INC COM NEW 733174700 825 31,410 SH   DFND   0 0 31,410
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 9,945 165,942 SH   SOLE   0 0 165,942
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 8,570 143,000 SH   DFND   0 0 143,000
PORTLAND GEN ELEC CO COM NEW 736508847 1,978 70,063 SH   SOLE   0 0 70,063
PORTLAND GEN ELEC CO COM NEW 736508847 903 31,991 SH   DFND   0 0 31,991
PORTOLA PHARMACEUTICALS INC COM 737010108 54 2,027 SH   SOLE   0 0 2,027
PORTOLA PHARMACEUTICALS INC COM 737010108 153 5,705 SH   DFND   0 0 5,705
PORTUGAL TELECOM SGPS S A SPONSORED ADR 737273102 36 8,076 SH   SOLE   0 0 8,076
POSCO SPONSORED ADR 693483109 19,258 261,522 SH   SOLE   0 0 261,522
POSCO SPONSORED ADR 693483109 79 1,069 SH   DFND   0 0 1,069
POST HLDGS INC COM 737446104 1 15 SH   SOLE   0 0 15
POST PPTYS INC COM 737464107 696 15,456 SH   SOLE   0 0 15,456
POSTROCK ENERGY CORP COM 737525105 21 15,877 SH   SOLE   0 0 15,877
POTASH CORP SASK INC COM 73755L107 13,679 437,305 SH   SOLE   0 0 437,305
POTASH CORP SASK INC COM 73755L107 2,757 88,138 SH   DFND   0 0 88,138
POTLATCH CORP NEW COM 737630103 1,846 46,512 SH   SOLE   0 0 46,512
POWER INTEGRATIONS INC COM 739276103 10,856 200,440 SH   SOLE   0 0 200,440
POWER INTEGRATIONS INC COM 739276103 4,853 89,604 SH   DFND   0 0 89,604
POWERSECURE INTL INC COM 73936N105 251 15,656 SH   SOLE   0 0 15,656
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 131 2,889 SH   SOLE   0 0 2,889
POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 124 7,229 SH   SOLE   0 0 7,229
POWERSHARES ETF TRUST ZACKS MC PRTFL 73935X740 15 1,001 SH   SOLE   0 0 1,001
POWERSHARES ETF TRUST DYN BIOT & GEN 73935X856 155 4,422 SH   SOLE   0 0 4,422
POWERSHARES GLOBAL ETF TRUST AGG PFD PORT 73936T565 2,494 182,207 SH   SOLE   0 0 182,207
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 5,598 204,772 SH   SOLE   0 0 204,772
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 470 5,956 SH   SOLE   0 0 5,956
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 1 57 SH   SOLE   0 0 57
PPG INDS INC COM 693506107 151,567 907,260 SH   SOLE   0 0 907,260
PPG INDS INC COM 693506107 21,501 128,702 SH   DFND   0 0 128,702
PPL CORP COM 69351T106 31,348 1,031,863 SH   SOLE   0 0 1,031,863
PPL CORP UNIT 99/99/9999S 69351T114 520 9,680 SH   SOLE   0 0 9,680
PPL CORP COM 69351T106 8,200 269,928 SH   DFND   0 0 269,928
PRAXAIR INC COM 74005P104 62,592 520,689 SH   SOLE   0 0 520,689
PRAXAIR INC COM 74005P104 18,281 152,077 SH   DFND   0 0 152,077
PRECISION CASTPARTS CORP COM 740189105 197,189 867,755 SH   SOLE   0 0 867,755
PRECISION CASTPARTS CORP COM 740189105 86,140 379,070 SH   DFND   0 0 379,070
PREMIERE GLOBAL SVCS INC COM 740585104 6 608 SH   SOLE   0 0 608
PRESTIGE BRANDS HLDGS INC COM 74112D101 48 1,602 SH   SOLE   0 0 1,602
PRESTIGE BRANDS HLDGS INC COM 74112D101 13 421 SH   DFND   0 0 421
PRGX GLOBAL INC COM NEW 69357C503 35 5,620 SH   DFND   0 0 5,620
PRICE T ROWE GROUP INC COM 74144T108 30,140 419,025 SH   SOLE   0 0 419,025
PRICE T ROWE GROUP INC COM 74144T108 18,923 263,069 SH   DFND   0 0 263,069
PRICELINE COM INC COM NEW 741503403 212,190 209,892 SH   SOLE   0 0 209,892
PRICELINE COM INC NOTE 1.250% 3/1 741503AN6 3,712 1,119,000 PRN   SOLE   0 0 1,119,000
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 4,064 3,163,000 PRN   SOLE   0 0 3,163,000
PRICELINE COM INC COM NEW 741503403 134,464 133,008 SH   DFND   0 0 133,008
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 12 9,000 PRN   DFND   0 0 9,000
PRICESMART INC COM 741511109 21,777 228,676 SH   SOLE   0 0 228,676
PRIMERICA INC COM 74164M108 1,587 39,334 SH   SOLE   0 0 39,334
PRIMERICA INC COM 74164M108 126 3,124 SH   DFND   0 0 3,124
PRIMORIS SVCS CORP COM 74164F103 1,974 77,466 SH   SOLE   0 0 77,466
PRIMORIS SVCS CORP COM 74164F103 366 14,363 SH   DFND   0 0 14,363
PRINCIPAL FINL GROUP INC COM 74251V102 9,356 218,490 SH   SOLE   0 0 218,490
PRINCIPAL FINL GROUP INC COM 74251V102 38 883 SH   DFND   0 0 883
PRIVATEBANCORP INC COM 742962103 1,641 76,669 SH   SOLE   0 0 76,669
PRIVATEBANCORP INC COM 742962103 23 1,085 SH   DFND   0 0 1,085
PROASSURANCE CORP COM 74267C106 5,001 110,982 SH   SOLE   0 0 110,982
PROASSURANCE CORP COM 74267C106 1,592 35,332 SH   DFND   0 0 35,332
PROCERA NETWORKS INC COM NEW 74269U203 148 9,557 SH   SOLE   0 0 9,557
PROCTER & GAMBLE CO COM 742718109 295,177 3,904,971 SH   SOLE   0 0 3,904,971
PROCTER & GAMBLE CO COM 742718109 80,901 1,070,263 SH   DFND   0 0 1,070,263
PROGRESS SOFTWARE CORP COM 743312100 1,276 49,368 SH   SOLE   0 0 49,368
PROGRESS SOFTWARE CORP COM 743312100 2,446 94,620 SH   DFND   0 0 94,620
PROGRESSIVE CORP OHIO COM 743315103 26,018 955,476 SH   SOLE   0 0 955,476
PROGRESSIVE CORP OHIO COM 743315103 1,398 51,344 SH   DFND   0 0 51,344
PROLOGIS NOTE 3.250% 3/1 74340XAT8 2,029 1,793,000 PRN   SOLE   0 0 1,793,000
PROLOGIS INC COM 74340W103 39,120 1,039,863 SH   SOLE   0 0 1,039,863
PROLOGIS INC COM 74340W103 3,766 100,116 SH   DFND   0 0 100,116
PROOFPOINT INC COM 743424103 856 26,641 SH   SOLE   0 0 26,641
PROOFPOINT INC COM 743424103 3,136 97,627 SH   DFND   0 0 97,627
PROS HOLDINGS INC COM 74346Y103 1,015 29,699 SH   SOLE   0 0 29,699
PROS HOLDINGS INC COM 74346Y103 888 25,978 SH   DFND   0 0 25,978
PROSENSA HLDG N V SHS USD N71546100 3 485 SH   DFND   0 0 485
PROSHARES TR PSHS ULSHT SP500 74347B300 1,691 46,233 SH   SOLE   0 0 46,233
PROSHARES TR SHT MSCI NEW 74347X575 4,417 199,519 SH   SOLE   0 0 199,519
PROSHARES TR PSHS ULSHT SP500 74347B300 47 1,286 SH   DFND   0 0 1,286
PROSHARES TR SHT MSCI NEW 74347X575 123 5,552 SH   DFND   0 0 5,552
PROSPERITY BANCSHARES INC COM 743606105 14,326 231,669 SH   SOLE   0 0 231,669
PROSPERITY BANCSHARES INC COM 743606105 3,047 49,280 SH   DFND   0 0 49,280
PROTECTIVE LIFE CORP COM 743674103 22,736 534,333 SH   SOLE   0 0 534,333
PROTECTIVE LIFE CORP COM 743674103 897 21,075 SH   DFND   0 0 21,075
PROTO LABS INC COM 743713109 10,906 142,773 SH   SOLE   0 0 142,773
PROTO LABS INC COM 743713109 4,218 55,221 SH   DFND   0 0 55,221
PROVIDENCE SVC CORP COM 743815102 69 2,418 SH   DFND   0 0 2,418
PRUDENTIAL FINL INC COM 744320102 96,656 1,239,495 SH   SOLE   0 0 1,239,495
PRUDENTIAL FINL INC COM 744320102 14,252 182,762 SH   DFND   0 0 182,762
PRUDENTIAL PLC ADR 74435K204 48,905 1,310,079 SH   SOLE   0 0 1,310,079
PRUDENTIAL PLC ADR 74435K204 1,425 38,167 SH   DFND   0 0 38,167
PS BUSINESS PKS INC CALIF COM 69360J107 4,421 59,251 SH   SOLE   0 0 59,251
PS BUSINESS PKS INC CALIF COM 69360J107 2,762 37,014 SH   DFND   0 0 37,014
PTC INC COM 69370C100 9,440 331,704 SH   SOLE   0 0 331,704
PTC INC COM 69370C100 3,155 110,863 SH   DFND   0 0 110,863
PUBLIC STORAGE COM 74460D109 47,962 298,737 SH   SOLE   0 0 298,737
PUBLIC STORAGE COM 74460D109 21,005 130,832 SH   DFND   0 0 130,832
PUBLIC SVC ENTERPRISE GROUP COM 744573106 10,798 327,919 SH   SOLE   0 0 327,919
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,754 113,985 SH   DFND   0 0 113,985
PULTE GROUP INC COM 745867101 971 58,864 SH   SOLE   0 0 58,864
PULTE GROUP INC COM 745867101 728 44,130 SH   DFND   0 0 44,130
PUMA BIOTECHNOLOGY INC COM 74587V107 863 16,075 SH   SOLE   0 0 16,075
PUMA BIOTECHNOLOGY INC COM 74587V107 28 529 SH   DFND   0 0 529
PVH CORP COM 693656100 25,017 210,780 SH   SOLE   0 0 210,780
PVH CORP COM 693656100 6,387 53,813 SH   DFND   0 0 53,813
QEP RES INC COM 74733V100 5,057 182,632 SH   SOLE   0 0 182,632
QEP RES INC COM 74733V100 3,235 116,826 SH   DFND   0 0 116,826
QIAGEN NV REG SHS N72482107 56 2,635 SH   SOLE   0 0 2,635
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 309 3,718 SH   SOLE   0 0 3,718
QIWI PLC SPON ADR REP B 74735M108 437 13,977 SH   SOLE   0 0 13,977
QLIK TECHNOLOGIES INC COM 74733T105 10,208 298,221 SH   SOLE   0 0 298,221
QLIK TECHNOLOGIES INC COM 74733T105 5,113 149,371 SH   DFND   0 0 149,371
QUAKER CHEM CORP COM 747316107 3,258 44,598 SH   SOLE   0 0 44,598
QUAKER CHEM CORP COM 747316107 49 664 SH   DFND   0 0 664
QUALCOMM INC COM 747525103 312,971 4,649,001 SH   SOLE   0 0 4,649,001
QUALCOMM INC COM 747525103 131,010 1,946,081 SH   DFND   0 0 1,946,081
QUALITY SYS INC COM 747582104 2,090 96,188 SH   SOLE   0 0 96,188
QUALITY SYS INC COM 747582104 2,171 99,896 SH   DFND   0 0 99,896
QUALYS INC COM 74758T303 256 11,983 SH   SOLE   0 0 11,983
QUALYS INC COM 74758T303 935 43,709 SH   DFND   0 0 43,709
QUANEX BUILDING PRODUCTS COR COM 747619104 196 10,414 SH   SOLE   0 0 10,414
QUANTA SVCS INC COM 74762E102 9,429 342,764 SH   SOLE   0 0 342,764
QUANTA SVCS INC COM 74762E102 1,017 36,975 SH   DFND   0 0 36,975
QUEST DIAGNOSTICS INC COM 74834L100 25,548 413,458 SH   SOLE   0 0 413,458
QUEST DIAGNOSTICS INC COM 74834L100 302 4,890 SH   DFND   0 0 4,890
QUESTAR CORP COM 748356102 1,388 61,715 SH   SOLE   0 0 61,715
QUESTAR CORP COM 748356102 786 34,965 SH   DFND   0 0 34,965
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 4,481 77,253 SH   SOLE   0 0 77,253
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 827 14,264 SH   DFND   0 0 14,264
QUICKSILVER RESOURCES INC COM 74837R104 0 1 SH   SOLE   0 0 1
QUIDEL CORP COM 74838J101 2 59 SH   SOLE   0 0 59
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 11,899 265,138 SH   SOLE   0 0 265,138
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 334 7,448 SH   DFND   0 0 7,448
RACKSPACE HOSTING INC COM 750086100 7,544 142,989 SH   SOLE   0 0 142,989
RACKSPACE HOSTING INC COM 750086100 4,491 85,124 SH   DFND   0 0 85,124
RADIAN GROUP INC COM 750236101 1,300 93,314 SH   SOLE   0 0 93,314
RADIAN GROUP INC COM 750236101 41 2,916 SH   DFND   0 0 2,916
RADIOSHACK CORP COM 750438103 14 4,153 SH   SOLE   0 0 4,153
RADIOSHACK CORP COM 750438103 5 1,348 SH   DFND   0 0 1,348
RALPH LAUREN CORP CL A 751212101 30,866 187,371 SH   SOLE   0 0 187,371
RALPH LAUREN CORP CL A 751212101 2,012 12,213 SH   DFND   0 0 12,213
RAMBUS INC DEL COM 750917106 3 336 SH   DFND   0 0 336
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 4,861 315,445 SH   SOLE   0 0 315,445
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 523 33,954 SH   DFND   0 0 33,954
RAND LOGISTICS INC COM 752182105 15 2,987 SH   DFND   0 0 2,987
RANDGOLD RES LTD ADR 752344309 565 7,894 SH   SOLE   0 0 7,894
RANGE RES CORP COM 75281A109 114,207 1,504,908 SH   SOLE   0 0 1,504,908
RANGE RES CORP COM 75281A109 2,387 31,455 SH   DFND   0 0 31,455
RAVEN INDS INC COM 754212108 4,067 124,349 SH   SOLE   0 0 124,349
RAVEN INDS INC COM 754212108 515 15,746 SH   DFND   0 0 15,746
RAYMOND JAMES FINANCIAL INC COM 754730109 29,581 709,879 SH   SOLE   0 0 709,879
RAYMOND JAMES FINANCIAL INC COM 754730109 5,517 132,403 SH   DFND   0 0 132,403
RAYONIER INC COM 754907103 6,788 121,978 SH   SOLE   0 0 121,978
RAYTHEON CO COM NEW 755111507 123,609 1,603,851 SH   SOLE   0 0 1,603,851
RAYTHEON CO COM NEW 755111507 64,200 833,005 SH   DFND   0 0 833,005
RBC BEARINGS INC COM 75524B104 3,250 49,332 SH   SOLE   0 0 49,332
RBC BEARINGS INC COM 75524B104 1,353 20,531 SH   DFND   0 0 20,531
REACHLOCAL INC COM 75525F104 65 5,454 SH   SOLE   0 0 5,454
REALOGY HLDGS CORP COM 75605Y106 3,090 71,820 SH   SOLE   0 0 71,820
REALOGY HLDGS CORP COM 75605Y106 1,346 31,292 SH   DFND   0 0 31,292
REALPAGE INC COM 75606N109 808 34,980 SH   SOLE   0 0 34,980
REALPAGE INC COM 75606N109 101 4,385 SH   DFND   0 0 4,385
REALTY INCOME CORP COM 756109104 20,238 509,135 SH   SOLE   0 0 509,135
REALTY INCOME CORP COM 756109104 4,601 115,743 SH   DFND   0 0 115,743
RECEPTOS INC COM 756207106 192 7,380 SH   SOLE   0 0 7,380
RED HAT INC COM 756577102 30,143 653,297 SH   SOLE   0 0 653,297
RED HAT INC COM 756577102 49,519 1,073,231 SH   DFND   0 0 1,073,231
RED ROBIN GOURMET BURGERS IN COM 75689M101 660 9,278 SH   SOLE   0 0 9,278
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,089 43,441 SH   DFND   0 0 43,441
REDWOOD TR INC COM 758075402 6,003 304,873 SH   SOLE   0 0 304,873
REDWOOD TR INC COM 758075402 2,529 128,453 SH   DFND   0 0 128,453
REED ELSEVIER N V SPONS ADR NEW 758204200 32,893 820,269 SH   SOLE   0 0 820,269
REED ELSEVIER N V SPONS ADR NEW 758204200 111 2,777 SH   DFND   0 0 2,777
REED ELSEVIER P L C SPONS ADR NEW 758205207 42,485 788,073 SH   SOLE   0 0 788,073
REED ELSEVIER P L C SPONS ADR NEW 758205207 6,340 117,601 SH   DFND   0 0 117,601
REGAL BELOIT CORP COM 758750103 3,568 52,523 SH   SOLE   0 0 52,523
REGAL BELOIT CORP COM 758750103 3,055 44,973 SH   DFND   0 0 44,973
REGAL ENTMT GROUP CL A 758766109 28,098 1,480,378 SH   SOLE   0 0 1,480,378
REGAL ENTMT GROUP CL A 758766109 1,711 90,152 SH   DFND   0 0 90,152
REGENCY CTRS CORP COM 758849103 16,709 345,578 SH   SOLE   0 0 345,578
REGENCY CTRS CORP COM 758849103 3,566 73,747 SH   DFND   0 0 73,747
REGENERON PHARMACEUTICALS COM 75886F107 41,672 133,194 SH   SOLE   0 0 133,194
REGENERON PHARMACEUTICALS COM 75886F107 1,886 6,028 SH   DFND   0 0 6,028
REGIONAL MGMT CORP COM 75902K106 151 4,738 SH   SOLE   0 0 4,738
REGIONS FINL CORP NEW COM 7591EP100 35,592 3,843,655 SH   SOLE   0 0 3,843,655
REGIONS FINL CORP NEW COM 7591EP100 6,469 698,565 SH   DFND   0 0 698,565
REINSURANCE GROUP AMER INC COM NEW 759351604 33,012 492,788 SH   SOLE   0 0 492,788
REINSURANCE GROUP AMER INC COM NEW 759351604 4,694 70,066 SH   DFND   0 0 70,066
RELIANCE STEEL & ALUMINUM CO COM 759509102 16,176 220,778 SH   SOLE   0 0 220,778
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,163 29,523 SH   DFND   0 0 29,523
RENAISSANCERE HOLDINGS LTD COM G7496G103 21,310 235,391 SH   SOLE   0 0 235,391
RENT A CTR INC NEW COM 76009N100 4,444 116,603 SH   SOLE   0 0 116,603
RENT A CTR INC NEW COM 76009N100 28 728 SH   DFND   0 0 728
REPLIGEN CORP COM 759916109 200 18,074 SH   SOLE   0 0 18,074
REPLIGEN CORP COM 759916109 223 20,150 SH   DFND   0 0 20,150
REPUBLIC SVCS INC COM 760759100 29,145 873,644 SH   SOLE   0 0 873,644
REPUBLIC SVCS INC COM 760759100 704 21,105 SH   DFND   0 0 21,105
RESMED INC COM 761152107 7,558 143,082 SH   SOLE   0 0 143,082
RESMED INC COM 761152107 401 7,601 SH   DFND   0 0 7,601
RESOLUTE ENERGY CORP COM 76116A108 990 118,399 SH   SOLE   0 0 118,399
RESOLUTE ENERGY CORP COM 76116A108 18 2,151 SH   DFND   0 0 2,151
RESPONSYS INC COM 761248103 63 3,792 SH   SOLE   0 0 3,792
RESPONSYS INC COM 761248103 12 739 SH   DFND   0 0 739
RESTORATION HARDWARE HLDGS I COM 761283100 635 10,017 SH   SOLE   0 0 10,017
RESTORATION HARDWARE HLDGS I COM 761283100 1,306 20,612 SH   DFND   0 0 20,612
RETAIL OPPORTUNITY INVTS COR COM 76131N101 3,178 230,316 SH   SOLE   0 0 230,316
RETAIL OPPORTUNITY INVTS COR COM 76131N101 508 36,830 SH   DFND   0 0 36,830
RETAIL PPTYS AMER INC CL A 76131V202 2,267 164,871 SH   SOLE   0 0 164,871
RETAIL PPTYS AMER INC CL A 76131V202 214 15,591 SH   DFND   0 0 15,591
REX ENERGY CORPORATION COM 761565100 1,475 66,089 SH   SOLE   0 0 66,089
REX ENERGY CORPORATION COM 761565100 558 25,019 SH   DFND   0 0 25,019
REXNORD CORP NEW COM 76169B102 1,200 57,713 SH   SOLE   0 0 57,713
REYNOLDS AMERICAN INC COM 761713106 169,857 3,482,108 SH   SOLE   0 0 3,482,108
REYNOLDS AMERICAN INC COM 761713106 10,293 211,002 SH   DFND   0 0 211,002
RF MICRODEVICES INC COM 749941100 4,264 756,110 SH   SOLE   0 0 756,110
RIGNET INC COM 766582100 2 52 SH   SOLE   0 0 52
RIO TINTO PLC SPONSORED ADR 767204100 83,411 1,710,637 SH   SOLE   0 0 1,710,637
RIO TINTO PLC SPONSORED ADR 767204100 3,499 71,766 SH   DFND   0 0 71,766
RITCHIE BROS AUCTIONEERS COM 767744105 17,349 859,727 SH   SOLE   0 0 859,727
RITCHIE BROS AUCTIONEERS COM 767744105 5,801 287,440 SH   DFND   0 0 287,440
RITE AID CORP COM 767754104 5,761 1,210,319 SH   SOLE   0 0 1,210,319
RITE AID CORP NOTE 8.500% 5/1 767754BU7 566 288,000 PRN   SOLE   0 0 288,000
RIVERBED TECHNOLOGY INC COM 768573107 3,968 271,951 SH   SOLE   0 0 271,951
RIVERBED TECHNOLOGY INC COM 768573107 361 24,721 SH   DFND   0 0 24,721
RLI CORP COM 749607107 5,131 58,699 SH   SOLE   0 0 58,699
RLI CORP COM 749607107 643 7,358 SH   DFND   0 0 7,358
RLJ LODGING TR COM 74965L101 7,450 317,171 SH   SOLE   0 0 317,171
RLJ LODGING TR COM 74965L101 1,059 45,087 SH   DFND   0 0 45,087
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1 48 SH   SOLE   0 0 48
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 12 410 SH   DFND   0 0 410
ROBERT HALF INTL INC COM 770323103 8,780 224,956 SH   SOLE   0 0 224,956
ROBERT HALF INTL INC COM 770323103 7,939 203,415 SH   DFND   0 0 203,415
ROCK-TENN CO CL A 772739207 6,610 65,268 SH   SOLE   0 0 65,268
ROCK-TENN CO CL A 772739207 2,179 21,521 SH   DFND   0 0 21,521
ROCKWELL AUTOMATION INC COM 773903109 21,847 204,292 SH   SOLE   0 0 204,292
ROCKWELL AUTOMATION INC COM 773903109 5,456 51,018 SH   DFND   0 0 51,018
ROCKWELL COLLINS INC COM 774341101 10,276 151,432 SH   SOLE   0 0 151,432
ROCKWELL COLLINS INC COM 774341101 738 10,881 SH   DFND   0 0 10,881
ROCKWOOD HLDGS INC COM 774415103 11,258 168,277 SH   SOLE   0 0 168,277
ROCKWOOD HLDGS INC COM 774415103 24 356 SH   DFND   0 0 356
ROFIN SINAR TECHNOLOGIES INC COM 775043102 521 21,509 SH   SOLE   0 0 21,509
ROFIN SINAR TECHNOLOGIES INC COM 775043102 595 24,586 SH   DFND   0 0 24,586
ROGERS COMMUNICATIONS INC CL B 775109200 16,345 380,020 SH   SOLE   0 0 380,020
ROGERS COMMUNICATIONS INC CL B 775109200 472 10,982 SH   DFND   0 0 10,982
ROGERS CORP COM 775133101 637 10,715 SH   SOLE   0 0 10,715
ROGERS CORP COM 775133101 835 14,041 SH   DFND   0 0 14,041
ROLLINS INC COM 775711104 3,163 119,316 SH   SOLE   0 0 119,316
ROLLINS INC COM 775711104 4,679 176,510 SH   DFND   0 0 176,510
ROPER INDS INC NEW COM 776696106 27,244 205,041 SH   SOLE   0 0 205,041
ROPER INDS INC NEW FRNT 1/1 776696AA4 260 150,000 PRN   SOLE   0 0 150,000
ROPER INDS INC NEW COM 776696106 8,982 67,602 SH   DFND   0 0 67,602
ROSETTA RESOURCES INC COM 777779307 6,073 111,501 SH   SOLE   0 0 111,501
ROSETTA RESOURCES INC COM 777779307 3,739 68,639 SH   DFND   0 0 68,639
ROSS STORES INC COM 778296103 59,554 818,049 SH   SOLE   0 0 818,049
ROSS STORES INC COM 778296103 2,965 40,732 SH   DFND   0 0 40,732
ROVI CORP COM 779376102 9,985 520,878 SH   SOLE   0 0 520,878
ROVI CORP COM 779376102 1,536 80,100 SH   DFND   0 0 80,100
ROWAN COMPANIES PLC SHS CL A G7665A101 8,394 228,608 SH   SOLE   0 0 228,608
ROYAL BK CDA MONTREAL QUE COM 780087102 56 879 SH   SOLE   0 0 879
ROYAL BK SCOTLAND GROUP PLC SPONS ADR 20 ORD 780097689 45 3,893 SH   SOLE   0 0 3,893
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 2,914 135,984 SH   SOLE   0 0 135,984
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 2,695 133,834 SH   SOLE   0 0 133,834
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 5,635 270,116 SH   SOLE   0 0 270,116
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 16,638 839,023 SH   SOLE   0 0 839,023
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 2,096 99,891 SH   SOLE   0 0 99,891
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 2,004 81,481 SH   SOLE   0 0 81,481
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 217 10,108 SH   DFND   0 0 10,108
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 224 11,145 SH   DFND   0 0 11,145
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 469 22,496 SH   DFND   0 0 22,496
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 1,324 66,777 SH   DFND   0 0 66,777
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 146 6,941 SH   DFND   0 0 6,941
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 266 6,957 SH   DFND   0 0 6,957
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 93,882 1,363,572 SH   SOLE   0 0 1,363,572
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 203,446 3,097,527 SH   SOLE   0 0 3,097,527
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 37,907 550,578 SH   DFND   0 0 550,578
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 28,558 434,811 SH   DFND   0 0 434,811
ROYAL GOLD INC COM 780287108 11,778 242,039 SH   SOLE   0 0 242,039
ROYAL GOLD INC COM 780287108 241 4,945 SH   DFND   0 0 4,945
RPC INC COM 749660106 18,080 1,168,704 SH   SOLE   0 0 1,168,704
RPM INTL INC COM 749685103 137 3,779 SH   SOLE   0 0 3,779
RPM INTL INC COM 749685103 19,042 526,023 SH   DFND   0 0 526,023
RPX CORP COM 74972G103 585 33,335 SH   SOLE   0 0 33,335
RTI INTL METALS INC COM 74973W107 5,912 184,530 SH   SOLE   0 0 184,530
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1,480 1,430,000 PRN   SOLE   0 0 1,430,000
RTI INTL METALS INC COM 74973W107 63 1,978 SH   DFND   0 0 1,978
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 11 11,000 PRN   DFND   0 0 11,000
RUBY TUESDAY INC COM 781182100 33 4,431 SH   DFND   0 0 4,431
RUCKUS WIRELESS INC COM 781220108 342 20,306 SH   SOLE   0 0 20,306
RUCKUS WIRELESS INC COM 781220108 568 33,761 SH   DFND   0 0 33,761
RUDOLPH TECHNOLOGIES INC COM 781270103 693 60,778 SH   SOLE   0 0 60,778
RUDOLPH TECHNOLOGIES INC COM 781270103 31 2,760 SH   DFND   0 0 2,760
RUSH ENTERPRISES INC CL A 781846209 1,019 38,429 SH   SOLE   0 0 38,429
RUSH ENTERPRISES INC CL A 781846209 1,933 72,926 SH   DFND   0 0 72,926
RYANAIR HLDGS PLC SPONSORED ADR 783513104 25,780 518,288 SH   SOLE   0 0 518,288
RYANAIR HLDGS PLC SPONSORED ADR 783513104 1,832 36,825 SH   DFND   0 0 36,825
RYDER SYS INC COM 783549108 898 15,042 SH   SOLE   0 0 15,042
RYDER SYS INC COM 783549108 337 5,643 SH   DFND   0 0 5,643
RYDEX ETF TRUST GUG S&P500 EQ WT 78355W106 899 13,789 SH   SOLE   0 0 13,789
RYLAND GROUP INC COM 783764103 857 21,146 SH   SOLE   0 0 21,146
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 450 310,000 PRN   SOLE   0 0 310,000
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 1,413 1,548,000 PRN   SOLE   0 0 1,548,000
RYLAND GROUP INC COM 783764103 909 22,426 SH   DFND   0 0 22,426
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 11 12,000 PRN   DFND   0 0 12,000
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,865 54,050 SH   SOLE   0 0 54,050
SABRA HEALTH CARE REIT INC COM 78573L106 790 34,331 SH   SOLE   0 0 34,331
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 31 2,001 SH   SOLE   0 0 2,001
SAFEWAY INC COM NEW 786514208 2,865 89,568 SH   SOLE   0 0 89,568
SAFEWAY INC COM NEW 786514208 699 21,861 SH   DFND   0 0 21,861
SAIA INC COM 78709Y105 956 30,665 SH   SOLE   0 0 30,665
SALESFORCE COM INC COM 79466L302 143,493 2,764,273 SH   SOLE   0 0 2,764,273
SALESFORCE COM INC COM 79466L302 94,481 1,820,087 SH   DFND   0 0 1,820,087
SALIX PHARMACEUTICALS INC COM 795435106 9,429 140,988 SH   SOLE   0 0 140,988
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 2,899 2,363,000 PRN   SOLE   0 0 2,363,000
SALIX PHARMACEUTICALS INC COM 795435106 2,664 39,829 SH   DFND   0 0 39,829
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 23 19,000 PRN   DFND   0 0 19,000
SALLY BEAUTY HLDGS INC COM 79546E104 23,848 911,636 SH   SOLE   0 0 911,636
SALLY BEAUTY HLDGS INC COM 79546E104 2,656 101,514 SH   DFND   0 0 101,514
SANCHEZ ENERGY CORP COM 79970Y105 1,886 71,395 SH   SOLE   0 0 71,395
SANDERSON FARMS INC COM 800013104 1,003 15,381 SH   SOLE   0 0 15,381
SANDERSON FARMS INC COM 800013104 6 90 SH   DFND   0 0 90
SANDISK CORP COM 80004C101 24,774 416,296 SH   SOLE   0 0 416,296
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 411 311,000 PRN   SOLE   0 0 311,000
SANDISK CORP COM 80004C101 1,351 22,699 SH   DFND   0 0 22,699
SANDSTORM GOLD LTD COM NEW 80013R206 158 29,328 SH   SOLE   0 0 29,328
SANMINA CORPORATION COM 801056102 955 54,603 SH   SOLE   0 0 54,603
SANOFI SPONSORED ADR 80105N105 154,410 3,049,782 SH   SOLE   0 0 3,049,782
SANOFI SPONSORED ADR 80105N105 27,097 535,197 SH   DFND   0 0 535,197
SAP AG SPON ADR 803054204 74,741 1,011,113 SH   SOLE   0 0 1,011,113
SAP AG SPON ADR 803054204 8,037 108,731 SH   DFND   0 0 108,731
SAPIENT CORP COM 803062108 929 59,553 SH   SOLE   0 0 59,553
SAPIENT CORP COM 803062108 610 39,090 SH   DFND   0 0 39,090
SAREPTA THERAPEUTICS INC COM 803607100 1,291 27,344 SH   SOLE   0 0 27,344
SAREPTA THERAPEUTICS INC COM 803607100 51 1,084 SH   DFND   0 0 1,084
SASOL LTD SPONSORED ADR 803866300 43,867 917,920 SH   SOLE   0 0 917,920
SBA COMMUNICATIONS CORP COM 78388J106 77,329 961,081 SH   SOLE   0 0 961,081
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 3,377 1,270,000 PRN   SOLE   0 0 1,270,000
SBA COMMUNICATIONS CORP COM 78388J106 9,870 122,665 SH   DFND   0 0 122,665
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 24 9,000 PRN   DFND   0 0 9,000
SCANA CORP NEW COM 80589M102 6,224 135,196 SH   SOLE   0 0 135,196
SCANA CORP NEW COM 80589M102 431 9,372 SH   DFND   0 0 9,372
SCANSOURCE INC COM 806037107 3,413 98,664 SH   SOLE   0 0 98,664
SCANSOURCE INC COM 806037107 454 13,135 SH   DFND   0 0 13,135
SCHAWK INC CL A 806373106 1,755 118,295 SH   SOLE   0 0 118,295
SCHEIN HENRY INC COM 806407102 35,938 346,345 SH   SOLE   0 0 346,345
SCHEIN HENRY INC COM 806407102 7,740 74,590 SH   DFND   0 0 74,590
SCHLUMBERGER LTD COM 806857108 243,980 2,761,205 SH   SOLE   0 0 2,761,205
SCHLUMBERGER LTD COM 806857108 45,593 515,991 SH   DFND   0 0 515,991
SCHNITZER STL INDS CL A 806882106 1,855 67,467 SH   SOLE   0 0 67,467
SCHOLASTIC CORP COM 807066105 1,278 44,586 SH   SOLE   0 0 44,586
SCHOLASTIC CORP COM 807066105 2,155 75,159 SH   DFND   0 0 75,159
SCHWAB CHARLES CORP NEW COM 808513105 55,688 2,634,249 SH   SOLE   0 0 2,634,249
SCHWAB CHARLES CORP NEW COM 808513105 32,105 1,518,670 SH   DFND   0 0 1,518,670
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,289 54,336 SH   SOLE   0 0 54,336
SCHWEITZER-MAUDUIT INTL INC COM 808541106 269 4,441 SH   DFND   0 0 4,441
SCIQUEST INC NEW COM 80908T101 603 26,834 SH   SOLE   0 0 26,834
SCIQUEST INC NEW COM 80908T101 2,995 133,331 SH   DFND   0 0 133,331
SCOTTS MIRACLE GRO CO CL A 810186106 14,674 266,657 SH   SOLE   0 0 266,657
SCOTTS MIRACLE GRO CO CL A 810186106 3,453 62,744 SH   DFND   0 0 62,744
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,908 37,231 SH   SOLE   0 0 37,231
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,325 55,369 SH   DFND   0 0 55,369
SEACOR HOLDINGS INC COM 811904101 2,565 28,364 SH   SOLE   0 0 28,364
SEADRILL LIMITED SHS G7945E105 29,928 663,891 SH   SOLE   0 0 663,891
SEADRILL LIMITED SHS G7945E105 363 8,044 SH   DFND   0 0 8,044
SEAGATE TECHNOLOGY PLC SHS G7945M107 20,838 476,193 SH   SOLE   0 0 476,193
SEAGATE TECHNOLOGY PLC SHS G7945M107 6,470 147,862 SH   DFND   0 0 147,862
SEALED AIR CORP NEW COM 81211K100 7,672 282,176 SH   SOLE   0 0 282,176
SEALED AIR CORP NEW COM 81211K100 830 30,532 SH   DFND   0 0 30,532
SEATTLE GENETICS INC COM 812578102 4,155 94,798 SH   SOLE   0 0 94,798
SEATTLE GENETICS INC COM 812578102 62 1,425 SH   DFND   0 0 1,425
SEAWORLD ENTMT INC COM 81282V100 4,157 140,285 SH   SOLE   0 0 140,285
SEAWORLD ENTMT INC COM 81282V100 3,377 113,957 SH   DFND   0 0 113,957
SEI INVESTMENTS CO COM 784117103 56,266 1,820,318 SH   SOLE   0 0 1,820,318
SEI INVESTMENTS CO COM 784117103 3,398 109,935 SH   DFND   0 0 109,935
SELECT COMFORT CORP COM 81616X103 1,330 54,605 SH   SOLE   0 0 54,605
SELECT COMFORT CORP COM 81616X103 261 10,738 SH   DFND   0 0 10,738
SELECT INCOME REIT COM SH BEN INT 81618T100 43 1,661 SH   SOLE   0 0 1,661
SELECT INCOME REIT COM SH BEN INT 81618T100 14 539 SH   DFND   0 0 539
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 3,742 89,085 SH   SOLE   0 0 89,085
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 45,157 892,610 SH   SOLE   0 0 892,610
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 22,757 571,789 SH   SOLE   0 0 571,789
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 20,086 331,284 SH   SOLE   0 0 331,284
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 19,310 232,905 SH   SOLE   0 0 232,905
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 34,038 1,710,040 SH   SOLE   0 0 1,710,040
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 26,616 573,567 SH   SOLE   0 0 573,567
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 11,875 317,780 SH   SOLE   0 0 317,780
SELECTIVE INS GROUP INC COM 816300107 2,333 95,216 SH   SOLE   0 0 95,216
SELECTIVE INS GROUP INC COM 816300107 2,469 100,780 SH   DFND   0 0 100,780
SEMPRA ENERGY COM 816851109 41,971 490,312 SH   SOLE   0 0 490,312
SEMPRA ENERGY COM 816851109 17,018 198,809 SH   DFND   0 0 198,809
SEMTECH CORP COM 816850101 4,323 144,161 SH   SOLE   0 0 144,161
SEMTECH CORP COM 816850101 6,073 202,497 SH   DFND   0 0 202,497
SENIOR HSG PPTYS TR SH BEN INT 81721M109 8,847 379,042 SH   SOLE   0 0 379,042
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,417 146,388 SH   DFND   0 0 146,388
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 17,417 455,105 SH   SOLE   0 0 455,105
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 4,842 126,532 SH   DFND   0 0 126,532
SENSIENT TECHNOLOGIES CORP COM 81725T100 16,212 338,528 SH   SOLE   0 0 338,528
SENSIENT TECHNOLOGIES CORP COM 81725T100 139 2,901 SH   DFND   0 0 2,901
SERVICE CORP INTL COM 817565104 21,670 1,163,820 SH   SOLE   0 0 1,163,820
SERVICE CORP INTL COM 817565104 13 714 SH   DFND   0 0 714
SERVICENOW INC COM 81762P102 30,818 593,228 SH   SOLE   0 0 593,228
SERVICENOW INC COM 81762P102 2,353 45,297 SH   DFND   0 0 45,297
SERVICESOURCE INTL LLC COM 81763U100 554 45,856 SH   SOLE   0 0 45,856
SERVICESOURCE INTL LLC COM 81763U100 509 42,173 SH   DFND   0 0 42,173
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,941 169,568 SH   SOLE   0 0 169,568
SHAW COMMUNICATIONS INC CL B CONV 82028K200 245 10,524 SH   DFND   0 0 10,524
SHERWIN WILLIAMS CO COM 824348106 116,479 639,362 SH   SOLE   0 0 639,362
SHERWIN WILLIAMS CO COM 824348106 38,765 212,783 SH   DFND   0 0 212,783
SHFL ENTMT INC COM 78423R105 7,017 305,470 SH   SOLE   0 0 305,470
SHFL ENTMT INC COM 78423R105 1,655 72,055 SH   DFND   0 0 72,055
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 6,980 172,355 SH   SOLE   0 0 172,355
SHIRE PLC SPONSORED ADR 82481R106 29,036 242,185 SH   SOLE   0 0 242,185
SHIRE PLC SPONSORED ADR 82481R106 7,429 61,962 SH   DFND   0 0 61,962
SHUTTERFLY INC COM 82568P304 2 31 SH   SOLE   0 0 31
SHUTTERSTOCK INC COM 825690100 16 225 SH   DFND   0 0 225
SIEMENS A G SPONSORED ADR 826197501 89,279 740,839 SH   SOLE   0 0 740,839
SIEMENS A G SPONSORED ADR 826197501 6,543 54,294 SH   DFND   0 0 54,294
SIERRA BANCORP COM 82620P102 50 3,185 SH   SOLE   0 0 3,185
SIGMA ALDRICH CORP COM 826552101 9,079 106,436 SH   SOLE   0 0 106,436
SIGMA ALDRICH CORP COM 826552101 4,488 52,619 SH   DFND   0 0 52,619
SIGNATURE BK NEW YORK N Y COM 82669G104 6,868 75,039 SH   SOLE   0 0 75,039
SIGNATURE BK NEW YORK N Y COM 82669G104 3,438 37,565 SH   DFND   0 0 37,565
SIGNET JEWELERS LIMITED SHS G81276100 29,662 413,991 SH   SOLE   0 0 413,991
SIGNET JEWELERS LIMITED SHS G81276100 4,358 60,818 SH   DFND   0 0 60,818
SILGAN HOLDINGS INC COM 827048109 8,526 181,403 SH   SOLE   0 0 181,403
SILGAN HOLDINGS INC COM 827048109 3,482 74,084 SH   DFND   0 0 74,084
SILICON GRAPHICS INTL CORP COM 82706L108 115 7,073 SH   SOLE   0 0 7,073
SILICON LABORATORIES INC COM 826919102 230 5,378 SH   SOLE   0 0 5,378
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 990 171,240 SH   SOLE   0 0 171,240
SILVER STD RES INC COM 82823L106 33 5,397 SH   SOLE   0 0 5,397
SILVER WHEATON CORP COM 828336107 19,935 804,813 SH   SOLE   0 0 804,813
SILVER WHEATON CORP COM 828336107 10,626 428,986 SH   DFND   0 0 428,986
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 17 545 SH   DFND   0 0 545
SIMON PPTY GROUP INC NEW COM 828806109 89,204 601,796 SH   SOLE   0 0 601,796
SIMON PPTY GROUP INC NEW COM 828806109 25,310 170,745 SH   DFND   0 0 170,745
SIMPSON MANUFACTURING CO INC COM 829073105 48 1,465 SH   SOLE   0 0 1,465
SINA CORP ORD G81477104 5,517 67,964 SH   SOLE   0 0 67,964
SINA CORP ORD G81477104 1,030 12,687 SH   DFND   0 0 12,687
SINCLAIR BROADCAST GROUP INC CL A 829226109 6,259 186,724 SH   SOLE   0 0 186,724
SINCLAIR BROADCAST GROUP INC CL A 829226109 55 1,628 SH   DFND   0 0 1,628
SIRIUS XM RADIO INC COM 82967N108 26,391 6,810,470 SH   SOLE   0 0 6,810,470
SIRONA DENTAL SYSTEMS INC COM 82966C103 9,089 135,793 SH   SOLE   0 0 135,793
SIRONA DENTAL SYSTEMS INC COM 82966C103 2,391 35,725 SH   DFND   0 0 35,725
SIX FLAGS ENTMT CORP NEW COM 83001A102 814 24,096 SH   SOLE   0 0 24,096
SIX FLAGS ENTMT CORP NEW COM 83001A102 516 15,283 SH   DFND   0 0 15,283
SK TELECOM LTD SPONSORED ADR 78440P108 45,996 2,026,268 SH   SOLE   0 0 2,026,268
SK TELECOM LTD SPONSORED ADR 78440P108 1,868 82,276 SH   DFND   0 0 82,276
SKYLINE CORP COM 830830105 55 11,029 SH   SOLE   0 0 11,029
SKYWORKS SOLUTIONS INC COM 83088M102 9,491 382,088 SH   SOLE   0 0 382,088
SKYWORKS SOLUTIONS INC COM 83088M102 2,060 82,936 SH   DFND   0 0 82,936
SL GREEN RLTY CORP COM 78440X101 15,691 176,616 SH   SOLE   0 0 176,616
SL GREEN RLTY CORP COM 78440X101 3,844 43,271 SH   DFND   0 0 43,271
SLM CORP COM 78442P106 94,983 3,814,586 SH   SOLE   0 0 3,814,586
SLM CORP COM 78442P106 9,288 373,010 SH   DFND   0 0 373,010
SM ENERGY CO COM 78454L100 8,168 105,820 SH   SOLE   0 0 105,820
SM ENERGY CO COM 78454L100 1,867 24,190 SH   DFND   0 0 24,190
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 17,974 287,959 SH   SOLE   0 0 287,959
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 3,803 60,929 SH   DFND   0 0 60,929
SMITH A O COM 831865209 4,843 107,144 SH   SOLE   0 0 107,144
SMITH A O COM 831865209 2,082 46,060 SH   DFND   0 0 46,060
SMUCKER J M CO COM NEW 832696405 4,190 39,894 SH   SOLE   0 0 39,894
SNAP ON INC COM 833034101 39,676 398,754 SH   SOLE   0 0 398,754
SNAP ON INC COM 833034101 689 6,926 SH   DFND   0 0 6,926
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 619 9,933 SH   SOLE   0 0 9,933
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 2,161 34,647 SH   DFND   0 0 34,647
SOLAR CAP LTD COM 83413U100 27 1,232 SH   SOLE   0 0 1,232
SOLAR CAP LTD COM 83413U100 9 399 SH   DFND   0 0 399
SOLARWINDS INC COM 83416B109 3,999 114,050 SH   SOLE   0 0 114,050
SOLARWINDS INC COM 83416B109 1,738 49,578 SH   DFND   0 0 49,578
SOLERA HOLDINGS INC COM 83421A104 18,900 357,477 SH   SOLE   0 0 357,477
SOLERA HOLDINGS INC COM 83421A104 3,542 67,000 SH   DFND   0 0 67,000
SONIC AUTOMOTIVE INC CL A 83545G102 730 30,659 SH   SOLE   0 0 30,659
SONIC AUTOMOTIVE INC CL A 83545G102 49 2,042 SH   DFND   0 0 2,042
SONIC CORP COM 835451105 46 2,596 SH   DFND   0 0 2,596
SONOCO PRODS CO COM 835495102 19,359 497,144 SH   SOLE   0 0 497,144
SONOCO PRODS CO COM 835495102 557 14,297 SH   DFND   0 0 14,297
SONY CORP ADR NEW 835699307 78 3,624 SH   SOLE   0 0 3,624
SOTHEBYS COM 835898107 6,101 124,179 SH   SOLE   0 0 124,179
SOTHEBYS COM 835898107 3,263 66,423 SH   DFND   0 0 66,423
SOURCEFIRE INC COM 83616T108 3,639 47,934 SH   SOLE   0 0 47,934
SOURCEFIRE INC COM 83616T108 54 706 SH   DFND   0 0 706
SOUTH JERSEY INDS INC COM 838518108 3,792 64,729 SH   SOLE   0 0 64,729
SOUTH JERSEY INDS INC COM 838518108 114 1,943 SH   DFND   0 0 1,943
SOUTHERN CO COM 842587107 53,371 1,296,031 SH   SOLE   0 0 1,296,031
SOUTHERN CO COM 842587107 12,637 306,876 SH   DFND   0 0 306,876
SOUTHERN COPPER CORP COM 84265V105 26,745 981,837 SH   SOLE   0 0 981,837
SOUTHERN COPPER CORP COM 84265V105 1,046 38,400 SH   DFND   0 0 38,400
SOUTHSIDE BANCSHARES INC COM 84470P109 499 18,603 SH   SOLE   0 0 18,603
SOUTHSIDE BANCSHARES INC COM 84470P109 17 641 SH   DFND   0 0 641
SOUTHWEST AIRLS CO COM 844741108 5,540 380,518 SH   SOLE   0 0 380,518
SOUTHWEST AIRLS CO COM 844741108 3,919 269,140 SH   DFND   0 0 269,140
SOUTHWEST BANCORP INC OKLA COM 844767103 35 2,358 SH   DFND   0 0 2,358
SOUTHWEST GAS CORP COM 844895102 770 15,404 SH   SOLE   0 0 15,404
SOUTHWEST GAS CORP COM 844895102 613 12,257 SH   DFND   0 0 12,257
SOUTHWESTERN ENERGY CO COM 845467109 11,571 318,070 SH   SOLE   0 0 318,070
SOUTHWESTERN ENERGY CO COM 845467109 1,755 48,245 SH   DFND   0 0 48,245
SOVRAN SELF STORAGE INC COM 84610H108 6,221 82,198 SH   SOLE   0 0 82,198
SOVRAN SELF STORAGE INC COM 84610H108 416 5,496 SH   DFND   0 0 5,496
SPARK NETWORKS INC COM 84651P100 155 18,623 SH   SOLE   0 0 18,623
SPARTAN STORES INC COM 846822104 227 10,291 SH   SOLE   0 0 10,291
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 350 2,318 SH   SOLE   0 0 2,318
SPDR GOLD TRUST GOLD SHS 78463V107 169 1,316 SH   SOLE   0 0 1,316
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 7,640 180,620 SH   SOLE   0 0 180,620
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 27,020 579,217 SH   SOLE   0 0 579,217
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 1,776 51,844 SH   SOLE   0 0 51,844
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 10,336 316,170 SH   SOLE   0 0 316,170
SPDR S&P 500 ETF TR TR UNIT 78462F103 95,600 569,012 SH   SOLE   0 0 569,012
SPDR S&P 500 ETF TR TR UNIT 78462F103 143 852 SH   DFND   0 0 852
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,222 9,819 SH   SOLE   0 0 9,819
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 1,476 6,520 SH   DFND   0 0 6,520
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 89 1,962 SH   SOLE   0 0 1,962
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 23,553 591,106 SH   SOLE   0 0 591,106
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 1,700 74,424 SH   SOLE   0 0 74,424
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 7,705 132,000 SH   SOLE   0 0 132,000
SPDR SERIES TRUST DJ REIT ETF 78464A607 10 132 SH   SOLE   0 0 132
SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 338 5,925 SH   SOLE   0 0 5,925
SPDR SERIES TRUST BRCLYS INTER ETF 78464A672 18,626 312,015 SH   SOLE   0 0 312,015
SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 23,373 510,438 SH   SOLE   0 0 510,438
SPDR SERIES TRUST S&P DIVID ETF 78464A763 22,264 322,945 SH   SOLE   0 0 322,945
SPECTRA ENERGY CORP COM 847560109 42,321 1,236,362 SH   SOLE   0 0 1,236,362
SPECTRA ENERGY CORP COM 847560109 3,860 112,763 SH   DFND   0 0 112,763
SPECTRANETICS CORP COM 84760C107 511 30,401 SH   SOLE   0 0 30,401
SPECTRANETICS CORP COM 84760C107 1,734 103,230 SH   DFND   0 0 103,230
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,241 34,041 SH   SOLE   0 0 34,041
SPECTRUM BRANDS HLDGS INC COM 84763R101 52 783 SH   DFND   0 0 783
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1 105 SH   SOLE   0 0 105
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,892 201,822 SH   SOLE   0 0 201,822
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,828 116,671 SH   DFND   0 0 116,671
SPIRIT AIRLS INC COM 848577102 2,400 70,046 SH   SOLE   0 0 70,046
SPIRIT AIRLS INC COM 848577102 465 13,560 SH   DFND   0 0 13,560
SPLUNK INC COM 848637104 18,963 315,837 SH   SOLE   0 0 315,837
SPLUNK INC COM 848637104 14,591 243,028 SH   DFND   0 0 243,028
SPS COMM INC COM 78463M107 362 5,411 SH   SOLE   0 0 5,411
SPS COMM INC COM 78463M107 4,503 67,295 SH   DFND   0 0 67,295
SPX CORP COM 784635104 6,297 74,396 SH   SOLE   0 0 74,396
SPX CORP COM 784635104 417 4,924 SH   DFND   0 0 4,924
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 566 14,865 SH   SOLE   0 0 14,865
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,455 90,676 SH   DFND   0 0 90,676
ST JUDE MED INC COM 790849103 75,928 1,415,519 SH   SOLE   0 0 1,415,519
ST JUDE MED INC COM 790849103 16,197 301,962 SH   DFND   0 0 301,962
STAAR SURGICAL CO COM PAR $0.01 852312305 95 7,009 SH   SOLE   0 0 7,009
STAAR SURGICAL CO COM PAR $0.01 852312305 72 5,330 SH   DFND   0 0 5,330
STAG INDL INC COM 85254J102 1,150 57,164 SH   SOLE   0 0 57,164
STAG INDL INC COM 85254J102 572 28,438 SH   DFND   0 0 28,438
STAGE STORES INC COM NEW 85254C305 2,341 121,943 SH   SOLE   0 0 121,943
STAGE STORES INC COM NEW 85254C305 2,290 119,281 SH   DFND   0 0 119,281
STAMPS COM INC COM NEW 852857200 16 353 SH   DFND   0 0 353
STANCORP FINL GROUP INC COM 852891100 2,799 50,874 SH   SOLE   0 0 50,874
STANCORP FINL GROUP INC COM 852891100 141 2,556 SH   DFND   0 0 2,556
STANDARD MTR PRODS INC COM 853666105 987 30,699 SH   SOLE   0 0 30,699
STANDARD MTR PRODS INC COM 853666105 79 2,445 SH   DFND   0 0 2,445
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 519 421,000 PRN   SOLE   0 0 421,000
STANDARD PAC CORP NEW COM 85375C101 38 4,770 SH   DFND   0 0 4,770
STANDARD PARKING CORP COM 853790103 22 802 SH   DFND   0 0 802
STANLEY BLACK & DECKER INC COM 854502101 40,882 451,391 SH   SOLE   0 0 451,391
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 8,481 61,903 SH   SOLE   0 0 61,903
STANLEY BLACK & DECKER INC COM 854502101 8,584 94,773 SH   DFND   0 0 94,773
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 3 25 SH   DFND   0 0 25
STAPLES INC COM 855030102 76,897 5,248,933 SH   SOLE   0 0 5,248,933
STAPLES INC COM 855030102 5,538 378,026 SH   DFND   0 0 378,026
STARBUCKS CORP COM 855244109 274,482 3,566,091 SH   SOLE   0 0 3,566,091
STARBUCKS CORP COM 855244109 70,734 918,986 SH   DFND   0 0 918,986
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 38,226 575,267 SH   SOLE   0 0 575,267
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5,927 89,202 SH   DFND   0 0 89,202
STARWOOD PPTY TR INC COM 85571B105 17,601 734,297 SH   SOLE   0 0 734,297
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 317 306,000 PRN   SOLE   0 0 306,000
STARWOOD PPTY TR INC COM 85571B105 743 31,009 SH   DFND   0 0 31,009
STARZ COM SER A 85571Q102 3,214 114,270 SH   SOLE   0 0 114,270
STARZ COM SER A 85571Q102 105 3,737 SH   DFND   0 0 3,737
STATE AUTO FINL CORP COM 855707105 13 621 SH   DFND   0 0 621
STATE BK FINL CORP COM 856190103 2,944 185,512 SH   SOLE   0 0 185,512
STATE BK FINL CORP COM 856190103 385 24,270 SH   DFND   0 0 24,270
STATE STR CORP COM 857477103 88,300 1,342,970 SH   SOLE   0 0 1,342,970
STATE STR CORP COM 857477103 27,002 410,679 SH   DFND   0 0 410,679
STATOIL ASA SPONSORED ADR 85771P102 47,265 2,084,002 SH   SOLE   0 0 2,084,002
STATOIL ASA SPONSORED ADR 85771P102 2,807 123,765 SH   DFND   0 0 123,765
STEEL DYNAMICS INC COM 858119100 7,331 438,455 SH   SOLE   0 0 438,455
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 2,688 2,463,000 PRN   SOLE   0 0 2,463,000
STEEL DYNAMICS INC COM 858119100 971 58,052 SH   DFND   0 0 58,052
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 21 19,000 PRN   DFND   0 0 19,000
STEELCASE INC CL A 858155203 1,500 90,234 SH   SOLE   0 0 90,234
STEELCASE INC CL A 858155203 617 37,134 SH   DFND   0 0 37,134
STEINER LEISURE LTD ORD P8744Y102 1,082 18,510 SH   SOLE   0 0 18,510
STEINER LEISURE LTD ORD P8744Y102 643 10,999 SH   DFND   0 0 10,999
STEPAN CO COM 858586100 2,740 47,462 SH   SOLE   0 0 47,462
STEPAN CO COM 858586100 387 6,697 SH   DFND   0 0 6,697
STERICYCLE INC COM 858912108 9,568 82,915 SH   SOLE   0 0 82,915
STERICYCLE INC COM 858912108 4,423 38,331 SH   DFND   0 0 38,331
STERIS CORP COM 859152100 48 1,119 SH   SOLE   0 0 1,119
STERLING CONSTRUCTION CO INC COM 859241101 12 1,271 SH   DFND   0 0 1,271
STERLING FINL CORP WASH COM NEW 859319303 922 32,171 SH   SOLE   0 0 32,171
STERLING FINL CORP WASH COM NEW 859319303 23 800 SH   DFND   0 0 800
STIFEL FINL CORP COM 860630102 9,484 230,077 SH   SOLE   0 0 230,077
STIFEL FINL CORP COM 860630102 1,126 27,318 SH   DFND   0 0 27,318
STMICROELECTRONICS N V NY REGISTRY 861012102 1,329 144,411 SH   SOLE   0 0 144,411
STONE ENERGY CORP COM 861642106 2,550 78,645 SH   SOLE   0 0 78,645
STONE ENERGY CORP COM 861642106 2,036 62,767 SH   DFND   0 0 62,767
STRATASYS LTD SHS M85548101 7,342 72,505 SH   SOLE   1,767 0 70,738
STRATASYS LTD SHS M85548101 3,859 38,114 SH   DFND   31,030 0 7,084
STRATEGIC HOTELS & RESORTS I COM 86272T106 3,924 452,067 SH   SOLE   0 0 452,067
STRATEGIC HOTELS & RESORTS I COM 86272T106 271 31,224 SH   DFND   0 0 31,224
STRYKER CORP COM 863667101 28,688 424,438 SH   SOLE   0 0 424,438
STRYKER CORP COM 863667101 14,656 216,841 SH   DFND   0 0 216,841
STURM RUGER & CO INC COM 864159108 8,903 142,157 SH   SOLE   0 0 142,157
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 76,044 7,815,433 SH   SOLE   0 0 7,815,433
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 5,877 603,997 SH   DFND   0 0 603,997
SUMMIT HOTEL PPTYS COM 866082100 676 73,609 SH   SOLE   0 0 73,609
SUMMIT HOTEL PPTYS COM 866082100 21 2,291 SH   DFND   0 0 2,291
SUN CMNTYS INC COM 866674104 1,470 34,481 SH   SOLE   0 0 34,481
SUN CMNTYS INC COM 866674104 578 13,566 SH   DFND   0 0 13,566
SUN HYDRAULICS CORP COM 866942105 6 152 SH   SOLE   0 0 152
SUNCOR ENERGY INC NEW COM 867224107 71,581 2,000,599 SH   SOLE   0 0 2,000,599
SUNCOR ENERGY INC NEW COM 867224107 6,721 187,856 SH   DFND   0 0 187,856
SUNEDISON INC COM 86732Y109 3,128 392,516 SH   SOLE   0 0 392,516
SUNEDISON INC COM 86732Y109 375 47,085 SH   DFND   0 0 47,085
SUNPOWER CORP COM 867652406 497 19,016 SH   SOLE   0 0 19,016
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,823 378,544 SH   SOLE   0 0 378,544
SUNSTONE HOTEL INVS INC NEW COM 867892101 183 14,351 SH   DFND   0 0 14,351
SUNTRUST BKS INC COM 867914103 66,050 2,037,316 SH   SOLE   0 0 2,037,316
SUNTRUST BKS INC COM 867914103 12,536 386,665 SH   DFND   0 0 386,665
SUPERIOR ENERGY SVCS INC COM 868157108 13,080 522,373 SH   SOLE   0 0 522,373
SUPERIOR ENERGY SVCS INC COM 868157108 311 12,410 SH   DFND   0 0 12,410
SUSQUEHANNA BANCSHARES INC P COM 869099101 1,988 158,631 SH   SOLE   0 0 158,631
SUSQUEHANNA BANCSHARES INC P COM 869099101 435 34,711 SH   DFND   0 0 34,711
SUSSER HLDGS CORP COM 869233106 4,687 88,177 SH   SOLE   0 0 88,177
SUSSER HLDGS CORP COM 869233106 8 159 SH   DFND   0 0 159
SVB FINL GROUP COM 78486Q101 4,303 49,820 SH   SOLE   0 0 49,820
SVB FINL GROUP COM 78486Q101 860 9,958 SH   DFND   0 0 9,958
SWIFT ENERGY CO COM 870738101 2,117 185,355 SH   SOLE   0 0 185,355
SWIFT ENERGY CO COM 870738101 30 2,586 SH   DFND   0 0 2,586
SWIFT TRANSN CO CL A 87074U101 1,329 65,813 SH   SOLE   0 0 65,813
SWIFT TRANSN CO CL A 87074U101 488 24,162 SH   DFND   0 0 24,162
SWS GROUP INC COM 78503N107 1,116 200,062 SH   SOLE   0 0 200,062
SYKES ENTERPRISES INC COM 871237103 3,053 170,677 SH   SOLE   0 0 170,677
SYKES ENTERPRISES INC COM 871237103 1,647 92,056 SH   DFND   0 0 92,056
SYMANTEC CORP COM 871503108 25,833 1,043,777 SH   SOLE   0 0 1,043,777
SYMANTEC CORP COM 871503108 5,633 227,577 SH   DFND   0 0 227,577
SYMETRA FINL CORP COM 87151Q106 2,660 149,256 SH   SOLE   0 0 149,256
SYMETRA FINL CORP COM 87151Q106 1,820 102,108 SH   DFND   0 0 102,108
SYMMETRICOM INC COM 871543104 470 97,423 SH   SOLE   0 0 97,423
SYMMETRY MED INC COM 871546206 123 15,109 SH   SOLE   0 0 15,109
SYMMETRY MED INC COM 871546206 30 3,702 SH   DFND   0 0 3,702
SYNAGEVA BIOPHARMA CORP COM 87159A103 348 5,484 SH   SOLE   0 0 5,484
SYNAGEVA BIOPHARMA CORP COM 87159A103 259 4,089 SH   DFND   0 0 4,089
SYNAPTICS INC COM 87157D109 10 217 SH   SOLE   0 0 217
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 707 18,588 SH   SOLE   0 0 18,588
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,075 80,785 SH   DFND   0 0 80,785
SYNGENTA AG SPONSORED ADR 87160A100 32,616 401,186 SH   SOLE   0 0 401,186
SYNGENTA AG SPONSORED ADR 87160A100 8,149 100,230 SH   DFND   0 0 100,230
SYNNEX CORP COM 87162W100 731 11,895 SH   SOLE   0 0 11,895
SYNNEX CORP COM 87162W100 13 208 SH   DFND   0 0 208
SYNOPSYS INC COM 871607107 8,636 229,065 SH   SOLE   0 0 229,065
SYNOPSYS INC COM 871607107 387 10,276 SH   DFND   0 0 10,276
SYNOVUS FINL CORP COM 87161C105 837 253,597 SH   SOLE   0 0 253,597
SYNOVUS FINL CORP COM 87161C105 475 143,852 SH   DFND   0 0 143,852
SYNTEL INC COM 87162H103 26 328 SH   SOLE   0 0 328
SYNTEL INC COM 87162H103 289 3,608 SH   DFND   0 0 3,608
SYSCO CORP COM 871829107 25,498 801,061 SH   SOLE   0 0 801,061
SYSCO CORP COM 871829107 695 21,840 SH   DFND   0 0 21,840
TABLEAU SOFTWARE INC CL A 87336U105 185 2,590 SH   SOLE   0 0 2,590
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 81,106 4,782,183 SH   SOLE   0 0 4,782,183
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,283 665,256 SH   DFND   0 0 665,256
TAL INTL GROUP INC COM 874083108 4,867 104,149 SH   SOLE   0 0 104,149
TAL INTL GROUP INC COM 874083108 38 811 SH   DFND   0 0 811
TALISMAN ENERGY INC COM 87425E103 17,017 1,479,734 SH   SOLE   0 0 1,479,734
TALISMAN ENERGY INC COM 87425E103 2,540 220,846 SH   DFND   0 0 220,846
TAMINCO CORP COM 87509U106 1,490 73,398 SH   SOLE   0 0 73,398
TAMINCO CORP COM 87509U106 655 32,282 SH   DFND   0 0 32,282
TANGER FACTORY OUTLET CTRS I COM 875465106 6,448 197,501 SH   SOLE   0 0 197,501
TANGER FACTORY OUTLET CTRS I COM 875465106 107 3,266 SH   DFND   0 0 3,266
TARGA RES CORP COM 87612G101 1,631 22,355 SH   SOLE   0 0 22,355
TARGET CORP COM 87612E106 109,781 1,715,867 SH   SOLE   0 0 1,715,867
TARGET CORP COM 87612E106 19,805 309,547 SH   DFND   0 0 309,547
TATA MTRS LTD SPONSORED ADR 876568502 31,585 1,186,505 SH   SOLE   0 0 1,186,505
TATA MTRS LTD SPONSORED ADR 876568502 3,113 116,947 SH   DFND   0 0 116,947
TAUBMAN CTRS INC COM 876664103 10,216 151,772 SH   SOLE   0 0 151,772
TAUBMAN CTRS INC COM 876664103 3,743 55,603 SH   DFND   0 0 55,603
TAYLOR MORRISON HOME CORP CL A 87724P106 2,311 102,032 SH   SOLE   0 0 102,032
TAYLOR MORRISON HOME CORP CL A 87724P106 318 14,060 SH   DFND   0 0 14,060
TCF FINL CORP COM 872275102 3,422 239,618 SH   SOLE   0 0 239,618
TCF FINL CORP COM 872275102 2,852 199,717 SH   DFND   0 0 199,717
TD AMERITRADE HLDG CORP COM 87236Y108 1,624 62,032 SH   SOLE   0 0 62,032
TD AMERITRADE HLDG CORP COM 87236Y108 7,600 290,297 SH   DFND   0 0 290,297
TE CONNECTIVITY LTD REG SHS H84989104 76,937 1,485,842 SH   SOLE   0 0 1,485,842
TE CONNECTIVITY LTD REG SHS H84989104 8,095 156,325 SH   DFND   0 0 156,325
TEAM HEALTH HOLDINGS INC COM 87817A107 13,972 368,262 SH   SOLE   0 0 368,262
TEAM HEALTH HOLDINGS INC COM 87817A107 1,537 40,522 SH   DFND   0 0 40,522
TEARLAB CORP COM 878193101 263 23,790 SH   SOLE   0 0 23,790
TEARLAB CORP COM 878193101 174 15,750 SH   DFND   0 0 15,750
TECH DATA CORP COM 878237106 2,076 41,589 SH   SOLE   0 0 41,589
TECH DATA CORP COM 878237106 7 148 SH   DFND   0 0 148
TECHNE CORP COM 878377100 12,068 150,736 SH   SOLE   0 0 150,736
TECHNE CORP COM 878377100 4,678 58,425 SH   DFND   0 0 58,425
TECHTARGET INC COM 87874R100 11 2,134 SH   DFND   0 0 2,134
TECK RESOURCES LTD CL B 878742204 2,500 93,141 SH   SOLE   0 0 93,141
TECO ENERGY INC COM 872375100 6,737 407,286 SH   SOLE   0 0 407,286
TECO ENERGY INC COM 872375100 1,120 67,744 SH   DFND   0 0 67,744
TEJON RANCH CO COM 879080109 9,200 298,313 SH   SOLE   0 0 298,313
TEJON RANCH CO *W EXP 08/31/201 879080133 119 43,225 SH   SOLE   0 0 43,225
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 1,795 220,247 SH   SOLE   0 0 220,247
TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y201 28 4,279 SH   SOLE   0 0 4,279
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 219 26,856 SH   DFND   0 0 26,856
TELEDYNE TECHNOLOGIES INC COM 879360105 18,083 212,915 SH   SOLE   0 0 212,915
TELEDYNE TECHNOLOGIES INC COM 879360105 489 5,762 SH   DFND   0 0 5,762
TELEFLEX INC COM 879369106 18,224 221,493 SH   SOLE   0 0 221,493
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 4,969 3,529,000 PRN   SOLE   0 0 3,529,000
TELEFLEX INC COM 879369106 1,103 13,406 SH   DFND   0 0 13,406
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 34 24,000 PRN   DFND   0 0 24,000
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,773 79,003 SH   SOLE   0 0 79,003
TELEFONICA S A SPONSORED ADR 879382208 9,276 599,256 SH   SOLE   0 0 599,256
TELEFONICA S A SPONSORED ADR 879382208 1,563 100,996 SH   DFND   0 0 100,996
TELEPHONE & DATA SYS INC COM NEW 879433829 5,890 199,333 SH   SOLE   0 0 199,333
TELEPHONE & DATA SYS INC COM NEW 879433829 650 22,008 SH   DFND   0 0 22,008
TELETECH HOLDINGS INC COM 879939106 2 66 SH   SOLE   0 0 66
TEMPUR SEALY INTL INC COM 88023U101 536 12,187 SH   SOLE   0 0 12,187
TENARIS S A SPONSORED ADR 88031M109 1,949 41,659 SH   SOLE   0 0 41,659
TENET HEALTHCARE CORP COM NEW 88033G407 18,301 444,315 SH   SOLE   0 0 444,315
TENNANT CO COM 880345103 143 2,312 SH   SOLE   0 0 2,312
TENNANT CO COM 880345103 527 8,496 SH   DFND   0 0 8,496
TENNECO INC COM 880349105 8,563 169,558 SH   SOLE   0 0 169,558
TENNECO INC COM 880349105 740 14,660 SH   DFND   0 0 14,660
TERADATA CORP DEL COM 88076W103 22,663 408,788 SH   SOLE   0 0 408,788
TERADATA CORP DEL COM 88076W103 6,015 108,497 SH   DFND   0 0 108,497
TERADYNE INC COM 880770102 13,435 813,254 SH   SOLE   0 0 813,254
TERADYNE INC COM 880770102 4,107 248,601 SH   DFND   0 0 248,601
TEREX CORP NEW COM 880779103 13,629 405,611 SH   SOLE   0 0 405,611
TEREX CORP NEW COM 880779103 2,261 67,289 SH   DFND   0 0 67,289
TERRENO RLTY CORP COM 88146M101 525 29,546 SH   SOLE   0 0 29,546
TERRENO RLTY CORP COM 88146M101 56 3,165 SH   DFND   0 0 3,165
TESARO INC COM 881569107 147 3,799 SH   SOLE   0 0 3,799
TESARO INC COM 881569107 52 1,346 SH   DFND   0 0 1,346
TESLA MTRS INC COM 88160R101 18,934 97,915 SH   SOLE   0 0 97,915
TESLA MTRS INC COM 88160R101 34,000 175,831 SH   DFND   0 0 175,831
TESORO CORP COM 881609101 6,263 142,402 SH   SOLE   0 0 142,402
TESORO CORP COM 881609101 959 21,815 SH   DFND   0 0 21,815
TESSERA TECHNOLOGIES INC COM 88164L100 2,528 130,691 SH   SOLE   0 0 130,691
TESSERA TECHNOLOGIES INC COM 88164L100 2,625 135,733 SH   DFND   0 0 135,733
TETRA TECH INC NEW COM 88162G103 3,105 119,915 SH   SOLE   0 0 119,915
TETRA TECH INC NEW COM 88162G103 3,006 116,105 SH   DFND   0 0 116,105
TETRA TECHNOLOGIES INC DEL COM 88162F105 630 50,314 SH   SOLE   0 0 50,314
TETRA TECHNOLOGIES INC DEL COM 88162F105 62 4,918 SH   DFND   0 0 4,918
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 6,181 5,961,000 PRN   SOLE   0 0 5,961,000
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 21 20,000 PRN   DFND   0 0 20,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 150,100 3,972,991 SH   SOLE   3,972,991 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8,739 231,303 SH   DFND   231,303 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 5,719 124,623 SH   SOLE   0 0 124,623
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,065 23,217 SH   DFND   0 0 23,217
TEXAS INDS INC COM 882491103 4,331 65,319 SH   SOLE   0 0 65,319
TEXAS INDS INC COM 882491103 64 968 SH   DFND   0 0 968
TEXAS INSTRS INC COM 882508104 74,611 1,851,850 SH   SOLE   0 0 1,851,850
TEXAS INSTRS INC COM 882508104 23,862 592,245 SH   DFND   0 0 592,245
TEXAS ROADHOUSE INC COM 882681109 4,776 181,584 SH   SOLE   0 0 181,584
TEXAS ROADHOUSE INC COM 882681109 1,138 43,274 SH   DFND   0 0 43,274
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,797 47,461 SH   SOLE   0 0 47,461
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 465 12,284 SH   DFND   0 0 12,284
TEXTRON INC COM 883203101 11,355 411,255 SH   SOLE   0 0 411,255
TEXTRON INC COM 883203101 569 20,623 SH   DFND   0 0 20,623
TEXTURA CORP COM 883211104 77 1,793 SH   SOLE   0 0 1,793
TEXTURA CORP COM 883211104 154 3,583 SH   DFND   0 0 3,583
THE ADT CORPORATION COM 00101J106 17,006 418,238 SH   SOLE   0 0 418,238
THE ADT CORPORATION COM 00101J106 508 12,491 SH   DFND   0 0 12,491
THERAVANCE INC COM 88338T104 445 10,888 SH   SOLE   0 0 10,888
THERAVANCE INC COM 88338T104 228 5,581 SH   DFND   0 0 5,581
THERMO FISHER SCIENTIFIC INC COM 883556102 97,928 1,062,707 SH   SOLE   0 0 1,062,707
THERMO FISHER SCIENTIFIC INC COM 883556102 19,994 216,969 SH   DFND   0 0 216,969
THERMON GROUP HLDGS INC COM 88362T103 4,451 192,581 SH   SOLE   0 0 192,581
THERMON GROUP HLDGS INC COM 88362T103 64 2,773 SH   DFND   0 0 2,773
THIRD PT REINS LTD COM G8827U100 543 37,492 SH   SOLE   0 0 37,492
THIRD PT REINS LTD COM G8827U100 2,511 173,322 SH   DFND   0 0 173,322
THOMSON REUTERS CORP COM 884903105 5,844 166,936 SH   SOLE   0 0 166,936
THOR INDS INC COM 885160101 6,074 104,658 SH   SOLE   0 0 104,658
THOR INDS INC COM 885160101 1,260 21,710 SH   DFND   0 0 21,710
THORATEC CORP COM NEW 885175307 8,522 228,541 SH   SOLE   0 0 228,541
THORATEC CORP COM NEW 885175307 3,373 90,456 SH   DFND   0 0 90,456
TIBCO SOFTWARE INC COM 88632Q103 15,816 618,053 SH   SOLE   0 0 618,053
TIBCO SOFTWARE INC COM 88632Q103 6,473 252,946 SH   DFND   0 0 252,946
TIDEWATER INC COM 886423102 3,958 66,670 SH   SOLE   0 0 66,670
TIDEWATER INC COM 886423102 821 13,839 SH   DFND   0 0 13,839
TIFFANY & CO NEW COM 886547108 19,240 251,103 SH   SOLE   0 0 251,103
TIFFANY & CO NEW COM 886547108 16,924 220,882 SH   DFND   0 0 220,882
TILE SHOP HLDGS INC COM 88677Q109 340 11,526 SH   SOLE   0 0 11,526
TILE SHOP HLDGS INC COM 88677Q109 1,494 50,662 SH   DFND   0 0 50,662
TIM HORTONS INC COM 88706M103 3,895 67,153 SH   SOLE   0 0 67,153
TIM HORTONS INC COM 88706M103 2,594 44,730 SH   DFND   0 0 44,730
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 3,621 153,645 SH   SOLE   0 0 153,645
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 449 19,039 SH   DFND   0 0 19,039
TIME WARNER CABLE INC COM 88732J207 42,264 378,709 SH   SOLE   0 0 378,709
TIME WARNER CABLE INC COM 88732J207 1,390 12,454 SH   DFND   0 0 12,454
TIME WARNER INC COM NEW 887317303 53,514 813,165 SH   SOLE   0 0 813,165
TIME WARNER INC COM NEW 887317303 40,916 621,728 SH   DFND   0 0 621,728
TIMKEN CO COM 887389104 15,574 257,854 SH   SOLE   0 0 257,854
TIMKEN CO COM 887389104 2,250 37,251 SH   DFND   0 0 37,251
TITAN INTL INC ILL COM 88830M102 85 5,818 SH   SOLE   0 0 5,818
TITAN MACHY INC COM 88830R101 311 19,348 SH   SOLE   0 0 19,348
TITAN MACHY INC COM 88830R101 1,183 73,619 SH   DFND   0 0 73,619
TIVO INC COM 888706108 73 5,896 SH   DFND   0 0 5,896
TJX COS INC NEW COM 872540109 133,469 2,366,887 SH   SOLE   0 0 2,366,887
TJX COS INC NEW COM 872540109 84,853 1,504,748 SH   DFND   0 0 1,504,748
T-MOBILE US INC COM 872590104 1,104 42,501 SH   SOLE   0 0 42,501
T-MOBILE US INC COM 872590104 4,359 167,836 SH   DFND   0 0 167,836
TOLL BROTHERS INC COM 889478103 3,889 119,926 SH   SOLE   0 0 119,926
TOLL BROTHERS INC COM 889478103 109 3,365 SH   DFND   0 0 3,365
TORCHMARK CORP COM 891027104 12,480 172,491 SH   SOLE   0 0 172,491
TORCHMARK CORP COM 891027104 12,805 176,985 SH   DFND   0 0 176,985
TORO CO COM 891092108 3,706 68,186 SH   SOLE   0 0 68,186
TORO CO COM 891092108 3,410 62,736 SH   DFND   0 0 62,736
TORONTO DOMINION BK ONT COM NEW 891160509 46,525 517,058 SH   SOLE   0 0 517,058
TORONTO DOMINION BK ONT COM NEW 891160509 1,068 11,867 SH   DFND   0 0 11,867
TORTOISE ENERGY INFRSTRCTR C COM 89147L100 1 14 SH   SOLE   0 0 14
TOTAL S A SPONSORED ADR 89151E109 271,775 4,692,255 SH   SOLE   0 0 4,692,255
TOTAL S A SPONSORED ADR 89151E109 18,208 314,371 SH   DFND   0 0 314,371
TOTAL SYS SVCS INC COM 891906109 7,322 248,873 SH   SOLE   0 0 248,873
TOTAL SYS SVCS INC COM 891906109 4,547 154,557 SH   DFND   0 0 154,557
TOWER GROUP INTL LTD COM G8988C105 23 3,320 SH   SOLE   0 0 3,320
TOWER GROUP INTL LTD COM G8988C105 12 1,647 SH   DFND   0 0 1,647
TOWER INTL INC COM 891826109 132 6,609 SH   SOLE   0 0 6,609
TOWER INTL INC COM 891826109 46 2,282 SH   DFND   0 0 2,282
TOWERS WATSON & CO CL A 891894107 15,502 144,931 SH   SOLE   0 0 144,931
TOWERS WATSON & CO CL A 891894107 13,174 123,165 SH   DFND   0 0 123,165
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 63,201 493,639 SH   SOLE   0 0 493,639
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 7,805 60,966 SH   DFND   0 0 60,966
TRACTOR SUPPLY CO COM 892356106 17,957 267,344 SH   SOLE   0 0 267,344
TRACTOR SUPPLY CO COM 892356106 19,572 291,380 SH   DFND   0 0 291,380
TRANSCANADA CORP COM 89353D107 12,443 283,177 SH   SOLE   0 0 283,177
TRANSCANADA CORP COM 89353D107 2,725 62,008 SH   DFND   0 0 62,008
TRANSDIGM GROUP INC COM 893641100 11,604 83,663 SH   SOLE   0 0 83,663
TRANSDIGM GROUP INC COM 893641100 1,550 11,178 SH   DFND   0 0 11,178
TRANSOCEAN LTD REG SHS H8817H100 7,603 170,848 SH   SOLE   0 0 170,848
TRANSOCEAN LTD REG SHS H8817H100 91 2,055 SH   DFND   0 0 2,055
TRAVELERS COMPANIES INC COM 89417E109 265,706 3,134,436 SH   SOLE   0 0 3,134,436
TRAVELERS COMPANIES INC COM 89417E109 48,134 567,823 SH   DFND   0 0 567,823
TREDEGAR CORP COM 894650100 10,885 418,649 SH   SOLE   0 0 418,649
TREEHOUSE FOODS INC COM 89469A104 7,510 112,373 SH   SOLE   0 0 112,373
TREEHOUSE FOODS INC COM 89469A104 3,920 58,656 SH   DFND   0 0 58,656
TREX CO INC COM 89531P105 1,391 28,091 SH   SOLE   0 0 28,091
TREX CO INC COM 89531P105 328 6,624 SH   DFND   0 0 6,624
TRI POINTE HOMES INC COM 87265H109 17 1,128 SH   DFND   0 0 1,128
TRIANGLE PETE CORP COM NEW 89600B201 38 3,881 SH   SOLE   0 0 3,881
TRIMAS CORP COM NEW 896215209 11,469 307,406 SH   SOLE   0 0 307,406
TRIMAS CORP COM NEW 896215209 172 4,600 SH   DFND   0 0 4,600
TRIMBLE NAVIGATION LTD COM 896239100 5,226 175,895 SH   SOLE   0 0 175,895
TRIMBLE NAVIGATION LTD COM 896239100 1,253 42,158 SH   DFND   0 0 42,158
TRINITY INDS INC COM 896522109 4,179 92,141 SH   SOLE   0 0 92,141
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 381 314,000 PRN   SOLE   0 0 314,000
TRINITY INDS INC COM 896522109 552 12,170 SH   DFND   0 0 12,170
TRIPADVISOR INC COM 896945201 2,397 31,606 SH   SOLE   0 0 31,606
TRIPADVISOR INC COM 896945201 700 9,225 SH   DFND   0 0 9,225
TRIUMPH GROUP INC NEW COM 896818101 8,506 121,137 SH   SOLE   0 0 121,137
TRIUMPH GROUP INC NEW COM 896818101 3,833 54,591 SH   DFND   0 0 54,591
TRONOX LTD SHS CL A Q9235V101 2,052 83,857 SH   SOLE   0 0 83,857
TRONOX LTD SHS CL A Q9235V101 15 624 SH   DFND   0 0 624
TRUEBLUE INC COM 89785X101 70 2,927 SH   DFND   0 0 2,927
TRULIA INC COM 897888103 403 8,577 SH   SOLE   0 0 8,577
TRULIA INC COM 897888103 685 14,571 SH   DFND   0 0 14,571
TRUSTMARK CORP COM 898402102 3,215 125,598 SH   SOLE   0 0 125,598
TRUSTMARK CORP COM 898402102 126 4,941 SH   DFND   0 0 4,941
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 12,010 168,419 SH   SOLE   0 0 168,419
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 6,171 86,541 SH   DFND   0 0 86,541
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 271 111,000 PRN   SOLE   0 0 111,000
TTM TECHNOLOGIES INC COM 87305R109 953 97,802 SH   SOLE   0 0 97,802
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 3,106 3,038,000 PRN   SOLE   0 0 3,038,000
TTM TECHNOLOGIES INC COM 87305R109 551 56,597 SH   DFND   0 0 56,597
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 21 21,000 PRN   DFND   0 0 21,000
TUESDAY MORNING CORP COM NEW 899035505 138 9,054 SH   SOLE   0 0 9,054
TUESDAY MORNING CORP COM NEW 899035505 23 1,490 SH   DFND   0 0 1,490
TUMI HLDGS INC COM 89969Q104 2,444 121,308 SH   SOLE   0 0 121,308
TUMI HLDGS INC COM 89969Q104 89 4,432 SH   DFND   0 0 4,432
TUPPERWARE BRANDS CORP COM 899896104 36,057 417,473 SH   SOLE   0 0 417,473
TUPPERWARE BRANDS CORP COM 899896104 4,464 51,688 SH   DFND   0 0 51,688
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 8,104 549,434 SH   SOLE   0 0 549,434
TURQUOISE HILL RES LTD COM 900435108 0 82 SH   SOLE   0 0 82
TUTOR PERINI CORP COM 901109108 809 37,926 SH   SOLE   0 0 37,926
TUTOR PERINI CORP COM 901109108 611 28,675 SH   DFND   0 0 28,675
TW TELECOM INC COM 87311L104 3,746 125,423 SH   SOLE   0 0 125,423
TW TELECOM INC COM 87311L104 1,598 53,502 SH   DFND   0 0 53,502
TWENTY FIRST CENTY FOX INC CL A 90130A101 198,055 5,910,323 SH   SOLE   0 0 5,910,323
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,105 33,084 SH   SOLE   0 0 33,084
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,989 119,053 SH   DFND   0 0 119,053
TWO HBRS INVT CORP COM 90187B101 5,384 554,468 SH   SOLE   0 0 554,468
TWO HBRS INVT CORP COM 90187B101 201 20,696 SH   DFND   0 0 20,696
TYCO INTERNATIONAL LTD SHS H89128104 96,974 2,772,258 SH   SOLE   0 0 2,772,258
TYCO INTERNATIONAL LTD SHS H89128104 15,280 436,835 SH   DFND   0 0 436,835
TYLER TECHNOLOGIES INC COM 902252105 2,121 24,248 SH   SOLE   0 0 24,248
TYLER TECHNOLOGIES INC COM 902252105 1,745 19,952 SH   DFND   0 0 19,952
TYSON FOODS INC CL A 902494103 19,170 677,881 SH   SOLE   0 0 677,881
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 2,208 1,290,000 PRN   SOLE   0 0 1,290,000
TYSON FOODS INC CL A 902494103 6,116 216,261 SH   DFND   0 0 216,261
U M H PROPERTIES INC COM 903002103 130 13,129 SH   SOLE   0 0 13,129
U S AIRWAYS GROUP INC COM 90341W108 12,558 662,334 SH   SOLE   0 0 662,334
U S AIRWAYS GROUP INC COM 90341W108 283 14,937 SH   DFND   0 0 14,937
U S G CORP COM NEW 903293405 5,607 196,192 SH   SOLE   0 0 196,192
U S G CORP COM NEW 903293405 439 15,345 SH   DFND   0 0 15,345
U S PHYSICAL THERAPY INC COM 90337L108 831 26,727 SH   SOLE   0 0 26,727
U S PHYSICAL THERAPY INC COM 90337L108 26 823 SH   DFND   0 0 823
U S SILICA HLDGS INC COM 90346E103 1,856 74,539 SH   SOLE   0 0 74,539
U S SILICA HLDGS INC COM 90346E103 10 407 SH   DFND   0 0 407
UBS AG SHS NEW H89231338 35,984 1,753,613 SH   SOLE   0 0 1,753,613
UBS AG SHS NEW H89231338 3,751 182,809 SH   DFND   0 0 182,809
UBS AG JERSEY BRH LIVESTK ETN 38 902641828 1 50 SH   SOLE   0 0 50
UDR INC COM 902653104 14,433 608,973 SH   SOLE   0 0 608,973
UDR INC COM 902653104 1,017 42,926 SH   DFND   0 0 42,926
UGI CORP NEW COM 902681105 21,062 538,256 SH   SOLE   0 0 538,256
UGI CORP NEW COM 902681105 717 18,335 SH   DFND   0 0 18,335
UIL HLDG CORP COM 902748102 1 25 SH   SOLE   0 0 25
UIL HLDG CORP COM 902748102 37 993 SH   DFND   0 0 993
ULTA SALON COSMETCS & FRAG I COM 90384S303 40,076 335,479 SH   SOLE   0 0 335,479
ULTA SALON COSMETCS & FRAG I COM 90384S303 4,038 33,802 SH   DFND   0 0 33,802
ULTIMATE SOFTWARE GROUP INC COM 90385D107 8,773 59,520 SH   SOLE   0 0 59,520
ULTIMATE SOFTWARE GROUP INC COM 90385D107 8,377 56,834 SH   DFND   0 0 56,834
ULTRA PETROLEUM CORP COM 903914109 25,717 1,250,240 SH   SOLE   0 0 1,250,240
ULTRA PETROLEUM CORP COM 903914109 822 39,938 SH   DFND   0 0 39,938
ULTRATECH INC COM 904034105 324 10,681 SH   SOLE   0 0 10,681
ULTRATECH INC COM 904034105 1,532 50,551 SH   DFND   0 0 50,551
UMB FINL CORP COM 902788108 3,970 73,064 SH   SOLE   0 0 73,064
UMB FINL CORP COM 902788108 1,969 36,242 SH   DFND   0 0 36,242
UMPQUA HLDGS CORP COM 904214103 16,826 1,037,346 SH   SOLE   0 0 1,037,346
UMPQUA HLDGS CORP COM 904214103 6,283 387,361 SH   DFND   0 0 387,361
UNDER ARMOUR INC CL A 904311107 1,741 21,917 SH   SOLE   0 0 21,917
UNDER ARMOUR INC CL A 904311107 1,582 19,910 SH   DFND   0 0 19,910
UNIFIRST CORP MASS COM 904708104 47 453 SH   DFND   0 0 453
UNILEVER N V N Y SHS NEW 904784709 142,787 3,785,450 SH   SOLE   0 0 3,785,450
UNILEVER N V N Y SHS NEW 904784709 24,383 646,419 SH   DFND   0 0 646,419
UNILEVER PLC SPON ADR NEW 904767704 26,806 694,813 SH   SOLE   0 0 694,813
UNILEVER PLC SPON ADR NEW 904767704 2,679 69,442 SH   DFND   0 0 69,442
UNION FIRST MKT BANKSH CP COM 90662P104 504 21,581 SH   SOLE   0 0 21,581
UNION FIRST MKT BANKSH CP COM 90662P104 76 3,232 SH   DFND   0 0 3,232
UNION PAC CORP COM 907818108 268,576 1,728,958 SH   SOLE   0 0 1,728,958
UNION PAC CORP COM 907818108 16,330 105,125 SH   DFND   0 0 105,125
UNISYS CORP COM NEW 909214306 1,378 54,709 SH   SOLE   0 0 54,709
UNISYS CORP COM NEW 909214306 41 1,622 SH   DFND   0 0 1,622
UNIT CORP COM 909218109 23 501 SH   DFND   0 0 501
UNITED BANKSHARES INC WEST V COM 909907107 3,598 124,165 SH   SOLE   0 0 124,165
UNITED BANKSHARES INC WEST V COM 909907107 1,148 39,629 SH   DFND   0 0 39,629
UNITED CONTL HLDGS INC COM 910047109 36,016 1,172,781 SH   SOLE   0 0 1,172,781
UNITED CONTL HLDGS INC COM 910047109 1,210 39,392 SH   DFND   0 0 39,392
UNITED FIRE GROUP INC COM 910340108 558 18,304 SH   SOLE   0 0 18,304
UNITED NAT FOODS INC COM 911163103 48,716 724,268 SH   SOLE   0 0 724,268
UNITED NAT FOODS INC COM 911163103 6,960 103,470 SH   DFND   0 0 103,470
UNITED PARCEL SERVICE INC CL B 911312106 164,846 1,804,162 SH   SOLE   0 0 1,804,162
UNITED PARCEL SERVICE INC CL B 911312106 57,664 631,103 SH   DFND   0 0 631,103
UNITED RENTALS INC COM 911363109 26,657 457,315 SH   SOLE   0 0 457,315
UNITED RENTALS INC COM 911363109 4,400 75,489 SH   DFND   0 0 75,489
UNITED STATES CELLULAR CORP COM 911684108 38 834 SH   DFND   0 0 834
UNITED STATES STL CORP NEW COM 912909108 6,797 330,115 SH   SOLE   0 0 330,115
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 426 416,000 PRN   SOLE   0 0 416,000
UNITED STATIONERS INC COM 913004107 1,467 33,773 SH   SOLE   0 0 33,773
UNITED STATIONERS INC COM 913004107 1,435 33,031 SH   DFND   0 0 33,031
UNITED TECHNOLOGIES CORP COM 913017109 232,823 2,159,368 SH   SOLE   0 0 2,159,368
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 7,861 121,333 SH   SOLE   0 0 121,333
UNITED TECHNOLOGIES CORP COM 913017109 31,424 291,446 SH   DFND   0 0 291,446
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 2 36 SH   DFND   0 0 36
UNITED THERAPEUTICS CORP DEL COM 91307C102 24,850 315,161 SH   SOLE   0 0 315,161
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,946 62,721 SH   DFND   0 0 62,721
UNITEDHEALTH GROUP INC COM 91324P102 137,980 1,926,821 SH   SOLE   0 0 1,926,821
UNITEDHEALTH GROUP INC COM 91324P102 3,097 43,250 SH   DFND   0 0 43,250
UNIVERSAL AMERN CORP NEW COM 91338E101 1,164 152,776 SH   SOLE   0 0 152,776
UNIVERSAL CORP VA COM 913456109 12,140 238,359 SH   SOLE   0 0 238,359
UNIVERSAL ELECTRS INC COM 913483103 5,861 162,672 SH   SOLE   0 0 162,672
UNIVERSAL ELECTRS INC COM 913483103 87 2,404 SH   DFND   0 0 2,404
UNIVERSAL FST PRODS INC COM 913543104 521 12,412 SH   SOLE   0 0 12,412
UNIVERSAL FST PRODS INC COM 913543104 593 14,123 SH   DFND   0 0 14,123
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 2,136 51,022 SH   SOLE   0 0 51,022
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 282 6,740 SH   DFND   0 0 6,740
UNIVERSAL HLTH SVCS INC CL B 913903100 16,770 223,628 SH   SOLE   0 0 223,628
UNIVERSAL HLTH SVCS INC CL B 913903100 7,477 99,709 SH   DFND   0 0 99,709
UNIVERSAL STAINLESS & ALLOY COM 913837100 20 635 SH   DFND   0 0 635
UNS ENERGY CORP COM 903119105 2,132 45,722 SH   SOLE   0 0 45,722
UNS ENERGY CORP COM 903119105 120 2,575 SH   DFND   0 0 2,575
UNUM GROUP COM 91529Y106 32,612 1,071,354 SH   SOLE   0 0 1,071,354
UNUM GROUP COM 91529Y106 2,987 98,117 SH   DFND   0 0 98,117
URBAN OUTFITTERS INC COM 917047102 4,059 110,392 SH   SOLE   0 0 110,392
URBAN OUTFITTERS INC COM 917047102 1,347 36,638 SH   DFND   0 0 36,638
URS CORP NEW COM 903236107 8,117 151,017 SH   SOLE   0 0 151,017
URS CORP NEW COM 903236107 1,035 19,247 SH   DFND   0 0 19,247
US BANCORP DEL COM NEW 902973304 139,240 3,806,451 SH   SOLE   0 0 3,806,451
US BANCORP DEL COM NEW 902973304 48,022 1,312,783 SH   DFND   0 0 1,312,783
US ECOLOGY INC COM 91732J102 512 16,981 SH   SOLE   0 0 16,981
US ECOLOGY INC COM 91732J102 581 19,269 SH   DFND   0 0 19,269
UTI WORLDWIDE INC ORD G87210103 22 1,477 SH   SOLE   0 0 1,477
UTI WORLDWIDE INC ORD G87210103 247 16,334 SH   DFND   0 0 16,334
V F CORP COM 918204108 51,657 259,520 SH   SOLE   0 0 259,520
V F CORP COM 918204108 12,292 61,751 SH   DFND   0 0 61,751
VAALCO ENERGY INC COM NEW 91851C201 95 16,941 SH   SOLE   0 0 16,941
VAALCO ENERGY INC COM NEW 91851C201 625 111,921 SH   DFND   0 0 111,921
VAIL RESORTS INC COM 91879Q109 3,989 57,495 SH   SOLE   0 0 57,495
VALASSIS COMMUNICATIONS INC COM 918866104 24 846 SH   DFND   0 0 846
VALE S A ADR 91912E105 46,179 2,958,281 SH   SOLE   0 0 2,958,281
VALE S A ADR REPSTG PFD 91912E204 3,656 257,295 SH   SOLE   0 0 257,295
VALE S A ADR 91912E105 1,758 112,621 SH   DFND   0 0 112,621
VALEANT PHARMACEUTICALS INTL COM 91911K102 45,448 435,614 SH   SOLE   0 0 435,614
VALEANT PHARMACEUTICALS INTL COM 91911K102 3,504 33,590 SH   DFND   0 0 33,590
VALERO ENERGY CORP NEW COM 91913Y100 21,918 641,825 SH   SOLE   0 0 641,825
VALERO ENERGY CORP NEW COM 91913Y100 4,190 122,691 SH   DFND   0 0 122,691
VALIDUS HOLDINGS LTD COM SHS G9319H102 11,168 302,001 SH   SOLE   0 0 302,001
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,162 31,424 SH   DFND   0 0 31,424
VALMONT INDS INC COM 920253101 17,175 123,641 SH   SOLE   0 0 123,641
VALMONT INDS INC COM 920253101 2,309 16,621 SH   DFND   0 0 16,621
VALSPAR CORP COM 920355104 29,588 466,462 SH   SOLE   0 0 466,462
VALSPAR CORP COM 920355104 637 10,044 SH   DFND   0 0 10,044
VALUECLICK INC COM 92046N102 16,837 807,154 SH   SOLE   0 0 807,154
VALUECLICK INC COM 92046N102 438 20,980 SH   DFND   0 0 20,980
VANDA PHARMACEUTICALS INC COM 921659108 84 7,676 SH   SOLE   0 0 7,676
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 41,373 495,487 SH   SOLE   0 0 495,487
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 83,945 1,044,484 SH   SOLE   0 0 1,044,484
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 4,886 60,405 SH   SOLE   0 0 60,405
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 34,140 466,196 SH   SOLE   0 0 466,196
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 4,125 48,405 SH   SOLE   0 0 48,405
VANGUARD INDEX FDS REIT ETF 922908553 1,404 21,233 SH   SOLE   0 0 21,233
VANGUARD INDEX FDS SML CP GRW ETF 922908595 16,286 142,289 SH   SOLE   0 0 142,289
VANGUARD INDEX FDS SM CP VAL ETF 922908611 10,062 111,498 SH   SOLE   0 0 111,498
VANGUARD INDEX FDS LARGE CAP ETF 922908637 16,648 215,263 SH   SOLE   0 0 215,263
VANGUARD INDEX FDS GROWTH ETF 922908736 180,269 2,130,592 SH   SOLE   0 0 2,130,592
VANGUARD INDEX FDS VALUE ETF 922908744 146,860 2,104,316 SH   SOLE   0 0 2,104,316
VANGUARD INDEX FDS SMALL CP ETF 922908751 3,778 36,860 SH   SOLE   0 0 36,860
VANGUARD INDEX FDS TOTAL STK MKT 922908769 8,034 91,662 SH   SOLE   0 0 91,662
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 10 174 SH   SOLE   0 0 174
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,471 30,274 SH   SOLE   0 0 30,274
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 26,741 666,275 SH   SOLE   0 0 666,275
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 59,411 746,370 SH   SOLE   0 0 746,370
VANGUARD SCOTTSDALE FDS INT-TERM GOV 92206C706 1 8 SH   SOLE   0 0 8
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 26,570 324,068 SH   SOLE   0 0 324,068
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 3,008 36,061 SH   SOLE   0 0 36,061
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 4,332 62,235 SH   SOLE   0 0 62,235
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 26,617 672,483 SH   SOLE   0 0 672,483
VANGUARD WORLD FD MEGA GRWTH IND 921910816 14,777 225,707 SH   SOLE   0 0 225,707
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 7,073 140,598 SH   SOLE   0 0 140,598
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 24,917 252,150 SH   SOLE   0 0 252,150
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 11,505 110,990 SH   SOLE   0 0 110,990
VANGUARD WORLD FDS ENERGY ETF 92204A306 24,167 202,555 SH   SOLE   0 0 202,555
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 27,569 675,557 SH   SOLE   0 0 675,557
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 32,269 360,994 SH   SOLE   0 0 360,994
VANGUARD WORLD FDS INF TECH ETF 92204A702 75,791 939,174 SH   SOLE   0 0 939,174
VANGUARD WORLD FDS MATERIALS ETF 92204A801 5,967 62,704 SH   SOLE   0 0 62,704
VANGUARD WORLD FDS TELCOMM ETF 92204A884 10,037 124,261 SH   SOLE   0 0 124,261
VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 369 308,000 PRN   SOLE   0 0 308,000
VANTIV INC CL A 92210H105 7,557 270,462 SH   SOLE   0 0 270,462
VANTIV INC CL A 92210H105 1,657 59,303 SH   DFND   0 0 59,303
VARIAN MED SYS INC COM 92220P105 55,546 743,287 SH   SOLE   0 0 743,287
VARIAN MED SYS INC COM 92220P105 4,917 65,801 SH   DFND   0 0 65,801
VCA ANTECH INC COM 918194101 4,372 159,209 SH   SOLE   0 0 159,209
VCA ANTECH INC COM 918194101 3,605 131,274 SH   DFND   0 0 131,274
VECTOR GROUP LTD FRNT 1/1 92240MAY4 187 157,000 PRN   SOLE   0 0 157,000
VECTREN CORP COM 92240G101 177 5,299 SH   DFND   0 0 5,299
VEECO INSTRS INC DEL COM 922417100 7,918 212,735 SH   SOLE   0 0 212,735
VEECO INSTRS INC DEL COM 922417100 72 1,939 SH   DFND   0 0 1,939
VENTAS INC COM 92276F100 48,961 796,120 SH   SOLE   0 0 796,120
VENTAS INC COM 92276F100 9,616 156,350 SH   DFND   0 0 156,350
VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 30 1,756 SH   SOLE   0 0 1,756
VERA BRADLEY INC COM 92335C106 52 2,545 SH   SOLE   0 0 2,545
VERIFONE SYS INC COM 92342Y109 4,276 187,072 SH   SOLE   0 0 187,072
VERIFONE SYS INC COM 92342Y109 444 19,402 SH   DFND   0 0 19,402
VERINT SYS INC COM 92343X100 315 8,509 SH   SOLE   0 0 8,509
VERINT SYS INC COM 92343X100 2,298 62,013 SH   DFND   0 0 62,013
VERISIGN INC COM 92343E102 6,956 136,684 SH   SOLE   0 0 136,684
VERISIGN INC COM 92343E102 4,121 80,983 SH   DFND   0 0 80,983
VERISK ANALYTICS INC CL A 92345Y106 38,818 597,565 SH   SOLE   0 0 597,565
VERISK ANALYTICS INC CL A 92345Y106 22,686 349,227 SH   DFND   0 0 349,227
VERIZON COMMUNICATIONS INC COM 92343V104 322,570 6,910,988 SH   SOLE   0 0 6,910,988
VERIZON COMMUNICATIONS INC COM 92343V104 85,399 1,829,657 SH   DFND   0 0 1,829,657
VERTEX PHARMACEUTICALS INC COM 92532F100 53,880 710,633 SH   SOLE   0 0 710,633
VERTEX PHARMACEUTICALS INC COM 92532F100 45,683 602,514 SH   DFND   0 0 602,514
VIACOM INC NEW CL B 92553P201 40,655 486,426 SH   SOLE   0 0 486,426
VIACOM INC NEW CL B 92553P201 8,353 99,941 SH   DFND   0 0 99,941
VIEWPOINT FINL GROUP INC MD COM 92672A101 1,362 65,885 SH   SOLE   0 0 65,885
VIEWPOINT FINL GROUP INC MD COM 92672A101 632 30,574 SH   DFND   0 0 30,574
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 4,036 71,058 SH   SOLE   0 0 71,058
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 12 203 SH   DFND   0 0 203
VIROPHARMA INC COM 928241108 6,451 164,313 SH   SOLE   0 0 164,313
VIROPHARMA INC COM 928241108 400 10,183 SH   DFND   0 0 10,183
VISA INC COM CL A 92826C839 318,538 1,666,867 SH   SOLE   0 0 1,666,867
VISA INC COM CL A 92826C839 107,147 560,683 SH   DFND   0 0 560,683
VISHAY INTERTECHNOLOGY INC COM 928298108 4,223 327,591 SH   SOLE   0 0 327,591
VISHAY INTERTECHNOLOGY INC COM 928298108 966 74,977 SH   DFND   0 0 74,977
VISTAPRINT N V SHS N93540107 14,345 253,461 SH   SOLE   0 0 253,461
VISTAPRINT N V SHS N93540107 7,906 139,689 SH   DFND   0 0 139,689
VISTEON CORP COM NEW 92839U206 10,883 143,879 SH   SOLE   0 0 143,879
VISTEON CORP COM NEW 92839U206 5,434 71,841 SH   DFND   0 0 71,841
VITAMIN SHOPPE INC COM 92849E101 7,089 162,023 SH   SOLE   0 0 162,023
VITAMIN SHOPPE INC COM 92849E101 105 2,407 SH   DFND   0 0 2,407
VMWARE INC CL A COM 928563402 31,199 385,651 SH   SOLE   0 0 385,651
VMWARE INC CL A COM 928563402 59,100 730,532 SH   DFND   0 0 730,532
VOCERA COMMUNICATIONS INC COM 92857F107 44 2,384 SH   SOLE   0 0 2,384
VOCERA COMMUNICATIONS INC COM 92857F107 15 832 SH   DFND   0 0 832
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 186,005 5,287,237 SH   SOLE   0 0 5,287,237
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 55,118 1,566,742 SH   DFND   0 0 1,566,742
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 2,874 2,780,000 PRN   SOLE   0 0 2,780,000
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 22 21,000 PRN   DFND   0 0 21,000
VORNADO RLTY TR SH BEN INT 929042109 31,857 378,975 SH   SOLE   0 0 378,975
VORNADO RLTY TR SH BEN INT 929042109 2,227 26,490 SH   DFND   0 0 26,490
VOXX INTL CORP CL A 91829F104 51 3,713 SH   SOLE   0 0 3,713
W & T OFFSHORE INC COM 92922P106 174 9,833 SH   SOLE   0 0 9,833
W P CAREY INC COM 92936U109 2,870 44,357 SH   SOLE   0 0 44,357
W P CAREY INC COM 92936U109 656 10,133 SH   DFND   0 0 10,133
WABASH NATL CORP COM 929566107 929 79,648 SH   SOLE   0 0 79,648
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 2,999 2,297,000 PRN   SOLE   0 0 2,297,000
WABASH NATL CORP COM 929566107 94 8,022 SH   DFND   0 0 8,022
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 24 18,000 PRN   DFND   0 0 18,000
WABCO HLDGS INC COM 92927K102 8,223 97,591 SH   SOLE   0 0 97,591
WABCO HLDGS INC COM 92927K102 2,846 33,773 SH   DFND   0 0 33,773
WABTEC CORP COM 929740108 11,856 188,580 SH   SOLE   0 0 188,580
WABTEC CORP COM 929740108 3,332 52,998 SH   DFND   0 0 52,998
WADDELL & REED FINL INC CL A 930059100 23,842 463,134 SH   SOLE   0 0 463,134
WADDELL & REED FINL INC CL A 930059100 806 15,665 SH   DFND   0 0 15,665
WAGEWORKS INC COM 930427109 943 18,682 SH   SOLE   0 0 18,682
WAGEWORKS INC COM 930427109 3,676 72,873 SH   DFND   0 0 72,873
WALGREEN CO COM 931422109 34,239 636,406 SH   SOLE   0 0 636,406
WALGREEN CO COM 931422109 5,697 105,897 SH   DFND   0 0 105,897
WAL-MART STORES INC COM 931142103 194,928 2,635,586 SH   SOLE   0 0 2,635,586
WAL-MART STORES INC COM 931142103 32,985 445,986 SH   DFND   0 0 445,986
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 530 506,000 PRN   SOLE   0 0 506,000
WALTER INVT MGMT CORP COM 93317W102 36 903 SH   DFND   0 0 903
WARNER CHILCOTT PLC IRELAND SHS A G94368100 7,218 314,796 SH   SOLE   0 0 314,796
WASHINGTON FED INC COM 938824109 15,278 738,769 SH   SOLE   0 0 738,769
WASHINGTON POST CO CL B 939640108 906 1,482 SH   DFND   0 0 1,482
WASTE CONNECTIONS INC COM 941053100 11,956 263,283 SH   SOLE   0 0 263,283
WASTE CONNECTIONS INC COM 941053100 148 3,259 SH   DFND   0 0 3,259
WASTE MGMT INC DEL COM 94106L109 27,557 668,213 SH   SOLE   0 0 668,213
WASTE MGMT INC DEL COM 94106L109 12,563 304,634 SH   DFND   0 0 304,634
WATERS CORP COM 941848103 15,508 146,012 SH   SOLE   0 0 146,012
WATERS CORP COM 941848103 2,596 24,442 SH   DFND   0 0 24,442
WATTS WATER TECHNOLOGIES INC CL A 942749102 119 2,103 SH   SOLE   0 0 2,103
WATTS WATER TECHNOLOGIES INC CL A 942749102 332 5,895 SH   DFND   0 0 5,895
WD-40 CO COM 929236107 637 9,815 SH   SOLE   0 0 9,815
WD-40 CO COM 929236107 691 10,654 SH   DFND   0 0 10,654
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 25,001 1,630,848 SH   SOLE   0 0 1,630,848
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,240 80,891 SH   DFND   0 0 80,891
WEB COM GROUP INC COM 94733A104 3,483 107,666 SH   SOLE   0 0 107,666
WEB COM GROUP INC COM 94733A104 52 1,602 SH   DFND   0 0 1,602
WEBMD HEALTH CORP COM 94770V102 110 3,849 SH   SOLE   0 0 3,849
WEBSTER FINL CORP CONN COM 947890109 4,272 167,341 SH   SOLE   0 0 167,341
WEBSTER FINL CORP CONN COM 947890109 533 20,868 SH   DFND   0 0 20,868
WEINGARTEN RLTY INVS SH BEN INT 948741103 4,749 161,916 SH   SOLE   0 0 161,916
WEINGARTEN RLTY INVS SH BEN INT 948741103 366 12,494 SH   DFND   0 0 12,494
WEIS MKTS INC COM 948849104 14,269 291,560 SH   SOLE   0 0 291,560
WELLCARE HEALTH PLANS INC COM 94946T106 3,108 44,562 SH   SOLE   0 0 44,562
WELLCARE HEALTH PLANS INC COM 94946T106 6,056 86,834 SH   DFND   0 0 86,834
WELLPOINT INC COM 94973V107 20,425 244,291 SH   SOLE   0 0 244,291
WELLPOINT INC COM 94973V107 3,089 36,944 SH   DFND   0 0 36,944
WELLS FARGO & CO NEW COM 949746101 779,975 18,876,440 SH   SOLE   0 0 18,876,440
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 9,512 8,362 SH   SOLE   0 0 8,362
WELLS FARGO & CO NEW COM 949746101 119,083 2,881,973 SH   DFND   0 0 2,881,973
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 2 2 SH   DFND   0 0 2
WERNER ENTERPRISES INC COM 950755108 22 922 SH   SOLE   0 0 922
WESBANCO INC COM 950810101 657 22,107 SH   SOLE   0 0 22,107
WESCO AIRCRAFT HLDGS INC COM 950814103 1,326 63,332 SH   SOLE   0 0 63,332
WESCO INTL INC COM 95082P105 14,504 189,514 SH   SOLE   0 0 189,514
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 3,260 1,188,000 PRN   SOLE   0 0 1,188,000
WESCO INTL INC COM 95082P105 6,195 80,947 SH   DFND   0 0 80,947
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 25 9,000 PRN   DFND   0 0 9,000
WEST CORP COM 952355204 1,443 65,068 SH   SOLE   0 0 65,068
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,248 151,834 SH   SOLE   0 0 151,834
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,296 80,099 SH   DFND   0 0 80,099
WESTAMERICA BANCORPORATION COM 957090103 5,237 105,285 SH   SOLE   0 0 105,285
WESTAMERICA BANCORPORATION COM 957090103 595 11,966 SH   DFND   0 0 11,966
WESTAR ENERGY INC COM 95709T100 9,438 307,916 SH   SOLE   0 0 307,916
WESTAR ENERGY INC COM 95709T100 15,289 498,812 SH   DFND   0 0 498,812
WESTERN ALLIANCE BANCORP COM 957638109 5,720 302,190 SH   SOLE   0 0 302,190
WESTERN ASSET HIGH INCM OPP COM 95766K109 0 3 SH   SOLE   0 0 3
WESTERN DIGITAL CORP COM 958102105 38,387 605,470 SH   SOLE   0 0 605,470
WESTERN DIGITAL CORP COM 958102105 8,847 139,540 SH   DFND   0 0 139,540
WESTERN REFNG INC COM 959319104 4,038 134,425 SH   SOLE   0 0 134,425
WESTERN REFNG INC COM 959319104 3,615 120,325 SH   DFND   0 0 120,325
WESTERN UN CO COM 959802109 20,804 1,114,895 SH   SOLE   0 0 1,114,895
WESTERN UN CO COM 959802109 4,082 218,741 SH   DFND   0 0 218,741
WESTPAC BKG CORP SPONSORED ADR 961214301 16,571 540,288 SH   SOLE   0 0 540,288
WESTPAC BKG CORP SPONSORED ADR 961214301 1,930 62,929 SH   DFND   0 0 62,929
WESTPORT INNOVATIONS INC COM NEW 960908309 3,048 126,006 SH   SOLE   0 0 126,006
WESTPORT INNOVATIONS INC COM NEW 960908309 85 3,515 SH   DFND   0 0 3,515
WET SEAL INC CL A 961840105 57 14,576 SH   DFND   0 0 14,576
WEX INC COM 96208T104 11,552 131,647 SH   SOLE   0 0 131,647
WEX INC COM 96208T104 1,318 15,022 SH   DFND   0 0 15,022
WEYERHAEUSER CO COM 962166104 19,117 667,736 SH   SOLE   0 0 667,736
WEYERHAEUSER CO PREF CONV SER A 962166872 721 13,614 SH   SOLE   0 0 13,614
WEYERHAEUSER CO COM 962166104 667 23,285 SH   DFND   0 0 23,285
WGL HLDGS INC COM 92924F106 2,438 57,091 SH   SOLE   0 0 57,091
WGL HLDGS INC COM 92924F106 48 1,118 SH   DFND   0 0 1,118
WHIRLPOOL CORP COM 963320106 27,765 189,603 SH   SOLE   0 0 189,603
WHIRLPOOL CORP COM 963320106 1,751 11,955 SH   DFND   0 0 11,955
WHITE MTNS INS GROUP LTD COM G9618E107 20,672 36,418 SH   SOLE   0 0 36,418
WHITE MTNS INS GROUP LTD COM G9618E107 268 472 SH   DFND   0 0 472
WHITEWAVE FOODS CO COM CL A 966244105 2,446 122,465 SH   SOLE   0 0 122,465
WHITEWAVE FOODS CO COM CL A 966244105 36 1,808 SH   DFND   0 0 1,808
WHITING PETE CORP NEW COM 966387102 46,824 782,351 SH   SOLE   0 0 782,351
WHITING PETE CORP NEW COM 966387102 6,125 102,332 SH   DFND   0 0 102,332
WHOLE FOODS MKT INC COM 966837106 86,704 1,482,128 SH   SOLE   0 0 1,482,128
WHOLE FOODS MKT INC COM 966837106 4,252 72,683 SH   DFND   0 0 72,683
WILEY JOHN & SONS INC CL A 968223206 397 8,331 SH   SOLE   0 0 8,331
WILEY JOHN & SONS INC CL A 968223206 74 1,561 SH   DFND   0 0 1,561
WILLBROS GROUP INC DEL COM 969203108 87 9,447 SH   SOLE   0 0 9,447
WILLIAMS COS INC DEL COM 969457100 57,134 1,571,338 SH   SOLE   0 0 1,571,338
WILLIAMS COS INC DEL COM 969457100 7,674 211,066 SH   DFND   0 0 211,066
WILLIAMS SONOMA INC COM 969904101 12,572 223,702 SH   SOLE   0 0 223,702
WILLIAMS SONOMA INC COM 969904101 8,695 154,712 SH   DFND   0 0 154,712
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 4,698 108,422 SH   SOLE   0 0 108,422
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 293 6,753 SH   DFND   0 0 6,753
WINDSTREAM HLDGS INC COM 97382A101 64 7,976 SH   SOLE   0 0 7,976
WINDSTREAM HLDGS INC COM 97382A101 1,238 154,995 SH   DFND   0 0 154,995
WINTRUST FINL CORP COM 97650W108 3,955 96,288 SH   SOLE   0 0 96,288
WINTRUST FINL CORP COM 97650W108 150 3,648 SH   DFND   0 0 3,648
WISCONSIN ENERGY CORP COM 976657106 3,564 88,263 SH   SOLE   0 0 88,263
WISCONSIN ENERGY CORP COM 976657106 10,597 262,430 SH   DFND   0 0 262,430
WISDOMTREE INVTS INC COM 97717P104 611 52,696 SH   SOLE   0 0 52,696
WISDOMTREE INVTS INC COM 97717P104 221 19,086 SH   DFND   0 0 19,086
WISDOMTREE TR JAPN HEDGE EQT 97717W851 28,611 596,928 SH   SOLE   0 0 596,928
WISDOMTREE TR JAPN HEDGE EQT 97717W851 514 10,722 SH   DFND   0 0 10,722
WMS INDS INC COM 929297109 657 25,305 SH   SOLE   0 0 25,305
WMS INDS INC COM 929297109 12 477 SH   DFND   0 0 477
WNS HOLDINGS LTD SPON ADR 92932M101 32 1,508 SH   SOLE   0 0 1,508
WNS HOLDINGS LTD SPON ADR 92932M101 335 15,810 SH   DFND   0 0 15,810
WOLVERINE WORLD WIDE INC COM 978097103 11,717 201,224 SH   SOLE   0 0 201,224
WOLVERINE WORLD WIDE INC COM 978097103 2,447 42,027 SH   DFND   0 0 42,027
WOODWARD INC COM 980745103 363 8,883 SH   SOLE   0 0 8,883
WOODWARD INC COM 980745103 1,395 34,156 SH   DFND   0 0 34,156
WORKDAY INC CL A 98138H101 12,014 148,452 SH   SOLE   0 0 148,452
WORKDAY INC CL A 98138H101 304 3,757 SH   DFND   0 0 3,757
WORLD FUEL SVCS CORP COM 981475106 29,112 780,273 SH   SOLE   0 0 780,273
WORLD FUEL SVCS CORP COM 981475106 1,967 52,727 SH   DFND   0 0 52,727
WORLD WRESTLING ENTMT INC CL A 98156Q108 10 997 SH   SOLE   0 0 997
WPP PLC NEW ADR 92937A102 33,984 330,134 SH   SOLE   0 0 330,134
WPP PLC NEW ADR 92937A102 6,601 64,128 SH   DFND   0 0 64,128
WPX ENERGY INC COM 98212B103 1,445 75,020 SH   SOLE   0 0 75,020
WPX ENERGY INC COM 98212B103 594 30,854 SH   DFND   0 0 30,854
WRIGHT MED GROUP INC COM 98235T107 660 25,313 SH   SOLE   0 0 25,313
WRIGHT MED GROUP INC COM 98235T107 355 13,595 SH   DFND   0 0 13,595
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 2,949 107,632 SH   SOLE   0 0 107,632
WYNDHAM WORLDWIDE CORP COM 98310W108 8,720 143,019 SH   SOLE   0 0 143,019
WYNDHAM WORLDWIDE CORP COM 98310W108 3,237 53,094 SH   DFND   0 0 53,094
WYNN RESORTS LTD COM 983134107 55,001 348,088 SH   SOLE   0 0 348,088
WYNN RESORTS LTD COM 983134107 2,703 17,109 SH   DFND   0 0 17,109
XCEL ENERGY INC COM 98389B100 4,007 145,123 SH   SOLE   0 0 145,123
XCEL ENERGY INC COM 98389B100 1,451 52,541 SH   DFND   0 0 52,541
XEROX CORP COM 984121103 96,717 9,399,164 SH   SOLE   0 0 9,399,164
XEROX CORP COM 984121103 1,057 102,705 SH   DFND   0 0 102,705
XILINX INC COM 983919101 62,882 1,342,165 SH   SOLE   0 0 1,342,165
XILINX INC NOTE 2.625% 6/1 983919AF8 5,989 3,691,000 PRN   SOLE   0 0 3,691,000
XILINX INC COM 983919101 7,836 167,261 SH   DFND   0 0 167,261
XILINX INC NOTE 2.625% 6/1 983919AF8 26 16,000 PRN   DFND   0 0 16,000
XL GROUP PLC SHS G98290102 13,573 440,398 SH   SOLE   0 0 440,398
XL GROUP PLC SHS G98290102 2,974 96,510 SH   DFND   0 0 96,510
XO GROUP INC COM 983772104 31 2,398 SH   SOLE   0 0 2,398
XPO LOGISTICS INC COM 983793100 348 16,080 SH   SOLE   0 0 16,080
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 1,939 1,331,000 PRN   SOLE   0 0 1,331,000
XPO LOGISTICS INC COM 983793100 1,626 75,046 SH   DFND   0 0 75,046
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 16 11,000 PRN   DFND   0 0 11,000
YAHOO INC COM 984332106 14,605 440,294 SH   SOLE   0 0 440,294
YAMANA GOLD INC COM 98462Y100 35,004 3,365,764 SH   SOLE   0 0 3,365,764
YAMANA GOLD INC COM 98462Y100 1,183 113,767 SH   DFND   0 0 113,767
YANDEX N V SHS CLASS A N97284108 14,740 404,721 SH   SOLE   0 0 404,721
YANDEX N V SHS CLASS A N97284108 2,335 64,114 SH   DFND   0 0 64,114
YELP INC CL A 985817105 1,007 15,211 SH   SOLE   0 0 15,211
YELP INC CL A 985817105 728 11,005 SH   DFND   0 0 11,005
YOUKU TUDOU INC SPONSORED ADR 98742U100 1,609 58,732 SH   SOLE   0 0 58,732
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 4,507 223,887 SH   SOLE   0 0 223,887
YUM BRANDS INC COM 988498101 78,577 1,100,666 SH   SOLE   0 0 1,100,666
YUM BRANDS INC COM 988498101 3,287 46,042 SH   DFND   0 0 46,042
ZALE CORP NEW COM 988858106 16 1,073 SH   DFND   0 0 1,073
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,214 26,646 SH   SOLE   0 0 26,646
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,082 45,702 SH   DFND   0 0 45,702
ZILLOW INC CL A 98954A107 4,504 53,431 SH   SOLE   0 0 53,431
ZILLOW INC CL A 98954A107 69 813 SH   DFND   0 0 813
ZIMMER HLDGS INC COM 98956P102 68,189 830,150 SH   SOLE   0 0 830,150
ZIMMER HLDGS INC COM 98956P102 5,679 69,132 SH   DFND   0 0 69,132
ZIONS BANCORPORATION COM 989701107 9,368 341,653 SH   SOLE   0 0 341,653
ZIONS BANCORPORATION COM 989701107 3,896 142,075 SH   DFND   0 0 142,075
ZOETIS INC CL A 98978V103 68,473 2,200,274 SH   SOLE   0 0 2,200,274
ZOETIS INC CL A 98978V103 3,451 110,901 SH   DFND   0 0 110,901
ZOLTEK COS INC COM 98975W104 1,281 76,765 SH   SOLE   0 0 76,765
ZUMIEZ INC COM 989817101 26 944 SH   SOLE   0 0 944
ZUMIEZ INC COM 989817101 287 10,416 SH   DFND   0 0 10,416