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 59 10,129 SH   SOLE   0 0 10,129
1 800 FLOWERS COM CL A 68243Q106 5 809 SH   DFND   0 0 809
1ST SOURCE CORP COM 336901103 73 2,396 SH   SOLE   0 0 2,396
1ST SOURCE CORP COM 336901103 395 12,888 SH   DFND   0 0 12,888
1ST UNITED BANCORP INC FLA COM 33740N105 23 2,674 SH   SOLE   0 0 2,674
21VIANET GROUP INC SPONSORED ADR 90138A103 13 423 SH   DFND   0 0 423
3-D SYS CORP DEL COM NEW 88554D205 2,605 43,558 SH   SOLE   0 0 43,558
3-D SYS CORP DEL COM NEW 88554D205 325 5,427 SH   DFND   0 0 5,427
3M CO COM 88579Y101 269,589 1,882,080 SH   SOLE   0 0 1,882,080
3M CO COM 88579Y101 48,136 336,051 SH   DFND   0 0 336,051
8X8 INC NEW COM 282914100 22 2,684 SH   SOLE   0 0 2,684
8X8 INC NEW COM 282914100 274 33,853 SH   DFND   0 0 33,853
AAON INC COM PAR $0.004 000360206 2,886 86,085 SH   SOLE   0 0 86,085
AAON INC COM PAR $0.004 000360206 512 15,277 SH   DFND   0 0 15,277
AAR CORP COM 000361105 13,754 499,055 SH   SOLE   0 0 499,055
AAR CORP COM 000361105 24 875 SH   DFND   0 0 875
AARONS INC COM PAR $0.50 002535300 6,120 171,704 SH   SOLE   0 0 171,704
AARONS INC COM PAR $0.50 002535300 571 16,010 SH   DFND   0 0 16,010
ABAXIS INC COM 002567105 2,771 62,543 SH   SOLE   0 0 62,543
ABAXIS INC COM 002567105 2,571 58,029 SH   DFND   0 0 58,029
ABB LTD SPONSORED ADR 000375204 33,690 1,463,510 SH   SOLE   0 0 1,463,510
ABB LTD SPONSORED ADR 000375204 6,374 276,908 SH   DFND   0 0 276,908
ABBOTT LABS COM 002824100 201,478 4,926,122 SH   SOLE   0 0 4,926,122
ABBOTT LABS COM 002824100 39,092 955,797 SH   DFND   0 0 955,797
ABBVIE INC COM 00287Y109 220,459 3,906,071 SH   SOLE   0 0 3,906,071
ABBVIE INC COM 00287Y109 68,408 1,212,041 SH   DFND   0 0 1,212,041
ABERCROMBIE & FITCH CO CL A 002896207 6,137 141,902 SH   SOLE   0 0 141,902
ABERCROMBIE & FITCH CO CL A 002896207 840 19,416 SH   DFND   0 0 19,416
ABIOMED INC COM 003654100 845 33,609 SH   SOLE   0 0 33,609
ABM INDS INC COM 000957100 949 35,156 SH   SOLE   0 0 35,156
ABM INDS INC COM 000957100 110 4,064 SH   DFND   0 0 4,064
ACACIA RESH CORP ACACIA TCH COM 003881307 2,699 152,030 SH   SOLE   0 0 152,030
ACACIA RESH CORP ACACIA TCH COM 003881307 1,045 58,851 SH   DFND   0 0 58,851
ACADIA HEALTHCARE COMPANY IN COM 00404A109 4,771 104,847 SH   SOLE   0 0 104,847
ACADIA HEALTHCARE COMPANY IN COM 00404A109 5,646 124,090 SH   DFND   0 0 124,090
ACADIA PHARMACEUTICALS INC COM 004225108 1,273 56,372 SH   SOLE   0 0 56,372
ACADIA PHARMACEUTICALS INC COM 004225108 3,655 161,782 SH   DFND   0 0 161,782
ACADIA RLTY TR COM SH BEN INT 004239109 4,297 152,972 SH   SOLE   0 0 152,972
ACADIA RLTY TR COM SH BEN INT 004239109 732 26,064 SH   DFND   0 0 26,064
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 158,123 1,956,001 SH   SOLE   0 0 1,956,001
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 39,958 494,279 SH   DFND   0 0 494,279
ACCO BRANDS CORP COM 00081T108 665 103,753 SH   SOLE   0 0 103,753
ACCO BRANDS CORP COM 00081T108 25 3,962 SH   DFND   0 0 3,962
ACCURAY INC COM 004397105 2,088 237,299 SH   SOLE   0 0 237,299
ACCURIDE CORP NEW COM NEW 00439T206 1,240 253,644 SH   SOLE   0 0 253,644
ACE LTD SHS H0023R105 170,998 1,648,968 SH   SOLE   0 0 1,648,968
ACE LTD SHS H0023R105 67,933 655,093 SH   DFND   0 0 655,093
ACELRX PHARMACEUTICALS INC COM 00444T100 5 532 SH   DFND   0 0 532
ACI WORLDWIDE INC COM 004498101 8,494 152,141 SH   SOLE   0 0 152,141
ACI WORLDWIDE INC COM 004498101 1,106 19,813 SH   DFND   0 0 19,813
ACORDA THERAPEUTICS INC COM 00484M106 4,194 124,418 SH   SOLE   0 0 124,418
ACORDA THERAPEUTICS INC COM 00484M106 55 1,636 SH   DFND   0 0 1,636
ACTAVIS PLC SHS G0083B108 40,266 180,526 SH   SOLE   0 0 180,526
ACTAVIS PLC SHS G0083B108 10,626 47,638 SH   DFND   0 0 47,638
ACTIVISION BLIZZARD INC COM 00507V109 21,726 974,254 SH   SOLE   0 0 974,254
ACTIVISION BLIZZARD INC COM 00507V109 7,391 331,452 SH   DFND   0 0 331,452
ACTUANT CORP CL A NEW 00508X203 8,716 252,123 SH   SOLE   0 0 252,123
ACTUANT CORP CL A NEW 00508X203 840 24,300 SH   DFND   0 0 24,300
ACUITY BRANDS INC COM 00508Y102 25,537 184,716 SH   SOLE   0 0 184,716
ACUITY BRANDS INC COM 00508Y102 2,707 19,583 SH   DFND   0 0 19,583
ACXIOM CORP COM 005125109 2,875 132,568 SH   SOLE   0 0 132,568
ACXIOM CORP COM 005125109 1,529 70,474 SH   DFND   0 0 70,474
ADOBE SYS INC COM 00724F101 59,381 820,632 SH   SOLE   0 0 820,632
ADOBE SYS INC COM 00724F101 19,680 271,980 SH   DFND   0 0 271,980
ADTRAN INC COM 00738A106 33 1,476 SH   DFND   0 0 1,476
ADVANCED ENERGY INDS COM 007973100 16 848 SH   SOLE   0 0 848
ADVANCED ENERGY INDS COM 007973100 1 67 SH   DFND   0 0 67
ADVANCED MICRO DEVICES INC COM 007903107 240 57,248 SH   SOLE   0 0 57,248
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 15,077 2,319,599 SH   SOLE   0 0 2,319,599
ADVENT SOFTWARE INC COM 007974108 11,899 365,342 SH   SOLE   0 0 365,342
ADVISORY BRD CO COM 00762W107 8,274 159,569 SH   SOLE   0 0 159,569
ADVISORY BRD CO COM 00762W107 2,788 53,766 SH   DFND   0 0 53,766
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 868 26,964 SH   SOLE   0 0 26,964
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 788 24,483 SH   DFND   0 0 24,483
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 187 18,519 SH   SOLE   0 0 18,519
AEGERION PHARMACEUTICALS INC COM 00767E102 3,591 111,897 SH   SOLE   0 0 111,897
AEGERION PHARMACEUTICALS INC COM 00767E102 46 1,425 SH   DFND   0 0 1,425
AEGION CORP COM 00770F104 1,644 70,652 SH   SOLE   0 0 70,652
AEGON N V NY REGISTRY SH 007924103 10,782 1,229,474 SH   SOLE   0 0 1,229,474
AEGON N V NY REGISTRY SH 007924103 3,060 348,883 SH   DFND   0 0 348,883
AERCAP HOLDINGS NV SHS N00985106 6,402 139,788 SH   SOLE   0 0 139,788
AERCAP HOLDINGS NV SHS N00985106 228 4,988 SH   DFND   0 0 4,988
AES CORP COM 00130H105 36,465 2,345,007 SH   SOLE   0 0 2,345,007
AES CORP COM 00130H105 8,900 572,318 SH   DFND   0 0 572,318
AES TR III PFD CV 6.75% 00808N202 558 10,758 SH   SOLE   0 0 10,758
AETNA INC NEW COM 00817Y108 53,592 660,971 SH   SOLE   0 0 660,971
AETNA INC NEW COM 00817Y108 1,386 17,093 SH   DFND   0 0 17,093
AFFILIATED MANAGERS GROUP COM 008252108 69,613 338,912 SH   SOLE   0 0 338,912
AFFILIATED MANAGERS GROUP COM 008252108 26,422 128,635 SH   DFND   0 0 128,635
AFFYMETRIX INC COM 00826T108 2,295 257,558 SH   SOLE   0 0 257,558
AFLAC INC COM 001055102 25,427 408,472 SH   SOLE   0 0 408,472
AFLAC INC COM 001055102 1,625 26,108 SH   DFND   0 0 26,108
AG MTG INVT TR INC COM 001228105 886 46,818 SH   SOLE   0 0 46,818
AGCO CORP COM 001084102 2,871 51,074 SH   SOLE   0 0 51,074
AGCO CORP COM 001084102 3,867 68,775 SH   DFND   0 0 68,775
AGILENT TECHNOLOGIES INC COM 00846U101 25,257 439,705 SH   SOLE   0 0 439,705
AGILENT TECHNOLOGIES INC COM 00846U101 6,306 109,778 SH   DFND   0 0 109,778
AGL RES INC COM 001204106 4,569 83,028 SH   SOLE   0 0 83,028
AGL RES INC COM 001204106 164 2,982 SH   DFND   0 0 2,982
AGNICO EAGLE MINES LTD COM 008474108 24 626 SH   SOLE   0 0 626
AGRIUM INC COM 008916108 26,673 291,095 SH   SOLE   0 0 291,095
AGRIUM INC COM 008916108 3,846 41,978 SH   DFND   0 0 41,978
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 3,026 2,015,000 PRN   SOLE   0 0 2,015,000
AIR METHODS CORP COM PAR $.06 009128307 4,429 85,742 SH   SOLE   0 0 85,742
AIR METHODS CORP COM PAR $.06 009128307 1,458 28,223 SH   DFND   0 0 28,223
AIR PRODS & CHEMS INC COM 009158106 44,070 342,637 SH   SOLE   0 0 342,637
AIR PRODS & CHEMS INC COM 009158106 1,344 10,452 SH   DFND   0 0 10,452
AIRGAS INC COM 009363102 20,897 191,876 SH   SOLE   0 0 191,876
AIRGAS INC COM 009363102 4,656 42,753 SH   DFND   0 0 42,753
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 714 337,000 PRN   SOLE   0 0 337,000
AK STL CORP NOTE 5.000%11/1 001546AP5 751 452,000 PRN   SOLE   0 0 452,000
AKAMAI TECHNOLOGIES INC COM 00971T101 37,941 621,369 SH   SOLE   0 0 621,369
AKAMAI TECHNOLOGIES INC COM 00971T101 1,716 28,097 SH   DFND   0 0 28,097
AKORN INC COM 009728106 12,752 383,533 SH   SOLE   0 0 383,533
AKORN INC COM 009728106 5,565 167,376 SH   DFND   0 0 167,376
ALAMO GROUP INC COM 011311107 23 419 SH   DFND   0 0 419
ALASKA AIR GROUP INC COM 011659109 4,320 45,445 SH   SOLE   0 0 45,445
ALASKA AIR GROUP INC COM 011659109 419 4,407 SH   DFND   0 0 4,407
ALBANY INTL CORP CL A 012348108 3,673 96,748 SH   SOLE   0 0 96,748
ALBANY INTL CORP CL A 012348108 34 890 SH   DFND   0 0 890
ALBEMARLE CORP COM 012653101 272,090 3,805,456 SH   SOLE   0 0 3,805,456
ALBEMARLE CORP COM 012653101 4,702 65,757 SH   DFND   0 0 65,757
ALCOA INC COM 013817101 25,827 1,734,533 SH   SOLE   0 0 1,734,533
ALCOA INC COM 013817101 1,267 85,117 SH   DFND   0 0 85,117
ALDER BIOPHARMACEUTICALS INC COM 014339105 9 453 SH   SOLE   0 0 453
ALERE INC COM 01449J105 8,585 229,410 SH   SOLE   0 0 229,410
ALERE INC NOTE 3.000% 5/1 01449JAA3 381 344,000 PRN   SOLE   0 0 344,000
ALERE INC COM 01449J105 149 3,984 SH   DFND   0 0 3,984
ALEXANDER & BALDWIN INC NEW COM 014491104 26,796 646,455 SH   SOLE   0 0 646,455
ALEXANDER & BALDWIN INC NEW COM 014491104 583 14,070 SH   DFND   0 0 14,070
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 11,738 151,180 SH   SOLE   0 0 151,180
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,047 13,482 SH   DFND   0 0 13,482
ALEXION PHARMACEUTICALS INC COM 015351109 58,318 373,237 SH   SOLE   0 0 373,237
ALEXION PHARMACEUTICALS INC COM 015351109 58,006 371,241 SH   DFND   0 0 371,241
ALIGN TECHNOLOGY INC COM 016255101 9,051 161,518 SH   SOLE   0 0 161,518
ALIGN TECHNOLOGY INC COM 016255101 535 9,538 SH   DFND   0 0 9,538
ALKERMES PLC SHS G01767105 1,631 32,406 SH   SOLE   0 0 32,406
ALKERMES PLC SHS G01767105 1,117 22,198 SH   DFND   0 0 22,198
ALLEGHANY CORP DEL COM 017175100 12,677 28,936 SH   SOLE   0 0 28,936
ALLEGHANY CORP DEL COM 017175100 7,724 17,630 SH   DFND   0 0 17,630
ALLEGHENY TECHNOLOGIES INC COM 01741R102 30,375 673,504 SH   SOLE   0 0 673,504
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,252 49,923 SH   DFND   0 0 49,923
ALLEGIANT TRAVEL CO COM 01748X102 2,700 22,926 SH   SOLE   0 0 22,926
ALLEGION PUB LTD CO ORD SHS G0176J109 838 14,776 SH   SOLE   0 0 14,776
ALLERGAN INC COM 018490102 54,368 321,287 SH   SOLE   0 0 321,287
ALLERGAN INC COM 018490102 32,338 191,098 SH   DFND   0 0 191,098
ALLETE INC COM NEW 018522300 109 2,124 SH   SOLE   0 0 2,124
ALLETE INC COM NEW 018522300 27 529 SH   DFND   0 0 529
ALLIANCE DATA SYSTEMS CORP COM 018581108 107,832 383,404 SH   SOLE   0 0 383,404
ALLIANCE DATA SYSTEMS CORP COM 018581108 20,725 73,688 SH   DFND   0 0 73,688
ALLIANT ENERGY CORP COM 018802108 11,326 186,102 SH   SOLE   0 0 186,102
ALLIANT ENERGY CORP COM 018802108 4,641 76,263 SH   DFND   0 0 76,263
ALLIANT TECHSYSTEMS INC COM 018804104 27,678 206,677 SH   SOLE   0 0 206,677
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 0 18 SH   SOLE   0 0 18
ALLIED HEALTHCARE PRODS INC COM 019222108 23 9,492 SH   SOLE   0 0 9,492
ALLIED NEVADA GOLD CORP COM 019344100 798 212,216 SH   SOLE   0 0 212,216
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 10,635 279,727 SH   SOLE   0 0 279,727
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 5 132 SH   DFND   0 0 132
ALLISON TRANSMISSION HLDGS I COM 01973R101 964 31,010 SH   SOLE   0 0 31,010
ALLISON TRANSMISSION HLDGS I COM 01973R101 1 35 SH   DFND   0 0 35
ALLOT COMMUNICATIONS LTD SHS M0854Q105 298 22,839 SH   SOLE   0 0 22,839
ALLOT COMMUNICATIONS LTD SHS M0854Q105 1,246 95,447 SH   DFND   0 0 95,447
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 3,098 193,005 SH   SOLE   0 0 193,005
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,146 71,401 SH   DFND   0 0 71,401
ALLSTATE CORP COM 020002101 133,484 2,273,235 SH   SOLE   0 0 2,273,235
ALLSTATE CORP COM 020002101 10,436 177,720 SH   DFND   0 0 177,720
ALLY FINL INC COM 02005N100 9,749 407,754 SH   SOLE   0 0 407,754
ALLY FINL INC COM 02005N100 13 559 SH   DFND   0 0 559
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 232 3,675 SH   SOLE   0 0 3,675
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 7 104 SH   DFND   0 0 104
ALON USA ENERGY INC COM 020520102 449 36,055 SH   SOLE   0 0 36,055
ALPHA NATURAL RESOURCES INC COM 02076X102 8 2,168 SH   SOLE   0 0 2,168
ALPHA NATURAL RESOURCES INC COM 02076X102 1 172 SH   DFND   0 0 172
ALPS ETF TR ALERIAN MLP 00162Q866 63,525 3,343,443 SH   SOLE   0 0 3,343,443
ALTERA CORP COM 021441100 7,744 222,794 SH   SOLE   0 0 222,794
ALTERA CORP COM 021441100 1,746 50,217 SH   DFND   0 0 50,217
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 104 4,005 SH   DFND   0 0 4,005
ALTRA INDL MOTION CORP COM 02208R106 3,875 106,477 SH   SOLE   0 0 106,477
ALTRA INDL MOTION CORP COM 02208R106 1,478 40,622 SH   DFND   0 0 40,622
ALTRIA GROUP INC COM 02209S103 422,130 10,065,092 SH   SOLE   0 0 10,065,092
ALTRIA GROUP INC COM 02209S103 83,410 1,988,801 SH   DFND   0 0 1,988,801
AMAZON COM INC COM 023135106 308,433 949,666 SH   SOLE   0 0 949,666
AMAZON COM INC COM 023135106 127,778 393,429 SH   DFND   0 0 393,429
AMBARELLA INC SHS G037AX101 32 1,019 SH   SOLE   0 0 1,019
AMBEV SA SPONSORED ADR 02319V103 17,134 2,433,875 SH   SOLE   0 0 2,433,875
AMBEV SA SPONSORED ADR 02319V103 425 60,422 SH   DFND   0 0 60,422
AMC ENTMT HLDGS INC CL A COM 00165C104 2,520 101,342 SH   SOLE   0 0 101,342
AMC NETWORKS INC CL A 00164V103 11,106 180,609 SH   SOLE   0 0 180,609
AMC NETWORKS INC CL A 00164V103 1,769 28,772 SH   DFND   0 0 28,772
AMDOCS LTD SHS G02602103 19,724 425,726 SH   SOLE   0 0 425,726
AMDOCS LTD SHS G02602103 11,950 257,938 SH   DFND   0 0 257,938
AMERCO COM 023586100 3,839 13,205 SH   SOLE   0 0 13,205
AMEREN CORP COM 023608102 7,776 190,205 SH   SOLE   0 0 190,205
AMEREN CORP COM 023608102 5,647 138,148 SH   DFND   0 0 138,148
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 10,207 491,901 SH   SOLE   0 0 491,901
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2,957 142,510 SH   DFND   0 0 142,510
AMERICAN AIRLS GROUP INC COM 02376R102 38,551 897,372 SH   SOLE   0 0 897,372
AMERICAN AIRLS GROUP INC COM 02376R102 1,940 45,163 SH   DFND   0 0 45,163
AMERICAN ASSETS TR INC COM 024013104 7,191 208,135 SH   SOLE   0 0 208,135
AMERICAN ASSETS TR INC COM 024013104 2,307 66,786 SH   DFND   0 0 66,786
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,617 244,417 SH   SOLE   0 0 244,417
AMERICAN AXLE & MFG HLDGS IN COM 024061103 417 22,066 SH   DFND   0 0 22,066
AMERICAN CAMPUS CMNTYS INC COM 024835100 24,606 643,456 SH   SOLE   0 0 643,456
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,605 41,980 SH   DFND   0 0 41,980
AMERICAN CAP LTD COM 02503Y103 4,286 280,292 SH   SOLE   0 0 280,292
AMERICAN CAP LTD COM 02503Y103 282 18,414 SH   DFND   0 0 18,414
AMERICAN CAPITAL AGENCY CORP COM 02503X105 20,691 883,853 SH   SOLE   0 0 883,853
AMERICAN CAPITAL AGENCY CORP COM 02503X105 4,367 186,559 SH   DFND   0 0 186,559
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12,777 1,138,786 SH   SOLE   0 0 1,138,786
AMERICAN ELEC PWR INC COM 025537101 116,512 2,089,144 SH   SOLE   0 0 2,089,144
AMERICAN ELEC PWR INC COM 025537101 24,855 445,664 SH   DFND   0 0 445,664
AMERICAN EQTY INVT LIFE HLD COM 025676206 7,377 299,884 SH   SOLE   0 0 299,884
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,461 100,038 SH   DFND   0 0 100,038
AMERICAN EXPRESS CO COM 025816109 248,487 2,619,242 SH   SOLE   0 0 2,619,242
AMERICAN EXPRESS CO COM 025816109 63,617 670,569 SH   DFND   0 0 670,569
AMERICAN FINL GROUP INC OHIO COM 025932104 16,481 276,711 SH   SOLE   0 0 276,711
AMERICAN FINL GROUP INC OHIO COM 025932104 1,203 20,193 SH   DFND   0 0 20,193
AMERICAN HOMES 4 RENT CL A 02665T306 5,091 286,648 SH   SOLE   0 0 286,648
AMERICAN HOMES 4 RENT CL A 02665T306 409 23,052 SH   DFND   0 0 23,052
AMERICAN INTL GROUP INC COM NEW 026874784 120,428 2,206,444 SH   SOLE   0 0 2,206,444
AMERICAN INTL GROUP INC COM NEW 026874784 6,183 113,285 SH   DFND   0 0 113,285
AMERICAN RIVER BANKSHARES COM 029326105 24 2,740 SH   SOLE   0 0 2,740
AMERICAN RLTY CAP PPTYS INC COM 02917T104 5,818 464,301 SH   SOLE   0 0 464,301
AMERICAN RLTY CAP PPTYS INC COM 02917T104 464 37,033 SH   DFND   0 0 37,033
AMERICAN SCIENCE & ENGR INC COM 029429107 27 384 SH   DFND   0 0 384
AMERICAN SOFTWARE INC CL A 029683109 15 1,518 SH   DFND   0 0 1,518
AMERICAN STS WTR CO COM 029899101 2,837 85,376 SH   SOLE   0 0 85,376
AMERICAN STS WTR CO COM 029899101 75 2,244 SH   DFND   0 0 2,244
AMERICAN TOWER CORP NEW COM 03027X100 115,668 1,285,487 SH   SOLE   0 0 1,285,487
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 758 7,128 SH   SOLE   0 0 7,128
AMERICAN TOWER CORP NEW COM 03027X100 35,702 396,780 SH   DFND   0 0 396,780
AMERICAN WTR WKS CO INC NEW COM 030420103 16,382 331,283 SH   SOLE   0 0 331,283
AMERICAN WTR WKS CO INC NEW COM 030420103 1,873 37,876 SH   DFND   0 0 37,876
AMERIPRISE FINL INC COM 03076C106 99,318 827,647 SH   SOLE   0 0 827,647
AMERIPRISE FINL INC COM 03076C106 3,490 29,087 SH   DFND   0 0 29,087
AMERISAFE INC COM 03071H100 495 12,179 SH   SOLE   0 0 12,179
AMERISAFE INC COM 03071H100 637 15,659 SH   DFND   0 0 15,659
AMERISOURCEBERGEN CORP COM 03073E105 28,051 386,054 SH   SOLE   0 0 386,054
AMERISOURCEBERGEN CORP COM 03073E105 16,010 220,345 SH   DFND   0 0 220,345
AMETEK INC NEW COM 031100100 23,190 443,574 SH   SOLE   0 0 443,574
AMETEK INC NEW COM 031100100 7,803 149,245 SH   DFND   0 0 149,245
AMGEN INC COM 031162100 143,022 1,208,265 SH   SOLE   0 0 1,208,265
AMGEN INC COM 031162100 50,601 427,478 SH   DFND   0 0 427,478
AMN HEALTHCARE SERVICES INC COM 001744101 624 50,741 SH   SOLE   0 0 50,741
AMN HEALTHCARE SERVICES INC COM 001744101 69 5,594 SH   DFND   0 0 5,594
AMPHENOL CORP NEW CL A 032095101 39,923 414,395 SH   SOLE   0 0 414,395
AMPHENOL CORP NEW CL A 032095101 12,532 130,084 SH   DFND   0 0 130,084
AMREIT INC NEW CL B 03216B208 19 1,043 SH   DFND   0 0 1,043
AMSURG CORP COM 03232P405 1,209 26,523 SH   SOLE   0 0 26,523
AMSURG CORP COM 03232P405 129 2,839 SH   DFND   0 0 2,839
AMTRUST FINL SVCS INC COM 032359309 3,877 92,736 SH   SOLE   0 0 92,736
AMTRUST FINL SVCS INC COM 032359309 204 4,872 SH   DFND   0 0 4,872
ANACOR PHARMACEUTICALS INC COM 032420101 2,400 135,364 SH   SOLE   0 0 135,364
ANACOR PHARMACEUTICALS INC COM 032420101 37 2,095 SH   DFND   0 0 2,095
ANADARKO PETE CORP COM 032511107 66,100 603,821 SH   SOLE   0 0 603,821
ANADARKO PETE CORP COM 032511107 13,974 127,649 SH   DFND   0 0 127,649
ANALOG DEVICES INC COM 032654105 85,115 1,574,164 SH   SOLE   0 0 1,574,164
ANALOG DEVICES INC COM 032654105 13,273 245,471 SH   DFND   0 0 245,471
ANALOGIC CORP COM PAR $0.05 032657207 4,901 62,639 SH   SOLE   0 0 62,639
ANALOGIC CORP COM PAR $0.05 032657207 3,662 46,800 SH   DFND   0 0 46,800
ANDERSONS INC COM 034164103 1,029 19,946 SH   SOLE   0 0 19,946
ANGIES LIST INC COM 034754101 2,986 250,061 SH   SOLE   0 0 250,061
ANGIES LIST INC COM 034754101 20 1,659 SH   DFND   0 0 1,659
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,642 269,725 SH   SOLE   0 0 269,725
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 648 37,645 SH   DFND   0 0 37,645
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 183,080 1,592,830 SH   SOLE   0 0 1,592,830
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 8,709 75,767 SH   DFND   0 0 75,767
ANIXTER INTL INC COM 035290105 4,815 48,119 SH   SOLE   0 0 48,119
ANIXTER INTL INC COM 035290105 2,182 21,800 SH   DFND   0 0 21,800
ANN INC COM 035623107 2,592 63,003 SH   SOLE   0 0 63,003
ANN INC COM 035623107 136 3,303 SH   DFND   0 0 3,303
ANNALY CAP MGMT INC COM 035710409 5,519 482,815 SH   SOLE   0 0 482,815
ANNALY CAP MGMT INC COM 035710409 7,752 678,184 SH   DFND   0 0 678,184
ANSYS INC COM 03662Q105 44,891 592,078 SH   SOLE   0 0 592,078
ANSYS INC COM 03662Q105 1,716 22,630 SH   DFND   0 0 22,630
ANTERO RES CORP COM 03674X106 36,077 549,708 SH   SOLE   0 0 549,708
ANTERO RES CORP COM 03674X106 273 4,162 SH   DFND   0 0 4,162
AOL INC COM 00184X105 4,089 102,768 SH   SOLE   0 0 102,768
AON PLC SHS CL A G0408V102 64,141 711,966 SH   SOLE   0 0 711,966
AON PLC SHS CL A G0408V102 12,284 136,356 SH   DFND   0 0 136,356
APACHE CORP COM 037411105 113,992 1,132,893 SH   SOLE   0 0 1,132,893
APACHE CORP COM 037411105 4,560 45,316 SH   DFND   0 0 45,316
APARTMENT INVT & MGMT CO CL A 03748R101 30,671 950,438 SH   SOLE   0 0 950,438
APARTMENT INVT & MGMT CO CL A 03748R101 530 16,413 SH   DFND   0 0 16,413
APOLLO COML REAL EST FIN INC COM 03762U105 1,288 78,104 SH   SOLE   0 0 78,104
APOLLO ED GROUP INC CL A 037604105 4,843 154,974 SH   SOLE   0 0 154,974
APOLLO ED GROUP INC CL A 037604105 355 11,350 SH   DFND   0 0 11,350
APOLLO INVT CORP COM 03761U106 2,065 239,869 SH   SOLE   0 0 239,869
APPLE INC COM 037833100 831,138 8,943,701 SH   SOLE   0 0 8,943,701
APPLE INC COM 037833100 133,902 1,440,896 SH   DFND   0 0 1,440,896
APPLIED INDL TECHNOLOGIES IN COM 03820C105 2,693 53,093 SH   SOLE   0 0 53,093
APPLIED MATLS INC COM 038222105 81,721 3,623,982 SH   SOLE   0 0 3,623,982
APPLIED MATLS INC COM 038222105 2,950 130,815 SH   DFND   0 0 130,815
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 1,380 127,675 SH   SOLE   0 0 127,675
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 113 10,493 SH   DFND   0 0 10,493
APPLIED OPTOELECTRONICS INC COM 03823U102 123 5,316 SH   SOLE   0 0 5,316
APPLIED OPTOELECTRONICS INC COM 03823U102 96 4,126 SH   DFND   0 0 4,126
APPROACH RESOURCES INC COM 03834A103 400 17,611 SH   SOLE   0 0 17,611
APPROACH RESOURCES INC COM 03834A103 1,559 68,567 SH   DFND   0 0 68,567
APTARGROUP INC COM 038336103 18,102 270,143 SH   SOLE   0 0 270,143
APTARGROUP INC COM 038336103 2,476 36,950 SH   DFND   0 0 36,950
ARAMARK COM 03852U106 1,335 51,578 SH   DFND   0 0 51,578
ARATANA THERAPEUTICS INC COM 03874P101 38 2,419 SH   SOLE   0 0 2,419
ARATANA THERAPEUTICS INC COM 03874P101 41 2,614 SH   DFND   0 0 2,614
ARCBEST CORP COM 03937C105 759 17,444 SH   SOLE   0 0 17,444
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 4,497 301,184 SH   SOLE   0 0 301,184
ARCH CAP GROUP LTD ORD G0450A105 919 16,005 SH   SOLE   0 0 16,005
ARCH CAP GROUP LTD ORD G0450A105 36 635 SH   DFND   0 0 635
ARCH COAL INC COM 039380100 8 2,149 SH   SOLE   0 0 2,149
ARCH COAL INC COM 039380100 1 176 SH   DFND   0 0 176
ARCHER DANIELS MIDLAND CO COM 039483102 46,384 1,051,559 SH   SOLE   0 0 1,051,559
ARCHER DANIELS MIDLAND CO COM 039483102 4,333 98,243 SH   DFND   0 0 98,243
ARCTIC CAT INC COM 039670104 970 24,603 SH   SOLE   0 0 24,603
ARCTIC CAT INC COM 039670104 130 3,304 SH   DFND   0 0 3,304
ARES CAP CORP COM 04010L103 10,258 574,350 SH   SOLE   0 0 574,350
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 7,262 6,835,000 PRN   SOLE   0 0 6,835,000
ARGAN INC COM 04010E109 40 1,065 SH   DFND   0 0 1,065
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,462 48,166 SH   SOLE   0 0 48,166
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,522 49,343 SH   DFND   0 0 49,343
ARM HLDGS PLC SPONSORED ADR 042068106 147,296 3,255,875 SH   SOLE   0 0 3,255,875
ARM HLDGS PLC SPONSORED ADR 042068106 65,770 1,453,796 SH   DFND   0 0 1,453,796
ARMADA HOFFLER PPTYS INC COM 04208T108 1,447 149,474 SH   SOLE   0 0 149,474
ARMADA HOFFLER PPTYS INC COM 04208T108 234 24,134 SH   DFND   0 0 24,134
ARMSTRONG WORLD INDS INC NEW COM 04247X102 640 11,142 SH   SOLE   0 0 11,142
ARRIS GROUP INC NEW COM 04270V106 3,168 97,383 SH   SOLE   0 0 97,383
ARRIS GROUP INC NEW COM 04270V106 469 14,426 SH   DFND   0 0 14,426
ARROW ELECTRS INC COM 042735100 13,789 228,254 SH   SOLE   0 0 228,254
ARROW ELECTRS INC COM 042735100 8,712 144,220 SH   DFND   0 0 144,220
ARROWHEAD RESH CORP COM NEW 042797209 24 1,692 SH   SOLE   0 0 1,692
ARROWHEAD RESH CORP COM NEW 042797209 87 6,089 SH   DFND   0 0 6,089
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 13,027 229,839 SH   SOLE   0 0 229,839
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,636 28,867 SH   DFND   0 0 28,867
ARUBA NETWORKS INC COM 043176106 2,453 140,035 SH   SOLE   0 0 140,035
ARUBA NETWORKS INC COM 043176106 58 3,285 SH   DFND   0 0 3,285
ASBURY AUTOMOTIVE GROUP INC COM 043436104 282 4,099 SH   SOLE   0 0 4,099
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,185 17,232 SH   DFND   0 0 17,232
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,108 96,015 SH   SOLE   0 0 96,015
ASHFORD HOSPITALITY TR INC COM SHS 044103109 122 10,592 SH   DFND   0 0 10,592
ASHLAND INC NEW COM 044209104 4,450 40,920 SH   SOLE   0 0 40,920
ASHLAND INC NEW COM 044209104 84 768 SH   DFND   0 0 768
ASML HOLDING N V N Y REGISTRY SHS N07059210 124,428 1,334,062 SH   SOLE   0 0 1,334,062
ASML HOLDING N V N Y REGISTRY SHS N07059210 2,263 24,266 SH   DFND   0 0 24,266
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,377 30,315 SH   SOLE   0 0 30,315
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,429 53,483 SH   DFND   0 0 53,483
ASPEN TECHNOLOGY INC COM 045327103 10,225 220,357 SH   SOLE   0 0 220,357
ASPEN TECHNOLOGY INC COM 045327103 1,328 28,611 SH   DFND   0 0 28,611
ASSOCIATED BANC CORP COM 045487105 827 45,757 SH   SOLE   0 0 45,757
ASSOCIATED BANC CORP COM 045487105 750 41,463 SH   DFND   0 0 41,463
ASSURANT INC COM 04621X108 1,503 22,936 SH   SOLE   0 0 22,936
ASSURANT INC COM 04621X108 796 12,140 SH   DFND   0 0 12,140
ASSURED GUARANTY LTD COM G0585R106 3,901 159,215 SH   SOLE   0 0 159,215
ASSURED GUARANTY LTD COM G0585R106 6,054 247,094 SH   DFND   0 0 247,094
ASTORIA FINL CORP COM 046265104 10,400 773,200 SH   SOLE   0 0 773,200
ASTORIA FINL CORP COM 046265104 33 2,478 SH   DFND   0 0 2,478
ASTRAZENECA PLC SPONSORED ADR 046353108 57,989 780,362 SH   SOLE   0 0 780,362
ASTRAZENECA PLC SPONSORED ADR 046353108 21,232 285,726 SH   DFND   0 0 285,726
ASTRONICS CORP COM 046433108 4,065 72,014 SH   SOLE   0 0 72,014
AT&T INC COM 00206R102 340,401 9,626,737 SH   SOLE   0 0 9,626,737
AT&T INC COM 00206R102 59,588 1,685,176 SH   DFND   0 0 1,685,176
ATHENAHEALTH INC COM 04685W103 37,735 301,563 SH   SOLE   0 0 301,563
ATHENAHEALTH INC COM 04685W103 25,422 203,162 SH   DFND   0 0 203,162
ATHLON ENERGY INC COM 047477104 9,479 198,726 SH   SOLE   0 0 198,726
ATHLON ENERGY INC COM 047477104 1,620 33,953 SH   DFND   0 0 33,953
ATLANTIC TELE NETWORK INC COM NEW 049079205 12 215 SH   SOLE   0 0 215
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,975 107,879 SH   SOLE   0 0 107,879
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,609 70,796 SH   DFND   0 0 70,796
ATMEL CORP COM 049513104 9,556 1,019,800 SH   SOLE   0 0 1,019,800
ATMEL CORP COM 049513104 2,102 224,352 SH   DFND   0 0 224,352
ATMOS ENERGY CORP COM 049560105 1,054 19,739 SH   SOLE   0 0 19,739
ATMOS ENERGY CORP COM 049560105 967 18,101 SH   DFND   0 0 18,101
ATRICURE INC COM 04963C209 395 21,471 SH   SOLE   0 0 21,471
ATRICURE INC COM 04963C209 1,656 90,116 SH   DFND   0 0 90,116
ATRION CORP COM 049904105 46 140 SH   DFND   0 0 140
ATWOOD OCEANICS INC COM 050095108 30,721 585,376 SH   SOLE   0 0 585,376
ATWOOD OCEANICS INC COM 050095108 446 8,491 SH   DFND   0 0 8,491
AURICO GOLD INC COM 05155C105 178 41,735 SH   SOLE   0 0 41,735
AURICO GOLD INC COM 05155C105 2 471 SH   DFND   0 0 471
AUSPEX PHARMACEUTICALS INC COM 05211J102 5 223 SH   DFND   0 0 223
AUTODESK INC COM 052769106 113,775 2,018,000 SH   SOLE   0 0 2,018,000
AUTODESK INC COM 052769106 2,443 43,337 SH   DFND   0 0 43,337
AUTOLIV INC COM 052800109 8,530 80,036 SH   SOLE   0 0 80,036
AUTOLIV INC COM 052800109 5,557 52,138 SH   DFND   0 0 52,138
AUTOMATIC DATA PROCESSING IN COM 053015103 140,121 1,767,416 SH   SOLE   0 0 1,767,416
AUTOMATIC DATA PROCESSING IN COM 053015103 30,021 378,666 SH   DFND   0 0 378,666
AUTONATION INC COM 05329W102 7,275 121,899 SH   SOLE   0 0 121,899
AUTONATION INC COM 05329W102 3,561 59,664 SH   DFND   0 0 59,664
AUTOZONE INC COM 053332102 16,956 31,621 SH   SOLE   0 0 31,621
AUTOZONE INC COM 053332102 122 228 SH   DFND   0 0 228
AUXILIUM PHARMACEUTICALS INC COM 05334D107 1,334 66,508 SH   SOLE   0 0 66,508
AUXILIUM PHARMACEUTICALS INC NOTE 1.500% 7/1 05334DAA5 254 235,000 PRN   SOLE   0 0 235,000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 98 4,879 SH   DFND   0 0 4,879
AVAGO TECHNOLOGIES LTD SHS Y0486S104 66,925 928,615 SH   SOLE   0 0 928,615
AVAGO TECHNOLOGIES LTD SHS Y0486S104 13,217 183,390 SH   DFND   0 0 183,390
AVALONBAY CMNTYS INC COM 053484101 35,211 247,634 SH   SOLE   0 0 247,634
AVALONBAY CMNTYS INC COM 053484101 2,645 18,605 SH   DFND   0 0 18,605
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 9 1,623 SH   SOLE   0 0 1,623
AVERY DENNISON CORP COM 053611109 10,506 204,995 SH   SOLE   0 0 204,995
AVERY DENNISON CORP COM 053611109 1,705 33,263 SH   DFND   0 0 33,263
AVG TECHNOLOGIES N V SHS N07831105 524 26,051 SH   SOLE   0 0 26,051
AVG TECHNOLOGIES N V SHS N07831105 2,665 132,388 SH   DFND   0 0 132,388
AVIS BUDGET GROUP COM 053774105 37 613 SH   SOLE   0 0 613
AVISTA CORP COM 05379B107 839 25,033 SH   SOLE   0 0 25,033
AVISTA CORP COM 05379B107 1,420 42,366 SH   DFND   0 0 42,366
AVIV REIT INC MD COM 05381L101 395 14,024 SH   SOLE   0 0 14,024
AVIVA PLC ADR 05382A104 11,199 636,289 SH   SOLE   0 0 636,289
AVIVA PLC ADR 05382A104 1,389 78,929 SH   DFND   0 0 78,929
AVNET INC COM 053807103 13,401 302,433 SH   SOLE   0 0 302,433
AVNET INC COM 053807103 7,070 159,554 SH   DFND   0 0 159,554
AVON PRODS INC COM 054303102 8,131 556,523 SH   SOLE   0 0 556,523
AVON PRODS INC COM 054303102 1,082 74,029 SH   DFND   0 0 74,029
AVX CORP NEW COM 002444107 206 15,485 SH   SOLE   0 0 15,485
AXIALL CORP COM 05463D100 4,567 96,612 SH   SOLE   0 0 96,612
AXIALL CORP COM 05463D100 1,895 40,081 SH   DFND   0 0 40,081
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 29,044 655,923 SH   SOLE   0 0 655,923
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 243 5,486 SH   DFND   0 0 5,486
AZZ INC COM 002474104 14,975 324,988 SH   SOLE   0 0 324,988
AZZ INC COM 002474104 91 1,965 SH   DFND   0 0 1,965
B & G FOODS INC NEW COM 05508R106 602 18,409 SH   SOLE   0 0 18,409
B & G FOODS INC NEW COM 05508R106 244 7,474 SH   DFND   0 0 7,474
B/E AEROSPACE INC COM 073302101 18,606 201,167 SH   SOLE   0 0 201,167
B/E AEROSPACE INC COM 073302101 5,570 60,226 SH   DFND   0 0 60,226
BABCOCK & WILCOX CO NEW COM 05615F102 8,548 263,340 SH   SOLE   0 0 263,340
BABCOCK & WILCOX CO NEW COM 05615F102 1,655 50,999 SH   DFND   0 0 50,999
BAIDU INC SPON ADR REP A 056752108 101,893 545,438 SH   SOLE   0 0 545,438
BAIDU INC SPON ADR REP A 056752108 56,208 300,884 SH   DFND   0 0 300,884
BAKER HUGHES INC COM 057224107 27,048 363,307 SH   SOLE   0 0 363,307
BAKER HUGHES INC COM 057224107 3,434 46,119 SH   DFND   0 0 46,119
BALCHEM CORP COM 057665200 3,679 68,691 SH   SOLE   0 0 68,691
BALCHEM CORP COM 057665200 472 8,810 SH   DFND   0 0 8,810
BALL CORP COM 058498106 14,065 224,394 SH   SOLE   0 0 224,394
BALLY TECHNOLOGIES INC COM 05874B107 10,380 157,944 SH   SOLE   0 0 157,944
BALLY TECHNOLOGIES INC COM 05874B107 150 2,281 SH   DFND   0 0 2,281
BANC CALIF INC COM 05990K106 7 615 SH   SOLE   0 0 615
BANCFIRST CORP COM 05945F103 5 74 SH   SOLE   0 0 74
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 21,320 1,669,510 SH   SOLE   0 0 1,669,510
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 5,434 425,528 SH   DFND   0 0 425,528
BANCO BRADESCO S A SP ADR PFD NEW 059460303 53,173 3,662,026 SH   SOLE   0 0 3,662,026
BANCO BRADESCO S A SP ADR PFD NEW 059460303 4,258 293,237 SH   DFND   0 0 293,237
BANCO MACRO SA SPON ADR B 05961W105 4,554 126,396 SH   SOLE   0 0 126,396
BANCO SANTANDER SA ADR 05964H105 19,334 1,855,496 SH   SOLE   0 0 1,855,496
BANCO SANTANDER SA ADR 05964H105 2,941 282,239 SH   DFND   0 0 282,239
BANCOLOMBIA S A SPON ADR PREF 05968L102 8,929 154,478 SH   SOLE   0 0 154,478
BANCORP INC DEL COM 05969A105 1,370 115,058 SH   SOLE   0 0 115,058
BANCORP INC DEL COM 05969A105 1,174 98,609 SH   DFND   0 0 98,609
BANCORPSOUTH INC COM 059692103 4,485 182,530 SH   SOLE   0 0 182,530
BANCORPSOUTH INC COM 059692103 1,144 46,563 SH   DFND   0 0 46,563
BANK HAWAII CORP COM 062540109 2,211 37,667 SH   SOLE   0 0 37,667
BANK N S HALIFAX COM 064149107 8,085 121,402 SH   SOLE   0 0 121,402
BANK N S HALIFAX COM 064149107 34 508 SH   DFND   0 0 508
BANK NEW YORK MELLON CORP COM 064058100 148,984 3,975,026 SH   SOLE   0 0 3,975,026
BANK NEW YORK MELLON CORP COM 064058100 897 23,938 SH   DFND   0 0 23,938
BANK OF THE OZARKS INC COM 063904106 8,328 248,957 SH   SOLE   0 0 248,957
BANK OF THE OZARKS INC COM 063904106 3,176 94,957 SH   DFND   0 0 94,957
BANKRATE INC DEL COM 06647F102 1,087 61,993 SH   SOLE   0 0 61,993
BANKRATE INC DEL COM 06647F102 417 23,772 SH   DFND   0 0 23,772
BANKUNITED INC COM 06652K103 2,159 64,476 SH   SOLE   0 0 64,476
BANKUNITED INC COM 06652K103 1,229 36,721 SH   DFND   0 0 36,721
BANNER CORP COM NEW 06652V208 227 5,740 SH   SOLE   0 0 5,740
BARCLAYS BANK PLC ADR PFD SR 5 06739H362 7,093 274,284 SH   SOLE   0 0 274,284
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 11,150 432,684 SH   SOLE   0 0 432,684
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 7,512 293,330 SH   SOLE   0 0 293,330
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 207 8,018 SH   DFND   0 0 8,018
BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H776 388 15,155 SH   DFND   0 0 15,155
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 605 15,341 SH   SOLE   0 0 15,341
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 6,028 237,690 SH   SOLE   0 0 237,690
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 311 12,273 SH   DFND   0 0 12,273
BARCLAYS PLC ADR 06738E204 51,129 3,499,567 SH   SOLE   0 0 3,499,567
BARCLAYS PLC ADR 06738E204 4,228 289,422 SH   DFND   0 0 289,422
BARD C R INC COM 067383109 27,194 190,153 SH   SOLE   0 0 190,153
BARD C R INC COM 067383109 4,190 29,299 SH   DFND   0 0 29,299
BARNES GROUP INC COM 067806109 5,437 141,078 SH   SOLE   0 0 141,078
BARNES GROUP INC COM 067806109 3,402 88,283 SH   DFND   0 0 88,283
BARRACUDA NETWORKS INC COM 068323104 144 4,630 SH   SOLE   0 0 4,630
BARRETT BILL CORP COM 06846N104 4,620 172,508 SH   SOLE   0 0 172,508
BARRETT BILL CORP COM 06846N104 3,309 123,560 SH   DFND   0 0 123,560
BARRICK GOLD CORP COM 067901108 72,492 3,961,325 SH   SOLE   0 0 3,961,325
BARRICK GOLD CORP COM 067901108 8,092 442,170 SH   DFND   0 0 442,170
BASIC ENERGY SVCS INC NEW COM 06985P100 23 774 SH   DFND   0 0 774
BAXTER INTL INC COM 071813109 174,503 2,413,594 SH   SOLE   0 0 2,413,594
BAXTER INTL INC COM 071813109 15,684 216,936 SH   DFND   0 0 216,936
BAYTEX ENERGY CORP COM 07317Q105 10 220 SH   SOLE   0 0 220
BB&T CORP COM 054937107 56,731 1,438,771 SH   SOLE   0 0 1,438,771
BB&T CORP COM 054937107 8,592 217,907 SH   DFND   0 0 217,907
BBCN BANCORP INC COM 073295107 6,125 383,982 SH   SOLE   0 0 383,982
BBCN BANCORP INC COM 073295107 2,430 152,376 SH   DFND   0 0 152,376
BCE INC COM NEW 05534B760 121,552 2,679,715 SH   SOLE   0 0 2,679,715
BCE INC COM NEW 05534B760 31,888 702,999 SH   DFND   0 0 702,999
BEACON ROOFING SUPPLY INC COM 073685109 7,102 214,420 SH   SOLE   0 0 214,420
BEACON ROOFING SUPPLY INC COM 073685109 8,036 242,647 SH   DFND   0 0 242,647
BECTON DICKINSON & CO COM 075887109 11,284 95,384 SH   SOLE   0 0 95,384
BECTON DICKINSON & CO COM 075887109 7,386 62,435 SH   DFND   0 0 62,435
BED BATH & BEYOND INC COM 075896100 8,690 151,438 SH   SOLE   0 0 151,438
BED BATH & BEYOND INC COM 075896100 7,119 124,076 SH   DFND   0 0 124,076
BELDEN INC COM 077454106 6,623 84,742 SH   SOLE   0 0 84,742
BELDEN INC COM 077454106 4,525 57,892 SH   DFND   0 0 57,892
BELLATRIX EXPLORATION LTD COM 078314101 47 5,449 SH   SOLE   0 0 5,449
BEMIS INC COM 081437105 1,222 30,066 SH   SOLE   0 0 30,066
BEMIS INC COM 081437105 706 17,358 SH   DFND   0 0 17,358
BENCHMARK ELECTRS INC COM 08160H101 8 324 SH   SOLE   0 0 324
BENCHMARK ELECTRS INC COM 08160H101 38 1,473 SH   DFND   0 0 1,473
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 55 4,089 SH   SOLE   0 0 4,089
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 4 329 SH   DFND   0 0 329
BERKLEY W R CORP COM 084423102 11,264 243,226 SH   SOLE   0 0 243,226
BERKLEY W R CORP COM 084423102 1,567 33,843 SH   DFND   0 0 33,843
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 61,564 486,441 SH   SOLE   0 0 486,441
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,255 65,226 SH   DFND   0 0 65,226
BERKSHIRE HILLS BANCORP INC COM 084680107 236 10,178 SH   SOLE   0 0 10,178
BERKSHIRE HILLS BANCORP INC COM 084680107 18 780 SH   DFND   0 0 780
BERRY PLASTICS GROUP INC COM 08579W103 3,963 153,595 SH   SOLE   0 0 153,595
BERRY PLASTICS GROUP INC COM 08579W103 2,833 109,814 SH   DFND   0 0 109,814
BEST BUY INC COM 086516101 1,550 49,971 SH   SOLE   0 0 49,971
BEST BUY INC COM 086516101 4,585 147,864 SH   DFND   0 0 147,864
BHP BILLITON LTD SPONSORED ADR 088606108 91,651 1,338,946 SH   SOLE   0 0 1,338,946
BHP BILLITON LTD SPONSORED ADR 088606108 5,726 83,653 SH   DFND   0 0 83,653
BHP BILLITON PLC SPONSORED ADR 05545E209 602 9,227 SH   SOLE   0 0 9,227
BIG LOTS INC COM 089302103 7,018 153,563 SH   SOLE   0 0 153,563
BIO RAD LABS INC CL A 090572207 31,994 267,262 SH   SOLE   0 0 267,262
BIO RAD LABS INC CL A 090572207 3,492 29,168 SH   DFND   0 0 29,168
BIOGEN IDEC INC COM 09062X103 242,917 770,407 SH   SOLE   0 0 770,407
BIOGEN IDEC INC COM 09062X103 95,128 301,698 SH   DFND   0 0 301,698
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,154 549,006 SH   SOLE   0 0 549,006
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 2,883 2,787,000 PRN   SOLE   0 0 2,787,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 19,464 312,874 SH   DFND   0 0 312,874
BIOMED REALTY TRUST INC COM 09063H107 15,642 716,559 SH   SOLE   0 0 716,559
BIOMED REALTY TRUST INC COM 09063H107 1,853 84,877 SH   DFND   0 0 84,877
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 903 29,882 SH   SOLE   0 0 29,882
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 2,811 93,027 SH   DFND   0 0 93,027
BIOSCRIP INC COM 09069N108 1,597 191,516 SH   SOLE   0 0 191,516
BITAUTO HLDGS LTD SPONSORED ADS 091727107 4,389 90,113 SH   SOLE   0 0 90,113
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,453 50,361 SH   DFND   0 0 50,361
BLACK BOX CORP DEL COM 091826107 848 36,189 SH   SOLE   0 0 36,189
BLACK HILLS CORP COM 092113109 2,598 42,319 SH   SOLE   0 0 42,319
BLACK HILLS CORP COM 092113109 1,883 30,677 SH   DFND   0 0 30,677
BLACKBAUD INC COM 09227Q100 17,249 482,631 SH   SOLE   0 0 482,631
BLACKBAUD INC COM 09227Q100 3,215 89,956 SH   DFND   0 0 89,956
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 778 27,578 SH   SOLE   0 0 27,578
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 188 6,647 SH   DFND   0 0 6,647
BLACKROCK INC COM 09247X101 401,368 1,255,845 SH   SOLE   0 0 1,255,845
BLACKROCK INC COM 09247X101 55,329 173,120 SH   DFND   0 0 173,120
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4,307 128,783 SH   SOLE   0 0 128,783
BLOCK H & R INC COM 093671105 4,580 136,643 SH   SOLE   0 0 136,643
BLOCK H & R INC COM 093671105 1,588 47,370 SH   DFND   0 0 47,370
BLOOMIN BRANDS INC COM 094235108 1,183 52,746 SH   SOLE   0 0 52,746
BLOOMIN BRANDS INC COM 094235108 2,861 127,568 SH   DFND   0 0 127,568
BLOUNT INTL INC NEW COM 095180105 1,037 73,525 SH   SOLE   0 0 73,525
BLOUNT INTL INC NEW COM 095180105 1,763 124,917 SH   DFND   0 0 124,917
BLUCORA INC COM 095229100 795 42,109 SH   SOLE   0 0 42,109
BLUCORA INC COM 095229100 89 4,709 SH   DFND   0 0 4,709
BLUE NILE INC COM 09578R103 841 30,045 SH   SOLE   0 0 30,045
BLUE NILE INC COM 09578R103 20 707 SH   DFND   0 0 707
BLUEBIRD BIO INC COM 09609G100 41 1,054 SH   SOLE   0 0 1,054
BLUEBIRD BIO INC COM 09609G100 95 2,452 SH   DFND   0 0 2,452
BOB EVANS FARMS INC COM 096761101 1,478 29,533 SH   SOLE   0 0 29,533
BOEING CO COM 097023105 121,919 958,259 SH   SOLE   0 0 958,259
BOEING CO COM 097023105 55,641 437,327 SH   DFND   0 0 437,327
BOISE CASCADE CO DEL COM 09739D100 4,147 144,794 SH   SOLE   0 0 144,794
BOISE CASCADE CO DEL COM 09739D100 2,090 72,972 SH   DFND   0 0 72,972
BONANZA CREEK ENERGY INC COM 097793103 651 11,390 SH   SOLE   0 0 11,390
BONANZA CREEK ENERGY INC COM 097793103 3,511 61,386 SH   DFND   0 0 61,386
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 552 25,988 SH   SOLE   0 0 25,988
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 502 23,651 SH   DFND   0 0 23,651
BORGWARNER INC COM 099724106 91,380 1,401,751 SH   SOLE   0 0 1,401,751
BORGWARNER INC COM 099724106 3,979 61,031 SH   DFND   0 0 61,031
BOSTON BEER INC CL A 100557107 3,613 16,163 SH   SOLE   0 0 16,163
BOSTON BEER INC CL A 100557107 76 338 SH   DFND   0 0 338
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,173 87,306 SH   SOLE   0 0 87,306
BOSTON PROPERTIES INC COM 101121101 48,056 406,637 SH   SOLE   0 0 406,637
BOSTON PROPERTIES INC COM 101121101 9,151 77,431 SH   DFND   0 0 77,431
BOSTON SCIENTIFIC CORP COM 101137107 4,566 357,547 SH   SOLE   0 0 357,547
BOSTON SCIENTIFIC CORP COM 101137107 3,035 237,654 SH   DFND   0 0 237,654
BOTTOMLINE TECH DEL INC COM 101388106 113 3,765 SH   SOLE   0 0 3,765
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 2,952 2,502,000 PRN   SOLE   0 0 2,502,000
BOTTOMLINE TECH DEL INC COM 101388106 524 17,523 SH   DFND   0 0 17,523
BOULDER BRANDS INC COM 101405108 7 522 SH   DFND   0 0 522
BP PLC SPONSORED ADR 055622104 118,840 2,252,900 SH   SOLE   0 0 2,252,900
BP PLC SPONSORED ADR 055622104 29,822 565,343 SH   DFND   0 0 565,343
BPZ RESOURCES INC COM 055639108 8 2,459 SH   DFND   0 0 2,459
BRADY CORP CL A 104674106 118 3,958 SH   SOLE   0 0 3,958
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2,418 155,027 SH   SOLE   0 0 155,027
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 142 9,079 SH   DFND   0 0 9,079
BRF SA SPONSORED ADR 10552T107 9,097 374,223 SH   SOLE   0 0 374,223
BRF SA SPONSORED ADR 10552T107 1,510 62,094 SH   DFND   0 0 62,094
BRIDGE CAP HLDGS COM 108030107 65 2,668 SH   SOLE   0 0 2,668
BRIDGE CAP HLDGS COM 108030107 349 14,403 SH   DFND   0 0 14,403
BRIGHT HORIZONS FAM SOL IN D COM 109194100 418 9,726 SH   SOLE   0 0 9,726
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,679 39,090 SH   DFND   0 0 39,090
BRIGHTCOVE INC COM 10921T101 22 2,088 SH   SOLE   0 0 2,088
BRINKER INTL INC COM 109641100 7,185 147,688 SH   SOLE   0 0 147,688
BRINKS CO COM 109696104 15,507 549,506 SH   SOLE   0 0 549,506
BRINKS CO COM 109696104 2,267 80,346 SH   DFND   0 0 80,346
BRISTOL MYERS SQUIBB CO COM 110122108 289,205 5,961,754 SH   SOLE   0 0 5,961,754
BRISTOL MYERS SQUIBB CO COM 110122108 55,518 1,144,475 SH   DFND   0 0 1,144,475
BRISTOW GROUP INC COM 110394103 10,030 124,414 SH   SOLE   0 0 124,414
BRISTOW GROUP INC COM 110394103 4,139 51,344 SH   DFND   0 0 51,344
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 74,987 629,716 SH   SOLE   0 0 629,716
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,918 58,094 SH   DFND   0 0 58,094
BRIXMOR PPTY GROUP INC COM 11120U105 5,013 218,434 SH   SOLE   0 0 218,434
BRIXMOR PPTY GROUP INC COM 11120U105 388 16,917 SH   DFND   0 0 16,917
BROADCOM CORP CL A 111320107 51,265 1,381,058 SH   SOLE   0 0 1,381,058
BROADCOM CORP CL A 111320107 10,926 294,344 SH   DFND   0 0 294,344
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,591 134,281 SH   SOLE   0 0 134,281
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,186 28,482 SH   DFND   0 0 28,482
BROADSOFT INC COM 11133B409 1,215 46,049 SH   SOLE   0 0 46,049
BROADSOFT INC COM 11133B409 46 1,759 SH   DFND   0 0 1,759
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 13,960 1,517,386 SH   SOLE   0 0 1,517,386
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3,301 358,834 SH   DFND   0 0 358,834
BROOKDALE SR LIVING INC COM 112463104 1,280 38,396 SH   SOLE   0 0 38,396
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 625 459,000 PRN   SOLE   0 0 459,000
BROOKDALE SR LIVING INC COM 112463104 191 5,722 SH   DFND   0 0 5,722
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 17,957 407,927 SH   SOLE   0 0 407,927
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 275 6,253 SH   DFND   0 0 6,253
BROOKLINE BANCORP INC DEL COM 11373M107 965 102,936 SH   SOLE   0 0 102,936
BROWN & BROWN INC COM 115236101 2,249 73,220 SH   SOLE   0 0 73,220
BROWN & BROWN INC COM 115236101 313 10,202 SH   DFND   0 0 10,202
BROWN FORMAN CORP CL B 115637209 1,497 15,894 SH   SOLE   0 0 15,894
BROWN SHOE INC NEW COM 115736100 5,443 190,246 SH   SOLE   0 0 190,246
BROWN SHOE INC NEW COM 115736100 857 29,944 SH   DFND   0 0 29,944
BRUKER CORP COM 116794108 13,405 552,328 SH   SOLE   0 0 552,328
BRUKER CORP COM 116794108 1,882 77,538 SH   DFND   0 0 77,538
BRUNSWICK CORP COM 117043109 5,757 136,654 SH   SOLE   0 0 136,654
BRUNSWICK CORP COM 117043109 5,592 132,730 SH   DFND   0 0 132,730
BRYN MAWR BK CORP COM 117665109 6 191 SH   SOLE   0 0 191
BRYN MAWR BK CORP COM 117665109 37 1,275 SH   DFND   0 0 1,275
BT GROUP PLC ADR 05577E101 15,645 238,375 SH   SOLE   0 0 238,375
BT GROUP PLC ADR 05577E101 3,833 58,402 SH   DFND   0 0 58,402
BUCKLE INC COM 118440106 711 16,034 SH   SOLE   0 0 16,034
BUCKLE INC COM 118440106 2,938 66,236 SH   DFND   0 0 66,236
BUFFALO WILD WINGS INC COM 119848109 9,500 57,329 SH   SOLE   0 0 57,329
BUFFALO WILD WINGS INC COM 119848109 265 1,600 SH   DFND   0 0 1,600
BUNGE LIMITED COM G16962105 5,265 69,603 SH   SOLE   0 0 69,603
BUNGE LIMITED COM G16962105 267 3,535 SH   DFND   0 0 3,535
BURGER KING WORLDWIDE INC COM 121220107 2,372 87,141 SH   SOLE   0 0 87,141
BURGER KING WORLDWIDE INC COM 121220107 93 3,423 SH   DFND   0 0 3,423
BURLINGTON STORES INC COM 122017106 61 1,912 SH   DFND   0 0 1,912
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 26,755 419,430 SH   SOLE   0 0 419,430
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,303 98,814 SH   DFND   0 0 98,814
C&J ENERGY SVCS INC COM 12467B304 3,269 96,785 SH   SOLE   0 0 96,785
CA INC COM 12673P105 70,446 2,451,163 SH   SOLE   0 0 2,451,163
CA INC COM 12673P105 5,329 185,425 SH   DFND   0 0 185,425
CABELAS INC COM 126804301 32,950 528,037 SH   SOLE   0 0 528,037
CABELAS INC COM 126804301 58 925 SH   DFND   0 0 925
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 13,647 773,213 SH   SOLE   0 0 773,213
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,874 106,167 SH   DFND   0 0 106,167
CABOT CORP COM 127055101 13,678 235,868 SH   SOLE   0 0 235,868
CABOT CORP COM 127055101 3,641 62,783 SH   DFND   0 0 62,783
CABOT MICROELECTRONICS CORP COM 12709P103 6,584 147,460 SH   SOLE   0 0 147,460
CABOT MICROELECTRONICS CORP COM 12709P103 3,158 70,719 SH   DFND   0 0 70,719
CABOT OIL & GAS CORP COM 127097103 25,228 738,967 SH   SOLE   0 0 738,967
CABOT OIL & GAS CORP COM 127097103 48,156 1,410,544 SH   DFND   0 0 1,410,544
CACI INTL INC CL A 127190304 7,769 110,649 SH   SOLE   0 0 110,649
CADENCE DESIGN SYSTEM INC COM 127387108 11,435 653,784 SH   SOLE   0 0 653,784
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 1,892 814,000 PRN   SOLE   0 0 814,000
CADENCE DESIGN SYSTEM INC COM 127387108 2,754 157,458 SH   DFND   0 0 157,458
CAI INTERNATIONAL INC COM 12477X106 1,389 63,129 SH   SOLE   0 0 63,129
CAI INTERNATIONAL INC COM 12477X106 31 1,419 SH   DFND   0 0 1,419
CAL DIVE INTL INC DEL COM 12802T101 15 11,655 SH   SOLE   0 0 11,655
CALAMP CORP COM 128126109 76 3,517 SH   SOLE   0 0 3,517
CALAMP CORP COM 128126109 177 8,182 SH   DFND   0 0 8,182
CALAVO GROWERS INC COM 128246105 56 1,655 SH   SOLE   0 0 1,655
CALGON CARBON CORP COM 129603106 2,044 91,537 SH   SOLE   0 0 91,537
CALGON CARBON CORP COM 129603106 2,971 133,055 SH   DFND   0 0 133,055
CALIFORNIA WTR SVC GROUP COM 130788102 3,155 130,368 SH   SOLE   0 0 130,368
CALLAWAY GOLF CO COM 131193104 226 27,200 SH   SOLE   0 0 27,200
CALLAWAY GOLF CO COM 131193104 22 2,633 SH   DFND   0 0 2,633
CALLIDUS SOFTWARE INC COM 13123E500 60 5,057 SH   SOLE   0 0 5,057
CALLIDUS SOFTWARE INC COM 13123E500 199 16,689 SH   DFND   0 0 16,689
CALPINE CORP COM NEW 131347304 16,626 698,261 SH   SOLE   0 0 698,261
CALPINE CORP COM NEW 131347304 457 19,204 SH   DFND   0 0 19,204
CAMBREX CORP COM 132011107 399 19,272 SH   SOLE   0 0 19,272
CAMBREX CORP COM 132011107 225 10,874 SH   DFND   0 0 10,874
CAMDEN PPTY TR SH BEN INT 133131102 8,451 118,777 SH   SOLE   0 0 118,777
CAMDEN PPTY TR SH BEN INT 133131102 1,726 24,260 SH   DFND   0 0 24,260
CAMECO CORP COM 13321L108 6,627 337,951 SH   SOLE   0 0 337,951
CAMERON INTERNATIONAL CORP COM 13342B105 23,816 351,733 SH   SOLE   0 0 351,733
CAMERON INTERNATIONAL CORP COM 13342B105 11,324 167,245 SH   DFND   0 0 167,245
CAMPBELL SOUP CO COM 134429109 15,626 341,114 SH   SOLE   0 0 341,114
CAMPUS CREST CMNTYS INC COM 13466Y105 286 33,059 SH   SOLE   0 0 33,059
CAMPUS CREST CMNTYS INC COM 13466Y105 3 381 SH   DFND   0 0 381
CANADIAN NAT RES LTD COM 136385101 47,203 1,028,174 SH   SOLE   0 0 1,028,174
CANADIAN NAT RES LTD COM 136385101 4,992 108,729 SH   DFND   0 0 108,729
CANADIAN NATL RY CO COM 136375102 35,226 541,769 SH   SOLE   0 0 541,769
CANADIAN NATL RY CO COM 136375102 5,608 86,254 SH   DFND   0 0 86,254
CANADIAN PAC RY LTD COM 13645T100 142,459 786,458 SH   SOLE   0 0 786,458
CANADIAN PAC RY LTD COM 13645T100 20,257 111,830 SH   DFND   0 0 111,830
CANON INC SPONSORED ADR 138006309 13,088 399,642 SH   SOLE   0 0 399,642
CANON INC SPONSORED ADR 138006309 3,009 91,871 SH   DFND   0 0 91,871
CANTEL MEDICAL CORP COM 138098108 1,603 43,763 SH   SOLE   0 0 43,763
CANTEL MEDICAL CORP COM 138098108 716 19,550 SH   DFND   0 0 19,550
CAPELLA EDUCATION COMPANY COM 139594105 64 1,185 SH   SOLE   0 0 1,185
CAPELLA EDUCATION COMPANY COM 139594105 4 81 SH   DFND   0 0 81
CAPITAL BK FINL CORP CL A COM 139794101 0 11 SH   SOLE   0 0 11
CAPITAL ONE FINL CORP COM 14040H105 83,514 1,011,063 SH   SOLE   0 0 1,011,063
CAPITAL ONE FINL CORP COM 14040H105 7,208 87,262 SH   DFND   0 0 87,262
CAPITOL FED FINL INC COM 14057J101 72 5,930 SH   SOLE   0 0 5,930
CAPITOL FED FINL INC COM 14057J101 390 32,105 SH   DFND   0 0 32,105
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,492 113,449 SH   SOLE   0 0 113,449
CARDINAL FINL CORP COM 14149F109 58 3,148 SH   SOLE   0 0 3,148
CARDINAL FINL CORP COM 14149F109 3 172 SH   DFND   0 0 172
CARDINAL HEALTH INC COM 14149Y108 53,930 786,615 SH   SOLE   0 0 786,615
CARDINAL HEALTH INC COM 14149Y108 10,802 157,552 SH   DFND   0 0 157,552
CARDIOVASCULAR SYS INC DEL COM 141619106 592 18,995 SH   SOLE   0 0 18,995
CARDTRONICS INC COM 14161H108 7,225 211,990 SH   SOLE   0 0 211,990
CARDTRONICS INC COM 14161H108 3,369 98,865 SH   DFND   0 0 98,865
CAREFUSION CORP COM 14170T101 7,869 177,431 SH   SOLE   0 0 177,431
CAREFUSION CORP COM 14170T101 10,498 236,717 SH   DFND   0 0 236,717
CARLISLE COS INC COM 142339100 21,387 246,908 SH   SOLE   0 0 246,908
CARLISLE COS INC COM 142339100 5,554 64,114 SH   DFND   0 0 64,114
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 3 75 SH   SOLE   0 0 75
CARMAX INC COM 143130102 24,641 473,770 SH   SOLE   0 0 473,770
CARMAX INC COM 143130102 764 14,685 SH   DFND   0 0 14,685
CARMIKE CINEMAS INC COM 143436400 1,192 33,920 SH   SOLE   0 0 33,920
CARMIKE CINEMAS INC COM 143436400 131 3,718 SH   DFND   0 0 3,718
CARNIVAL CORP PAIRED CTF 143658300 203,623 5,408,325 SH   SOLE   0 0 5,408,325
CARNIVAL CORP PAIRED CTF 143658300 1,680 44,623 SH   DFND   0 0 44,623
CARNIVAL PLC ADR 14365C103 4,002 105,445 SH   SOLE   0 0 105,445
CARPENTER TECHNOLOGY CORP COM 144285103 15,773 249,381 SH   SOLE   0 0 249,381
CARPENTER TECHNOLOGY CORP COM 144285103 535 8,455 SH   DFND   0 0 8,455
CARRIZO OIL & GAS INC COM 144577103 10,575 152,692 SH   SOLE   0 0 152,692
CARRIZO OIL & GAS INC COM 144577103 5,081 73,368 SH   DFND   0 0 73,368
CARTER INC COM 146229109 605 8,781 SH   SOLE   0 0 8,781
CARTER INC COM 146229109 4 65 SH   DFND   0 0 65
CASELLA WASTE SYS INC CL A 147448104 251 50,019 SH   SOLE   0 0 50,019
CASELLA WASTE SYS INC CL A 147448104 1,053 210,239 SH   DFND   0 0 210,239
CASEYS GEN STORES INC COM 147528103 14,469 205,843 SH   SOLE   0 0 205,843
CASEYS GEN STORES INC COM 147528103 5,996 85,307 SH   DFND   0 0 85,307
CASH AMER INTL INC COM 14754D100 17,238 387,975 SH   SOLE   0 0 387,975
CASH AMER INTL INC COM 14754D100 193 4,335 SH   DFND   0 0 4,335
CASS INFORMATION SYS INC COM 14808P109 2,486 50,245 SH   SOLE   0 0 50,245
CASS INFORMATION SYS INC COM 14808P109 2,566 51,869 SH   DFND   0 0 51,869
CASTLE A M & CO COM 148411101 13 1,153 SH   DFND   0 0 1,153
CASTLIGHT HEALTH INC CL B 14862Q100 13 828 SH   SOLE   0 0 828
CATAMARAN CORP COM 148887102 11,348 256,977 SH   SOLE   0 0 256,977
CATAMARAN CORP COM 148887102 12,565 284,540 SH   DFND   0 0 284,540
CATERPILLAR INC DEL COM 149123101 127,567 1,173,895 SH   SOLE   0 0 1,173,895
CATERPILLAR INC DEL COM 149123101 11,138 102,493 SH   DFND   0 0 102,493
CATHAY GEN BANCORP COM 149150104 613 23,989 SH   SOLE   0 0 23,989
CATHAY GEN BANCORP COM 149150104 3,214 125,752 SH   DFND   0 0 125,752
CATO CORP NEW CL A 149205106 2,633 85,206 SH   SOLE   0 0 85,206
CATO CORP NEW CL A 149205106 1,621 52,453 SH   DFND   0 0 52,453
CAVCO INDS INC DEL COM 149568107 110 1,288 SH   SOLE   0 0 1,288
CAVIUM INC COM 14964U108 12,596 253,642 SH   SOLE   0 0 253,642
CAVIUM INC COM 14964U108 1,160 23,364 SH   DFND   0 0 23,364
CBIZ INC COM 124805102 0 14 SH   SOLE   0 0 14
CBL & ASSOC PPTYS INC COM 124830100 3,704 194,958 SH   SOLE   0 0 194,958
CBL & ASSOC PPTYS INC COM 124830100 79 4,133 SH   DFND   0 0 4,133
CBOE HLDGS INC COM 12503M108 23,006 467,507 SH   SOLE   0 0 467,507
CBOE HLDGS INC COM 12503M108 806 16,371 SH   DFND   0 0 16,371
CBRE GROUP INC CL A 12504L109 35,136 1,096,635 SH   SOLE   0 0 1,096,635
CBRE GROUP INC CL A 12504L109 9,849 307,400 SH   DFND   0 0 307,400
CBS CORP NEW CL B 124857202 77,752 1,251,238 SH   SOLE   0 0 1,251,238
CBS CORP NEW CL B 124857202 6,427 103,426 SH   DFND   0 0 103,426
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,175 23,902 SH   SOLE   0 0 23,902
CDW CORP COM 12514G108 1,213 38,053 SH   SOLE   0 0 38,053
CDW CORP COM 12514G108 1,108 34,752 SH   DFND   0 0 34,752
CECO ENVIRONMENTAL CORP COM 125141101 218 13,978 SH   SOLE   0 0 13,978
CELADON GROUP INC COM 150838100 995 46,679 SH   SOLE   0 0 46,679
CELADON GROUP INC COM 150838100 86 4,037 SH   DFND   0 0 4,037
CELANESE CORP DEL COM SER A 150870103 4,601 71,577 SH   SOLE   0 0 71,577
CELANESE CORP DEL COM SER A 150870103 2,783 43,290 SH   DFND   0 0 43,290
CELGENE CORP COM 151020104 324,118 3,774,081 SH   SOLE   0 0 3,774,081
CELGENE CORP COM 151020104 110,602 1,287,868 SH   DFND   0 0 1,287,868
CELLDEX THERAPEUTICS INC NEW COM 15117B103 292 17,900 SH   SOLE   0 0 17,900
CELLDEX THERAPEUTICS INC NEW COM 15117B103 106 6,481 SH   DFND   0 0 6,481
CEMEX SAB DE CV SPON ADR NEW 151290889 4,297 324,818 SH   SOLE   0 0 324,818
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 670 442,000 PRN   SOLE   0 0 442,000
CENOVUS ENERGY INC COM 15135U109 29,678 916,835 SH   SOLE   0 0 916,835
CENOVUS ENERGY INC COM 15135U109 3,098 95,714 SH   DFND   0 0 95,714
CENTENE CORP DEL COM 15135B101 41,394 547,469 SH   SOLE   0 0 547,469
CENTENE CORP DEL COM 15135B101 2,995 39,612 SH   DFND   0 0 39,612
CENTER BANCORP INC COM 151408101 42 2,210 SH   SOLE   0 0 2,210
CENTER BANCORP INC COM 151408101 230 11,986 SH   DFND   0 0 11,986
CENTERPOINT ENERGY INC COM 15189T107 4,224 165,395 SH   SOLE   0 0 165,395
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 107 11,590 SH   SOLE   0 0 11,590
CENTURY ALUM CO COM 156431108 1,854 118,212 SH   SOLE   0 0 118,212
CENTURY CASINOS INC COM 156492100 94 16,161 SH   SOLE   0 0 16,161
CENTURYLINK INC COM 156700106 25,818 713,196 SH   SOLE   0 0 713,196
CENTURYLINK INC COM 156700106 4,056 112,057 SH   DFND   0 0 112,057
CEPHEID COM 15670R107 13,299 277,406 SH   SOLE   0 0 277,406
CEPHEID COM 15670R107 10,106 210,803 SH   DFND   0 0 210,803
CERNER CORP COM 156782104 64,117 1,243,052 SH   SOLE   0 0 1,243,052
CERNER CORP COM 156782104 44,184 856,607 SH   DFND   0 0 856,607
CEVA INC COM 157210105 257 17,407 SH   SOLE   0 0 17,407
CEVA INC COM 157210105 1,082 73,245 SH   DFND   0 0 73,245
CF INDS HLDGS INC COM 125269100 16,931 70,391 SH   SOLE   0 0 70,391
CF INDS HLDGS INC COM 125269100 648 2,695 SH   DFND   0 0 2,695
CHANGYOU COM LTD ADS REP CL A 15911M107 693 26,670 SH   SOLE   0 0 26,670
CHANNELADVISOR CORP COM 159179100 313 11,875 SH   SOLE   0 0 11,875
CHANNELADVISOR CORP COM 159179100 1,688 64,025 SH   DFND   0 0 64,025
CHARLES RIV LABS INTL INC COM 159864107 1,428 26,684 SH   SOLE   0 0 26,684
CHARLES RIV LABS INTL INC COM 159864107 4 75 SH   DFND   0 0 75
CHART INDS INC COM PAR $0.01 16115Q308 9,287 112,256 SH   SOLE   0 0 112,256
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 3,026 2,166,000 PRN   SOLE   0 0 2,166,000
CHART INDS INC COM PAR $0.01 16115Q308 482 5,826 SH   DFND   0 0 5,826
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 371 2,341 SH   SOLE   0 0 2,341
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 249 1,575 SH   DFND   0 0 1,575
CHATHAM LODGING TR COM 16208T102 2,563 117,020 SH   SOLE   0 0 117,020
CHECK POINT SOFTWARE TECH LT ORD M22465104 75,210 1,122,032 SH   SOLE   0 0 1,122,032
CHECK POINT SOFTWARE TECH LT ORD M22465104 10,430 155,608 SH   DFND   0 0 155,608
CHECKPOINT SYS INC COM 162825103 612 43,765 SH   SOLE   0 0 43,765
CHEESECAKE FACTORY INC COM 163072101 2,930 63,116 SH   SOLE   0 0 63,116
CHEESECAKE FACTORY INC COM 163072101 3,612 77,816 SH   DFND   0 0 77,816
CHEMED CORP NEW COM 16359R103 5,196 55,445 SH   SOLE   0 0 55,445
CHEMED CORP NEW COM 16359R103 5,105 54,475 SH   DFND   0 0 54,475
CHEMICAL FINL CORP COM 163731102 683 24,323 SH   SOLE   0 0 24,323
CHEMICAL FINL CORP COM 163731102 75 2,684 SH   DFND   0 0 2,684
CHEMTURA CORP COM NEW 163893209 3,453 132,148 SH   SOLE   0 0 132,148
CHEMTURA CORP COM NEW 163893209 1,129 43,196 SH   DFND   0 0 43,196
CHENIERE ENERGY INC COM NEW 16411R208 617 8,606 SH   SOLE   0 0 8,606
CHENIERE ENERGY INC COM NEW 16411R208 2 25 SH   DFND   0 0 25
CHESAPEAKE ENERGY CORP COM 165167107 8,754 281,675 SH   SOLE   0 0 281,675
CHESAPEAKE ENERGY CORP PFD CONV 165167842 1,781 18,266 SH   SOLE   0 0 18,266
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 2,461 2,862,000 PRN   SOLE   0 0 2,862,000
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 1,466 1,955,000 PRN   SOLE   0 0 1,955,000
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 347 464,000 PRN   SOLE   0 0 464,000
CHESAPEAKE ENERGY CORP COM 165167107 485 15,590 SH   DFND   0 0 15,590
CHESAPEAKE LODGING TR SH BEN INT 165240102 6,597 218,236 SH   SOLE   0 0 218,236
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,644 54,391 SH   DFND   0 0 54,391
CHESAPEAKE UTILS CORP COM 165303108 201 2,818 SH   SOLE   0 0 2,818
CHEVRON CORP NEW COM 166764100 722,554 5,534,694 SH   SOLE   0 0 5,534,694
CHEVRON CORP NEW COM 166764100 127,593 977,351 SH   DFND   0 0 977,351
CHICAGO BRIDGE & IRON CO N V COM 167250109 12,631 185,202 SH   SOLE   0 0 185,202
CHICAGO BRIDGE & IRON CO N V COM 167250109 892 13,075 SH   DFND   0 0 13,075
CHICOS FAS INC COM 168615102 3,330 196,347 SH   SOLE   0 0 196,347
CHILDRENS PL RETAIL STORES I COM 168905107 2,734 55,083 SH   SOLE   0 0 55,083
CHILDRENS PL RETAIL STORES I COM 168905107 2,468 49,735 SH   DFND   0 0 49,735
CHIMERA INVT CORP COM 16934Q109 1,467 459,873 SH   SOLE   0 0 459,873
CHIMERIX INC COM 16934W106 24 1,077 SH   SOLE   0 0 1,077
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 67,219 1,382,817 SH   SOLE   0 0 1,382,817
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,626 95,167 SH   DFND   0 0 95,167
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 32,604 343,095 SH   SOLE   0 0 343,095
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 5,672 370,020 SH   SOLE   0 0 370,020
CHIPOTLE MEXICAN GRILL INC COM 169656105 54,078 91,269 SH   SOLE   0 0 91,269
CHIPOTLE MEXICAN GRILL INC COM 169656105 20,397 34,424 SH   DFND   0 0 34,424
CHIQUITA BRANDS INTL INC COM 170032809 581 53,549 SH   SOLE   0 0 53,549
CHOICE HOTELS INTL INC COM 169905106 4,263 90,495 SH   SOLE   0 0 90,495
CHOICE HOTELS INTL INC COM 169905106 751 15,946 SH   DFND   0 0 15,946
CHUBB CORP COM 171232101 52,916 574,117 SH   SOLE   0 0 574,117
CHUBB CORP COM 171232101 32,986 357,887 SH   DFND   0 0 357,887
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 826 25,768 SH   SOLE   0 0 25,768
CHURCH & DWIGHT INC COM 171340102 18,042 257,927 SH   SOLE   0 0 257,927
CHURCH & DWIGHT INC COM 171340102 4,375 62,538 SH   DFND   0 0 62,538
CHUYS HLDGS INC COM 171604101 26 726 SH   SOLE   0 0 726
CHUYS HLDGS INC COM 171604101 38 1,051 SH   DFND   0 0 1,051
CIENA CORP COM NEW 171779309 11,657 538,171 SH   SOLE   0 0 538,171
CIENA CORP NOTE 0.875% 6/1 171779AE1 1,473 1,486,000 PRN   SOLE   0 0 1,486,000
CIENA CORP DEBT 4.000%12/1 171779AK7 636 459,000 PRN   SOLE   0 0 459,000
CIENA CORP COM NEW 171779309 4,308 198,875 SH   DFND   0 0 198,875
CIGNA CORPORATION COM 125509109 15,481 168,330 SH   SOLE   0 0 168,330
CIGNA CORPORATION COM 125509109 10,851 117,984 SH   DFND   0 0 117,984
CIMAREX ENERGY CO COM 171798101 3,607 25,141 SH   SOLE   0 0 25,141
CIMAREX ENERGY CO COM 171798101 900 6,273 SH   DFND   0 0 6,273
CINCINNATI BELL INC NEW COM 171871106 37 9,522 SH   SOLE   0 0 9,522
CINCINNATI BELL INC NEW PFD CV DEP1/20 171871403 766 15,867 SH   SOLE   0 0 15,867
CINCINNATI FINL CORP COM 172062101 160,378 3,338,431 SH   SOLE   0 0 3,338,431
CINEMARK HOLDINGS INC COM 17243V102 7,791 220,338 SH   SOLE   0 0 220,338
CINEMARK HOLDINGS INC COM 17243V102 2,856 80,780 SH   DFND   0 0 80,780
CINTAS CORP COM 172908105 206 3,241 SH   SOLE   0 0 3,241
CIRCOR INTL INC COM 17273K109 1,840 23,856 SH   SOLE   0 0 23,856
CISCO SYS INC COM 17275R102 542,097 21,814,787 SH   SOLE   0 0 21,814,787
CISCO SYS INC COM 17275R102 77,399 3,114,664 SH   DFND   0 0 3,114,664
CIT GROUP INC COM NEW 125581801 78,824 1,722,551 SH   SOLE   0 0 1,722,551
CIT GROUP INC COM NEW 125581801 1,709 37,343 SH   DFND   0 0 37,343
CITIGROUP INC COM NEW 172967424 277,306 5,887,591 SH   SOLE   0 0 5,887,591
CITIGROUP INC COM NEW 172967424 28,630 607,855 SH   DFND   0 0 607,855
CITRIX SYS INC COM 177376100 25,912 414,263 SH   SOLE   0 0 414,263
CITRIX SYS INC COM 177376100 3,466 55,410 SH   DFND   0 0 55,410
CITY HLDG CO COM 177835105 17 381 SH   SOLE   0 0 381
CITY NATL CORP COM 178566105 21,749 287,084 SH   SOLE   0 0 287,084
CITY NATL CORP COM 178566105 2,028 26,774 SH   DFND   0 0 26,774
CIVEO CORP COM 178787107 338 13,518 SH   SOLE   0 0 13,518
CIVEO CORP COM 178787107 26 1,022 SH   DFND   0 0 1,022
CLARCOR INC COM 179895107 18,632 301,248 SH   SOLE   0 0 301,248
CLARCOR INC COM 179895107 5,165 83,502 SH   DFND   0 0 83,502
CLEAN ENERGY FUELS CORP COM 184499101 565 48,216 SH   SOLE   0 0 48,216
CLEAN HARBORS INC COM 184496107 680 10,581 SH   SOLE   0 0 10,581
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 547 66,927 SH   SOLE   0 0 66,927
CLEARWATER PAPER CORP COM 18538R103 3,232 52,358 SH   SOLE   0 0 52,358
CLEARWATER PAPER CORP COM 18538R103 40 654 SH   DFND   0 0 654
CLECO CORP NEW COM 12561W105 3,865 65,561 SH   SOLE   0 0 65,561
CLECO CORP NEW COM 12561W105 4,756 80,687 SH   DFND   0 0 80,687
CLIFTON BANCORP INC COM 186873105 27 2,148 SH   SOLE   0 0 2,148
CLOROX CO DEL COM 189054109 5,698 62,340 SH   SOLE   0 0 62,340
CLOROX CO DEL COM 189054109 603 6,592 SH   DFND   0 0 6,592
CLOUD PEAK ENERGY INC COM 18911Q102 944 51,272 SH   SOLE   0 0 51,272
CLOVIS ONCOLOGY INC COM 189464100 19 453 SH   SOLE   0 0 453
CME GROUP INC COM 12572Q105 46,849 660,312 SH   SOLE   0 0 660,312
CME GROUP INC COM 12572Q105 19,960 281,322 SH   DFND   0 0 281,322
CMS ENERGY CORP COM 125896100 2,916 93,611 SH   SOLE   0 0 93,611
CMS ENERGY CORP COM 125896100 12,517 401,837 SH   DFND   0 0 401,837
CNA FINL CORP COM 126117100 571 14,136 SH   SOLE   0 0 14,136
CNH INDL N V SHS N20944109 5,766 564,146 SH   SOLE   0 0 564,146
CNO FINL GROUP INC COM 12621E103 9,449 530,832 SH   SOLE   0 0 530,832
CNO FINL GROUP INC COM 12621E103 1,205 67,683 SH   DFND   0 0 67,683
CNOOC LTD SPONSORED ADR 126132109 35,002 195,226 SH   SOLE   0 0 195,226
CNOOC LTD SPONSORED ADR 126132109 4,647 25,918 SH   DFND   0 0 25,918
COACH INC COM 189754104 11,106 324,821 SH   SOLE   0 0 324,821
COACH INC COM 189754104 349 10,194 SH   DFND   0 0 10,194
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 426 462,000 PRN   SOLE   0 0 462,000
COBIZ FINANCIAL INC COM 190897108 70 6,541 SH   SOLE   0 0 6,541
COCA COLA CO COM 191216100 401,006 9,466,611 SH   SOLE   0 0 9,466,611
COCA COLA CO COM 191216100 9,595 226,520 SH   DFND   0 0 226,520
COCA COLA ENTERPRISES INC NE COM 19122T109 4,870 101,926 SH   SOLE   0 0 101,926
COCA COLA ENTERPRISES INC NE COM 19122T109 8,903 186,334 SH   DFND   0 0 186,334
COEUR MNG INC COM NEW 192108504 1,561 170,063 SH   SOLE   0 0 170,063
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 1,892 54,759 SH   SOLE   0 0 54,759
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 82 2,384 SH   DFND   0 0 2,384
COGNEX CORP COM 192422103 9,101 237,009 SH   SOLE   0 0 237,009
COGNEX CORP COM 192422103 4,849 126,286 SH   DFND   0 0 126,286
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 85,509 1,748,283 SH   SOLE   0 0 1,748,283
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 51,575 1,054,482 SH   DFND   0 0 1,054,482
COHEN & STEERS INC COM 19247A100 1,135 26,175 SH   SOLE   0 0 26,175
COHEN & STEERS INC COM 19247A100 1,361 31,385 SH   DFND   0 0 31,385
COHERENT INC COM 192479103 14,489 218,960 SH   SOLE   0 0 218,960
COHERENT INC COM 192479103 1,363 20,599 SH   DFND   0 0 20,599
COHU INC COM 192576106 137 12,814 SH   SOLE   0 0 12,814
COHU INC COM 192576106 177 16,553 SH   DFND   0 0 16,553
COLFAX CORP COM 194014106 14,114 189,342 SH   SOLE   0 0 189,342
COLFAX CORP COM 194014106 1,999 26,812 SH   DFND   0 0 26,812
COLGATE PALMOLIVE CO COM 194162103 73,453 1,077,336 SH   SOLE   0 0 1,077,336
COLGATE PALMOLIVE CO COM 194162103 17,879 262,231 SH   DFND   0 0 262,231
COLONY FINL INC COM 19624R106 4,462 192,152 SH   SOLE   0 0 192,152
COLONY FINL INC COM 19624R106 357 15,373 SH   DFND   0 0 15,373
COLUMBIA BKG SYS INC COM 197236102 2,205 83,826 SH   SOLE   0 0 83,826
COLUMBIA SPORTSWEAR CO COM 198516106 23,548 284,916 SH   SOLE   0 0 284,916
COLUMBIA SPORTSWEAR CO COM 198516106 1,156 13,983 SH   DFND   0 0 13,983
COLUMBUS MCKINNON CORP N Y COM 199333105 20 729 SH   SOLE   0 0 729
COMCAST CORP NEW CL A 20030N101 284,571 5,301,239 SH   SOLE   0 0 5,301,239
COMCAST CORP NEW CL A SPL 20030N200 153,359 2,875,668 SH   SOLE   0 0 2,875,668
COMCAST CORP NEW CL A 20030N101 43,097 802,853 SH   DFND   0 0 802,853
COMCAST CORP NEW CL A SPL 20030N200 19,692 369,256 SH   DFND   0 0 369,256
COMERICA INC COM 200340107 61,987 1,235,781 SH   SOLE   0 0 1,235,781
COMERICA INC COM 200340107 8,107 161,613 SH   DFND   0 0 161,613
COMFORT SYS USA INC COM 199908104 201 12,697 SH   SOLE   0 0 12,697
COMMERCIAL METALS CO COM 201723103 4,259 246,056 SH   SOLE   0 0 246,056
COMMERCIAL METALS CO COM 201723103 533 30,820 SH   DFND   0 0 30,820
COMMONWEALTH REIT COM SH BEN INT 203233101 9,679 367,742 SH   SOLE   0 0 367,742
COMMONWEALTH REIT COM SH BEN INT 203233101 156 5,915 SH   DFND   0 0 5,915
COMMSCOPE HLDG CO INC COM 20337X109 7,491 323,855 SH   SOLE   0 0 323,855
COMMSCOPE HLDG CO INC COM 20337X109 2 71 SH   DFND   0 0 71
COMMUNITY BK SYS INC COM 203607106 893 24,656 SH   SOLE   0 0 24,656
COMMUNITY BK SYS INC COM 203607106 91 2,522 SH   DFND   0 0 2,522
COMMUNITY HEALTH SYS INC NEW COM 203668108 21,904 482,784 SH   SOLE   0 0 482,784
COMMUNITY HEALTH SYS INC NEW COM 203668108 1,976 43,553 SH   DFND   0 0 43,553
COMMUNITY TR BANCORP INC COM 204149108 501 14,646 SH   SOLE   0 0 14,646
COMMUNITY TR BANCORP INC COM 204149108 56 1,642 SH   DFND   0 0 1,642
COMMUNITY WEST BANCSHARES COM 204157101 67 10,000 SH   SOLE   0 0 10,000
COMMVAULT SYSTEMS INC COM 204166102 1,779 36,174 SH   SOLE   0 0 36,174
COMMVAULT SYSTEMS INC COM 204166102 2,419 49,202 SH   DFND   0 0 49,202
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 4,141 89,378 SH   SOLE   0 0 89,378
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 41,713 3,891,148 SH   SOLE   0 0 3,891,148
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 16,272 2,036,553 SH   SOLE   0 0 2,036,553
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 3,210 401,730 SH   DFND   0 0 401,730
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 28,914 1,888,547 SH   SOLE   0 0 1,888,547
COMPASS MINERALS INTL INC COM 20451N101 3,404 35,553 SH   SOLE   0 0 35,553
COMPASS MINERALS INTL INC COM 20451N101 1,286 13,431 SH   DFND   0 0 13,431
COMPUTER PROGRAMS & SYS INC COM 205306103 1,536 24,146 SH   SOLE   0 0 24,146
COMPUTER SCIENCES CORP COM 205363104 6,146 97,239 SH   SOLE   0 0 97,239
COMPUTER SCIENCES CORP COM 205363104 691 10,931 SH   DFND   0 0 10,931
COMPUTER TASK GROUP INC COM 205477102 182 11,036 SH   SOLE   0 0 11,036
COMPUTER TASK GROUP INC COM 205477102 35 2,107 SH   DFND   0 0 2,107
COMSCORE INC COM 20564W105 319 8,992 SH   SOLE   0 0 8,992
COMSTOCK RES INC COM NEW 205768203 4,742 164,433 SH   SOLE   0 0 164,433
COMSTOCK RES INC COM NEW 205768203 166 5,751 SH   DFND   0 0 5,751
CONAGRA FOODS INC COM 205887102 6,498 218,941 SH   SOLE   0 0 218,941
CONAGRA FOODS INC COM 205887102 72 2,419 SH   DFND   0 0 2,419
CONCHO RES INC COM 20605P101 48,627 336,518 SH   SOLE   0 0 336,518
CONCHO RES INC COM 20605P101 2,537 17,558 SH   DFND   0 0 17,558
CONCUR TECHNOLOGIES INC COM 206708109 9,065 97,121 SH   SOLE   0 0 97,121
CONCUR TECHNOLOGIES INC COM 206708109 1,085 11,627 SH   DFND   0 0 11,627
CONMED CORP COM 207410101 22 488 SH   SOLE   0 0 488
CONNECTONE BANCORP INC COM 20786U101 258 5,169 SH   SOLE   0 0 5,169
CONNECTONE BANCORP INC COM 20786U101 1,403 28,114 SH   DFND   0 0 28,114
CONNS INC COM 208242107 855 17,312 SH   SOLE   0 0 17,312
CONNS INC COM 208242107 730 14,789 SH   DFND   0 0 14,789
CONOCOPHILLIPS COM 20825C104 622,868 7,265,459 SH   SOLE   0 0 7,265,459
CONOCOPHILLIPS COM 20825C104 102,578 1,196,528 SH   DFND   0 0 1,196,528
CONSOL ENERGY INC COM 20854P109 7,930 172,137 SH   SOLE   0 0 172,137
CONSOL ENERGY INC COM 20854P109 28 608 SH   DFND   0 0 608
CONSOLIDATED EDISON INC COM 209115104 8 143 SH   SOLE   0 0 143
CONSTELLATION BRANDS INC CL A 21036P108 8,900 100,985 SH   SOLE   0 0 100,985
CONSTELLATION BRANDS INC CL A 21036P108 7,769 88,156 SH   DFND   0 0 88,156
CONSTELLIUM NV CL A N22035104 13,198 411,662 SH   SOLE   0 0 411,662
CONSTELLIUM NV CL A N22035104 1,770 55,224 SH   DFND   0 0 55,224
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 2,564 1,169,000 PRN   SOLE   0 0 1,169,000
CONTINENTAL BLDG PRODS INC COM 211171103 31 2,019 SH   SOLE   0 0 2,019
CONTINENTAL RESOURCES INC COM 212015101 44,151 279,366 SH   SOLE   0 0 279,366
CONTROL4 CORP COM 21240D107 26 1,318 SH   SOLE   0 0 1,318
CONTROL4 CORP COM 21240D107 65 3,311 SH   DFND   0 0 3,311
CONTROLADORA VUELA CIA DE AV SPON ADR RP 10 21240E105 3,047 338,507 SH   SOLE   0 0 338,507
CONVERGYS CORP COM 212485106 5,181 241,638 SH   SOLE   0 0 241,638
CONVERGYS CORP COM 212485106 568 26,501 SH   DFND   0 0 26,501
CONVERSANT INC COM 21249J105 10,365 408,054 SH   SOLE   0 0 408,054
CONVERSANT INC COM 21249J105 446 17,574 SH   DFND   0 0 17,574
CON-WAY INC COM 205944101 12,164 241,298 SH   SOLE   0 0 241,298
CON-WAY INC COM 205944101 1,176 23,320 SH   DFND   0 0 23,320
COOPER COS INC COM NEW 216648402 218 1,606 SH   SOLE   0 0 1,606
COOPER COS INC COM NEW 216648402 841 6,208 SH   DFND   0 0 6,208
COPA HOLDINGS SA CL A P31076105 21,396 150,075 SH   SOLE   0 0 150,075
COPA HOLDINGS SA CL A P31076105 951 6,672 SH   DFND   0 0 6,672
COPART INC COM 217204106 13,215 367,505 SH   SOLE   0 0 367,505
COPART INC COM 217204106 1,118 31,097 SH   DFND   0 0 31,097
CORE LABORATORIES N V COM N22717107 26,165 156,622 SH   SOLE   0 0 156,622
CORE LABORATORIES N V COM N22717107 4,649 27,828 SH   DFND   0 0 27,828
CORE MARK HOLDING CO INC COM 218681104 160 3,506 SH   SOLE   0 0 3,506
CORE MARK HOLDING CO INC COM 218681104 857 18,782 SH   DFND   0 0 18,782
CORELOGIC INC COM 21871D103 38 1,246 SH   DFND   0 0 1,246
CORESITE RLTY CORP COM 21870Q105 3,129 94,606 SH   SOLE   0 0 94,606
CORNERSTONE ONDEMAND INC COM 21925Y103 7,324 159,146 SH   SOLE   0 0 159,146
CORNERSTONE ONDEMAND INC COM 21925Y103 3,885 84,427 SH   DFND   0 0 84,427
CORNING INC COM 219350105 274,633 12,511,735 SH   SOLE   0 0 12,511,735
CORNING INC COM 219350105 14,882 678,014 SH   DFND   0 0 678,014
CORPORATE EXECUTIVE BRD CO COM 21988R102 4,791 70,229 SH   SOLE   0 0 70,229
CORPORATE EXECUTIVE BRD CO COM 21988R102 2,324 34,073 SH   DFND   0 0 34,073
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 8,380 301,335 SH   SOLE   0 0 301,335
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 318 11,422 SH   DFND   0 0 11,422
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 174,804 5,321,273 SH   SOLE   0 0 5,321,273
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 659 20,056 SH   DFND   0 0 20,056
CORVEL CORP COM 221006109 932 20,621 SH   SOLE   0 0 20,621
COSTAR GROUP INC COM 22160N109 30,147 190,598 SH   SOLE   0 0 190,598
COSTAR GROUP INC COM 22160N109 4,874 30,818 SH   DFND   0 0 30,818
COSTCO WHSL CORP NEW COM 22160K105 206,620 1,794,202 SH   SOLE   0 0 1,794,202
COSTCO WHSL CORP NEW COM 22160K105 26,985 234,325 SH   DFND   0 0 234,325
COUSINS PPTYS INC COM 222795106 5,831 468,386 SH   SOLE   0 0 468,386
COUSINS PPTYS INC COM 222795106 276 22,194 SH   DFND   0 0 22,194
COVANCE INC COM 222816100 20,795 242,991 SH   SOLE   0 0 242,991
COVANCE INC COM 222816100 1,535 17,941 SH   DFND   0 0 17,941
COVANTA HLDG CORP COM 22282E102 3,497 169,693 SH   SOLE   0 0 169,693
COVIDIEN PLC SHS G2554F113 220,450 2,444,556 SH   SOLE   0 0 2,444,556
COVIDIEN PLC SHS G2554F113 32,170 356,728 SH   DFND   0 0 356,728
COWEN GROUP INC NEW CL A 223622101 142 33,691 SH   SOLE   0 0 33,691
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,425 14,314 SH   SOLE   0 0 14,314
CRANE CO COM 224399105 7,233 97,276 SH   SOLE   0 0 97,276
CRANE CO COM 224399105 883 11,876 SH   DFND   0 0 11,876
CRAY INC COM NEW 225223304 69 2,581 SH   SOLE   0 0 2,581
CREDICORP LTD COM G2519Y108 14,399 92,619 SH   SOLE   0 0 92,619
CREDICORP LTD COM G2519Y108 16 106 SH   DFND   0 0 106
CREDIT ACCEP CORP MICH COM 225310101 1,179 9,580 SH   SOLE   0 0 9,580
CREDIT SUISSE GROUP SPONSORED ADR 225401108 33,949 1,196,643 SH   SOLE   0 0 1,196,643
CREDIT SUISSE GROUP SPONSORED ADR 225401108 5,359 188,882 SH   DFND   0 0 188,882
CREE INC COM 225447101 19,592 392,226 SH   SOLE   0 0 392,226
CREE INC COM 225447101 781 15,634 SH   DFND   0 0 15,634
CRH PLC ADR 12626K203 562 21,744 SH   SOLE   0 0 21,744
CRH PLC ADR 12626K203 13 490 SH   DFND   0 0 490
CROSS CTRY HEALTHCARE INC COM 227483104 55 8,440 SH   SOLE   0 0 8,440
CROSS CTRY HEALTHCARE INC COM 227483104 1 186 SH   DFND   0 0 186
CROWN CASTLE INTL CORP COM 228227104 90,869 1,223,666 SH   SOLE   0 0 1,223,666
CROWN CASTLE INTL CORP CNV PFD STK SR A 228227500 780 7,654 SH   SOLE   0 0 7,654
CROWN CASTLE INTL CORP COM 228227104 5,128 69,049 SH   DFND   0 0 69,049
CROWN HOLDINGS INC COM 228368106 37,801 759,668 SH   SOLE   0 0 759,668
CROWN HOLDINGS INC COM 228368106 16,129 324,137 SH   DFND   0 0 324,137
CRYOLIFE INC COM 228903100 11 1,242 SH   SOLE   0 0 1,242
CSG SYS INTL INC COM 126349109 12,538 480,203 SH   SOLE   0 0 480,203
CST BRANDS INC COM 12646R105 4,593 133,120 SH   SOLE   0 0 133,120
CST BRANDS INC COM 12646R105 3,819 110,701 SH   DFND   0 0 110,701
CSX CORP COM 126408103 34,802 1,129,573 SH   SOLE   0 0 1,129,573
CSX CORP COM 126408103 1,239 40,225 SH   DFND   0 0 40,225
CTC MEDIA INC COM 12642X106 9,550 867,436 SH   SOLE   0 0 867,436
CTC MEDIA INC COM 12642X106 2,760 250,689 SH   DFND   0 0 250,689
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 173 2,699 SH   SOLE   0 0 2,699
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,057 16,500 SH   DFND   0 0 16,500
CTS CORP COM 126501105 19 1,013 SH   DFND   0 0 1,013
CUBESMART COM 229663109 6,509 355,273 SH   SOLE   0 0 355,273
CUBESMART COM 229663109 881 48,111 SH   DFND   0 0 48,111
CUBIC CORP COM 229669106 2,531 56,869 SH   SOLE   0 0 56,869
CUBIC CORP COM 229669106 290 6,507 SH   DFND   0 0 6,507
CUBIST PHARMACEUTICALS INC COM 229678107 3,222 46,151 SH   SOLE   0 0 46,151
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 309 126,000 PRN   SOLE   0 0 126,000
CUBIST PHARMACEUTICALS INC COM 229678107 2,050 29,359 SH   DFND   0 0 29,359
CULLEN FROST BANKERS INC COM 229899109 68,787 866,120 SH   SOLE   0 0 866,120
CULLEN FROST BANKERS INC COM 229899109 7,439 93,668 SH   DFND   0 0 93,668
CUMMINS INC COM 231021106 63,347 410,573 SH   SOLE   0 0 410,573
CUMMINS INC COM 231021106 18,524 120,060 SH   DFND   0 0 120,060
CUMULUS MEDIA INC CL A 231082108 119 18,102 SH   SOLE   0 0 18,102
CUMULUS MEDIA INC CL A 231082108 224 33,982 SH   DFND   0 0 33,982
CURTISS WRIGHT CORP COM 231561101 7,446 113,574 SH   SOLE   0 0 113,574
CURTISS WRIGHT CORP COM 231561101 2,922 44,564 SH   DFND   0 0 44,564
CVENT INC COM 23247G109 129 4,439 SH   SOLE   0 0 4,439
CVENT INC COM 23247G109 7 226 SH   DFND   0 0 226
CVR ENERGY INC COM 12662P108 12,587 261,202 SH   SOLE   0 0 261,202
CVS CAREMARK CORPORATION COM 126650100 506,132 6,715,296 SH   SOLE   0 0 6,715,296
CVS CAREMARK CORPORATION COM 126650100 67,677 897,933 SH   DFND   0 0 897,933
CYBERONICS INC COM 23251P102 9,889 158,333 SH   SOLE   0 0 158,333
CYBERONICS INC COM 23251P102 1,815 29,061 SH   DFND   0 0 29,061
CYRUSONE INC COM 23283R100 2,741 110,079 SH   SOLE   0 0 110,079
CYRUSONE INC COM 23283R100 1,393 55,925 SH   DFND   0 0 55,925
CYTEC INDS INC COM 232820100 77 731 SH   SOLE   0 0 731
CYTEC INDS INC COM 232820100 179 1,695 SH   DFND   0 0 1,695
D R HORTON INC COM 23331A109 31,360 1,275,818 SH   SOLE   0 0 1,275,818
D R HORTON INC COM 23331A109 2,485 101,103 SH   DFND   0 0 101,103
DANA HLDG CORP COM 235825205 10,503 430,107 SH   SOLE   0 0 430,107
DANA HLDG CORP COM 235825205 6,032 247,010 SH   DFND   0 0 247,010
DANAHER CORP DEL COM 235851102 178,454 2,266,652 SH   SOLE   0 0 2,266,652
DANAHER CORP DEL NOTE 1/2 235851AF9 12,009 5,246,943 PRN   SOLE   0 0 5,246,943
DANAHER CORP DEL COM 235851102 12,537 159,240 SH   DFND   0 0 159,240
DARDEN RESTAURANTS INC COM 237194105 13,382 289,210 SH   SOLE   0 0 289,210
DARDEN RESTAURANTS INC COM 237194105 338 7,308 SH   DFND   0 0 7,308
DARLING INGREDIENTS INC COM 237266101 4,400 210,504 SH   SOLE   0 0 210,504
DARLING INGREDIENTS INC COM 237266101 3,629 173,634 SH   DFND   0 0 173,634
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,940 68,309 SH   SOLE   0 0 68,309
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,556 35,346 SH   DFND   0 0 35,346
DCT INDUSTRIAL TRUST INC COM 233153105 2,790 339,801 SH   SOLE   0 0 339,801
DDR CORP COM 23317H102 12,662 718,229 SH   SOLE   0 0 718,229
DDR CORP COM 23317H102 1,738 98,570 SH   DFND   0 0 98,570
DEALERTRACK TECHNOLOGIES INC COM 242309102 4,504 99,344 SH   SOLE   0 0 99,344
DEALERTRACK TECHNOLOGIES INC COM 242309102 5,433 119,823 SH   DFND   0 0 119,823
DEAN FOODS CO NEW COM NEW 242370203 4,561 259,283 SH   SOLE   0 0 259,283
DEAN FOODS CO NEW COM NEW 242370203 1,526 86,782 SH   DFND   0 0 86,782
DECKERS OUTDOOR CORP COM 243537107 34,810 403,225 SH   SOLE   0 0 403,225
DECKERS OUTDOOR CORP COM 243537107 70 807 SH   DFND   0 0 807
DEERE & CO COM 244199105 9,060 100,050 SH   SOLE   0 0 100,050
DEERE & CO COM 244199105 455 5,029 SH   DFND   0 0 5,029
DEL FRISCOS RESTAURANT GROUP COM 245077102 1,146 41,599 SH   SOLE   0 0 41,599
DEL FRISCOS RESTAURANT GROUP COM 245077102 553 20,062 SH   DFND   0 0 20,062
DELEK US HLDGS INC COM 246647101 2,658 94,153 SH   SOLE   0 0 94,153
DELEK US HLDGS INC COM 246647101 24 840 SH   DFND   0 0 840
DELHAIZE GROUP SPONSORED ADR 29759W101 9,872 585,537 SH   SOLE   0 0 585,537
DELHAIZE GROUP SPONSORED ADR 29759W101 2,708 160,645 SH   DFND   0 0 160,645
DELIA'S INC NEW COM 246911101 16 20,672 SH   SOLE   0 0 20,672
DELPHI AUTOMOTIVE PLC SHS G27823106 150,963 2,196,139 SH   SOLE   0 0 2,196,139
DELPHI AUTOMOTIVE PLC SHS G27823106 19,337 281,313 SH   DFND   0 0 281,313
DELTA AIR LINES INC DEL COM NEW 247361702 117,217 3,027,301 SH   SOLE   0 0 3,027,301
DELTA AIR LINES INC DEL COM NEW 247361702 591 15,255 SH   DFND   0 0 15,255
DELTIC TIMBER CORP COM 247850100 2,252 37,271 SH   SOLE   0 0 37,271
DELUXE CORP COM 248019101 2,976 50,796 SH   SOLE   0 0 50,796
DELUXE CORP COM 248019101 49 837 SH   DFND   0 0 837
DEMAND MEDIA INC COM 24802N109 1,144 237,280 SH   SOLE   0 0 237,280
DEMANDWARE INC COM 24802Y105 496 7,144 SH   SOLE   0 0 7,144
DEMANDWARE INC COM 24802Y105 193 2,777 SH   DFND   0 0 2,777
DENBURY RES INC COM NEW 247916208 11,112 601,961 SH   SOLE   0 0 601,961
DENBURY RES INC COM NEW 247916208 8,273 448,150 SH   DFND   0 0 448,150
DENTSPLY INTL INC NEW COM 249030107 18,639 393,644 SH   SOLE   0 0 393,644
DENTSPLY INTL INC NEW COM 249030107 1,318 27,827 SH   DFND   0 0 27,827
DEUTSCHE BANK AG NAMEN AKT D18190898 14,759 419,524 SH   SOLE   0 0 419,524
DEUTSCHE BANK AG NAMEN AKT D18190898 2,088 59,346 SH   DFND   0 0 59,346
DEUTSCHE BK AG RIGHT 06/24/2014 D17698107 2 1,266 SH   SOLE   0 0 1,266
DEUTSCHE BK AG RIGHT 06/24/2014 D17698107 115 59,667 SH   DFND   0 0 59,667
DEVON ENERGY CORP NEW COM 25179M103 51,323 646,382 SH   SOLE   0 0 646,382
DEVON ENERGY CORP NEW COM 25179M103 11,348 142,916 SH   DFND   0 0 142,916
DEVRY ED GROUP INC COM 251893103 1,472 34,768 SH   SOLE   0 0 34,768
DEXCOM INC COM 252131107 3,236 81,589 SH   SOLE   0 0 81,589
DEXCOM INC COM 252131107 2,978 75,080 SH   DFND   0 0 75,080
DIAGEO P L C SPON ADR NEW 25243Q205 153,605 1,206,922 SH   SOLE   0 0 1,206,922
DIAGEO P L C SPON ADR NEW 25243Q205 32,275 253,597 SH   DFND   0 0 253,597
DIAMOND FOODS INC COM 252603105 848 30,062 SH   SOLE   0 0 30,062
DIAMOND OFFSHORE DRILLING IN COM 25271C102 31,163 627,897 SH   SOLE   0 0 627,897
DIAMOND OFFSHORE DRILLING IN COM 25271C102 25,222 508,203 SH   DFND   0 0 508,203
DIAMOND RESORTS INTL INC COM 25272T104 31 1,313 SH   DFND   0 0 1,313
DIAMONDBACK ENERGY INC COM 25278X109 4,719 53,138 SH   SOLE   0 0 53,138
DIAMONDBACK ENERGY INC COM 25278X109 101 1,138 SH   DFND   0 0 1,138
DIAMONDROCK HOSPITALITY CO COM 252784301 4,818 375,851 SH   SOLE   0 0 375,851
DIAMONDROCK HOSPITALITY CO COM 252784301 1,162 90,661 SH   DFND   0 0 90,661
DICE HLDGS INC COM 253017107 118 15,459 SH   SOLE   0 0 15,459
DICKS SPORTING GOODS INC COM 253393102 13,984 300,333 SH   SOLE   0 0 300,333
DICKS SPORTING GOODS INC COM 253393102 1,658 35,613 SH   DFND   0 0 35,613
DIEBOLD INC COM 253651103 2,336 58,160 SH   SOLE   0 0 58,160
DIEBOLD INC COM 253651103 3,703 92,180 SH   DFND   0 0 92,180
DIGI INTL INC COM 253798102 103 10,893 SH   SOLE   0 0 10,893
DIGI INTL INC COM 253798102 1,414 150,142 SH   DFND   0 0 150,142
DIGITAL RIV INC COM 25388B104 430 27,858 SH   SOLE   0 0 27,858
DIGITAL RIV INC COM 25388B104 34 2,216 SH   DFND   0 0 2,216
DIGITAL RLTY TR INC COM 253868103 46,461 796,655 SH   SOLE   0 0 796,655
DIGITAL RLTY TR INC COM 253868103 78 1,341 SH   DFND   0 0 1,341
DIGITALGLOBE INC COM NEW 25389M877 1,497 53,855 SH   SOLE   0 0 53,855
DIGITALGLOBE INC COM NEW 25389M877 3 94 SH   DFND   0 0 94
DILLARDS INC CL A 254067101 8,113 69,577 SH   SOLE   0 0 69,577
DILLARDS INC CL A 254067101 6,789 58,216 SH   DFND   0 0 58,216
DIME CMNTY BANCSHARES COM 253922108 17 1,079 SH   DFND   0 0 1,079
DINEEQUITY INC COM 254423106 2,510 31,578 SH   SOLE   0 0 31,578
DINEEQUITY INC COM 254423106 708 8,902 SH   DFND   0 0 8,902
DIODES INC COM 254543101 1,079 37,273 SH   SOLE   0 0 37,273
DIODES INC COM 254543101 2,114 73,005 SH   DFND   0 0 73,005
DIRECTV COM 25490A309 37,997 446,967 SH   SOLE   0 0 446,967
DIRECTV COM 25490A309 3,856 45,363 SH   DFND   0 0 45,363
DISCOVER FINL SVCS COM 254709108 169,469 2,734,252 SH   SOLE   0 0 2,734,252
DISCOVER FINL SVCS COM 254709108 20,587 332,161 SH   DFND   0 0 332,161
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 23,301 313,690 SH   SOLE   0 0 313,690
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,388 46,668 SH   SOLE   0 0 46,668
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 46,740 629,235 SH   DFND   0 0 629,235
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 134 1,840 SH   DFND   0 0 1,840
DISH NETWORK CORP CL A 25470M109 6,266 96,285 SH   SOLE   0 0 96,285
DISH NETWORK CORP CL A 25470M109 9,380 144,136 SH   DFND   0 0 144,136
DISNEY WALT CO COM DISNEY 254687106 296,592 3,459,200 SH   SOLE   0 0 3,459,200
DISNEY WALT CO COM DISNEY 254687106 20,499 239,088 SH   DFND   0 0 239,088
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 15 3,189 SH   DFND   0 0 3,189
DOLBY LABORATORIES INC COM 25659T107 12,567 290,909 SH   SOLE   0 0 290,909
DOLBY LABORATORIES INC COM 25659T107 3,265 75,590 SH   DFND   0 0 75,590
DOLLAR GEN CORP NEW COM 256677105 49,356 860,464 SH   SOLE   0 0 860,464
DOLLAR GEN CORP NEW COM 256677105 5,320 92,753 SH   DFND   0 0 92,753
DOLLAR TREE INC COM 256746108 5,728 105,177 SH   SOLE   0 0 105,177
DOLLAR TREE INC COM 256746108 5,009 91,969 SH   DFND   0 0 91,969
DOMINION RES INC VA NEW COM 25746U109 297,803 4,163,917 SH   SOLE   0 0 4,163,917
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 3,419 59,300 SH   SOLE   0 0 59,300
DOMINION RES INC VA NEW COM 25746U109 17,702 247,505 SH   DFND   0 0 247,505
DOMINOS PIZZA INC COM 25754A201 3,895 53,293 SH   SOLE   0 0 53,293
DOMINOS PIZZA INC COM 25754A201 173 2,370 SH   DFND   0 0 2,370
DOMTAR CORP COM NEW 257559203 3,098 72,299 SH   SOLE   0 0 72,299
DOMTAR CORP COM NEW 257559203 34 794 SH   DFND   0 0 794
DONALDSON INC COM 257651109 7,819 184,757 SH   SOLE   0 0 184,757
DONALDSON INC COM 257651109 526 12,435 SH   DFND   0 0 12,435
DONNELLEY R R & SONS CO COM 257867101 5,499 324,239 SH   SOLE   0 0 324,239
DONNELLEY R R & SONS CO COM 257867101 700 41,282 SH   DFND   0 0 41,282
DORMAN PRODUCTS INC COM 258278100 8,967 181,805 SH   SOLE   0 0 181,805
DORMAN PRODUCTS INC COM 258278100 6,584 133,486 SH   DFND   0 0 133,486
DOUGLAS EMMETT INC COM 25960P109 9,337 330,878 SH   SOLE   0 0 330,878
DOUGLAS EMMETT INC COM 25960P109 1,133 40,161 SH   DFND   0 0 40,161
DOVER CORP COM 260003108 10,718 117,843 SH   SOLE   0 0 117,843
DOVER CORP COM 260003108 32,972 362,526 SH   DFND   0 0 362,526
DOW CHEM CO COM 260543103 85,035 1,652,456 SH   SOLE   0 0 1,652,456
DOW CHEM CO COM 260543103 3,349 65,076 SH   DFND   0 0 65,076
DR PEPPER SNAPPLE GROUP INC COM 26138E109 19,425 331,596 SH   SOLE   0 0 331,596
DR PEPPER SNAPPLE GROUP INC COM 26138E109 12,787 218,291 SH   DFND   0 0 218,291
DR REDDYS LABS LTD ADR 256135203 1,578 36,569 SH   SOLE   0 0 36,569
DRESSER-RAND GROUP INC COM 261608103 11,385 178,649 SH   SOLE   0 0 178,649
DRESSER-RAND GROUP INC COM 261608103 2,620 41,106 SH   DFND   0 0 41,106
DRIL-QUIP INC COM 262037104 39,441 361,047 SH   SOLE   0 0 361,047
DRIL-QUIP INC COM 262037104 23,453 214,692 SH   DFND   0 0 214,692
DST SYS INC DEL COM 233326107 9,107 98,803 SH   SOLE   0 0 98,803
DST SYS INC DEL COM 233326107 612 6,643 SH   DFND   0 0 6,643
DSW INC CL A 23334L102 3,314 118,598 SH   SOLE   0 0 118,598
DSW INC CL A 23334L102 1,078 38,596 SH   DFND   0 0 38,596
DTE ENERGY CO COM 233331107 1,802 23,138 SH   SOLE   0 0 23,138
DU PONT E I DE NEMOURS & CO COM 263534109 203,486 3,109,501 SH   SOLE   0 0 3,109,501
DU PONT E I DE NEMOURS & CO COM 263534109 52,847 807,565 SH   DFND   0 0 807,565
DUCOMMUN INC DEL COM 264147109 306 11,696 SH   SOLE   0 0 11,696
DUCOMMUN INC DEL COM 264147109 278 10,624 SH   DFND   0 0 10,624
DUKE ENERGY CORP NEW COM NEW 26441C204 161,271 2,173,758 SH   SOLE   0 0 2,173,758
DUKE ENERGY CORP NEW COM NEW 26441C204 19,930 268,640 SH   DFND   0 0 268,640
DUKE REALTY CORP COM NEW 264411505 6,143 338,286 SH   SOLE   0 0 338,286
DUKE REALTY CORP COM NEW 264411505 1,311 72,217 SH   DFND   0 0 72,217
DUN & BRADSTREET CORP DEL NE COM 26483E100 305 2,766 SH   SOLE   0 0 2,766
DUN & BRADSTREET CORP DEL NE COM 26483E100 685 6,218 SH   DFND   0 0 6,218
DUNKIN BRANDS GROUP INC COM 265504100 673 14,699 SH   SOLE   0 0 14,699
DUNKIN BRANDS GROUP INC COM 265504100 412 8,996 SH   DFND   0 0 8,996
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 7,911 293,423 SH   SOLE   0 0 293,423
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2,323 86,153 SH   DFND   0 0 86,153
DXP ENTERPRISES INC NEW COM NEW 233377407 723 9,570 SH   SOLE   0 0 9,570
DYCOM INDS INC COM 267475101 946 30,214 SH   SOLE   0 0 30,214
DYCOM INDS INC COM 267475101 9 279 SH   DFND   0 0 279
DYNEGY INC NEW DEL COM 26817R108 30 856 SH   SOLE   0 0 856
E HOUSE CHINA HLDGS LTD ADR 26852W103 404 46,672 SH   SOLE   0 0 46,672
E M C CORP MASS COM 268648102 158,654 6,023,329 SH   SOLE   0 0 6,023,329
E M C CORP MASS COM 268648102 46,347 1,759,558 SH   DFND   0 0 1,759,558
E TRADE FINANCIAL CORP COM NEW 269246401 8,291 389,965 SH   SOLE   0 0 389,965
E TRADE FINANCIAL CORP COM NEW 269246401 1,971 92,694 SH   DFND   0 0 92,694
E2OPEN INC COM 29788A104 125 6,032 SH   SOLE   0 0 6,032
EAGLE BANCORP INC MD COM 268948106 1,263 37,417 SH   SOLE   0 0 37,417
EAGLE BANCORP INC MD COM 268948106 1,026 30,390 SH   DFND   0 0 30,390
EAGLE MATERIALS INC COM 26969P108 3,223 34,181 SH   SOLE   0 0 34,181
EAGLE MATERIALS INC COM 26969P108 636 6,746 SH   DFND   0 0 6,746
EARTHLINK HLDGS CORP COM 27033X101 2,124 570,846 SH   SOLE   0 0 570,846
EAST WEST BANCORP INC COM 27579R104 12,987 371,175 SH   SOLE   0 0 371,175
EAST WEST BANCORP INC COM 27579R104 6,400 182,899 SH   DFND   0 0 182,899
EASTGROUP PPTY INC COM 277276101 16 244 SH   SOLE   0 0 244
EASTMAN CHEM CO COM 277432100 40,461 463,201 SH   SOLE   0 0 463,201
EASTMAN CHEM CO COM 277432100 3,818 43,709 SH   DFND   0 0 43,709
EATON CORP PLC SHS G29183103 151,066 1,957,321 SH   SOLE   0 0 1,957,321
EATON CORP PLC SHS G29183103 16,300 211,193 SH   DFND   0 0 211,193
EATON VANCE CORP COM NON VTG 278265103 55,279 1,462,799 SH   SOLE   0 0 1,462,799
EATON VANCE CORP COM NON VTG 278265103 481 12,723 SH   DFND   0 0 12,723
EBAY INC COM 278642103 89,532 1,788,498 SH   SOLE   0 0 1,788,498
EBAY INC COM 278642103 21,515 429,778 SH   DFND   0 0 429,778
EBIX INC COM NEW 278715206 86 6,011 SH   SOLE   0 0 6,011
EBIX INC COM NEW 278715206 1,200 83,892 SH   DFND   0 0 83,892
ECHO GLOBAL LOGISTICS INC COM 27875T101 419 21,839 SH   SOLE   0 0 21,839
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,622 84,632 SH   DFND   0 0 84,632
ECHOSTAR CORP CL A 278768106 3,175 59,980 SH   SOLE   0 0 59,980
ECHOSTAR CORP CL A 278768106 1,794 33,889 SH   DFND   0 0 33,889
ECOLAB INC COM 278865100 64,485 579,174 SH   SOLE   0 0 579,174
ECOLAB INC COM 278865100 16,519 148,368 SH   DFND   0 0 148,368
ECOPETROL S A SPONSORED ADS 279158109 412 11,421 SH   SOLE   0 0 11,421
EDISON INTL COM 281020107 48,915 841,762 SH   SOLE   0 0 841,762
EDISON INTL COM 281020107 9,930 170,884 SH   DFND   0 0 170,884
EDUCATION RLTY TR INC COM 28140H104 7,845 730,437 SH   SOLE   0 0 730,437
EDUCATION RLTY TR INC COM 28140H104 1,860 173,164 SH   DFND   0 0 173,164
EDWARDS LIFESCIENCES CORP COM 28176E108 757 8,820 SH   SOLE   0 0 8,820
EGA EMERGING GLOBAL SHS TR EGS EMKTCONS ETF 268461779 24,107 869,358 SH   SOLE   0 0 869,358
EL PASO ELEC CO COM NEW 283677854 4,927 122,537 SH   SOLE   0 0 122,537
EL PASO ELEC CO COM NEW 283677854 2,211 54,979 SH   DFND   0 0 54,979
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 1,244 22,490 SH   SOLE   0 0 22,490
ELBIT SYS LTD ORD M3760D101 2 34 SH   SOLE   0 0 34
ELDORADO GOLD CORP NEW COM 284902103 469 61,427 SH   SOLE   0 0 61,427
ELECTRO SCIENTIFIC INDS COM 285229100 113 16,550 SH   SOLE   0 0 16,550
ELECTRONIC ARTS INC COM 285512109 8,834 246,288 SH   SOLE   0 0 246,288
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 1,077 852,000 PRN   SOLE   0 0 852,000
ELECTRONIC ARTS INC COM 285512109 11,115 309,856 SH   DFND   0 0 309,856
ELECTRONICS FOR IMAGING INC COM 286082102 3,500 77,444 SH   SOLE   0 0 77,444
ELECTRONICS FOR IMAGING INC COM 286082102 662 14,641 SH   DFND   0 0 14,641
ELIZABETH ARDEN INC COM 28660G106 4,518 210,946 SH   SOLE   0 0 210,946
ELIZABETH ARDEN INC COM 28660G106 247 11,525 SH   DFND   0 0 11,525
ELLIE MAE INC COM 28849P100 410 13,158 SH   SOLE   0 0 13,158
ELLIE MAE INC COM 28849P100 2,503 80,402 SH   DFND   0 0 80,402
ELLIS PERRY INTL INC COM 288853104 242 13,884 SH   SOLE   0 0 13,884
EMBRAER S A SP ADR REP 4 COM 29082A107 13,153 361,056 SH   SOLE   0 0 361,056
EMBRAER S A SP ADR REP 4 COM 29082A107 1,580 43,379 SH   DFND   0 0 43,379
EMCOR GROUP INC COM 29084Q100 4,966 111,514 SH   SOLE   0 0 111,514
EMCOR GROUP INC COM 29084Q100 873 19,607 SH   DFND   0 0 19,607
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,317 58,625 SH   SOLE   0 0 58,625
EMERGENT BIOSOLUTIONS INC COM 29089Q105 92 4,096 SH   DFND   0 0 4,096
EMERSON ELEC CO COM 291011104 71,110 1,071,582 SH   SOLE   0 0 1,071,582
EMERSON ELEC CO COM 291011104 28,178 424,628 SH   DFND   0 0 424,628
EMPIRE ST RLTY TR INC CL A 292104106 5,861 355,234 SH   SOLE   0 0 355,234
EMPIRE ST RLTY TR INC CL A 292104106 805 48,776 SH   DFND   0 0 48,776
EMPLOYERS HOLDINGS INC COM 292218104 2,050 96,778 SH   SOLE   0 0 96,778
EMULEX CORP COM NEW 292475209 36 6,362 SH   SOLE   0 0 6,362
EMULEX CORP COM NEW 292475209 3 506 SH   DFND   0 0 506
ENANTA PHARMACEUTICALS INC COM 29251M106 3,856 89,530 SH   SOLE   0 0 89,530
ENANTA PHARMACEUTICALS INC COM 29251M106 114 2,642 SH   DFND   0 0 2,642
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 5,986 169,806 SH   SOLE   0 0 169,806
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 341 9,660 SH   DFND   0 0 9,660
ENBRIDGE INC COM 29250N105 23,774 500,825 SH   SOLE   0 0 500,825
ENBRIDGE INC COM 29250N105 33 694 SH   DFND   0 0 694
ENCANA CORP COM 292505104 13,058 550,729 SH   SOLE   0 0 550,729
ENCANA CORP COM 292505104 3,187 134,408 SH   DFND   0 0 134,408
ENCORE CAP GROUP INC COM 292554102 1,790 39,418 SH   SOLE   0 0 39,418
ENCORE CAP GROUP INC COM 292554102 724 15,932 SH   DFND   0 0 15,932
ENCORE WIRE CORP COM 292562105 3,398 69,299 SH   SOLE   0 0 69,299
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 551 230,000 PRN   SOLE   0 0 230,000
ENDO INTL PLC SHS G30401106 34,356 490,660 SH   SOLE   0 0 490,660
ENDO INTL PLC SHS G30401106 4,369 62,399 SH   DFND   0 0 62,399
ENDOLOGIX INC COM 29266S106 1,057 69,468 SH   SOLE   0 0 69,468
ENDOLOGIX INC COM 29266S106 2,141 140,790 SH   DFND   0 0 140,790
ENDURANCE INTL GROUP HLDGS I COM 29272B105 56 3,636 SH   DFND   0 0 3,636
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 10,176 197,257 SH   SOLE   0 0 197,257
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 981 19,011 SH   DFND   0 0 19,011
ENERGEN CORP COM 29265N108 9,086 102,232 SH   SOLE   0 0 102,232
ENERGEN CORP COM 29265N108 8,036 90,416 SH   DFND   0 0 90,416
ENERGIZER HLDGS INC COM 29266R108 9,266 75,929 SH   SOLE   0 0 75,929
ENERGIZER HLDGS INC COM 29266R108 36 298 SH   DFND   0 0 298
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,949 82,478 SH   SOLE   0 0 82,478
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,379 58,348 SH   DFND   0 0 58,348
ENERSYS COM 29275Y102 10,684 155,308 SH   SOLE   0 0 155,308
ENERSYS COM 29275Y102 3,312 48,153 SH   DFND   0 0 48,153
ENI S P A SPONSORED ADR 26874R108 17,008 309,808 SH   SOLE   0 0 309,808
ENI S P A SPONSORED ADR 26874R108 581 10,587 SH   DFND   0 0 10,587
ENNIS INC COM 293389102 12,688 831,446 SH   SOLE   0 0 831,446
ENPRO INDS INC COM 29355X107 3,579 48,921 SH   SOLE   0 0 48,921
ENPRO INDS INC COM 29355X107 3,446 47,108 SH   DFND   0 0 47,108
ENSCO PLC SHS CLASS A G3157S106 35,027 630,315 SH   SOLE   0 0 630,315
ENSCO PLC SHS CLASS A G3157S106 7,728 139,060 SH   DFND   0 0 139,060
ENSTAR GROUP LIMITED SHS G3075P101 2,375 15,757 SH   SOLE   0 0 15,757
ENSTAR GROUP LIMITED SHS G3075P101 63 418 SH   DFND   0 0 418
ENTEGRIS INC COM 29362U104 11,182 813,541 SH   SOLE   0 0 813,541
ENTEGRIS INC COM 29362U104 4,609 335,339 SH   DFND   0 0 335,339
ENTERGY CORP NEW COM 29364G103 6,149 74,902 SH   SOLE   0 0 74,902
ENTERGY CORP NEW COM 29364G103 893 10,876 SH   DFND   0 0 10,876
ENTEROMEDICS INC COM NEW 29365M208 41 26,546 SH   SOLE   0 0 26,546
ENTERPRISE PRODS PARTNERS L COM 293792107 7 84 SH   SOLE   0 0 84
ENTRAVISION COMMUNICATIONS C CL A 29382R107 39 6,205 SH   SOLE   0 0 6,205
ENTROPIC COMMUNICATIONS INC COM 29384R105 998 299,798 SH   SOLE   0 0 299,798
ENVESTNET INC COM 29404K106 903 18,458 SH   SOLE   0 0 18,458
ENVISION HEALTHCARE HLDGS IN COM 29413U103 7,360 204,966 SH   SOLE   0 0 204,966
ENVISION HEALTHCARE HLDGS IN COM 29413U103 1,752 48,779 SH   DFND   0 0 48,779
EOG RES INC COM 26875P101 87,973 752,807 SH   SOLE   0 0 752,807
EOG RES INC COM 26875P101 9,939 85,054 SH   DFND   0 0 85,054
EPAM SYS INC COM 29414B104 626 14,319 SH   SOLE   0 0 14,319
EPAM SYS INC COM 29414B104 796 18,188 SH   DFND   0 0 18,188
EPIQ SYS INC COM 26882D109 20 1,391 SH   DFND   0 0 1,391
EPR PPTYS COM SH BEN INT 26884U109 5,779 103,431 SH   SOLE   0 0 103,431
EPR PPTYS PFD C CNV 5.75% 26884U208 532 23,161 SH   SOLE   0 0 23,161
EPR PPTYS COM SH BEN INT 26884U109 865 15,483 SH   DFND   0 0 15,483
EQT CORP COM 26884L109 6,238 58,353 SH   SOLE   0 0 58,353
EQT CORP COM 26884L109 5,896 55,154 SH   DFND   0 0 55,154
EQUIFAX INC COM 294429105 20,430 281,644 SH   SOLE   0 0 281,644
EQUIFAX INC COM 294429105 5,916 81,556 SH   DFND   0 0 81,556
EQUINIX INC COM NEW 29444U502 33,761 160,700 SH   SOLE   0 0 160,700
EQUINIX INC COM NEW 29444U502 33,899 161,356 SH   DFND   0 0 161,356
EQUITY LIFESTYLE PPTYS INC COM 29472R108 7,538 170,701 SH   SOLE   0 0 170,701
EQUITY LIFESTYLE PPTYS INC COM 29472R108 889 20,128 SH   DFND   0 0 20,128
EQUITY ONE COM 294752100 3,779 160,212 SH   SOLE   0 0 160,212
EQUITY RESIDENTIAL SH BEN INT 29476L107 54,098 858,701 SH   SOLE   0 0 858,701
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,179 177,450 SH   DFND   0 0 177,450
ERICSSON ADR B SEK 10 294821608 68,498 5,670,364 SH   SOLE   0 0 5,670,364
ERICSSON ADR B SEK 10 294821608 9,509 787,148 SH   DFND   0 0 787,148
EROS INTL PLC SHS NEW G3788M114 8 510 SH   DFND   0 0 510
ESCO TECHNOLOGIES INC COM 296315104 1,335 38,549 SH   SOLE   0 0 38,549
ESCO TECHNOLOGIES INC COM 296315104 2,258 65,178 SH   DFND   0 0 65,178
ESSENT GROUP LTD COM G3198U102 960 47,803 SH   SOLE   0 0 47,803
ESSENT GROUP LTD COM G3198U102 106 5,252 SH   DFND   0 0 5,252
ESSEX PPTY TR INC COM 297178105 7,295 39,449 SH   SOLE   0 0 39,449
ESSEX PPTY TR INC COM 297178105 3,715 20,092 SH   DFND   0 0 20,092
ESTERLINE TECHNOLOGIES CORP COM 297425100 2,496 21,682 SH   SOLE   0 0 21,682
ESTERLINE TECHNOLOGIES CORP COM 297425100 154 1,337 SH   DFND   0 0 1,337
ETHAN ALLEN INTERIORS INC COM 297602104 228 9,216 SH   SOLE   0 0 9,216
EURONET WORLDWIDE INC COM 298736109 6,849 141,975 SH   SOLE   0 0 141,975
EURONET WORLDWIDE INC COM 298736109 1,507 31,244 SH   DFND   0 0 31,244
EVERBANK FINL CORP COM 29977G102 49 2,453 SH   DFND   0 0 2,453
EVERCORE PARTNERS INC CLASS A 29977A105 11,917 206,751 SH   SOLE   0 0 206,751
EVERCORE PARTNERS INC CLASS A 29977A105 6,418 111,352 SH   DFND   0 0 111,352
EVEREST RE GROUP LTD COM G3223R108 17,694 110,250 SH   SOLE   0 0 110,250
EVEREST RE GROUP LTD COM G3223R108 4,151 25,865 SH   DFND   0 0 25,865
EVERTEC INC COM 30040P103 2,877 118,686 SH   SOLE   0 0 118,686
EVERTEC INC COM 30040P103 3,197 131,896 SH   DFND   0 0 131,896
EXACT SCIENCES CORP COM 30063P105 0 3 SH   SOLE   0 0 3
EXAMWORKS GROUP INC COM 30066A105 40 1,249 SH   DFND   0 0 1,249
EXELIS INC COM 30162A108 670 39,430 SH   SOLE   0 0 39,430
EXELIS INC COM 30162A108 4,133 243,398 SH   DFND   0 0 243,398
EXELON CORP COM 30161N101 13,526 370,783 SH   SOLE   0 0 370,783
EXELON CORP COM 30161N101 10,360 283,998 SH   DFND   0 0 283,998
EXFO INC SUB VTG SHS 302046107 180 37,467 SH   SOLE   0 0 37,467
EXLSERVICE HOLDINGS INC COM 302081104 581 19,714 SH   SOLE   0 0 19,714
EXONE CO COM 302104104 58 1,464 SH   SOLE   0 0 1,464
EXONE CO COM 302104104 129 3,265 SH   DFND   0 0 3,265
EXPEDIA INC DEL COM NEW 30212P303 17,222 218,667 SH   SOLE   0 0 218,667
EXPEDIA INC DEL COM NEW 30212P303 11,751 149,202 SH   DFND   0 0 149,202
EXPEDITORS INTL WASH INC COM 302130109 68,270 1,545,978 SH   SOLE   0 0 1,545,978
EXPEDITORS INTL WASH INC COM 302130109 2,276 51,534 SH   DFND   0 0 51,534
EXPONENT INC COM 30214U102 4,987 67,287 SH   SOLE   0 0 67,287
EXPONENT INC COM 30214U102 893 12,055 SH   DFND   0 0 12,055
EXPRESS INC COM 30219E103 1,749 102,698 SH   SOLE   0 0 102,698
EXPRESS INC COM 30219E103 3,402 199,768 SH   DFND   0 0 199,768
EXPRESS SCRIPTS HLDG CO COM 30219G108 129,880 1,873,364 SH   SOLE   0 0 1,873,364
EXPRESS SCRIPTS HLDG CO COM 30219G108 25,170 363,043 SH   DFND   0 0 363,043
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 111 4,773 SH   SOLE   0 0 4,773
EXTRA SPACE STORAGE INC COM 30225T102 13,626 255,882 SH   SOLE   0 0 255,882
EXTRA SPACE STORAGE INC COM 30225T102 2,395 44,977 SH   DFND   0 0 44,977
EXXON MOBIL CORP COM 30231G102 309,092 3,070,048 SH   SOLE   0 0 3,070,048
EXXON MOBIL CORP COM 30231G102 89,717 891,112 SH   DFND   0 0 891,112
EZCORP INC CL A NON VTG 302301106 465 40,260 SH   SOLE   0 0 40,260
F M C CORP COM NEW 302491303 11,985 168,349 SH   SOLE   0 0 168,349
F M C CORP COM NEW 302491303 2,391 33,582 SH   DFND   0 0 33,582
F5 NETWORKS INC COM 315616102 9,831 88,215 SH   SOLE   0 0 88,215
F5 NETWORKS INC COM 315616102 5,140 46,120 SH   DFND   0 0 46,120
FABRINET SHS G3323L100 1,396 67,770 SH   SOLE   0 0 67,770
FABRINET SHS G3323L100 2,318 112,501 SH   DFND   0 0 112,501
FACEBOOK INC CL A 30303M102 295,175 4,386,608 SH   SOLE   0 0 4,386,608
FACEBOOK INC CL A 30303M102 85,158 1,265,537 SH   DFND   0 0 1,265,537
FACTSET RESH SYS INC COM 303075105 47,596 395,710 SH   SOLE   0 0 395,710
FACTSET RESH SYS INC COM 303075105 800 6,652 SH   DFND   0 0 6,652
FAIR ISAAC CORP COM 303250104 20,290 318,230 SH   SOLE   0 0 318,230
FAIR ISAAC CORP COM 303250104 2,045 32,066 SH   DFND   0 0 32,066
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 58 3,717 SH   DFND   0 0 3,717
FAMILY DLR STORES INC COM 307000109 1,865 28,194 SH   SOLE   0 0 28,194
FARMER BROS CO COM 307675108 1,485 68,741 SH   SOLE   0 0 68,741
FARO TECHNOLOGIES INC COM 311642102 22 439 SH   SOLE   0 0 439
FARO TECHNOLOGIES INC COM 311642102 18 376 SH   DFND   0 0 376
FASTENAL CO COM 311900104 32,285 652,344 SH   SOLE   0 0 652,344
FASTENAL CO COM 311900104 85,403 1,725,653 SH   DFND   0 0 1,725,653
FBL FINL GROUP INC CL A 30239F106 442 9,607 SH   SOLE   0 0 9,607
FBR & CO COM NEW 30247C400 345 12,708 SH   SOLE   0 0 12,708
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 9,703 80,240 SH   SOLE   0 0 80,240
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,576 13,036 SH   DFND   0 0 13,036
FEDERATED INVS INC PA CL B 314211103 195,317 6,316,853 SH   SOLE   0 0 6,316,853
FEDERATED INVS INC PA CL B 314211103 215 6,941 SH   DFND   0 0 6,941
FEDERATED NATL HLDG CO COM 31422T101 164 6,436 SH   SOLE   0 0 6,436
FEDERATED NATL HLDG CO COM 31422T101 879 34,461 SH   DFND   0 0 34,461
FEDEX CORP COM 31428X106 33,222 219,464 SH   SOLE   0 0 219,464
FEDEX CORP COM 31428X106 2,583 17,064 SH   DFND   0 0 17,064
FEI CO COM 30241L109 9,810 108,125 SH   SOLE   0 0 108,125
FEI CO COM 30241L109 5,600 61,722 SH   DFND   0 0 61,722
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 671 25,692 SH   SOLE   0 0 25,692
FIDELITY & GTY LIFE COM 315785105 40 1,654 SH   SOLE   0 0 1,654
FIDELITY & GTY LIFE COM 315785105 1 59 SH   DFND   0 0 59
FIDELITY NATIONAL FINANCIAL CL A 31620R105 9,304 284,005 SH   SOLE   0 0 284,005
FIDELITY NATIONAL FINANCIAL CL A 31620R105 69 2,113 SH   DFND   0 0 2,113
FIDELITY NATL INFORMATION SV COM 31620M106 84,154 1,537,342 SH   SOLE   0 0 1,537,342
FIDELITY NATL INFORMATION SV COM 31620M106 15,695 286,727 SH   DFND   0 0 286,727
FIESTA RESTAURANT GROUP INC COM 31660B101 147 3,157 SH   SOLE   0 0 3,157
FIESTA RESTAURANT GROUP INC COM 31660B101 314 6,766 SH   DFND   0 0 6,766
FIFTH STREET FINANCE CORP COM 31678A103 1,986 201,993 SH   SOLE   0 0 201,993
FIFTH THIRD BANCORP COM 316773100 92,272 4,321,864 SH   SOLE   0 0 4,321,864
FIFTH THIRD BANCORP COM 316773100 29,693 1,390,791 SH   DFND   0 0 1,390,791
FINANCIAL ENGINES INC COM 317485100 1,005 22,202 SH   SOLE   0 0 22,202
FINANCIAL ENGINES INC COM 317485100 4,963 109,600 SH   DFND   0 0 109,600
FINANCIAL INSTNS INC COM 317585404 199 8,478 SH   SOLE   0 0 8,478
FINANCIAL INSTNS INC COM 317585404 42 1,803 SH   DFND   0 0 1,803
FINISAR CORP COM NEW 31787A507 12,609 638,410 SH   SOLE   0 0 638,410
FINISAR CORP COM NEW 31787A507 3,724 188,539 SH   DFND   0 0 188,539
FINISH LINE INC CL A 317923100 2,615 87,944 SH   SOLE   0 0 87,944
FINISH LINE INC CL A 317923100 243 8,172 SH   DFND   0 0 8,172
FIREEYE INC COM 31816Q101 21,016 518,278 SH   SOLE   0 0 518,278
FIRST ACCEPTANCE CORP COM 318457108 12 4,805 SH   SOLE   0 0 4,805
FIRST AMERN FINL CORP COM 31847R102 20,815 749,013 SH   SOLE   0 0 749,013
FIRST AMERN FINL CORP COM 31847R102 2,177 78,350 SH   DFND   0 0 78,350
FIRST BUS FINL SVCS INC WIS COM 319390100 50 1,063 SH   SOLE   0 0 1,063
FIRST BUS FINL SVCS INC WIS COM 319390100 269 5,726 SH   DFND   0 0 5,726
FIRST CASH FINL SVCS INC COM 31942D107 4,113 71,423 SH   SOLE   0 0 71,423
FIRST COMWLTH FINL CORP PA COM 319829107 415 45,011 SH   SOLE   0 0 45,011
FIRST DEFIANCE FINL CORP COM 32006W106 114 3,988 SH   SOLE   0 0 3,988
FIRST DEFIANCE FINL CORP COM 32006W106 620 21,619 SH   DFND   0 0 21,619
FIRST FINL BANCORP OH COM 320209109 34 1,961 SH   SOLE   0 0 1,961
FIRST FINL BANCORP OH COM 320209109 3 156 SH   DFND   0 0 156
FIRST FINL CORP IND COM 320218100 186 5,791 SH   SOLE   0 0 5,791
FIRST HORIZON NATL CORP COM 320517105 2,282 192,431 SH   SOLE   0 0 192,431
FIRST HORIZON NATL CORP COM 320517105 1 118 SH   DFND   0 0 118
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 20,827 1,105,444 SH   SOLE   0 0 1,105,444
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,421 75,418 SH   DFND   0 0 75,418
FIRST MIDWEST BANCORP DEL COM 320867104 1,444 84,770 SH   SOLE   0 0 84,770
FIRST MIDWEST BANCORP DEL COM 320867104 1,373 80,614 SH   DFND   0 0 80,614
FIRST NBC BK HLDG CO COM 32115D106 297 8,875 SH   SOLE   0 0 8,875
FIRST NIAGARA FINL GP INC COM 33582V108 25,655 2,935,393 SH   SOLE   0 0 2,935,393
FIRST NIAGARA FINL GP INC COM 33582V108 3,662 418,982 SH   DFND   0 0 418,982
FIRST POTOMAC RLTY TR COM 33610F109 8,006 610,222 SH   SOLE   0 0 610,222
FIRST POTOMAC RLTY TR COM 33610F109 20 1,531 SH   DFND   0 0 1,531
FIRST REP BK SAN FRANCISCO C COM 33616C100 26,101 474,644 SH   SOLE   0 0 474,644
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,429 171,472 SH   DFND   0 0 171,472
FIRST SOLAR INC COM 336433107 2,727 38,379 SH   SOLE   0 0 38,379
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 28,756 482,653 SH   SOLE   0 0 482,653
FIRST TR EXCHANGE TRADED FD ISE CLOUD COMP 33734X192 28,429 1,051,356 SH   SOLE   0 0 1,051,356
FIRSTENERGY CORP COM 337932107 2,729 78,594 SH   SOLE   0 0 78,594
FIRSTENERGY CORP COM 337932107 1,412 40,679 SH   DFND   0 0 40,679
FIRSTMERIT CORP COM 337915102 2,094 106,050 SH   SOLE   0 0 106,050
FIRSTMERIT CORP COM 337915102 141 7,142 SH   DFND   0 0 7,142
FIRSTSERVICE CORP SUB VTG SH 33761N109 737 14,576 SH   SOLE   0 0 14,576
FISERV INC COM 337738108 10,777 178,671 SH   SOLE   0 0 178,671
FIVE BELOW INC COM 33829M101 4,513 113,079 SH   SOLE   0 0 113,079
FIVE BELOW INC COM 33829M101 6,197 155,273 SH   DFND   0 0 155,273
FLEETCOR TECHNOLOGIES INC COM 339041105 56,807 431,007 SH   SOLE   0 0 431,007
FLEETCOR TECHNOLOGIES INC COM 339041105 10,996 83,427 SH   DFND   0 0 83,427
FLEETMATICS GROUP PLC COM G35569105 75 2,320 SH   SOLE   0 0 2,320
FLEETMATICS GROUP PLC COM G35569105 176 5,429 SH   DFND   0 0 5,429
FLEXTRONICS INTL LTD ORD Y2573F102 25,415 2,295,842 SH   SOLE   0 0 2,295,842
FLEXTRONICS INTL LTD ORD Y2573F102 4,940 446,219 SH   DFND   0 0 446,219
FLIR SYS INC COM 302445101 12,645 364,091 SH   SOLE   0 0 364,091
FLIR SYS INC COM 302445101 874 25,154 SH   DFND   0 0 25,154
FLOTEK INDS INC DEL COM 343389102 3,709 115,316 SH   SOLE   0 0 115,316
FLOTEK INDS INC DEL COM 343389102 1,148 35,697 SH   DFND   0 0 35,697
FLOWERS FOODS INC COM 343498101 2,066 98,014 SH   SOLE   0 0 98,014
FLOWSERVE CORP COM 34354P105 32,168 432,653 SH   SOLE   0 0 432,653
FLOWSERVE CORP COM 34354P105 10,270 138,126 SH   DFND   0 0 138,126
FLUIDIGM CORP DEL COM 34385P108 1,262 42,912 SH   SOLE   0 0 42,912
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 1,314 1,386,000 PRN   SOLE   0 0 1,386,000
FLUOR CORP NEW COM 343412102 25,439 330,807 SH   SOLE   0 0 330,807
FLUOR CORP NEW COM 343412102 6,893 89,630 SH   DFND   0 0 89,630
FLUSHING FINL CORP COM 343873105 15 728 SH   SOLE   0 0 728
FMC TECHNOLOGIES INC COM 30249U101 16,397 268,501 SH   SOLE   0 0 268,501
FMC TECHNOLOGIES INC COM 30249U101 65,668 1,075,293 SH   DFND   0 0 1,075,293
FNB CORP PA COM 302520101 1,917 149,528 SH   SOLE   0 0 149,528
FNB CORP PA COM 302520101 1,626 126,810 SH   DFND   0 0 126,810
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 7,395 78,963 SH   SOLE   0 0 78,963
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,054 21,934 SH   DFND   0 0 21,934
FOOT LOCKER INC COM 344849104 12,606 248,537 SH   SOLE   0 0 248,537
FOOT LOCKER INC COM 344849104 8,723 171,978 SH   DFND   0 0 171,978
FORD MTR CO DEL COM PAR $0.01 345370860 153,314 8,892,922 SH   SOLE   0 0 8,892,922
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 7,425 3,716,000 PRN   SOLE   0 0 3,716,000
FORD MTR CO DEL COM PAR $0.01 345370860 1,585 91,966 SH   DFND   0 0 91,966
FOREST CITY ENTERPRISES INC CL A 345550107 26,007 1,308,842 SH   SOLE   0 0 1,308,842
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 651 576,000 PRN   SOLE   0 0 576,000
FOREST CITY ENTERPRISES INC CL A 345550107 2,454 123,509 SH   DFND   0 0 123,509
FOREST LABS INC COM 345838106 37,217 375,931 SH   SOLE   0 0 375,931
FOREST LABS INC COM 345838106 3,801 38,391 SH   DFND   0 0 38,391
FORESTAR GROUP INC COM 346233109 5,530 289,677 SH   SOLE   0 0 289,677
FORMFACTOR INC COM 346375108 72 8,606 SH   SOLE   0 0 8,606
FORMFACTOR INC COM 346375108 10 1,251 SH   DFND   0 0 1,251
FORTINET INC COM 34959E109 9,753 388,097 SH   SOLE   0 0 388,097
FORTINET INC COM 34959E109 152 6,042 SH   DFND   0 0 6,042
FORTUNE BRANDS HOME & SEC IN COM 34964C106 9,230 231,159 SH   SOLE   0 0 231,159
FORTUNE BRANDS HOME & SEC IN COM 34964C106 456 11,430 SH   DFND   0 0 11,430
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,014 55,272 SH   SOLE   0 0 55,272
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 5,068 139,108 SH   DFND   0 0 139,108
FORWARD AIR CORP COM 349853101 5,306 110,892 SH   SOLE   0 0 110,892
FORWARD AIR CORP COM 349853101 2,719 56,825 SH   DFND   0 0 56,825
FOSSIL GROUP INC COM 34988V106 2,460 23,534 SH   SOLE   0 0 23,534
FOSSIL GROUP INC COM 34988V106 108 1,029 SH   DFND   0 0 1,029
FOSTER WHEELER AG COM H27178104 2 58 SH   SOLE   0 0 58
FOSTER WHEELER AG COM H27178104 19 553 SH   DFND   0 0 553
FOUNDATION MEDICINE INC COM 350465100 41 1,509 SH   SOLE   0 0 1,509
FOUNDATION MEDICINE INC COM 350465100 96 3,543 SH   DFND   0 0 3,543
FOX FACTORY HLDG CORP COM 35138V102 111 6,305 SH   SOLE   0 0 6,305
FRANCESCAS HLDGS CORP COM 351793104 270 18,298 SH   SOLE   0 0 18,298
FRANCESCAS HLDGS CORP COM 351793104 1,130 76,654 SH   DFND   0 0 76,654
FRANKLIN ELEC INC COM 353514102 1,363 33,805 SH   SOLE   0 0 33,805
FRANKLIN ELEC INC COM 353514102 701 17,392 SH   DFND   0 0 17,392
FRANKLIN RES INC COM 354613101 85,427 1,476,952 SH   SOLE   0 0 1,476,952
FRANKLIN RES INC COM 354613101 15,303 264,571 SH   DFND   0 0 264,571
FRANKLIN STREET PPTYS CORP COM 35471R106 14,279 1,135,077 SH   SOLE   0 0 1,135,077
FRANKS INTL N V COM N33462107 1,561 63,445 SH   SOLE   0 0 63,445
FREEPORT-MCMORAN COPPER & GO COM 35671D857 44,092 1,207,995 SH   SOLE   0 0 1,207,995
FREEPORT-MCMORAN COPPER & GO COM 35671D857 415 11,380 SH   DFND   0 0 11,380
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 891 37,929 SH   SOLE   0 0 37,929
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 1 45 SH   DFND   0 0 45
FREIGHTCAR AMER INC COM 357023100 204 8,153 SH   SOLE   0 0 8,153
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 12,232 365,251 SH   SOLE   0 0 365,251
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 1,932 57,695 SH   DFND   0 0 57,695
FRESH MKT INC COM 35804H106 4,726 141,203 SH   SOLE   0 0 141,203
FRESH MKT INC COM 35804H106 1,446 43,198 SH   DFND   0 0 43,198
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,532 433,565 SH   SOLE   0 0 433,565
FTD COS INC COM 30281V108 150 4,703 SH   SOLE   0 0 4,703
FTD COS INC COM 30281V108 812 25,546 SH   DFND   0 0 25,546
FTI CONSULTING INC COM 302941109 414 10,952 SH   SOLE   0 0 10,952
FTI CONSULTING INC COM 302941109 1,746 46,163 SH   DFND   0 0 46,163
FULLER H B CO COM 359694106 818 17,000 SH   SOLE   0 0 17,000
FULLER H B CO COM 359694106 3,983 82,798 SH   DFND   0 0 82,798
FULTON FINL CORP PA COM 360271100 2,796 225,679 SH   SOLE   0 0 225,679
FULTON FINL CORP PA COM 360271100 4 345 SH   DFND   0 0 345
FURIEX PHARMACEUTICALS INC COM 36106P101 0 0 SH   SOLE   0 0 0
FXCM INC COM CL A 302693106 1,994 133,296 SH   SOLE   0 0 133,296
FXCM INC COM CL A 302693106 214 14,327 SH   DFND   0 0 14,327
G & K SVCS INC CL A 361268105 1,992 38,255 SH   SOLE   0 0 38,255
G & K SVCS INC CL A 361268105 1,277 24,523 SH   DFND   0 0 24,523
GABELLI DIVD & INCOME TR COM 36242H104 0 5 SH   SOLE   0 0 5
GAFISA S A SPONS ADR 362607301 0 21 SH   SOLE   0 0 21
GALLAGHER ARTHUR J & CO COM 363576109 42,000 901,287 SH   SOLE   0 0 901,287
GALLAGHER ARTHUR J & CO COM 363576109 5,752 123,444 SH   DFND   0 0 123,444
GAMESTOP CORP NEW CL A 36467W109 1,020 25,199 SH   SOLE   0 0 25,199
GAMESTOP CORP NEW CL A 36467W109 2,261 55,868 SH   DFND   0 0 55,868
GAMING & LEISURE PPTYS INC COM 36467J108 2,948 86,782 SH   SOLE   0 0 86,782
GANNETT INC COM 364730101 4,282 136,771 SH   SOLE   0 0 136,771
GANNETT INC COM 364730101 1,039 33,199 SH   DFND   0 0 33,199
GAP INC DEL COM 364760108 25,372 610,345 SH   SOLE   0 0 610,345
GAP INC DEL COM 364760108 1,225 29,462 SH   DFND   0 0 29,462
GARMIN LTD SHS H2906T109 804 13,203 SH   SOLE   0 0 13,203
GARTNER INC COM 366651107 33,259 471,621 SH   SOLE   0 0 471,621
GARTNER INC COM 366651107 8,119 115,124 SH   DFND   0 0 115,124
GASLOG LTD SHS G37585109 15 473 SH   SOLE   0 0 473
GATX CORP COM 361448103 25,255 377,279 SH   SOLE   0 0 377,279
GATX CORP COM 361448103 3,796 56,703 SH   DFND   0 0 56,703
GENERAC HLDGS INC COM 368736104 378 7,751 SH   SOLE   0 0 7,751
GENERAC HLDGS INC COM 368736104 1,436 29,465 SH   DFND   0 0 29,465
GENERAL CABLE CORP DEL NEW COM 369300108 3,066 119,481 SH   SOLE   0 0 119,481
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 694 701,000 PRN   SOLE   0 0 701,000
GENERAL CABLE CORP DEL NEW COM 369300108 806 31,393 SH   DFND   0 0 31,393
GENERAL COMMUNICATION INC CL A 369385109 24 2,193 SH   DFND   0 0 2,193
GENERAL DYNAMICS CORP COM 369550108 280,513 2,406,801 SH   SOLE   0 0 2,406,801
GENERAL DYNAMICS CORP COM 369550108 5,809 49,845 SH   DFND   0 0 49,845
GENERAL ELECTRIC CO COM 369604103 347,791 13,234,052 SH   SOLE   0 0 13,234,052
GENERAL ELECTRIC CO COM 369604103 54,178 2,061,567 SH   DFND   0 0 2,061,567
GENERAL GROWTH PPTYS INC NEW COM 370023103 17,738 752,866 SH   SOLE   0 0 752,866
GENERAL GROWTH PPTYS INC NEW COM 370023103 844 35,817 SH   DFND   0 0 35,817
GENERAL MLS INC COM 370334104 91,689 1,745,132 SH   SOLE   0 0 1,745,132
GENERAL MLS INC COM 370334104 36,427 693,316 SH   DFND   0 0 693,316
GENERAL MTRS CO COM 37045V100 73,457 2,023,608 SH   SOLE   0 0 2,023,608
GENERAL MTRS CO COM 37045V100 2,928 80,658 SH   DFND   0 0 80,658
GENESCO INC COM 371532102 12,457 151,673 SH   SOLE   0 0 151,673
GENESCO INC COM 371532102 3,712 45,192 SH   DFND   0 0 45,192
GENESEE & WYO INC CL A 371559105 3,217 30,637 SH   SOLE   0 0 30,637
GENESEE & WYO INC UNIT 10/01/2015 371559204 616 4,562 SH   SOLE   0 0 4,562
GENESEE & WYO INC CL A 371559105 3,689 35,138 SH   DFND   0 0 35,138
GENMARK DIAGNOSTICS INC COM 372309104 6 453 SH   DFND   0 0 453
GENPACT LIMITED SHS G3922B107 877 50,037 SH   SOLE   0 0 50,037
GENPACT LIMITED SHS G3922B107 803 45,798 SH   DFND   0 0 45,798
GENTEX CORP COM 371901109 18,435 633,719 SH   SOLE   0 0 633,719
GENTEX CORP COM 371901109 6,801 233,778 SH   DFND   0 0 233,778
GENTHERM INC COM 37253A103 1,130 25,423 SH   SOLE   0 0 25,423
GENUINE PARTS CO COM 372460105 57,079 650,105 SH   SOLE   0 0 650,105
GENUINE PARTS CO COM 372460105 24,915 283,770 SH   DFND   0 0 283,770
GENWORTH FINL INC COM CL A 37247D106 32,015 1,839,921 SH   SOLE   0 0 1,839,921
GENWORTH FINL INC COM CL A 37247D106 2,433 139,825 SH   DFND   0 0 139,825
GEOSPACE TECHNOLOGIES CORP COM 37364X109 4,563 82,838 SH   SOLE   0 0 82,838
GEOSPACE TECHNOLOGIES CORP COM 37364X109 62 1,123 SH   DFND   0 0 1,123
GERDAU S A SPON ADR REP PFD 373737105 1,577 267,681 SH   SOLE   0 0 267,681
GERMAN AMERN BANCORP INC COM 373865104 51 1,867 SH   SOLE   0 0 1,867
GERMAN AMERN BANCORP INC COM 373865104 273 10,093 SH   DFND   0 0 10,093
GIBRALTAR INDS INC COM 374689107 223 14,407 SH   SOLE   0 0 14,407
GIGAMON INC COM 37518B102 75 3,906 SH   SOLE   0 0 3,906
GIGAMON INC COM 37518B102 174 9,090 SH   DFND   0 0 9,090
G-III APPAREL GROUP LTD COM 36237H101 3,480 42,618 SH   SOLE   0 0 42,618
G-III APPAREL GROUP LTD COM 36237H101 4,676 57,267 SH   DFND   0 0 57,267
GILDAN ACTIVEWEAR INC COM 375916103 10,010 170,007 SH   SOLE   0 0 170,007
GILDAN ACTIVEWEAR INC COM 375916103 2,344 39,806 SH   DFND   0 0 39,806
GILEAD SCIENCES INC COM 375558103 287,203 3,464,030 SH   SOLE   0 0 3,464,030
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 17,073 4,684,000 PRN   SOLE   0 0 4,684,000
GILEAD SCIENCES INC COM 375558103 102,057 1,230,934 SH   DFND   0 0 1,230,934
GLACIER BANCORP INC NEW COM 37637Q105 1,228 43,278 SH   SOLE   0 0 43,278
GLACIER BANCORP INC NEW COM 37637Q105 1,583 55,765 SH   DFND   0 0 55,765
GLATFELTER COM 377316104 7,623 287,324 SH   SOLE   0 0 287,324
GLATFELTER COM 377316104 20 762 SH   DFND   0 0 762
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 208,180 3,892,673 SH   SOLE   0 0 3,892,673
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 25,291 472,910 SH   DFND   0 0 472,910
GLIMCHER RLTY TR SH BEN INT 379302102 6,240 576,136 SH   SOLE   0 0 576,136
GLIMCHER RLTY TR SH BEN INT 379302102 286 26,369 SH   DFND   0 0 26,369
GLOBAL CASH ACCESS HLDGS INC COM 378967103 919 103,279 SH   SOLE   0 0 103,279
GLOBAL CASH ACCESS HLDGS INC COM 378967103 72 8,039 SH   DFND   0 0 8,039
GLOBAL PMTS INC COM 37940X102 35,549 487,976 SH   SOLE   0 0 487,976
GLOBAL PMTS INC COM 37940X102 6,197 85,061 SH   DFND   0 0 85,061
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 426 26,392 SH   SOLE   0 0 26,392
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 16 969 SH   DFND   0 0 969
GLOBE SPECIALTY METALS INC COM 37954N206 50 2,412 SH   DFND   0 0 2,412
GLOBUS MED INC CL A 379577208 1,867 78,034 SH   SOLE   0 0 78,034
GLOBUS MED INC CL A 379577208 1,096 45,821 SH   DFND   0 0 45,821
GLORI ENERGY INC COM 379606106 18 1,614 SH   SOLE   0 0 1,614
GLORI ENERGY INC COM 379606106 25 2,339 SH   DFND   0 0 2,339
GNC HLDGS INC COM CL A 36191G107 11,622 340,817 SH   SOLE   0 0 340,817
GNC HLDGS INC COM CL A 36191G107 3,440 100,869 SH   DFND   0 0 100,869
GOGO INC COM 38046C109 7 344 SH   DFND   0 0 344
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4,576 1,230,217 SH   SOLE   0 0 1,230,217
GOLDCORP INC NEW COM 380956409 9,342 334,726 SH   SOLE   0 0 334,726
GOLDCORP INC NEW COM 380956409 387 13,860 SH   DFND   0 0 13,860
GOLDMAN SACHS GROUP INC COM 38141G104 210,016 1,254,278 SH   SOLE   0 0 1,254,278
GOLDMAN SACHS GROUP INC COM 38141G104 30,097 179,747 SH   DFND   0 0 179,747
GOODRICH PETE CORP COM NEW 382410405 165 5,989 SH   SOLE   0 0 5,989
GOODRICH PETE CORP NOTE 5.000%10/0 382410AC2 468 455,000 PRN   SOLE   0 0 455,000
GOODRICH PETE CORP COM NEW 382410405 45 1,630 SH   DFND   0 0 1,630
GOODYEAR TIRE & RUBR CO COM 382550101 645 23,225 SH   SOLE   0 0 23,225
GOODYEAR TIRE & RUBR CO COM 382550101 38 1,376 SH   DFND   0 0 1,376
GOOGLE INC CL A 38259P508 421,834 721,490 SH   SOLE   0 0 721,490
GOOGLE INC CL C 38259P706 397,809 691,505 SH   SOLE   0 0 691,505
GOOGLE INC CL A 38259P508 74,557 127,519 SH   DFND   0 0 127,519
GOOGLE INC CL C 38259P706 109,065 189,586 SH   DFND   0 0 189,586
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 16 649 SH   SOLE   0 0 649
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1 51 SH   DFND   0 0 51
GP STRATEGIES CORP COM 36225V104 1,564 60,445 SH   SOLE   0 0 60,445
GRACE W R & CO DEL NEW COM 38388F108 1,316 13,918 SH   SOLE   0 0 13,918
GRACE W R & CO DEL NEW COM 38388F108 810 8,569 SH   DFND   0 0 8,569
GRACO INC COM 384109104 18,954 242,757 SH   SOLE   0 0 242,757
GRACO INC COM 384109104 4,923 63,055 SH   DFND   0 0 63,055
GRAFTECH INTL LTD COM 384313102 3,455 330,310 SH   SOLE   0 0 330,310
GRAHAM CORP COM 384556106 18 518 SH   SOLE   0 0 518
GRAINGER W W INC COM 384802104 33,581 132,070 SH   SOLE   0 0 132,070
GRAINGER W W INC COM 384802104 9,954 39,148 SH   DFND   0 0 39,148
GRAMERCY PPTY TR INC COM 38489R100 2,159 356,936 SH   SOLE   0 0 356,936
GRAMERCY PPTY TR INC COM 38489R100 274 45,269 SH   DFND   0 0 45,269
GRAN TIERRA ENERGY INC COM 38500T101 3,389 417,399 SH   SOLE   0 0 417,399
GRANA Y MONTERO S A A SPONSORED ADR 38500P208 424 23,477 SH   SOLE   0 0 23,477
GRAND CANYON ED INC COM 38526M106 9,531 207,326 SH   SOLE   0 0 207,326
GRAND CANYON ED INC COM 38526M106 9,372 203,865 SH   DFND   0 0 203,865
GRANITE CONSTR INC COM 387328107 651 18,084 SH   SOLE   0 0 18,084
GRANITE CONSTR INC COM 387328107 577 16,042 SH   DFND   0 0 16,042
GRAPHIC PACKAGING HLDG CO COM 388689101 7,791 665,926 SH   SOLE   0 0 665,926
GRAPHIC PACKAGING HLDG CO COM 388689101 11,152 953,182 SH   DFND   0 0 953,182
GRAY TELEVISION INC COM 389375106 12 923 SH   DFND   0 0 923
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,592 199,252 SH   SOLE   0 0 199,252
GREAT LAKES DREDGE & DOCK CO COM 390607109 18 2,246 SH   DFND   0 0 2,246
GREAT PLAINS ENERGY INC COM 391164100 4,629 172,264 SH   SOLE   0 0 172,264
GREAT PLAINS ENERGY INC COM 391164100 3,134 116,619 SH   DFND   0 0 116,619
GREATBATCH INC COM 39153L106 3,564 72,648 SH   SOLE   0 0 72,648
GREATBATCH INC COM 39153L106 3,876 79,007 SH   DFND   0 0 79,007
GREEN DOT CORP CL A 39304D102 507 26,704 SH   SOLE   0 0 26,704
GREEN DOT CORP CL A 39304D102 2,311 121,738 SH   DFND   0 0 121,738
GREENBRIER COS INC COM 393657101 46 792 SH   SOLE   0 0 792
GREENBRIER COS INC COM 393657101 10 168 SH   DFND   0 0 168
GREENHILL & CO INC COM 395259104 26,538 538,840 SH   SOLE   0 0 538,840
GREENHILL & CO INC COM 395259104 318 6,450 SH   DFND   0 0 6,450
GREIF INC CL A 397624107 1,447 26,520 SH   SOLE   0 0 26,520
GREIF INC CL A 397624107 182 3,342 SH   DFND   0 0 3,342
GRIFFON CORP COM 398433102 1,447 116,658 SH   SOLE   0 0 116,658
GRIFOLS S A SP ADR REP B NVT 398438408 4,506 102,283 SH   SOLE   0 0 102,283
GRIFOLS S A SP ADR REP B NVT 398438408 45 1,012 SH   DFND   0 0 1,012
GROUP 1 AUTOMOTIVE INC COM 398905109 2,176 25,811 SH   SOLE   0 0 25,811
GROUP 1 AUTOMOTIVE INC COM 398905109 5,250 62,273 SH   DFND   0 0 62,273
GROUPE CGI INC CL A SUB VTG 39945C109 15,808 445,556 SH   SOLE   0 0 445,556
GROUPE CGI INC CL A SUB VTG 39945C109 3,843 108,316 SH   DFND   0 0 108,316
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 23,606 688,030 SH   SOLE   0 0 688,030
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 3,799 110,718 SH   DFND   0 0 110,718
GSI GROUP INC CDA NEW COM NEW 36191C205 1,245 97,772 SH   SOLE   0 0 97,772
GSI GROUP INC CDA NEW COM NEW 36191C205 20 1,595 SH   DFND   0 0 1,595
GT ADVANCED TECHNOLOGIES INC COM 36191U106 93 5,022 SH   SOLE   0 0 5,022
GT ADVANCED TECHNOLOGIES INC COM 36191U106 218 11,706 SH   DFND   0 0 11,706
GUESS INC COM 401617105 1,651 61,157 SH   SOLE   0 0 61,157
GUESS INC COM 401617105 1 24 SH   DFND   0 0 24
GUIDEWIRE SOFTWARE INC COM 40171V100 1,761 43,302 SH   SOLE   0 0 43,302
GUIDEWIRE SOFTWARE INC COM 40171V100 984 24,208 SH   DFND   0 0 24,208
GULFMARK OFFSHORE INC CL A NEW 402629208 18,535 410,254 SH   SOLE   0 0 410,254
GULFMARK OFFSHORE INC CL A NEW 402629208 3,385 74,917 SH   DFND   0 0 74,917
GULFPORT ENERGY CORP COM NEW 402635304 20,337 323,843 SH   SOLE   0 0 323,843
GULFPORT ENERGY CORP COM NEW 402635304 271 4,311 SH   DFND   0 0 4,311
H & E EQUIPMENT SERVICES INC COM 404030108 461 12,686 SH   SOLE   0 0 12,686
H & E EQUIPMENT SERVICES INC COM 404030108 234 6,450 SH   DFND   0 0 6,450
HAEMONETICS CORP COM 405024100 4,574 129,656 SH   SOLE   0 0 129,656
HAEMONETICS CORP COM 405024100 5,611 159,035 SH   DFND   0 0 159,035
HAIN CELESTIAL GROUP INC COM 405217100 18,797 211,819 SH   SOLE   0 0 211,819
HAIN CELESTIAL GROUP INC COM 405217100 8,149 91,827 SH   DFND   0 0 91,827
HALCON RES CORP COM NEW 40537Q209 56 7,681 SH   SOLE   0 0 7,681
HALCON RES CORP COM NEW 40537Q209 321 44,100 SH   DFND   0 0 44,100
HALLIBURTON CO COM 406216101 169,969 2,393,588 SH   SOLE   0 0 2,393,588
HALLIBURTON CO COM 406216101 25,020 352,338 SH   DFND   0 0 352,338
HANCOCK HLDG CO COM 410120109 2,567 72,666 SH   SOLE   0 0 72,666
HANCOCK HLDG CO COM 410120109 197 5,578 SH   DFND   0 0 5,578
HANESBRANDS INC COM 410345102 8,157 82,865 SH   SOLE   0 0 82,865
HANESBRANDS INC COM 410345102 18,340 186,302 SH   DFND   0 0 186,302
HANGER INC COM NEW 41043F208 6,023 191,506 SH   SOLE   0 0 191,506
HANGER INC COM NEW 41043F208 1,015 32,277 SH   DFND   0 0 32,277
HANMI FINL CORP COM NEW 410495204 177 8,384 SH   SOLE   0 0 8,384
HANOVER INS GROUP INC COM 410867105 8,791 139,201 SH   SOLE   0 0 139,201
HANOVER INS GROUP INC COM 410867105 3,174 50,261 SH   DFND   0 0 50,261
HARLEY DAVIDSON INC COM 412822108 34,060 487,621 SH   SOLE   0 0 487,621
HARLEY DAVIDSON INC COM 412822108 835 11,949 SH   DFND   0 0 11,949
HARMAN INTL INDS INC COM 413086109 8,261 76,897 SH   SOLE   0 0 76,897
HARMAN INTL INDS INC COM 413086109 2,364 22,006 SH   DFND   0 0 22,006
HARMONIC INC COM 413160102 1,442 193,328 SH   SOLE   0 0 193,328
HARRIS CORP DEL COM 413875105 61,850 816,507 SH   SOLE   0 0 816,507
HARRIS CORP DEL COM 413875105 4,555 60,137 SH   DFND   0 0 60,137
HARSCO CORP COM 415864107 3,938 147,877 SH   SOLE   0 0 147,877
HARSCO CORP COM 415864107 2,634 98,895 SH   DFND   0 0 98,895
HARTFORD FINL SVCS GROUP INC COM 416515104 57,611 1,608,794 SH   SOLE   0 0 1,608,794
HARTFORD FINL SVCS GROUP INC COM 416515104 4,840 135,146 SH   DFND   0 0 135,146
HASBRO INC COM 418056107 239,487 4,514,366 SH   SOLE   0 0 4,514,366
HASBRO INC COM 418056107 809 15,246 SH   DFND   0 0 15,246
HATTERAS FINL CORP COM 41902R103 691 34,879 SH   SOLE   0 0 34,879
HAWAIIAN ELEC INDUSTRIES COM 419870100 6,340 250,399 SH   SOLE   0 0 250,399
HCA HOLDINGS INC COM 40412C101 12,070 214,077 SH   SOLE   0 0 214,077
HCA HOLDINGS INC COM 40412C101 1,523 27,014 SH   DFND   0 0 27,014
HCC INS HLDGS INC COM 404132102 34,715 709,342 SH   SOLE   0 0 709,342
HCC INS HLDGS INC COM 404132102 7,563 154,537 SH   DFND   0 0 154,537
HCP INC COM 40414L109 92,372 2,232,284 SH   SOLE   0 0 2,232,284
HCP INC COM 40414L109 31,085 751,213 SH   DFND   0 0 751,213
HD SUPPLY HLDGS INC COM 40416M105 8,280 291,637 SH   SOLE   0 0 291,637
HD SUPPLY HLDGS INC COM 40416M105 1 43 SH   DFND   0 0 43
HDFC BANK LTD ADR REPS 3 SHS 40415F101 27,898 595,857 SH   SOLE   0 0 595,857
HDFC BANK LTD ADR REPS 3 SHS 40415F101 945 20,184 SH   DFND   0 0 20,184
HEADWATERS INC COM 42210P102 33 2,400 SH   DFND   0 0 2,400
HEALTH CARE REIT INC COM 42217K106 130,283 2,078,878 SH   SOLE   0 0 2,078,878
HEALTH CARE REIT INC PFD PER CON I 42217K601 2,184 37,831 SH   SOLE   0 0 37,831
HEALTH CARE REIT INC COM 42217K106 35,393 564,749 SH   DFND   0 0 564,749
HEALTH INS INNOVATIONS INC COM CL A 42225K106 29 2,347 SH   SOLE   0 0 2,347
HEALTH NET INC COM 42222G108 11,043 265,844 SH   SOLE   0 0 265,844
HEALTH NET INC COM 42222G108 5,146 123,877 SH   DFND   0 0 123,877
HEALTHCARE RLTY TR COM 421946104 1,917 75,394 SH   SOLE   0 0 75,394
HEALTHCARE RLTY TR COM 421946104 2,039 80,224 SH   DFND   0 0 80,224
HEALTHCARE SVCS GRP INC COM 421906108 2,698 91,631 SH   SOLE   0 0 91,631
HEALTHCARE SVCS GRP INC COM 421906108 4,862 165,136 SH   DFND   0 0 165,136
HEALTHCARE TR AMER INC CL A 42225P105 2,817 233,994 SH   SOLE   0 0 233,994
HEALTHCARE TR AMER INC CL A 42225P105 273 22,635 SH   DFND   0 0 22,635
HEALTHSOUTH CORP COM NEW 421924309 1,844 51,413 SH   SOLE   0 0 51,413
HEALTHSOUTH CORP COM NEW 421924309 271 7,566 SH   DFND   0 0 7,566
HEALTHWAYS INC COM 422245100 1,003 57,176 SH   SOLE   0 0 57,176
HEALTHWAYS INC COM 422245100 38 2,144 SH   DFND   0 0 2,144
HEARTLAND EXPRESS INC COM 422347104 2,782 130,351 SH   SOLE   0 0 130,351
HEARTLAND EXPRESS INC COM 422347104 1,533 71,828 SH   DFND   0 0 71,828
HEARTLAND PMT SYS INC COM 42235N108 6,837 165,902 SH   SOLE   0 0 165,902
HEARTLAND PMT SYS INC COM 42235N108 2,902 70,423 SH   DFND   0 0 70,423
HEARTWARE INTL INC COM 422368100 4,440 50,172 SH   SOLE   0 0 50,172
HEARTWARE INTL INC COM 422368100 68 768 SH   DFND   0 0 768
HECLA MNG CO COM 422704106 4 1,270 SH   SOLE   0 0 1,270
HEICO CORP NEW COM 422806109 847 16,315 SH   SOLE   0 0 16,315
HEICO CORP NEW CL A 422806208 3,564 87,785 SH   SOLE   0 0 87,785
HEICO CORP NEW CL A 422806208 663 16,324 SH   DFND   0 0 16,324
HELEN OF TROY CORP LTD COM G4388N106 1,970 32,488 SH   SOLE   0 0 32,488
HELEN OF TROY CORP LTD COM G4388N106 2,737 45,150 SH   DFND   0 0 45,150
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,356 165,570 SH   SOLE   0 0 165,570
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 3,234 2,398,000 PRN   SOLE   0 0 2,398,000
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 73 2,761 SH   DFND   0 0 2,761
HELMERICH & PAYNE INC COM 423452101 20,239 174,306 SH   SOLE   0 0 174,306
HELMERICH & PAYNE INC COM 423452101 4,661 40,141 SH   DFND   0 0 40,141
HENRY JACK & ASSOC INC COM 426281101 27,660 465,428 SH   SOLE   0 0 465,428
HENRY JACK & ASSOC INC COM 426281101 3,121 52,518 SH   DFND   0 0 52,518
HERBALIFE LTD COM USD SHS G4412G101 4,570 70,812 SH   SOLE   0 0 70,812
HERBALIFE LTD COM USD SHS G4412G101 1,079 16,719 SH   DFND   0 0 16,719
HERCULES TECH GROWTH CAP INC NOTE 6.000% 4/1 427096AB8 171 124,000 PRN   SOLE   0 0 124,000
HERSHA HOSPITALITY TR SH BEN INT A 427825104 230 34,312 SH   SOLE   0 0 34,312
HERSHEY CO COM 427866108 22,477 230,843 SH   SOLE   0 0 230,843
HERSHEY CO COM 427866108 1,901 19,521 SH   DFND   0 0 19,521
HERTZ GLOBAL HOLDINGS INC COM 42805T105 17,930 639,688 SH   SOLE   0 0 639,688
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,048 73,070 SH   DFND   0 0 73,070
HESS CORP COM 42809H107 91,517 925,446 SH   SOLE   0 0 925,446
HESS CORP COM 42809H107 2,689 27,187 SH   DFND   0 0 27,187
HEWLETT PACKARD CO COM 428236103 64,377 1,911,434 SH   SOLE   0 0 1,911,434
HEWLETT PACKARD CO COM 428236103 1,923 57,105 SH   DFND   0 0 57,105
HEXCEL CORP NEW COM 428291108 36,339 888,483 SH   SOLE   0 0 888,483
HEXCEL CORP NEW COM 428291108 1,759 43,015 SH   DFND   0 0 43,015
HFF INC CL A 40418F108 1,901 51,106 SH   SOLE   0 0 51,106
HHGREGG INC COM 42833L108 1,280 125,893 SH   SOLE   0 0 125,893
HIBBETT SPORTS INC COM 428567101 6,022 111,165 SH   SOLE   0 0 111,165
HIBBETT SPORTS INC COM 428567101 2,000 36,927 SH   DFND   0 0 36,927
HIGHWOODS PPTYS INC COM 431284108 4,359 103,912 SH   SOLE   0 0 103,912
HIGHWOODS PPTYS INC COM 431284108 45 1,079 SH   DFND   0 0 1,079
HILL INTERNATIONAL INC COM 431466101 31 5,021 SH   SOLE   0 0 5,021
HILL ROM HLDGS INC COM 431475102 1,286 30,987 SH   DFND   0 0 30,987
HILLENBRAND INC COM 431571108 4,492 137,693 SH   SOLE   0 0 137,693
HILLENBRAND INC COM 431571108 1,146 35,128 SH   DFND   0 0 35,128
HILLSHIRE BRANDS CO COM 432589109 74 1,193 SH   SOLE   0 0 1,193
HILLSHIRE BRANDS CO COM 432589109 6 95 SH   DFND   0 0 95
HILLTOP HOLDINGS INC COM 432748101 2,867 134,871 SH   SOLE   0 0 134,871
HILLTOP HOLDINGS INC COM 432748101 186 8,771 SH   DFND   0 0 8,771
HILTON WORLDWIDE HLDGS INC COM 43300A104 32,785 1,407,094 SH   SOLE   0 0 1,407,094
HILTON WORLDWIDE HLDGS INC COM 43300A104 894 38,351 SH   DFND   0 0 38,351
HITTITE MICROWAVE CORP COM 43365Y104 9,769 125,330 SH   SOLE   0 0 125,330
HITTITE MICROWAVE CORP COM 43365Y104 1,924 24,680 SH   DFND   0 0 24,680
HMS HLDGS CORP COM 40425J101 7,654 375,029 SH   SOLE   0 0 375,029
HMS HLDGS CORP COM 40425J101 4,442 217,649 SH   DFND   0 0 217,649
HOLLYFRONTIER CORP COM 436106108 3 76 SH   SOLE   0 0 76
HOLLYFRONTIER CORP COM 436106108 24 546 SH   DFND   0 0 546
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3 106 SH   SOLE   0 0 106
HOLOGIC INC COM 436440101 1,689 66,624 SH   SOLE   0 0 66,624
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 3,573 3,269,000 PRN   SOLE   0 0 3,269,000
HOME BANCSHARES INC COM 436893200 864 26,327 SH   SOLE   0 0 26,327
HOME DEPOT INC COM 437076102 260,556 3,218,329 SH   SOLE   0 0 3,218,329
HOME DEPOT INC COM 437076102 68,789 849,665 SH   DFND   0 0 849,665
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 15,894 699,251 SH   SOLE   0 0 699,251
HOME PROPERTIES INC COM 437306103 8,013 125,278 SH   SOLE   0 0 125,278
HOME PROPERTIES INC COM 437306103 552 8,627 SH   DFND   0 0 8,627
HOMEAWAY INC COM 43739Q100 6,330 181,801 SH   SOLE   0 0 181,801
HOMEAWAY INC COM 43739Q100 3,373 96,876 SH   DFND   0 0 96,876
HOMESTREET INC COM 43785V102 176 9,566 SH   SOLE   0 0 9,566
HONDA MOTOR LTD AMERN SHS 438128308 29,728 849,616 SH   SOLE   0 0 849,616
HONDA MOTOR LTD AMERN SHS 438128308 2,637 75,376 SH   DFND   0 0 75,376
HONEYWELL INTL INC COM 438516106 193,326 2,079,889 SH   SOLE   0 0 2,079,889
HONEYWELL INTL INC COM 438516106 65,860 708,555 SH   DFND   0 0 708,555
HOOKER FURNITURE CORP COM 439038100 1,091 67,584 SH   SOLE   0 0 67,584
HORACE MANN EDUCATORS CORP N COM 440327104 13,981 447,105 SH   SOLE   0 0 447,105
HORACE MANN EDUCATORS CORP N COM 440327104 662 21,182 SH   DFND   0 0 21,182
HORIZON PHARMA INC COM 44047T109 84 5,295 SH   SOLE   0 0 5,295
HORIZON PHARMA INC COM 44047T109 130 8,224 SH   DFND   0 0 8,224
HORMEL FOODS CORP COM 440452100 2,116 42,887 SH   SOLE   0 0 42,887
HORNBECK OFFSHORE SVCS INC N COM 440543106 3,025 64,461 SH   SOLE   0 0 64,461
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 3,406 2,816,000 PRN   SOLE   0 0 2,816,000
HORNBECK OFFSHORE SVCS INC N COM 440543106 4,596 97,953 SH   DFND   0 0 97,953
HORSEHEAD HLDG CORP COM 440694305 303 16,601 SH   SOLE   0 0 16,601
HOSPIRA INC COM 441060100 11,639 226,577 SH   SOLE   0 0 226,577
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,079 134,174 SH   SOLE   0 0 134,174
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 150 4,938 SH   DFND   0 0 4,938
HOST HOTELS & RESORTS INC COM 44107P104 29,040 1,319,388 SH   SOLE   0 0 1,319,388
HOST HOTELS & RESORTS INC COM 44107P104 6,848 311,134 SH   DFND   0 0 311,134
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,201 167,047 SH   SOLE   0 0 167,047
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,409 125,741 SH   DFND   0 0 125,741
HOWARD HUGHES CORP COM 44267D107 1,062 6,729 SH   SOLE   0 0 6,729
HOWARD HUGHES CORP COM 44267D107 29 186 SH   DFND   0 0 186
HSBC HLDGS PLC SPON ADR NEW 404280406 161,580 3,180,707 SH   SOLE   0 0 3,180,707
HSBC HLDGS PLC ADR A 1/40PF A 404280604 2,885 113,839 SH   SOLE   0 0 113,839
HSBC HLDGS PLC SPON ADR NEW 404280406 28,188 554,889 SH   DFND   0 0 554,889
HSBC HLDGS PLC ADR A 1/40PF A 404280604 147 5,809 SH   DFND   0 0 5,809
HSN INC COM 404303109 7,010 118,332 SH   SOLE   0 0 118,332
HUANENG PWR INTL INC SPON ADR H SHS 443304100 3,379 74,685 SH   SOLE   0 0 74,685
HUB GROUP INC CL A 443320106 102 2,031 SH   SOLE   0 0 2,031
HUB GROUP INC CL A 443320106 238 4,723 SH   DFND   0 0 4,723
HUBBELL INC CL B 443510201 8,742 70,983 SH   SOLE   0 0 70,983
HUBBELL INC CL B 443510201 4,090 33,214 SH   DFND   0 0 33,214
HUDSON CITY BANCORP COM 443683107 620 63,044 SH   SOLE   0 0 63,044
HUDSON GLOBAL INC COM 443787106 4 1,079 SH   DFND   0 0 1,079
HUDSON PAC PPTYS INC COM 444097109 1,904 75,140 SH   SOLE   0 0 75,140
HUMANA INC COM 444859102 6,842 53,567 SH   SOLE   0 0 53,567
HUMANA INC COM 444859102 374 2,926 SH   DFND   0 0 2,926
HUNT J B TRANS SVCS INC COM 445658107 19,865 269,248 SH   SOLE   0 0 269,248
HUNT J B TRANS SVCS INC COM 445658107 1,252 16,972 SH   DFND   0 0 16,972
HUNTINGTON BANCSHARES INC COM 446150104 7,861 823,977 SH   SOLE   0 0 823,977
HUNTINGTON BANCSHARES INC COM 446150104 5,921 620,626 SH   DFND   0 0 620,626
HUNTINGTON INGALLS INDS INC COM 446413106 22,366 236,451 SH   SOLE   0 0 236,451
HUNTINGTON INGALLS INDS INC COM 446413106 6,205 65,602 SH   DFND   0 0 65,602
HUNTSMAN CORP COM 447011107 12,643 449,913 SH   SOLE   0 0 449,913
HUNTSMAN CORP COM 447011107 1,430 50,892 SH   DFND   0 0 50,892
HURON CONSULTING GROUP INC COM 447462102 2,804 39,598 SH   SOLE   0 0 39,598
HURON CONSULTING GROUP INC COM 447462102 1,794 25,327 SH   DFND   0 0 25,327
HYATT HOTELS CORP COM CL A 448579102 7,133 116,970 SH   SOLE   0 0 116,970
HYATT HOTELS CORP COM CL A 448579102 230 3,769 SH   DFND   0 0 3,769
IAC INTERACTIVECORP COM PAR $.001 44919P508 15,054 217,454 SH   SOLE   0 0 217,454
IAC INTERACTIVECORP COM PAR $.001 44919P508 7,741 111,811 SH   DFND   0 0 111,811
IAMGOLD CORP COM 450913108 13 3,134 SH   SOLE   0 0 3,134
IAMGOLD CORP COM 450913108 1 250 SH   DFND   0 0 250
IBERIABANK CORP COM 450828108 8,688 125,561 SH   SOLE   0 0 125,561
IBERIABANK CORP COM 450828108 2,490 35,986 SH   DFND   0 0 35,986
ICAD INC COM NEW 44934S206 10 1,636 SH   SOLE   0 0 1,636
ICF INTL INC COM 44925C103 1,224 34,628 SH   SOLE   0 0 34,628
ICG GROUP INC COM 44928D108 17 822 SH   SOLE   0 0 822
ICG GROUP INC COM 44928D108 217 10,388 SH   DFND   0 0 10,388
ICICI BK LTD ADR 45104G104 22,379 448,480 SH   SOLE   0 0 448,480
ICON PLC SHS G4705A100 16,612 352,631 SH   SOLE   0 0 352,631
ICON PLC SHS G4705A100 3,407 72,316 SH   DFND   0 0 72,316
ICONIX BRAND GROUP INC COM 451055107 1,247 29,045 SH   SOLE   0 0 29,045
ICONIX BRAND GROUP INC COM 451055107 861 20,044 SH   DFND   0 0 20,044
ICU MED INC COM 44930G107 848 13,944 SH   SOLE   0 0 13,944
ICU MED INC COM 44930G107 1,096 18,030 SH   DFND   0 0 18,030
IDACORP INC COM 451107106 1,906 32,966 SH   SOLE   0 0 32,966
IDEX CORP COM 45167R104 23,837 295,234 SH   SOLE   0 0 295,234
IDEX CORP COM 45167R104 4,040 50,035 SH   DFND   0 0 50,035
IDEXX LABS INC COM 45168D104 13,162 98,543 SH   SOLE   0 0 98,543
IDEXX LABS INC COM 45168D104 679 5,085 SH   DFND   0 0 5,085
IGATE CORP COM 45169U105 1,295 35,576 SH   SOLE   0 0 35,576
IGATE CORP COM 45169U105 143 3,943 SH   DFND   0 0 3,943
IHS INC CL A 451734107 23,843 175,745 SH   SOLE   0 0 175,745
IHS INC CL A 451734107 2,633 19,410 SH   DFND   0 0 19,410
ILLINOIS TOOL WKS INC COM 452308109 49,313 563,190 SH   SOLE   0 0 563,190
ILLINOIS TOOL WKS INC COM 452308109 13,820 157,838 SH   DFND   0 0 157,838
ILLUMINA INC COM 452327109 66,076 370,092 SH   SOLE   0 0 370,092
ILLUMINA INC COM 452327109 81,562 456,826 SH   DFND   0 0 456,826
IMAX CORP COM 45245E109 77 2,713 SH   SOLE   0 0 2,713
IMAX CORP COM 45245E109 394 13,820 SH   DFND   0 0 13,820
IMMUNOGEN INC COM 45253H101 4,252 358,808 SH   SOLE   0 0 358,808
IMMUNOGEN INC COM 45253H101 204 17,181 SH   DFND   0 0 17,181
IMPAX LABORATORIES INC COM 45256B101 1,534 51,139 SH   SOLE   0 0 51,139
IMPERIAL OIL LTD COM NEW 453038408 181 3,438 SH   SOLE   0 0 3,438
IMPERVA INC COM 45321L100 611 23,321 SH   SOLE   0 0 23,321
IMPERVA INC COM 45321L100 1,656 63,271 SH   DFND   0 0 63,271
IMS HEALTH HLDGS INC COM 44970B109 13,759 535,773 SH   SOLE   0 0 535,773
IMS HEALTH HLDGS INC COM 44970B109 1,072 41,737 SH   DFND   0 0 41,737
INCONTACT INC COM 45336E109 19 2,079 SH   SOLE   0 0 2,079
INCYTE CORP COM 45337C102 8,900 157,696 SH   SOLE   0 0 157,696
INCYTE CORP COM 45337C102 2,549 45,168 SH   DFND   0 0 45,168
INDEPENDENT BANK CORP MASS COM 453836108 235 6,123 SH   SOLE   0 0 6,123
INDEPENDENT BANK CORP MICH COM NEW 453838609 23 1,821 SH   DFND   0 0 1,821
INFINERA CORPORATION COM 45667G103 8 888 SH   DFND   0 0 888
INFINITY PPTY & CAS CORP COM 45665Q103 11 163 SH   SOLE   0 0 163
INFOBLOX INC COM 45672H104 255 19,429 SH   SOLE   0 0 19,429
INFOBLOX INC COM 45672H104 329 25,030 SH   DFND   0 0 25,030
INFORMATICA CORP COM 45666Q102 6,664 186,937 SH   SOLE   0 0 186,937
INFORMATICA CORP COM 45666Q102 3,610 101,255 SH   DFND   0 0 101,255
INFOSYS LTD SPONSORED ADR 456788108 12,054 224,180 SH   SOLE   0 0 224,180
INFOSYS LTD SPONSORED ADR 456788108 3,033 56,406 SH   DFND   0 0 56,406
ING GROEP N V SPONSORED ADR 456837103 45,825 3,268,519 SH   SOLE   0 0 3,268,519
ING GROEP N V SPONSORED ADR 456837103 6,527 465,525 SH   DFND   0 0 465,525
INGERSOLL-RAND PLC SHS G47791101 29,339 469,348 SH   SOLE   0 0 469,348
INGERSOLL-RAND PLC SHS G47791101 5,286 84,556 SH   DFND   0 0 84,556
INGRAM MICRO INC CL A 457153104 4,167 142,669 SH   SOLE   0 0 142,669
INGRAM MICRO INC CL A 457153104 6 202 SH   DFND   0 0 202
INGREDION INC COM 457187102 16,683 222,317 SH   SOLE   0 0 222,317
INGREDION INC COM 457187102 154 2,047 SH   DFND   0 0 2,047
INLAND REAL ESTATE CORP COM NEW 457461200 1,268 119,274 SH   SOLE   0 0 119,274
INNERWORKINGS INC COM 45773Y105 531 62,526 SH   SOLE   0 0 62,526
INNERWORKINGS INC COM 45773Y105 1,506 177,203 SH   DFND   0 0 177,203
INNOPHOS HOLDINGS INC COM 45774N108 3,611 62,723 SH   SOLE   0 0 62,723
INNOPHOS HOLDINGS INC COM 45774N108 2,571 44,658 SH   DFND   0 0 44,658
INSIGHT ENTERPRISES INC COM 45765U103 923 30,014 SH   SOLE   0 0 30,014
INSIGHT ENTERPRISES INC COM 45765U103 844 27,461 SH   DFND   0 0 27,461
INSMED INC COM PAR $.01 457669307 23 1,134 SH   SOLE   0 0 1,134
INSMED INC COM PAR $.01 457669307 34 1,709 SH   DFND   0 0 1,709
INSTALLED BLDG PRODS INC COM 45780R101 18 1,442 SH   DFND   0 0 1,442
INSULET CORP COM 45784P101 2,392 60,305 SH   SOLE   0 0 60,305
INSULET CORP COM 45784P101 2,246 56,606 SH   DFND   0 0 56,606
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,977 42,002 SH   SOLE   0 0 42,002
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,402 51,049 SH   DFND   0 0 51,049
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,953 126,356 SH   SOLE   0 0 126,356
INTEGRATED DEVICE TECHNOLOGY COM 458118106 549 35,481 SH   DFND   0 0 35,481
INTEGRATED ELECTRICAL SVC COM 45811E301 61 9,107 SH   SOLE   0 0 9,107
INTEGRATED SILICON SOLUTION COM 45812P107 729 49,384 SH   SOLE   0 0 49,384
INTEGRATED SILICON SOLUTION COM 45812P107 117 7,945 SH   DFND   0 0 7,945
INTEGRYS ENERGY GROUP INC COM 45822P105 14,534 204,331 SH   SOLE   0 0 204,331
INTEGRYS ENERGY GROUP INC COM 45822P105 472 6,639 SH   DFND   0 0 6,639
INTEL CORP COM 458140100 619,554 20,050,278 SH   SOLE   0 0 20,050,278
INTEL CORP SDCV 2.950%12/1 458140AD2 1,365 1,098,000 PRN   SOLE   0 0 1,098,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 8,590 5,569,000 PRN   SOLE   0 0 5,569,000
INTEL CORP COM 458140100 75,631 2,447,618 SH   DFND   0 0 2,447,618
INTER PARFUMS INC COM 458334109 5,215 176,492 SH   SOLE   0 0 176,492
INTER PARFUMS INC COM 458334109 428 14,484 SH   DFND   0 0 14,484
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,569 110,323 SH   SOLE   0 0 110,323
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,255 53,891 SH   DFND   0 0 53,891
INTERACTIVE INTELLIGENCE GRO COM 45841V109 3,643 64,905 SH   SOLE   0 0 64,905
INTERACTIVE INTELLIGENCE GRO COM 45841V109 929 16,546 SH   DFND   0 0 16,546
INTERCEPT PHARMACEUTICALS IN COM 45845P108 746 3,151 SH   SOLE   0 0 3,151
INTERCEPT PHARMACEUTICALS IN COM 45845P108 508 2,148 SH   DFND   0 0 2,148
INTERCONTINENTAL EXCHANGE IN COM 45866F104 72,587 384,263 SH   SOLE   0 0 384,263
INTERCONTINENTAL EXCHANGE IN COM 45866F104 5,149 27,256 SH   DFND   0 0 27,256
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 4,135 99,611 SH   SOLE   0 0 99,611
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 46 1,109 SH   DFND   0 0 1,109
INTERDIGITAL INC COM 45867G101 1,612 33,728 SH   SOLE   0 0 33,728
INTERDIGITAL INC COM 45867G101 51 1,064 SH   DFND   0 0 1,064
INTERFACE INC COM 458665304 285 15,153 SH   SOLE   0 0 15,153
INTERMUNE INC COM 45884X103 86 1,951 SH   SOLE   0 0 1,951
INTERMUNE INC COM 45884X103 67 1,519 SH   DFND   0 0 1,519
INTERNATIONAL BUSINESS MACHS COM 459200101 224,912 1,240,757 SH   SOLE   0 0 1,240,757
INTERNATIONAL BUSINESS MACHS COM 459200101 43,226 238,463 SH   DFND   0 0 238,463
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,399 32,591 SH   SOLE   0 0 32,591
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,811 26,952 SH   DFND   0 0 26,952
INTERNATIONAL GAME TECHNOLOG COM 459902102 24,699 1,552,449 SH   SOLE   0 0 1,552,449
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,479 92,960 SH   DFND   0 0 92,960
INTERNATIONAL RECTIFIER CORP COM 460254105 11,591 415,445 SH   SOLE   0 0 415,445
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2,522 75,792 SH   SOLE   0 0 75,792
INTERNATIONAL SPEEDWAY CORP CL A 460335201 44 1,318 SH   DFND   0 0 1,318
INTEROIL CORP COM 460951106 245 3,834 SH   SOLE   0 0 3,834
INTERPUBLIC GROUP COS INC COM 460690100 15,845 812,132 SH   SOLE   0 0 812,132
INTERPUBLIC GROUP COS INC COM 460690100 2,065 105,818 SH   DFND   0 0 105,818
INTERSIL CORP CL A 46069S109 2,493 166,774 SH   SOLE   0 0 166,774
INTERSIL CORP CL A 46069S109 323 21,603 SH   DFND   0 0 21,603
INTERXION HOLDING N.V SHS N47279109 3,388 123,749 SH   SOLE   0 0 123,749
INTERXION HOLDING N.V SHS N47279109 5,161 188,484 SH   DFND   0 0 188,484
INTEVAC INC COM 461148108 13 1,680 SH   DFND   0 0 1,680
INTL FCSTONE INC COM 46116V105 19 942 SH   DFND   0 0 942
INTL PAPER CO COM 460146103 114,519 2,269,045 SH   SOLE   0 0 2,269,045
INTL PAPER CO COM 460146103 9,313 184,535 SH   DFND   0 0 184,535
INTRAWEST RESORTS HLDGS INC COM 46090K109 2,265 197,634 SH   SOLE   0 0 197,634
INTRAWEST RESORTS HLDGS INC COM 46090K109 50 4,325 SH   DFND   0 0 4,325
INTREPID POTASH INC COM 46121Y102 3,213 191,709 SH   SOLE   0 0 191,709
INTUIT COM 461202103 101,943 1,265,905 SH   SOLE   0 0 1,265,905
INTUIT COM 461202103 13,075 162,368 SH   DFND   0 0 162,368
INTUITIVE SURGICAL INC COM NEW 46120E602 2,063 5,010 SH   SOLE   0 0 5,010
INTUITIVE SURGICAL INC COM NEW 46120E602 1,370 3,326 SH   DFND   0 0 3,326
INVACARE CORP COM 461203101 29 1,592 SH   DFND   0 0 1,592
INVENSENSE INC COM 46123D205 3,200 141,014 SH   SOLE   0 0 141,014
INVENSENSE INC COM 46123D205 48 2,105 SH   DFND   0 0 2,105
INVENTURE FOODS INC COM 461212102 134 11,854 SH   SOLE   0 0 11,854
INVENTURE FOODS INC COM 461212102 641 56,859 SH   DFND   0 0 56,859
INVESCO LTD SHS G491BT108 64,163 1,699,684 SH   SOLE   0 0 1,699,684
INVESCO LTD SHS G491BT108 9,183 243,271 SH   DFND   0 0 243,271
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,384 82,008 SH   SOLE   0 0 82,008
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 24 1,398 SH   DFND   0 0 1,398
INVESTORS BANCORP INC NEW COM 46146L101 12,399 1,122,057 SH   SOLE   0 0 1,122,057
INVESTORS BANCORP INC NEW COM 46146L101 163 14,749 SH   DFND   0 0 14,749
INVESTORS REAL ESTATE TR SH BEN INT 461730103 551 59,787 SH   SOLE   0 0 59,787
ION GEOPHYSICAL CORP COM 462044108 19 4,485 SH   DFND   0 0 4,485
IPC THE HOSPITALIST CO INC COM 44984A105 3,913 88,491 SH   SOLE   0 0 88,491
IPC THE HOSPITALIST CO INC COM 44984A105 3,406 77,020 SH   DFND   0 0 77,020
IPG PHOTONICS CORP COM 44980X109 7,488 108,843 SH   SOLE   0 0 108,843
IPG PHOTONICS CORP COM 44980X109 134 1,951 SH   DFND   0 0 1,951
IROBOT CORP COM 462726100 44 1,081 SH   SOLE   0 0 1,081
IRON MTN INC COM 462846106 1,360 38,362 SH   SOLE   0 0 38,362
IRON MTN INC COM 462846106 868 24,487 SH   DFND   0 0 24,487
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 108 7,031 SH   SOLE   0 0 7,031
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 251 16,356 SH   DFND   0 0 16,356
ISHARES MSCI AUST ETF 464286103 4 162 SH   SOLE   0 0 162
ISHARES MSCI CDA ETF 464286509 25,177 781,638 SH   SOLE   0 0 781,638
ISHARES EM MK MINVOL ETF 464286533 2,843 47,332 SH   SOLE   0 0 47,332
ISHARES EMU ETF 464286608 108,891 2,573,035 SH   SOLE   0 0 2,573,035
ISHARES MSCI PAC JP ETF 464286665 32,187 653,549 SH   SOLE   0 0 653,549
ISHARES MSCI UK ETF 464286699 48,026 2,300,115 SH   SOLE   0 0 2,300,115
ISHARES MSCI FRANCE ETF 464286707 10 350 SH   SOLE   0 0 350
ISHARES MSCI SZ CAP ETF 464286749 31,110 906,454 SH   SOLE   0 0 906,454
ISHARES MSCI SWEDEN ETF 464286756 10,386 294,377 SH   SOLE   0 0 294,377
ISHARES MSCI NETHERL ETF 464286814 10 402 SH   SOLE   0 0 402
ISHARES MSCI JAPAN ETF 464286848 17,026 1,414,086 SH   SOLE   0 0 1,414,086
ISHARES MSCI ITALCPD ETF 464286855 10 595 SH   SOLE   0 0 595
ISHARES S&P 100 ETF 464287101 1,014 11,718 SH   SOLE   0 0 11,718
ISHARES NYSE 100 ETF 464287135 23 262 SH   SOLE   0 0 262
ISHARES SELECT DIVID ETF 464287168 655 8,514 SH   SOLE   0 0 8,514
ISHARES TIPS BD ETF 464287176 68,750 595,961 SH   SOLE   0 0 595,961
ISHARES CORE S&P500 ETF 464287200 124,035 629,620 SH   SOLE   0 0 629,620
ISHARES CORE TOTUSBD ETF 464287226 8,592 78,538 SH   SOLE   0 0 78,538
ISHARES MSCI EMG MKT ETF 464287234 5,350 123,764 SH   SOLE   0 0 123,764
ISHARES IBOXX INV CP ETF 464287242 123,492 1,035,482 SH   SOLE   0 0 1,035,482
ISHARES S&P 500 GRWT ETF 464287309 2,857 27,163 SH   SOLE   0 0 27,163
ISHARES S&P 500 VAL ETF 464287408 690 7,648 SH   SOLE   0 0 7,648
ISHARES 20+ YR TR BD ETF 464287432 25,251 222,440 SH   SOLE   0 0 222,440
ISHARES 7-10 Y TR BD ETF 464287440 4,833 46,657 SH   SOLE   0 0 46,657
ISHARES 1-3 YR TR BD ETF 464287457 17,689 209,192 SH   SOLE   0 0 209,192
ISHARES MSCI EAFE ETF 464287465 235,613 3,446,145 SH   SOLE   0 0 3,446,145
ISHARES RUS MDCP VAL ETF 464287473 486 6,697 SH   SOLE   0 0 6,697
ISHARES RUS MD CP GR ETF 464287481 5,714 63,800 SH   SOLE   0 0 63,800
ISHARES RUS MID-CAP ETF 464287499 23,229 142,898 SH   SOLE   0 0 142,898
ISHARES PHLX SEMICND ETF 464287523 251 2,903 SH   SOLE   0 0 2,903
ISHARES NASDQ BIOTEC ETF 464287556 43,413 168,902 SH   SOLE   0 0 168,902
ISHARES COHEN&STEER REIT 464287564 35 406 SH   SOLE   0 0 406
ISHARES RUS 1000 VAL ETF 464287598 214,729 2,120,360 SH   SOLE   0 0 2,120,360
ISHARES RUS 1000 GRW ETF 464287614 302,871 3,330,815 SH   SOLE   0 0 3,330,815
ISHARES RUS 1000 ETF 464287622 74,126 673,198 SH   SOLE   0 0 673,198
ISHARES RUS 2000 VAL ETF 464287630 8,845 85,653 SH   SOLE   0 0 85,653
ISHARES RUS 2000 GRW ETF 464287648 5,762 41,627 SH   SOLE   0 0 41,627
ISHARES RUSSELL 2000 ETF 464287655 21,286 179,160 SH   SOLE   0 0 179,160
ISHARES RUS 3000 VAL ETF 464287663 2,010 15,161 SH   SOLE   0 0 15,161
ISHARES RUS 3000 GRW ETF 464287671 1,364 18,328 SH   SOLE   0 0 18,328
ISHARES RUSSELL 3000 ETF 464287689 7,086 60,185 SH   SOLE   0 0 60,185
ISHARES SP SMCP600VL ETF 464287879 175 1,518 SH   SOLE   0 0 1,518
ISHARES SP SMCP600GR ETF 464287887 807 6,677 SH   SOLE   0 0 6,677
ISHARES AGENCY BOND ETF 464288166 1,866 16,563 SH   SOLE   0 0 16,563
ISHARES MSCI ACWI US ETF 464288240 19,440 404,827 SH   SOLE   0 0 404,827
ISHARES EAFE SML CP ETF 464288273 12,144 229,482 SH   SOLE   0 0 229,482
ISHARES JP MOR EM MK ETF 464288281 1,702 14,767 SH   SOLE   0 0 14,767
ISHARES NAT AMT FREE BD 464288414 1,113 10,241 SH   SOLE   0 0 10,241
ISHARES INTL SEL DIV ETF 464288448 5,998 150,376 SH   SOLE   0 0 150,376
ISHARES INTL DEV RE ETF 464288489 16,873 525,160 SH   SOLE   0 0 525,160
ISHARES IBOXX HI YD ETF 464288513 1,016 10,669 SH   SOLE   0 0 10,669
ISHARES MBS ETF 464288588 245,407 2,267,668 SH   SOLE   0 0 2,267,668
ISHARES GOV/CRED BD ETF 464288596 4 36 SH   SOLE   0 0 36
ISHARES CREDIT BD ETF 464288620 71 637 SH   SOLE   0 0 637
ISHARES INTERM CR BD ETF 464288638 762 6,918 SH   SOLE   0 0 6,918
ISHARES 1-3 YR CR BD ETF 464288646 59 554 SH   SOLE   0 0 554
ISHARES 10-20 YR TRS ETF 464288653 214 1,655 SH   SOLE   0 0 1,655
ISHARES 3-7 YR TR BD ETF 464288661 46,411 381,042 SH   SOLE   0 0 381,042
ISHARES SHRT TRS BD ETF 464288679 2,412 21,871 SH   SOLE   0 0 21,871
ISHARES U.S. PFD STK ETF 464288687 1,182 29,619 SH   SOLE   0 0 29,619
ISHARES MICRO-CAP ETF 464288869 9,576 125,796 SH   SOLE   0 0 125,796
ISHARES EAFE VALUE ETF 464288877 10,995 187,728 SH   SOLE   0 0 187,728
ISHARES EAFE GRWTH ETF 464288885 14,615 201,726 SH   SOLE   0 0 201,726
ISHARES GOLD TRUST ISHARES 464285105 382 29,622 SH   SOLE   0 0 29,622
ISHARES INC CORE MSCI EMKT 46434G103 106,482 2,059,609 SH   SOLE   0 0 2,059,609
ISHARES SILVER TRUST ISHARES 46428Q109 165 8,143 SH   SOLE   0 0 8,143
ISHARES TR U.S. TRS BD ETF 46429B267 14,707 593,252 SH   SOLE   0 0 593,252
ISHARES TR CMBS ETF 46429B366 700 13,546 SH   SOLE   0 0 13,546
ISHARES TR FLTG RATE BD ETF 46429B655 399 7,846 SH   SOLE   0 0 7,846
ISHARES TR HIGH DIVIDND ETF 46429B663 600 7,964 SH   SOLE   0 0 7,964
ISHARES TR EAFE MIN VOL ETF 46429B689 960 14,691 SH   SOLE   0 0 14,691
ISHARES TR USA MIN VOL ETF 46429B697 799 21,469 SH   SOLE   0 0 21,469
ISIS PHARMACEUTICALS INC COM 464330109 10,133 294,149 SH   SOLE   0 0 294,149
ISIS PHARMACEUTICALS INC COM 464330109 3,118 90,514 SH   DFND   0 0 90,514
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 2 1,000 PRN   SOLE   0 0 1,000
ISTAR FINL INC COM 45031U101 1,986 132,573 SH   SOLE   0 0 132,573
ISTAR FINL INC NOTE 3.000%11/1 45031UBR1 329 232,000 PRN   SOLE   0 0 232,000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 26,639 1,852,488 SH   SOLE   0 0 1,852,488
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,337 232,033 SH   DFND   0 0 232,033
ITC HLDGS CORP COM 465685105 26,505 726,569 SH   SOLE   0 0 726,569
ITC HLDGS CORP COM 465685105 503 13,782 SH   DFND   0 0 13,782
ITRON INC COM 465741106 9,025 222,559 SH   SOLE   0 0 222,559
ITRON INC COM 465741106 255 6,277 SH   DFND   0 0 6,277
ITT CORP NEW COM NEW 450911201 2,099 43,642 SH   SOLE   0 0 43,642
ITT CORP NEW COM NEW 450911201 2,980 61,950 SH   DFND   0 0 61,950
IXIA NOTE 3.000%12/1 45071RAB5 1,281 1,279,000 PRN   SOLE   0 0 1,279,000
IXYS CORP COM 46600W106 3,228 262,033 SH   SOLE   0 0 262,033
J & J SNACK FOODS CORP COM 466032109 3,864 41,059 SH   SOLE   0 0 41,059
J & J SNACK FOODS CORP COM 466032109 696 7,399 SH   DFND   0 0 7,399
J2 GLOBAL INC COM 48123V102 3,772 74,166 SH   SOLE   0 0 74,166
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 230 227,000 PRN   SOLE   0 0 227,000
J2 GLOBAL INC COM 48123V102 394 7,754 SH   DFND   0 0 7,754
JABIL CIRCUIT INC COM 466313103 5,557 265,901 SH   SOLE   0 0 265,901
JABIL CIRCUIT INC COM 466313103 4,560 218,187 SH   DFND   0 0 218,187
JACK IN THE BOX INC COM 466367109 4,152 69,384 SH   SOLE   0 0 69,384
JACK IN THE BOX INC COM 466367109 3,299 55,138 SH   DFND   0 0 55,138
JACOBS ENGR GROUP INC DEL COM 469814107 8,267 155,168 SH   SOLE   0 0 155,168
JACOBS ENGR GROUP INC DEL COM 469814107 2,108 39,557 SH   DFND   0 0 39,557
JANUS CAP GROUP INC COM 47102X105 5,845 468,363 SH   SOLE   0 0 468,363
JANUS CAP GROUP INC NOTE 3.250% 7/1 47102XAG0 343 340,000 PRN   SOLE   0 0 340,000
JANUS CAP GROUP INC COM 47102X105 529 42,358 SH   DFND   0 0 42,358
JARDEN CORP COM 471109108 9,954 167,725 SH   SOLE   0 0 167,725
JARDEN CORP NOTE 1.875% 9/1 471109AH1 5,331 3,868,000 PRN   SOLE   0 0 3,868,000
JARDEN CORP COM 471109108 42 705 SH   DFND   0 0 705
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 12,709 86,448 SH   SOLE   0 0 86,448
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,871 26,331 SH   DFND   0 0 26,331
JD COM INC SPON ADR CL A 47215P106 1,179 41,369 SH   SOLE   0 0 41,369
JDS UNIPHASE CORP COM PAR $0.001 46612J507 4,453 357,109 SH   SOLE   0 0 357,109
JDS UNIPHASE CORP COM PAR $0.001 46612J507 3,599 288,629 SH   DFND   0 0 288,629
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 4,213 3,940,000 PRN   SOLE   0 0 3,940,000
JETBLUE AIRWAYS CORP COM 477143101 5,617 517,699 SH   SOLE   0 0 517,699
JETBLUE AIRWAYS CORP COM 477143101 222 20,448 SH   DFND   0 0 20,448
JIVE SOFTWARE INC COM 47760A108 347 40,739 SH   SOLE   0 0 40,739
JIVE SOFTWARE INC COM 47760A108 1,444 169,633 SH   DFND   0 0 169,633
JOHNSON & JOHNSON COM 478160104 639,029 6,108,092 SH   SOLE   0 0 6,108,092
JOHNSON & JOHNSON COM 478160104 150,153 1,435,220 SH   DFND   0 0 1,435,220
JOHNSON CTLS INC COM 478366107 85,507 1,712,532 SH   SOLE   0 0 1,712,532
JOHNSON CTLS INC COM 478366107 9,742 195,117 SH   DFND   0 0 195,117
JONES ENERGY INC COM CL A 48019R108 18 876 SH   SOLE   0 0 876
JONES LANG LASALLE INC COM 48020Q107 8,711 68,921 SH   SOLE   0 0 68,921
JONES LANG LASALLE INC COM 48020Q107 1,112 8,796 SH   DFND   0 0 8,796
JOURNAL COMMUNICATIONS INC CL A 481130102 5 578 SH   SOLE   0 0 578
JOY GLOBAL INC COM 481165108 54,690 888,119 SH   SOLE   0 0 888,119
JOY GLOBAL INC COM 481165108 1,617 26,264 SH   DFND   0 0 26,264
JPMORGAN CHASE & CO COM 46625H100 713,562 12,383,926 SH   SOLE   0 0 12,383,926
JPMORGAN CHASE & CO COM 46625H100 133,705 2,320,469 SH   DFND   0 0 2,320,469
JUNIPER NETWORKS INC COM 48203R104 18,907 770,440 SH   SOLE   0 0 770,440
JUNIPER NETWORKS INC COM 48203R104 16,060 654,457 SH   DFND   0 0 654,457
K12 INC COM 48273U102 160 6,642 SH   SOLE   0 0 6,642
K12 INC COM 48273U102 2,173 90,299 SH   DFND   0 0 90,299
KADANT INC COM 48282T104 20 513 SH   SOLE   0 0 513
KAISER ALUMINUM CORP COM PAR $0.01 483007704 642 8,813 SH   SOLE   0 0 8,813
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,193 43,812 SH   DFND   0 0 43,812
KAMAN CORP COM 483548103 7,443 174,178 SH   SOLE   0 0 174,178
KAMAN CORP COM 483548103 34 807 SH   DFND   0 0 807
KANSAS CITY SOUTHERN COM NEW 485170302 30,968 288,050 SH   SOLE   0 0 288,050
KANSAS CITY SOUTHERN COM NEW 485170302 5,098 47,418 SH   DFND   0 0 47,418
KAPSTONE PAPER & PACKAGING C COM 48562P103 11,235 339,124 SH   SOLE   0 0 339,124
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,636 170,104 SH   DFND   0 0 170,104
KAR AUCTION SVCS INC COM 48238T109 5,378 168,754 SH   SOLE   0 0 168,754
KAR AUCTION SVCS INC COM 48238T109 85 2,658 SH   DFND   0 0 2,658
KATE SPADE & CO COM 485865109 11,012 288,736 SH   SOLE   0 0 288,736
KATE SPADE & CO COM 485865109 5,058 132,616 SH   DFND   0 0 132,616
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 16,811 483,626 SH   SOLE   0 0 483,626
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2,955 85,018 SH   DFND   0 0 85,018
KB HOME COM 48666K109 39 2,072 SH   DFND   0 0 2,072
KBR INC COM 48242W106 6,409 268,717 SH   SOLE   0 0 268,717
KCG HLDGS INC CL A 48244B100 993 83,597 SH   SOLE   0 0 83,597
KELLOGG CO COM 487836108 6,920 105,329 SH   SOLE   0 0 105,329
KELLOGG CO COM 487836108 15 229 SH   DFND   0 0 229
KENNAMETAL INC COM 489170100 11,320 244,607 SH   SOLE   0 0 244,607
KENNAMETAL INC COM 489170100 3,049 65,878 SH   DFND   0 0 65,878
KENNEDY-WILSON HLDGS INC COM 489398107 2,112 78,754 SH   SOLE   0 0 78,754
KERYX BIOPHARMACEUTICALS INC COM 492515101 5,245 341,002 SH   SOLE   0 0 341,002
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,483 96,403 SH   DFND   0 0 96,403
KEURIG GREEN MTN INC COM 49271M100 38,167 306,295 SH   SOLE   0 0 306,295
KEURIG GREEN MTN INC COM 49271M100 1,936 15,535 SH   DFND   0 0 15,535
KEY ENERGY SVCS INC COM 492914106 3,742 409,441 SH   SOLE   0 0 409,441
KEY ENERGY SVCS INC COM 492914106 5,763 630,567 SH   DFND   0 0 630,567
KEY TECHNOLOGY INC COM 493143101 14 1,139 SH   DFND   0 0 1,139
KEYCORP NEW COM 493267108 45,805 3,196,423 SH   SOLE   0 0 3,196,423
KEYCORP NEW COM 493267108 3,162 220,673 SH   DFND   0 0 220,673
KEYW HLDG CORP COM 493723100 714 56,834 SH   SOLE   0 0 56,834
KFORCE INC COM 493732101 21 951 SH   SOLE   0 0 951
KFORCE INC COM 493732101 30 1,401 SH   DFND   0 0 1,401
KILROY RLTY CORP COM 49427F108 20,032 321,645 SH   SOLE   0 0 321,645
KILROY RLTY CORP COM 49427F108 2,334 37,483 SH   DFND   0 0 37,483
KIMBERLY CLARK CORP COM 494368103 182,153 1,637,775 SH   SOLE   0 0 1,637,775
KIMBERLY CLARK CORP COM 494368103 67,958 611,019 SH   DFND   0 0 611,019
KIMCO RLTY CORP COM 49446R109 10,356 450,640 SH   SOLE   0 0 450,640
KIMCO RLTY CORP COM 49446R109 3,494 152,067 SH   DFND   0 0 152,067
KINDER MORGAN INC DEL COM 49456B101 43,160 1,190,292 SH   SOLE   0 0 1,190,292
KINDER MORGAN INC DEL COM 49456B101 2,268 62,554 SH   DFND   0 0 62,554
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 251,791 3,190,052 SH   SOLE   0 0 3,190,052
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 332 4,210 SH   DFND   0 0 4,210
KINDRED HEALTHCARE INC COM 494580103 1,093 47,314 SH   SOLE   0 0 47,314
KINDRED HEALTHCARE INC COM 494580103 44 1,906 SH   DFND   0 0 1,906
KINROSS GOLD CORP COM NO PAR 496902404 7,451 1,799,808 SH   SOLE   0 0 1,799,808
KINROSS GOLD CORP COM NO PAR 496902404 1,346 325,217 SH   DFND   0 0 325,217
KIRBY CORP COM 497266106 30,205 257,858 SH   SOLE   0 0 257,858
KIRBY CORP COM 497266106 3,106 26,517 SH   DFND   0 0 26,517
KIRKLANDS INC COM 497498105 212 11,431 SH   SOLE   0 0 11,431
KITE RLTY GROUP TR COM 49803T102 1,087 176,976 SH   SOLE   0 0 176,976
KITE RLTY GROUP TR COM 49803T102 1,450 236,235 SH   DFND   0 0 236,235
KKR & CO L P DEL COM UNITS 48248M102 7 277 SH   SOLE   0 0 277
KLA-TENCOR CORP COM 482480100 19,890 273,815 SH   SOLE   0 0 273,815
KLA-TENCOR CORP COM 482480100 29,225 402,329 SH   DFND   0 0 402,329
KNIGHT TRANSN INC COM 499064103 5,356 225,335 SH   SOLE   0 0 225,335
KNIGHT TRANSN INC COM 499064103 3,124 131,429 SH   DFND   0 0 131,429
KNOLL INC COM NEW 498904200 822 47,448 SH   SOLE   0 0 47,448
KNOLL INC COM NEW 498904200 1,372 79,145 SH   DFND   0 0 79,145
KNOWLES CORP COM 49926D109 3,610 117,450 SH   SOLE   0 0 117,450
KNOWLES CORP COM 49926D109 1,086 35,340 SH   DFND   0 0 35,340
KODIAK OIL & GAS CORP COM 50015Q100 1,196 82,219 SH   SOLE   0 0 82,219
KODIAK OIL & GAS CORP COM 50015Q100 191 13,152 SH   DFND   0 0 13,152
KOFAX LTD COM USD G5307C105 24 2,779 SH   DFND   0 0 2,779
KOHLS CORP COM 500255104 16,136 306,297 SH   SOLE   0 0 306,297
KOHLS CORP COM 500255104 1,325 25,159 SH   DFND   0 0 25,159
KONA GRILL INC COM 50047H201 17 862 SH   SOLE   0 0 862
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 588 18,507 SH   SOLE   0 0 18,507
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 820 25,827 SH   DFND   0 0 25,827
KOPPERS HOLDINGS INC COM 50060P106 2,900 75,821 SH   SOLE   0 0 75,821
KOPPERS HOLDINGS INC COM 50060P106 1,833 47,910 SH   DFND   0 0 47,910
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4 231 SH   SOLE   0 0 231
KORN FERRY INTL COM NEW 500643200 3,593 122,330 SH   SOLE   0 0 122,330
KORN FERRY INTL COM NEW 500643200 357 12,141 SH   DFND   0 0 12,141
KOSMOS ENERGY LTD SHS G5315B107 320 28,520 SH   SOLE   0 0 28,520
KOSMOS ENERGY LTD SHS G5315B107 1,634 145,542 SH   DFND   0 0 145,542
KRAFT FOODS GROUP INC COM 50076Q106 216,724 3,615,074 SH   SOLE   0 0 3,615,074
KRAFT FOODS GROUP INC COM 50076Q106 19,060 317,937 SH   DFND   0 0 317,937
KRATON PERFORMANCE POLYMERS COM 50077C106 141 6,276 SH   SOLE   0 0 6,276
KRATON PERFORMANCE POLYMERS COM 50077C106 3 152 SH   DFND   0 0 152
KRISPY KREME DOUGHNUTS INC COM 501014104 261 16,362 SH   SOLE   0 0 16,362
KRISPY KREME DOUGHNUTS INC COM 501014104 1,401 87,647 SH   DFND   0 0 87,647
KROGER CO COM 501044101 26,856 543,306 SH   SOLE   0 0 543,306
KROGER CO COM 501044101 2,196 44,436 SH   DFND   0 0 44,436
KRONOS WORLDWIDE INC COM 50105F105 1,730 110,414 SH   SOLE   0 0 110,414
KT CORP SPONSORED ADR 48268K101 9,572 632,223 SH   SOLE   0 0 632,223
KULICKE & SOFFA INDS INC COM 501242101 54 3,768 SH   DFND   0 0 3,768
KYTHERA BIOPHARMACEUTICALS I COM 501570105 1,669 43,504 SH   SOLE   0 0 43,504
L BRANDS INC COM 501797104 8,603 146,660 SH   SOLE   0 0 146,660
L BRANDS INC COM 501797104 5,492 93,622 SH   DFND   0 0 93,622
L-3 COMMUNICATIONS HLDGS INC COM 502424104 32,652 270,410 SH   SOLE   0 0 270,410
L-3 COMMUNICATIONS HLDGS INC COM 502424104 6,256 51,810 SH   DFND   0 0 51,810
LA QUINTA HLDGS INC COM 50420D108 2,039 106,539 SH   SOLE   0 0 106,539
LA QUINTA HLDGS INC COM 50420D108 2,818 147,233 SH   DFND   0 0 147,233
LA Z BOY INC COM 505336107 1,965 84,800 SH   SOLE   0 0 84,800
LA Z BOY INC COM 505336107 124 5,337 SH   DFND   0 0 5,337
LABORATORY CORP AMER HLDGS COM NEW 50540R409 62,416 609,527 SH   SOLE   0 0 609,527
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,268 51,445 SH   DFND   0 0 51,445
LACLEDE GROUP INC COM 505597104 14,880 306,494 SH   SOLE   0 0 306,494
LACLEDE GROUP INC COM 505597104 18 375 SH   DFND   0 0 375
LAKELAND FINL CORP COM 511656100 992 25,983 SH   SOLE   0 0 25,983
LAKELAND FINL CORP COM 511656100 108 2,830 SH   DFND   0 0 2,830
LAM RESEARCH CORP COM 512807108 15,148 224,148 SH   SOLE   0 0 224,148
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 6,345 4,644,000 PRN   SOLE   0 0 4,644,000
LAM RESEARCH CORP COM 512807108 3,145 46,536 SH   DFND   0 0 46,536
LAMAR ADVERTISING CO CL A 512815101 9,649 182,062 SH   SOLE   0 0 182,062
LAMAR ADVERTISING CO CL A 512815101 2,173 41,006 SH   DFND   0 0 41,006
LANCASTER COLONY CORP COM 513847103 3,125 32,840 SH   SOLE   0 0 32,840
LANCASTER COLONY CORP COM 513847103 556 5,842 SH   DFND   0 0 5,842
LANDEC CORP COM 514766104 1,135 90,857 SH   SOLE   0 0 90,857
LANDSTAR SYS INC COM 515098101 4,393 68,639 SH   SOLE   0 0 68,639
LANDSTAR SYS INC COM 515098101 66 1,029 SH   DFND   0 0 1,029
LANNET INC COM 516012101 48 958 SH   SOLE   0 0 958
LAREDO PETROLEUM INC COM 516806106 6,860 221,430 SH   SOLE   0 0 221,430
LAREDO PETROLEUM INC COM 516806106 1,190 38,407 SH   DFND   0 0 38,407
LAS VEGAS SANDS CORP COM 517834107 84,751 1,111,932 SH   SOLE   0 0 1,111,932
LAS VEGAS SANDS CORP COM 517834107 3,386 44,422 SH   DFND   0 0 44,422
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,296 65,057 SH   SOLE   0 0 65,057
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 547 15,487 SH   DFND   0 0 15,487
LATTICE SEMICONDUCTOR CORP COM 518415104 1,647 199,677 SH   SOLE   0 0 199,677
LAUDER ESTEE COS INC CL A 518439104 84,088 1,132,351 SH   SOLE   0 0 1,132,351
LAUDER ESTEE COS INC CL A 518439104 17,904 241,103 SH   DFND   0 0 241,103
LAZARD LTD SHS A G54050102 12 240 SH   SOLE   0 0 240
LEAR CORP COM NEW 521865204 17,034 190,710 SH   SOLE   0 0 190,710
LEAR CORP COM NEW 521865204 14,649 164,002 SH   DFND   0 0 164,002
LEGG MASON INC COM 524901105 981 19,115 SH   SOLE   0 0 19,115
LEIDOS HLDGS INC COM 525327102 1,719 44,832 SH   SOLE   0 0 44,832
LEIDOS HLDGS INC COM 525327102 422 11,005 SH   DFND   0 0 11,005
LENNAR CORP CL A 526057104 27,217 648,333 SH   SOLE   0 0 648,333
LENNAR CORP CL A 526057104 1,176 28,016 SH   DFND   0 0 28,016
LENNOX INTL INC COM 526107107 523 5,834 SH   SOLE   0 0 5,834
LENNOX INTL INC COM 526107107 49 545 SH   DFND   0 0 545
LEUCADIA NATL CORP COM 527288104 2,361 90,034 SH   SOLE   0 0 90,034
LEUCADIA NATL CORP COM 527288104 93 3,534 SH   DFND   0 0 3,534
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,700 38,725 SH   SOLE   0 0 38,725
LEXICON PHARMACEUTICALS INC COM 528872104 75 46,523 SH   SOLE   0 0 46,523
LEXINGTON REALTY TRUST COM 529043101 1,159 105,254 SH   SOLE   0 0 105,254
LG DISPLAY CO LTD SPONS ADR REP 50186V102 3,836 243,262 SH   SOLE   0 0 243,262
LIBERTY GLOBAL PLC SHS CL A G5480U104 8,345 188,714 SH   SOLE   0 0 188,714
LIBERTY GLOBAL PLC SHS CL C G5480U120 78,915 1,865,154 SH   SOLE   0 0 1,865,154
LIBERTY GLOBAL PLC SHS CL A G5480U104 74 1,677 SH   DFND   0 0 1,677
LIBERTY GLOBAL PLC SHS CL C G5480U120 511 12,088 SH   DFND   0 0 12,088
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 22,405 763,124 SH   SOLE   0 0 763,124
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 1,699 23,019 SH   SOLE   0 0 23,019
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 681 23,189 SH   DFND   0 0 23,189
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 67 903 SH   DFND   0 0 903
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 754 1,378,000 PRN   SOLE   0 0 1,378,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 23,141 169,306 SH   SOLE   0 0 169,306
LIBERTY MEDIA CORP DELAWARE CL A 531229102 11,278 82,511 SH   DFND   0 0 82,511
LIBERTY PPTY TR SH BEN INT 531172104 7,375 194,443 SH   SOLE   0 0 194,443
LIBERTY PPTY TR SH BEN INT 531172104 1,028 27,103 SH   DFND   0 0 27,103
LIFE TIME FITNESS INC COM 53217R207 1,159 23,781 SH   SOLE   0 0 23,781
LIFE TIME FITNESS INC COM 53217R207 1,473 30,213 SH   DFND   0 0 30,213
LIFELOCK INC COM 53224V100 2,845 203,795 SH   SOLE   0 0 203,795
LIFELOCK INC COM 53224V100 43 3,052 SH   DFND   0 0 3,052
LIFEPOINT HOSPITALS INC COM 53219L109 1,096 17,643 SH   SOLE   0 0 17,643
LIFEPOINT HOSPITALS INC COM 53219L109 1,274 20,519 SH   DFND   0 0 20,519
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 294 4,725 SH   SOLE   0 0 4,725
LILLY ELI & CO COM 532457108 288,578 4,641,756 SH   SOLE   0 0 4,641,756
LILLY ELI & CO COM 532457108 34,907 561,476 SH   DFND   0 0 561,476
LINCOLN ELEC HLDGS INC COM 533900106 1,345 19,252 SH   SOLE   0 0 19,252
LINCOLN ELEC HLDGS INC COM 533900106 2,978 42,617 SH   DFND   0 0 42,617
LINCOLN NATL CORP IND COM 534187109 24,855 483,184 SH   SOLE   0 0 483,184
LINCOLN NATL CORP IND COM 534187109 1,787 34,743 SH   DFND   0 0 34,743
LINDSAY CORP COM 535555106 740 8,758 SH   SOLE   0 0 8,758
LINEAR TECHNOLOGY CORP COM 535678106 7,409 157,410 SH   SOLE   0 0 157,410
LINEAR TECHNOLOGY CORP COM 535678106 1 28 SH   DFND   0 0 28
LINKEDIN CORP COM CL A 53578A108 69,932 407,839 SH   SOLE   0 0 407,839
LINKEDIN CORP COM CL A 53578A108 78,032 455,074 SH   DFND   0 0 455,074
LIONS GATE ENTMNT CORP COM NEW 535919203 1,044 36,523 SH   SOLE   0 0 36,523
LIONS GATE ENTMNT CORP COM NEW 535919203 3 104 SH   DFND   0 0 104
LIQUIDITY SERVICES INC COM 53635B107 793 50,292 SH   SOLE   0 0 50,292
LIQUIDITY SERVICES INC COM 53635B107 3 169 SH   DFND   0 0 169
LITHIA MTRS INC CL A 536797103 4,365 46,404 SH   SOLE   0 0 46,404
LITHIA MTRS INC CL A 536797103 451 4,792 SH   DFND   0 0 4,792
LITTELFUSE INC COM 537008104 4,183 45,001 SH   SOLE   0 0 45,001
LITTELFUSE INC COM 537008104 181 1,942 SH   DFND   0 0 1,942
LIVE NATION ENTERTAINMENT IN COM 538034109 81 3,278 SH   SOLE   0 0 3,278
LIVE NATION ENTERTAINMENT IN COM 538034109 567 22,946 SH   DFND   0 0 22,946
LIVEPERSON INC COM 538146101 278 27,396 SH   SOLE   0 0 27,396
LKQ CORP COM 501889208 27,918 1,046,027 SH   SOLE   0 0 1,046,027
LKQ CORP COM 501889208 4,801 179,865 SH   DFND   0 0 179,865
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 36,415 7,084,678 SH   SOLE   0 0 7,084,678
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 465 90,424 SH   DFND   0 0 90,424
LMI AEROSPACE INC COM 502079106 333 25,490 SH   SOLE   0 0 25,490
LOCKHEED MARTIN CORP COM 539830109 265,354 1,650,929 SH   SOLE   0 0 1,650,929
LOCKHEED MARTIN CORP COM 539830109 26,281 163,508 SH   DFND   0 0 163,508
LOEWS CORP COM 540424108 38,917 884,279 SH   SOLE   0 0 884,279
LOEWS CORP COM 540424108 10,676 242,572 SH   DFND   0 0 242,572
LORILLARD INC COM 544147101 320,282 5,253,105 SH   SOLE   0 0 5,253,105
LORILLARD INC COM 544147101 24,304 398,618 SH   DFND   0 0 398,618
LOUISIANA PAC CORP COM 546347105 2,563 170,643 SH   SOLE   0 0 170,643
LOUISIANA PAC CORP COM 546347105 68 4,501 SH   DFND   0 0 4,501
LOWES COS INC COM 548661107 379,066 7,898,852 SH   SOLE   0 0 7,898,852
LOWES COS INC COM 548661107 8,189 170,649 SH   DFND   0 0 170,649
LPL FINL HLDGS INC COM 50212V100 23,279 468,015 SH   SOLE   0 0 468,015
LPL FINL HLDGS INC COM 50212V100 2,002 40,246 SH   DFND   0 0 40,246
LSB INDS INC COM 502160104 4,067 97,604 SH   SOLE   0 0 97,604
LSI INDS INC COM 50216C108 34 4,282 SH   DFND   0 0 4,282
LTC PPTYS INC COM 502175102 4,749 121,636 SH   SOLE   0 0 121,636
LTC PPTYS INC COM 502175102 772 19,762 SH   DFND   0 0 19,762
LULULEMON ATHLETICA INC COM 550021109 5,614 138,698 SH   SOLE   0 0 138,698
LULULEMON ATHLETICA INC COM 550021109 1,221 30,164 SH   DFND   0 0 30,164
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 371 4,886 SH   SOLE   0 0 4,886
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 34 444 SH   DFND   0 0 444
LUMINEX CORP DEL COM 55027E102 164 9,591 SH   SOLE   0 0 9,591
LUMINEX CORP DEL COM 55027E102 338 19,695 SH   DFND   0 0 19,695
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 229,719 2,352,472 SH   SOLE   0 0 2,352,472
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 34,609 354,421 SH   DFND   0 0 354,421
M & T BK CORP COM 55261F104 22,702 183,008 SH   SOLE   0 0 183,008
M & T BK CORP COM 55261F104 1,317 10,617 SH   DFND   0 0 10,617
M D C HLDGS INC COM 552676108 3,797 125,369 SH   SOLE   0 0 125,369
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 373 342,000 PRN   SOLE   0 0 342,000
MACERICH CO COM 554382101 8,726 130,730 SH   SOLE   0 0 130,730
MACERICH CO COM 554382101 4,891 73,280 SH   DFND   0 0 73,280
MACK CALI RLTY CORP COM 554489104 5,919 275,579 SH   SOLE   0 0 275,579
MACK CALI RLTY CORP COM 554489104 3,276 152,495 SH   DFND   0 0 152,495
MACYS INC COM 55616P104 65,619 1,130,966 SH   SOLE   0 0 1,130,966
MACYS INC COM 55616P104 33,890 584,106 SH   DFND   0 0 584,106
MADDEN STEVEN LTD COM 556269108 6,986 203,673 SH   SOLE   0 0 203,673
MADDEN STEVEN LTD COM 556269108 220 6,426 SH   DFND   0 0 6,426
MADISON SQUARE GARDEN CO CL A 55826P100 1,427 22,855 SH   SOLE   0 0 22,855
MADISON SQUARE GARDEN CO CL A 55826P100 42 676 SH   DFND   0 0 676
MAGELLAN HEALTH INC COM NEW 559079207 1,194 19,184 SH   SOLE   0 0 19,184
MAGELLAN HEALTH INC COM NEW 559079207 5,602 90,010 SH   DFND   0 0 90,010
MAGNA INTL INC COM 559222401 22,393 207,825 SH   SOLE   0 0 207,825
MAGNUM HUNTER RES CORP DEL COM 55973B102 451 55,055 SH   SOLE   0 0 55,055
MAGNUM HUNTER RES CORP DEL COM 55973B102 2,279 277,939 SH   DFND   0 0 277,939
MAIDEN HOLDINGS LTD SHS G5753U112 359 29,700 SH   SOLE   0 0 29,700
MAINSOURCE FINANCIAL GP INC COM 56062Y102 216 12,504 SH   SOLE   0 0 12,504
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 486 13,837 SH   SOLE   0 0 13,837
MALIBU BOATS INC COM CL A 56117J100 5 259 SH   DFND   0 0 259
MALLINCKRODT PUB LTD CO SHS G5785G107 10,875 135,900 SH   SOLE   0 0 135,900
MALLINCKRODT PUB LTD CO SHS G5785G107 4,602 57,510 SH   DFND   0 0 57,510
MANHATTAN ASSOCS INC COM 562750109 11,454 332,679 SH   SOLE   0 0 332,679
MANHATTAN ASSOCS INC COM 562750109 2,891 83,978 SH   DFND   0 0 83,978
MANITEX INTL INC COM 563420108 33 2,009 SH   SOLE   0 0 2,009
MANITOWOC INC COM 563571108 106 3,222 SH   DFND   0 0 3,222
MANNING & NAPIER INC CL A 56382Q102 806 46,680 SH   SOLE   0 0 46,680
MANPOWERGROUP INC COM 56418H100 5,047 59,476 SH   SOLE   0 0 59,476
MANPOWERGROUP INC COM 56418H100 6,931 81,686 SH   DFND   0 0 81,686
MANULIFE FINL CORP COM 56501R106 38,024 1,913,647 SH   SOLE   0 0 1,913,647
MARATHON OIL CORP COM 565849106 142,674 3,573,986 SH   SOLE   0 0 3,573,986
MARATHON OIL CORP COM 565849106 8,832 221,237 SH   DFND   0 0 221,237
MARATHON PETE CORP COM 56585A102 79,247 1,015,080 SH   SOLE   0 0 1,015,080
MARATHON PETE CORP COM 56585A102 5,562 71,238 SH   DFND   0 0 71,238
MARCHEX INC CL B 56624R108 18 1,459 SH   SOLE   0 0 1,459
MARCHEX INC CL B 56624R108 221 18,355 SH   DFND   0 0 18,355
MARCUS & MILLICHAP INC COM 566324109 1,508 59,100 SH   SOLE   0 0 59,100
MARINE HARVEST ASA SPONSORED ADR 56824R205 4,466 325,507 SH   SOLE   0 0 325,507
MARKEL CORP COM 570535104 34,392 52,455 SH   SOLE   0 0 52,455
MARKEL CORP COM 570535104 2,173 3,315 SH   DFND   0 0 3,315
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 121 4,556 SH   SOLE   0 0 4,556
MARKET VECTORS ETF TR EM LC CURR DBT 57060U522 22,630 931,289 SH   SOLE   0 0 931,289
MARKET VECTORS ETF TR MKTVEC INTMUETF 57060U845 22,256 957,252 SH   SOLE   0 0 957,252
MARKET VECTORS ETF TR HG YLD MUN ETF 57060U878 12,373 410,238 SH   SOLE   0 0 410,238
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 215 5,091 SH   SOLE   0 0 5,091
MARKETAXESS HLDGS INC COM 57060D108 3,161 58,469 SH   SOLE   0 0 58,469
MARKETAXESS HLDGS INC COM 57060D108 2,761 51,064 SH   DFND   0 0 51,064
MARKETO INC COM 57063L107 652 22,423 SH   SOLE   0 0 22,423
MARKETO INC COM 57063L107 1,363 46,860 SH   DFND   0 0 46,860
MARRIOTT INTL INC NEW CL A 571903202 25,734 401,468 SH   SOLE   0 0 401,468
MARRIOTT INTL INC NEW CL A 571903202 751 11,720 SH   DFND   0 0 11,720
MARRONE BIO INNOVATIONS INC COM 57165B106 14 1,188 SH   SOLE   0 0 1,188
MARSH & MCLENNAN COS INC COM 571748102 82,406 1,590,230 SH   SOLE   0 0 1,590,230
MARSH & MCLENNAN COS INC COM 571748102 35,267 680,570 SH   DFND   0 0 680,570
MARTEN TRANS LTD COM 573075108 1,596 71,426 SH   SOLE   0 0 71,426
MARTEN TRANS LTD COM 573075108 26 1,169 SH   DFND   0 0 1,169
MARTIN MARIETTA MATLS INC COM 573284106 10,515 79,626 SH   SOLE   0 0 79,626
MARTIN MARIETTA MATLS INC COM 573284106 1,795 13,595 SH   DFND   0 0 13,595
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 18,447 1,287,290 SH   SOLE   0 0 1,287,290
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7,111 496,260 SH   DFND   0 0 496,260
MASCO CORP COM 574599106 8,289 373,374 SH   SOLE   0 0 373,374
MASCO CORP COM 574599106 5,243 236,171 SH   DFND   0 0 236,171
MASIMO CORP COM 574795100 5,943 251,804 SH   SOLE   0 0 251,804
MASIMO CORP COM 574795100 988 41,857 SH   DFND   0 0 41,857
MASTEC INC COM 576323109 2,193 71,146 SH   SOLE   0 0 71,146
MASTEC INC COM 576323109 964 31,278 SH   DFND   0 0 31,278
MASTERCARD INC CL A 57636Q104 132,951 1,809,593 SH   SOLE   0 0 1,809,593
MASTERCARD INC CL A 57636Q104 9,950 135,425 SH   DFND   0 0 135,425
MATADOR RES CO COM 576485205 1,750 59,756 SH   SOLE   0 0 59,756
MATADOR RES CO COM 576485205 1,309 44,693 SH   DFND   0 0 44,693
MATERION CORP COM 576690101 277 7,487 SH   SOLE   0 0 7,487
MATRIX SVC CO COM 576853105 2,261 68,967 SH   SOLE   0 0 68,967
MATRIX SVC CO COM 576853105 138 4,196 SH   DFND   0 0 4,196
MATSON INC COM 57686G105 11,135 414,863 SH   SOLE   0 0 414,863
MATTEL INC COM 577081102 29,893 767,078 SH   SOLE   0 0 767,078
MATTEL INC COM 577081102 1,155 29,647 SH   DFND   0 0 29,647
MATTHEWS INTL CORP CL A 577128101 892 21,465 SH   SOLE   0 0 21,465
MATTHEWS INTL CORP CL A 577128101 1,333 32,056 SH   DFND   0 0 32,056
MATTRESS FIRM HLDG CORP COM 57722W106 2,761 57,831 SH   SOLE   0 0 57,831
MATTRESS FIRM HLDG CORP COM 57722W106 9 180 SH   DFND   0 0 180
MAXIM INTEGRATED PRODS INC COM 57772K101 33,640 994,986 SH   SOLE   0 0 994,986
MAXIM INTEGRATED PRODS INC COM 57772K101 2,531 74,852 SH   DFND   0 0 74,852
MAXIMUS INC COM 577933104 6,894 160,261 SH   SOLE   0 0 160,261
MAXIMUS INC COM 577933104 6,732 156,494 SH   DFND   0 0 156,494
MAXLINEAR INC CL A 57776J100 13 1,253 SH   SOLE   0 0 1,253
MAXLINEAR INC CL A 57776J100 158 15,694 SH   DFND   0 0 15,694
MAXWELL TECHNOLOGIES INC COM 577767106 3,272 216,238 SH   SOLE   0 0 216,238
MBIA INC COM 55262C100 11,895 1,077,413 SH   SOLE   0 0 1,077,413
MCCORMICK & CO INC COM NON VTG 579780206 28,600 399,502 SH   SOLE   0 0 399,502
MCCORMICK & CO INC COM NON VTG 579780206 1,807 25,238 SH   DFND   0 0 25,238
MCDERMOTT INTL INC COM 580037109 22,363 2,764,324 SH   SOLE   0 0 2,764,324
MCDERMOTT INTL INC COM 580037109 4,349 537,564 SH   DFND   0 0 537,564
MCDONALDS CORP COM 580135101 261,548 2,596,263 SH   SOLE   0 0 2,596,263
MCDONALDS CORP COM 580135101 57,108 566,887 SH   DFND   0 0 566,887
MCEWEN MNG INC COM 58039P107 40 14,009 SH   SOLE   0 0 14,009
MCGRATH RENTCORP COM 580589109 23 615 SH   SOLE   0 0 615
MCGRATH RENTCORP COM 580589109 39 1,056 SH   DFND   0 0 1,056
MCGRAW HILL FINL INC COM 580645109 19,452 234,274 SH   SOLE   0 0 234,274
MCGRAW HILL FINL INC COM 580645109 5,377 64,765 SH   DFND   0 0 64,765
MCKESSON CORP COM 58155Q103 103,335 554,939 SH   SOLE   0 0 554,939
MCKESSON CORP COM 58155Q103 31,194 167,520 SH   DFND   0 0 167,520
MDC PARTNERS INC CL A SUB VTG 552697104 33 1,557 SH   SOLE   0 0 1,557
MDC PARTNERS INC CL A SUB VTG 552697104 91 4,224 SH   DFND   0 0 4,224
MDU RES GROUP INC COM 552690109 8,022 228,534 SH   SOLE   0 0 228,534
MEAD JOHNSON NUTRITION CO COM 582839106 52,685 565,474 SH   SOLE   0 0 565,474
MEAD JOHNSON NUTRITION CO COM 582839106 30,382 326,095 SH   DFND   0 0 326,095
MEADOWBROOK INS GROUP INC COM 58319P108 234 32,513 SH   SOLE   0 0 32,513
MEADWESTVACO CORP COM 583334107 15,082 340,752 SH   SOLE   0 0 340,752
MEASUREMENT SPECIALTIES INC COM 583421102 524 6,090 SH   SOLE   0 0 6,090
MEDASSETS INC COM 584045108 15,677 686,375 SH   SOLE   0 0 686,375
MEDASSETS INC COM 584045108 265 11,610 SH   DFND   0 0 11,610
MEDIA GEN INC COM 584404107 2,446 119,151 SH   SOLE   0 0 119,151
MEDIA GEN INC COM 584404107 5 255 SH   DFND   0 0 255
MEDICAL PPTYS TRUST INC COM 58463J304 16,089 1,215,208 SH   SOLE   0 0 1,215,208
MEDICAL PPTYS TRUST INC COM 58463J304 818 61,791 SH   DFND   0 0 61,791
MEDICINES CO COM 584688105 9 326 SH   SOLE   0 0 326
MEDIDATA SOLUTIONS INC COM 58471A105 10,579 247,125 SH   SOLE   0 0 247,125
MEDIDATA SOLUTIONS INC COM 58471A105 979 22,872 SH   DFND   0 0 22,872
MEDIFAST INC COM 58470H101 438 14,415 SH   SOLE   0 0 14,415
MEDIVATION INC COM 58501N101 11,275 146,276 SH   SOLE   0 0 146,276
MEDIVATION INC COM 58501N101 6,367 82,600 SH   DFND   0 0 82,600
MEDLEY CAP CORP COM 58503F106 49 3,761 SH   DFND   0 0 3,761
MEDNAX INC COM 58502B106 14,004 240,829 SH   SOLE   0 0 240,829
MEDNAX INC COM 58502B106 5,242 90,151 SH   DFND   0 0 90,151
MEDTRONIC INC COM 585055106 56,840 891,470 SH   SOLE   0 0 891,470
MEDTRONIC INC COM 585055106 19,373 303,838 SH   DFND   0 0 303,838
MELCO CROWN ENTMT LTD ADR 585464100 10,989 307,725 SH   SOLE   0 0 307,725
MELLANOX TECHNOLOGIES LTD SHS M51363113 527 15,121 SH   SOLE   0 0 15,121
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,562 44,802 SH   DFND   0 0 44,802
MEMORIAL RESOURCE DEV CORP COM 58605Q109 3,472 142,539 SH   SOLE   0 0 142,539
MEMORIAL RESOURCE DEV CORP COM 58605Q109 875 35,907 SH   DFND   0 0 35,907
MENTOR GRAPHICS CORP COM 587200106 17,690 820,104 SH   SOLE   0 0 820,104
MENTOR GRAPHICS CORP COM 587200106 184 8,540 SH   DFND   0 0 8,540
MERCADOLIBRE INC COM 58733R102 242 2,537 SH   SOLE   0 0 2,537
MERCADOLIBRE INC COM 58733R102 216 2,262 SH   DFND   0 0 2,262
MERCK & CO INC NEW COM 58933Y105 470,996 8,141,683 SH   SOLE   0 0 8,141,683
MERCK & CO INC NEW COM 58933Y105 119,256 2,061,464 SH   DFND   0 0 2,061,464
MERGE HEALTHCARE INC COM 589499102 26 11,254 SH   SOLE   0 0 11,254
MERIDIAN BIOSCIENCE INC COM 589584101 2,969 143,852 SH   SOLE   0 0 143,852
MERIDIAN BIOSCIENCE INC COM 589584101 525 25,433 SH   DFND   0 0 25,433
MERIT MED SYS INC COM 589889104 110 7,310 SH   SOLE   0 0 7,310
MERIT MED SYS INC COM 589889104 8 527 SH   DFND   0 0 527
MERITAGE HOMES CORP COM 59001A102 3,316 78,560 SH   SOLE   0 0 78,560
MERITAGE HOMES CORP COM 59001A102 1,107 26,219 SH   DFND   0 0 26,219
MERITOR INC COM 59001K100 33 2,497 SH   SOLE   0 0 2,497
METHANEX CORP COM 59151K108 22,726 367,852 SH   SOLE   0 0 367,852
METHANEX CORP COM 59151K108 144 2,335 SH   DFND   0 0 2,335
METHODE ELECTRS INC COM 591520200 662 17,324 SH   SOLE   0 0 17,324
METHODE ELECTRS INC COM 591520200 785 20,533 SH   DFND   0 0 20,533
METLIFE INC COM 59156R108 313,109 5,635,507 SH   SOLE   0 0 5,635,507
METLIFE INC UNIT 99/99/9999 59156R116 11,412 357,082 SH   SOLE   0 0 357,082
METLIFE INC COM 59156R108 82,590 1,486,493 SH   DFND   0 0 1,486,493
METTLER TOLEDO INTERNATIONAL COM 592688105 9,488 37,477 SH   SOLE   0 0 37,477
METTLER TOLEDO INTERNATIONAL COM 592688105 2,214 8,746 SH   DFND   0 0 8,746
MFA FINL INC COM 55272X102 4,355 530,493 SH   SOLE   0 0 530,493
MFA FINL INC COM 55272X102 477 58,050 SH   DFND   0 0 58,050
MFC INDL LTD COM 55278T105 248 32,389 SH   SOLE   0 0 32,389
MGIC INVT CORP WIS COM 552848103 2,947 318,924 SH   SOLE   0 0 318,924
MGIC INVT CORP WIS COM 552848103 1,854 200,653 SH   DFND   0 0 200,653
MGM RESORTS INTERNATIONAL COM 552953101 32,868 1,245,009 SH   SOLE   0 0 1,245,009
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 3,575 2,435,000 PRN   SOLE   0 0 2,435,000
MGM RESORTS INTERNATIONAL COM 552953101 285 10,777 SH   DFND   0 0 10,777
MICHAEL KORS HLDGS LTD SHS G60754101 77,468 873,862 SH   SOLE   0 0 873,862
MICHAEL KORS HLDGS LTD SHS G60754101 69,396 782,813 SH   DFND   0 0 782,813
MICREL INC COM 594793101 5,825 516,403 SH   SOLE   0 0 516,403
MICROCHIP TECHNOLOGY INC COM 595017104 31,569 646,775 SH   SOLE   0 0 646,775
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 2,008 1,051,000 PRN   SOLE   0 0 1,051,000
MICROCHIP TECHNOLOGY INC COM 595017104 1,099 22,513 SH   DFND   0 0 22,513
MICRON TECHNOLOGY INC COM 595112103 10,193 309,342 SH   SOLE   0 0 309,342
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 3,115 1,035,000 PRN   SOLE   0 0 1,035,000
MICRON TECHNOLOGY INC COM 595112103 821 24,923 SH   DFND   0 0 24,923
MICROS SYS INC COM 594901100 5,834 85,922 SH   SOLE   0 0 85,922
MICROS SYS INC COM 594901100 538 7,927 SH   DFND   0 0 7,927
MICROSEMI CORP COM 595137100 10,541 393,894 SH   SOLE   0 0 393,894
MICROSEMI CORP COM 595137100 4,079 152,435 SH   DFND   0 0 152,435
MICROSOFT CORP COM 594918104 739,558 17,735,198 SH   SOLE   0 0 17,735,198
MICROSOFT CORP COM 594918104 128,132 3,072,705 SH   DFND   0 0 3,072,705
MID-AMER APT CMNTYS INC COM 59522J103 1,860 25,468 SH   SOLE   0 0 25,468
MID-AMER APT CMNTYS INC COM 59522J103 1,938 26,528 SH   DFND   0 0 26,528
MIDDLEBY CORP COM 596278101 14,568 176,110 SH   SOLE   0 0 176,110
MIDDLEBY CORP COM 596278101 6,057 73,227 SH   DFND   0 0 73,227
MIDSOUTH BANCORP INC COM 598039105 22 1,127 SH   SOLE   0 0 1,127
MILLER HERMAN INC COM 600544100 94 3,119 SH   SOLE   0 0 3,119
MILLER HERMAN INC COM 600544100 220 7,266 SH   DFND   0 0 7,266
MILLER INDS INC TENN COM NEW 600551204 22 1,051 SH   DFND   0 0 1,051
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 6,687 212,291 SH   SOLE   0 0 212,291
MINERALS TECHNOLOGIES INC COM 603158106 4,442 67,728 SH   SOLE   0 0 67,728
MINERALS TECHNOLOGIES INC COM 603158106 4,961 75,645 SH   DFND   0 0 75,645
MITEL NETWORKS CORP COM 60671Q104 2,158 204,720 SH   SOLE   0 0 204,720
MITEL NETWORKS CORP COM 60671Q104 30 2,818 SH   DFND   0 0 2,818
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 54,628 8,882,600 SH   SOLE   0 0 8,882,600
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 8,369 1,360,870 SH   DFND   0 0 1,360,870
MIX TELEMATICS LTD SPONSORED ADR 60688N102 9 888 SH   SOLE   0 0 888
MIX TELEMATICS LTD SPONSORED ADR 60688N102 118 11,693 SH   DFND   0 0 11,693
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 25,389 6,177,461 SH   SOLE   0 0 6,177,461
MKS INSTRUMENT INC COM 55306N104 2,137 68,415 SH   SOLE   0 0 68,415
MOBILE MINI INC COM 60740F105 6,263 130,774 SH   SOLE   0 0 130,774
MOBILE MINI INC COM 60740F105 6,931 144,722 SH   DFND   0 0 144,722
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 29,289 1,483,718 SH   SOLE   0 0 1,483,718
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 17 854 SH   DFND   0 0 854
MODINE MFG CO COM 607828100 816 51,819 SH   SOLE   0 0 51,819
MODINE MFG CO COM 607828100 10 614 SH   DFND   0 0 614
MOHAWK INDS INC COM 608190104 26,452 191,208 SH   SOLE   0 0 191,208
MOHAWK INDS INC COM 608190104 15,547 112,384 SH   DFND   0 0 112,384
MOLINA HEALTHCARE INC COM 60855R100 5,439 121,863 SH   SOLE   0 0 121,863
MOLINA HEALTHCARE INC COM 60855R100 1,244 27,878 SH   DFND   0 0 27,878
MOLSON COORS BREWING CO CL B 60871R209 97,872 1,319,738 SH   SOLE   0 0 1,319,738
MOLSON COORS BREWING CO CL B 60871R209 11,500 155,071 SH   DFND   0 0 155,071
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,449 119,939 SH   SOLE   0 0 119,939
MOMENTA PHARMACEUTICALS INC COM 60877T100 848 70,188 SH   DFND   0 0 70,188
MONDELEZ INTL INC CL A 609207105 135,491 3,602,513 SH   SOLE   0 0 3,602,513
MONDELEZ INTL INC CL A 609207105 23,498 624,784 SH   DFND   0 0 624,784
MONOLITHIC PWR SYS INC COM 609839105 30,836 728,127 SH   SOLE   0 0 728,127
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,816 99,975 SH   SOLE   0 0 99,975
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 641 22,766 SH   DFND   0 0 22,766
MONRO MUFFLER BRAKE INC COM 610236101 7,147 134,368 SH   SOLE   0 0 134,368
MONRO MUFFLER BRAKE INC COM 610236101 3,504 65,880 SH   DFND   0 0 65,880
MONSANTO CO NEW COM 61166W101 335,523 2,689,776 SH   SOLE   0 0 2,689,776
MONSANTO CO NEW COM 61166W101 100,308 804,135 SH   DFND   0 0 804,135
MONSTER BEVERAGE CORP COM 611740101 86,552 1,218,528 SH   SOLE   0 0 1,218,528
MONSTER BEVERAGE CORP COM 611740101 11,919 167,805 SH   DFND   0 0 167,805
MONTPELIER RE HOLDINGS LTD SHS G62185106 12,529 392,133 SH   SOLE   0 0 392,133
MONTPELIER RE HOLDINGS LTD SHS G62185106 104 3,250 SH   DFND   0 0 3,250
MOODYS CORP COM 615369105 27,061 308,702 SH   SOLE   0 0 308,702
MOODYS CORP COM 615369105 3,062 34,935 SH   DFND   0 0 34,935
MOOG INC CL A 615394202 23,038 316,070 SH   SOLE   0 0 316,070
MOOG INC CL A 615394202 1,184 16,248 SH   DFND   0 0 16,248
MORGAN STANLEY COM NEW 617446448 106,708 3,300,574 SH   SOLE   0 0 3,300,574
MORGAN STANLEY COM NEW 617446448 7,101 219,632 SH   DFND   0 0 219,632
MORGANS HOTEL GROUP CO COM 61748W108 27 3,416 SH   DFND   0 0 3,416
MORNINGSTAR INC COM 617700109 26,715 372,024 SH   SOLE   0 0 372,024
MORNINGSTAR INC COM 617700109 2,736 38,098 SH   DFND   0 0 38,098
MOSAIC CO NEW COM 61945C103 140,294 2,837,093 SH   SOLE   0 0 2,837,093
MOTORCAR PTS AMER INC COM 620071100 439 18,019 SH   SOLE   0 0 18,019
MOTORCAR PTS AMER INC COM 620071100 1,846 75,816 SH   DFND   0 0 75,816
MOTOROLA SOLUTIONS INC COM NEW 620076307 56,017 841,478 SH   SOLE   0 0 841,478
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,185 47,840 SH   DFND   0 0 47,840
MRC GLOBAL INC COM 55345K103 25,561 903,534 SH   SOLE   0 0 903,534
MRC GLOBAL INC COM 55345K103 849 29,994 SH   DFND   0 0 29,994
MSC INDL DIRECT INC CL A 553530106 14,216 148,643 SH   SOLE   0 0 148,643
MSC INDL DIRECT INC CL A 553530106 2,260 23,632 SH   DFND   0 0 23,632
MSCI INC COM 55354G100 12,184 265,732 SH   SOLE   0 0 265,732
MSCI INC COM 55354G100 2,666 58,137 SH   DFND   0 0 58,137
MTS SYS CORP COM 553777103 2,951 43,551 SH   SOLE   0 0 43,551
MUELLER WTR PRODS INC COM SER A 624758108 1,554 179,840 SH   SOLE   0 0 179,840
MULTIMEDIA GAMES HLDG CO INC COM 625453105 2,747 92,670 SH   SOLE   0 0 92,670
MULTIMEDIA GAMES HLDG CO INC COM 625453105 1,195 40,320 SH   DFND   0 0 40,320
MURPHY OIL CORP COM 626717102 7,567 113,831 SH   SOLE   0 0 113,831
MURPHY OIL CORP COM 626717102 454 6,830 SH   DFND   0 0 6,830
MURPHY USA INC COM 626755102 2,794 57,154 SH   SOLE   0 0 57,154
MVC CAPITAL INC COM 553829102 3 242 SH   SOLE   0 0 242
MVC CAPITAL INC COM 553829102 20 1,576 SH   DFND   0 0 1,576
MWI VETERINARY SUPPLY INC COM 55402X105 11,518 81,115 SH   SOLE   0 0 81,115
MWI VETERINARY SUPPLY INC COM 55402X105 1,244 8,758 SH   DFND   0 0 8,758
MYLAN INC COM 628530107 54,540 1,057,793 SH   SOLE   0 0 1,057,793
MYLAN INC NOTE 3.750% 9/1 628530AJ6 4,660 1,202,000 PRN   SOLE   0 0 1,202,000
MYLAN INC COM 628530107 6,194 120,129 SH   DFND   0 0 120,129
MYR GROUP INC DEL COM 55405W104 1,574 62,133 SH   SOLE   0 0 62,133
MYRIAD GENETICS INC COM 62855J104 7,554 194,079 SH   SOLE   0 0 194,079
MYRIAD GENETICS INC COM 62855J104 107 2,742 SH   DFND   0 0 2,742
NABORS INDUSTRIES LTD SHS G6359F103 36,351 1,237,680 SH   SOLE   0 0 1,237,680
NABORS INDUSTRIES LTD SHS G6359F103 1,918 65,296 SH   DFND   0 0 65,296
NANOSTRING TECHNOLOGIES INC COM 63009R109 17 1,129 SH   SOLE   0 0 1,129
NASDAQ OMX GROUP INC COM 631103108 48,024 1,243,512 SH   SOLE   0 0 1,243,512
NASDAQ OMX GROUP INC COM 631103108 10,182 263,636 SH   DFND   0 0 263,636
NATIONAL BK GREECE S A SPN ADR REP 1 SH 633643705 0 82 SH   SOLE   0 0 82
NATIONAL BK HLDGS CORP CL A 633707104 1,298 65,089 SH   SOLE   0 0 65,089
NATIONAL BK HLDGS CORP CL A 633707104 216 10,853 SH   DFND   0 0 10,853
NATIONAL CINEMEDIA INC COM 635309107 17 998 SH   SOLE   0 0 998
NATIONAL CINEMEDIA INC COM 635309107 9 512 SH   DFND   0 0 512
NATIONAL FUEL GAS CO N J COM 636180101 4,594 58,670 SH   SOLE   0 0 58,670
NATIONAL FUEL GAS CO N J COM 636180101 983 12,551 SH   DFND   0 0 12,551
NATIONAL GEN HLDGS CORP COM 636220303 515 29,610 SH   SOLE   0 0 29,610
NATIONAL GRID PLC SPON ADR NEW 636274300 43,177 580,487 SH   SOLE   0 0 580,487
NATIONAL GRID PLC SPON ADR NEW 636274300 12,721 171,033 SH   DFND   0 0 171,033
NATIONAL HEALTH INVS INC COM 63633D104 3,637 58,132 SH   SOLE   0 0 58,132
NATIONAL HEALTH INVS INC COM 63633D104 1,186 18,960 SH   DFND   0 0 18,960
NATIONAL INSTRS CORP COM 636518102 8,657 267,285 SH   SOLE   0 0 267,285
NATIONAL INSTRS CORP COM 636518102 5,734 177,022 SH   DFND   0 0 177,022
NATIONAL OILWELL VARCO INC COM 637071101 19,722 239,489 SH   SOLE   0 0 239,489
NATIONAL OILWELL VARCO INC COM 637071101 4,786 58,118 SH   DFND   0 0 58,118
NATIONAL RETAIL PPTYS INC COM 637417106 6,164 165,748 SH   SOLE   0 0 165,748
NATIONAL RETAIL PPTYS INC COM 637417106 854 22,959 SH   DFND   0 0 22,959
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 3,204 121,953 SH   SOLE   0 0 121,953
NATIONSTAR MTG HLDGS INC COM 63861C109 10,047 276,784 SH   SOLE   0 0 276,784
NATURAL GROCERS BY VITAMIN C COM 63888U108 68 3,168 SH   DFND   0 0 3,168
NATUS MEDICAL INC DEL COM 639050103 336 13,380 SH   SOLE   0 0 13,380
NAVIENT CORP COM 63938C108 61,214 3,456,491 SH   SOLE   0 0 3,456,491
NAVIENT CORP COM 63938C108 6,789 383,332 SH   DFND   0 0 383,332
NAVIGANT CONSULTING INC COM 63935N107 3,903 223,677 SH   SOLE   0 0 223,677
NAVIGATORS GROUP INC COM 638904102 8 124 SH   SOLE   0 0 124
NAVISTAR INTL CORP NEW COM 63934E108 36 963 SH   SOLE   0 0 963
NAVISTAR INTL CORP NEW COM 63934E108 186 4,950 SH   DFND   0 0 4,950
NCI BUILDING SYS INC COM NEW 628852204 139 7,158 SH   SOLE   0 0 7,158
NCI BUILDING SYS INC COM NEW 628852204 526 27,052 SH   DFND   0 0 27,052
NCR CORP NEW COM 62886E108 14,805 421,921 SH   SOLE   0 0 421,921
NCR CORP NEW COM 62886E108 799 22,770 SH   DFND   0 0 22,770
NEENAH PAPER INC COM 640079109 1,351 25,422 SH   SOLE   0 0 25,422
NEKTAR THERAPEUTICS COM 640268108 27 2,100 SH   SOLE   0 0 2,100
NEOGEN CORP COM 640491106 4,273 105,591 SH   SOLE   0 0 105,591
NEOGEN CORP COM 640491106 3,771 93,183 SH   DFND   0 0 93,183
NETAPP INC COM 64110D104 25,008 684,776 SH   SOLE   0 0 684,776
NETAPP INC COM 64110D104 6,572 179,962 SH   DFND   0 0 179,962
NETEASE INC SPONSORED ADR 64110W102 14,061 179,441 SH   SOLE   0 0 179,441
NETEASE INC SPONSORED ADR 64110W102 2,160 27,570 SH   DFND   0 0 27,570
NETFLIX INC COM 64110L106 7,601 17,251 SH   SOLE   0 0 17,251
NETFLIX INC COM 64110L106 82 185 SH   DFND   0 0 185
NETGEAR INC COM 64111Q104 17 475 SH   SOLE   0 0 475
NETSCOUT SYS INC COM 64115T104 2,795 63,026 SH   SOLE   0 0 63,026
NETSCOUT SYS INC COM 64115T104 1,553 35,021 SH   DFND   0 0 35,021
NETSUITE INC COM 64118Q107 17,595 202,516 SH   SOLE   0 0 202,516
NEURALSTEM INC COM 64127R302 28 6,528 SH   SOLE   0 0 6,528
NEURALSTEM INC COM 64127R302 64 15,229 SH   DFND   0 0 15,229
NEUROCRINE BIOSCIENCES INC COM 64125C109 173 11,644 SH   SOLE   0 0 11,644
NEUROCRINE BIOSCIENCES INC COM 64125C109 94 6,341 SH   DFND   0 0 6,341
NEUSTAR INC CL A 64126X201 3,304 126,987 SH   SOLE   0 0 126,987
NEUSTAR INC CL A 64126X201 2,036 78,233 SH   DFND   0 0 78,233
NEW JERSEY RES COM 646025106 1,805 31,579 SH   SOLE   0 0 31,579
NEW JERSEY RES COM 646025106 22 387 SH   DFND   0 0 387
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,909 71,858 SH   SOLE   0 0 71,858
NEW YORK CMNTY BANCORP INC COM 649445103 10,246 641,195 SH   SOLE   0 0 641,195
NEW YORK CMNTY BANCORP INC COM 649445103 789 49,356 SH   DFND   0 0 49,356
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 3,925 79,816 SH   SOLE   0 0 79,816
NEW YORK TIMES CO CL A 650111107 21 1,403 SH   SOLE   0 0 1,403
NEWELL RUBBERMAID INC COM 651229106 14,826 478,427 SH   SOLE   0 0 478,427
NEWELL RUBBERMAID INC COM 651229106 6,620 213,602 SH   DFND   0 0 213,602
NEWFIELD EXPL CO COM 651290108 22,625 511,884 SH   SOLE   0 0 511,884
NEWFIELD EXPL CO COM 651290108 1,752 39,641 SH   DFND   0 0 39,641
NEWMARKET CORP COM 651587107 241,584 616,113 SH   SOLE   0 0 616,113
NEWMONT MINING CORP COM 651639106 18,193 715,150 SH   SOLE   0 0 715,150
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 1,189 1,189,000 PRN   SOLE   0 0 1,189,000
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 3,743 3,546,000 PRN   SOLE   0 0 3,546,000
NEWMONT MINING CORP COM 651639106 4,745 186,528 SH   DFND   0 0 186,528
NEWPARK RES INC COM PAR $.01NEW 651718504 1,015 81,445 SH   SOLE   0 0 81,445
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 1,630 1,217,000 PRN   SOLE   0 0 1,217,000
NEWPARK RES INC COM PAR $.01NEW 651718504 16 1,282 SH   DFND   0 0 1,282
NEWPORT CORP COM 651824104 25 1,366 SH   DFND   0 0 1,366
NEWS CORP NEW CL A 65249B109 9,203 512,961 SH   SOLE   0 0 512,961
NEWS CORP NEW CL B 65249B208 9,692 555,443 SH   SOLE   0 0 555,443
NEWS CORP NEW CL A 65249B109 809 45,104 SH   DFND   0 0 45,104
NEXSTAR BROADCASTING GROUP I CL A 65336K103 128 2,482 SH   SOLE   0 0 2,482
NEXSTAR BROADCASTING GROUP I CL A 65336K103 184 3,570 SH   DFND   0 0 3,570
NEXTERA ENERGY INC COM 65339F101 282,167 2,753,384 SH   SOLE   0 0 2,753,384
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 2,056 31,628 SH   SOLE   0 0 31,628
NEXTERA ENERGY INC COM 65339F101 54,884 535,556 SH   DFND   0 0 535,556
NIC INC COM 62914B100 322 20,344 SH   SOLE   0 0 20,344
NIC INC COM 62914B100 417 26,315 SH   DFND   0 0 26,315
NICE SYS LTD SPONSORED ADR 653656108 5,644 138,291 SH   SOLE   0 0 138,291
NICE SYS LTD SPONSORED ADR 653656108 815 19,981 SH   DFND   0 0 19,981
NIDEC CORP SPONSORED ADR 654090109 13,534 879,377 SH   SOLE   0 0 879,377
NIDEC CORP SPONSORED ADR 654090109 79 5,114 SH   DFND   0 0 5,114
NIELSEN N V COM N63218106 144,307 2,980,933 SH   SOLE   0 0 2,980,933
NIELSEN N V COM N63218106 7,104 146,755 SH   DFND   0 0 146,755
NII HLDGS INC CL B NEW 62913F201 0 70 SH   SOLE   0 0 70
NIKE INC CL B 654106103 108,002 1,392,673 SH   SOLE   0 0 1,392,673
NIKE INC CL B 654106103 8,535 110,057 SH   DFND   0 0 110,057
NIMBLE STORAGE INC COM 65440R101 195 6,359 SH   SOLE   0 0 6,359
NIMBLE STORAGE INC COM 65440R101 75 2,450 SH   DFND   0 0 2,450
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 16,884 540,992 SH   SOLE   0 0 540,992
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 4,661 149,335 SH   DFND   0 0 149,335
NISOURCE INC COM 65473P105 7,724 196,332 SH   SOLE   0 0 196,332
NISOURCE INC COM 65473P105 702 17,851 SH   DFND   0 0 17,851
NN INC COM 629337106 152 5,949 SH   SOLE   0 0 5,949
NOBLE CORP PLC SHS USD G65431101 7,610 226,754 SH   SOLE   0 0 226,754
NOBLE ENERGY INC COM 655044105 113,996 1,471,675 SH   SOLE   0 0 1,471,675
NOBLE ENERGY INC COM 655044105 13,337 172,185 SH   DFND   0 0 172,185
NOKIA CORP SPONSORED ADR 654902204 11,962 1,582,292 SH   SOLE   0 0 1,582,292
NOKIA CORP SPONSORED ADR 654902204 3,862 510,800 SH   DFND   0 0 510,800
NOMURA HLDGS INC SPONSORED ADR 65535H208 9,962 1,417,131 SH   SOLE   0 0 1,417,131
NOMURA HLDGS INC SPONSORED ADR 65535H208 2,907 413,457 SH   DFND   0 0 413,457
NOODLES & CO CL A 65540B105 4,135 120,224 SH   SOLE   0 0 120,224
NOODLES & CO CL A 65540B105 62 1,799 SH   DFND   0 0 1,799
NORD ANGLIA EDUCATION INC SHS G6583A102 43 2,360 SH   DFND   0 0 2,360
NORDSON CORP COM 655663102 5,528 68,935 SH   SOLE   0 0 68,935
NORDSON CORP COM 655663102 3,542 44,164 SH   DFND   0 0 44,164
NORDSTROM INC COM 655664100 31,703 466,695 SH   SOLE   0 0 466,695
NORDSTROM INC COM 655664100 1,533 22,566 SH   DFND   0 0 22,566
NORFOLK SOUTHERN CORP COM 655844108 77,865 755,752 SH   SOLE   0 0 755,752
NORFOLK SOUTHERN CORP COM 655844108 2,387 23,169 SH   DFND   0 0 23,169
NORTH AMERN ENERGY PARTNERS COM 656844107 7 835 SH   SOLE   0 0 835
NORTH ATLANTIC DRILLING LTD COM G6613P202 4,532 426,709 SH   SOLE   0 0 426,709
NORTHEAST UTILS COM 664397106 22,703 480,288 SH   SOLE   0 0 480,288
NORTHERN OIL & GAS INC NEV COM 665531109 443 27,210 SH   SOLE   0 0 27,210
NORTHERN OIL & GAS INC NEV COM 665531109 315 19,353 SH   DFND   0 0 19,353
NORTHERN TR CORP COM 665859104 7,163 111,556 SH   SOLE   0 0 111,556
NORTHROP GRUMMAN CORP COM 666807102 105,163 879,067 SH   SOLE   0 0 879,067
NORTHROP GRUMMAN CORP COM 666807102 5,328 44,540 SH   DFND   0 0 44,540
NORTHWEST BANCSHARES INC MD COM 667340103 12 889 SH   SOLE   0 0 889
NORTHWEST PIPE CO COM 667746101 3,405 84,437 SH   SOLE   0 0 84,437
NORTHWEST PIPE CO COM 667746101 52 1,280 SH   DFND   0 0 1,280
NORTHWESTERN CORP COM NEW 668074305 5,039 96,554 SH   SOLE   0 0 96,554
NORTHWESTERN CORP COM NEW 668074305 4,485 85,945 SH   DFND   0 0 85,945
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 13,313 419,953 SH   SOLE   0 0 419,953
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,859 121,742 SH   DFND   0 0 121,742
NOVADAQ TECHNOLOGIES INC COM 66987G102 32 1,921 SH   SOLE   0 0 1,921
NOVAGOLD RES INC COM NEW 66987E206 6 1,487 SH   SOLE   0 0 1,487
NOVARTIS A G SPONSORED ADR 66987V109 336,419 3,716,110 SH   SOLE   0 0 3,716,110
NOVARTIS A G SPONSORED ADR 66987V109 22,104 244,162 SH   DFND   0 0 244,162
NOVAVAX INC COM 670002104 8 1,751 SH   DFND   0 0 1,751
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 8,117 4,011,000 PRN   SOLE   0 0 4,011,000
NOVO-NORDISK A S ADR 670100205 183,493 3,972,568 SH   SOLE   0 0 3,972,568
NOVO-NORDISK A S ADR 670100205 9,179 198,716 SH   DFND   0 0 198,716
NOW INC COM 67011P100 1,378 38,063 SH   SOLE   0 0 38,063
NOW INC COM 67011P100 84 2,332 SH   DFND   0 0 2,332
NPS PHARMACEUTICALS INC COM 62936P103 1,781 53,874 SH   SOLE   0 0 53,874
NQ MOBILE INC ADR REPSTG CL A 64118U108 239 38,970 SH   SOLE   0 0 38,970
NRG ENERGY INC COM NEW 629377508 10,892 292,791 SH   SOLE   0 0 292,791
NRG ENERGY INC COM NEW 629377508 1,656 44,508 SH   DFND   0 0 44,508
NTELOS HLDGS CORP COM NEW 67020Q305 0 13 SH   SOLE   0 0 13
NTT DOCOMO INC SPONS ADR 62942M201 6,495 380,023 SH   SOLE   0 0 380,023
NU SKIN ENTERPRISES INC CL A 67018T105 7,950 107,494 SH   SOLE   0 0 107,494
NU SKIN ENTERPRISES INC CL A 67018T105 72 970 SH   DFND   0 0 970
NUANCE COMMUNICATIONS INC COM 67020Y100 10,620 565,797 SH   SOLE   0 0 565,797
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 885 835,000 PRN   SOLE   0 0 835,000
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,771 2,774,000 PRN   SOLE   0 0 2,774,000
NUANCE COMMUNICATIONS INC COM 67020Y100 304 16,172 SH   DFND   0 0 16,172
NUCOR CORP COM 670346105 22,875 464,468 SH   SOLE   0 0 464,468
NUCOR CORP COM 670346105 1,156 23,472 SH   DFND   0 0 23,472
NVE CORP COM NEW 629445206 20 364 SH   SOLE   0 0 364
NVIDIA CORP COM 67066G104 20,181 1,088,518 SH   SOLE   0 0 1,088,518
NVIDIA CORP COM 67066G104 1,345 72,565 SH   DFND   0 0 72,565
NVR INC COM 62944T105 8,725 7,583 SH   SOLE   0 0 7,583
NXP SEMICONDUCTORS N V COM N6596X109 54,101 817,489 SH   SOLE   0 0 817,489
NXP SEMICONDUCTORS N V COM N6596X109 4,814 72,746 SH   DFND   0 0 72,746
NXSTAGE MEDICAL INC COM 67072V103 2,678 186,342 SH   SOLE   0 0 186,342
NXSTAGE MEDICAL INC COM 67072V103 65 4,524 SH   DFND   0 0 4,524
O REILLY AUTOMOTIVE INC NEW COM 67103H107 49,515 328,787 SH   SOLE   0 0 328,787
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,700 31,209 SH   DFND   0 0 31,209
OASIS PETE INC NEW COM 674215108 31,663 566,531 SH   SOLE   0 0 566,531
OASIS PETE INC NEW COM 674215108 1,458 26,079 SH   DFND   0 0 26,079
OCCIDENTAL PETE CORP DEL COM 674599105 399,459 3,892,228 SH   SOLE   0 0 3,892,228
OCCIDENTAL PETE CORP DEL COM 674599105 76,104 741,533 SH   DFND   0 0 741,533
OCEANEERING INTL INC COM 675232102 52,364 670,217 SH   SOLE   0 0 670,217
OCEANEERING INTL INC COM 675232102 24,483 313,366 SH   DFND   0 0 313,366
OCH ZIFF CAP MGMT GROUP CL A 67551U105 4,517 326,577 SH   SOLE   0 0 326,577
OCWEN FINL CORP COM NEW 675746309 2,506 67,536 SH   SOLE   0 0 67,536
OCWEN FINL CORP COM NEW 675746309 1,654 44,588 SH   DFND   0 0 44,588
OFFICE DEPOT INC COM 676220106 8,762 1,539,972 SH   SOLE   0 0 1,539,972
OFFICE DEPOT INC COM 676220106 5,030 883,943 SH   DFND   0 0 883,943
OFG BANCORP COM 67103X102 3,059 166,154 SH   SOLE   0 0 166,154
OFG BANCORP COM 67103X102 78 4,222 SH   DFND   0 0 4,222
OGE ENERGY CORP COM 670837103 2,953 75,575 SH   SOLE   0 0 75,575
OIL STS INTL INC COM 678026105 892 13,918 SH   SOLE   0 0 13,918
OIL STS INTL INC COM 678026105 33 511 SH   DFND   0 0 511
OLD DOMINION FGHT LINES INC COM 679580100 41,515 651,926 SH   SOLE   0 0 651,926
OLD DOMINION FGHT LINES INC COM 679580100 4,589 72,056 SH   DFND   0 0 72,056
OLD NATL BANCORP IND COM 680033107 351 24,560 SH   SOLE   0 0 24,560
OLD REP INTL CORP COM 680223104 10,234 618,751 SH   SOLE   0 0 618,751
OLD REP INTL CORP COM 680223104 931 56,315 SH   DFND   0 0 56,315
OLIN CORP COM PAR $1 680665205 32,642 1,212,548 SH   SOLE   0 0 1,212,548
OM GROUP INC COM 670872100 31 960 SH   DFND   0 0 960
OMEGA HEALTHCARE INVS INC COM 681936100 17,989 488,036 SH   SOLE   0 0 488,036
OMEGA HEALTHCARE INVS INC COM 681936100 416 11,295 SH   DFND   0 0 11,295
OMEGA PROTEIN CORP COM 68210P107 406 29,684 SH   SOLE   0 0 29,684
OMNICARE INC COM 681904108 2,611 39,224 SH   SOLE   0 0 39,224
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 5,228 4,616,000 PRN   SOLE   0 0 4,616,000
OMNICARE INC COM 681904108 9,344 140,369 SH   DFND   0 0 140,369
OMNICELL INC COM 68213N109 23 787 SH   SOLE   0 0 787
OMNICOM GROUP INC COM 681919106 13,800 193,765 SH   SOLE   0 0 193,765
OMNICOM GROUP INC COM 681919106 6,159 86,483 SH   DFND   0 0 86,483
OMNIVISION TECHNOLOGIES INC COM 682128103 1,596 72,628 SH   SOLE   0 0 72,628
OMNOVA SOLUTIONS INC COM 682129101 29 3,182 SH   DFND   0 0 3,182
ON ASSIGNMENT INC COM 682159108 1,670 46,959 SH   SOLE   0 0 46,959
ON ASSIGNMENT INC COM 682159108 3,616 101,669 SH   DFND   0 0 101,669
ON SEMICONDUCTOR CORP COM 682189105 9,942 1,087,727 SH   SOLE   0 0 1,087,727
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3,553 3,029,000 PRN   SOLE   0 0 3,029,000
ON SEMICONDUCTOR CORP COM 682189105 5,774 631,719 SH   DFND   0 0 631,719
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,563 100,559 SH   SOLE   0 0 100,559
ONEBEACON INSURANCE GROUP LT CL A G67742109 239 15,356 SH   DFND   0 0 15,356
ONEOK INC NEW COM 682680103 59,810 878,532 SH   SOLE   0 0 878,532
ONEOK INC NEW COM 682680103 6,456 94,828 SH   DFND   0 0 94,828
OPEN TEXT CORP COM 683715106 999 20,848 SH   SOLE   0 0 20,848
OPENTABLE INC COM 68372A104 6,398 61,756 SH   SOLE   0 0 61,756
OPENTABLE INC COM 68372A104 101 975 SH   DFND   0 0 975
OPHTHOTECH CORP COM 683745103 2,949 69,703 SH   SOLE   0 0 69,703
OPHTHOTECH CORP COM 683745103 44 1,035 SH   DFND   0 0 1,035
ORACLE CORP COM 68389X105 389,334 9,606,069 SH   SOLE   0 0 9,606,069
ORACLE CORP COM 68389X105 19,445 479,775 SH   DFND   0 0 479,775
ORANGE SPONSORED ADR 684060106 16,049 1,015,773 SH   SOLE   0 0 1,015,773
ORASURE TECHNOLOGIES INC COM 68554V108 12 1,447 SH   SOLE   0 0 1,447
ORBITAL SCIENCES CORP COM 685564106 10,798 365,420 SH   SOLE   0 0 365,420
ORBITAL SCIENCES CORP COM 685564106 201 6,814 SH   DFND   0 0 6,814
ORBOTECH LTD ORD M75253100 530 34,913 SH   SOLE   0 0 34,913
OREXIGEN THERAPEUTICS INC COM 686164104 76 12,243 SH   SOLE   0 0 12,243
OREXIGEN THERAPEUTICS INC COM 686164104 130 21,059 SH   DFND   0 0 21,059
ORIENT-EXPRESS HOTELS LTD CL A G67743107 2,363 162,527 SH   SOLE   0 0 162,527
ORIENT-EXPRESS HOTELS LTD CL A G67743107 201 13,820 SH   DFND   0 0 13,820
ORIX CORP SPONSORED ADR 686330101 6,892 83,002 SH   SOLE   0 0 83,002
ORIX CORP SPONSORED ADR 686330101 69 828 SH   DFND   0 0 828
OSHKOSH CORP COM 688239201 8,371 150,754 SH   SOLE   0 0 150,754
OSHKOSH CORP COM 688239201 2 29 SH   DFND   0 0 29
OSI SYSTEMS INC COM 671044105 5,532 82,869 SH   SOLE   0 0 82,869
OSI SYSTEMS INC COM 671044105 274 4,103 SH   DFND   0 0 4,103
OUTERWALL INC COM 690070107 653 11,008 SH   SOLE   0 0 11,008
OWENS & MINOR INC NEW COM 690732102 4,613 135,743 SH   SOLE   0 0 135,743
OWENS & MINOR INC NEW COM 690732102 7 203 SH   DFND   0 0 203
OWENS CORNING NEW COM 690742101 5,541 143,241 SH   SOLE   0 0 143,241
OWENS CORNING NEW COM 690742101 251 6,485 SH   DFND   0 0 6,485
OWENS ILL INC COM NEW 690768403 22,321 644,365 SH   SOLE   0 0 644,365
OWENS ILL INC COM NEW 690768403 4,946 142,782 SH   DFND   0 0 142,782
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 14 853 SH   SOLE   0 0 853
OXFORD INDS INC COM 691497309 761 11,409 SH   SOLE   0 0 11,409
OXFORD INDS INC COM 691497309 1,511 22,663 SH   DFND   0 0 22,663
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 12,891 309,444 SH   SOLE   0 0 309,444
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 6 136 SH   DFND   0 0 136
PACCAR INC COM 693718108 69,815 1,111,177 SH   SOLE   0 0 1,111,177
PACCAR INC COM 693718108 1,345 21,404 SH   DFND   0 0 21,404
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 1,601 160,139 SH   SOLE   0 0 160,139
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 24 2,414 SH   DFND   0 0 2,414
PACIFIC PREMIER BANCORP COM 69478X105 49 3,451 SH   SOLE   0 0 3,451
PACIRA PHARMACEUTICALS INC COM 695127100 4,162 45,307 SH   SOLE   0 0 45,307
PACIRA PHARMACEUTICALS INC COM 695127100 164 1,781 SH   DFND   0 0 1,781
PACKAGING CORP AMER COM 695156109 27,743 388,069 SH   SOLE   0 0 388,069
PACKAGING CORP AMER COM 695156109 170 2,376 SH   DFND   0 0 2,376
PACWEST BANCORP DEL COM 695263103 11,876 275,096 SH   SOLE   0 0 275,096
PACWEST BANCORP DEL COM 695263103 2,744 63,567 SH   DFND   0 0 63,567
PALL CORP COM 696429307 30,401 356,023 SH   SOLE   0 0 356,023
PALL CORP COM 696429307 4,730 55,391 SH   DFND   0 0 55,391
PALO ALTO NETWORKS INC COM 697435105 1,736 20,704 SH   SOLE   0 0 20,704
PALO ALTO NETWORKS INC COM 697435105 361 4,301 SH   DFND   0 0 4,301
PANDORA MEDIA INC COM 698354107 3,521 119,348 SH   SOLE   0 0 119,348
PANDORA MEDIA INC COM 698354107 2,633 89,265 SH   DFND   0 0 89,265
PANERA BREAD CO CL A 69840W108 12,474 83,256 SH   SOLE   0 0 83,256
PANERA BREAD CO CL A 69840W108 1,347 8,988 SH   DFND   0 0 8,988
PANTRY INC COM 698657103 2,200 135,816 SH   SOLE   0 0 135,816
PANTRY INC COM 698657103 33 2,023 SH   DFND   0 0 2,023
PAPA JOHNS INTL INC COM 698813102 488 11,522 SH   SOLE   0 0 11,522
PAPA JOHNS INTL INC COM 698813102 1,996 47,083 SH   DFND   0 0 47,083
PAREXEL INTL CORP COM 699462107 7,856 148,666 SH   SOLE   0 0 148,666
PAREXEL INTL CORP COM 699462107 2,379 45,021 SH   DFND   0 0 45,021
PARK NATL CORP COM 700658107 0 4 SH   SOLE   0 0 4
PARKER DRILLING CO COM 701081101 213 32,722 SH   SOLE   0 0 32,722
PARKER HANNIFIN CORP COM 701094104 39,867 317,084 SH   SOLE   0 0 317,084
PARKER HANNIFIN CORP COM 701094104 23,389 186,027 SH   DFND   0 0 186,027
PARKWAY PPTYS INC COM 70159Q104 1,352 65,459 SH   SOLE   0 0 65,459
PARKWAY PPTYS INC COM 70159Q104 630 30,527 SH   DFND   0 0 30,527
PARSLEY ENERGY INC CL A 701877102 993 41,257 SH   SOLE   0 0 41,257
PARSLEY ENERGY INC CL A 701877102 340 14,112 SH   DFND   0 0 14,112
PARTNER COMMUNICATIONS CO LT ADR 70211M109 9,194 1,177,170 SH   SOLE   0 0 1,177,170
PARTNER COMMUNICATIONS CO LT ADR 70211M109 39 5,010 SH   DFND   0 0 5,010
PARTNERRE LTD COM G6852T105 4,150 37,999 SH   SOLE   0 0 37,999
PARTNERRE LTD COM G6852T105 1,412 12,928 SH   DFND   0 0 12,928
PATRICK INDS INC COM 703343103 41 871 SH   SOLE   0 0 871
PATTERSON COMPANIES INC COM 703395103 4,719 119,438 SH   SOLE   0 0 119,438
PATTERSON UTI ENERGY INC COM 703481101 4,641 132,832 SH   SOLE   0 0 132,832
PAYCHEX INC COM 704326107 162,001 3,898,004 SH   SOLE   0 0 3,898,004
PAYCHEX INC COM 704326107 2,894 69,644 SH   DFND   0 0 69,644
PBF ENERGY INC CL A 69318G106 17,817 668,538 SH   SOLE   0 0 668,538
PDC ENERGY INC COM 69327R101 1,787 28,292 SH   SOLE   0 0 28,292
PDC ENERGY INC COM 69327R101 765 12,120 SH   DFND   0 0 12,120
PEABODY ENERGY CORP COM 704549104 6,564 401,490 SH   SOLE   0 0 401,490
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 331 441,000 PRN   SOLE   0 0 441,000
PEABODY ENERGY CORP COM 704549104 341 20,849 SH   DFND   0 0 20,849
PEARSON PLC SPONSORED ADR 705015105 11,495 580,277 SH   SOLE   0 0 580,277
PEARSON PLC SPONSORED ADR 705015105 1,925 97,157 SH   DFND   0 0 97,157
PEBBLEBROOK HOTEL TR COM 70509V100 6,615 178,976 SH   SOLE   0 0 178,976
PEBBLEBROOK HOTEL TR COM 70509V100 1,738 47,011 SH   DFND   0 0 47,011
PEGASYSTEMS INC COM 705573103 231 10,916 SH   SOLE   0 0 10,916
PEGASYSTEMS INC COM 705573103 3,115 147,473 SH   DFND   0 0 147,473
PENGROWTH ENERGY CORP COM 70706P104 6 887 SH   SOLE   0 0 887
PENN NATL GAMING INC COM 707569109 581 47,884 SH   SOLE   0 0 47,884
PENN WEST PETE LTD NEW COM 707887105 20 2,037 SH   SOLE   0 0 2,037
PENNEY J C INC COM 708160106 125 13,766 SH   SOLE   0 0 13,766
PENNEY J C INC COM 708160106 41 4,521 SH   DFND   0 0 4,521
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,565 83,163 SH   SOLE   0 0 83,163
PENNYMAC MTG INVT TR COM 70931T103 959 43,690 SH   SOLE   0 0 43,690
PENNYMAC MTG INVT TR COM 70931T103 136 6,207 SH   DFND   0 0 6,207
PENSKE AUTOMOTIVE GRP INC COM 70959W103 713 14,399 SH   SOLE   0 0 14,399
PENSKE AUTOMOTIVE GRP INC COM 70959W103 47 957 SH   DFND   0 0 957
PENTAIR PLC SHS G7S00T104 22,149 307,107 SH   SOLE   0 0 307,107
PENTAIR PLC SHS G7S00T104 1,942 26,928 SH   DFND   0 0 26,928
PEOPLES BANCORP INC COM 709789101 45 1,714 SH   SOLE   0 0 1,714
PEOPLES BANCORP INC COM 709789101 244 9,213 SH   DFND   0 0 9,213
PEOPLES UNITED FINANCIAL INC COM 712704105 4,624 304,784 SH   SOLE   0 0 304,784
PEOPLES UNITED FINANCIAL INC COM 712704105 380 25,070 SH   DFND   0 0 25,070
PEPCO HOLDINGS INC COM 713291102 11 407 SH   SOLE   0 0 407
PEPSICO INC COM 713448108 200,016 2,238,817 SH   SOLE   0 0 2,238,817
PEPSICO INC COM 713448108 52,683 589,692 SH   DFND   0 0 589,692
PERICOM SEMICONDUCTOR CORP COM 713831105 19 2,064 SH   DFND   0 0 2,064
PERKINELMER INC COM 714046109 4,300 91,808 SH   SOLE   0 0 91,808
PERKINELMER INC COM 714046109 837 17,862 SH   DFND   0 0 17,862
PERRIGO CO PLC SHS G97822103 55,642 381,738 SH   SOLE   0 0 381,738
PERRIGO CO PLC SHS G97822103 7,612 52,225 SH   DFND   0 0 52,225
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,833 117,219 SH   SOLE   0 0 117,219
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 24,123 1,648,847 SH   SOLE   0 0 1,648,847
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 12 797 SH   DFND   0 0 797
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,293 293,447 SH   DFND   0 0 293,447
PETROQUEST ENERGY INC COM 716748108 239 31,767 SH   SOLE   0 0 31,767
PETSMART INC COM 716768106 12,964 216,785 SH   SOLE   0 0 216,785
PETSMART INC COM 716768106 3,845 64,304 SH   DFND   0 0 64,304
PFIZER INC COM 717081103 667,038 22,474,328 SH   SOLE   0 0 22,474,328
PFIZER INC COM 717081103 126,082 4,248,047 SH   DFND   0 0 4,248,047
PG&E CORP COM 69331C108 3,967 82,612 SH   SOLE   0 0 82,612
PG&E CORP COM 69331C108 1,845 38,429 SH   DFND   0 0 38,429
PHARMACYCLICS INC COM 716933106 10,283 114,621 SH   SOLE   0 0 114,621
PHARMACYCLICS INC COM 716933106 37,190 414,560 SH   DFND   0 0 414,560
PHARMERICA CORP COM 71714F104 1,788 62,534 SH   SOLE   0 0 62,534
PHH CORP NOTE 4.000% 9/0 693320AN3 458 456,000 PRN   SOLE   0 0 456,000
PHILIP MORRIS INTL INC COM 718172109 466,383 5,531,761 SH   SOLE   0 0 5,531,761
PHILIP MORRIS INTL INC COM 718172109 129,719 1,538,594 SH   DFND   0 0 1,538,594
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 10,614 157,524 SH   SOLE   0 0 157,524
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 341 5,063 SH   DFND   0 0 5,063
PHILLIPS 66 COM 718546104 71,642 890,740 SH   SOLE   0 0 890,740
PHILLIPS 66 COM 718546104 29,193 362,967 SH   DFND   0 0 362,967
PHOTOMEDEX INC COM PAR $0.01 719358301 258 21,077 SH   SOLE   0 0 21,077
PHOTRONICS INC COM 719405102 384 44,681 SH   SOLE   0 0 44,681
PHOTRONICS INC COM 719405102 787 91,458 SH   DFND   0 0 91,458
PHYSICIANS RLTY TR COM 71943U104 1,462 101,585 SH   SOLE   0 0 101,585
PHYSICIANS RLTY TR COM 71943U104 30 2,109 SH   DFND   0 0 2,109
PIEDMONT NAT GAS INC COM 720186105 4,481 119,786 SH   SOLE   0 0 119,786
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,704 89,960 SH   SOLE   0 0 89,960
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 281 14,842 SH   DFND   0 0 14,842
PIER 1 IMPORTS INC COM 720279108 2,171 140,861 SH   SOLE   0 0 140,861
PIER 1 IMPORTS INC COM 720279108 864 56,090 SH   DFND   0 0 56,090
PIKE CORP COM 721283109 158 17,641 SH   SOLE   0 0 17,641
PILGRIMS PRIDE CORP NEW COM 72147K108 486 17,772 SH   DFND   0 0 17,772
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 550 5,147 SH   SOLE   0 0 5,147
PIMCO ETF TR INV GRD CRP BD 72201R817 139 1,348 SH   SOLE   0 0 1,348
PINNACLE ENTMT INC COM 723456109 341 13,541 SH   SOLE   0 0 13,541
PINNACLE FINL PARTNERS INC COM 72346Q104 4,573 115,834 SH   SOLE   0 0 115,834
PINNACLE FINL PARTNERS INC COM 72346Q104 2,317 58,691 SH   DFND   0 0 58,691
PINNACLE FOODS INC DEL COM 72348P104 5,482 166,630 SH   SOLE   0 0 166,630
PINNACLE FOODS INC DEL COM 72348P104 42 1,277 SH   DFND   0 0 1,277
PINNACLE WEST CAP CORP COM 723484101 4,406 76,182 SH   SOLE   0 0 76,182
PINNACLE WEST CAP CORP COM 723484101 764 13,209 SH   DFND   0 0 13,209
PIONEER ENERGY SVCS CORP COM 723664108 88 5,012 SH   SOLE   0 0 5,012
PIONEER NAT RES CO COM 723787107 68,685 298,877 SH   SOLE   0 0 298,877
PIONEER NAT RES CO COM 723787107 2,598 11,303 SH   DFND   0 0 11,303
PITNEY BOWES INC COM 724479100 5,084 184,065 SH   SOLE   0 0 184,065
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 12,487 390,333 SH   SOLE   0 0 390,333
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 187 5,834 SH   DFND   0 0 5,834
PLANTRONICS INC NEW COM 727493108 2,317 48,214 SH   SOLE   0 0 48,214
PLANTRONICS INC NEW COM 727493108 262 5,449 SH   DFND   0 0 5,449
PLATINUM UNDERWRITER HLDGS L COM G7127P100 20 303 SH   SOLE   0 0 303
PLATINUM UNDERWRITER HLDGS L COM G7127P100 2 24 SH   DFND   0 0 24
PLEXUS CORP COM 729132100 1,642 37,926 SH   SOLE   0 0 37,926
PLEXUS CORP COM 729132100 2,795 64,565 SH   DFND   0 0 64,565
PLUM CREEK TIMBER CO INC COM 729251108 2,153 47,730 SH   SOLE   0 0 47,730
PLUM CREEK TIMBER CO INC COM 729251108 249 5,527 SH   DFND   0 0 5,527
PMFG INC COM 69345P103 19 3,670 SH   DFND   0 0 3,670
PNC FINL SVCS GROUP INC COM 693475105 167,999 1,886,571 SH   SOLE   0 0 1,886,571
PNC FINL SVCS GROUP INC COM 693475105 46,209 518,907 SH   DFND   0 0 518,907
PNM RES INC COM 69349H107 4,397 149,900 SH   SOLE   0 0 149,900
PNM RES INC COM 69349H107 1,169 39,850 SH   DFND   0 0 39,850
POLARIS INDS INC COM 731068102 21,604 165,877 SH   SOLE   0 0 165,877
POLARIS INDS INC COM 731068102 8,000 61,425 SH   DFND   0 0 61,425
POLYONE CORP COM 73179P106 5,449 129,301 SH   SOLE   0 0 129,301
POLYONE CORP COM 73179P106 2,342 55,581 SH   DFND   0 0 55,581
POLYPORE INTL INC COM 73179V103 1,695 35,503 SH   SOLE   0 0 35,503
POLYPORE INTL INC COM 73179V103 390 8,175 SH   DFND   0 0 8,175
POOL CORPORATION COM 73278L105 5,451 96,375 SH   SOLE   0 0 96,375
POOL CORPORATION COM 73278L105 1,212 21,430 SH   DFND   0 0 21,430
POPEYES LA KITCHEN INC COM 732872106 224 5,122 SH   SOLE   0 0 5,122
POPEYES LA KITCHEN INC COM 732872106 169 3,860 SH   DFND   0 0 3,860
POPULAR INC COM NEW 733174700 4,599 134,538 SH   SOLE   0 0 134,538
POPULAR INC COM NEW 733174700 2,238 65,470 SH   DFND   0 0 65,470
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 20,471 343,880 SH   SOLE   0 0 343,880
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 7,811 131,215 SH   DFND   0 0 131,215
PORTLAND GEN ELEC CO COM NEW 736508847 2,405 69,367 SH   SOLE   0 0 69,367
PORTLAND GEN ELEC CO COM NEW 736508847 1,109 31,977 SH   DFND   0 0 31,977
PORTOLA PHARMACEUTICALS INC COM 737010108 2,731 93,579 SH   SOLE   0 0 93,579
PORTOLA PHARMACEUTICALS INC COM 737010108 197 6,758 SH   DFND   0 0 6,758
POSCO SPONSORED ADR 693483109 9,907 133,091 SH   SOLE   0 0 133,091
POSCO SPONSORED ADR 693483109 18 242 SH   DFND   0 0 242
POST HLDGS INC COM 737446104 4,218 82,844 SH   SOLE   0 0 82,844
POST HLDGS INC COM 737446104 1,075 21,108 SH   DFND   0 0 21,108
POST PPTYS INC COM 737464107 2,426 45,386 SH   SOLE   0 0 45,386
POST PPTYS INC COM 737464107 205 3,833 SH   DFND   0 0 3,833
POSTROCK ENERGY CORP COM 737525105 24 15,862 SH   SOLE   0 0 15,862
POTASH CORP SASK INC COM 73755L107 17,791 468,680 SH   SOLE   0 0 468,680
POTASH CORP SASK INC COM 73755L107 2,417 63,683 SH   DFND   0 0 63,683
POTLATCH CORP NEW COM 737630103 1,954 47,190 SH   SOLE   0 0 47,190
POWER INTEGRATIONS INC COM 739276103 14,469 251,465 SH   SOLE   0 0 251,465
POWER INTEGRATIONS INC COM 739276103 9,780 169,970 SH   DFND   0 0 169,970
POWERSECURE INTL INC COM 73936N105 7 727 SH   SOLE   0 0 727
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 13 247 SH   SOLE   0 0 247
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 423 11,895 SH   SOLE   0 0 11,895
POWERSHARES ETF TR II S&P500 HGH BET 73937B829 5,451 163,846 SH   SOLE   0 0 163,846
POWERSHARES ETF TRUST DYNA BUYBK ACH 73935X286 261 5,814 SH   SOLE   0 0 5,814
POWERSHARES ETF TRUST ZACKS MC PRTFL 73935X740 35 2,057 SH   SOLE   0 0 2,057
POWERSHARES ETF TRUST DYN BIOT & GEN 73935X856 460 10,531 SH   SOLE   0 0 10,531
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 663 26,662 SH   SOLE   0 0 26,662
POWERSHARES GLOBAL ETF TRUST INSUR NATL MUN 73936T474 6,993 283,348 SH   SOLE   0 0 283,348
POWERSHARES GLOBAL ETF TRUST AGG PFD PORT 73936T565 10,741 734,193 SH   SOLE   0 0 734,193
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 22,946 786,901 SH   SOLE   0 0 786,901
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 866 9,220 SH   SOLE   0 0 9,220
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 1 28 SH   SOLE   0 0 28
PPG INDS INC COM 693506107 105,351 501,313 SH   SOLE   0 0 501,313
PPG INDS INC COM 693506107 4,997 23,776 SH   DFND   0 0 23,776
PPL CORP COM 69351T106 73,237 2,061,269 SH   SOLE   0 0 2,061,269
PPL CORP COM 69351T106 10,724 301,821 SH   DFND   0 0 301,821
PRAXAIR INC COM 74005P104 45,248 340,617 SH   SOLE   0 0 340,617
PRAXAIR INC COM 74005P104 1,542 11,606 SH   DFND   0 0 11,606
PRECISION CASTPARTS CORP COM 740189105 230,308 912,473 SH   SOLE   0 0 912,473
PRECISION CASTPARTS CORP COM 740189105 107,625 426,405 SH   DFND   0 0 426,405
PRECISION DRILLING CORP COM 2010 74022D308 13 948 SH   SOLE   0 0 948
PRESTIGE BRANDS HLDGS INC COM 74112D101 253 7,477 SH   SOLE   0 0 7,477
PRESTIGE BRANDS HLDGS INC COM 74112D101 959 28,296 SH   DFND   0 0 28,296
PRGX GLOBAL INC COM NEW 69357C503 33 5,133 SH   DFND   0 0 5,133
PRICE T ROWE GROUP INC COM 74144T108 37,328 442,219 SH   SOLE   0 0 442,219
PRICE T ROWE GROUP INC COM 74144T108 19,923 236,022 SH   DFND   0 0 236,022
PRICELINE GRP INC COM NEW 741503403 279,694 232,497 SH   SOLE   0 0 232,497
PRICELINE GRP INC NOTE 1.250% 3/1 741503AN6 4,434 1,124,000 PRN   SOLE   0 0 1,124,000
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 4,999 3,528,000 PRN   SOLE   0 0 3,528,000
PRICELINE GRP INC COM NEW 741503403 139,133 115,655 SH   DFND   0 0 115,655
PRICESMART INC COM 741511109 19,598 225,160 SH   SOLE   0 0 225,160
PRICESMART INC COM 741511109 60 690 SH   DFND   0 0 690
PRIMERICA INC COM 74164M108 1,721 35,960 SH   SOLE   0 0 35,960
PRIMERICA INC COM 74164M108 173 3,620 SH   DFND   0 0 3,620
PRIMORIS SVCS CORP COM 74164F103 3,663 127,028 SH   SOLE   0 0 127,028
PRIMORIS SVCS CORP COM 74164F103 1,223 42,396 SH   DFND   0 0 42,396
PRINCIPAL FINL GROUP INC COM 74251V102 14,567 288,569 SH   SOLE   0 0 288,569
PRINCIPAL FINL GROUP INC COM 74251V102 45 883 SH   DFND   0 0 883
PRIVATEBANCORP INC COM 742962103 4,405 151,597 SH   SOLE   0 0 151,597
PRIVATEBANCORP INC COM 742962103 7 246 SH   DFND   0 0 246
PROASSURANCE CORP COM 74267C106 3,787 85,302 SH   SOLE   0 0 85,302
PROASSURANCE CORP COM 74267C106 4,361 98,220 SH   DFND   0 0 98,220
PROCTER & GAMBLE CO COM 742718109 290,674 3,698,613 SH   SOLE   0 0 3,698,613
PROCTER & GAMBLE CO COM 742718109 74,517 948,180 SH   DFND   0 0 948,180
PROGRESS SOFTWARE CORP COM 743312100 910 37,858 SH   SOLE   0 0 37,858
PROGRESS SOFTWARE CORP COM 743312100 1,573 65,419 SH   DFND   0 0 65,419
PROGRESSIVE CORP OHIO COM 743315103 3,180 125,383 SH   SOLE   0 0 125,383
PROGRESSIVE CORP OHIO COM 743315103 1,863 73,446 SH   DFND   0 0 73,446
PROLOGIS NOTE 3.250% 3/1 74340XAT8 1,980 1,769,000 PRN   SOLE   0 0 1,769,000
PROLOGIS INC COM 74340W103 41,760 1,016,313 SH   SOLE   0 0 1,016,313
PROLOGIS INC COM 74340W103 4,497 109,443 SH   DFND   0 0 109,443
PROOFPOINT INC COM 743424103 7,563 201,892 SH   SOLE   0 0 201,892
PROOFPOINT INC COM 743424103 4,876 130,161 SH   DFND   0 0 130,161
PROS HOLDINGS INC COM 74346Y103 601 22,732 SH   SOLE   0 0 22,732
PROS HOLDINGS INC COM 74346Y103 778 29,443 SH   DFND   0 0 29,443
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 582 551,000 PRN   SOLE   0 0 551,000
PROSPERITY BANCSHARES INC COM 743606105 11,597 185,256 SH   SOLE   0 0 185,256
PROSPERITY BANCSHARES INC COM 743606105 2,587 41,328 SH   DFND   0 0 41,328
PROTECTIVE LIFE CORP COM 743674103 31,271 451,044 SH   SOLE   0 0 451,044
PROTECTIVE LIFE CORP COM 743674103 848 12,226 SH   DFND   0 0 12,226
PROTO LABS INC COM 743713109 9,267 113,121 SH   SOLE   0 0 113,121
PROTO LABS INC COM 743713109 6,255 76,351 SH   DFND   0 0 76,351
PROVIDENCE SVC CORP COM 743815102 73 1,982 SH   DFND   0 0 1,982
PRUDENTIAL FINL INC COM 744320102 91,802 1,034,156 SH   SOLE   0 0 1,034,156
PRUDENTIAL FINL INC COM 744320102 9,616 108,328 SH   DFND   0 0 108,328
PRUDENTIAL PLC ADR 74435K204 73,434 1,600,559 SH   SOLE   0 0 1,600,559
PRUDENTIAL PLC ADR 74435K204 3,028 66,000 SH   DFND   0 0 66,000
PS BUSINESS PKS INC CALIF COM 69360J107 4,005 47,966 SH   SOLE   0 0 47,966
PS BUSINESS PKS INC CALIF COM 69360J107 2,075 24,851 SH   DFND   0 0 24,851
PTC INC COM 69370C100 10,726 276,445 SH   SOLE   0 0 276,445
PTC INC COM 69370C100 375 9,668 SH   DFND   0 0 9,668
PUBLIC STORAGE COM 74460D109 55,707 325,109 SH   SOLE   0 0 325,109
PUBLIC STORAGE COM 74460D109 18,550 108,259 SH   DFND   0 0 108,259
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,063 50,578 SH   SOLE   0 0 50,578
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,688 114,930 SH   DFND   0 0 114,930
PULTE GROUP INC COM 745867101 5,749 285,166 SH   SOLE   0 0 285,166
PULTE GROUP INC COM 745867101 915 45,394 SH   DFND   0 0 45,394
PUMA BIOTECHNOLOGY INC COM 74587V107 3,317 50,256 SH   SOLE   0 0 50,256
PUMA BIOTECHNOLOGY INC COM 74587V107 120 1,823 SH   DFND   0 0 1,823
PVH CORP COM 693656100 28,376 243,366 SH   SOLE   0 0 243,366
PVH CORP COM 693656100 6,793 58,259 SH   DFND   0 0 58,259
QEP RES INC COM 74733V100 8,161 236,541 SH   SOLE   0 0 236,541
QEP RES INC COM 74733V100 4,155 120,440 SH   DFND   0 0 120,440
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 2,718 29,530 SH   SOLE   0 0 29,530
QIWI PLC SPON ADR REP B 74735M108 687 17,025 SH   SOLE   0 0 17,025
QLIK TECHNOLOGIES INC COM 74733T105 2,607 115,257 SH   SOLE   0 0 115,257
QLIK TECHNOLOGIES INC COM 74733T105 1,286 56,868 SH   DFND   0 0 56,868
QLOGIC CORP COM 747277101 154 15,239 SH   SOLE   0 0 15,239
QTS RLTY TR INC COM CL A 74736A103 1,495 52,227 SH   SOLE   0 0 52,227
QTS RLTY TR INC COM CL A 74736A103 205 7,166 SH   DFND   0 0 7,166
QUAKER CHEM CORP COM 747316107 3,163 41,190 SH   SOLE   0 0 41,190
QUAKER CHEM CORP COM 747316107 48 628 SH   DFND   0 0 628
QUALCOMM INC COM 747525103 363,987 4,595,790 SH   SOLE   0 0 4,595,790
QUALCOMM INC COM 747525103 73,935 933,529 SH   DFND   0 0 933,529
QUALITY SYS INC COM 747582104 3,284 204,629 SH   SOLE   0 0 204,629
QUALITY SYS INC COM 747582104 2,302 143,416 SH   DFND   0 0 143,416
QUALYS INC COM 74758T303 3,023 117,783 SH   SOLE   0 0 117,783
QUALYS INC COM 74758T303 1,787 69,602 SH   DFND   0 0 69,602
QUANEX BUILDING PRODUCTS COR COM 747619104 183 10,261 SH   SOLE   0 0 10,261
QUANTA SVCS INC COM 74762E102 11,212 324,230 SH   SOLE   0 0 324,230
QUANTA SVCS INC COM 74762E102 3,616 104,579 SH   DFND   0 0 104,579
QUEST DIAGNOSTICS INC COM 74834L100 39,953 680,743 SH   SOLE   0 0 680,743
QUEST DIAGNOSTICS INC COM 74834L100 827 14,097 SH   DFND   0 0 14,097
QUESTAR CORP COM 748356102 2,355 94,979 SH   SOLE   0 0 94,979
QUESTAR CORP COM 748356102 491 19,781 SH   DFND   0 0 19,781
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,066 11,521 SH   SOLE   0 0 11,521
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,107 11,973 SH   DFND   0 0 11,973
QUICKSILVER RESOURCES INC COM 74837R104 0 1 SH   SOLE   0 0 1
QUIDEL CORP COM 74838J101 15 698 SH   SOLE   0 0 698
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 20,613 386,807 SH   SOLE   0 0 386,807
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 14 260 SH   DFND   0 0 260
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 6 218 SH   DFND   0 0 218
RADIAN GROUP INC COM 750236101 1,217 82,158 SH   SOLE   0 0 82,158
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 340 235,000 PRN   SOLE   0 0 235,000
RADIAN GROUP INC COM 750236101 411 27,778 SH   DFND   0 0 27,778
RALLY SOFTWARE DEV CORP COM 751198102 15 1,408 SH   SOLE   0 0 1,408
RALPH LAUREN CORP CL A 751212101 82,104 510,945 SH   SOLE   0 0 510,945
RALPH LAUREN CORP CL A 751212101 10,334 64,313 SH   DFND   0 0 64,313
RAMBUS INC DEL COM 750917106 2,212 154,661 SH   SOLE   0 0 154,661
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 6,760 406,741 SH   SOLE   0 0 406,741
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 591 35,546 SH   DFND   0 0 35,546
RAND LOGISTICS INC COM 752182105 16 2,677 SH   DFND   0 0 2,677
RANDGOLD RES LTD ADR 752344309 566 6,695 SH   SOLE   0 0 6,695
RANGE RES CORP COM 75281A109 124,951 1,437,046 SH   SOLE   0 0 1,437,046
RANGE RES CORP COM 75281A109 2,129 24,488 SH   DFND   0 0 24,488
RAVEN INDS INC COM 754212108 3,363 101,472 SH   SOLE   0 0 101,472
RAVEN INDS INC COM 754212108 596 17,971 SH   DFND   0 0 17,971
RAYMOND JAMES FINANCIAL INC COM 754730109 27,953 551,012 SH   SOLE   0 0 551,012
RAYMOND JAMES FINANCIAL INC COM 754730109 8,085 159,381 SH   DFND   0 0 159,381
RAYONIER INC COM 754907103 3,793 106,691 SH   SOLE   0 0 106,691
RAYONIER INC COM 754907103 172 4,850 SH   DFND   0 0 4,850
RAYTHEON CO COM NEW 755111507 116,716 1,265,216 SH   SOLE   0 0 1,265,216
RAYTHEON CO COM NEW 755111507 75,666 820,226 SH   DFND   0 0 820,226
RBC BEARINGS INC COM 75524B104 1,175 18,351 SH   SOLE   0 0 18,351
RBC BEARINGS INC COM 75524B104 1,603 25,023 SH   DFND   0 0 25,023
REACHLOCAL INC COM 75525F104 28 4,046 SH   SOLE   0 0 4,046
REALOGY HLDGS CORP COM 75605Y106 5,726 151,847 SH   SOLE   0 0 151,847
REALOGY HLDGS CORP COM 75605Y106 1,241 32,910 SH   DFND   0 0 32,910
REALPAGE INC COM 75606N109 2,291 101,925 SH   SOLE   0 0 101,925
REALPAGE INC COM 75606N109 33 1,486 SH   DFND   0 0 1,486
REALTY INCOME CORP COM 756109104 25,833 581,552 SH   SOLE   0 0 581,552
REALTY INCOME CORP COM 756109104 5,209 117,264 SH   DFND   0 0 117,264
RECEPTOS INC COM 756207106 2,532 59,429 SH   SOLE   0 0 59,429
RECEPTOS INC COM 756207106 39 907 SH   DFND   0 0 907
RED HAT INC COM 756577102 21,543 389,785 SH   SOLE   0 0 389,785
RED HAT INC COM 756577102 52,583 951,389 SH   DFND   0 0 951,389
RED ROBIN GOURMET BURGERS IN COM 75689M101 889 12,486 SH   SOLE   0 0 12,486
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,890 26,549 SH   DFND   0 0 26,549
REDWOOD TR INC COM 758075402 7,166 368,064 SH   SOLE   0 0 368,064
REDWOOD TR INC COM 758075402 4,238 217,650 SH   DFND   0 0 217,650
REED ELSEVIER N V SPONS ADR NEW 758204200 11,155 242,820 SH   SOLE   0 0 242,820
REED ELSEVIER N V SPONS ADR NEW 758204200 1,445 31,446 SH   DFND   0 0 31,446
REED ELSEVIER P L C SPONS ADR NEW 758205207 51,617 797,907 SH   SOLE   0 0 797,907
REED ELSEVIER P L C SPONS ADR NEW 758205207 7,888 121,940 SH   DFND   0 0 121,940
REGAL BELOIT CORP COM 758750103 3,815 48,564 SH   SOLE   0 0 48,564
REGAL BELOIT CORP COM 758750103 3,354 42,698 SH   DFND   0 0 42,698
REGAL ENTMT GROUP CL A 758766109 33,836 1,603,622 SH   SOLE   0 0 1,603,622
REGAL ENTMT GROUP CL A 758766109 1,407 66,690 SH   DFND   0 0 66,690
REGENCY CTRS CORP COM 758849103 14,398 258,592 SH   SOLE   0 0 258,592
REGENCY CTRS CORP COM 758849103 4,692 84,260 SH   DFND   0 0 84,260
REGENERON PHARMACEUTICALS COM 75886F107 16,744 59,277 SH   SOLE   0 0 59,277
REGENERON PHARMACEUTICALS COM 75886F107 2,178 7,712 SH   DFND   0 0 7,712
REGIONS FINL CORP NEW COM 7591EP100 43,754 4,119,975 SH   SOLE   0 0 4,119,975
REGIONS FINL CORP NEW COM 7591EP100 8,833 831,740 SH   DFND   0 0 831,740
REINSURANCE GROUP AMER INC COM NEW 759351604 31,891 404,201 SH   SOLE   0 0 404,201
REINSURANCE GROUP AMER INC COM NEW 759351604 6,125 77,633 SH   DFND   0 0 77,633
RELIANCE STEEL & ALUMINUM CO COM 759509102 19,624 266,229 SH   SOLE   0 0 266,229
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,492 20,248 SH   DFND   0 0 20,248
RENAISSANCERE HOLDINGS LTD COM G7496G103 20,813 194,510 SH   SOLE   0 0 194,510
RENAISSANCERE HOLDINGS LTD COM G7496G103 429 4,014 SH   DFND   0 0 4,014
RENASANT CORP COM 75970E107 942 32,402 SH   SOLE   0 0 32,402
RENTRAK CORP COM 760174102 31 599 SH   DFND   0 0 599
REPLIGEN CORP COM 759916109 58 2,565 SH   SOLE   0 0 2,565
REPLIGEN CORP COM 759916109 268 11,771 SH   DFND   0 0 11,771
REPUBLIC SVCS INC COM 760759100 26,529 698,672 SH   SOLE   0 0 698,672
REPUBLIC SVCS INC COM 760759100 821 21,613 SH   DFND   0 0 21,613
RESMED INC COM 761152107 5,909 116,707 SH   SOLE   0 0 116,707
RESMED INC COM 761152107 1,541 30,431 SH   DFND   0 0 30,431
RESOLUTE ENERGY CORP COM 76116A108 1,228 142,147 SH   SOLE   0 0 142,147
RESOLUTE ENERGY CORP COM 76116A108 17 1,962 SH   DFND   0 0 1,962
RESTORATION HARDWARE HLDGS I COM 761283100 3,143 33,773 SH   SOLE   0 0 33,773
RESTORATION HARDWARE HLDGS I COM 761283100 3,329 35,774 SH   DFND   0 0 35,774
RETAIL OPPORTUNITY INVTS COR COM 76131N101 3,396 215,880 SH   SOLE   0 0 215,880
RETAIL OPPORTUNITY INVTS COR COM 76131N101 559 35,566 SH   DFND   0 0 35,566
RETAIL PPTYS AMER INC CL A 76131V202 3,963 257,651 SH   SOLE   0 0 257,651
RETAIL PPTYS AMER INC CL A 76131V202 214 13,899 SH   DFND   0 0 13,899
RETAILMENOT INC COM SER 1 76132B106 116 4,358 SH   SOLE   0 0 4,358
RETAILMENOT INC COM SER 1 76132B106 10 392 SH   DFND   0 0 392
REVANCE THERAPEUTICS INC COM 761330109 18 540 SH   SOLE   0 0 540
REVANCE THERAPEUTICS INC COM 761330109 4 120 SH   DFND   0 0 120
REVLON INC CL A NEW 761525609 682 22,358 SH   SOLE   0 0 22,358
REX ENERGY CORPORATION COM 761565100 37 2,075 SH   SOLE   0 0 2,075
REX ENERGY CORPORATION COM 761565100 503 28,375 SH   DFND   0 0 28,375
REXFORD INDL RLTY INC COM 76169C100 1,652 116,002 SH   SOLE   0 0 116,002
REXFORD INDL RLTY INC COM 76169C100 277 19,422 SH   DFND   0 0 19,422
REXNORD CORP NEW COM 76169B102 3,247 115,358 SH   SOLE   0 0 115,358
REXNORD CORP NEW COM 76169B102 213 7,566 SH   DFND   0 0 7,566
REYNOLDS AMERICAN INC COM 761713106 177,167 2,935,657 SH   SOLE   0 0 2,935,657
REYNOLDS AMERICAN INC COM 761713106 15,261 252,877 SH   DFND   0 0 252,877
RF MICRODEVICES INC COM 749941100 4,551 474,544 SH   SOLE   0 0 474,544
RF MICRODEVICES INC COM 749941100 329 34,352 SH   DFND   0 0 34,352
RICE ENERGY INC COM 762760106 2,502 82,180 SH   SOLE   0 0 82,180
RICE ENERGY INC COM 762760106 1,843 60,539 SH   DFND   0 0 60,539
RIGNET INC COM 766582100 71 1,319 SH   SOLE   0 0 1,319
RINGCENTRAL INC CL A 76680R206 29 1,911 SH   SOLE   0 0 1,911
RIO TINTO PLC SPONSORED ADR 767204100 101,206 1,864,522 SH   SOLE   0 0 1,864,522
RIO TINTO PLC SPONSORED ADR 767204100 3,085 56,833 SH   DFND   0 0 56,833
RITCHIE BROS AUCTIONEERS COM 767744105 17,262 700,299 SH   SOLE   0 0 700,299
RITCHIE BROS AUCTIONEERS COM 767744105 7,452 302,332 SH   DFND   0 0 302,332
RITE AID CORP COM 767754104 2,382 332,219 SH   SOLE   0 0 332,219
RITE AID CORP NOTE 8.500% 5/1 767754BU7 986 349,000 PRN   SOLE   0 0 349,000
RITE AID CORP COM 767754104 2,235 311,729 SH   DFND   0 0 311,729
RLI CORP COM 749607107 5,458 119,219 SH   SOLE   0 0 119,219
RLI CORP COM 749607107 742 16,215 SH   DFND   0 0 16,215
RLJ LODGING TR COM 74965L101 11,768 407,331 SH   SOLE   0 0 407,331
RLJ LODGING TR COM 74965L101 871 30,155 SH   DFND   0 0 30,155
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 205 7,280 SH   SOLE   0 0 7,280
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 2,456 87,415 SH   DFND   0 0 87,415
ROBERT HALF INTL INC COM 770323103 11,596 242,897 SH   SOLE   0 0 242,897
ROBERT HALF INTL INC COM 770323103 14,329 300,141 SH   DFND   0 0 300,141
ROCKET FUEL INC COM 773111109 17 537 SH   SOLE   0 0 537
ROCK-TENN CO CL A 772739207 6,871 65,069 SH   SOLE   0 0 65,069
ROCK-TENN CO CL A 772739207 3,243 30,709 SH   DFND   0 0 30,709
ROCKWELL AUTOMATION INC COM 773903109 24,222 193,525 SH   SOLE   0 0 193,525
ROCKWELL AUTOMATION INC COM 773903109 3,799 30,351 SH   DFND   0 0 30,351
ROCKWELL COLLINS INC COM 774341101 25,000 319,934 SH   SOLE   0 0 319,934
ROCKWELL COLLINS INC COM 774341101 879 11,247 SH   DFND   0 0 11,247
ROCKWOOD HLDGS INC COM 774415103 6,739 88,688 SH   SOLE   0 0 88,688
ROCKWOOD HLDGS INC COM 774415103 2 23 SH   DFND   0 0 23
ROFIN SINAR TECHNOLOGIES INC COM 775043102 601 24,984 SH   SOLE   0 0 24,984
ROFIN SINAR TECHNOLOGIES INC COM 775043102 756 31,459 SH   DFND   0 0 31,459
ROGERS COMMUNICATIONS INC CL B 775109200 26,703 663,427 SH   SOLE   0 0 663,427
ROGERS COMMUNICATIONS INC CL B 775109200 647 16,065 SH   DFND   0 0 16,065
ROGERS CORP COM 775133101 1,176 17,720 SH   SOLE   0 0 17,720
ROGERS CORP COM 775133101 957 14,424 SH   DFND   0 0 14,424
ROLLINS INC COM 775711104 3,824 127,467 SH   SOLE   0 0 127,467
ROLLINS INC COM 775711104 5,016 167,207 SH   DFND   0 0 167,207
ROPER INDS INC NEW COM 776696106 25,767 176,473 SH   SOLE   0 0 176,473
ROPER INDS INC NEW FRNT 1/1 776696AA4 227 124,000 PRN   SOLE   0 0 124,000
ROPER INDS INC NEW COM 776696106 7,504 51,394 SH   DFND   0 0 51,394
ROSETTA RESOURCES INC COM 777779307 10,026 182,783 SH   SOLE   0 0 182,783
ROSETTA RESOURCES INC COM 777779307 4,846 88,343 SH   DFND   0 0 88,343
ROSS STORES INC COM 778296103 40,608 614,056 SH   SOLE   0 0 614,056
ROSS STORES INC COM 778296103 2,109 31,898 SH   DFND   0 0 31,898
ROVI CORP COM 779376102 5,404 225,544 SH   SOLE   0 0 225,544
ROVI CORP COM 779376102 2,062 86,055 SH   DFND   0 0 86,055
ROWAN COMPANIES PLC SHS CL A G7665A101 5,678 177,840 SH   SOLE   0 0 177,840
ROYAL BK CDA MONTREAL QUE COM 780087102 201 2,809 SH   SOLE   0 0 2,809
ROYAL BK SCOTLAND GROUP PLC SPONS ADR 20 ORD 780097689 8,926 790,616 SH   SOLE   0 0 790,616
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 1,378 56,150 SH   SOLE   0 0 56,150
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 2,515 106,514 SH   SOLE   0 0 106,514
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 5,134 213,836 SH   SOLE   0 0 213,836
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 14,291 619,314 SH   SOLE   0 0 619,314
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 223 9,267 SH   SOLE   0 0 9,267
ROYAL BK SCOTLAND GROUP PLC SPON ADR SER H 780097879 1,628 64,286 SH   SOLE   0 0 64,286
ROYAL BK SCOTLAND GROUP PLC SPONS ADR 20 ORD 780097689 1,181 104,568 SH   DFND   0 0 104,568
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 63 2,586 SH   DFND   0 0 2,586
ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 780097747 136 5,760 SH   DFND   0 0 5,760
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 278 11,588 SH   DFND   0 0 11,588
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 742 32,160 SH   DFND   0 0 32,160
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 451 8,117 SH   SOLE   0 0 8,117
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,298 23,345 SH   DFND   0 0 23,345
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 118,337 1,360,038 SH   SOLE   0 0 1,360,038
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 224,714 2,728,099 SH   SOLE   0 0 2,728,099
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 44,710 513,853 SH   DFND   0 0 513,853
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 37,731 458,062 SH   DFND   0 0 458,062
ROYAL GOLD INC COM 780287108 16,086 211,293 SH   SOLE   0 0 211,293
RPM INTL INC COM 749685103 155 3,362 SH   SOLE   0 0 3,362
RPM INTL INC NOTE 2.250%12/1 749685AT0 3,085 2,482,000 PRN   SOLE   0 0 2,482,000
RPM INTL INC COM 749685103 1,542 33,385 SH   DFND   0 0 33,385
RPX CORP COM 74972G103 1,498 84,389 SH   SOLE   0 0 84,389
RPX CORP COM 74972G103 148 8,352 SH   DFND   0 0 8,352
RSP PERMIAN INC COM 74978Q105 10 307 SH   SOLE   0 0 307
RTI INTL METALS INC COM 74973W107 4,036 151,788 SH   SOLE   0 0 151,788
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1,395 1,390,000 PRN   SOLE   0 0 1,390,000
RTI INTL METALS INC COM 74973W107 50 1,862 SH   DFND   0 0 1,862
RUBY TUESDAY INC COM 781182100 182 24,008 SH   SOLE   0 0 24,008
RUCKUS WIRELESS INC COM 781220108 37 3,101 SH   SOLE   0 0 3,101
RUCKUS WIRELESS INC COM 781220108 230 19,313 SH   DFND   0 0 19,313
RUDOLPH TECHNOLOGIES INC COM 781270103 175 17,711 SH   SOLE   0 0 17,711
RUSH ENTERPRISES INC CL A 781846209 1,362 39,286 SH   SOLE   0 0 39,286
RUSH ENTERPRISES INC CL A 781846209 2,310 66,614 SH   DFND   0 0 66,614
RYANAIR HLDGS PLC SPONSORED ADR 783513104 24,418 437,597 SH   SOLE   0 0 437,597
RYANAIR HLDGS PLC SPONSORED ADR 783513104 2,076 37,213 SH   DFND   0 0 37,213
RYDER SYS INC COM 783549108 22,375 254,006 SH   SOLE   0 0 254,006
RYDER SYS INC COM 783549108 1,304 14,803 SH   DFND   0 0 14,803
RYDEX ETF TRUST GUG S&P500 EQ WT 78355W106 4,168 54,335 SH   SOLE   0 0 54,335
RYDEX ETF TRUST GUG S&P500EQWTTE 78355W817 32 380 SH   SOLE   0 0 380
RYLAND GROUP INC COM 783764103 1,139 28,871 SH   SOLE   0 0 28,871
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 487 350,000 PRN   SOLE   0 0 350,000
RYLAND GROUP INC COM 783764103 1,421 36,036 SH   DFND   0 0 36,036
RYMAN HOSPITALITY PPTYS INC COM 78377T107 6,657 138,254 SH   SOLE   0 0 138,254
RYMAN HOSPITALITY PPTYS INC COM 78377T107 46 959 SH   DFND   0 0 959
SABRA HEALTH CARE REIT INC COM 78573L106 2,724 94,890 SH   SOLE   0 0 94,890
SABRA HEALTH CARE REIT INC COM 78573L106 158 5,489 SH   DFND   0 0 5,489
SABRE CORP COM 78573M104 6,500 324,206 SH   SOLE   0 0 324,206
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 20 941 SH   SOLE   0 0 941
SAFEWAY INC COM NEW 786514208 7 199 SH   SOLE   0 0 199
SAGENT PHARMACEUTICALS INC COM 786692103 1,058 40,931 SH   SOLE   0 0 40,931
SAIA INC COM 78709Y105 1,640 37,326 SH   SOLE   0 0 37,326
SAIA INC COM 78709Y105 942 21,447 SH   DFND   0 0 21,447
SALESFORCE COM INC COM 79466L302 186,078 3,203,815 SH   SOLE   0 0 3,203,815
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 341 125,000 PRN   SOLE   0 0 125,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 5,059 4,406,000 PRN   SOLE   0 0 4,406,000
SALESFORCE COM INC COM 79466L302 110,157 1,896,634 SH   DFND   0 0 1,896,634
SALIX PHARMACEUTICALS INC COM 795435106 10,468 84,867 SH   SOLE   0 0 84,867
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 4,503 2,294,000 PRN   SOLE   0 0 2,294,000
SALIX PHARMACEUTICALS INC COM 795435106 6,417 52,026 SH   DFND   0 0 52,026
SALLY BEAUTY HLDGS INC COM 79546E104 22,261 887,615 SH   SOLE   0 0 887,615
SALLY BEAUTY HLDGS INC COM 79546E104 2,199 87,669 SH   DFND   0 0 87,669
SANCHEZ ENERGY CORP COM 79970Y105 4,647 123,630 SH   SOLE   0 0 123,630
SANCHEZ ENERGY CORP COM 79970Y105 178 4,734 SH   DFND   0 0 4,734
SANDISK CORP COM 80004C101 45,734 437,940 SH   SOLE   0 0 437,940
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1,412 694,000 PRN   SOLE   0 0 694,000
SANDISK CORP COM 80004C101 8,189 78,412 SH   DFND   0 0 78,412
SANDSTORM GOLD LTD COM NEW 80013R206 94 13,617 SH   SOLE   0 0 13,617
SANMINA CORPORATION COM 801056102 1,466 64,371 SH   SOLE   0 0 64,371
SANOFI SPONSORED ADR 80105N105 116,346 2,188,194 SH   SOLE   0 0 2,188,194
SANOFI SPONSORED ADR 80105N105 7,033 132,282 SH   DFND   0 0 132,282
SAP AG SPON ADR 803054204 66,938 869,324 SH   SOLE   0 0 869,324
SAP AG SPON ADR 803054204 8,951 116,244 SH   DFND   0 0 116,244
SAPIENT CORP COM 803062108 5,058 311,357 SH   SOLE   0 0 311,357
SAPIENT CORP COM 803062108 1,789 110,127 SH   DFND   0 0 110,127
SAREPTA THERAPEUTICS INC COM 803607100 1,032 34,655 SH   SOLE   0 0 34,655
SASOL LTD SPONSORED ADR 803866300 45,060 762,185 SH   SOLE   0 0 762,185
SBA COMMUNICATIONS CORP COM 78388J106 93,289 911,913 SH   SOLE   0 0 911,913
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 3,932 1,175,000 PRN   SOLE   0 0 1,175,000
SBA COMMUNICATIONS CORP COM 78388J106 9,886 96,641 SH   DFND   0 0 96,641
SCANA CORP NEW COM 80589M102 2,246 41,747 SH   SOLE   0 0 41,747
SCANA CORP NEW COM 80589M102 160 2,971 SH   DFND   0 0 2,971
SCANSOURCE INC COM 806037107 2,938 77,162 SH   SOLE   0 0 77,162
SCANSOURCE INC COM 806037107 517 13,587 SH   DFND   0 0 13,587
SCHEIN HENRY INC COM 806407102 36,426 306,988 SH   SOLE   0 0 306,988
SCHEIN HENRY INC COM 806407102 8,425 71,004 SH   DFND   0 0 71,004
SCHLUMBERGER LTD COM 806857108 422,817 3,584,713 SH   SOLE   0 0 3,584,713
SCHLUMBERGER LTD COM 806857108 99,813 846,235 SH   DFND   0 0 846,235
SCHNITZER STL INDS CL A 806882106 3 119 SH   SOLE   0 0 119
SCHOLASTIC CORP COM 807066105 1,375 40,339 SH   SOLE   0 0 40,339
SCHOLASTIC CORP COM 807066105 2,539 74,480 SH   DFND   0 0 74,480
SCHULMAN A INC COM 808194104 651 16,834 SH   SOLE   0 0 16,834
SCHULMAN A INC COM 808194104 597 15,422 SH   DFND   0 0 15,422
SCHWAB CHARLES CORP NEW COM 808513105 106,619 3,959,125 SH   SOLE   0 0 3,959,125
SCHWAB CHARLES CORP NEW COM 808513105 40,254 1,494,753 SH   DFND   0 0 1,494,753
SCHWEITZER-MAUDUIT INTL INC COM 808541106 15,007 343,729 SH   SOLE   0 0 343,729
SCHWEITZER-MAUDUIT INTL INC COM 808541106 278 6,374 SH   DFND   0 0 6,374
SCIENCE APPLICATNS INTL CP N COM 808625107 1,996 45,199 SH   SOLE   0 0 45,199
SCIENCE APPLICATNS INTL CP N COM 808625107 270 6,109 SH   DFND   0 0 6,109
SCIENTIFIC GAMES CORP CL A 80874P109 44 3,978 SH   SOLE   0 0 3,978
SCIQUEST INC NEW COM 80908T101 696 39,361 SH   SOLE   0 0 39,361
SCIQUEST INC NEW COM 80908T101 2,621 148,161 SH   DFND   0 0 148,161
SCOTTS MIRACLE GRO CO CL A 810186106 13,767 242,114 SH   SOLE   0 0 242,114
SCOTTS MIRACLE GRO CO CL A 810186106 3,385 59,526 SH   DFND   0 0 59,526
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,767 46,424 SH   SOLE   0 0 46,424
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,281 40,437 SH   DFND   0 0 40,437
SEACHANGE INTL INC COM 811699107 19 2,313 SH   SOLE   0 0 2,313
SEACOR HOLDINGS INC COM 811904101 3,691 44,876 SH   SOLE   0 0 44,876
SEADRILL LIMITED SHS G7945E105 30,131 754,228 SH   SOLE   0 0 754,228
SEAGATE TECHNOLOGY PLC SHS G7945M107 37,756 664,491 SH   SOLE   0 0 664,491
SEAGATE TECHNOLOGY PLC SHS G7945M107 6,457 113,633 SH   DFND   0 0 113,633
SEALED AIR CORP NEW COM 81211K100 9,171 268,385 SH   SOLE   0 0 268,385
SEALED AIR CORP NEW COM 81211K100 1,743 51,019 SH   DFND   0 0 51,019
SEATTLE GENETICS INC COM 812578102 3,431 89,697 SH   SOLE   0 0 89,697
SEATTLE GENETICS INC COM 812578102 51 1,346 SH   DFND   0 0 1,346
SEAWORLD ENTMT INC COM 81282V100 535 18,869 SH   SOLE   0 0 18,869
SEAWORLD ENTMT INC COM 81282V100 2,738 96,631 SH   DFND   0 0 96,631
SEI INVESTMENTS CO COM 784117103 67,021 2,045,199 SH   SOLE   0 0 2,045,199
SEI INVESTMENTS CO COM 784117103 4,748 144,879 SH   DFND   0 0 144,879
SELECT COMFORT CORP COM 81616X103 84 4,050 SH   SOLE   0 0 4,050
SELECT INCOME REIT COM SH BEN INT 81618T100 35 1,174 SH   SOLE   0 0 1,174
SELECT INCOME REIT COM SH BEN INT 81618T100 3 93 SH   DFND   0 0 93
SELECT MED HLDGS CORP COM 81619Q105 13,077 838,238 SH   SOLE   0 0 838,238
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 17,845 359,498 SH   SOLE   0 0 359,498
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 205,377 3,376,243 SH   SOLE   0 0 3,376,243
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 110,561 2,477,830 SH   SOLE   0 0 2,477,830
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 195,741 2,932,889 SH   SOLE   0 0 2,932,889
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 94,205 941,113 SH   SOLE   0 0 941,113
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 77,283 3,398,535 SH   SOLE   0 0 3,398,535
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 134,433 2,486,744 SH   SOLE   0 0 2,486,744
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 459 11,980 SH   SOLE   0 0 11,980
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 61,368 1,386,532 SH   SOLE   0 0 1,386,532
SELECTIVE INS GROUP INC COM 816300107 1,735 70,170 SH   SOLE   0 0 70,170
SELECTIVE INS GROUP INC COM 816300107 2,283 92,373 SH   DFND   0 0 92,373
SEMGROUP CORP CL A 81663A105 2,953 37,456 SH   SOLE   0 0 37,456
SEMPRA ENERGY COM 816851109 40,589 387,634 SH   SOLE   0 0 387,634
SEMPRA ENERGY COM 816851109 18,519 176,859 SH   DFND   0 0 176,859
SEMTECH CORP COM 816850101 5,623 215,012 SH   SOLE   0 0 215,012
SEMTECH CORP COM 816850101 4,884 186,756 SH   DFND   0 0 186,756
SENIOR HSG PPTYS TR SH BEN INT 81721M109 10,657 438,721 SH   SOLE   0 0 438,721
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,701 152,382 SH   DFND   0 0 152,382
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 33,764 721,756 SH   SOLE   0 0 721,756
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 8,092 172,978 SH   DFND   0 0 172,978
SENSIENT TECHNOLOGIES CORP COM 81725T100 53 956 SH   DFND   0 0 956
SERVICE CORP INTL COM 817565104 25,759 1,243,192 SH   SOLE   0 0 1,243,192
SERVICE CORP INTL COM 817565104 1 67 SH   DFND   0 0 67
SERVICENOW INC COM 81762P102 59,850 965,950 SH   SOLE   0 0 965,950
SERVICENOW INC COM 81762P102 26,175 422,443 SH   DFND   0 0 422,443
SERVICESOURCE INTL LLC COM 81763U100 845 145,707 SH   SOLE   0 0 145,707
SHAW COMMUNICATIONS INC CL B CONV 82028K200 7,770 302,796 SH   SOLE   0 0 302,796
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,250 87,673 SH   DFND   0 0 87,673
SHERWIN WILLIAMS CO COM 824348106 118,168 571,106 SH   SOLE   0 0 571,106
SHERWIN WILLIAMS CO COM 824348106 32,212 155,680 SH   DFND   0 0 155,680
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 6,957 151,698 SH   SOLE   0 0 151,698
SHIRE PLC SPONSORED ADR 82481R106 65,646 278,762 SH   SOLE   0 0 278,762
SHIRE PLC SPONSORED ADR 82481R106 13,740 58,347 SH   DFND   0 0 58,347
SHUTTERFLY INC COM 82568P304 21 480 SH   SOLE   0 0 480
SHUTTERSTOCK INC COM 825690100 24 290 SH   SOLE   0 0 290
SHUTTERSTOCK INC COM 825690100 17 210 SH   DFND   0 0 210
SIERRA BANCORP COM 82620P102 47 2,995 SH   SOLE   0 0 2,995
SIGMA ALDRICH CORP COM 826552101 5,459 53,794 SH   SOLE   0 0 53,794
SIGNATURE BK NEW YORK N Y COM 82669G104 8,057 63,852 SH   SOLE   0 0 63,852
SIGNATURE BK NEW YORK N Y COM 82669G104 1,240 9,824 SH   DFND   0 0 9,824
SIGNET JEWELERS LIMITED SHS G81276100 33,625 304,053 SH   SOLE   0 0 304,053
SIGNET JEWELERS LIMITED SHS G81276100 7,661 69,272 SH   DFND   0 0 69,272
SILGAN HOLDINGS INC COM 827048109 9,697 190,807 SH   SOLE   0 0 190,807
SILGAN HOLDINGS INC COM 827048109 4,768 93,827 SH   DFND   0 0 93,827
SILICON GRAPHICS INTL CORP COM 82706L108 2,032 211,277 SH   SOLE   0 0 211,277
SILICON GRAPHICS INTL CORP COM 82706L108 1,445 150,171 SH   DFND   0 0 150,171
SILICON IMAGE INC COM 82705T102 524 104,040 SH   SOLE   0 0 104,040
SILICON IMAGE INC COM 82705T102 57 11,378 SH   DFND   0 0 11,378
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,535 187,004 SH   SOLE   0 0 187,004
SILVER WHEATON CORP COM 828336107 4,730 180,064 SH   SOLE   0 0 180,064
SILVER WHEATON CORP COM 828336107 20 770 SH   DFND   0 0 770
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 19 476 SH   DFND   0 0 476
SIMON PPTY GROUP INC NEW COM 828806109 113,873 684,826 SH   SOLE   0 0 684,826
SIMON PPTY GROUP INC NEW COM 828806109 28,845 173,473 SH   DFND   0 0 173,473
SIMPSON MANUFACTURING CO INC COM 829073105 53 1,455 SH   SOLE   0 0 1,455
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,010 230,512 SH   SOLE   0 0 230,512
SINCLAIR BROADCAST GROUP INC CL A 829226109 153 4,405 SH   DFND   0 0 4,405
SIRIUS XM HLDGS INC COM 82968B103 1,460 422,019 SH   SOLE   0 0 422,019
SIRONA DENTAL SYSTEMS INC COM 82966C103 5,881 71,324 SH   SOLE   0 0 71,324
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,592 19,302 SH   DFND   0 0 19,302
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,197 28,132 SH   SOLE   0 0 28,132
SIX FLAGS ENTMT CORP NEW COM 83001A102 370 8,692 SH   DFND   0 0 8,692
SK TELECOM LTD SPONSORED ADR 78440P108 20,092 774,539 SH   SOLE   0 0 774,539
SK TELECOM LTD SPONSORED ADR 78440P108 3,329 128,322 SH   DFND   0 0 128,322
SKECHERS U S A INC CL A 830566105 921 20,162 SH   SOLE   0 0 20,162
SKYLINE CORP COM 830830105 42 10,264 SH   SOLE   0 0 10,264
SKYWORKS SOLUTIONS INC COM 83088M102 15,095 321,439 SH   SOLE   0 0 321,439
SKYWORKS SOLUTIONS INC COM 83088M102 4,006 85,300 SH   DFND   0 0 85,300
SL GREEN RLTY CORP COM 78440X101 17,224 157,425 SH   SOLE   0 0 157,425
SL GREEN RLTY CORP COM 78440X101 5,689 52,001 SH   DFND   0 0 52,001
SLM CORP COM 78442P106 24,476 2,945,377 SH   SOLE   0 0 2,945,377
SLM CORP COM 78442P106 3,661 440,590 SH   DFND   0 0 440,590
SM ENERGY CO COM 78454L100 19,362 230,223 SH   SOLE   0 0 230,223
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 34,369 384,953 SH   SOLE   0 0 384,953
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 7,477 83,750 SH   DFND   0 0 83,750
SMITH A O COM 831865209 3,812 76,888 SH   SOLE   0 0 76,888
SMITH A O COM 831865209 1,762 35,530 SH   DFND   0 0 35,530
SMUCKER J M CO COM NEW 832696405 4,022 37,744 SH   SOLE   0 0 37,744
SNAP ON INC COM 833034101 42,677 360,081 SH   SOLE   0 0 360,081
SNAP ON INC COM 833034101 800 6,746 SH   DFND   0 0 6,746
SNYDERS-LANCE INC COM 833551104 817 30,871 SH   SOLE   0 0 30,871
SNYDERS-LANCE INC COM 833551104 1,363 51,514 SH   DFND   0 0 51,514
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 348 10,357 SH   SOLE   0 0 10,357
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 2,139 63,675 SH   DFND   0 0 63,675
SOLAR CAP LTD COM 83413U100 34 1,575 SH   SOLE   0 0 1,575
SOLAR CAP LTD COM 83413U100 3 125 SH   DFND   0 0 125
SOLARCITY CORP COM 83416T100 469 6,647 SH   SOLE   0 0 6,647
SOLARWINDS INC COM 83416B109 2,797 72,343 SH   SOLE   0 0 72,343
SOLERA HOLDINGS INC COM 83421A104 21,949 326,858 SH   SOLE   0 0 326,858
SOLERA HOLDINGS INC COM 83421A104 5,057 75,304 SH   DFND   0 0 75,304
SONIC AUTOMOTIVE INC CL A 83545G102 1,394 52,237 SH   SOLE   0 0 52,237
SONIC AUTOMOTIVE INC CL A 83545G102 39 1,468 SH   DFND   0 0 1,468
SONIC CORP COM 835451105 49 2,218 SH   DFND   0 0 2,218
SONOCO PRODS CO COM 835495102 20,437 465,219 SH   SOLE   0 0 465,219
SONOCO PRODS CO COM 835495102 618 14,071 SH   DFND   0 0 14,071
SONY CORP ADR NEW 835699307 7,030 419,215 SH   SOLE   0 0 419,215
SOTHEBYS COM 835898107 3,587 85,424 SH   SOLE   0 0 85,424
SOTHEBYS COM 835898107 3,569 85,006 SH   DFND   0 0 85,006
SOUFUN HLDGS LTD ADR 836034108 1,857 189,633 SH   SOLE   0 0 189,633
SOUTH JERSEY INDS INC COM 838518108 4,162 68,899 SH   SOLE   0 0 68,899
SOUTH JERSEY INDS INC COM 838518108 128 2,120 SH   DFND   0 0 2,120
SOUTHERN CO COM 842587107 28,869 636,168 SH   SOLE   0 0 636,168
SOUTHERN CO COM 842587107 9,377 206,638 SH   DFND   0 0 206,638
SOUTHERN COPPER CORP COM 84265V105 8,901 293,079 SH   SOLE   0 0 293,079
SOUTHERN COPPER CORP COM 84265V105 1,045 34,396 SH   DFND   0 0 34,396
SOUTHWEST AIRLS CO COM 844741108 220 8,192 SH   SOLE   0 0 8,192
SOUTHWEST AIRLS CO COM 844741108 4,499 167,487 SH   DFND   0 0 167,487
SOUTHWEST BANCORP INC OKLA COM 844767103 38 2,229 SH   DFND   0 0 2,229
SOUTHWEST GAS CORP COM 844895102 971 18,399 SH   SOLE   0 0 18,399
SOUTHWEST GAS CORP COM 844895102 942 17,847 SH   DFND   0 0 17,847
SOUTHWESTERN ENERGY CO COM 845467109 27,977 615,025 SH   SOLE   0 0 615,025
SOUTHWESTERN ENERGY CO COM 845467109 827 18,176 SH   DFND   0 0 18,176
SOVRAN SELF STORAGE INC COM 84610H108 6,501 84,152 SH   SOLE   0 0 84,152
SOVRAN SELF STORAGE INC COM 84610H108 541 7,009 SH   DFND   0 0 7,009
SP PLUS CORP COM 78469C103 16 747 SH   DFND   0 0 747
SPANSION INC COM CL A NEW 84649R200 46 2,182 SH   SOLE   0 0 2,182
SPANSION INC COM CL A NEW 84649R200 3 162 SH   DFND   0 0 162
SPARTANNASH CO COM 847215100 213 10,144 SH   SOLE   0 0 10,144
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 325 1,937 SH   SOLE   0 0 1,937
SPDR GOLD TRUST GOLD SHS 78463V107 2,950 23,038 SH   SOLE   0 0 23,038
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 12,258 262,756 SH   SOLE   0 0 262,756
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 18,216 355,097 SH   SOLE   0 0 355,097
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 2,489 67,098 SH   SOLE   0 0 67,098
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 624 14,102 SH   SOLE   0 0 14,102
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 12,007 340,443 SH   SOLE   0 0 340,443
SPDR S&P 500 ETF TR TR UNIT 78462F103 56,030 286,274 SH   SOLE   0 0 286,274
SPDR S&P 500 ETF TR TR UNIT 78462F103 331 1,691 SH   DFND   0 0 1,691
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 152 582 SH   SOLE   0 0 582
SPDR SER TR SHT TRM HGH YLD 78468R408 71 2,296 SH   SOLE   0 0 2,296
SPDR SERIES TRUST BRCLY INTL CRP 78464A151 2,507 66,227 SH   SOLE   0 0 66,227
SPDR SERIES TRUST SHRT INTL ETF 78464A334 53 1,465 SH   SOLE   0 0 1,465
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 76,794 1,840,254 SH   SOLE   0 0 1,840,254
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 4,269 175,468 SH   SOLE   0 0 175,468
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 1,656 69,925 SH   SOLE   0 0 69,925
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 41,328 679,632 SH   SOLE   0 0 679,632
SPDR SERIES TRUST BRCLYS AGG ETF 78464A649 1,342 23,154 SH   SOLE   0 0 23,154
SPDR SERIES TRUST BRCLYS INTER ETF 78464A672 20,569 344,535 SH   SOLE   0 0 344,535
SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 66,648 1,456,460 SH   SOLE   0 0 1,456,460
SPDR SERIES TRUST S&P DIVID ETF 78464A763 165,320 2,158,502 SH   SOLE   0 0 2,158,502
SPECTRA ENERGY CORP COM 847560109 112,199 2,641,210 SH   SOLE   0 0 2,641,210
SPECTRA ENERGY CORP COM 847560109 7,278 171,329 SH   DFND   0 0 171,329
SPECTRANETICS CORP COM 84760C107 559 24,413 SH   SOLE   0 0 24,413
SPECTRANETICS CORP COM 84760C107 2,507 109,565 SH   DFND   0 0 109,565
SPECTRUM BRANDS HLDGS INC COM 84763R101 5,520 64,160 SH   SOLE   0 0 64,160
SPECTRUM PHARMACEUTICALS INC COM 84763A108 10 1,191 SH   SOLE   0 0 1,191
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 13,599 403,528 SH   SOLE   0 0 403,528
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,387 130,185 SH   DFND   0 0 130,185
SPIRIT AIRLS INC COM 848577102 6,255 98,904 SH   SOLE   0 0 98,904
SPIRIT AIRLS INC COM 848577102 1,118 17,672 SH   DFND   0 0 17,672
SPIRIT RLTY CAP INC NEW COM 84860W102 3,186 280,444 SH   SOLE   0 0 280,444
SPIRIT RLTY CAP INC NEW COM 84860W102 269 23,717 SH   DFND   0 0 23,717
SPLUNK INC COM 848637104 30,210 545,997 SH   SOLE   0 0 545,997
SPLUNK INC COM 848637104 30,545 552,058 SH   DFND   0 0 552,058
SPORTSMANS WHSE HLDGS INC COM 84920Y106 692 86,555 SH   SOLE   0 0 86,555
SPORTSMANS WHSE HLDGS INC COM 84920Y106 107 13,372 SH   DFND   0 0 13,372
SPRINGLEAF HLDGS INC COM 85172J101 2,797 107,793 SH   SOLE   0 0 107,793
SPS COMM INC COM 78463M107 414 6,553 SH   SOLE   0 0 6,553
SPS COMM INC COM 78463M107 4,129 65,348 SH   DFND   0 0 65,348
SPX CORP COM 784635104 7,582 70,067 SH   SOLE   0 0 70,067
SPX CORP COM 784635104 695 6,423 SH   DFND   0 0 6,423
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7,658 173,175 SH   SOLE   0 0 173,175
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,383 99,128 SH   DFND   0 0 99,128
ST JUDE MED INC COM 790849103 66,528 960,694 SH   SOLE   0 0 960,694
ST JUDE MED INC COM 790849103 10,049 145,119 SH   DFND   0 0 145,119
STAAR SURGICAL CO COM PAR $0.01 852312305 32 1,931 SH   SOLE   0 0 1,931
STAAR SURGICAL CO COM PAR $0.01 852312305 160 9,547 SH   DFND   0 0 9,547
STAG INDL INC COM 85254J102 1,303 54,254 SH   SOLE   0 0 54,254
STAG INDL INC COM 85254J102 1,372 57,152 SH   DFND   0 0 57,152
STAGE STORES INC COM NEW 85254C305 3,030 162,126 SH   SOLE   0 0 162,126
STAGE STORES INC COM NEW 85254C305 2,838 151,847 SH   DFND   0 0 151,847
STAMPS COM INC COM NEW 852857200 34 1,016 SH   DFND   0 0 1,016
STANCORP FINL GROUP INC COM 852891100 3,293 51,447 SH   SOLE   0 0 51,447
STANCORP FINL GROUP INC COM 852891100 142 2,221 SH   DFND   0 0 2,221
STANDARD MTR PRODS INC COM 853666105 1,239 27,726 SH   SOLE   0 0 27,726
STANDARD MTR PRODS INC COM 853666105 127 2,839 SH   DFND   0 0 2,839
STANDARD PAC CORP NEW COM 85375C101 3,241 376,822 SH   SOLE   0 0 376,822
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 591 470,000 PRN   SOLE   0 0 470,000
STANDARD PAC CORP NEW COM 85375C101 44 5,101 SH   DFND   0 0 5,101
STANLEY BLACK & DECKER INC COM 854502101 10,001 113,880 SH   SOLE   0 0 113,880
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 7,783 59,144 SH   SOLE   0 0 59,144
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 1,947 17,075 SH   SOLE   0 0 17,075
STANLEY BLACK & DECKER INC COM 854502101 2,387 27,179 SH   DFND   0 0 27,179
STAPLES INC COM 855030102 9,100 839,515 SH   SOLE   0 0 839,515
STAPLES INC COM 855030102 1,608 148,321 SH   DFND   0 0 148,321
STARBUCKS CORP COM 855244109 260,856 3,371,109 SH   SOLE   0 0 3,371,109
STARBUCKS CORP COM 855244109 70,390 909,665 SH   DFND   0 0 909,665
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 94,311 1,166,924 SH   SOLE   0 0 1,166,924
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 8,772 108,537 SH   DFND   0 0 108,537
STARWOOD PPTY TR INC COM 85571B105 21,669 911,611 SH   SOLE   0 0 911,611
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 650 568,000 PRN   SOLE   0 0 568,000
STARWOOD PPTY TR INC COM 85571B105 987 41,502 SH   DFND   0 0 41,502
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 2,716 103,612 SH   SOLE   0 0 103,612
STARZ COM SER A 85571Q102 4,552 152,810 SH   SOLE   0 0 152,810
STARZ COM SER A 85571Q102 119 3,993 SH   DFND   0 0 3,993
STATE AUTO FINL CORP COM 855707105 13 570 SH   DFND   0 0 570
STATE BK FINL CORP COM 856190103 3,545 209,632 SH   SOLE   0 0 209,632
STATE BK FINL CORP COM 856190103 626 37,035 SH   DFND   0 0 37,035
STATE STR CORP COM 857477103 92,297 1,372,244 SH   SOLE   0 0 1,372,244
STATE STR CORP COM 857477103 18,081 268,825 SH   DFND   0 0 268,825
STATOIL ASA SPONSORED ADR 85771P102 61,586 1,997,614 SH   SOLE   0 0 1,997,614
STATOIL ASA SPONSORED ADR 85771P102 5,570 180,660 SH   DFND   0 0 180,660
STEEL DYNAMICS INC COM 858119100 9,527 530,759 SH   SOLE   0 0 530,759
STEEL DYNAMICS INC COM 858119100 1,251 69,675 SH   DFND   0 0 69,675
STEELCASE INC CL A 858155203 1,109 73,302 SH   SOLE   0 0 73,302
STEELCASE INC CL A 858155203 1,782 117,762 SH   DFND   0 0 117,762
STEIN MART INC COM 858375108 214 15,408 SH   SOLE   0 0 15,408
STEIN MART INC COM 858375108 294 21,183 SH   DFND   0 0 21,183
STEINER LEISURE LTD ORD P8744Y102 360 8,325 SH   SOLE   0 0 8,325
STEINER LEISURE LTD ORD P8744Y102 494 11,416 SH   DFND   0 0 11,416
STEPAN CO COM 858586100 2,043 38,655 SH   SOLE   0 0 38,655
STEPAN CO COM 858586100 371 7,017 SH   DFND   0 0 7,017
STERICYCLE INC COM 858912108 12,304 103,903 SH   SOLE   0 0 103,903
STERICYCLE INC COM 858912108 2,196 18,541 SH   DFND   0 0 18,541
STERIS CORP COM 859152100 45 843 SH   SOLE   0 0 843
STERLING BANCORP DEL COM 85917A100 21 1,735 SH   SOLE   0 0 1,735
STERLING CONSTRUCTION CO INC COM 859241101 47 5,011 SH   SOLE   0 0 5,011
STERLING CONSTRUCTION CO INC COM 859241101 20 2,147 SH   DFND   0 0 2,147
STIFEL FINL CORP COM 860630102 14,825 313,100 SH   SOLE   0 0 313,100
STIFEL FINL CORP COM 860630102 2,113 44,616 SH   DFND   0 0 44,616
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 1 1,000 PRN   SOLE   0 0 1,000
STONE ENERGY CORP COM 861642106 3,460 73,951 SH   SOLE   0 0 73,951
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 1,559 1,232,000 PRN   SOLE   0 0 1,232,000
STONE ENERGY CORP COM 861642106 2,821 60,281 SH   DFND   0 0 60,281
STONE HBR EMERG MRKTS INC FD COM 86164T107 0 1 SH   SOLE   0 0 1
STONERIDGE INC COM 86183P102 750 69,979 SH   SOLE   0 0 69,979
STRATASYS LTD SHS M85548101 17,457 153,631 SH   SOLE   0 0 153,631
STRATASYS LTD SHS M85548101 3,655 32,165 SH   DFND   0 0 32,165
STRATEGIC HOTELS & RESORTS I COM 86272T106 7,148 610,386 SH   SOLE   0 0 610,386
STRATEGIC HOTELS & RESORTS I COM 86272T106 399 34,037 SH   DFND   0 0 34,037
STRYKER CORP COM 863667101 24,126 286,123 SH   SOLE   0 0 286,123
STRYKER CORP COM 863667101 8,646 102,533 SH   DFND   0 0 102,533
STURM RUGER & CO INC COM 864159108 13,117 222,289 SH   SOLE   0 0 222,289
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 76,655 9,050,202 SH   SOLE   0 0 9,050,202
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 7,897 932,406 SH   DFND   0 0 932,406
SUMMIT HOTEL PPTYS COM 866082100 904 85,237 SH   SOLE   0 0 85,237
SUMMIT HOTEL PPTYS COM 866082100 127 12,028 SH   DFND   0 0 12,028
SUN CMNTYS INC COM 866674104 1,882 37,767 SH   SOLE   0 0 37,767
SUN CMNTYS INC COM 866674104 742 14,885 SH   DFND   0 0 14,885
SUN HYDRAULICS CORP COM 866942105 9 223 SH   SOLE   0 0 223
SUNCOR ENERGY INC NEW COM 867224107 103,585 2,429,873 SH   SOLE   0 0 2,429,873
SUNCOR ENERGY INC NEW COM 867224107 9,123 214,005 SH   DFND   0 0 214,005
SUNEDISON INC COM 86732Y109 7,415 328,099 SH   SOLE   0 0 328,099
SUNEDISON INC COM 86732Y109 265 11,708 SH   DFND   0 0 11,708
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 221 33,822 SH   SOLE   0 0 33,822
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 852 130,707 SH   DFND   0 0 130,707
SUNPOWER CORP COM 867652406 438 10,679 SH   SOLE   0 0 10,679
SUNSTONE HOTEL INVS INC NEW COM 867892101 12,405 830,865 SH   SOLE   0 0 830,865
SUNSTONE HOTEL INVS INC NEW COM 867892101 557 37,283 SH   DFND   0 0 37,283
SUNTRUST BKS INC COM 867914103 69,842 1,743,443 SH   SOLE   0 0 1,743,443
SUNTRUST BKS INC COM 867914103 15,890 396,649 SH   DFND   0 0 396,649
SUPERIOR ENERGY SVCS INC COM 868157108 15,166 419,649 SH   SOLE   0 0 419,649
SUPERIOR ENERGY SVCS INC COM 868157108 364 10,075 SH   DFND   0 0 10,075
SUPERNUS PHARMACEUTICALS INC COM 868459108 29 2,633 SH   DFND   0 0 2,633
SUPERVALU INC COM 868536103 3,434 417,732 SH   SOLE   0 0 417,732
SUSQUEHANNA BANCSHARES INC P COM 869099101 2,380 225,354 SH   SOLE   0 0 225,354
SUSQUEHANNA BANCSHARES INC P COM 869099101 747 70,746 SH   DFND   0 0 70,746
SUSSER HLDGS CORP COM 869233106 4,204 52,085 SH   SOLE   0 0 52,085
SUSSER HLDGS CORP COM 869233106 1,618 20,045 SH   DFND   0 0 20,045
SVB FINL GROUP COM 78486Q101 11,159 95,688 SH   SOLE   0 0 95,688
SVB FINL GROUP COM 78486Q101 315 2,701 SH   DFND   0 0 2,701
SWEDISH EXPT CR CORP ROG TTL ETN 22 870297801 14,201 1,653,245 SH   SOLE   0 0 1,653,245
SWIFT ENERGY CO COM 870738101 2,162 166,593 SH   SOLE   0 0 166,593
SWIFT ENERGY CO COM 870738101 28 2,120 SH   DFND   0 0 2,120
SWIFT TRANSN CO CL A 87074U101 4,793 189,972 SH   SOLE   0 0 189,972
SWIFT TRANSN CO CL A 87074U101 514 20,363 SH   DFND   0 0 20,363
SYKES ENTERPRISES INC COM 871237103 4,403 202,638 SH   SOLE   0 0 202,638
SYKES ENTERPRISES INC COM 871237103 1,828 84,113 SH   DFND   0 0 84,113
SYMANTEC CORP COM 871503108 46,426 2,027,343 SH   SOLE   0 0 2,027,343
SYMANTEC CORP COM 871503108 19,254 840,786 SH   DFND   0 0 840,786
SYMETRA FINL CORP COM 87151Q106 19,202 844,396 SH   SOLE   0 0 844,396
SYMETRA FINL CORP COM 87151Q106 1,846 81,168 SH   DFND   0 0 81,168
SYMMETRY MED INC COM 871546206 0 13 SH   SOLE   0 0 13
SYMMETRY MED INC COM 871546206 31 3,503 SH   DFND   0 0 3,503
SYNAGEVA BIOPHARMA CORP COM 87159A103 530 5,059 SH   SOLE   0 0 5,059
SYNAGEVA BIOPHARMA CORP COM 87159A103 1,216 11,600 SH   DFND   0 0 11,600
SYNAPTICS INC COM 87157D109 4,998 55,142 SH   SOLE   0 0 55,142
SYNAPTICS INC COM 87157D109 2,615 28,845 SH   DFND   0 0 28,845
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 911 26,060 SH   SOLE   0 0 26,060
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,363 38,999 SH   DFND   0 0 38,999
SYNGENTA AG SPONSORED ADR 87160A100 25,942 346,823 SH   SOLE   0 0 346,823
SYNGENTA AG SPONSORED ADR 87160A100 5,811 77,689 SH   DFND   0 0 77,689
SYNNEX CORP COM 87162W100 1,528 20,974 SH   SOLE   0 0 20,974
SYNOPSYS INC COM 871607107 8,191 210,999 SH   SOLE   0 0 210,999
SYNOPSYS INC COM 871607107 558 14,372 SH   DFND   0 0 14,372
SYNTEL INC COM 87162H103 1,006 11,699 SH   SOLE   0 0 11,699
SYNTEL INC COM 87162H103 325 3,782 SH   DFND   0 0 3,782
SYSCO CORP COM 871829107 40,426 1,079,476 SH   SOLE   0 0 1,079,476
SYSCO CORP COM 871829107 2,397 64,004 SH   DFND   0 0 64,004
TABLEAU SOFTWARE INC CL A 87336U105 6,328 88,718 SH   SOLE   0 0 88,718
TABLEAU SOFTWARE INC CL A 87336U105 4,314 60,476 SH   DFND   0 0 60,476
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 115,971 5,421,743 SH   SOLE   0 0 5,421,743
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17,695 827,263 SH   DFND   0 0 827,263
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,430 64,277 SH   SOLE   0 0 64,277
TAL INTL GROUP INC COM 874083108 13,419 302,505 SH   SOLE   0 0 302,505
TAL INTL GROUP INC COM 874083108 164 3,695 SH   DFND   0 0 3,695
TALISMAN ENERGY INC COM 87425E103 16,529 1,559,329 SH   SOLE   0 0 1,559,329
TALISMAN ENERGY INC COM 87425E103 2,205 208,066 SH   DFND   0 0 208,066
TALMER BANCORP INC COM 87482X101 48 3,446 SH   SOLE   0 0 3,446
TALMER BANCORP INC COM 87482X101 4 274 SH   DFND   0 0 274
TAMINCO CORP COM 87509U106 1,795 77,169 SH   SOLE   0 0 77,169
TAMINCO CORP COM 87509U106 47 2,003 SH   DFND   0 0 2,003
TANGER FACTORY OUTLET CTRS I COM 875465106 6,348 181,534 SH   SOLE   0 0 181,534
TANGER FACTORY OUTLET CTRS I COM 875465106 239 6,842 SH   DFND   0 0 6,842
TARGA RES CORP COM 87612G101 5,658 40,536 SH   SOLE   0 0 40,536
TARGA RES CORP COM 87612G101 1 8 SH   DFND   0 0 8
TARGET CORP COM 87612E106 108,811 1,877,671 SH   SOLE   0 0 1,877,671
TARGET CORP COM 87612E106 25,022 431,782 SH   DFND   0 0 431,782
TASER INTL INC COM 87651B104 27 2,006 SH   SOLE   0 0 2,006
TATA MTRS LTD SPONSORED ADR 876568502 36,122 924,773 SH   SOLE   0 0 924,773
TATA MTRS LTD SPONSORED ADR 876568502 2,985 76,419 SH   DFND   0 0 76,419
TAUBMAN CTRS INC COM 876664103 16,978 223,955 SH   SOLE   0 0 223,955
TAUBMAN CTRS INC COM 876664103 1,819 23,990 SH   DFND   0 0 23,990
TAYLOR MORRISON HOME CORP CL A 87724P106 505 22,532 SH   SOLE   0 0 22,532
TAYLOR MORRISON HOME CORP CL A 87724P106 193 8,589 SH   DFND   0 0 8,589
TCF FINL CORP COM 872275102 1,723 105,277 SH   SOLE   0 0 105,277
TCF FINL CORP COM 872275102 3,138 191,702 SH   DFND   0 0 191,702
TD AMERITRADE HLDG CORP COM 87236Y108 7,801 248,821 SH   SOLE   0 0 248,821
TD AMERITRADE HLDG CORP COM 87236Y108 11,918 380,161 SH   DFND   0 0 380,161
TE CONNECTIVITY LTD REG SHS H84989104 74,490 1,204,563 SH   SOLE   0 0 1,204,563
TE CONNECTIVITY LTD REG SHS H84989104 8,684 140,434 SH   DFND   0 0 140,434
TEAM HEALTH HOLDINGS INC COM 87817A107 15,574 311,852 SH   SOLE   0 0 311,852
TEAM HEALTH HOLDINGS INC COM 87817A107 3,113 62,327 SH   DFND   0 0 62,327
TECH DATA CORP COM 878237106 3,319 53,095 SH   SOLE   0 0 53,095
TECHNE CORP COM 878377100 9,650 104,247 SH   SOLE   0 0 104,247
TECHNE CORP COM 878377100 5,096 55,055 SH   DFND   0 0 55,055
TECHTARGET INC COM 87874R100 17 1,951 SH   DFND   0 0 1,951
TECK RESOURCES LTD CL B 878742204 1,085 47,521 SH   SOLE   0 0 47,521
TECO ENERGY INC COM 872375100 11,506 622,598 SH   SOLE   0 0 622,598
TECO ENERGY INC COM 872375100 1,274 68,940 SH   DFND   0 0 68,940
TEJON RANCH CO COM 879080109 9,415 292,492 SH   SOLE   0 0 292,492
TEJON RANCH CO *W EXP 08/31/201 879080133 104 37,168 SH   SOLE   0 0 37,168
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 2,610 206,836 SH   SOLE   0 0 206,836
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 344 27,278 SH   DFND   0 0 27,278
TELEDYNE TECHNOLOGIES INC COM 879360105 20,426 210,210 SH   SOLE   0 0 210,210
TELEDYNE TECHNOLOGIES INC COM 879360105 1,081 11,120 SH   DFND   0 0 11,120
TELEFLEX INC COM 879369106 22,262 210,818 SH   SOLE   0 0 210,818
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 6,077 3,465,000 PRN   SOLE   0 0 3,465,000
TELEFLEX INC COM 879369106 3,304 31,287 SH   DFND   0 0 31,287
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 6,233 303,923 SH   SOLE   0 0 303,923
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 421 20,520 SH   DFND   0 0 20,520
TELEFONICA S A SPONSORED ADR 879382208 13,660 796,016 SH   SOLE   0 0 796,016
TELEFONICA S A SPONSORED ADR 879382208 2,925 170,432 SH   DFND   0 0 170,432
TELEPHONE & DATA SYS INC COM NEW 879433829 5,721 219,118 SH   SOLE   0 0 219,118
TELEPHONE & DATA SYS INC COM NEW 879433829 4,029 154,303 SH   DFND   0 0 154,303
TELETECH HOLDINGS INC COM 879939106 19 669 SH   SOLE   0 0 669
TEMPUR SEALY INTL INC COM 88023U101 27,462 460,008 SH   SOLE   0 0 460,008
TENARIS S A SPONSORED ADR 88031M109 6,355 134,773 SH   SOLE   0 0 134,773
TENET HEALTHCARE CORP COM NEW 88033G407 22,819 486,137 SH   SOLE   0 0 486,137
TENET HEALTHCARE CORP COM NEW 88033G407 2 37 SH   DFND   0 0 37
TENNANT CO COM 880345103 474 6,214 SH   SOLE   0 0 6,214
TENNANT CO COM 880345103 641 8,402 SH   DFND   0 0 8,402
TENNECO INC COM 880349105 13,748 209,260 SH   SOLE   0 0 209,260
TENNECO INC COM 880349105 3,334 50,740 SH   DFND   0 0 50,740
TERADATA CORP DEL COM 88076W103 8,781 218,426 SH   SOLE   0 0 218,426
TERADATA CORP DEL COM 88076W103 1,020 25,362 SH   DFND   0 0 25,362
TERADYNE INC COM 880770102 15,522 791,914 SH   SOLE   0 0 791,914
TERADYNE INC COM 880770102 6,219 317,316 SH   DFND   0 0 317,316
TEREX CORP NEW COM 880779103 24,737 601,883 SH   SOLE   0 0 601,883
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 3 1,000 PRN   SOLE   0 0 1,000
TEREX CORP NEW COM 880779103 2,205 53,648 SH   DFND   0 0 53,648
TERRENO RLTY CORP COM 88146M101 660 34,151 SH   SOLE   0 0 34,151
TERRENO RLTY CORP COM 88146M101 81 4,183 SH   DFND   0 0 4,183
TESARO INC COM 881569107 38 1,206 SH   SOLE   0 0 1,206
TESARO INC COM 881569107 96 3,070 SH   DFND   0 0 3,070
TESLA MTRS INC COM 88160R101 14,500 60,403 SH   SOLE   0 0 60,403
TESLA MTRS INC COM 88160R101 48,205 200,804 SH   DFND   0 0 200,804
TESORO CORP COM 881609101 14,304 243,802 SH   SOLE   0 0 243,802
TESORO CORP COM 881609101 3,353 57,156 SH   DFND   0 0 57,156
TESSERA TECHNOLOGIES INC COM 88164L100 3,734 169,098 SH   SOLE   0 0 169,098
TESSERA TECHNOLOGIES INC COM 88164L100 5,059 229,115 SH   DFND   0 0 229,115
TETRA TECH INC NEW COM 88162G103 676 24,578 SH   SOLE   0 0 24,578
TETRA TECH INC NEW COM 88162G103 3,209 116,696 SH   DFND   0 0 116,696
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,564 132,759 SH   SOLE   0 0 132,759
TETRA TECHNOLOGIES INC DEL COM 88162F105 56 4,738 SH   DFND   0 0 4,738
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 7,428 5,812,000 PRN   SOLE   0 0 5,812,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 251,201 4,792,088 SH   SOLE   0 0 4,792,088
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 13,158 251,004 SH   DFND   0 0 251,004
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 7,993 148,156 SH   SOLE   0 0 148,156
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,327 43,140 SH   DFND   0 0 43,140
TEXAS INDS INC COM 882491103 5,546 60,045 SH   SOLE   0 0 60,045
TEXAS INDS INC COM 882491103 84 910 SH   DFND   0 0 910
TEXAS INSTRS INC COM 882508104 87,437 1,829,608 SH   SOLE   0 0 1,829,608
TEXAS INSTRS INC COM 882508104 25,312 529,642 SH   DFND   0 0 529,642
TEXAS ROADHOUSE INC COM 882681109 3,062 117,780 SH   SOLE   0 0 117,780
TEXAS ROADHOUSE INC COM 882681109 1,599 61,507 SH   DFND   0 0 61,507
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,210 31,327 SH   SOLE   0 0 31,327
TEXTRON INC COM 883203101 15,971 417,105 SH   SOLE   0 0 417,105
TEXTRON INC COM 883203101 1,537 40,153 SH   DFND   0 0 40,153
THE ADT CORPORATION COM 00101J106 15,962 456,832 SH   SOLE   0 0 456,832
THE ADT CORPORATION COM 00101J106 2,308 66,057 SH   DFND   0 0 66,057
THERAPEUTICSMD INC COM 88338N107 20 4,443 SH   SOLE   0 0 4,443
THERAVANCE BIOPHARMA INC COM G8807B106 564 17,693 SH   SOLE   0 0 17,693
THERAVANCE BIOPHARMA INC COM G8807B106 124 3,898 SH   DFND   0 0 3,898
THERAVANCE INC COM 88338T104 7,597 255,100 SH   SOLE   0 0 255,100
THERAVANCE INC COM 88338T104 414 13,894 SH   DFND   0 0 13,894
THERMO FISHER SCIENTIFIC INC COM 883556102 127,786 1,082,930 SH   SOLE   0 0 1,082,930
THERMO FISHER SCIENTIFIC INC COM 883556102 32,642 276,629 SH   DFND   0 0 276,629
THERMON GROUP HLDGS INC COM 88362T103 4,869 184,985 SH   SOLE   0 0 184,985
THERMON GROUP HLDGS INC COM 88362T103 70 2,671 SH   DFND   0 0 2,671
THIRD PT REINS LTD COM G8827U100 461 30,213 SH   SOLE   0 0 30,213
THIRD PT REINS LTD COM G8827U100 2,358 154,538 SH   DFND   0 0 154,538
THOMSON REUTERS CORP COM 884903105 25,589 703,768 SH   SOLE   0 0 703,768
THOR INDS INC COM 885160101 6,323 111,183 SH   SOLE   0 0 111,183
THOR INDS INC COM 885160101 1,341 23,585 SH   DFND   0 0 23,585
THORATEC CORP COM NEW 885175307 9,150 262,474 SH   SOLE   0 0 262,474
THORATEC CORP COM NEW 885175307 2,007 57,586 SH   DFND   0 0 57,586
TIBCO SOFTWARE INC COM 88632Q103 3,632 180,062 SH   SOLE   0 0 180,062
TIDEWATER INC COM 886423102 5,039 89,745 SH   SOLE   0 0 89,745
TIFFANY & CO NEW COM 886547108 26,940 268,724 SH   SOLE   0 0 268,724
TIFFANY & CO NEW COM 886547108 28,131 280,606 SH   DFND   0 0 280,606
TILE SHOP HLDGS INC COM 88677Q109 175 11,432 SH   SOLE   0 0 11,432
TILE SHOP HLDGS INC COM 88677Q109 2,391 156,358 SH   DFND   0 0 156,358
TIM HORTONS INC COM 88706M103 2,878 52,587 SH   SOLE   0 0 52,587
TIM HORTONS INC COM 88706M103 2,208 40,344 SH   DFND   0 0 40,344
TIME INC NEW COM 887228104 447 18,456 SH   SOLE   0 0 18,456
TIME INC NEW COM 887228104 109 4,504 SH   DFND   0 0 4,504
TIME WARNER CABLE INC COM 88732J207 48,976 332,492 SH   SOLE   0 0 332,492
TIME WARNER CABLE INC COM 88732J207 4,916 33,372 SH   DFND   0 0 33,372
TIME WARNER INC COM NEW 887317303 89,126 1,268,695 SH   SOLE   0 0 1,268,695
TIME WARNER INC COM NEW 887317303 52,243 743,667 SH   DFND   0 0 743,667
TIMKEN CO COM 887389104 23,171 341,553 SH   SOLE   0 0 341,553
TIMKEN CO COM 887389104 3,444 50,765 SH   DFND   0 0 50,765
TITAN INTL INC ILL COM 88830M102 3,500 208,094 SH   SOLE   0 0 208,094
TITAN MACHY INC COM 88830R101 704 42,788 SH   SOLE   0 0 42,788
TITAN MACHY INC COM 88830R101 12 727 SH   DFND   0 0 727
TIVO INC COM 888706108 618 47,900 SH   SOLE   0 0 47,900
TIVO INC COM 888706108 3,149 243,894 SH   DFND   0 0 243,894
TJX COS INC NEW COM 872540109 136,089 2,560,479 SH   SOLE   0 0 2,560,479
TJX COS INC NEW COM 872540109 61,324 1,153,796 SH   DFND   0 0 1,153,796
T-MOBILE US INC COM 872590104 9,869 293,548 SH   SOLE   0 0 293,548
T-MOBILE US INC COM 872590104 3,477 103,431 SH   DFND   0 0 103,431
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2,141 2,017,000 PRN   SOLE   0 0 2,017,000
TOLL BROTHERS INC COM 889478103 5,271 142,852 SH   SOLE   0 0 142,852
TOLL BROTHERS INC COM 889478103 1,513 40,998 SH   DFND   0 0 40,998
TORCHMARK CORP COM 891027104 14,232 173,729 SH   SOLE   0 0 173,729
TORCHMARK CORP COM 891027104 13,465 164,371 SH   DFND   0 0 164,371
TORO CO COM 891092108 2,025 31,833 SH   SOLE   0 0 31,833
TORO CO COM 891092108 2,937 46,184 SH   DFND   0 0 46,184
TORONTO DOMINION BK ONT COM NEW 891160509 87,726 1,706,398 SH   SOLE   0 0 1,706,398
TORONTO DOMINION BK ONT COM NEW 891160509 1,529 29,732 SH   DFND   0 0 29,732
TOTAL S A SPONSORED ADR 89151E109 316,956 4,389,978 SH   SOLE   0 0 4,389,978
TOTAL S A SPONSORED ADR 89151E109 26,007 360,210 SH   DFND   0 0 360,210
TOTAL SYS SVCS INC COM 891906109 19,954 635,280 SH   SOLE   0 0 635,280
TOTAL SYS SVCS INC COM 891906109 7,766 247,235 SH   DFND   0 0 247,235
TOWER INTL INC COM 891826109 57 1,550 SH   DFND   0 0 1,550
TOWERS WATSON & CO CL A 891894107 13,451 129,048 SH   SOLE   0 0 129,048
TOWERS WATSON & CO CL A 891894107 10,983 105,370 SH   DFND   0 0 105,370
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 63,103 527,356 SH   SOLE   0 0 527,356
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 7,373 61,615 SH   DFND   0 0 61,615
TRACTOR SUPPLY CO COM 892356106 8,787 145,475 SH   SOLE   0 0 145,475
TRACTOR SUPPLY CO COM 892356106 13,780 228,139 SH   DFND   0 0 228,139
TRANSALTA CORP COM 89346D107 10 829 SH   SOLE   0 0 829
TRANSCANADA CORP COM 89353D107 14,927 312,809 SH   SOLE   0 0 312,809
TRANSCANADA CORP COM 89353D107 3,135 65,694 SH   DFND   0 0 65,694
TRANSDIGM GROUP INC COM 893641100 15,405 92,103 SH   SOLE   0 0 92,103
TRANSDIGM GROUP INC COM 893641100 1,784 10,667 SH   DFND   0 0 10,667
TRANSOCEAN LTD REG SHS H8817H100 9,176 203,777 SH   SOLE   0 0 203,777
TRAVELCENTERS OF AMERICA LLC COM 894174101 254 28,557 SH   SOLE   0 0 28,557
TRAVELERS COMPANIES INC COM 89417E109 257,632 2,738,723 SH   SOLE   0 0 2,738,723
TRAVELERS COMPANIES INC COM 89417E109 59,663 634,245 SH   DFND   0 0 634,245
TREDEGAR CORP COM 894650100 8,097 345,898 SH   SOLE   0 0 345,898
TREEHOUSE FOODS INC COM 89469A104 6,468 80,778 SH   SOLE   0 0 80,778
TREEHOUSE FOODS INC COM 89469A104 4,780 59,694 SH   DFND   0 0 59,694
TREX CO INC COM 89531P105 2,209 76,638 SH   SOLE   0 0 76,638
TREX CO INC COM 89531P105 431 14,950 SH   DFND   0 0 14,950
TRI POINTE HOMES INC COM 87265H109 993 63,186 SH   SOLE   0 0 63,186
TRIANGLE PETE CORP COM NEW 89600B201 35 3,010 SH   SOLE   0 0 3,010
TRICO BANCSHARES COM 896095106 20 874 SH   DFND   0 0 874
TRIMAS CORP COM NEW 896215209 8,391 220,064 SH   SOLE   0 0 220,064
TRIMAS CORP COM NEW 896215209 2,089 54,792 SH   DFND   0 0 54,792
TRIMBLE NAVIGATION LTD COM 896239100 11,216 303,535 SH   SOLE   0 0 303,535
TRIMBLE NAVIGATION LTD COM 896239100 1,337 36,187 SH   DFND   0 0 36,187
TRINITY BIOTECH PLC SPON ADR NEW 896438306 17 740 SH   SOLE   0 0 740
TRINITY INDS INC COM 896522109 4,689 107,254 SH   SOLE   0 0 107,254
TRINITY INDS INC COM 896522109 4,786 109,470 SH   DFND   0 0 109,470
TRIPADVISOR INC COM 896945201 21,170 194,826 SH   SOLE   0 0 194,826
TRIPADVISOR INC COM 896945201 1,396 12,851 SH   DFND   0 0 12,851
TRIUMPH GROUP INC NEW COM 896818101 7,896 113,085 SH   SOLE   0 0 113,085
TRIUMPH GROUP INC NEW COM 896818101 3,308 47,375 SH   DFND   0 0 47,375
TRONOX LTD SHS CL A Q9235V101 2,053 76,311 SH   SOLE   0 0 76,311
TRONOX LTD SHS CL A Q9235V101 5 188 SH   DFND   0 0 188
TRUEBLUE INC COM 89785X101 11 400 SH   DFND   0 0 400
TRULIA INC COM 897888103 1,003 21,169 SH   SOLE   0 0 21,169
TRULIA INC COM 897888103 223 4,717 SH   DFND   0 0 4,717
TRUSTMARK CORP COM 898402102 1,995 80,814 SH   SOLE   0 0 80,814
TRUSTMARK CORP COM 898402102 33 1,356 SH   DFND   0 0 1,356
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 17,445 194,871 SH   SOLE   0 0 194,871
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 8,705 97,241 SH   DFND   0 0 97,241
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 386 127,000 PRN   SOLE   0 0 127,000
TTM TECHNOLOGIES INC COM 87305R109 790 96,290 SH   SOLE   0 0 96,290
TTM TECHNOLOGIES INC NOTE 3.250% 5/1 87305RAC3 2,683 2,640,000 PRN   SOLE   0 0 2,640,000
TTM TECHNOLOGIES INC COM 87305R109 557 67,954 SH   DFND   0 0 67,954
TUESDAY MORNING CORP COM NEW 899035505 13 712 SH   SOLE   0 0 712
TUESDAY MORNING CORP COM NEW 899035505 27 1,502 SH   DFND   0 0 1,502
TUMI HLDGS INC COM 89969Q104 3,348 166,301 SH   SOLE   0 0 166,301
TUMI HLDGS INC COM 89969Q104 2,619 130,108 SH   DFND   0 0 130,108
TUPPERWARE BRANDS CORP COM 899896104 42,093 502,907 SH   SOLE   0 0 502,907
TUPPERWARE BRANDS CORP COM 899896104 4,883 58,344 SH   DFND   0 0 58,344
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 17,918 1,148,588 SH   SOLE   0 0 1,148,588
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 866 55,526 SH   DFND   0 0 55,526
TUTOR PERINI CORP COM 901109108 1,653 52,080 SH   SOLE   0 0 52,080
TUTOR PERINI CORP COM 901109108 860 27,100 SH   DFND   0 0 27,100
TW TELECOM INC COM 87311L104 4,065 100,846 SH   SOLE   0 0 100,846
TW TELECOM INC COM 87311L104 1,746 43,314 SH   DFND   0 0 43,314
TWENTY FIRST CENTY FOX INC CL A 90130A101 154,579 4,397,686 SH   SOLE   0 0 4,397,686
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,914 55,922 SH   SOLE   0 0 55,922
TWENTY FIRST CENTY FOX INC CL A 90130A101 16,752 476,586 SH   DFND   0 0 476,586
TWITTER INC COM 90184L102 16,774 409,412 SH   SOLE   0 0 409,412
TWITTER INC COM 90184L102 267 6,518 SH   DFND   0 0 6,518
TWO HBRS INVT CORP COM 90187B101 4,873 464,969 SH   SOLE   0 0 464,969
TWO HBRS INVT CORP COM 90187B101 55 5,267 SH   DFND   0 0 5,267
TYCO INTERNATIONAL LTD SHS H89128104 124,294 2,725,754 SH   SOLE   0 0 2,725,754
TYCO INTERNATIONAL LTD SHS H89128104 11,067 242,697 SH   DFND   0 0 242,697
TYLER TECHNOLOGIES INC COM 902252105 2,664 29,205 SH   SOLE   0 0 29,205
TYLER TECHNOLOGIES INC COM 902252105 2,063 22,620 SH   DFND   0 0 22,620
TYSON FOODS INC CL A 902494103 16,370 436,059 SH   SOLE   0 0 436,059
TYSON FOODS INC CL A 902494103 7,143 190,269 SH   DFND   0 0 190,269
U M H PROPERTIES INC COM 903002103 107 10,712 SH   SOLE   0 0 10,712
U S CONCRETE INC COM NEW 90333L201 367 14,816 SH   SOLE   0 0 14,816
U S CONCRETE INC COM NEW 90333L201 1,544 62,396 SH   DFND   0 0 62,396
U S G CORP COM NEW 903293405 5,552 184,272 SH   SOLE   0 0 184,272
U S G CORP COM NEW 903293405 226 7,501 SH   DFND   0 0 7,501
U S PHYSICAL THERAPY INC COM 90337L108 74 2,172 SH   SOLE   0 0 2,172
U S SILICA HLDGS INC COM 90346E103 1,931 34,836 SH   SOLE   0 0 34,836
U S SILICA HLDGS INC COM 90346E103 3,914 70,599 SH   DFND   0 0 70,599
UBIQUITI NETWORKS INC COM 90347A100 6,076 134,448 SH   SOLE   0 0 134,448
UBIQUITI NETWORKS INC COM 90347A100 136 3,013 SH   DFND   0 0 3,013
UBS AG SHS NEW H89231338 57,686 3,148,785 SH   SOLE   0 0 3,148,785
UBS AG SHS NEW H89231338 6,974 380,679 SH   DFND   0 0 380,679
UBS AG JERSEY BRH LIVESTK ETN 38 902641828 1 25 SH   SOLE   0 0 25
UDR INC COM 902653104 11,120 388,406 SH   SOLE   0 0 388,406
UDR INC COM 902653104 1,340 46,801 SH   DFND   0 0 46,801
UGI CORP NEW COM 902681105 21,680 429,306 SH   SOLE   0 0 429,306
UGI CORP NEW COM 902681105 1,112 22,011 SH   DFND   0 0 22,011
UIL HLDG CORP COM 902748102 54 1,392 SH   DFND   0 0 1,392
ULTA SALON COSMETCS & FRAG I COM 90384S303 24,470 267,699 SH   SOLE   0 0 267,699
ULTA SALON COSMETCS & FRAG I COM 90384S303 2,454 26,850 SH   DFND   0 0 26,850
ULTIMATE SOFTWARE GROUP INC COM 90385D107 12,709 91,982 SH   SOLE   0 0 91,982
ULTIMATE SOFTWARE GROUP INC COM 90385D107 8,677 62,802 SH   DFND   0 0 62,802
ULTRA PETROLEUM CORP COM 903914109 1,183 39,858 SH   SOLE   0 0 39,858
ULTRA PETROLEUM CORP COM 903914109 535 18,015 SH   DFND   0 0 18,015
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 5 102 SH   DFND   0 0 102
ULTRATECH INC COM 904034105 113 5,111 SH   SOLE   0 0 5,111
UMB FINL CORP COM 902788108 5,363 84,608 SH   SOLE   0 0 84,608
UMB FINL CORP COM 902788108 2,099 33,107 SH   DFND   0 0 33,107
UMPQUA HLDGS CORP COM 904214103 18,123 1,011,348 SH   SOLE   0 0 1,011,348
UMPQUA HLDGS CORP COM 904214103 6,511 363,339 SH   DFND   0 0 363,339
UNDER ARMOUR INC CL A 904311107 4,884 82,094 SH   SOLE   0 0 82,094
UNDER ARMOUR INC CL A 904311107 2,048 34,430 SH   DFND   0 0 34,430
UNIFIRST CORP MASS COM 904708104 2,630 24,809 SH   SOLE   0 0 24,809
UNIFIRST CORP MASS COM 904708104 513 4,840 SH   DFND   0 0 4,840
UNILEVER N V N Y SHS NEW 904784709 153,166 3,500,129 SH   SOLE   0 0 3,500,129
UNILEVER N V N Y SHS NEW 904784709 30,246 691,177 SH   DFND   0 0 691,177
UNILEVER PLC SPON ADR NEW 904767704 52,669 1,162,420 SH   SOLE   0 0 1,162,420
UNILEVER PLC SPON ADR NEW 904767704 6,774 149,499 SH   DFND   0 0 149,499
UNION BANKSHARES CORP NEW COM 90539J109 429 16,708 SH   SOLE   0 0 16,708
UNION BANKSHARES CORP NEW COM 90539J109 78 3,042 SH   DFND   0 0 3,042
UNION PAC CORP COM 907818108 376,240 3,771,828 SH   SOLE   0 0 3,771,828
UNION PAC CORP COM 907818108 20,422 204,731 SH   DFND   0 0 204,731
UNISYS CORP COM NEW 909214306 1,965 79,428 SH   SOLE   0 0 79,428
UNISYS CORP COM NEW 909214306 2,512 101,553 SH   DFND   0 0 101,553
UNIT CORP COM 909218109 32 459 SH   DFND   0 0 459
UNITED BANKSHARES INC WEST V COM 909907107 3,798 117,488 SH   SOLE   0 0 117,488
UNITED BANKSHARES INC WEST V COM 909907107 1,168 36,119 SH   DFND   0 0 36,119
UNITED CONTL HLDGS INC COM 910047109 35,026 852,843 SH   SOLE   0 0 852,843
UNITED CONTL HLDGS INC COM 910047109 1,924 46,859 SH   DFND   0 0 46,859
UNITED FIRE GROUP INC COM 910340108 641 21,878 SH   SOLE   0 0 21,878
UNITED NAT FOODS INC COM 911163103 42,616 654,626 SH   SOLE   0 0 654,626
UNITED NAT FOODS INC COM 911163103 5,636 86,579 SH   DFND   0 0 86,579
UNITED PARCEL SERVICE INC CL B 911312106 198,684 1,935,363 SH   SOLE   0 0 1,935,363
UNITED PARCEL SERVICE INC CL B 911312106 64,106 624,450 SH   DFND   0 0 624,450
UNITED RENTALS INC COM 911363109 25,702 245,409 SH   SOLE   0 0 245,409
UNITED RENTALS INC COM 911363109 7,457 71,199 SH   DFND   0 0 71,199
UNITED STATES STL CORP NEW COM 912909108 6,999 268,770 SH   SOLE   0 0 268,770
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 1,457 1,173,000 PRN   SOLE   0 0 1,173,000
UNITED STATES STL CORP NEW COM 912909108 2,201 84,541 SH   DFND   0 0 84,541
UNITED STATIONERS INC COM 913004107 1,363 32,868 SH   SOLE   0 0 32,868
UNITED STATIONERS INC COM 913004107 1,252 30,196 SH   DFND   0 0 30,196
UNITED TECHNOLOGIES CORP COM 913017109 234,557 2,031,678 SH   SOLE   0 0 2,031,678
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 8,187 125,586 SH   SOLE   0 0 125,586
UNITED TECHNOLOGIES CORP COM 913017109 35,067 303,746 SH   DFND   0 0 303,746
UNITED THERAPEUTICS CORP DEL COM 91307C102 13,231 149,515 SH   SOLE   0 0 149,515
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,329 15,021 SH   DFND   0 0 15,021
UNITEDHEALTH GROUP INC COM 91324P102 205,241 2,510,595 SH   SOLE   0 0 2,510,595
UNITEDHEALTH GROUP INC COM 91324P102 3,767 46,079 SH   DFND   0 0 46,079
UNIVERSAL CORP VA COM 913456109 12,769 230,701 SH   SOLE   0 0 230,701
UNIVERSAL ELECTRS INC COM 913483103 7,370 150,780 SH   SOLE   0 0 150,780
UNIVERSAL ELECTRS INC COM 913483103 111 2,280 SH   DFND   0 0 2,280
UNIVERSAL FST PRODS INC COM 913543104 676 14,003 SH   SOLE   0 0 14,003
UNIVERSAL FST PRODS INC COM 913543104 874 18,100 SH   DFND   0 0 18,100
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 2,151 49,469 SH   SOLE   0 0 49,469
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 360 8,282 SH   DFND   0 0 8,282
UNIVERSAL HLTH SVCS INC CL B 913903100 39,797 415,591 SH   SOLE   0 0 415,591
UNIVERSAL HLTH SVCS INC CL B 913903100 8,486 88,614 SH   DFND   0 0 88,614
UNIVERSAL STAINLESS & ALLOY COM 913837100 16 484 SH   DFND   0 0 484
UNUM GROUP COM 91529Y106 32,944 947,752 SH   SOLE   0 0 947,752
UNUM GROUP COM 91529Y106 3,100 89,169 SH   DFND   0 0 89,169
URBAN OUTFITTERS INC COM 917047102 2,761 81,527 SH   SOLE   0 0 81,527
URBAN OUTFITTERS INC COM 917047102 1,556 45,961 SH   DFND   0 0 45,961
URS CORP NEW COM 903236107 4,911 107,100 SH   SOLE   0 0 107,100
URS CORP NEW COM 903236107 1,591 34,707 SH   DFND   0 0 34,707
US BANCORP DEL COM NEW 902973304 165,908 3,829,818 SH   SOLE   0 0 3,829,818
US BANCORP DEL COM NEW 902973304 53,385 1,232,339 SH   DFND   0 0 1,232,339
US ECOLOGY INC COM 91732J102 2,334 47,690 SH   SOLE   0 0 47,690
US ECOLOGY INC COM 91732J102 1,256 25,654 SH   DFND   0 0 25,654
USA TECHNOLOGIES INC COM NO PAR 90328S500 11 5,348 SH   SOLE   0 0 5,348
UTI WORLDWIDE INC ORD G87210103 2,066 199,764 SH   SOLE   0 0 199,764
V F CORP COM 918204108 65,877 1,045,663 SH   SOLE   0 0 1,045,663
V F CORP COM 918204108 19,924 316,251 SH   DFND   0 0 316,251
VAALCO ENERGY INC COM NEW 91851C201 111 15,304 SH   SOLE   0 0 15,304
VAALCO ENERGY INC COM NEW 91851C201 604 83,550 SH   DFND   0 0 83,550
VAIL RESORTS INC COM 91879Q109 2,717 35,205 SH   SOLE   0 0 35,205
VALE S A ADR 91912E105 41,447 3,132,803 SH   SOLE   0 0 3,132,803
VALE S A ADR REPSTG PFD 91912E204 3,728 313,275 SH   SOLE   0 0 313,275
VALE S A ADR 91912E105 2,957 223,480 SH   DFND   0 0 223,480
VALE S A ADR REPSTG PFD 91912E204 22 1,886 SH   DFND   0 0 1,886
VALEANT PHARMACEUTICALS INTL COM 91911K102 60,879 482,703 SH   SOLE   0 0 482,703
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,529 20,052 SH   DFND   0 0 20,052
VALERO ENERGY CORP NEW COM 91913Y100 41,067 819,697 SH   SOLE   0 0 819,697
VALERO ENERGY CORP NEW COM 91913Y100 7,563 150,961 SH   DFND   0 0 150,961
VALIDUS HOLDINGS LTD COM SHS G9319H102 12,726 332,780 SH   SOLE   0 0 332,780
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,518 39,694 SH   DFND   0 0 39,694
VALLEY NATL BANCORP COM 919794107 3,482 351,365 SH   SOLE   0 0 351,365
VALLEY NATL BANCORP COM 919794107 124 12,478 SH   DFND   0 0 12,478
VALMONT INDS INC COM 920253101 20,808 136,937 SH   SOLE   0 0 136,937
VALMONT INDS INC COM 920253101 7,339 48,301 SH   DFND   0 0 48,301
VALSPAR CORP COM 920355104 33,349 437,709 SH   SOLE   0 0 437,709
VALSPAR CORP COM 920355104 4,115 54,015 SH   DFND   0 0 54,015
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 2,371 26,379 SH   SOLE   0 0 26,379
VANGUARD BD INDEX FD INC INTERMED TERM 921937819 211,214 2,493,968 SH   SOLE   0 0 2,493,968
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 305,438 3,801,815 SH   SOLE   0 0 3,801,815
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 7,372 89,663 SH   SOLE   0 0 89,663
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 760 14,783 SH   SOLE   0 0 14,783
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 105,836 589,848 SH   SOLE   0 0 589,848
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 35,979 413,835 SH   SOLE   0 0 413,835
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 5,879 61,008 SH   SOLE   0 0 61,008
VANGUARD INDEX FDS REIT ETF 922908553 5,344 71,411 SH   SOLE   0 0 71,411
VANGUARD INDEX FDS SML CP GRW ETF 922908595 31,819 249,774 SH   SOLE   0 0 249,774
VANGUARD INDEX FDS SM CP VAL ETF 922908611 24,082 228,267 SH   SOLE   0 0 228,267
VANGUARD INDEX FDS MID CAP ETF 922908629 2,501 21,077 SH   SOLE   0 0 21,077
VANGUARD INDEX FDS LARGE CAP ETF 922908637 18,997 211,059 SH   SOLE   0 0 211,059
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 15,646 178,327 SH   SOLE   0 0 178,327
VANGUARD INDEX FDS GROWTH ETF 922908736 422,233 4,269,292 SH   SOLE   0 0 4,269,292
VANGUARD INDEX FDS VALUE ETF 922908744 405,426 5,008,351 SH   SOLE   0 0 5,008,351
VANGUARD INDEX FDS SMALL CP ETF 922908751 7,307 62,391 SH   SOLE   0 0 62,391
VANGUARD INDEX FDS TOTAL STK MKT 922908769 8,160 80,182 SH   SOLE   0 0 80,182
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 648 5,829 SH   SOLE   0 0 5,829
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 105 1,688 SH   SOLE   0 0 1,688
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 2,688 51,399 SH   SOLE   0 0 51,399
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 58,937 1,366,503 SH   SOLE   0 0 1,366,503
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,056 17,617 SH   SOLE   0 0 17,617
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 36 711 SH   SOLE   0 0 711
VANGUARD SCOTTSDALE FDS SHTRM GVT BD ETF 92206C102 850 13,946 SH   SOLE   0 0 13,946
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 68,208 848,672 SH   SOLE   0 0 848,672
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 251 2,695 SH   SOLE   0 0 2,695
VANGUARD SCOTTSDALE FDS INT-TERM GOV 92206C706 21 329 SH   SOLE   0 0 329
VANGUARD SCOTTSDALE FDS MORTG-BACK SEC 92206C771 3,186 60,546 SH   SOLE   0 0 60,546
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 35,790 396,562 SH   SOLE   0 0 396,562
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1,272 14,699 SH   SOLE   0 0 14,699
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 10,736 137,730 SH   SOLE   0 0 137,730
VANGUARD STAR FD VG TL INTL STK F 921909768 396 7,290 SH   SOLE   0 0 7,290
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 59,351 1,393,532 SH   SOLE   0 0 1,393,532
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 1,108 16,704 SH   SOLE   0 0 16,704
VANGUARD WORLD FD MEGA GRWTH IND 921910816 12,976 168,999 SH   SOLE   0 0 168,999
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 5,319 91,273 SH   SOLE   0 0 91,273
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 61 563 SH   SOLE   0 0 563
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 54,201 467,895 SH   SOLE   0 0 467,895
VANGUARD WORLD FDS ENERGY ETF 92204A306 107,909 749,573 SH   SOLE   0 0 749,573
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 132,901 2,865,486 SH   SOLE   0 0 2,865,486
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 114 1,020 SH   SOLE   0 0 1,020
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 141,409 1,356,556 SH   SOLE   0 0 1,356,556
VANGUARD WORLD FDS INF TECH ETF 92204A702 262,103 2,707,953 SH   SOLE   0 0 2,707,953
VANGUARD WORLD FDS MATERIALS ETF 92204A801 26,150 233,981 SH   SOLE   0 0 233,981
VANGUARD WORLD FDS UTILITIES ETF 92204A876 7 73 SH   SOLE   0 0 73
VANGUARD WORLD FDS TELCOMM ETF 92204A884 47,671 541,965 SH   SOLE   0 0 541,965
VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 400 343,000 PRN   SOLE   0 0 343,000
VANTIV INC CL A 92210H105 12,739 378,903 SH   SOLE   0 0 378,903
VANTIV INC CL A 92210H105 6,486 192,925 SH   DFND   0 0 192,925
VARIAN MED SYS INC COM 92220P105 71,581 860,970 SH   SOLE   0 0 860,970
VARIAN MED SYS INC COM 92220P105 3,358 40,395 SH   DFND   0 0 40,395
VASCULAR SOLUTIONS INC COM 92231M109 9 413 SH   SOLE   0 0 413
VASCULAR SOLUTIONS INC COM 92231M109 116 5,207 SH   DFND   0 0 5,207
VCA INC COM 918194101 6,720 191,520 SH   SOLE   0 0 191,520
VCA INC COM 918194101 2,737 78,008 SH   DFND   0 0 78,008
VECTOR GROUP LTD FRNT 1/1 92240MAY4 235 176,000 PRN   SOLE   0 0 176,000
VEECO INSTRS INC DEL COM 922417100 7,931 212,860 SH   SOLE   0 0 212,860
VEECO INSTRS INC DEL COM 922417100 112 3,010 SH   DFND   0 0 3,010
VENTAS INC COM 92276F100 99,325 1,549,528 SH   SOLE   0 0 1,549,528
VENTAS INC COM 92276F100 10,374 161,843 SH   DFND   0 0 161,843
VERA BRADLEY INC COM 92335C106 5 210 SH   SOLE   0 0 210
VERIFONE SYS INC COM 92342Y109 7,620 207,359 SH   SOLE   0 0 207,359
VERIFONE SYS INC COM 92342Y109 679 18,464 SH   DFND   0 0 18,464
VERINT SYS INC COM 92343X100 630 12,850 SH   SOLE   0 0 12,850
VERINT SYS INC COM 92343X100 2,796 56,997 SH   DFND   0 0 56,997
VERISIGN INC COM 92343E102 5,980 122,521 SH   SOLE   0 0 122,521
VERISIGN INC COM 92343E102 1,444 29,582 SH   DFND   0 0 29,582
VERISK ANALYTICS INC CL A 92345Y106 41,850 697,273 SH   SOLE   0 0 697,273
VERISK ANALYTICS INC CL A 92345Y106 25,196 419,794 SH   DFND   0 0 419,794
VERIZON COMMUNICATIONS INC COM 92343V104 571,670 11,683,435 SH   SOLE   0 0 11,683,435
VERIZON COMMUNICATIONS INC COM 92343V104 122,071 2,494,805 SH   DFND   0 0 2,494,805
VERTEX PHARMACEUTICALS INC COM 92532F100 33,246 351,136 SH   SOLE   0 0 351,136
VERTEX PHARMACEUTICALS INC COM 92532F100 55,047 581,405 SH   DFND   0 0 581,405
VIACOM INC NEW CL B 92553P201 27,784 320,353 SH   SOLE   0 0 320,353
VIACOM INC NEW CL B 92553P201 8,156 94,043 SH   DFND   0 0 94,043
VIASAT INC COM 92552V100 584 10,068 SH   SOLE   0 0 10,068
VIEWPOINT FINL GROUP INC MD COM 92672A101 3,672 136,439 SH   SOLE   0 0 136,439
VIEWPOINT FINL GROUP INC MD COM 92672A101 2,344 87,094 SH   DFND   0 0 87,094
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 4,655 24,796 SH   SOLE   0 0 24,796
VIRTUS INVT PARTNERS INC COM 92828Q109 2,778 13,119 SH   SOLE   0 0 13,119
VIRTUSA CORP COM 92827P102 776 21,678 SH   SOLE   0 0 21,678
VISA INC COM CL A 92826C839 371,156 1,761,453 SH   SOLE   0 0 1,761,453
VISA INC COM CL A 92826C839 127,040 602,913 SH   DFND   0 0 602,913
VISHAY INTERTECHNOLOGY INC COM 928298108 6,068 391,746 SH   SOLE   0 0 391,746
VISHAY INTERTECHNOLOGY INC COM 928298108 1,484 95,792 SH   DFND   0 0 95,792
VISTAPRINT N V SHS N93540107 8,027 198,389 SH   SOLE   0 0 198,389
VISTAPRINT N V SHS N93540107 1,906 47,108 SH   DFND   0 0 47,108
VISTEON CORP COM NEW 92839U206 18,998 195,832 SH   SOLE   0 0 195,832
VISTEON CORP COM NEW 92839U206 14,134 145,698 SH   DFND   0 0 145,698
VITAMIN SHOPPE INC COM 92849E101 7,688 178,708 SH   SOLE   0 0 178,708
VITAMIN SHOPPE INC COM 92849E101 388 9,011 SH   DFND   0 0 9,011
VMWARE INC CL A COM 928563402 93,566 966,491 SH   SOLE   0 0 966,491
VMWARE INC CL A COM 928563402 80,890 835,550 SH   DFND   0 0 835,550
VOCERA COMMUNICATIONS INC COM 92857F107 132 10,027 SH   SOLE   0 0 10,027
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 86,827 2,600,391 SH   SOLE   0 0 2,600,391
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 26,412 791,013 SH   DFND   0 0 791,013
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 2,491 2,580,000 PRN   SOLE   0 0 2,580,000
VORNADO RLTY TR SH BEN INT 929042109 30,977 290,233 SH   SOLE   0 0 290,233
VORNADO RLTY TR SH BEN INT 929042109 2,309 21,630 SH   DFND   0 0 21,630
VOXELJET AG ADS 92912L107 209 9,967 SH   SOLE   0 0 9,967
VOXX INTL CORP CL A 91829F104 540 57,437 SH   SOLE   0 0 57,437
VOYA FINL INC COM 929089100 8,373 230,405 SH   SOLE   0 0 230,405
VOYA FINL INC COM 929089100 2,406 66,195 SH   DFND   0 0 66,195
VULCAN MATLS CO COM 929160109 13 203 SH   SOLE   0 0 203
W P CAREY INC COM 92936U109 1,587 24,640 SH   SOLE   0 0 24,640
WABASH NATL CORP COM 929566107 1,332 93,500 SH   SOLE   0 0 93,500
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 3,069 2,195,000 PRN   SOLE   0 0 2,195,000
WABASH NATL CORP COM 929566107 239 16,788 SH   DFND   0 0 16,788
WABCO HLDGS INC COM 92927K102 16,779 157,079 SH   SOLE   0 0 157,079
WABCO HLDGS INC COM 92927K102 1,523 14,254 SH   DFND   0 0 14,254
WABTEC CORP COM 929740108 15,784 191,108 SH   SOLE   0 0 191,108
WABTEC CORP COM 929740108 6,322 76,544 SH   DFND   0 0 76,544
WADDELL & REED FINL INC CL A 930059100 28,828 460,583 SH   SOLE   0 0 460,583
WADDELL & REED FINL INC CL A 930059100 1,119 17,875 SH   DFND   0 0 17,875
WAGEWORKS INC COM 930427109 361 7,486 SH   SOLE   0 0 7,486
WAGEWORKS INC COM 930427109 1,729 35,870 SH   DFND   0 0 35,870
WALGREEN CO COM 931422109 41,526 560,183 SH   SOLE   0 0 560,183
WALGREEN CO COM 931422109 30,113 406,216 SH   DFND   0 0 406,216
WALKER & DUNLOP INC COM 93148P102 1,027 72,820 SH   SOLE   0 0 72,820
WAL-MART STORES INC COM 931142103 137,639 1,833,470 SH   SOLE   0 0 1,833,470
WAL-MART STORES INC COM 931142103 16,416 218,680 SH   DFND   0 0 218,680
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 519 561,000 PRN   SOLE   0 0 561,000
WASHINGTON FED INC COM 938824109 14,300 637,540 SH   SOLE   0 0 637,540
WASHINGTON PRIME GROUP INC COM 939647103 1,076 57,404 SH   SOLE   0 0 57,404
WASHINGTON PRIME GROUP INC COM 939647103 65 3,469 SH   DFND   0 0 3,469
WASTE CONNECTIONS INC COM 941053100 10,389 213,978 SH   SOLE   0 0 213,978
WASTE CONNECTIONS INC COM 941053100 1,240 25,541 SH   DFND   0 0 25,541
WASTE MGMT INC DEL COM 94106L109 36,457 815,047 SH   SOLE   0 0 815,047
WASTE MGMT INC DEL COM 94106L109 12,804 286,255 SH   DFND   0 0 286,255
WATERS CORP COM 941848103 12,402 118,748 SH   SOLE   0 0 118,748
WATERS CORP COM 941848103 1,099 10,523 SH   DFND   0 0 10,523
WATSCO INC COM 942622200 800 7,781 SH   SOLE   0 0 7,781
WATSCO INC COM 942622200 88 856 SH   DFND   0 0 856
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,157 34,947 SH   SOLE   0 0 34,947
WATTS WATER TECHNOLOGIES INC CL A 942749102 438 7,103 SH   DFND   0 0 7,103
WCI CMNTYS INC COM PAR $0.01 92923C807 26 1,362 SH   SOLE   0 0 1,362
WD-40 CO COM 929236107 700 9,305 SH   SOLE   0 0 9,305
WD-40 CO COM 929236107 904 12,016 SH   DFND   0 0 12,016
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 250 233,000 PRN   SOLE   0 0 233,000
WEB COM GROUP INC COM 94733A104 46 1,592 SH   DFND   0 0 1,592
WEBSTER FINL CORP CONN COM 947890109 4,767 151,152 SH   SOLE   0 0 151,152
WEBSTER FINL CORP CONN COM 947890109 787 24,961 SH   DFND   0 0 24,961
WEINGARTEN RLTY INVS SH BEN INT 948741103 5,817 177,117 SH   SOLE   0 0 177,117
WEINGARTEN RLTY INVS SH BEN INT 948741103 619 18,851 SH   DFND   0 0 18,851
WEIS MKTS INC COM 948849104 12,179 266,319 SH   SOLE   0 0 266,319
WELLCARE HEALTH PLANS INC COM 94946T106 3,007 40,274 SH   SOLE   0 0 40,274
WELLCARE HEALTH PLANS INC COM 94946T106 6,528 87,434 SH   DFND   0 0 87,434
WELLPOINT INC COM 94973V107 80,762 750,507 SH   SOLE   0 0 750,507
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 5,624 3,671,000 PRN   SOLE   0 0 3,671,000
WELLPOINT INC COM 94973V107 5,567 51,731 SH   DFND   0 0 51,731
WELLS FARGO & CO NEW COM 949746101 935,119 17,791,461 SH   SOLE   0 0 17,791,461
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 10,711 8,818 SH   SOLE   0 0 8,818
WELLS FARGO & CO NEW COM 949746101 140,325 2,669,815 SH   DFND   0 0 2,669,815
WERNER ENTERPRISES INC COM 950755108 987 37,223 SH   SOLE   0 0 37,223
WESBANCO INC COM 950810101 804 25,904 SH   SOLE   0 0 25,904
WESBANCO INC COM 950810101 88 2,839 SH   DFND   0 0 2,839
WESCO AIRCRAFT HLDGS INC COM 950814103 3,375 169,099 SH   SOLE   0 0 169,099
WESCO INTL INC COM 95082P105 11,882 137,556 SH   SOLE   0 0 137,556
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 3,520 1,148,000 PRN   SOLE   0 0 1,148,000
WESCO INTL INC COM 95082P105 6,996 80,994 SH   DFND   0 0 80,994
WEST CORP COM 952355204 15,599 582,056 SH   SOLE   0 0 582,056
WEST PHARMACEUTICAL SVSC INC COM 955306105 7,076 167,751 SH   SOLE   0 0 167,751
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,240 76,814 SH   DFND   0 0 76,814
WESTAMERICA BANCORPORATION COM 957090103 4,528 86,613 SH   SOLE   0 0 86,613
WESTAMERICA BANCORPORATION COM 957090103 669 12,793 SH   DFND   0 0 12,793
WESTAR ENERGY INC COM 95709T100 14,079 368,644 SH   SOLE   0 0 368,644
WESTAR ENERGY INC COM 95709T100 5,466 143,135 SH   DFND   0 0 143,135
WESTERN ALLIANCE BANCORP COM 957638109 7,441 312,637 SH   SOLE   0 0 312,637
WESTERN ALLIANCE BANCORP COM 957638109 189 7,943 SH   DFND   0 0 7,943
WESTERN ASSET HGH YLD DFNDFD COM 95768B107 0 3 SH   SOLE   0 0 3
WESTERN ASSET MTG DEF OPPTY COM 95790B109 0 7 SH   SOLE   0 0 7
WESTERN DIGITAL CORP COM 958102105 57,918 627,493 SH   SOLE   0 0 627,493
WESTERN DIGITAL CORP COM 958102105 16,514 178,914 SH   DFND   0 0 178,914
WESTERN REFNG INC COM 959319104 5,211 138,767 SH   SOLE   0 0 138,767
WESTERN REFNG INC COM 959319104 5,050 134,499 SH   DFND   0 0 134,499
WESTERN UN CO COM 959802109 22,953 1,323,722 SH   SOLE   0 0 1,323,722
WESTERN UN CO COM 959802109 6,575 379,183 SH   DFND   0 0 379,183
WESTLAKE CHEM CORP COM 960413102 1,584 18,907 SH   DFND   0 0 18,907
WESTPAC BKG CORP SPONSORED ADR 961214301 18,172 565,746 SH   SOLE   0 0 565,746
WESTPAC BKG CORP SPONSORED ADR 961214301 2,262 70,430 SH   DFND   0 0 70,430
WESTPORT INNOVATIONS INC COM NEW 960908309 317 17,603 SH   SOLE   0 0 17,603
WET SEAL INC CL A 961840105 4 4,575 SH   DFND   0 0 4,575
WEX INC COM 96208T104 12,610 120,130 SH   SOLE   0 0 120,130
WEX INC COM 96208T104 1,426 13,582 SH   DFND   0 0 13,582
WEYERHAEUSER CO COM 962166104 22,808 689,277 SH   SOLE   0 0 689,277
WEYERHAEUSER CO PREF CONV SER A 962166872 754 13,283 SH   SOLE   0 0 13,283
WEYERHAEUSER CO COM 962166104 231 6,972 SH   DFND   0 0 6,972
WGL HLDGS INC COM 92924F106 3,727 86,482 SH   SOLE   0 0 86,482
WGL HLDGS INC COM 92924F106 163 3,783 SH   DFND   0 0 3,783
WHIRLPOOL CORP COM 963320106 52,230 375,160 SH   SOLE   0 0 375,160
WHIRLPOOL CORP COM 963320106 2,401 17,248 SH   DFND   0 0 17,248
WHITE MTNS INS GROUP LTD COM G9618E107 25,321 41,616 SH   SOLE   0 0 41,616
WHITE MTNS INS GROUP LTD COM G9618E107 391 643 SH   DFND   0 0 643
WHITEWAVE FOODS CO COM CL A 966244105 15,663 483,859 SH   SOLE   0 0 483,859
WHITEWAVE FOODS CO COM CL A 966244105 2,719 83,991 SH   DFND   0 0 83,991
WHITING PETE CORP NEW COM 966387102 53,194 662,859 SH   SOLE   0 0 662,859
WHITING PETE CORP NEW COM 966387102 8,025 99,997 SH   DFND   0 0 99,997
WHOLE FOODS MKT INC COM 966837106 31,561 816,996 SH   SOLE   0 0 816,996
WHOLE FOODS MKT INC COM 966837106 4,512 116,804 SH   DFND   0 0 116,804
WILEY JOHN & SONS INC CL A 968223206 1,124 18,547 SH   SOLE   0 0 18,547
WILEY JOHN & SONS INC CL A 968223206 282 4,661 SH   DFND   0 0 4,661
WILLBROS GROUP INC DEL COM 969203108 84 6,816 SH   SOLE   0 0 6,816
WILLIAMS COS INC DEL COM 969457100 87,798 1,508,296 SH   SOLE   0 0 1,508,296
WILLIAMS COS INC DEL COM 969457100 16,112 276,796 SH   DFND   0 0 276,796
WILLIAMS SONOMA INC COM 969904101 10,734 149,539 SH   SOLE   0 0 149,539
WILLIAMS SONOMA INC COM 969904101 5,281 73,577 SH   DFND   0 0 73,577
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 3,114 71,909 SH   SOLE   0 0 71,909
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 53 1,226 SH   DFND   0 0 1,226
WILSHIRE BANCORP INC COM 97186T108 1,173 114,217 SH   SOLE   0 0 114,217
WILSHIRE BANCORP INC COM 97186T108 127 12,356 SH   DFND   0 0 12,356
WINDSTREAM HLDGS INC COM 97382A101 10,378 1,041,931 SH   SOLE   0 0 1,041,931
WINDSTREAM HLDGS INC COM 97382A101 753 75,557 SH   DFND   0 0 75,557
WINTRUST FINL CORP COM 97650W108 4,202 91,345 SH   SOLE   0 0 91,345
WINTRUST FINL CORP COM 97650W108 345 7,498 SH   DFND   0 0 7,498
WIPRO LTD SPON ADR 1 SH 97651M109 2,411 202,809 SH   SOLE   0 0 202,809
WISCONSIN ENERGY CORP COM 976657106 46,835 998,183 SH   SOLE   0 0 998,183
WISCONSIN ENERGY CORP COM 976657106 16,508 351,826 SH   DFND   0 0 351,826
WISDOMTREE INVTS INC COM 97717P104 1,311 106,029 SH   SOLE   0 0 106,029
WISDOMTREE INVTS INC COM 97717P104 88 7,145 SH   DFND   0 0 7,145
WISDOMTREE TR INDIA ERNGS FD 97717W422 21 953 SH   SOLE   0 0 953
WISDOMTREE TR JAPN HEDGE EQT 97717W851 47,281 957,878 SH   SOLE   0 0 957,878
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 593 10,154 SH   SOLE   0 0 10,154
WISDOMTREE TR ASIA LC DBT FD 97717X842 0 2 SH   SOLE   0 0 2
WIX COM LTD SHS M98068105 65 3,268 SH   SOLE   0 0 3,268
WNS HOLDINGS LTD SPON ADR 92932M101 41 2,147 SH   SOLE   0 0 2,147
WNS HOLDINGS LTD SPON ADR 92932M101 320 16,685 SH   DFND   0 0 16,685
WOLVERINE WORLD WIDE INC COM 978097103 9,265 355,520 SH   SOLE   0 0 355,520
WOLVERINE WORLD WIDE INC COM 978097103 2,547 97,719 SH   DFND   0 0 97,719
WOODWARD INC COM 980745103 3,567 71,086 SH   SOLE   0 0 71,086
WOODWARD INC COM 980745103 1,568 31,242 SH   DFND   0 0 31,242
WORKDAY INC CL A 98138H101 33,012 367,372 SH   SOLE   0 0 367,372
WORLD ACCEP CORP DEL COM 981419104 602 7,919 SH   SOLE   0 0 7,919
WORLD FUEL SVCS CORP COM 981475106 28,952 588,100 SH   SOLE   0 0 588,100
WORLD FUEL SVCS CORP COM 981475106 1,389 28,208 SH   DFND   0 0 28,208
WORLD WRESTLING ENTMT INC CL A 98156Q108 332 27,827 SH   SOLE   0 0 27,827
WORLD WRESTLING ENTMT INC CL A 98156Q108 1 117 SH   DFND   0 0 117
WORTHINGTON INDS INC COM 981811102 12 273 SH   SOLE   0 0 273
WPP PLC NEW ADR 92937A102 58,608 537,733 SH   SOLE   0 0 537,733
WPP PLC NEW ADR 92937A102 10,019 91,923 SH   DFND   0 0 91,923
WPX ENERGY INC COM 98212B103 916 38,322 SH   SOLE   0 0 38,322
WRIGHT MED GROUP INC COM 98235T107 680 21,647 SH   SOLE   0 0 21,647
WRIGHT MED GROUP INC COM 98235T107 304 9,667 SH   DFND   0 0 9,667
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 12,070 367,328 SH   SOLE   0 0 367,328
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 2,716 82,646 SH   DFND   0 0 82,646
WYNDHAM WORLDWIDE CORP COM 98310W108 13,888 183,412 SH   SOLE   0 0 183,412
WYNDHAM WORLDWIDE CORP COM 98310W108 6,221 82,158 SH   DFND   0 0 82,158
WYNN RESORTS LTD COM 983134107 42,447 204,507 SH   SOLE   0 0 204,507
WYNN RESORTS LTD COM 983134107 2,341 11,281 SH   DFND   0 0 11,281
XCEL ENERGY INC COM 98389B100 4,090 126,885 SH   SOLE   0 0 126,885
XCEL ENERGY INC COM 98389B100 1,294 40,135 SH   DFND   0 0 40,135
XCERRA CORP COM 98400J108 18 2,011 SH   DFND   0 0 2,011
XEROX CORP COM 984121103 98,000 7,877,798 SH   SOLE   0 0 7,877,798
XEROX CORP COM 984121103 433 34,821 SH   DFND   0 0 34,821
XILINX INC COM 983919101 51,593 1,090,521 SH   SOLE   0 0 1,090,521
XILINX INC NOTE 2.625% 6/1 983919AF8 8,796 5,309,000 PRN   SOLE   0 0 5,309,000
XILINX INC COM 983919101 10,470 221,311 SH   DFND   0 0 221,311
XL GROUP PLC SHS G98290102 12,906 394,321 SH   SOLE   0 0 394,321
XL GROUP PLC SHS G98290102 6,772 206,898 SH   DFND   0 0 206,898
XO GROUP INC COM 983772104 84 6,834 SH   SOLE   0 0 6,834
XPO LOGISTICS INC COM 983793100 967 33,771 SH   SOLE   0 0 33,771
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 3,234 1,738,000 PRN   SOLE   0 0 1,738,000
XPO LOGISTICS INC COM 983793100 3,864 135,018 SH   DFND   0 0 135,018
XYLEM INC COM 98419M100 2,967 75,910 SH   SOLE   0 0 75,910
YADKIN FINL CORP COM 984305102 55 2,914 SH   SOLE   0 0 2,914
YADKIN FINL CORP COM 984305102 296 15,713 SH   DFND   0 0 15,713
YAHOO INC COM 984332106 19,381 551,695 SH   SOLE   0 0 551,695
YAHOO INC COM 984332106 430 12,233 SH   DFND   0 0 12,233
YAMANA GOLD INC COM 98462Y100 18,762 2,282,439 SH   SOLE   0 0 2,282,439
YAMANA GOLD INC COM 98462Y100 1,496 182,034 SH   DFND   0 0 182,034
YANDEX N V SHS CLASS A N97284108 4,194 117,668 SH   SOLE   0 0 117,668
YANDEX N V SHS CLASS A N97284108 8 233 SH   DFND   0 0 233
YELP INC CL A 985817105 55,475 723,467 SH   SOLE   0 0 723,467
YELP INC CL A 985817105 3,561 46,438 SH   DFND   0 0 46,438
YOUKU TUDOU INC SPONSORED ADR 98742U100 3,585 150,272 SH   SOLE   0 0 150,272
YOUKU TUDOU INC SPONSORED ADR 98742U100 366 15,358 SH   DFND   0 0 15,358
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 7,046 215,612 SH   SOLE   0 0 215,612
YUM BRANDS INC COM 988498101 102,337 1,260,314 SH   SOLE   0 0 1,260,314
YUM BRANDS INC COM 988498101 12,077 148,730 SH   DFND   0 0 148,730
YY INC ADS REPCOM CLA 98426T106 3,377 44,733 SH   SOLE   0 0 44,733
YY INC ADS REPCOM CLA 98426T106 2,336 30,942 SH   DFND   0 0 30,942
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,062 25,046 SH   SOLE   0 0 25,046
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,430 41,664 SH   DFND   0 0 41,664
ZILLOW INC CL A 98954A107 4,760 33,300 SH   SOLE   0 0 33,300
ZILLOW INC CL A 98954A107 71 499 SH   DFND   0 0 499
ZIMMER HLDGS INC COM 98956P102 65,900 634,508 SH   SOLE   0 0 634,508
ZIMMER HLDGS INC COM 98956P102 5,261 50,651 SH   DFND   0 0 50,651
ZIONS BANCORPORATION COM 989701107 12,542 425,588 SH   SOLE   0 0 425,588
ZIONS BANCORPORATION COM 989701107 6,225 211,230 SH   DFND   0 0 211,230
ZOES KITCHEN INC COM 98979J109 31 903 SH   SOLE   0 0 903
ZOETIS INC CL A 98978V103 74,573 2,310,895 SH   SOLE   0 0 2,310,895
ZOETIS INC CL A 98978V103 3,797 117,662 SH   DFND   0 0 117,662
ZULILY INC CL A 989774104 3,792 92,595 SH   SOLE   0 0 92,595
ZULILY INC CL A 989774104 2,531 61,812 SH   DFND   0 0 61,812
ZUMIEZ INC COM 989817101 257 9,327 SH   SOLE   0 0 9,327
ZUMIEZ INC COM 989817101 1,283 46,488 SH   DFND   0 0 46,488