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
AAON INC COM PAR $0.004 000360206 227 6,850 SH   SOLE 0 6,850 0 0
AAR CORP COM 000361105 321 14,600 SH   SOLE 0 14,600 0 0
ABM INDUSTRIES INC COM 000957100 456 18,600 SH   SOLE 0 18,600 0 0
ADT CORP COM 00101J106 16,852 422,891 SH   DFND 1 422,891 0 0
ADT CORP COM 00101J106 24,087 604,444 SH   SOLE 0 604,444 0 0
AFLAC INC COM 001055102 680 11,700 SH   DFND 1 11,700 0 0
AFLAC INC COM 001055102 1,558 26,800 SH   SOLE 0 26,800 0 0
AGCO CORP COM 001084102 2,725 54,300 SH   DFND 1 54,300 0 0
AGCO CORP COM 001084102 2,752 54,830 SH   SOLE 0 54,830 0 0
AGCO CORP NOTE 1.250% 001084AM4 3,552 2,850,000 SH   SOLE 0 2,850,000 0 0
AES CORP COM 00130H105 257 21,400 SH   SOLE 0 21,400 0 0
AK STEEL HOLDING CORP COM 001547108 151 49,800 SH   SOLE 0 49,800 0 0
AMC NETWORKS INC CL A 00164V103 274 4,200 SH   SOLE 0 4,200 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 241 16,800 SH   SOLE 0 16,800 0 0
AOL INC COM 00184X105 3,371 92,400 SH   DFND 1 92,400 0 0
AOL INC COM 00184X105 5,753 157,700 SH   SOLE 0 157,700 0 0
AT&T INC COM 00206R102 7,438 210,100 SH   DFND 1 210,100 0 0
AT&T INC COM 00206R102 23,173 654,618 SH   SOLE 0 654,618 0 0
AT&T INC COM 00206R102 1,314 37,127 SH   DFND 2 37,127 0 0
AT&T INC COM 00206R102 62 1,744 SH   DFND 2 1,744 0 0
ATMI INC COM 00207R101 277 11,700 SH   SOLE 0 11,700 0 0
AZZ INC COM 002474104 359 9,300 SH   SOLE 0 9,300 0 0
ABAXIS INC COM 002567105 361 7,600 SH   SOLE 0 7,600 0 0
ABBOTT LABORATORIES COM 002824100 3,314 95,000 SH   SOLE 0 95,000 0 0
ABBOTT LABORATORIES COM 002824100 464 13,300 SH   DFND 1 13,300 0 0
ABBVIE INC COM 00287Y109 2,373 57,400 SH   DFND 1 57,400 0 0
ABBVIE INC COM 00287Y109 4,428 107,100 SH   SOLE 0 107,100 0 0
ABERCROMBIE & FITCH CO CL A 002896207 6,407 141,600 SH   DFND 1 141,600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 13,708 302,940 SH   SOLE 0 302,940 0 0
ABIOMED INC COM 003654100 278 12,900 SH   SOLE 0 12,900 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 1,087 44,008 SH   SOLE 0 44,008 0 0
ACORDA THERAPEUTICS INC COM 00484M106 488 14,800 SH   SOLE 0 14,800 0 0
ACTAVIS INC COM 00507K103 4,512 35,748 SH   DFND 1 35,748 0 0
ACTAVIS INC COM 00507K103 6,444 51,055 SH   SOLE 0 51,055 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,780 265,100 SH   DFND 1 265,100 0 0
ACTIVISION BLIZZARD INC COM 00507V109 9,397 659,000 SH   SOLE 0 659,000 0 0
ACTUANT CORP CL A NEW 00508X203 9,928 301,120 SH   DFND 1 301,120 0 0
ACTUANT CORP CL A NEW 00508X203 14,522 440,470 SH   SOLE 0 440,470 0 0
ACUITY BRANDS INC COM 00508Y102 10,520 139,300 SH   DFND 1 139,300 0 0
ACUITY BRANDS INC COM 00508Y102 15,112 200,100 SH   SOLE 0 200,100 0 0
ADOBE SYSTEMS INC COM 00724F101 784 17,200 SH   SOLE 0 17,200 0 0
ADVANCE AUTO PARTS COM 00751Y106 430 5,300 SH   SOLE 0 5,300 0 0
AECOM TECHNOLOGY CORP COM 00766T100 238 7,500 SH   SOLE 0 7,500 0 0
AEGION CORP COM 00770F104 322 14,300 SH   SOLE 0 14,300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 85 20,900 SH   SOLE 0 20,900 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 232 13,300 SH   SOLE 0 13,300 0 0
AETNA INC COM 00817Y108 826 12,997 SH   SOLE 0 12,997 0 0
AFFILIATED MANAGERS GROUP COM 008252108 33,639 205,192 SH   SOLE 0 205,192 0 0
AFFILIATED MANAGERS GROUP COM 008252108 23,505 143,378 SH   DFND 1 143,378 0 0
AFFILIATED MANAGERS GROUP NOTE 3.950% 008252AL2 12,404 9,625,000 SH   SOLE 0 9,625,000 0 0
AFFYMETRIX INC COM 00826T108 115 26,000 SH   SOLE 0 26,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,195 144,879 SH   DFND 1 144,879 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,018 210,899 SH   SOLE 0 210,899 0 0
AIR METHODS CORP COM PAR $.06 009128307 437 12,900 SH   SOLE 0 12,900 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 650 7,100 SH   SOLE 0 7,100 0 0
AIRGAS INC COM 009363102 7,895 82,700 SH   SOLE 0 82,700 0 0
AIRGAS INC COM 009363102 5,670 59,400 SH   DFND 1 59,400 0 0
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 6,193 4,400,000 SH   SOLE 0 4,400,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 264 6,200 SH   SOLE 0 6,200 0 0
AKORN INC COM 009728106 3,529 261,000 SH   DFND 1 261,000 0 0
AKORN INC COM 009728106 5,288 391,100 SH   SOLE 0 391,100 0 0
ALASKA AIR GROUP INC COM 011659109 264 5,080 SH   SOLE 0 5,080 0 0
ALBANY INTL CORP CL A 012348108 350 10,600 SH   SOLE 0 10,600 0 0
ALBEMARLE CORP COM 012653101 5,483 88,020 SH   SOLE 0 88,020 0 0
ALBEMARLE CORP COM 012653101 3,700 59,400 SH   DFND 1 59,400 0 0
ALCOA INC COM 013817101 288 36,828 SH   SOLE 0 36,828 0 0
ALCOA INC NOTE 5.250% 013817AT8 18,043 14,200,000 SH   SOLE 0 14,200,000 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 2,327 35,412 SH   SOLE 0 35,412 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 627 6,800 SH   SOLE 0 6,800 0 0
ALIGN TECHNOLOGY INC COM 016255101 7,921 213,850 SH   DFND 1 213,850 0 0
ALIGN TECHNOLOGY INC COM 016255101 12,301 332,090 SH   SOLE 0 332,090 0 0
ALLEGHANY CORP. COM 017175100 460 1,200 SH   SOLE 0 1,200 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 01741RAD4 14,899 14,500,000 SH   SOLE 0 14,500,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 594 5,600 SH   SOLE 0 5,600 0 0
ALLERGAN INC COM 018490102 868 10,300 SH   SOLE 0 10,300 0 0
ALLETE INC COM NEW 018522300 655 13,133 SH   SOLE 0 13,133 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 37,690 208,200 SH   DFND 1 208,200 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 33,889 187,200 SH   SOLE 0 187,200 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 114 30,100 SH   SOLE 0 30,100 0 0
ALLIANT ENERGY CORP COM 018802108 408 8,100 SH   SOLE 0 8,100 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 018804AK0 3,448 3,000,000 SH   SOLE 0 3,000,000 0 0
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 2,721 161,500 SH   DFND 1 161,500 0 0
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 1,800 106,800 SH   SOLE 0 106,800 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 13,500 1,043,300 SH   DFND 1 1,043,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 12,048 931,100 SH   SOLE 0 931,100 0 0
ALLSTATE CORP COM 020002101 8,780 182,460 SH   DFND 1 182,460 0 0
ALLSTATE CORP COM 020002101 16,660 346,228 SH   SOLE 0 346,228 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 12,230 2,334,000 SH   DFND 1 2,334,000 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 13,440 2,564,814 SH   SOLE 0 2,564,814 0 0
ALTERA CORP COM 021441100 366 11,100 SH   SOLE 0 11,100 0 0
ALTRIA GROUP INC COM 02209S103 3,635 103,900 SH   DFND 1 103,900 0 0
ALTRIA GROUP INC COM 02209S103 13,594 388,500 SH   SOLE 0 388,500 0 0
AMAZON.COM INC COM 023135106 39,679 142,891 SH   DFND 1 142,891 0 0
AMAZON.COM INC COM 023135106 80,530 290,000 SH   SOLE 0 290,000 0 0
AMCOL INTERNATIONAL CORP COM 02341W103 295 9,300 SH   SOLE 0 9,300 0 0
AMEDISYS INC COM 023436108 133 11,433 SH   SOLE 0 11,433 0 0
AMEREN CORP COM 023608102 293 8,500 SH   SOLE 0 8,500 0 0
AMERICAN ASSETS TRUST INC COM 024013104 3,172 102,800 SH   DFND 1 102,800 0 0
AMERICAN ASSETS TRUST INC COM 024013104 4,521 146,492 SH   SOLE 0 146,492 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 1,877 46,162 SH   SOLE 0 46,162 0 0
AMERICAN CAPITAL LTD COM 02503Y103 376 29,700 SH   DFND 1 29,700 0 0
AMERICAN CAPITAL LTD COM 02503Y103 1,162 91,700 SH   SOLE 0 91,700 0 0
AMERICAN CAPITAL MORTGAGE INVE COM 02504A104 381 21,200 SH   SOLE 0 21,200 0 0
AMERICAN CAPITAL MORTGAGE INVE COM 02504A104 417 23,200 SH   DFND 1 23,200 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 2,835 63,300 SH   DFND 1 63,300 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 3,345 74,700 SH   SOLE 0 74,700 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 233 12,780 SH   SOLE 0 12,780 0 0
AMERICAN EXPRESS CO COM 025816109 2,467 33,000 SH   SOLE 0 33,000 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 266 5,435 SH   SOLE 0 5,435 0 0
AMERICAN GREETINGS CORP CL A 026375105 211 11,600 SH   SOLE 0 11,600 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 2,270 50,787 SH   SOLE 0 50,787 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 242 6,500 SH   SOLE 0 6,500 0 0
AMERICAN REALTY CAPITAL PROPER COM 02917T104 270 17,700 SH   SOLE 0 17,700 0 0
AMERICAN STATES WATER CO COM 029899101 472 8,800 SH   DFND 1 8,800 0 0
AMERICAN STATES WATER CO COM 029899101 813 15,150 SH   SOLE 0 15,150 0 0
AMERICAN TOWER CORP COM 03027X100 212 2,900 SH   DFND 1 2,900 0 0
AMERICAN TOWER CORP COM 03027X100 6,329 86,500 SH   SOLE 0 86,500 0 0
AMERICAN VANGUARD CORP COM 030371108 209 8,900 SH   SOLE 0 8,900 0 0
AMERISAFE INC COM 03071H100 217 6,700 SH   SOLE 0 6,700 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,228 75,727 SH   DFND 1 75,727 0 0
AMERISOURCEBERGEN CORP COM 03073E105 7,202 129,001 SH   SOLE 0 129,001 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 8,107 100,240 SH   SOLE 0 100,240 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 5,500 68,000 SH   DFND 1 68,000 0 0
AMETEK INC COM 031100100 7,626 180,277 SH   DFND 1 180,277 0 0
AMETEK INC COM 031100100 11,342 268,144 SH   SOLE 0 268,144 0 0
AMGEN INC COM 031162100 3,986 40,400 SH   DFND 1 40,400 0 0
AMGEN INC COM 031162100 13,713 138,992 SH   SOLE 0 138,992 0 0
AMPHENOL CORP CL A 032095101 429 5,500 SH   SOLE 0 5,500 0 0
AMSURG CORP COM 03232P405 412 11,750 SH   SOLE 0 11,750 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 621 17,400 SH   DFND 1 17,400 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 568 15,900 SH   SOLE 0 15,900 0 0
ANADARKO PETROLEUM CORP COM 032511107 1,479 17,208 SH   SOLE 0 17,208 0 0
ANALOG DEVICES INC COM 032654105 478 10,600 SH   SOLE 0 10,600 0 0
ANALOGIC CORP COM PAR $0.05 032657207 328 4,500 SH   SOLE 0 4,500 0 0
ANDERSONS INC/THE COM 034164103 373 7,021 SH   DFND 1 7,021 0 0
ANDERSONS INC/THE COM 034164103 1,467 27,576 SH   SOLE 0 27,576 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 1,086 12,029 SH   DFND 1 12,029 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 880 9,747 SH   SOLE 0 9,747 0 0
ANIXTER INTERNATIONAL INC COM 035290105 751 9,900 SH   SOLE 0 9,900 0 0
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 4,040 321,400 SH   DFND 1 321,400 0 0
ANNALY MORTGAGE MANAGEMENT INC COM 035710409 8,426 670,300 SH   SOLE 0 670,300 0 0
ANNIE'S INC COM 03600T104 9,245 216,311 SH   SOLE 0 216,311 0 0
ANNIE'S INC COM 03600T104 6,218 145,489 SH   DFND 1 145,489 0 0
ANSYS, INC. COM 03662Q105 59,975 136,455 SH   SOLE 0 136,455 0 0
ANSYS, INC. COM 03662Q105 56,886 94,200 SH   DFND 1 94,200 0 0
APACHE CORP COM 037411105 1,131 13,488 SH   SOLE 0 13,488 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,655 88,371 SH   SOLE 0 88,371 0 0
APOGEE ENTERPRISES, INC. COM 037598109 9,252 10,500 SH   SOLE 0 10,500 0 0
APOLLO GROUP INC CL A 037604105 1,331 75,100 SH   DFND 1 75,100 0 0
APOLLO GROUP INC CL A 037604105 1,354 76,400 SH   SOLE 0 76,400 0 0
APOLLO INVESTMENT CORP COM 03761U106 126 16,280 SH   SOLE 0 16,280 0 0
APOLLO INVESTMENT CORP NOTE 5.750% 03761UAE6 4,034 3,840,000 SH   SOLE 0 3,840,000 0 0
APPLE INC COM 037833100 184,877 466,238 SH   SOLE 0 466,238 0 0
APPLE INC COM 037833100 105,515 266,097 SH   DFND 1 266,097 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 747 15,450 SH   SOLE 0 15,450 0 0
APPLIED MATERIALS INC COM 038222105 18,674 1,251,620 SH   DFND 1 1,251,620 0 0
APPLIED MATERIALS INC COM 038222105 17,095 1,145,786 SH   SOLE 0 1,145,786 0 0
APTARGROUP INC COM 038336103 265 4,800 SH   SOLE 0 4,800 0 0
APPROACH RESOURCES INC COM 03834A103 300 12,200 SH   SOLE 0 12,200 0 0
AQUA AMERICA INC COM 03836W103 321 10,266 SH   SOLE 0 10,266 0 0
ARBITRON INC COM 03875Q108 451 9,700 SH   SOLE 0 9,700 0 0
ARCH COAL INC COM 039380100 58 15,400 SH   SOLE 0 15,400 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 3,042 89,700 SH   DFND 1 89,700 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 8,261 243,612 SH   SOLE 0 243,612 0 0
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 039483AW2 12,617 12,500,000 SH   SOLE 0 12,500,000 0 0
ARCTIC CAT INC COM 039670104 216 4,800 SH   SOLE 0 4,800 0 0
ARES CAPITAL CORP COM 04010L103 3,158 183,600 SH   DFND 1 183,600 0 0
ARES CAPITAL CORP COM 04010L103 1,985 115,400 SH   SOLE 0 115,400 0 0
ARES CAPITAL CORP NOTE 5.750% 04010LAB9 12,059 11,000,000 SH   SOLE 0 11,000,000 0 0
ARES CAPITAL CORP NOTE 5.125% 04010LAD5 4,834 4,550,000 SH   SOLE 0 4,550,000 0 0
ARES CAPITAL CORP NOTE 4.875% 04010LAG8 1,615 1,500,000 SH   SOLE 0 1,500,000 0 0
ARKANSAS BEST CORP COM 040790107 202 8,800 SH   SOLE 0 8,800 0 0
ARQULE INC COM 04269E107 50 21,500 SH   SOLE 0 21,500 0 0
ARRIS GROUP INC COM 04270V106 602 41,923 SH   SOLE 0 41,923 0 0
ARROW ELECTRONICS INC COM 042735100 306 7,670 SH   SOLE 0 7,670 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 257 22,478 SH   SOLE 0 22,478 0 0
ASHLAND INC COM 044209104 401 4,800 SH   DFND 1 4,800 0 0
ASHLAND INC COM 044209104 843 10,100 SH   SOLE 0 10,100 0 0
ASSOCIATED BANC-CORP COM 045487105 190 12,193 SH   SOLE 0 12,193 0 0
ASSOCIATED ESTATES REALTY CORP COM 045604105 771 47,959 SH   SOLE 0 47,959 0 0
ASTEC INDUSTRIES INC COM 046224101 264 7,700 SH   SOLE 0 7,700 0 0
ASTEX PHARMACEUTICALS COM 04624B103 1,048 255,100 SH   SOLE 0 255,100 0 0
ASTEX PHARMACEUTICALS COM 04624B103 340 82,800 SH   DFND 1 82,800 0 0
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 416 9,500 SH   SOLE 0 9,500 0 0
ATMEL CORP COM 049513104 16,044 2,185,874 SH   SOLE 0 2,185,874 0 0
ATMEL CORP COM 049513104 10,080 1,373,268 SH   DFND 1 1,373,268 0 0
ATMOS ENERGY CORP COM 049560105 271 6,600 SH   SOLE 0 6,600 0 0
ATWOOD OCEANICS INC COM 050095108 219 4,200 SH   SOLE 0 4,200 0 0
AUTODESK INC COM 052769106 16,501 486,186 SH   DFND 1 486,186 0 0
AUTODESK INC COM 052769106 17,205 506,936 SH   SOLE 0 506,936 0 0
AUTOMATIC DATA PROCESSNG COM 053015103 1,157 16,800 SH   SOLE 0 16,800 0 0
AUTOZONE INC COM 053332102 80,194 189,275 SH   SOLE 0 189,275 0 0
AUTOZONE INC COM 053332102 74,305 175,375 SH   DFND 1 175,375 0 0
AVALONBAY COMMUNITIES INC COM 053484101 7,292 54,051 SH   SOLE 0 54,051 0 0
AVID TECHNOLOGY INC. COM 05367P100 65 11,113 SH   SOLE 0 11,113 0 0
AVISTA CORP COM 05379B107 592 21,900 SH   SOLE 0 21,900 0 0
AVNET INC COM 053807103 337 10,020 SH   SOLE 0 10,020 0 0
AVON PRODUCTS INC COM 054303102 414 19,700 SH   DFND 1 19,700 0 0
AVON PRODUCTS INC COM 054303102 1,598 76,000 SH   SOLE 0 76,000 0 0
AXIALL CORP COM 05463D100 1,490 35,000 SH   DFND 1 35,000 0 0
AXIALL CORP COM 05463D100 4,577 107,500 SH   SOLE 0 107,500 0 0
BB&T CORPORATION COM 054937107 817 24,100 SH   SOLE 0 24,100 0 0
B&G FOODS INC COM 05508R106 657 19,300 SH   SOLE 0 19,300 0 0
BGC PARTNERS INC CL A 05541T101 377 64,079 SH   DFND 1 64,079 0 0
BGC PARTNERS INC CL A 05541T101 1,169 198,521 SH   SOLE 0 198,521 0 0
BGC PARTNERS INC NOTE 4.500% 05541TAD3 4,330 4,250,000 SH   SOLE 0 4,250,000 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 344 6,700 SH   SOLE 0 6,700 0 0
BP PLC SPONSORED ADR 055622104 65,788 1,576,128 SH   DFND 1 1,576,128 0 0
BP PLC SPONSORED ADR 055622104 68,589 1,643,247 SH   SOLE 0 1,643,247 0 0
BRE PROPERTIES INC CL A 05564E106 1,761 35,207 SH   SOLE 0 35,207 0 0
BMC SOFTWARE INC COM 055921100 208 4,600 SH   SOLE 0 4,600 0 0
BADGER METER INC COM 056525108 236 5,300 SH   SOLE 0 5,300 0 0
BAKER HUGHES INC COM 057224107 708 15,344 SH   SOLE 0 15,344 0 0
BALCHEM CORP COM 057665200 483 10,800 SH   SOLE 0 10,800 0 0
BALL CORP COM 058498106 216 5,200 SH   SOLE 0 5,200 0 0
BANCO BILBAO VIZCAYA SPONSORED ADR 05946K101 120 14,231 SH   SOLE 0 14,231 0 0
BANCO SANTANDER SA ADR 05964H105 86 13,279 SH   DFND 1 13,279 0 0
BANCO SANTANDER SA ADR 05964H105 147 22,750 SH   SOLE 0 22,750 0 0
BANK OF AMERICA CORP COM 060505104 39,275 3,054,057 SH   DFND 1 3,054,057 0 0
BANK OF AMERICA CORP COM 060505104 61,925 4,815,356 SH   SOLE 0 4,815,356 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 14,916 13,390 SH   SOLE 0 13,390 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 1,337 1,200 SH   DFND 1 1,200 0 0
BANK MUTUAL CORP COM 063750103 89 15,800 SH   SOLE 0 15,800 0 0
BANK OF THE OZARKS COM 063904106 477 11,000 SH   SOLE 0 11,000 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1,121 39,953 SH   SOLE 0 39,953 0 0
BANNER CORP COM NEW 06652V208 737 21,800 SH   DFND 1 21,800 0 0
BANNER CORP COM NEW 06652V208 2,490 73,700 SH   SOLE 0 73,700 0 0
BARD (C.R.) INC COM 067383109 12,553 115,500 SH   DFND 1 115,500 0 0
BARD (C.R.) INC COM 067383109 11,314 104,100 SH   SOLE 0 104,100 0 0
BARNES GROUP INC COM 067806109 516 17,200 SH   SOLE 0 17,200 0 0
BAXTER INTERNATIONAL INC COM 071813109 26,898 388,310 SH   DFND 1 388,310 0 0
BAXTER INTERNATIONAL INC COM 071813109 32,409 467,865 SH   SOLE 0 467,865 0 0
BBCN BANCORP INC COM 073295107 411 28,900 SH   SOLE 0 28,900 0 0
BE AEROSPACE INC COM 073302101 5,508 87,310 SH   DFND 1 87,310 0 0
BE AEROSPACE INC COM 073302101 7,761 123,037 SH   SOLE 0 123,037 0 0
BEAM INC COM 073730103 776 12,300 SH   DFND 1 12,300 0 0
BEAM INC COM 073730103 1,123 17,800 SH   SOLE 0 17,800 0 0
BECTON DICKINSON AND CO COM 075887109 662 6,700 SH   SOLE 0 6,700 0 0
BED BATH & BEYOND INC COM 075896100 539 7,600 SH   SOLE 0 7,600 0 0
BELDEN INC COM 077454106 805 16,125 SH   SOLE 0 16,125 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 403 20,050 SH   SOLE 0 20,050 0 0
WR BERKLEY CORP COM 084423102 13,641 333,850 SH   DFND 1 333,850 0 0
WR BERKLEY CORP COM 084423102 12,331 301,775 SH   SOLE 0 301,775 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 7,031 62,819 SH   SOLE 0 62,819 0 0
BEST BUY CO INC COM 086516101 254 9,300 SH   SOLE 0 9,300 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 306 5,300 SH   SOLE 0 5,300 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 368 12,800 SH   DFND 1 12,800 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,374 47,800 SH   SOLE 0 47,800 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,446 97,700 SH   DFND 1 97,700 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,282 130,643 SH   SOLE 0 130,643 0 0
BIOGEN IDEC INC COM 09062X103 1,571 7,300 SH   DFND 1 7,300 0 0
BIOGEN IDEC INC COM 09062X103 6,549 30,430 SH   SOLE 0 30,430 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,702 84,112 SH   SOLE 0 84,112 0 0
BJ'S RESTAURANTS INC COM 09180C106 338 9,100 SH   SOLE 0 9,100 0 0
BLACKBAUD INC COM 09227Q100 544 16,700 SH   SOLE 0 16,700 0 0
BLACKROCK INC COM 09247X101 1,104 4,300 SH   SOLE 0 4,300 0 0
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 4,819 633,180 SH   DFND 1 633,180 0 0
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 3,215 422,520 SH   SOLE 0 422,520 0 0
H&R BLOCK INC COM 093671105 264 9,500 SH   SOLE 0 9,500 0 0
BLUCORA INC COM 095229100 276 14,900 SH   SOLE 0 14,900 0 0
BOEING CO COM 097023105 2,406 23,488 SH   SOLE 0 23,488 0 0
BORGWARNER INC COM 099724106 345 4,000 SH   SOLE 0 4,000 0 0
BOSTON BEER CO INC CL A 100557107 529 3,100 SH   SOLE 0 3,100 0 0
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BRADY CORP CL A 104674106 522 17,000 SH   SOLE 0 17,000 0 0
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BRIGGS & STRATTON CORP COM 109043109 1,312 66,260 SH   SOLE 0 66,260 0 0
BRINKER INTERNATIONAL INC COM 109641100 203 5,155 SH   SOLE 0 5,155 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,828 40,900 SH   DFND 1 40,900 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 4,197 93,903 SH   SOLE 0 93,903 0 0
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BRISTOW GROUP INC NOTE 3.000% 110394AC7 1,916 1,649,000 SH   SOLE 0 1,649,000 0 0
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 37,125 360,645 SH   SOLE 0 360,645 0 0
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 25,383 246,576 SH   DFND 1 246,576 0 0
BROADCOM CORP CL A 111320107 610 18,050 SH   SOLE 0 18,050 0 0
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BROOKS AUTOMATION INC COM 114340102 237 24,307 SH   SOLE 0 24,307 0 0
BROWN & BROWN INC COM 115236101 277 8,600 SH   SOLE 0 8,600 0 0
BROWN-FORMAN CORP CL B 115637209 360 5,324 SH   SOLE 0 5,324 0 0
BROWN SHOE COMPANY INC COM 115736100 965 44,800 SH   DFND 1 44,800 0 0
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BUCKEYE TECHNOLOGIES INC COM 118255108 7,389 199,500 SH   SOLE 0 199,500 0 0
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BUCKLE INC COM 118440106 523 10,050 SH   SOLE 0 10,050 0 0
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CBS CORP CL B 124857202 38,539 788,601 SH   SOLE 0 788,601 0 0
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CF INDUSTRIES HOLDINGS INC COM 125269100 2,641 15,400 SH   DFND 1 15,400 0 0
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CH ROBINSON WORLDWIDE INC COM NEW 12541W209 321 5,700 SH   SOLE 0 5,700 0 0
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CIGNA CORP COM 125509109 5,366 74,029 SH   SOLE 0 74,029 0 0
CLECO CORP COM 12561W105 204 4,400 SH   SOLE 0 4,400 0 0
CME GROUP INC COM 12572Q105 797 10,500 SH   SOLE 0 10,500 0 0
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CMS ENERGY CORP COM 125896100 15,145 557,400 SH   SOLE 0 557,400 0 0
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CNA FINANCIAL CORP COM 126117100 341 10,453 SH   DFND 1 10,453 0 0
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CSX CORP COM 126408103 20,036 864,000 SH   DFND 1 864,000 0 0
CSX CORP COM 126408103 28,185 1,215,400 SH   SOLE 0 1,215,400 0 0
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CTS CORP COM 126501105 168 12,300 SH   SOLE 0 12,300 0 0
CVB FINANCIAL CORP COM 126600105 380 32,300 SH   SOLE 0 32,300 0 0
CVR ENERGY INC COM 12662P108 370 7,800 SH   DFND 1 7,800 0 0
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CA INC COM 12673P105 329 11,487 SH   SOLE 0 11,487 0 0
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CABOT OIL & GAS CORP COM 127097103 518 7,300 SH   SOLE 0 7,300 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 281 8,500 SH   SOLE 0 8,500 0 0
CACI INTERNATIONAL INC CL A 127190304 533 8,400 SH   SOLE 0 8,400 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 297 20,480 SH   SOLE 0 20,480 0 0
CAL-MAINE FOODS INC COM NEW 128030202 237 5,100 SH   SOLE 0 5,100 0 0
CALAMP CORP COM 128126109 172 11,800 SH   SOLE 0 11,800 0 0
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CALPINE CORP COM NEW 131347304 8,536 402,063 SH   SOLE 0 402,063 0 0
CALPINE CORP COM NEW 131347304 3,295 155,226 SH   DFND 1 155,226 0 0
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CAMERON INTERNATIONAL CORP COM 13342B105 4,728 77,300 SH   DFND 1 77,300 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 7,056 115,377 SH   SOLE 0 115,377 0 0
CAMPBELL SOUP COMPANY COM 134429109 2,069 46,200 SH   DFND 1 46,200 0 0
CAMPBELL SOUP COMPANY COM 134429109 6,647 148,400 SH   SOLE 0 148,400 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 365 31,626 SH   SOLE 0 31,626 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 204 2,100 SH   SOLE 0 2,100 0 0
CANTEL MEDICAL CORP COM 138098108 266 7,850 SH   SOLE 0 7,850 0 0
CAPITAL LEASE FUNDING INC COM 140288101 88 10,400 SH   SOLE 0 10,400 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,259 20,038 SH   SOLE 0 20,038 0 0
CAPITALSOURCE INC COM 14055X102 2,567 273,700 SH   DFND 1 273,700 0 0
CAPITALSOURCE INC COM 14055X102 4,337 462,400 SH   SOLE 0 462,400 0 0
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CAREFUSION CORP COM 14170T101 286 7,774 SH   SOLE 0 7,774 0 0
CARLISLE COS INC COM 142339100 289 4,640 SH   SOLE 0 4,640 0 0
CARMAX INC COM 143130102 365 7,900 SH   SOLE 0 7,900 0 0
CARNIVAL CORPORATION PAIRED CTF 143658300 521 15,200 SH   SOLE 0 15,200 0 0
CARRIZO OIL & GAS INC COM 144577103 380 13,400 SH   SOLE 0 13,400 0 0
CARTER'S INC COM 146229109 274 3,700 SH   SOLE 0 3,700 0 0
CASEY'S GENERAL STORES INC COM 147528103 842 14,000 SH   SOLE 0 14,000 0 0
CASH AMERICA INTL INC COM 14754D100 477 10,500 SH   SOLE 0 10,500 0 0
CATAMARAN CORP COM 148887102 2,582 52,952 SH   DFND 1 52,952 0 0
CATAMARAN CORP COM 148887102 3,587 73,562 SH   SOLE 0 73,562 0 0
CATERPILLAR INC COM 149123101 1,864 22,600 SH   SOLE 0 22,600 0 0
CATO CORP CL A 149205106 247 9,900 SH   SOLE 0 9,900 0 0
CBEYOND INC COM 149847105 87 11,100 SH   SOLE 0 11,100 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 205 39,500 SH   SOLE 0 39,500 0 0
CELANESE CORP COM SER A 150870103 21,991 490,880 SH   DFND 1 490,880 0 0
CELANESE CORP COM SER A 150870103 22,676 506,158 SH   SOLE 0 506,158 0 0
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CELGENE CORP COM 151020104 3,346 28,600 SH   DFND 1 28,600 0 0
CENTENE CORP COM 15135B101 1,044 19,900 SH   SOLE 0 19,900 0 0
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CENTERPOINT ENERGY INC COM 15189T107 998 42,497 SH   SOLE 0 42,497 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 105 15,200 SH   SOLE 0 15,200 0 0
CENTURY ALUMINUM COMPANY COM 156431108 174 18,800 SH   SOLE 0 18,800 0 0
CENTURYLINK INC COM 156700106 743 21,019 SH   SOLE 0 21,019 0 0
CERNER CORP COM 156782104 490 5,100 SH   SOLE 0 5,100 0 0
CHARTER COMMUNICATIONS ENT LP CL A NEW 16117M305 30,269 244,400 SH   DFND 1 244,400 0 0
CHARTER COMMUNICATIONS ENT LP CL A NEW 16117M305 26,752 216,000 SH   SOLE 0 216,000 0 0
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CHEESECAKE FACTORY (THE) COM 163072101 17,329 413,690 SH   DFND 1 413,690 0 0
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CHESAPEAKE ENERGY CORP NOTE 2.750% 165167BW6 998 1,000,000 SH   SOLE 0 1,000,000 0 0
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CHEVRON CORP COM 166764100 24,048 203,209 SH   DFND 1 203,209 0 0
CHEVRON CORP COM 166764100 49,965 422,212 SH   SOLE 0 422,212 0 0
CHEVRON CORP NEW COM 166764100 237 2,004 SH   DFND 2 2,004 0 0
CHEVRON CORP NEW COM 166764100 24 200 SH   DFND 2 200 0 0
CHICO'S FAS INC COM 168615102 1,346 78,900 SH   DFND 1 78,900 0 0
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CHIMERA INVESTMENT CORP COM 16934Q109 1,802 600,500 SH   DFND 1 600,500 0 0
CHIMERA INVESTMENT CORP COM 16934Q109 1,652 550,700 SH   SOLE 0 550,700 0 0
CHINA MOBILE LTD SPONSORED ADR 16941M109 399 7,700 SH   SOLE 0 7,700 0 0
CHINA MOBILE LTD SPONSORED ADR 16941M109 233 4,500 SH   DFND 1 4,500 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 401 1,100 SH   SOLE 0 1,100 0 0
CHRISTOPHER & BANKS CORP COM 171046105 90 13,325 SH   SOLE 0 13,325 0 0
CHUBB CORP COM 171232101 770 9,100 SH   SOLE 0 9,100 0 0
CHURCH & DWIGHT CO INC COM 171340102 618 10,020 SH   SOLE 0 10,020 0 0
CIBER INC COM 17163B102 83 24,800 SH   SOLE 0 24,800 0 0
CIENA CORP COM NEW 171779309 2,973 153,000 SH   DFND 1 153,000 0 0
CIENA CORP COM NEW 171779309 4,223 217,352 SH   SOLE 0 217,352 0 0
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CIRCOR INTERNATIONAL INC COM 17273K109 326 6,400 SH   SOLE 0 6,400 0 0
CIRRUS LOGIC INC. COM 172755100 403 23,200 SH   SOLE 0 23,200 0 0
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CITIGROUP INC COM NEW 172967424 99,593 2,076,160 SH   DFND 1 2,076,160 0 0
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CITY HOLDING CO COM 177835105 222 5,700 SH   SOLE 0 5,700 0 0
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CLIFFS NATRUAL RESOURCES COM 18683K101 671 41,300 SH   DFND 1 41,300 0 0
CLOROX CO COM 189054109 7,835 94,238 SH   SOLE 0 94,238 0 0
CLOROX CO COM 189054109 3,442 41,400 SH   DFND 1 41,400 0 0
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COACH INC COM 189754104 554 9,700 SH   SOLE 0 9,700 0 0
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COBALT INTERNATIONAL ENERGY IN COM 19075F106 4,057 152,700 SH   SOLE 0 152,700 0 0
COCA-COLA CO COM 191216100 7,220 180,000 SH   SOLE 0 180,000 0 0
COCA-COLA CO COM 191216100 2,098 52,300 SH   DFND 1 52,300 0 0
COCA COLA CO COM 191216100 568 14,156 SH   DFND 2 14,156 0 0
COCA COLA CO COM 191216100 30 750 SH   DFND 2 750 0 0
COCA-COLA ENTERPRISES COM 19122T109 313 8,900 SH   SOLE 0 8,900 0 0
COGNEX CORP COM 192422103 665 14,700 SH   SOLE 0 14,700 0 0
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COHERENT INC COM 192479103 490 8,900 SH   SOLE 0 8,900 0 0
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COLGATE-PALMOLIVE CO COM 194162103 11,956 208,700 SH   SOLE 0 208,700 0 0
COLGATE-PALMOLIVE CO COM 194162103 3,684 64,300 SH   DFND 1 64,300 0 0
COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 5,724 237,297 SH   SOLE 0 237,297 0 0
COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 3,055 126,670 SH   DFND 1 126,670 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 445 18,700 SH   SOLE 0 18,700 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 4,204 13,700 SH   SOLE 0 13,700 0 0
COMCAST CORP CL A 20030N101 62,966 1,508,168 SH   DFND 1 1,508,168 0 0
COMCAST CORP CL A 20030N101 107,782 2,581,611 SH   SOLE 0 2,581,611 0 0
COMERICA INC COM 200340107 2,798 70,250 SH   SOLE 0 70,250 0 0
COMERICA INC COM 200340107 828 20,800 SH   DFND 1 20,800 0 0
COMMERCE BANCSHARES INC. COM 200525103 245 5,637 SH   SOLE 0 5,637 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 529 22,900 SH   SOLE 0 22,900 0 0
COMMONWEALTH REIT 6.50% PFD CUM CO 203233408 4,218 183,000 SH   SOLE 0 183,000 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 450 14,600 SH   SOLE 0 14,600 0 0
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COMMVAULT SYSTEMS INC COM 204166102 235 3,100 SH   SOLE 0 3,100 0 0
COMPANHIA DE BEBIDAS SPON ADR PFD 20441W203 224 6,000 SH   SOLE 0 6,000 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 203 2,400 SH   SOLE 0 2,400 0 0
COMPUTER SCIENCES CORP COM 205363104 3,891 88,900 SH   DFND 1 88,900 0 0
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COMPUWARE CORP COM 205638109 160 15,500 SH   SOLE 0 15,500 0 0
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CONCUR TECHNOLOGIES, INC. COM 206708109 9,269 3,300 SH   SOLE 0 3,300 0 0
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CONN'S INC COM 208242107 823 15,900 SH   DFND 1 15,900 0 0
CONN'S INC COM 208242107 2,495 48,200 SH   SOLE 0 48,200 0 0
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CONOCOPHILLIPS COM 20825C104 5,429 89,731 SH   SOLE 0 89,731 0 0
CONSOL ENERGY INC COM 20854P109 4,369 161,200 SH   DFND 1 161,200 0 0
CONSOL ENERGY INC COM 20854P109 19,875 733,400 SH   SOLE 0 733,400 0 0
CONSOLIDATED EDISON INC COM 209115104 1,405 24,100 SH   DFND 1 24,100 0 0
CONSOLIDATED EDISON INC COM 209115104 1,878 32,200 SH   SOLE 0 32,200 0 0
CONSTELLATION BRANDS INC CL A 21036P108 276 5,300 SH   SOLE 0 5,300 0 0
CONVERGYS CORP SDCV 5.750% 212485AE6 2,113 1,250,000 SH   SOLE 0 1,250,000 0 0
COOPER COMPANIES INC COM NEW 216648402 417 3,500 SH   SOLE 0 3,500 0 0
COPART, INC. COM 217204106 6,237 7,700 SH   SOLE 0 7,700 0 0
CORESITE REALTY CORP COM 21870Q105 510 16,046 SH   SOLE 0 16,046 0 0
CORELOGIC INC COM 21871D103 13,979 603,302 SH   DFND 1 603,302 0 0
CORELOGIC INC COM 21871D103 15,700 677,598 SH   SOLE 0 677,598 0 0
CORINTHIAN COLLEGES INC COM 218868107 64 28,700 SH   SOLE 0 28,700 0 0
CORNING INC COM 219350105 723 50,800 SH   SOLE 0 50,800 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 914 35,857 SH   SOLE 0 35,857 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 1,020 30,114 SH   SOLE 0 30,114 0 0
COSTCO WHOLESALE CORP COM 22160K105 1,659 15,000 SH   SOLE 0 15,000 0 0
COUSINS PROPERTIES INC COM 222795106 515 50,970 SH   SOLE 0 50,970 0 0
COVANCE INC COM 222816100 305 4,010 SH   SOLE 0 4,010 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 824 8,700 SH   SOLE 0 8,700 0 0
CRANE CO. COM 224399105 210 3,500 SH   SOLE 0 3,500 0 0
CRAY INC COM NEW 225223304 428 21,800 SH   DFND 1 21,800 0 0
CRAY INC COM NEW 225223304 1,306 66,500 SH   SOLE 0 66,500 0 0
CREE INC COM 225447101 543 8,500 SH   SOLE 0 8,500 0 0
CROCS INC COM 227046109 533 32,300 SH   SOLE 0 32,300 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 58 11,300 SH   SOLE 0 11,300 0 0
CROWN CASTLE INTL CORP COM 228227104 731 10,100 SH   SOLE 0 10,100 0 0
CROWN HOLDINGS INC COM 228368106 358 8,700 SH   SOLE 0 8,700 0 0
CROWN HOLDINGS INC COM 228368106 362 8,800 SH   DFND 1 8,800 0 0
CUBESMART COM 229663109 1,093 68,422 SH   SOLE 0 68,422 0 0
CUBIC CORP COM 229669106 351 7,300 SH   SOLE 0 7,300 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 1,149 23,800 SH   SOLE 0 23,800 0 0
CULLEN/FROST BANKERS, INC. COM 229899109 9,294 4,400 SH   SOLE 0 4,400 0 0
CUMMINS INC COM 231021106 662 6,100 SH   SOLE 0 6,100 0 0
CURTISS-WRIGHT CORP COM 231561101 637 17,200 SH   SOLE 0 17,200 0 0
CYBERONICS COM 23251P102 452 8,700 SH   SOLE 0 8,700 0 0
CYTEC INDUSTRIES INC COM 232820100 224 3,060 SH   SOLE 0 3,060 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 3,526 493,100 SH   DFND 1 493,100 0 0
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DDR CORP COM 23317H102 2,680 160,976 SH   SOLE 0 160,976 0 0
DR HORTON INC COM 23331A109 206 9,700 SH   SOLE 0 9,700 0 0
DR HORTON INC NOTE 2.000% 23331ABB4 9,943 5,983,000 SH   SOLE 0 5,983,000 0 0
DST SYSTEMS INC COM 233326107 616 9,423 SH   DFND 1 9,423 0 0
DST SYSTEMS INC COM 233326107 2,037 31,187 SH   SOLE 0 31,187 0 0
DTE ENERGY CO COM 233331107 409 6,100 SH   SOLE 0 6,100 0 0
DAKTRONICS INC COM 234264109 140 13,600 SH   SOLE 0 13,600 0 0
DANA HOLDING CORP COM 235825205 414 21,500 SH   DFND 1 21,500 0 0
DANA HOLDING CORP COM 235825205 1,281 66,500 SH   SOLE 0 66,500 0 0
DANAHER CORP COM 235851102 1,260 19,900 SH   SOLE 0 19,900 0 0
DANAHER CORP NOTE 1/2 235851AF9 9,022 4,900,000 SH   SOLE 0 4,900,000 0 0
DARDEN RESTAURANTS INC COM 237194105 1,721 34,100 SH   DFND 1 34,100 0 0
DARDEN RESTAURANTS INC COM 237194105 2,592 51,353 SH   SOLE 0 51,353 0 0
DARLING INTERNATIONAL INC COM 237266101 806 43,200 SH   SOLE 0 43,200 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 362 3,000 SH   SOLE 0 3,000 0 0
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DEAN FOODS CO COM 242370104 136 13,600 SH   SOLE 0 13,600 0 0
DEERE & CO COM 244199105 1,089 13,400 SH   SOLE 0 13,400 0 0
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RR DONNELLEY & SONS CO COM 257867101 184 13,100 SH   SOLE 0 13,100 0 0
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DU PONT (EI) DE NEMOURS & CO COM 263534109 1,671 31,830 SH   SOLE 0 31,830 0 0
DUKE REALTY LP COM NEW 264411505 2,177 139,620 SH   SOLE 0 139,620 0 0
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ENSIGN GROUP INC/THE COM 29358P101 225 6,400 SH   SOLE 0 6,400 0 0
ENTERGY CORP COM 29364G103 439 6,300 SH   SOLE 0 6,300 0 0
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FEI COMPANY COM 30241L109 1,030 14,100 SH   SOLE 0 14,100 0 0
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FNB CORP COM 302520101 641 53,100 SH   SOLE 0 53,100 0 0
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FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 991 35,880 SH   SOLE 0 35,880 0 0
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GT ADVANCED TECHNOLOGIES INC. COM 36191U106 181 43,700 SH   SOLE 0 43,700 0 0
AUTHUR J GALLAGHER & CO COM 363576109 402 9,200 SH   SOLE 0 9,200 0 0
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GRACO INC COM 384109104 5,525 87,400 SH   SOLE 0 87,400 0 0
WW GRAINGER INC COM 384802104 530 2,100 SH   SOLE 0 2,100 0 0
GRAND CANYON EDUCATION INC COM 38526M106 403 12,500 SH   DFND 1 12,500 0 0
GRAND CANYON EDUCATION INC COM 38526M106 1,225 38,000 SH   SOLE 0 38,000 0 0
GREAT PLAINS ENERGY INC COM 391164100 252 11,163 SH   SOLE 0 11,163 0 0
GREATBATCH INC. COM 39153L106 285 8,700 SH   SOLE 0 8,700 0 0
GREEN MOUNTAIN COFFEE ROASTERS COM 393122106 677 9,000 SH   SOLE 0 9,000 0 0
GRIFFON CORP COM 398433102 186 16,530 SH   SOLE 0 16,530 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 515 8,000 SH   SOLE 0 8,000 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 6,547 155,700 SH   SOLE 0 155,700 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 4,655 110,700 SH   DFND 1 110,700 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,187 25,200 SH   SOLE 0 25,200 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 32,339 750,150 SH   SOLE 0 750,150 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 34,615 802,950 SH   DFND 1 802,950 0 0
HCP INC COM 40414L109 7,616 167,604 SH   SOLE 0 167,604 0 0
HFF INC CL A 40418F108 213 12,000 SH   SOLE 0 12,000 0 0
HNI CORP COM 404251100 8,996 249,400 SH   DFND 1 249,400 0 0
HNI CORP COM 404251100 13,650 378,430 SH   SOLE 0 378,430 0 0
HSBC HOLDINGS PLC SPON ADR NEW 404280406 202 3,900 SH   DFND 1 3,900 0 0
HSBC HOLDINGS PLC SPON ADR NEW 404280406 348 6,700 SH   SOLE 0 6,700 0 0
HAEMONETICS CORP. COM 405024100 773 18,700 SH   SOLE 0 18,700 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 4,356 67,000 SH   DFND 1 67,000 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 7,112 109,400 SH   SOLE 0 109,400 0 0
HALLIBURTON CO COM 406216101 1,339 32,100 SH   SOLE 0 32,100 0 0
HANESBRANDS INC COM 410345102 1,085 21,100 SH   DFND 1 21,100 0 0
HANESBRANDS INC COM 410345102 1,363 26,500 SH   SOLE 0 26,500 0 0
HANGER INC COM NEW 41043F208 399 12,600 SH   SOLE 0 12,600 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 204 11,562 SH   SOLE 0 11,562 0 0
HARLEY-DAVIDSON INC COM 412822108 7,252 132,280 SH   SOLE 0 132,280 0 0
HARLEY-DAVIDSON INC COM 412822108 3,768 68,730 SH   DFND 1 68,730 0 0
HARMONIC INC COM 413160102 264 41,500 SH   SOLE 0 41,500 0 0
HARTE-HANKS INC COM 416196103 137 15,900 SH   SOLE 0 15,900 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 482 15,600 SH   SOLE 0 15,600 0 0
HASBRO INC COM 418056107 6,152 137,231 SH   SOLE 0 137,231 0 0
HASBRO INC COM 418056107 1,938 43,219 SH   DFND 1 43,219 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 220 4,600 SH   SOLE 0 4,600 0 0
HEALTHCARE SERVICES GROUP COM 421906108 614 25,037 SH   SOLE 0 25,037 0 0
HEALTH MANAGEMENT ASSOCIATES CL A 421933102 294 18,700 SH   SOLE 0 18,700 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 1,699 66,612 SH   SOLE 0 66,612 0 0
HEADWATERS INC COM 42210P102 236 26,700 SH   SOLE 0 26,700 0 0
HEALTH CARE REIT INC COM 42217K106 1,454 21,687 SH   DFND 1 21,687 0 0
HEALTH CARE REIT INC COM 42217K106 11,748 175,260 SH   SOLE 0 175,260 0 0
HEALTH CARE REIT INC NOTE 3.000% 42217KAR7 11,599 8,750,000 SH   SOLE 0 8,750,000 0 0
HEALTHWAYS INC COM 422245100 217 12,500 SH   SOLE 0 12,500 0 0
HEARTLAND EXPRESS INC COM 422347104 232 16,748 SH   SOLE 0 16,748 0 0
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 495 13,300 SH   SOLE 0 13,300 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 7,425 78,065 SH   DFND 1 78,065 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 10,833 113,900 SH   SOLE 0 113,900 0 0
HELMERICH & PAYNE INC COM 423452101 7,631 122,200 SH   SOLE 0 122,200 0 0
HELMERICH & PAYNE INC COM 423452101 3,410 54,600 SH   DFND 1 54,600 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 295 6,260 SH   SOLE 0 6,260 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 386 68,497 SH   SOLE 0 68,497 0 0
HERSHEY COMPANY/THE COM 427866108 464 5,200 SH   SOLE 0 5,200 0 0
HESS CORP COM 42809H107 678 10,200 SH   SOLE 0 10,200 0 0
HEWLETT-PACKARD CO COM 428236103 1,653 66,647 SH   SOLE 0 66,647 0 0
HIBBETT SPORTS INC COM 428567101 531 9,550 SH   SOLE 0 9,550 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 141 12,100 SH   SOLE 0 12,100 0 0
HIGHWOODS PROPERTIES INC COM 431284108 1,233 34,612 SH   SOLE 0 34,612 0 0
HILLENBRAND INC COM 431571108 545 23,000 SH   SOLE 0 23,000 0 0
HILLSHIRE BRANDS CO COM 432589109 298 9,000 SH   SOLE 0 9,000 0 0
HITTITE MICROWAVE CORP COM 43365Y104 574 9,900 SH   SOLE 0 9,900 0 0
HOLLYFRONTIER CORP COM 436106108 3,953 92,400 SH   DFND 1 92,400 0 0
HOLLYFRONTIER CORP COM 436106108 8,855 206,990 SH   SOLE 0 206,990 0 0
HOLOGIC INC COM 436440101 5,853 303,286 SH   DFND 1 303,286 0 0
HOLOGIC INC COM 436440101 8,257 427,814 SH   SOLE 0 427,814 0 0
HOLOGIC INC FRNT 2.000% 436440AA9 500 500,000 SH   SOLE 0 500,000 0 0
HOLOGIC INC FRNT 2.000% 436440AB7 1,675 1,500,000 SH   SOLE 0 1,500,000 0 0
HOME BANCSHARES INC COM 436893200 437 16,840 SH   SOLE 0 16,840 0 0
HOME DEPOT INC COM 437076102 42,082 543,200 SH   DFND 1 543,200 0 0
HOME DEPOT INC COM 437076102 72,171 931,600 SH   SOLE 0 931,600 0 0
HOME PROPERTIES INC COM 437306103 1,542 23,587 SH   SOLE 0 23,587 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 56,176 708,036 SH   DFND 1 708,036 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 99,514 1,254,274 SH   SOLE 0 1,254,274 0 0
HORACE MANN EDUCATORS CORP COM 440327104 354 14,500 SH   SOLE 0 14,500 0 0
HORNBECK OFFSHORE SERV COM 440543106 631 11,800 SH   SOLE 0 11,800 0 0
HORNBECK OFFSHORE SERV FRNT 1.625% 440543AE6 4,615 4,000,000 SH   SOLE 0 4,000,000 0 0
HOSPIRA INC COM 441060100 223 5,810 SH   SOLE 0 5,810 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1,121 42,649 SH   SOLE 0 42,649 0 0
HOST HOTELS & RESORTS INC COM 44107P104 13,153 779,658 SH   DFND 1 779,658 0 0
HOST HOTELS & RESORTS INC COM 44107P104 16,844 998,472 SH   SOLE 0 998,472 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 1,108 197,500 SH   SOLE 0 197,500 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 361 64,300 SH   DFND 1 64,300 0 0
HUB GROUP INC- CL A CL A 443320106 473 13,000 SH   SOLE 0 13,000 0 0
HUBBELL INC CL B 443510201 389 3,930 SH   SOLE 0 3,930 0 0
HUDSON CITY BANCORP INC COM 443683107 150 16,400 SH   SOLE 0 16,400 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 482 22,649 SH   SOLE 0 22,649 0 0
HUMANA INC COM 444859102 464 5,500 SH   SOLE 0 5,500 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 7,889 109,200 SH   DFND 1 109,200 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 11,328 156,816 SH   SOLE 0 156,816 0 0
HUNTINGTON BANCSHARES INC COM 446150104 17,845 2,267,500 SH   DFND 1 2,267,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 15,941 2,025,487 SH   SOLE 0 2,025,487 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 5,868 4,700 SH   SOLE 0 4,700 0 0
HUNTINGTON INGALLS INDUS COM 446413106 395 7,000 SH   DFND 1 7,000 0 0
HUNTINGTON INGALLS INDUS COM 446413106 1,440 25,501 SH   SOLE 0 25,501 0 0
HYATT HOTELS CORPS COM CL A 448579102 202 5,000 SH   SOLE 0 5,000 0 0
ICU MEDICAL INC COM 44930G107 339 4,700 SH   SOLE 0 4,700 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 313 6,100 SH   SOLE 0 6,100 0 0
IXIA COM 45071R109 364 19,800 SH   SOLE 0 19,800 0 0
ICONIX BRAND GROUP INC COM 451055107 615 20,900 SH   SOLE 0 20,900 0 0
IDEX CORP COM 45167R104 323 6,000 SH   SOLE 0 6,000 0 0
IDEXX LABORATORIES INC COM 45168D104 350 3,900 SH   SOLE 0 3,900 0 0
IGATE CORP COM 45169U105 184 11,200 SH   SOLE 0 11,200 0 0
ILLINOIS TOOL WORKS INC COM 452308109 989 14,300 SH   SOLE 0 14,300 0 0
ILLUMINA INC COM 452327109 17,355 231,900 SH   DFND 1 231,900 0 0
ILLUMINA INC COM 452327109 15,544 207,700 SH   SOLE 0 207,700 0 0
IMPAX LABORATORIES INC COM 45256B101 477 23,900 SH   SOLE 0 23,900 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 286 8,300 SH   SOLE 0 8,300 0 0
INFINITY PROP & CASUALTY COM 45665Q103 257 4,300 SH   SOLE 0 4,300 0 0
INFORMATICA CORP COM 45666Q102 6,020 172,100 SH   DFND 1 172,100 0 0
INFORMATICA CORP COM 45666Q102 10,169 290,700 SH   SOLE 0 290,700 0 0
ING GROEP NV SPONSORED ADR 456837103 122 13,400 SH   SOLE 0 13,400 0 0
INGRAM MICRO INC CL A 457153104 209 11,000 SH   SOLE 0 11,000 0 0
INGREDION INC COM 457187102 31,462 479,451 SH   DFND 1 479,451 0 0
INGREDION INC COM 457187102 38,156 581,476 SH   SOLE 0 581,476 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 689 67,432 SH   SOLE 0 67,432 0 0
INSIGHT ENTERPRISES INC COM 45765U103 283 15,975 SH   SOLE 0 15,975 0 0
INNOPHOS HOLDINGS INC COM 45774N108 338 7,175 SH   DFND 1 7,175 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,381 29,268 SH   SOLE 0 29,268 0 0
INSPERITY INC. COM 45778Q107 245 8,100 SH   SOLE 0 8,100 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 267 7,300 SH   SOLE 0 7,300 0 0
INTEGRATED DEVICE TECH INC COM 458118106 85 10,650 SH   SOLE 0 10,650 0 0
INTEL CORP COM 458140100 48,419 1,998,300 SH   DFND 1 1,998,300 0 0
INTEL CORP COM 458140100 47,244 1,949,800 SH   SOLE 0 1,949,800 0 0
INTEL CORP SDCV 2.950% 458140AD2 544 500,000 SH   SOLE 0 500,000 0 0
INTEL CORP SDCV 3.250% 458140AF7 13,720 10,750,000 SH   SOLE 0 10,750,000 0 0
INTERACTIVE BROKERS GRO COM 45841N107 238 14,900 SH   SOLE 0 14,900 0 0
INTERACTIVE INTELLIGENCE INC COM 45841V109 284 5,500 SH   SOLE 0 5,500 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 444 2,500 SH   SOLE 0 2,500 0 0
INTERFACE INC COM 458665304 358 21,100 SH   SOLE 0 21,100 0 0
INTERDIGITAL INC/PA COM 45867G101 5,278 118,200 SH   SOLE 0 118,200 0 0
INTERDIGITAL INC/PA COM 45867G101 1,670 37,400 SH   DFND 1 37,400 0 0
INTERMEC INC COM 458786100 203 20,600 SH   SOLE 0 20,600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 347 1,815 SH   DFND 2 1,815 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2 11 SH   DFND 2 11 0 0
IBM CORP COM 459200101 707 3,700 SH   DFND 1 3,700 0 0
IBM CORP COM 459200101 7,511 39,300 SH   SOLE 0 39,300 0 0
INTERNATIONAL FLAVORS & FRAG. COM 459506101 210 2,800 SH   SOLE 0 2,800 0 0
INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 459902AQ5 12,009 11,250,000 SH   SOLE 0 11,250,000 0 0
INTERNATIONAL PAPER CO COM 460146103 678 15,292 SH   SOLE 0 15,292 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 213 14,656 SH   SOLE 0 14,656 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 283 14,200 SH   SOLE 0 14,200 0 0
INTUIT INC COM 461202103 592 9,700 SH   SOLE 0 9,700 0 0
INVACARE CORP COM 461203101 152 10,600 SH   SOLE 0 10,600 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 658 1,300 SH   SOLE 0 1,300 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 192 13,700 SH   SOLE 0 13,700 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 96 11,109 SH   SOLE 0 11,109 0 0
ION GEOPHYSICAL CORP COM 462044108 265 44,100 SH   SOLE 0 44,100 0 0
IROBOT CORP COM 462726100 382 9,600 SH   SOLE 0 9,600 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 5,168 272,453 SH   DFND 2 272,453 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 428 22,547 SH   DFND 2 22,547 0 0
ISHARES SELECT DIVIDEND 464287168 1,199 18,725 SH   DFND 2 18,725 0 0
ISHARES SELECT DIVIDEND 464287168 252 3,935 SH   DFND 2 3,935 0 0
ISHARES TIPS BOND ETF 464287176 114 13,654 SH   DFND 2 13,654 0 0
ISHARES CORE S&P500 ETF 464287200 411 2,553 SH   DFND 2 2,553 0 0
ISHARES CORE TOTUSBD ETF 464287226 1,242 11,582 SH   DFND 2 11,582 0 0
ISHARES CORE TOTUSBD ETF 464287226 111 1,040 SH   DFND 2 1,040 0 0
ISHARES INDEX FUNDS MSCI EMERG MKT 464287234 2,926 76,000 SH   SOLE 0 76,000 0 0
ISHARES IBOXX INVESTMENT GRADE 464287242 66 7,765 SH   DFND 2 7,765 0 0
ISHARES GLOBAL HLTHCARE 464287325 1,379 18,580 SH   DFND 2 18,580 0 0
ISHARES GLOBAL HLTHCARE 464287325 59 790 SH   DFND 2 790 0 0
ISHARES TSY BOND ETF 464287432 115 14,627 SH   DFND 2 14,627 0 0
ISHARES 1-3 YR TREAS BD 464287457 12,510 148,437 SH   DFND 2 148,347 0 0
ISHARES 1-3 YR TREAS BD 464287457 658 7,812 SH   DFND 2 7,812 0 0
ISHARES RUS MID-CAP 464287499 392 3,020 SH   DFND 2 3,020 0 0
ISHARES RUS MID-CAP 464287499 52 400 SH   DFND 2 400 0 0
ISHARES INDEX FUNDS RUSSELL MIDCAP 464287499 1,974 15,200 SH   SOLE 0 15,200 0 0
ISHARES S&P MIDCAP ETF 464287507 10 871 SH   DFND 2 871 0 0
ISHARES INDEX FUNDS COHEN&ST RLTY 464287564 891 11,050 SH   SOLE 0 11,050 0 0
ISHARES RUSSELL 1000 464287614 29 1,760 SH   DFND 2 1,760 0 0
ISHARES RUS 2000 464287655 246 2,535 SH   DFND 2 2,535 0 0
ISHARES RUS 2000 464287655 246 2,535 SH   DFND 2 2,535 0 0
ISHARES RUS 2000 464287655 39 400 SH   DFND 2 400 0 0
ISHARES INDEX FUNDS RUSSELL 2000 464287655 17,254 177,880 SH   DFND 1 177,880 0 0
ISHARES INDEX FUNDS RUSSELL 2000 464287655 29,666 305,840 SH   SOLE 0 305,840 0 0
ISHARES U.S. UTILITIES 464287697 2,898 30,644 SH   DFND 2 30,644 0 0
ISHARES U.S. UTILITIES 464287697 165 1,746 SH   DFND 2 1,746 0 0
ISHARES U.S. TECH ETF 464287721 11,139 151,287 SH   DFND 2 151,287 0 0
ISHARES U.S. TECH ETF 464287721 478 6,487 SH   DFND 2 6,487 0 0
ISHARES NAT AMT FREE BD 464288414 1,339 12,743 SH   DFND 2 12,743 0 0
ISHARES NAT AMT FREE BD 464288414 116 1,108 SH   DFND 2 1,108 0 0
ISHARES FTSE NAREIT MORTGAGE P S&P NTL AMTFREE 464288414 2,479 23,600 SH   SOLE 0 23,600 0 0
ISHARES FTSE NAREIT MORTGAGE P S&P NTL AMTFREE 464288414 3,718 35,400 SH   DFND 1 35,400 0 0
ISHARES INTL SEL DIV 464288448 635 19,940 SH   DFND 2 19,940 0 0
ISHARES INTL SEL DIV 464288448 203 6,390 SH   DFND 2 6,390 0 0
ISHARES FTSE NAREIT MORTGAGE P MRTG PLS CAP IDX 464288539 2,075 150,000 SH   DFND 1 150,000 0 0
ISHARES FTSE NAREIT MORTGAGE P MRTG PLS CAP IDX 464288539 1,383 100,000 SH   SOLE 0 100,000 0 0
ISHARES MBS ETF 464288588 269 29,193 SH   DFND 2 29,193 0 0
ISHARES CR BOND ETF 464288638 29 3,131 SH   DFND 2 3,131 0 0
ISHARES INDEX FUNDS BARCLYS 1-3YR CR 464288646 6,302 60,000 SH   DFND 1 60,000 0 0
ISHARES INDEX FUNDS BARCLYS 1-3YR CR 464288646 25,207 240,000 SH   SOLE 0 240,000 0 0
ISHARES US PFD STK ETF 464288687 20 780 SH   DFND 2 780 0 0
ISHARES INDEX FUNDS US PFD STK IDX 464288687 837 21,300 SH   DFND 1 21,300 0 0
ISHARES INDEX FUNDS US PFD STK IDX 464288687 3,437 87,500 SH   SOLE 0 87,500 0 0
ISHARES INDEX FUNDS DJ HOME CONSTN 464288752 3,503 156,510 SH   SOLE 0 156,510 0 0
ISHARES INDEX FUNDS DJ HOME CONSTN 464288752 1,936 86,490 SH   DFND 1 86,490 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 146 11,330 SH   SOLE 0 11,330 0 0
ITRON INC COM 465741106 12,550 295,781 SH   DFND 1 295,781 0 0
ITRON INC COM 465741106 11,412 268,968 SH   SOLE 0 268,968 0 0
J&J SNACK FOODS CORP. COM 466032109 428 5,500 SH   SOLE 0 5,500 0 0
JPMORGAN CHASE & CO COM 46625H100 82,198 1,557,070 SH   DFND 1 1,557,070 0 0
JPMORGAN CHASE & CO COM 46625H100 75,784 1,435,577 SH   SOLE 0 1,435,577 0 0
JABIL CIRCUIT INC COM 466313103 840 41,200 SH   SOLE 0 41,200 0 0
JABIL CIRCUIT INC COM 466313103 711 34,900 SH   DFND 1 34,900 0 0
JACK IN THE BOX INC. COM 466367109 637 16,200 SH   SOLE 0 16,200 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 112,822 2,046,474 SH   SOLE 0 2,046,474 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 76,031 1,379,114 SH   DFND 1 1,379,114 0 0
JANUS CAPITAL GROUP INC COM 47102X105 646 75,900 SH   DFND 1 75,900 0 0
JANUS CAPITAL GROUP INC COM 47102X105 2,106 247,500 SH   SOLE 0 247,500 0 0
JARDEN CORP COM 471109108 324 7,400 SH   SOLE 0 7,400 0 0
JEFFERIES GROUP INC DBCV 3.875% 472319AG7 14,169 13,250,000 SH   SOLE 0 13,250,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 989 157,200 SH   DFND 1 157,200 0 0
JETBLUE AIRWAYS CORP COM 477143101 3,144 499,775 SH   SOLE 0 499,775 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 223 10,600 SH   SOLE 0 10,600 0 0
JOHNSON & JOHNSON COM 478160104 2,018 23,500 SH   DFND 1 23,500 0 0
JOHNSON & JOHNSON COM 478160104 18,301 213,146 SH   SOLE 0 213,146 0 0
JOHNSON & JOHNSON COM 478160104 272 3,171 SH   DFND 2 3,171 0 0
JOHNSON & JOHNSON COM 478160104 9 100 SH   DFND 2 100 0 0
JOHNSON CONTROLS INC COM 478366107 841 23,500 SH   SOLE 0 23,500 0 0
JONES LANG LASALLE INC COM 48020Q107 292 3,200 SH   SOLE 0 3,200 0 0
JOS A BANK CLOTHIERS INC COM 480838101 424 10,262 SH   SOLE 0 10,262 0 0
J2 GLOBAL INC COM 48123V102 1,943 45,700 SH   DFND 1 45,700 0 0
J2 GLOBAL INC COM 48123V102 4,030 94,800 SH   SOLE 0 94,800 0 0
JUNIPER NETWORKS INC COM 48203R104 14,658 759,100 SH   SOLE 0 759,100 0 0
JUNIPER NETWORKS INC COM 48203R104 14,475 749,600 SH   DFND 1 749,600 0 0
KBR INC COM 48242W106 351 10,800 SH   SOLE 0 10,800 0 0
KLA-TENCOR CORPORATION COM 482480100 323 5,800 SH   SOLE 0 5,800 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 378 6,100 SH   SOLE 0 6,100 0 0
KAMAN CORP COM 483548103 339 9,800 SH   SOLE 0 9,800 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 8,011 75,600 SH   DFND 1 75,600 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 11,428 107,851 SH   SOLE 0 107,851 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 571 14,200 SH   SOLE 0 14,200 0 0
KAYDON CORP COM 486587108 325 11,800 SH   SOLE 0 11,800 0 0
KELLOGG CO COM 487836108 559 8,700 SH   SOLE 0 8,700 0 0
KENNAMETAL INC COM 489170100 223 5,740 SH   SOLE 0 5,740 0 0
KEYCORP COM 493267108 350 31,700 SH   SOLE 0 31,700 0 0
KEYCORP PFD 7.75% SR A 493267405 4,484 36,000 SH   SOLE 0 36,000 0 0
KILROY REALTY CORP COM 49427F108 1,994 37,613 SH   SOLE 0 37,613 0 0
KIMBERLY-CLARK CORP COM 494368103 56,856 585,300 SH   DFND 1 585,300 0 0
KIMBERLY-CLARK CORP COM 494368103 40,393 415,822 SH   SOLE 0 415,822 0 0
KIMBERLY CLARK CORP COM 494368103 392 4,032 SH   DFND 2 4,032 0 0
KIMBERLY CLARK CORP COM 494368103 39 400 SH   DFND 2 400 0 0
KIMCO REALTY CORP COM 49446R109 2,683 125,200 SH   DFND 1 125,200 0 0
KIMCO REALTY CORP COM 49446R109 9,662 450,844 SH   SOLE 0 450,844 0 0
KINDER MORGAN INC COM 49456B101 828 21,700 SH   SOLE 0 21,700 0 0
KINDRED HEALTHCARE INC COM 494580103 259 19,700 SH   SOLE 0 19,700 0 0
KIRBY CORP COM 497266106 326 4,100 SH   SOLE 0 4,100 0 0
KITE REALTY GROUP TRUST COM 49803T102 370 61,397 SH   SOLE 0 61,397 0 0
KNIGHT TRANSPORTATION INC COM 499064103 364 21,650 SH   SOLE 0 21,650 0 0
KOHLS CORP COM 500255104 364 7,200 SH   SOLE 0 7,200 0 0
KOPIN CORP COM 500600101 84 22,600 SH   SOLE 0 22,600 0 0
KOPPERS HOLDINGS INC COM 50060P106 290 7,600 SH   SOLE 0 7,600 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 332 17,700 SH   SOLE 0 17,700 0 0
KRAFT FOODS GROUP INC COM 50076Q106 9,873 176,713 SH   DFND 1 176,713 0 0
KRAFT FOODS GROUP INC COM 50076Q106 16,857 301,722 SH   SOLE 0 301,722 0 0
KRATON PERFORMANCE POLYMERS IN COM 50077C106 252 11,900 SH   SOLE 0 11,900 0 0
KROGER CO COM 501044101 3,091 89,500 SH   DFND 1 89,500 0 0
KROGER CO COM 501044101 10,103 292,500 SH   SOLE 0 292,500 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 304 27,500 SH   SOLE 0 27,500 0 0
L BRANDS INC COM 501797104 6,220 126,300 SH   DFND 1 126,300 0 0
L BRANDS INC COM 501797104 9,385 190,558 SH   SOLE 0 190,558 0 0
LKQ CORP COM 501889208 559 21,700 SH   SOLE 0 21,700 0 0
LSB INDUSTRIES INC COM 502160104 210 6,900 SH   SOLE 0 6,900 0 0
LSI CORPORATION COM 502161102 135 18,900 SH   SOLE 0 18,900 0 0
LTC PROPERTIES INC COM 502175102 979 25,072 SH   SOLE 0 25,072 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8 502413AW7 8,686 8,500,000 SH   SOLE 0 8,500,000 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 274 3,200 SH   SOLE 0 3,200 0 0
LA-Z-BOY INC COM 505336107 389 19,200 SH   SOLE 0 19,200 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 7,982 79,743 SH   SOLE 0 79,743 0 0
LACLEDE GROUP INC COM 505597104 639 14,000 SH   DFND 1 14,000 0 0
LACLEDE GROUP INC COM 505597104 1,096 24,000 SH   SOLE 0 24,000 0 0
LAM RESEARCH CORP COM 512807108 5,086 114,700 SH   DFND 1 114,700 0 0
LAM RESEARCH CORP COM 512807108 7,279 164,173 SH   SOLE 0 164,173 0 0
LAM RESEARCH CORP NOTE 0.500% 512807AJ7 5,625 5,300,000 SH   SOLE 0 5,300,000 0 0
LANDSTAR SYSTEM INC COM 515098101 8,740 169,700 SH   DFND 1 169,700 0 0
LANDSTAR SYSTEM INC COM 515098101 12,334 239,500 SH   SOLE 0 239,500 0 0
LAS VEGAS SANDS CORP COM 517834107 41,844 790,548 SH   DFND 1 790,548 0 0
LAS VEGAS SANDS CORP COM 517834107 56,109 1,060,052 SH   SOLE 0 1,060,052 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,808 73,190 SH   SOLE 0 73,190 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 546 8,300 SH   SOLE 0 8,300 0 0
LENDER PROCESS SERVICES COM 52602E102 201 6,200 SH   SOLE 0 6,200 0 0
LENNAR CORP CL A 526057104 281 7,800 SH   SOLE 0 7,800 0 0
LENNOX INTERNATIONAL INC COM 526107107 213 3,300 SH   SOLE 0 3,300 0 0
LEUCADIA NATIONAL CORP COM 527288104 1,075 41,000 SH   DFND 1 41,000 0 0
LEUCADIA NATIONAL CORP COM 527288104 3,574 136,301 SH   SOLE 0 136,301 0 0
LEUCADIA NATIONAL CORP NOTE 3.750% 527288AX2 1,902 1,500,000 SH   SOLE 0 1,500,000 0 0
LEXINGTON REALTY TRUST COM 529043101 1,382 118,290 SH   SOLE 0 118,290 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 1,031 33,718 SH   DFND 1 33,718 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 3,304 108,082 SH   SOLE 0 108,082 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 1,553 3,000,000 SH   SOLE 0 3,000,000 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,909 51,643 SH   SOLE 0 51,643 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 443 5,980 SH   SOLE 0 5,980 0 0
LIFELOCK INC COM 53224V100 407 34,794 SH   DFND 1 34,794 0 0
LIFELOCK INC COM 53224V100 1,232 105,226 SH   SOLE 0 105,226 0 0
ELI LILLY & CO COM 532457108 52,934 1,077,650 SH   DFND 1 1,077,650 0 0
ELI LILLY & CO COM 532457108 37,735 768,220 SH   SOLE 0 768,220 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 344 6,000 SH   SOLE 0 6,000 0 0
LINCOLN NATIONAL CORP COM 534187109 339 9,305 SH   SOLE 0 9,305 0 0
LINDSAY CORPORATION COM 535555106 356 4,750 SH   SOLE 0 4,750 0 0
LINEAR TECHNOLOGY CORP COM 535678106 295 8,000 SH   SOLE 0 8,000 0 0
LINKEDIN CORP COM CL A 53578A108 2,068 11,600 SH   DFND 1 11,600 0 0
LINKEDIN CORP COM CL A 53578A108 2,826 15,850 SH   SOLE 0 15,850 0 0
LIQUIDITY SERVICES INC COM 53635B107 312 9,000 SH   SOLE 0 9,000 0 0
LITHIA MOTORS INC CL A 536797103 410 7,700 SH   SOLE 0 7,700 0 0
LITTELFUSE INC COM 537008104 597 8,000 SH   SOLE 0 8,000 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 817 52,718 SH   SOLE 0 52,718 0 0
LIVEPERSON INC COM 538146101 162 18,100 SH   SOLE 0 18,100 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 99 25,900 SH   DFND 1 25,900 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 171 44,400 SH   SOLE 0 44,400 0 0
LOCKHEED MARTIN CORP COM 539830109 8,189 75,500 SH   SOLE 0 75,500 0 0
LOCKHEED MARTIN CORP COM 539830109 3,623 33,400 SH   DFND 1 33,400 0 0
LOEWS CORP COM 540424108 471 10,600 SH   SOLE 0 10,600 0 0
LORILLARD INC COM 544147101 568 13,000 SH   SOLE 0 13,000 0 0
LOUISIANA-PACIFIC CORP COM 546347105 149 10,100 SH   SOLE 0 10,100 0 0
LOWE'S COMPANIES INC COM 548661107 29,046 710,161 SH   DFND 1 710,161 0 0
LOWE'S COMPANIES INC COM 548661107 52,456 1,282,550 SH   SOLE 0 1,282,550 0 0
LUFKIN INDUSTRIES INC COM 549764108 1,097 12,400 SH   SOLE 0 12,400 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 779 10,000 SH   SOLE 0 10,000 0 0
LUMINEX CORP. COM 55027E102 286 13,900 SH   SOLE 0 13,900 0 0
M&T BANK CORP COM 55261F104 14,125 126,400 SH   DFND 1 126,400 0 0
M&T BANK CORP COM 55261F104 12,840 114,900 SH   SOLE 0 114,900 0 0
MB FINANCIAL INC COM 55264U108 536 20,000 SH   SOLE 0 20,000 0 0
MDU RESOURCES GROUP INC COM 552690109 356 13,725 SH   SOLE 0 13,725 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,751 97,054 SH   DFND 1 97,054 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 2,447 135,626 SH   SOLE 0 135,626 0 0
M/I HOMES INC COM 55305B101 1,176 51,232 SH   SOLE 0 51,232 0 0
M/I HOMES INC COM 55305B101 316 13,768 SH   DFND 1 13,768 0 0
MKS INSTRUMENTS INC COM 55306N104 515 19,400 SH   SOLE 0 19,400 0 0
MRC GLOBAL INC COM 55345K103 384 13,900 SH   DFND 1 13,900 0 0
MRC GLOBAL INC COM 55345K103 1,185 42,900 SH   SOLE 0 42,900 0 0
MSC INDUSTRIAL DIRECT CO. CL A 553530106 263 3,400 SH   SOLE 0 3,400 0 0
MSCI INC COM 55354G100 293 8,800 SH   SOLE 0 8,800 0 0
MTS SYSTEMS CORP COM 553777103 328 5,800 SH   SOLE 0 5,800 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 542 4,400 SH   SOLE 0 4,400 0 0
MACERICH CO COM 554382101 3,447 56,533 SH   SOLE 0 56,533 0 0
MACK-CALI REALTY CORP COM 554489104 892 36,405 SH   SOLE 0 36,405 0 0
MACY'S INC COM 55616P104 3,216 67,000 SH   DFND 1 67,000 0 0
MACY'S INC COM 55616P104 8,874 184,868 SH   SOLE 0 184,868 0 0
STEVEN MADDEN LTD COM 556269108 723 14,950 SH   SOLE 0 14,950 0 0
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 561 10,000 SH   SOLE 0 10,000 0 0
MANHATTAN ASSOCIATES INC COM 562750109 556 7,200 SH   SOLE 0 7,200 0 0
MANITOWOC COMPANY INC COM 563571108 9,210 514,254 SH   DFND 1 514,254 0 0
MANITOWOC COMPANY INC COM 563571108 8,109 452,746 SH   SOLE 0 452,746 0 0
MANPOWER GROUP INC COM 56418H100 18,346 334,786 SH   DFND 1 334,786 0 0
MANPOWER GROUP INC COM 56418H100 22,238 405,809 SH   SOLE 0 405,809 0 0
MARATHON OIL CORP COM 565849106 76,268 2,205,545 SH   DFND 1 2,205,545 0 0
MARATHON OIL CORP COM 565849106 108,476 3,136,965 SH   SOLE 0 3,136,965 0 0
MARATHON PETROLEUM CORP COM 56585A102 5,109 71,900 SH   DFND 1 71,900 0 0
MARATHON PETROLEUM CORP COM 56585A102 10,890 153,245 SH   SOLE 0 153,245 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 640 13,700 SH   SOLE 0 13,700 0 0
MARKET VECTORS ETF TR HG YLD MUN ETF 57060U878 437 14,290 SH   DFND 2 14,290 0 0
MARKET VECTORS ETF TR HG YLD MUN ETF 57060U878 61 1,987 SH   DFND 2 1,987 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 713 16,500 SH   DFND 1 16,500 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 2,672 61,800 SH   SOLE 0 61,800 0 0
MARSH & MCLENNAN COS INC COM 571748102 754 18,900 SH   SOLE 0 18,900 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 4,376 108,400 SH   DFND 1 108,400 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 6,148 152,293 SH   SOLE 0 152,293 0 0
MARTIN MARIETTA MATERIALS COM 573284106 327 3,320 SH   SOLE 0 3,320 0 0
MASCO CORP COM 574599106 242 12,400 SH   SOLE 0 12,400 0 0
MASTERCARD INC CL A 57636Q104 30,334 52,800 SH   DFND 1 52,800 0 0
MASTERCARD INC CL A 57636Q104 53,788 93,625 SH   SOLE 0 93,625 0 0
MATERION CORP COM 576690101 203 7,500 SH   SOLE 0 7,500 0 0
MATTEL INC COM 577081102 534 11,775 SH   SOLE 0 11,775 0 0
MAXIMUS, INC. COM 577933104 4,931 12,500 SH   SOLE 0 12,500 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 324 4,600 SH   SOLE 0 4,600 0 0
MCDONALD'S CORP COM 580135101 3,416 34,500 SH   SOLE 0 34,500 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 511 9,600 SH   SOLE 0 9,600 0 0
MCKESSON CORP COM 58155Q103 907 7,922 SH   SOLE 0 7,922 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 559 7,050 SH   SOLE 0 7,050 0 0
MEADOWBROOK INSURANCE GROUP COM 58319P108 138 17,174 SH   SOLE 0 17,174 0 0
MEADWESTVACO CORP COM 583334107 207 6,061 SH   SOLE 0 6,061 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 265 5,700 SH   SOLE 0 5,700 0 0
MEDICAL PROPERTIES TRUST INC. COM 58463J304 1,403 97,964 SH   SOLE 0 97,964 0 0
MEDICINES COMPANY (THE) COM 584688105 8,650 281,200 SH   DFND 1 281,200 0 0
MEDICINES COMPANY (THE) COM 584688105 9,213 299,500 SH   SOLE 0 299,500 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 643 8,300 SH   SOLE 0 8,300 0 0
MEDNAX INC COM 58502B106 330 3,600 SH   SOLE 0 3,600 0 0
MEDTRONIC INC COM 585055106 3,459 67,200 SH   DFND 1 67,200 0 0
MEDTRONIC INC COM 585055106 4,962 96,400 SH   SOLE 0 96,400 0 0
MEN'S WEARHOUSE INC COM 587118100 655 17,300 SH   SOLE 0 17,300 0 0
MENTOR GRAPHICS CORP. COM 587200106 549 28,100 SH   DFND 1 28,100 0 0
MENTOR GRAPHICS CORP. COM 587200106 1,823 93,270 SH   SOLE 0 93,270 0 0
MERCADOLIBRE INC COM 58733R102 5,728 53,157 SH   SOLE 0 53,157 0 0
MERCADOLIBRE INC COM 58733R102 4,138 38,400 SH   DFND 1 38,400 0 0
MERCK & CO INC COM 58933Y105 91,847 1,977,320 SH   DFND 1 1,977,320 0 0
MERCK & CO INC COM 58933Y105 101,071 2,175,910 SH   SOLE 0 2,175,910 0 0
MERCURY SYSTEMS INC COM 589378108 110 11,900 SH   SOLE 0 11,900 0 0
MEREDITH CORP. COM 589433101 11,353 238,000 SH   DFND 1 238,000 0 0
MEREDITH CORP. COM 589433101 16,235 340,350 SH   SOLE 0 340,350 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 327 15,200 SH   SOLE 0 15,200 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 163 14,575 SH   SOLE 0 14,575 0 0
MERITAGE HOMES CORP COM 59001A102 499 11,500 SH   SOLE 0 11,500 0 0
METHODE ELECTRONICS INC COM 591520200 219 12,900 SH   SOLE 0 12,900 0 0
METLIFE INC COM 59156R108 26,514 579,420 SH   DFND 1 579,420 0 0
METLIFE INC COM 59156R108 49,646 1,084,918 SH   SOLE 0 1,084,918 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,875 29,200 SH   DFND 1 29,200 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 8,490 42,199 SH   SOLE 0 42,199 0 0
MICREL INC COM 594793101 171 17,300 SH   SOLE 0 17,300 0 0
MICROS SYSTEMS INC COM 594901100 246 5,700 SH   SOLE 0 5,700 0 0
MICROSOFT CORP COM 594918104 25,368 734,359 SH   DFND 1 734,359 0 0
MICROSOFT CORP COM 594918104 41,467 1,200,378 SH   SOLE 0 1,200,378 0 0
MICROSTRATEGY INC CL A NEW 594972408 278 3,200 SH   SOLE 0 3,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,890 158,119 SH   DFND 1 158,119 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 8,336 223,781 SH   SOLE 0 223,781 0 0
MICRON TECHNOLOGY INC COM 595112103 507 35,400 SH   SOLE 0 35,400 0 0
MICRON TECHNOLOGY INC DEBT 1.875% 595112AK9 1,339 1,000,000 SH   SOLE 0 1,000,000 0 0
MICROSEMI CORP COM 595137100 771 33,900 SH   SOLE 0 33,900 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 1,732 25,559 SH   SOLE 0 25,559 0 0
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 111 17,800 SH   DFND 1 17,800 0 0
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 189 30,500 SH   SOLE 0 30,500 0 0
MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 62 14,900 SH   DFND 1 14,900 0 0
MIZUHO FINANCIAL GROUP INC SPONSORED ADR 60687Y109 106 25,700 SH   SOLE 0 25,700 0 0
MOBILE MINI INC COM 60740F105 464 14,000 SH   SOLE 0 14,000 0 0
MOHAWK INDUSTRIES INC COM 608190104 492 4,370 SH   SOLE 0 4,370 0 0
MOLINA HEALTHCARE INC COM 60855R100 398 10,700 SH   SOLE 0 10,700 0 0
MOLSON COORS BREWING CO CL B 60871R209 258 5,400 SH   SOLE 0 5,400 0 0
MOLSON COORS BREWING CO NOTE 2.500% 60871RAA8 9,101 9,000,000 SH   SOLE 0 9,000,000 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 252 16,700 SH   SOLE 0 16,700 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 11,523 403,884 SH   DFND 1 403,884 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 22,514 789,144 SH   SOLE 0 789,144 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 287 11,900 SH   SOLE 0 11,900 0 0
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 353 13,900 SH   SOLE 0 13,900 0 0
MONRO MUFFLER INC COM 610236101 517 10,750 SH   SOLE 0 10,750 0 0
MONSANTO COMPANY COM 61166W101 17,146 173,544 SH   SOLE 0 173,544 0 0
MONSANTO COMPANY COM 61166W101 7,341 74,300 SH   DFND 1 74,300 0 0
MONSTER BEVERAGE CORP COM 611740101 4,970 81,700 SH   DFND 1 81,700 0 0
MONSTER BEVERAGE CORP COM 611740101 7,172 117,900 SH   SOLE 0 117,900 0 0
MOODY'S CORP COM 615369105 408 6,700 SH   SOLE 0 6,700 0 0
MOOG INC CL A 615394202 853 16,550 SH   SOLE 0 16,550 0 0
MORGAN STANLEY COM NEW 617446448 28,983 1,186,380 SH   SOLE 0 1,186,380 0 0
MORGAN STANLEY COM NEW 617446448 15,364 628,890 SH   DFND 1 628,890 0 0
MOSAIC CO/THE COM 61945C103 2,007 37,300 SH   DFND 1 37,300 0 0
MOSAIC CO/THE COM 61945C103 5,489 102,000 SH   SOLE 0 102,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 547 9,472 SH   SOLE 0 9,472 0 0
MOVADO GROUP INC COM 624580106 220 6,500 SH   SOLE 0 6,500 0 0
MUELLER INDUSTRIES, INC. COM 624756102 2,519 10,300 SH   SOLE 0 10,300 0 0
MULTIMEDIA GAMES INC COM 625453105 274 10,500 SH   SOLE 0 10,500 0 0
MURPHY OIL CORP COM 626717102 384 6,300 SH   SOLE 0 6,300 0 0
MYERS INDUSTRIES INC COM 628464109 169 11,263 SH   SOLE 0 11,263 0 0
MYLAN INC COM 628530107 3,361 108,300 SH   SOLE 0 108,300 0 0
MYLAN INC NOTE 3.750% 628530AJ6 18,050 7,600,000 SH   SOLE 0 7,600,000 0 0
NBT BANCORP INC COM 628778102 341 16,100 SH   SOLE 0 16,100 0 0
NCR CORPORATION COM 62886E108 393 11,900 SH   SOLE 0 11,900 0 0
NIC INC COM 62914B100 359 21,700 SH   SOLE 0 21,700 0 0
NRG ENERGY INC COM NEW 629377508 2,192 82,100 SH   DFND 1 82,100 0 0
NRG ENERGY INC COM NEW 629377508 7,043 263,800 SH   SOLE 0 263,800 0 0
NVR INC COM 62944T105 277 300 SH   SOLE 0 300 0 0
NYSE EURONEXT COM 629491101 348 8,400 SH   SOLE 0 8,400 0 0
NASDAQ STOCK MARKET INC COM 631103108 15,037 458,600 SH   SOLE 0 458,600 0 0
NASDAQ STOCK MARKET INC COM 631103108 16,834 513,400 SH   DFND 1 513,400 0 0
NASDAQ STOCK MARKET INC NOTE 2.500% 631103AA6 100 100,000 SH   SOLE 0 100,000 0 0
NATIONAL FINANCIAL PARTNERS COM 63607P208 372 14,700 SH   SOLE 0 14,700 0 0
NATIONAL FUEL GAS CO COM 636180101 354 6,100 SH   SOLE 0 6,100 0 0
NATIONAL OILWELL VARCO INC COM 637071101 15,594 226,328 SH   SOLE 0 226,328 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,665 67,700 SH   DFND 1 67,700 0 0
NAT'L PENN BCSHS INC COM 637138108 438 43,100 SH   SOLE 0 43,100 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 12,800 372,086 SH   SOLE 0 372,086 0 0
NAVIGATORS GROUP INC COM 638904102 222 3,900 SH   SOLE 0 3,900 0 0
NATUS MEDICAL INC COM 639050103 152 11,100 SH   SOLE 0 11,100 0 0
NAVIGANT CONSULTING INC. COM 63935N107 222 18,500 SH   SOLE 0 18,500 0 0
NEOGEN CORP COM 640491106 458 8,250 SH   SOLE 0 8,250 0 0
NETAPP INC COM 64110D104 47,434 1,255,540 SH   DFND 1 1,255,540 0 0
NETAPP INC COM 64110D104 67,998 1,799,840 SH   SOLE 0 1,799,840 0 0
NETFLIX INC COM 64110L106 401 1,900 SH   DFND 1 1,900 0 0
NETFLIX INC COM 64110L106 1,604 7,600 SH   SOLE 0 7,600 0 0
NETGEAR INC COM 64111Q104 431 14,100 SH   SOLE 0 14,100 0 0
NETSCOUT SYSTEMS INC COM 64115T104 306 13,100 SH   SOLE 0 13,100 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,927 144,000 SH   DFND 1 144,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,715 202,900 SH   SOLE 0 202,900 0 0
NEUSTAR INC- CLASS A CL A 64126X201 234 4,800 SH   SOLE 0 4,800 0 0
NEW JERSEY RESOURCES CORP COM 646025106 633 15,250 SH   SOLE 0 15,250 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 448 32,011 SH   SOLE 0 32,011 0 0
NY COMMUNITY CAP TRUST V UNIT 99/99/9999 64944P307 1,754 35,000 SH   SOLE 0 35,000 0 0
NEW YORK TIMES CO CL A 650111107 602 54,400 SH   DFND 1 54,400 0 0
NEW YORK TIMES CO CL A 650111107 1,948 176,100 SH   SOLE 0 176,100 0 0
NEWELL RUBBERMAID INC COM 651229106 260 9,899 SH   SOLE 0 9,899 0 0
NEWMARKET CORP COM 651587107 210 800 SH   SOLE 0 800 0 0
NEWMONT MINING CORP COM 651639106 1,923 64,200 SH   DFND 1 64,200 0 0
NEWMONT MINING CORP COM 651639106 3,336 111,377 SH   SOLE 0 111,377 0 0
NEWMONT MINING CORP NOTE 1.250% 651639AH9 3,291 3,250,000 SH   SOLE 0 3,250,000 0 0
NEWMONT MINING CORP NOTE 1.625% 651639AJ5 8,615 8,000,000 SH   SOLE 0 8,000,000 0 0
NEWPORT CORP COM 651824104 199 14,300 SH   SOLE 0 14,300 0 0
NEWS CORP CL A 65248E104 2,235 68,600 SH   SOLE 0 68,600 0 0
NEWS CORP CL B 65248E203 16,622 506,450 SH   DFND 1 506,450 0 0
NEWS CORP CL B 65248E203 30,051 915,640 SH   SOLE 0 915,640 0 0
NEXSTAR BROADCASTING GROUP INC CL A 65336K103 8,451 238,330 SH   DFND 1 238,330 0 0
NEXSTAR BROADCASTING GROUP INC CL A 65336K103 11,872 334,810 SH   SOLE 0 334,810 0 0
NEXTERA ENERGY INC COM 65339F101 1,190 14,600 SH   SOLE 0 14,600 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 1,649 44,700 SH   DFND 1 44,700 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 2,285 61,943 SH   SOLE 0 61,943 0 0
NIKE INC CL B 654106103 19,002 298,400 SH   DFND 1 298,400 0 0
NIKE INC CL B 654106103 64,903 1,019,200 SH   SOLE 0 1,019,200 0 0
NISOURCE INC COM 65473P105 53,086 1,853,544 SH   SOLE 0 1,853,544 0 0
NISOURCE INC COM 65473P105 66,801 2,332,430 SH   DFND 1 2,332,430 0 0
NOBLE ENERGY INC COM 655044105 751 12,500 SH   SOLE 0 12,500 0 0
NORDSON CORP COM 655663102 290 4,180 SH   SOLE 0 4,180 0 0
NORDSTROM INC COM 655664100 312 5,200 SH   SOLE 0 5,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 792 10,900 SH   SOLE 0 10,900 0 0
NORTHEAST UTILITIES COM 664397106 458 10,900 SH   SOLE 0 10,900 0 0
NORTHERN OIL AND GAS INC COM 665531109 289 21,700 SH   SOLE 0 21,700 0 0
NORTHERN TRUST CORP COM 665859104 14,801 255,633 SH   SOLE 0 255,633 0 0
NORTHERN TRUST CORP COM 665859104 16,235 280,390 SH   DFND 1 280,390 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,801 45,904 SH   SOLE 0 45,904 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,420 41,300 SH   DFND 1 41,300 0 0
NORTHWEST BANCSHARES INC COM 667340103 463 34,300 SH   SOLE 0 34,300 0 0
NORTHWEST NATURAL GAS CO COM 667655104 421 9,900 SH   SOLE 0 9,900 0 0
NORTHWESTERN CORP COM NEW 668074305 551 13,800 SH   SOLE 0 13,800 0 0
NOVARTIS AG SPONSORED ADR 66987V109 226 3,200 SH   DFND 1 3,200 0 0
NOVARTIS AG SPONSORED ADR 66987V109 385 5,450 SH   SOLE 0 5,450 0 0
NOVELLUS SYSTEMS INC NOTE 2.625% 670008AD3 11,669 8,250,000 SH   SOLE 0 8,250,000 0 0
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 201 1,300 SH   SOLE 0 1,300 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 5,192 282,166 SH   SOLE 0 282,166 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,776 205,219 SH   DFND 1 205,219 0 0
NUANCE COMMUNICATIONS INC DBCV 2.750% 67020YAB6 3,478 3,000,000 SH   SOLE 0 3,000,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750% 67020YAF7 8,177 7,900,000 SH   SOLE 0 7,900,000 0 0
NUCOR CORP COM 670346105 7,490 172,890 SH   DFND 1 172,890 0 0
NUCOR CORP COM 670346105 14,072 324,840 SH   SOLE 0 324,840 0 0
NVIDIA CORP. COM 67066G104 26,843 1,911,875 SH   DFND 1 1,911,875 0 0
NVIDIA CORP. COM 67066G104 27,711 1,973,684 SH   SOLE 0 1,973,684 0 0
NUTRISYSTEM INC COM 67069D108 124 10,500 SH   SOLE 0 10,500 0 0
NUVASIVE INC COM 670704105 1,938 78,174 SH   DFND 1 78,174 0 0
NUVASIVE INC COM 670704105 3,117 125,726 SH   SOLE 0 125,726 0 0
NV ENERGY INC COM 67073Y106 401 17,100 SH   SOLE 0 17,100 0 0
OGE ENERGY CORP COM 670837103 490 7,190 SH   SOLE 0 7,190 0 0
OM GROUP INC COM 670872100 362 11,700 SH   SOLE 0 11,700 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,626 32,200 SH   DFND 1 32,200 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 5,463 48,506 SH   SOLE 0 48,506 0 0
OSI SYSTEMS, INC. COM 671044105 5,445 6,900 SH   SOLE 0 6,900 0 0
OASIS PETROLEUM INC COM 674215108 9,620 247,500 SH   DFND 1 247,500 0 0
OASIS PETROLEUM INC COM 674215108 15,820 407,000 SH   SOLE 0 407,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 2,561 28,700 SH   DFND 1 28,700 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 8,779 98,382 SH   SOLE 0 98,382 0 0
OCEANEERING INTL INC COM 675232102 570 7,900 SH   SOLE 0 7,900 0 0
OFFICE DEPOT INC COM 676220106 81 20,800 SH   SOLE 0 20,800 0 0
OFFICEMAX INC COM 67622P101 325 31,800 SH   SOLE 0 31,800 0 0
OIL STATES INTERNATIONAL INC COM 678026105 1,519 16,400 SH   DFND 1 16,400 0 0
OIL STATES INTERNATIONAL INC COM 678026105 4,087 44,122 SH   SOLE 0 44,122 0 0
OLD DOMINION FREIGHT LINE COM 679580100 1,080 25,937 SH   SOLE 0 25,937 0 0
OLD NATIONAL BANCORP COM 680033107 513 37,100 SH   SOLE 0 37,100 0 0
OLD REPUBLIC INTL CORP COM 680223104 226 17,550 SH   SOLE 0 17,550 0 0
OLD REPUBLIC INTL CORP NOTE 3.750% 680223AH7 19,894 17,605,000 SH   SOLE 0 17,605,000 0 0
OMNICARE INC COM 681904108 364 7,620 SH   SOLE 0 7,620 0 0
OMNICARE INC NOTE 3.750% 681904AN8 8,348 4,500,000 SH   SOLE 0 4,500,000 0 0
OMNICARE INC NOTE 3.750% 681904AP3 4,980 4,000,000 SH   SOLE 0 4,000,000 0 0
OMNICOM GROUP INC COM 681919106 14,762 234,800 SH   DFND 1 234,800 0 0
OMNICOM GROUP INC COM 681919106 16,340 259,900 SH   SOLE 0 259,900 0 0
OMNICOM GROUP INC NOTE 7 681919AV8 8,046 7,000,000 SH   SOLE 0 7,000,000 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 1,190 38,361 SH   SOLE 0 38,361 0 0
OMNICELL INC COM 68213N109 257 12,500 SH   SOLE 0 12,500 0 0
ON ASSIGNMENT, INC. COM 682159108 8,430 16,100 SH   SOLE 0 16,100 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625% 682189AG0 3,568 3,500,000 SH   SOLE 0 3,500,000 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625% 682189AH8 4,016 3,500,000 SH   SOLE 0 3,500,000 0 0
ONEOK INC COM 682680103 297 7,200 SH   SOLE 0 7,200 0 0
ONYX PHARMACEUTICALS INC COM 683399109 3,638 41,900 SH   DFND 1 41,900 0 0
ONYX PHARMACEUTICALS INC COM 683399109 5,120 58,974 SH   SOLE 0 58,974 0 0
OPENTABLE INC COM 68372A104 537 8,400 SH   SOLE 0 8,400 0 0
ORACLE CORP COM 68389X105 740 24,100 SH   DFND 1 24,100 0 0
ORACLE CORP COM 68389X105 4,566 148,696 SH   SOLE 0 148,696 0 0
ORBITAL SCIENCES CORP. COM 685564106 380 21,900 SH   SOLE 0 21,900 0 0
ORITANI FINANCIAL CORP COM 68633D103 224 14,300 SH   SOLE 0 14,300 0 0
OSHKOSH CO COM 688239201 20,082 528,900 SH   DFND 1 528,900 0 0
OSHKOSH CO COM 688239201 19,794 521,300 SH   SOLE 0 521,300 0 0
OWENS-ILLINOIS INC COM NEW 690768403 11,222 403,800 SH   DFND 1 403,800 0 0
OWENS-ILLINOIS INC COM NEW 690768403 10,077 362,600 SH   SOLE 0 362,600 0 0
OXFORD INDUSTRIES INC COM 691497309 324 5,200 SH   SOLE 0 5,200 0 0
PDC ENERGY INC COM 69327R101 571 11,100 SH   SOLE 0 11,100 0 0
PDL BIOPHARMA INC COM 69329Y104 2,658 344,309 SH   DFND 1 344,309 0 0
PDL BIOPHARMA INC COM 69329Y104 3,781 489,791 SH   SOLE 0 489,791 0 0
PG&E CORP COM 69331C108 24,202 529,230 SH   DFND 1 529,230 0 0
PG&E CORP COM 69331C108 43,570 952,760 SH   SOLE 0 952,760 0 0
PHH CORP NOTE 4.000% 693320AN3 4,250 4,000,000 SH   SOLE 0 4,000,000 0 0
PHH CORP NOTE 6.000% 693320AQ6 5,535 3,075,000 SH   SOLE 0 3,075,000 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 1,322 18,134 SH   SOLE 0 18,134 0 0
PNM RESOURCES INC COM 69349H107 8,521 384,000 SH   DFND 1 384,000 0 0
PNM RESOURCES INC COM 69349H107 11,949 538,475 SH   SOLE 0 538,475 0 0
PPG INDUSTRIES INC COM 693506107 1,537 10,500 SH   DFND 1 10,500 0 0
PPG INDUSTRIES INC COM 693506107 2,138 14,600 SH   SOLE 0 14,600 0 0
PPL CORP COM 69351T106 617 20,400 SH   SOLE 0 20,400 0 0
PPL CORP UNIT 69351T114 2,706 50,000 SH   SOLE 0 50,000 0 0
PS BUSINESS PARKS INC COM 69360J107 1,012 14,020 SH   SOLE 0 14,020 0 0
PVH CORP COM 693656100 338 2,700 SH   SOLE 0 2,700 0 0
PTC INC COM 69370C100 213 8,700 SH   SOLE 0 8,700 0 0
PACCAR INC COM 693718108 654 12,187 SH   SOLE 0 12,187 0 0
PACKAGING CORP OF AMERICA COM 695156109 348 7,100 SH   SOLE 0 7,100 0 0
PACWEST BANCORP COM 695263103 441 14,400 SH   SOLE 0 14,400 0 0
PALL CORP COM 696429307 259 3,900 SH   SOLE 0 3,900 0 0
PANERA BREAD COMPANY CL A 69840W108 372 2,000 SH   SOLE 0 2,000 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 8,469 129,550 SH   DFND 1 129,550 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 12,443 190,340 SH   SOLE 0 190,340 0 0
PAREXEL INT'L CORP COM 699462107 795 17,300 SH   DFND 1 17,300 0 0
PAREXEL INT'L CORP COM 699462107 3,425 74,500 SH   SOLE 0 74,500 0 0
PARKER-HANNIFIN CORP COM 701094104 14,453 151,500 SH   DFND 1 151,500 0 0
PARKER-HANNIFIN CORP COM 701094104 13,149 137,825 SH   SOLE 0 137,825 0 0
PARKWAY PROPERTIES INC COM 70159Q104 555 33,100 SH   SOLE 0 33,100 0 0
PATTERSON-UTI ENERGY INC COM 703481101 21,385 1,104,900 SH   SOLE 0 1,104,900 0 0
PATTERSON-UTI ENERGY INC COM 703481101 19,802 1,023,100 SH   DFND 1 1,023,100 0 0
PAYCHEX INC COM 704326107 407 11,150 SH   SOLE 0 11,150 0 0
PEABODY ENERGY CORP COM 704549104 3,246 221,700 SH   DFND 1 221,700 0 0
PEABODY ENERGY CORP COM 704549104 6,139 419,357 SH   SOLE 0 419,357 0 0
PEABODY ENERGY CORP SDCV 4.750% 704549AG9 1,048 1,500,000 SH   SOLE 0 1,500,000 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 3,071 118,800 SH   DFND 1 118,800 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 4,764 184,308 SH   SOLE 0 184,308 0 0
PENN NATIONAL GAMING INC COM 707569109 10,182 192,400 SH   SOLE 0 192,400 0 0
PENN NATIONAL GAMING INC COM 707569109 11,489 217,100 SH   DFND 1 217,100 0 0
PENN VIRGINIA CORP COM 707882106 94 20,100 SH   SOLE 0 20,100 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 809 42,826 SH   SOLE 0 42,826 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 174 11,700 SH   SOLE 0 11,700 0 0
PEP BOYS-MANNY MOE JACK COM 713278109 225 19,400 SH   SOLE 0 19,400 0 0
PEPSICO INC COM 713448108 3,443 42,100 SH   DFND 1 42,100 0 0
PEPSICO INC COM 713448108 6,750 82,527 SH   SOLE 0 82,527 0 0
PEPSICO INC COM 713448108 478 5,839 SH   DFND 2 5,839 0 0
PERFICIENT INC COM 71375U101 163 12,200 SH   SOLE 0 12,200 0 0
PERRIGO COMPANY COM 714290103 10,709 88,500 SH   DFND 1 88,500 0 0
PERRIGO COMPANY COM 714290103 18,794 155,324 SH   SOLE 0 155,324 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 243 2,200 SH   DFND 1 2,200 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 409 3,700 SH   SOLE 0 3,700 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 188 12,800 SH   DFND 1 12,800 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 324 22,100 SH   SOLE 0 22,100 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 1,336 99,600 SH   DFND 1 99,600 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 3,290 245,326 SH   SOLE 0 245,326 0 0
PETROQUEST ENERGY INC COM 716748108 82 20,700 SH   SOLE 0 20,700 0 0
PETSMART INC COM 716768106 3,189 47,600 SH   DFND 1 47,600 0 0
PETSMART INC COM 716768106 4,628 69,081 SH   SOLE 0 69,081 0 0
PFIZER INC COM 717081103 6,356 226,928 SH   DFND 1 226,928 0 0
PFIZER INC COM 717081103 13,270 473,768 SH   SOLE 0 473,768 0 0
PFIZER INC COM 717081103 1,784 63,709 SH   DFND 2 63,709 0 0
PFIZER INC COM 717081103 40 1,428 SH   DFND 2 1,428 0 0
PHARMERICA CORP COM 71714F104 151 10,900 SH   SOLE 0 10,900 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 37,780 436,161 SH   DFND 1 436,161 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 35,530 410,187 SH   SOLE 0 410,187 0 0
PHILLIPS 66 COM 718546104 2,356 40,000 SH   DFND 1 40,000 0 0
PHILLIPS 66 COM 718546104 3,412 57,915 SH   SOLE 0 57,915 0 0
PIEDMONT NATURAL GAS CO COM 720186105 938 27,800 SH   SOLE 0 27,800 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 10,724 599,800 SH   DFND 1 599,800 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 10,210 571,044 SH   SOLE 0 571,044 0 0
PIER 1 IMPORTS INC COM 720279108 10,303 438,618 SH   DFND 1 438,618 0 0
PIER 1 IMPORTS INC COM 720279108 15,354 653,641 SH   SOLE 0 653,641 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 24,904 236,099 SH   DFND 2 236,099 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 1,953 18,513 SH   DFND 2 18,513 0 0
PINNACLE ENTERTAINMENT INC COM 723456109 421 21,400 SH   SOLE 0 21,400 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 309 12,000 SH   SOLE 0 12,000 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 472 8,500 SH   DFND 1 8,500 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 643 11,600 SH   SOLE 0 11,600 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 150 22,700 SH   SOLE 0 22,700 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 666 4,600 SH   SOLE 0 4,600 0 0
PITNEY BOWES INC COM 724479100 1,606 109,400 SH   DFND 1 109,400 0 0
PITNEY BOWES INC COM 724479100 5,046 343,700 SH   SOLE 0 343,700 0 0
PLANTRONICS INC COM 727493108 15,133 344,558 SH   SOLE 0 344,558 0 0
PLANTRONICS INC COM 727493108 11,123 253,259 SH   DFND 1 253,259 0 0
PLEXUS CORP COM 729132100 374 12,500 SH   SOLE 0 12,500 0 0
PLUM CREEK TIMBER CO COM 729251108 1,510 32,365 SH   SOLE 0 32,365 0 0
POLARIS INDUSTRIES INC COM 731068102 437 4,600 SH   SOLE 0 4,600 0 0
POLYCOM INC COM 73172K104 132 12,540 SH   SOLE 0 12,540 0 0
POLYONE CORP COM 73179P106 902 36,400 SH   SOLE 0 36,400 0 0
POOL CORP COM 73278L105 897 17,112 SH   SOLE 0 17,112 0 0
POPULAR INC COM NEW 733174700 13,843 455,811 SH   DFND 1 455,811 0 0
POPULAR INC COM NEW 733174700 20,644 679,741 SH   SOLE 0 679,741 0 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 799 5,200 SH   DFND 1 5,200 0 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 3,472 22,600 SH   SOLE 0 22,600 0 0
POST PROPERTIES INC COM 737464107 599 12,100 SH   DFND 1 12,100 0 0
POST PROPERTIES INC COM 737464107 2,929 59,185 SH   SOLE 0 59,185 0 0
POTLATCH CORP COM 737630103 292 7,217 SH   SOLE 0 7,217 0 0
POWER INTEGRATIONS INC COM 739276103 430 10,600 SH   SOLE 0 10,600 0 0
POWERSHARES SENIOR LOAN PORTFO SENIOR LN PORT 73936Q769 1,856 75,000 SH   SOLE 0 75,000 0 0
POWERSHARES AGG PFD PORT 73936T565 672 47,100 SH   SOLE 0 47,100 0 0
POWERSHARES AGG PFD PORT 73936T565 474 33,200 SH   DFND 1 33,200 0 0
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 728 26,669 SH   DFND 2 26,669 0 0
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 56 2,068 SH   DFND 2 2,068 0 0
PRAXAIR INC COM 74005P104 1,175 10,200 SH   SOLE 0 10,200 0 0
PRECISION CASTPARTS CORP COM 740189105 1,153 5,100 SH   SOLE 0 5,100 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 545 18,700 SH   SOLE 0 18,700 0 0
T ROWE PRICE GROUP INC COM 74144T108 4,180 57,100 SH   DFND 1 57,100 0 0
T ROWE PRICE GROUP INC COM 74144T108 6,395 87,368 SH   SOLE 0 87,368 0 0
PRICELINE.COM INC COM NEW 741503403 1,488 1,800 SH   SOLE 0 1,800 0 0
PRICELINE.COM INC NOTE 1.250% 741503AN6 8,344 3,050,000 SH   SOLE 0 3,050,000 0 0
PRICELINE.COM INC DEBT 1.000% 741503AQ9 12,843 11,000,000 SH   SOLE 0 11,000,000 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 356 9,500 SH   SOLE 0 9,500 0 0
PROASSURANCE CORP COM 74267C106 4,235 81,200 SH   DFND 1 81,200 0 0
PROASSURANCE CORP COM 74267C106 6,233 119,500 SH   SOLE 0 119,500 0 0
PROCTER & GAMBLE CO COM 742718109 78,437 1,018,800 SH   DFND 1 1,018,800 0 0
PROCTER & GAMBLE CO COM 742718109 86,057 1,117,767 SH   SOLE 0 1,117,767 0 0
PROCTER & GAMBLE CO COM 742718109 333 4,319 SH   DFND 2 4,319 0 0
PRIVATEBANCORP INC COM 742962103 488 23,000 SH   SOLE 0 23,000 0 0
PROGRESS SOFTWARE CORP. COM 743312100 466 20,250 SH   SOLE 0 20,250 0 0
PROGRESSIVE CORP COM 743315103 442 17,400 SH   DFND 1 17,400 0 0
PROGRESSIVE CORP COM 743315103 1,856 73,000 SH   SOLE 0 73,000 0 0
PROLOGIS INC COM 74340W103 7,964 211,135 SH   SOLE 0 211,135 0 0
PROLOGIS LP NOTE 3.250% 74340XAT8 10,883 9,500,000 SH   SOLE 0 9,500,000 0 0
PROSPECT CAPITAL CORP COM 74348T102 836 77,378 SH   SOLE 0 77,378 0 0
PROSPECT CAPITAL CORP NOTE 6.250% 74348TAC6 1,069 1,000,000 SH   SOLE 0 1,000,000 0 0
PROSPECT CAPITAL CORP NOTE 5.500% 74348TAD4 5,804 5,500,000 SH   SOLE 0 5,500,000 0 0
PROSPECT CAPITAL CORP MTNF 5.375% 74348TAK8 3,096 3,000,000 SH   SOLE 0 3,000,000 0 0
PROTECTIVE LIFE CORP COM 743674103 10,627 276,670 SH   SOLE 0 276,670 0 0
PROTECTIVE LIFE CORP COM 743674103 11,696 304,500 SH   DFND 1 304,500 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 311 19,700 SH   SOLE 0 19,700 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1,168 16,000 SH   SOLE 0 16,000 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 11,833 362,300 SH   DFND 1 362,300 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 11,019 337,400 SH   SOLE 0 337,400 0 0
PUBLIC STORAGE COM 74460D109 3,037 19,810 SH   DFND 1 19,810 0 0
PUBLIC STORAGE COM 74460D109 15,064 98,246 SH   SOLE 0 98,246 0 0
PULTE GROUP INC COM 745867101 933 49,200 SH   DFND 1 49,200 0 0
PULTE GROUP INC COM 745867101 3,093 163,029 SH   SOLE 0 163,029 0 0
QLOGIC CORP COM 747277101 316 33,100 SH   SOLE 0 33,100 0 0
QUAKER CHEMICAL CORP COM 747316107 298 4,800 SH   SOLE 0 4,800 0 0
QUALCOMM INC COM 747525103 52,837 864,900 SH   DFND 1 864,900 0 0
QUALCOMM INC COM 747525103 93,052 1,523,200 SH   SOLE 0 1,523,200 0 0
QUALCOMM INC COM 747525103 360 5,888 SH   DFND 2 5,888 0 0
QUALITY SYSTEMS INC COM 747582104 273 14,600 SH   SOLE 0 14,600 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 229 13,575 SH   SOLE 0 13,575 0 0
QUANTA SERVICES INC COM 74762E102 8,901 336,400 SH   SOLE 0 336,400 0 0
QUANTA SERVICES INC COM 74762E102 5,472 206,800 SH   DFND 1 206,800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 333 5,500 SH   SOLE 0 5,500 0 0
QUESTAR CORP COM 748356102 303 12,700 SH   SOLE 0 12,700 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 645 14,200 SH   DFND 1 14,200 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 2,963 65,200 SH   SOLE 0 65,200 0 0
QUIKSILVER INC COM 74838C106 296 46,000 SH   SOLE 0 46,000 0 0
RLI CORP COM 749607107 474 6,200 SH   SOLE 0 6,200 0 0
RLJ LODGING TRUST COM 74965L101 945 42,024 SH   SOLE 0 42,024 0 0
RPM INTERNATIONAL INC COM 749685103 307 9,600 SH   SOLE 0 9,600 0 0
RTI INTERNATIONAL METALS COM 74973W107 308 11,100 SH   SOLE 0 11,100 0 0
RF MICRO DEVICES INC COM 749941100 109 20,340 SH   SOLE 0 20,340 0 0
RACKSPACE HOSTING INC COM 750086100 303 8,000 SH   SOLE 0 8,000 0 0
RALPH LAUREN CORP CL A 751212101 365 2,100 SH   SOLE 0 2,100 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 547 35,198 SH   SOLE 0 35,198 0 0
RANGE RESOURCES CORP COM 75281A109 2,869 37,100 SH   DFND 1 37,100 0 0
RANGE RESOURCES CORP COM 75281A109 4,371 56,527 SH   SOLE 0 56,527 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 354 8,225 SH   SOLE 0 8,225 0 0
RAYONIER INC COM 754907103 2,036 36,756 SH   SOLE 0 36,756 0 0
RAYONIER TRS HOLDINGS IN NOTE 4.500% 75508AAC0 2,519 1,500,000 SH   SOLE 0 1,500,000 0 0
RAYTHEON CO COM NEW 755111507 2,453 37,100 SH   DFND 1 37,100 0 0
RAYTHEON CO COM NEW 755111507 3,002 45,400 SH   SOLE 0 45,400 0 0
REALTY INCOME CORP COM 756109104 1,850 44,138 SH   SOLE 0 44,138 0 0
RED HAT INC COM 756577102 3,106 64,960 SH   SOLE 0 64,960 0 0
RED HAT INC COM 756577102 2,037 42,600 SH   DFND 1 42,600 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 259 4,700 SH   SOLE 0 4,700 0 0
REGAL-BELOIT CORP COM 758750103 207 3,200 SH   SOLE 0 3,200 0 0
REGENCY CENTERS CORP COM 758849103 2,149 42,292 SH   SOLE 0 42,292 0 0
REGENERON PHARMACEUTICALS COM 75886F107 585 2,600 SH   SOLE 0 2,600 0 0
REGIONS FINANCIAL CORP COM 7591EP100 463 48,577 SH   SOLE 0 48,577 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 366 5,300 SH   SOLE 0 5,300 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 354 5,400 SH   DFND 1 5,400 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 721 11,000 SH   SOLE 0 11,000 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 483 42,600 SH   DFND 1 42,600 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1,488 131,300 SH   SOLE 0 131,300 0 0
REPUBLIC SERVICES INC COM 760759100 2,223 65,500 SH   DFND 1 65,500 0 0
REPUBLIC SERVICES INC COM 760759100 2,387 70,325 SH   SOLE 0 70,325 0 0
RESMED INC COM 761152107 16,626 368,400 SH   SOLE 0 368,400 0 0
RESMED INC COM 761152107 13,313 295,000 SH   DFND 1 295,000 0 0
RESOURCES CONNECTION INC COM 76122Q105 174 15,000 SH   SOLE 0 15,000 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 231 16,630 SH   SOLE 0 16,630 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 598 41,900 SH   DFND 1 41,900 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 1,087 76,100 SH   SOLE 0 76,100 0 0
REX ENERGY CORP COM 761565100 7,535 428,610 SH   DFND 1 428,610 0 0
REX ENERGY CORP COM 761565100 11,492 653,670 SH   SOLE 0 653,670 0 0
REYNOLDS AMERICAN INC COM 761713106 1,156 23,900 SH   SOLE 0 23,900 0 0
REYNOLDS AMERICAN INC COM 761713106 672 13,900 SH   DFND 1 13,900 0 0
RIO TINTO PLC SPONSORED ADR 767204100 201 4,900 SH   SOLE 0 4,900 0 0
RIVERBED TECHNOLOGY INC COM 768573107 185 11,900 SH   SOLE 0 11,900 0 0
ROBERT HALF INTL INC COM 770323103 2,891 87,000 SH   DFND 1 87,000 0 0
ROBERT HALF INTL INC COM 770323103 4,124 124,100 SH   SOLE 0 124,100 0 0
ROCK-TENN CO CL A 772739207 519 5,200 SH   SOLE 0 5,200 0 0
ROCKWELL AUTOMATION INC/DE COM 773903109 399 4,800 SH   SOLE 0 4,800 0 0
ROCKWELL COLLINS INC COM 774341101 304 4,800 SH   SOLE 0 4,800 0 0
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 259 10,400 SH   SOLE 0 10,400 0 0
ROGERS CORP COM 775133101 293 6,200 SH   SOLE 0 6,200 0 0
ROPER INDUSTRIES INC COM 776696106 6,832 55,000 SH   DFND 1 55,000 0 0
ROPER INDUSTRIES INC COM 776696106 12,318 99,162 SH   SOLE 0 99,162 0 0
ROSS STORES INC COM 778296103 2,586 39,900 SH   DFND 1 39,900 0 0
ROSS STORES INC COM 778296103 4,031 62,200 SH   SOLE 0 62,200 0 0
ROYAL BK OF SCOTLAND GRP PLC SPONS ADR 20 ORD 780097689 119 14,100 SH   SOLE 0 14,100 0 0
ROYAL BK OF SCOTLAND GRP PLC SP ADR PREF T 780097713 359 15,000 SH   DFND 1 15,000 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 325 4,900 SH   DFND 1 4,900 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 563 8,500 SH   SOLE 0 8,500 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 576 9,035 SH   SOLE 0 9,035 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 331 5,193 SH   DFND 1 5,193 0 0
RUBY TUESDAY INC COM 781182100 194 21,000 SH   SOLE 0 21,000 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 3,133 11,900 SH   SOLE 0 11,900 0 0
RUE21 INC COM 781295100 237 5,700 SH   SOLE 0 5,700 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 158 13,100 SH   SOLE 0 13,100 0 0
RYLAND GROUP INC COM 783764103 674 16,800 SH   SOLE 0 16,800 0 0
RYLAND GROUP INC NOTE 1.625% 783764AQ6 4,341 3,000,000 SH   SOLE 0 3,000,000 0 0
RYLAND GROUP INC NOTE 0.250% 783764AS2 2,950 3,250,000 SH   SOLE 0 3,250,000 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 238 6,100 SH   SOLE 0 6,100 0 0
S&T BANCORP INC COM 783859101 214 10,900 SH   SOLE 0 10,900 0 0
SBA COMMUNICATIONS CORP COM 78388J106 1,875 25,300 SH   DFND 1 25,300 0 0
SBA COMMUNICATIONS CORP COM 78388J106 2,571 34,692 SH   SOLE 0 34,692 0 0
SAIC INC COM 78390X101 1,359 97,525 SH   DFND 1 97,525 0 0
SAIC INC COM 78390X101 4,310 309,375 SH   SOLE 0 309,375 0 0
SEI INVESTMENTS COMPANY COM 784117103 277 9,740 SH   SOLE 0 9,740 0 0
SHFL ENTERTAINMENT INC COM 78423R105 365 20,625 SH   SOLE 0 20,625 0 0
SL GREEN REALTY CORP COM 78440X101 4,561 51,715 SH   SOLE 0 51,715 0 0
SLM CORP COM 78442P106 1,456 63,700 SH   DFND 1 63,700 0 0
SLM CORP COM 78442P106 4,835 211,500 SH   SOLE 0 211,500 0 0
SM ENERGY COMPANY COM 78454L100 12,148 202,530 SH   SOLE 0 202,530 0 0
SM ENERGY COMPANY COM 78454L100 6,976 116,300 SH   DFND 1 116,300 0 0
SPDR TR UNIT 78462F103 71,168 443,635 SH   SOLE 0 443,635 0 0
SPDR TR UNIT 78462F103 20,421 127,300 SH   DFND 1 127,300 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 66,138 412,283 SH   DFND 2 412,283 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,732 17,029 SH   DFND 2 17,029 0 0
SPX CORPORATION COM 784635104 242 3,360 SH   SOLE 0 3,360 0 0
SPDR GOLD SHS 78463V107 3,549 29,800 SH   DFND 1 29,800 0 0
SPDR GOLD SHS 78463V107 8,600 72,200 SH   SOLE 0 72,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 17,932 150,549 SH   DFND 2 150,549 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,367 11,475 SH   DFND 2 11,475 0 0
SPDR DJ INTL RL ETF 78463X863 1,250 31,330 SH   DFND 1 31,330 0 0
SPDR DJ INTL RL ETF 78463X863 2,121 53,170 SH   SOLE 0 53,170 0 0
STR HOLDINGS COM 78478V100 32 14,100 SH   SOLE 0 14,100 0 0
SVB FINANCIAL GROUP COM 78486Q101 20,000 240,043 SH   DFND 1 240,043 0 0
SVB FINANCIAL GROUP COM 78486Q101 32,092 385,165 SH   SOLE 0 385,165 0 0
SWS GROUP INC COM 78503N107 56 10,326 SH   SOLE 0 10,326 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 623 23,842 SH   SOLE 0 23,842 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 228 4,700 SH   SOLE 0 4,700 0 0
SAFEWAY INC COM NEW 786514208 755 31,900 SH   DFND 1 31,900 0 0
SAFEWAY INC COM NEW 786514208 2,525 106,700 SH   SOLE 0 106,700 0 0
ST JUDE MEDICAL INC COM 790849103 441 9,664 SH   SOLE 0 9,664 0 0
SALESFORCE.COM INC COM 79466L302 710 18,600 SH   SOLE 0 18,600 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 1,257 19,000 SH   SOLE 0 19,000 0 0
SALLY BEAUTY CO INC COM 79546E104 50,099 1,610,900 SH   DFND 1 1,610,900 0 0
SALLY BEAUTY CO INC COM 79546E104 60,605 1,948,700 SH   SOLE 0 1,948,700 0 0
SANDERSON FARMS INC COM 800013104 485 7,300 SH   SOLE 0 7,300 0 0
SANDISK CORP COM 80004C101 513 8,400 SH   SOLE 0 8,400 0 0
SANDISK CORP NOTE 1.500% 80004CAD3 15,188 11,350,000 SH   SOLE 0 11,350,000 0 0
SANOFI SPONSORED ADR 80105N105 27,964 542,880 SH   DFND 1 542,880 0 0
SANOFI SPONSORED ADR 80105N105 47,499 922,140 SH   SOLE 0 922,140 0 0
SANTARUS INC COM 802817304 1,162 55,200 SH   SOLE 0 55,200 0 0
SANTARUS INC COM 802817304 379 18,000 SH   DFND 1 18,000 0 0
SAP AG SPON ADR 803054204 218 3,000 SH   SOLE 0 3,000 0 0
SAUL CENTERS INC COM 804395101 371 8,338 SH   SOLE 0 8,338 0 0
SCANA CORP COM 80589M102 236 4,800 SH   SOLE 0 4,800 0 0
SCANSOURCE INC COM 806037107 326 10,200 SH   SOLE 0 10,200 0 0
HENRY SCHEIN INC COM 806407102 613 6,400 SH   SOLE 0 6,400 0 0
SCHLUMBERGER LTD COM 806857108 90,980 1,269,608 SH   SOLE 0 1,269,608 0 0
SCHLUMBERGER LTD COM 806857108 52,185 728,230 SH   DFND 1 728,230 0 0
A SCHULMAN INC COM 808194104 292 10,900 SH   SOLE 0 10,900 0 0
SCHWAB (CHARLES) CORP COM 808513105 806 37,950 SH   SOLE 0 37,950 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 529 10,600 SH   DFND 1 10,600 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,057 21,200 SH   SOLE 0 21,200 0 0
SCRIPPS CO (E.W.) CL A NEW 811054402 169 10,833 SH   SOLE 0 10,833 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 200 3,000 SH   SOLE 0 3,000 0 0
SEACOR HOLDINGS INC COM 811904101 577 6,950 SH   SOLE 0 6,950 0 0
SEATTLE GENETICS INC COM 812578102 3,810 121,100 SH   SOLE 0 121,100 0 0
SEATTLE GENETICS INC COM 812578102 1,240 39,400 SH   DFND 1 39,400 0 0
SPDR SBI MATERIALS 81369Y100 6,584 171,700 SH   DFND 1 171,700 0 0
SPDR SBI MATERIALS 81369Y100 5,230 136,400 SH   SOLE 0 136,400 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,592 184,710 SH   DFND 2 184,710 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 187 9,610 SH   DFND 2 9,610 0 0
SPDR SBI INT-UTILS 81369Y886 2,755 73,200 SH   DFND 1 73,200 0 0
SPDR SBI INT-UTILS 81369Y886 1,671 44,400 SH   SOLE 0 44,400 0 0
SELECT COMFORT CORP. COM 81616X103 511 20,400 SH   SOLE 0 20,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 339 12,100 SH   SOLE 0 12,100 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 465 20,200 SH   SOLE 0 20,200 0 0
SEMPRA ENERGY COM 816851109 643 7,862 SH   SOLE 0 7,862 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 1,646 63,466 SH   SOLE 0 63,466 0 0
SERVICE CORP INTERNATIONAL COM 817565104 278 15,400 SH   SOLE 0 15,400 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 2,208 12,500 SH   DFND 1 12,500 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 2,543 14,400 SH   SOLE 0 14,400 0 0
SHIRE PLC SPONSORED ADR 82481R106 39,765 418,100 SH   DFND 1 418,100 0 0
SHIRE PLC SPONSORED ADR 82481R106 59,929 630,100 SH   SOLE 0 630,100 0 0
SIEMENS AG SPONSORED ADR 826197501 253 2,500 SH   SOLE 0 2,500 0 0
SIGMA-ALDRICH COM 826552101 338 4,200 SH   SOLE 0 4,200 0 0
SIGMA DESIGNS INC COM 826565103 63 12,400 SH   SOLE 0 12,400 0 0
SIGNATURE BANK COM 82669G104 282 3,400 SH   SOLE 0 3,400 0 0
SILGAN HOLDINGS INC COM 827048109 8,873 188,950 SH   SOLE 0 188,950 0 0
SILGAN HOLDINGS INC COM 827048109 9,961 212,124 SH   DFND 1 212,124 0 0
SILVER WHEATON CORP COM 828336107 1,883 95,726 SH   SOLE 0 95,726 0 0
SILVER WHEATON CORP COM 828336107 1,373 69,800 SH   DFND 1 69,800 0 0
SIMON PROPERTY GROUP INC COM 828806109 3,826 24,226 SH   DFND 1 24,226 0 0
SIMON PROPERTY GROUP INC COM 828806109 29,203 184,923 SH   SOLE 0 184,923 0 0
SIMPSON MANUFACTURING CO. INC. COM 829073105 432 14,700 SH   SOLE 0 14,700 0 0
SIRIUS XM RADIO INC COM 82967N108 491 146,500 SH   DFND 1 146,500 0 0
SIRIUS XM RADIO INC COM 82967N108 1,510 450,700 SH   SOLE 0 450,700 0 0
SKECHERS USA INC-CL A CL A 830566105 339 14,100 SH   SOLE 0 14,100 0 0
SKYWEST INC COM 830879102 256 18,900 SH   SOLE 0 18,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,428 110,900 SH   SOLE 0 110,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,696 77,500 SH   DFND 1 77,500 0 0
SMITH & WESSON HOLDING CORP COM 831756101 2,041 204,500 SH   DFND 1 204,500 0 0
SMITH & WESSON HOLDING CORP COM 831756101 6,271 628,400 SH   SOLE 0 628,400 0 0
SMITH (A.O.) CORP COM 831865209 1,034 28,500 SH   SOLE 0 28,500 0 0
SMITHFIELD FOODS INC COM 832248108 298 9,100 SH   SOLE 0 9,100 0 0
JM SMUCKER COMPANY COM NEW 832696405 393 3,806 SH   SOLE 0 3,806 0 0
SNYDERS-LANCE INC COM 833551104 503 17,700 SH   SOLE 0 17,700 0 0
SOLAR CAPITAL LTD COM 83413U100 3,233 140,000 SH   DFND 1 140,000 0 0
SOLAR CAPITAL LTD COM 83413U100 2,147 93,000 SH   SOLE 0 93,000 0 0
SOLARWINDS INC COM 83416B109 334 8,600 SH   SOLE 0 8,600 0 0
SOLERA HOLDINGS INC COM 83421A104 278 5,000 SH   SOLE 0 5,000 0 0
SONIC CORP COM 835451105 280 19,252 SH   SOLE 0 19,252 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 266 12,600 SH   SOLE 0 12,600 0 0
SONOCO PRODUCTS CO COM 835495102 255 7,380 SH   SOLE 0 7,380 0 0
SOURCEFIRE INC COM 83616T108 628 11,300 SH   SOLE 0 11,300 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 672 11,700 SH   SOLE 0 11,700 0 0
SOUTHERN COMPANY COM 842587107 4,457 101,000 SH   DFND 1 101,000 0 0
SOUTHERN COMPANY COM 842587107 10,022 227,100 SH   SOLE 0 227,100 0 0
SOUTHERN COPPER CORP COM 84265V105 4,831 174,895 SH   DFND 1 174,895 0 0
SOUTHERN COPPER CORP COM 84265V105 7,681 278,111 SH   SOLE 0 278,111 0 0
SOUTHWEST AIRLINES CO COM 844741108 12,138 941,680 SH   SOLE 0 941,680 0 0
SOUTHWEST AIRLINES CO COM 844741108 13,363 1,036,700 SH   DFND 1 1,036,700 0 0
SOUTHWEST GAS CORP COM 844895102 14,947 319,455 SH   SOLE 0 319,455 0 0
SOUTHWEST GAS CORP COM 844895102 10,883 232,586 SH   DFND 1 232,586 0 0
SOUTHWESTERN ENERGY CO COM 845467109 16,219 444,000 SH   DFND 1 444,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 16,618 454,900 SH   SOLE 0 454,900 0 0
SOVRAN SELF STORAGE INC COM 84610H108 1,241 19,149 SH   SOLE 0 19,149 0 0
SPARTAN MOTORS INC COM 846819100 70 11,400 SH   SOLE 0 11,400 0 0
SPECTRA ENERGY CORP COM 847560109 793 23,025 SH   SOLE 0 23,025 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 579 77,587 SH   DFND 1 77,587 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,919 257,213 SH   SOLE 0 257,213 0 0
SPIRIT REALTY CAPITAL INC COM 84860F109 414 23,341 SH   SOLE 0 23,341 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 731 104,089 SH   SOLE 0 104,089 0 0
STAGE STORES, INC. COM NEW 85254C305 5,411 17,490 SH   DFND 1 17,490 0 0
STAGE STORES, INC. COM NEW 85254C305 51,516 64,510 SH   SOLE 0 64,510 0 0
STAG INDUSTRIAL INC COM 85254J102 321 16,100 SH   SOLE 0 16,100 0 0
STAMPS.COM COM NEW 852857200 201 5,100 SH   SOLE 0 5,100 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 247 7,200 SH   SOLE 0 7,200 0 0
STANDARD PACIFIC CORP COM 85375C101 3,453 414,550 SH   SOLE 0 414,550 0 0
STANDARD PACIFIC CORP COM 85375C101 963 115,600 SH   DFND 1 115,600 0 0
STANDEX INTERNATIONAL CORP COM 854231107 243 4,600 SH   SOLE 0 4,600 0 0
STANLEY BLACK & DECKER COM 854502101 433 5,600 SH   SOLE 0 5,600 0 0
STANLEY BLACK & DECKER UNIT 854502309 19,527 151,000 SH   SOLE 0 151,000 0 0
STAPLES INC COM 855030102 546 34,400 SH   DFND 1 34,400 0 0
STAPLES INC COM 855030102 2,045 128,875 SH   SOLE 0 128,875 0 0
STARBUCKS CORP COM 855244109 1,684 25,700 SH   SOLE 0 25,700 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.550% 85571BAA3 7,235 7,000,000 SH   SOLE 0 7,000,000 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 853 13,506 SH   SOLE 0 13,506 0 0
STATE STREET CORP COM 857477103 43,930 673,666 SH   DFND 1 673,666 0 0
STATE STREET CORP COM 857477103 40,077 614,581 SH   SOLE 0 614,581 0 0
STEEL DYNAMICS INC COM 858119100 14,033 941,200 SH   DFND 1 941,200 0 0
STEEL DYNAMICS INC COM 858119100 12,632 847,200 SH   SOLE 0 847,200 0 0
STEEL DYNAMICS INC NOTE 5.125% 858119AP5 4,555 4,250,000 SH   SOLE 0 4,250,000 0 0
STEIN MART, INC. COM 858375108 8,138 10,100 SH   SOLE 0 10,100 0 0
STEPAN CO COM 858586100 356 6,400 SH   SOLE 0 6,400 0 0
STERICYCLE INC COM 858912108 8,304 75,200 SH   DFND 1 75,200 0 0
STERICYCLE INC COM 858912108 11,473 103,898 SH   SOLE 0 103,898 0 0
STERLING BANCORP-N Y COM 859158107 132 11,400 SH   SOLE 0 11,400 0 0
STEWART INFORMATION SVCS CORP COM 860372101 339 12,944 SH   DFND 1 12,944 0 0
STEWART INFORMATION SVCS CORP COM 860372101 1,183 45,166 SH   SOLE 0 45,166 0 0
STIFEL FINANCIAL CORP COM 860630102 769 21,550 SH   SOLE 0 21,550 0 0
STIFEL FINL CORP COM 860630102 720 20,198 SH   DFND 2 20,198 0 0
STILLWATER MINING CO COM 86074Q102 464 43,200 SH   SOLE 0 43,200 0 0
STONE ENERGY CORP COM 861642106 401 18,200 SH   SOLE 0 18,200 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 877 98,974 SH   SOLE 0 98,974 0 0
STRYKER CORP COM 863667101 647 10,000 SH   SOLE 0 10,000 0 0
STURM, RUGER & CO., INC. COM 864159108 8,495 10,300 SH   DFND 1 10,300 0 0
STURM, RUGER & CO., INC. COM 864159108 81,869 38,900 SH   SOLE 0 38,900 0 0
SUMITOMO MITSUI FINANCIAL GROU SPONSORED ADR 86562M209 147 15,900 SH   SOLE 0 15,900 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 403 42,657 SH   SOLE 0 42,657 0 0
SUN COMMUNITIES COM 866674104 727 14,617 SH   SOLE 0 14,617 0 0
SUNCOKE ENERGY INC COM 86722A103 4,021 286,800 SH   DFND 1 286,800 0 0
SUNCOKE ENERGY INC COM 86722A103 5,981 426,627 SH   SOLE 0 426,627 0 0
SUNEDISON INC COM 86732Y109 391 47,900 SH   DFND 1 47,900 0 0
SUNEDISON INC COM 86732Y109 1,337 163,700 SH   SOLE 0 163,700 0 0
SUNPOWER CORP COM 867652406 2,842 137,300 SH   DFND 1 137,300 0 0
SUNPOWER CORP COM 867652406 2,501 120,800 SH   SOLE 0 120,800 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,134 93,846 SH   SOLE 0 93,846 0 0
SUNTRUST BANKS INC COM 867914103 584 18,500 SH   SOLE 0 18,500 0 0
SUPERIOR ENERGY SERVICES COM 868157108 301 11,600 SH   SOLE 0 11,600 0 0
SUPERVALU INC COM 868536103 91 14,600 SH   SOLE 0 14,600 0 0
SUSQUEHANNA BANCSHARES INC. COM 869099101 876 68,200 SH   SOLE 0 68,200 0 0
SWIFT ENERGY CO COM 870738101 189 15,800 SH   SOLE 0 15,800 0 0
SYKES ENTERPRISES INC. COM 871237103 227 14,400 SH   SOLE 0 14,400 0 0
SYMANTEC CORP COM 871503108 39,577 1,760,546 SH   SOLE 0 1,760,546 0 0
SYMANTEC CORP COM 871503108 30,180 1,342,510 SH   DFND 1 1,342,510 0 0
SYMMETRICOM INC COM 871543104 67 14,950 SH   SOLE 0 14,950 0 0
SYMMETRY MEDICAL INC COM 871546206 115 13,600 SH   SOLE 0 13,600 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 312 10,100 SH   SOLE 0 10,100 0 0
SYNAPTICS INC COM 87157D109 455 11,800 SH   SOLE 0 11,800 0 0
SYNOPSYS INC COM 871607107 3,815 106,700 SH   DFND 1 106,700 0 0
SYNOPSYS INC COM 871607107 5,630 157,480 SH   SOLE 0 157,480 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 168 57,400 SH   SOLE 0 57,400 0 0
SYNNEX CORP COM 87162W100 410 9,700 SH   SOLE 0 9,700 0 0
SYSCO CORP COM 871829107 697 20,400 SH   SOLE 0 20,400 0 0
TCF FINANCIAL CORP COM 872275102 2,031 143,220 SH   SOLE 0 143,220 0 0
TCF FINANCIAL CORP COM 872275102 604 42,600 SH   DFND 1 42,600 0 0
TJX COMPANIES INC COM 872540109 4,190 83,700 SH   DFND 1 83,700 0 0
TJX COMPANIES INC COM 872540109 8,921 178,200 SH   SOLE 0 178,200 0 0
TRW AUTOMOTIVE INC NOTE 3.500% 87264MAH2 456 200,000 SH   SOLE 0 200,000 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 4,983 75,000 SH   SOLE 0 75,000 0 0
TTM TECHNOLOGIES COM 87305R109 162 19,300 SH   SOLE 0 19,300 0 0
TTM TECHNOLOGIES NOTE 3.250% 87305RAC3 2,019 2,000,000 SH   SOLE 0 2,000,000 0 0
TW TELECOM INC COM 87311L104 2,642 93,900 SH   DFND 1 93,900 0 0
TW TELECOM INC COM 87311L104 3,931 139,685 SH   SOLE 0 139,685 0 0
TAIWAN SEMICONDUCTOR MFG CO. SPONSORED ADR 874039100 244 13,300 SH   SOLE 0 13,300 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 502 33,550 SH   SOLE 0 33,550 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 2,314 69,163 SH   SOLE 0 69,163 0 0
TANGOE INC COM 87582Y108 179 11,600 SH   SOLE 0 11,600 0 0
TARGET CORPORATION COM 87612E106 1,839 26,700 SH   DFND 1 26,700 0 0
TARGET CORPORATION COM 87612E106 4,862 70,600 SH   SOLE 0 70,600 0 0
TAUBMAN CENTERS INC COM 876664103 2,384 31,720 SH   DFND 1 31,720 0 0
TAUBMAN CENTERS INC COM 876664103 5,439 72,381 SH   SOLE 0 72,381 0 0
TECK RESOURCES LIMITED CL B 878742204 13,322 623,400 SH   DFND 1 623,400 0 0
TECK RESOURCES LIMITED CL B 878742204 16,282 761,900 SH   SOLE 0 761,900 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,052 13,600 SH   SOLE 0 13,600 0 0
TELEFLEX INC COM 879369106 228 2,940 SH   SOLE 0 2,940 0 0
TELEFONICA SA SPONSORED ADR 879382208 145 11,300 SH   SOLE 0 11,300 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 11,546 263,000 SH   DFND 1 263,000 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 10,308 234,800 SH   SOLE 0 234,800 0 0
TENNANT CO COM 880345103 4,360 90,330 SH   DFND 1 90,330 0 0
TENNANT CO COM 880345103 6,467 133,980 SH   SOLE 0 133,980 0 0
TERADATA CORP COM 88076W103 286 5,700 SH   SOLE 0 5,700 0 0
TERADYNE INC COM 880770102 32,669 1,859,343 SH   SOLE 0 1,859,343 0 0
TERADYNE INC COM 880770102 31,761 1,807,664 SH   DFND 1 1,807,664 0 0
TEREX CORP COM 880779103 418 15,900 SH   DFND 1 15,900 0 0
TEREX CORP COM 880779103 1,499 57,000 SH   SOLE 0 57,000 0 0
TERRENO REALTY CORP COM 88146M101 3,481 187,870 SH   DFND 1 187,870 0 0
TERRENO REALTY CORP COM 88146M101 5,010 270,370 SH   SOLE 0 270,370 0 0
TESCO CORP COM 88157K101 154 11,600 SH   SOLE 0 11,600 0 0
TESORO CORP COM 881609101 743 14,200 SH   DFND 1 14,200 0 0
TESORO CORP COM 881609101 2,527 48,300 SH   SOLE 0 48,300 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 2,109 53,800 SH   SOLE 0 53,800 0 0
TETRA TECHNOLOGIES, INC. COM 88162F105 5,293 28,550 SH   SOLE 0 28,550 0 0
TETRA TECH INC COM 88162G103 557 23,706 SH   SOLE 0 23,706 0 0
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 88163VAE9 15,788 15,000,000 SH   SOLE 0 15,000,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 401 19,300 SH   SOLE 0 19,300 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 661 14,900 SH   SOLE 0 14,900 0 0
TEXAS INDUSTRIES INC COM 882491103 495 7,600 SH   SOLE 0 7,600 0 0
TEXAS INSTRUMENTS INC COM 882508104 43,717 1,254,440 SH   SOLE 0 1,254,440 0 0
TEXAS INSTRUMENTS INC COM 882508104 21,811 625,850 SH   DFND 1 625,850 0 0
TEXAS ROADHOUSE INC COM 882681109 530 21,200 SH   SOLE 0 21,200 0 0
TEXTRON INC COM 883203101 247 9,500 SH   SOLE 0 9,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,041 12,300 SH   SOLE 0 12,300 0 0
THOMSON REUTERS CORP COM 884903105 1,381 42,400 SH   DFND 1 42,400 0 0
THOMSON REUTERS CORP COM 884903105 1,352 41,500 SH   SOLE 0 41,500 0 0
THORATEC CORPORATION COM NEW 885175307 18,075 577,300 SH   DFND 1 577,300 0 0
THORATEC CORPORATION COM NEW 885175307 18,097 578,000 SH   SOLE 0 578,000 0 0
3D SYSTEMS CORP COM NEW 88554D205 299 6,800 SH   SOLE 0 6,800 0 0
3M CO COM 88579Y101 5,074 46,400 SH   SOLE 0 46,400 0 0
3M CO COM 88579Y101 2,920 26,700 SH   DFND 1 26,700 0 0
TIBCO SOFTWARE INC COM 88632Q103 242 11,300 SH   SOLE 0 11,300 0 0
TIFFANY & CO COM 886547108 306 4,200 SH   SOLE 0 4,200 0 0
TIME WARNER INC COM NEW 887317303 1,854 32,066 SH   SOLE 0 32,066 0 0
TIME WARNER CABLE INC COM 88732J207 16,323 145,120 SH   DFND 1 145,120 0 0
TIME WARNER CABLE INC COM 88732J207 30,629 272,309 SH   SOLE 0 272,309 0 0
TIMKEN CO COM 887389104 326 5,800 SH   SOLE 0 5,800 0 0
TITAN INTERNATIONAL INC COM 88830M102 331 19,600 SH   SOLE 0 19,600 0 0
TOLL BROTHERS INC COM 889478103 20,164 617,969 SH   SOLE 0 617,969 0 0
TOLL BROTHERS INC COM 889478103 19,379 593,900 SH   DFND 1 593,900 0 0
TORCHMARK CORP COM 891027104 215 3,300 SH   SOLE 0 3,300 0 0
TORO CO COM 891092108 958 21,100 SH   SOLE 0 21,100 0 0
TOWERS WATSON & CO-CL A CL A 891894107 336 4,100 SH   SOLE 0 4,100 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 471 3,900 SH   SOLE 0 3,900 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 278 2,300 SH   DFND 1 2,300 0 0
TRACTOR SUPPLY CO COM 892356106 10,933 93,013 SH   SOLE 0 93,013 0 0
TRACTOR SUPPLY CO COM 892356106 7,500 63,800 SH   DFND 1 63,800 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,789 34,900 SH   DFND 1 34,900 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,589 44,906 SH   SOLE 0 44,906 0 0
TREDEGAR CORP COM 894650100 226 8,800 SH   SOLE 0 8,800 0 0
TREEHOUSE FOODS INC COM 89469A104 872 13,300 SH   SOLE 0 13,300 0 0
TRIMBLE NAVIGATION LTD COM 896239100 483 18,600 SH   SOLE 0 18,600 0 0
TRINITY INDUSTRIES INC COM 896522109 223 5,795 SH   SOLE 0 5,795 0 0
TRINITY INDUSTRIES INC NOTE 3.875% 896522AF6 6,182 5,250,000 SH   SOLE 0 5,250,000 0 0
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 311,838 1,708,160 SH   DFND 1 1,708,160 0 0
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 310,811 1,560,066 SH   SOLE 0 1,560,066 0 0
TRIUMPH GROUP INC COM 896818101 293 3,700 SH   SOLE 0 3,700 0 0
TRIPADVISOR INC COM 896945201 234 3,850 SH   SOLE 0 3,850 0 0
TRUE RELIGION APPAREL INC COM 89784N104 282 8,900 SH   SOLE 0 8,900 0 0
TRUEBLUE INC COM 89785X101 314 14,900 SH   SOLE 0 14,900 0 0
TRUSTCO BANK CORP NY COM 898349105 188 34,482 SH   SOLE 0 34,482 0 0
TUESDAY MORNING CORP. COM NEW 899035505 162 15,600 SH   SOLE 0 15,600 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 303 3,900 SH   SOLE 0 3,900 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 2,225 217,100 SH   DFND 1 217,100 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 1,484 144,750 SH   SOLE 0 144,750 0 0
II-VI INC COM 902104108 322 19,800 SH   SOLE 0 19,800 0 0
TYLER TECHNOLOGIES INC COM 902252105 679 9,900 SH   SOLE 0 9,900 0 0
TYSON FOODS INC CL A 902494103 1,726 67,200 SH   DFND 1 67,200 0 0
TYSON FOODS INC CL A 902494103 5,557 216,400 SH   SOLE 0 216,400 0 0
TYSON FOODS INC NOTE 3.250% 902494AP8 19,544 12,800,000 SH   SOLE 0 12,800,000 0 0
UDR INC COM 902653104 670 26,300 SH   DFND 1 26,300 0 0
UDR INC COM 902653104 3,267 128,182 SH   SOLE 0 128,182 0 0
UGI CORP COM 902681105 321 8,200 SH   SOLE 0 8,200 0 0
UIL HOLDINGS CORP COM 902748102 714 18,666 SH   SOLE 0 18,666 0 0
UMB FINANCIAL CORP COM 902788108 662 11,900 SH   SOLE 0 11,900 0 0
US BANCORP COM NEW 902973304 1,193 33,000 SH   DFND 1 33,000 0 0
US BANCORP COM NEW 902973304 3,406 94,206 SH   SOLE 0 94,206 0 0
UNS ENERGY CORP COM 903119105 680 15,200 SH   SOLE 0 15,200 0 0
URS CORP COM 903236107 260 5,500 SH   SOLE 0 5,500 0 0
USG CORP COM NEW 903293405 422 18,300 SH   DFND 1 18,300 0 0
USG CORP COM NEW 903293405 1,302 56,500 SH   SOLE 0 56,500 0 0
ULTRA PETROLEUM CORP COM 903914109 1,623 81,900 SH   DFND 1 81,900 0 0
ULTRA PETROLEUM CORP COM 903914109 3,998 201,700 SH   SOLE 0 201,700 0 0
ULTRATECH INC COM 904034105 371 10,100 SH   SOLE 0 10,100 0 0
UMPQUA HOLDINGS CORP COM 904214103 614 40,900 SH   SOLE 0 40,900 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 4,281 71,700 SH   SOLE 0 71,700 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 2,860 47,900 SH   DFND 1 47,900 0 0
UNIFIRST CORP/MA COM 904708104 502 5,500 SH   SOLE 0 5,500 0 0
UNILEVER PLC SPON ADR NEW 904767704 247 6,100 SH   SOLE 0 6,100 0 0
UNILEVER NV N Y SHS NEW 904784709 244 6,200 SH   SOLE 0 6,200 0 0
UNION PACIFIC CORP COM 907818108 70,506 457,000 SH   SOLE 0 457,000 0 0
UNION PACIFIC CORP COM 907818108 45,837 297,100 SH   DFND 1 297,100 0 0
UNISYS CORP COM NEW 909214306 1,348 61,069 SH   SOLE 0 61,069 0 0
UNISYS CORP COM NEW 909214306 455 20,631 SH   DFND 1 20,631 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 211 16,975 SH   SOLE 0 16,975 0 0
UNITED BANKSHARES NC COM 909907107 444 16,800 SH   SOLE 0 16,800 0 0
UNITED ONLINE INC COM 911268100 256 33,800 SH   SOLE 0 33,800 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,119 24,500 SH   SOLE 0 24,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 249 2,875 SH   DFND 2 2,875 0 0
UNITED RENTALS INC COM 911363109 5,156 103,298 SH   SOLE 0 103,298 0 0
UNITED RENTALS INC COM 911363109 3,509 70,300 SH   DFND 1 70,300 0 0
US STEEL CORP NOTE 4.000% 912909AE8 7,193 7,000,000 SH   SOLE 0 7,000,000 0 0
US STEEL CORP NOTE 2.750% 912909AH1 2,470 2,500,000 SH   SOLE 0 2,500,000 0 0
UNITED STATIONERS INC COM 913004107 363 10,818 SH   DFND 1 10,818 0 0
UNITED STATIONERS INC COM 913004107 1,563 46,582 SH   SOLE 0 46,582 0 0
UNITED TECHNOLOGIES CORP COM 913017109 75,206 809,186 SH   DFND 1 809,186 0 0
UNITED TECHNOLOGIES CORP COM 913017109 78,663 846,382 SH   SOLE 0 846,382 0 0
UNITED TECHNOLOGIES CORP UNIT 913017117 1,900 32,000 SH   SOLE 0 32,000 0 0
UNITED THERAPEUTICS CORP. COM 91307C102 1,869 28,400 SH   DFND 1 28,400 0 0
UNITED THERAPEUTICS CORP. COM 91307C102 5,970 90,700 SH   SOLE 0 90,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 39,840 608,435 SH   DFND 1 608,435 0 0
UNITEDHEALTH GROUP INC COM 91324P102 47,003 717,824 SH   SOLE 0 717,824 0 0
UNIVERSAL CORP COM 913456109 960 16,600 SH   DFND 1 16,600 0 0
UNIVERSAL CORP COM 913456109 974 16,840 SH   SOLE 0 16,840 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 287 7,200 SH   SOLE 0 7,200 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 263 6,100 SH   SOLE 0 6,100 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 435 6,500 SH   SOLE 0 6,500 0 0
UNUM GROUP COM 91529Y106 273 9,282 SH   SOLE 0 9,282 0 0
URBAN OUTFITTERS INC COM 917047102 463 11,500 SH   DFND 1 11,500 0 0
URBAN OUTFITTERS INC COM 917047102 1,593 39,600 SH   SOLE 0 39,600 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 377 18,700 SH   SOLE 0 18,700 0 0
VF CORPORATION COM 918204108 1,544 8,000 SH   DFND 1 8,000 0 0
VF CORPORATION COM 918204108 2,723 14,106 SH   SOLE 0 14,106 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 561 22,800 SH   DFND 1 22,800 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,805 73,400 SH   SOLE 0 73,400 0 0
VALE SA ADR 91912E105 139 10,600 SH   SOLE 0 10,600 0 0
VALERO ENERGY CORP COM 91913Y100 1,846 53,100 SH   DFND 1 53,100 0 0
VALERO ENERGY CORP COM 91913Y100 5,139 147,800 SH   SOLE 0 147,800 0 0
VALLEY NATIONAL BANCORP COM 919794107 137 14,484 SH   SOLE 0 14,484 0 0
VALMOUNT INDUSTRIES INC COM 920253101 243 1,700 SH   SOLE 0 1,700 0 0
VALSPAR CORP COM 920355104 385 5,960 SH   SOLE 0 5,960 0 0
VANGUARD SPECIALIZED FTSE DEV MKT ETF 921908844 116 6,435 SH   DFND 2 6,435 0 0
VANGUARD BD INDEX FUND FTSE DEV MKT ETF 921937835 147 12,452 SH   DFND 2 12,452 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 29,644 832,691 SH   DFND 2 832,691 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,270 35,663 SH   DFND 2 35,663 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,749 53,328 SH   DFND 2 53,328 0 0
VANGUARD HIGH DIVIDEND YIELD E HIGH DIV YLD 921946406 1,409 25,000 SH   SOLE 0 25,000 0 0
VANGUARD INT-TERM CORPORATE INT-TERM CORP 92206C870 9,347 112,600 SH   SOLE 0 112,600 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 263 3,900 SH   SOLE 0 3,900 0 0
VASCO DATA SECURITY INTL COM 92230Y104 88 10,600 SH   SOLE 0 10,600 0 0
VECTREN CORP COM 92240G101 203 5,990 SH   SOLE 0 5,990 0 0
VEECO INSTRUMENTS INC COM 922417100 510 14,400 SH   SOLE 0 14,400 0 0
VENTAS INC COM 92276F100 601 8,650 SH   DFND 1 8,650 0 0
VENTAS INC COM 92276F100 8,867 127,652 SH   SOLE 0 127,652 0 0
VANGUARD INDEX FDS REIT ETF 922908553 16,435 239,153 SH   DFND 2 239,153 0 0
VANGUARD INDEX FDS REIT ETF 922908553 680 9,895 SH   DFND 2 9,895 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 184 2,230 SH   DFND 2 2,230 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 121 1,460 SH   DFND 2 1,460 0 0
VANGUARD US TOTAL STOCK MKT TOTAL STK MKT 922908769 1,075 13,000 SH   SOLE 0 13,000 0 0
VERA BRADLEY INC COM 92335C106 2,190 101,100 SH   SOLE 0 101,100 0 0
VERA BRADLEY INC COM 92335C106 710 32,800 SH   DFND 1 32,800 0 0
VERIFONE SYSTEMS INC COM 92342Y109 1,809 107,629 SH   DFND 1 107,629 0 0
VERIFONE SYSTEMS INC COM 92342Y109 2,615 155,563 SH   SOLE 0 155,563 0 0
VERISIGN INC COM 92343E102 237 5,300 SH   SOLE 0 5,300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 18,534 368,171 SH   DFND 1 368,171 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 34,830 691,899 SH   SOLE 0 691,899 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 574 11,400 SH   DFND 2 11,400 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 16,452 205,500 SH   DFND 1 205,500 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 15,958 199,320 SH   SOLE 0 199,320 0 0
VIASAT INC COM 92552V100 1,065 14,900 SH   SOLE 0 14,900 0 0
VIACOM INC CL B 92553P201 1,050 15,434 SH   SOLE 0 15,434 0 0
VIEWPOINT FINANCIAL GROUP COM 92672A101 273 13,100 SH   SOLE 0 13,100 0 0
VIROPHARMA INC. COM 928241108 685 23,900 SH   SOLE 0 23,900 0 0
VISA INC COM CL A 92826C839 17,617 96,400 SH   DFND 1 96,400 0 0
VISA INC COM CL A 92826C839 55,501 303,700 SH   SOLE 0 303,700 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 388 2,200 SH   SOLE 0 2,200 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 14,846 1,068,820 SH   SOLE 0 1,068,820 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 10,092 726,600 SH   DFND 1 726,600 0 0
VITAMIN SHOPPE INC COM 92849E101 493 11,000 SH   SOLE 0 11,000 0 0
VMWARE INC CL A COM 928563402 34,935 521,500 SH   DFND 1 521,500 0 0
VMWARE INC CL A COM 928563402 62,910 939,100 SH   SOLE 0 939,100 0 0
VODAFONE GROUP PLC SPONS ADR NEW 92857W209 279 9,700 SH   SOLE 0 9,700 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 11,090 133,861 SH   SOLE 0 133,861 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 2,291 27,647 SH   DFND 1 27,647 0 0
VULCAN MATERIALS CO COM 929160109 218 4,500 SH   SOLE 0 4,500 0 0
WD-40 CO COM 929236107 293 5,370 SH   SOLE 0 5,370 0 0
WP CAREY INC COM 92936U109 443 6,700 SH   SOLE 0 6,700 0 0
WABASH NATIONAL CORP COM 929566107 524 51,500 SH   DFND 1 51,500 0 0
WABASH NATIONAL CORP COM 929566107 1,614 158,500 SH   SOLE 0 158,500 0 0
WABTEC CORP COM 929740108 374 7,000 SH   SOLE 0 7,000 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 271 6,240 SH   SOLE 0 6,240 0 0
WAGEWORKS INC COM 930427109 265 7,700 SH   SOLE 0 7,700 0 0
WAL-MART STORES INC COM 931142103 14,600 196,000 SH   SOLE 0 196,000 0 0
WAL-MART STORES INC COM 931142103 5,490 73,700 SH   DFND 1 73,700 0 0
WAL-MART STORES INC COM 931142103 243 3,262 SH   DFND 2 3,262 0 0
WAL-MART STORES INC COM 931142103 4 54 SH   DFND 2 54 0 0
WALGREEN CO COM 931422109 446 10,100 SH   DFND 1 10,100 0 0
WALGREEN CO COM 931422109 1,719 38,900 SH   SOLE 0 38,900 0 0
WALGREEN CO COM 931422109 166 3,750 SH   DFND 2 3,750 0 0
WALGREEN CO COM 931422109 67 1,520 SH   DFND 2 1,520 0 0
WALTER ENERGY INC COM 93317Q105 396 38,100 SH   DFND 1 38,100 0 0
WALTER ENERGY INC COM 93317Q105 980 94,275 SH   SOLE 0 94,275 0 0
WASHINGTON REIT SH BEN INT 939653101 528 19,615 SH   SOLE 0 19,615 0 0
WASTE CONNECTIONS INC COM 941053100 370 9,000 SH   SOLE 0 9,000 0 0
WASTE MANAGEMENT INC COM 94106L109 606 15,029 SH   SOLE 0 15,029 0 0
WATERS CORP COM 941848103 12,986 129,800 SH   DFND 1 129,800 0 0
WATERS CORP COM 941848103 11,676 116,700 SH   SOLE 0 116,700 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 467 10,300 SH   SOLE 0 10,300 0 0
WAUSAU PAPER CORP COM 943315101 194 17,000 SH   SOLE 0 17,000 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,412 45,892 SH   SOLE 0 45,892 0 0
WELLPOINT INC COM 94973V107 851 10,400 SH   SOLE 0 10,400 0 0
WELLS FARGO & COMPANY COM 949746101 113,997 2,762,221 SH   SOLE 0 2,762,221 0 0
WELLS FARGO & COMPANY COM 949746101 84,127 2,038,455 SH   DFND 1 2,038,455 0 0
WELLS FARGO & CO NEW COM 949746101 747 18,108 SH   DFND 2 18,108 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 3,152 2,640 SH   DFND 1 2,640 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 26,340 22,060 SH   SOLE 0 22,060 0 0
WENDY'S COMPANY COM 95058W100 120 20,514 SH   SOLE 0 20,514 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 885 12,600 SH   SOLE 0 12,600 0 0
WESTAR ENERGY INC COM 95709T100 295 9,220 SH   SOLE 0 9,220 0 0
WESTERN DIGITAL CORP COM 958102105 3,899 62,800 SH   DFND 1 62,800 0 0
WESTERN DIGITAL CORP COM 958102105 7,140 115,000 SH   SOLE 0 115,000 0 0
WESTERN REFINING INC COM 959319104 10,333 368,100 SH   SOLE 0 368,100 0 0
WESTERN REFINING INC COM 959319104 977 34,800 SH   DFND 1 34,800 0 0
WESTERN REFINING INC NOTE 5.750% 959319AC8 291 100,000 SH   SOLE 0 100,000 0 0
WESTERN UNION CO COM 959802109 2,269 132,600 SH   DFND 1 132,600 0 0
WESTERN UNION CO COM 959802109 2,412 140,942 SH   SOLE 0 140,942 0 0
WEX, INC. COM 96208T104 4,215 2,800 SH   SOLE 0 2,800 0 0
WEYERHAEUSER CO COM 962166104 3,368 118,222 SH   SOLE 0 118,222 0 0
WHIRLPOOL CORP COM 963320106 310 2,715 SH   SOLE 0 2,715 0 0
WHITEWAVE FOODS CO COM CL A 966244105 164 10,100 SH   SOLE 0 10,100 0 0
WHOLE FOODS MARKET INC COM 966837106 6,785 131,798 SH   DFND 1 131,798 0 0
WHOLE FOODS MARKET INC COM 966837106 9,935 192,994 SH   SOLE 0 192,994 0 0
WILLIAMS COS INC COM 969457100 763 23,500 SH   SOLE 0 23,500 0 0
WILLIAMS-SONOMA INC. COM 969904101 351 6,280 SH   SOLE 0 6,280 0 0
WILSHIRE BANCORP INC COM 97186T108 150 22,700 SH   SOLE 0 22,700 0 0
WINDSTREAM CORP COM 97381W104 157 20,324 SH   SOLE 0 20,324 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 216 10,300 SH   SOLE 0 10,300 0 0
WINTRUST FINANCIAL CORP COM 97650W108 517 13,500 SH   SOLE 0 13,500 0 0
WISCONSIN ENERGY CORP COM 976657106 2,660 64,900 SH   DFND 1 64,900 0 0
WISCONSIN ENERGY CORP COM 976657106 5,882 143,500 SH   SOLE 0 143,500 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 13,049 286,110 SH   DFND 2 286,110 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 788 17,269 SH   DFND 2 13,374 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,005 18,400 SH   SOLE 0 18,400 0 0
WOODWARD INC COM 980745103 7,112 177,800 SH   DFND 1 177,800 0 0
WOODWARD INC COM 980745103 11,048 276,200 SH   SOLE 0 276,200 0 0
WORLD ACCEPTANCE CORP COM 981419104 401 4,612 SH   SOLE 0 4,612 0 0
WORLD FUEL SERVICES CORP COM 981475106 212 5,300 SH   SOLE 0 5,300 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 418 7,304 SH   SOLE 0 7,304 0 0
WYNN RESORTS LTD COM 983134107 5,132 40,100 SH   DFND 1 40,100 0 0
WYNN RESORTS LTD COM 983134107 7,397 57,800 SH   SOLE 0 57,800 0 0
XCEL ENERGY INC COM 98389B100 485 17,115 SH   SOLE 0 17,115 0 0
XILINX INC COM 983919101 44,937 1,134,489 SH   DFND 1 1,134,489 0 0
XILINX INC COM 983919101 43,902 1,108,366 SH   SOLE 0 1,108,366 0 0
XILINX INC SDCV 3.125% 983919AD3 11,080 8,000,000 SH   SOLE 0 8,000,000 0 0
XILINX INC NOTE 2.625% 983919AF8 9,678 6,750,000 SH   SOLE 0 6,750,000 0 0
XEROX CORP COM 984121103 384 42,368 SH   SOLE 0 42,368 0 0
YAHOO INC COM 984332106 15,138 602,400 SH   DFND 1 602,400 0 0
YAHOO INC COM 984332106 15,520 617,600 SH   SOLE 0 617,600 0 0
YUM! BRANDS INC COM 988498101 1,075 15,500 SH   SOLE 0 15,500 0 0
ZIMMER HOLDINGS INC COM 98956P102 18,298 244,175 SH   DFND 1 244,175 0 0
ZIMMER HOLDINGS INC COM 98956P102 21,459 286,352 SH   SOLE 0 286,352 0 0
ZIONS BANCORPORATION COM 989701107 29,851 1,032,180 SH   DFND 1 1,032,180 0 0
ZIONS BANCORPORATION COM 989701107 34,472 1,191,972 SH   SOLE 0 1,191,972 0 0
ZOETIS INC CL A 98978V103 537 17,400 SH   SOLE 0 17,400 0 0
ZUMIEZ INC COM 989817101 227 7,900 SH   SOLE 0 7,900 0 0
AON PLC SHS CL A G0408V102 693 10,775 SH   SOLE 0 10,775 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6,598 177,900 SH   DFND 1 177,900 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 7,463 201,200 SH   SOLE 0 201,200 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 11,866 259,200 SH   SOLE 0 259,200 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 13,404 292,800 SH   DFND 1 292,800 0 0
ACCENTURE PLC SHS CLASS A G1151C101 1,209 16,800 SH   DFND 1 16,800 0 0
ACCENTURE PLC SHS CLASS A G1151C101 2,713 37,700 SH   SOLE 0 37,700 0 0
BUNGE LTD COM G16962105 2,902 41,000 SH   DFND 1 41,000 0 0
BUNGE LTD COM G16962105 7,156 101,110 SH   SOLE 0 101,110 0 0
COVIDIEN PLC SHS G2554F113 49,222 783,298 SH   DFND 1 783,298 0 0
COVIDIEN PLC SHS G2554F113 88,653 1,410,771 SH   SOLE 0 1,410,771 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 27,726 546,971 SH   SOLE 0 546,971 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 15,018 296,264 SH   DFND 1 296,264 0 0
EATON CORP PLC SHS G29183103 1,072 16,293 SH   SOLE 0 16,293 0 0
ENSCO PLC SHS CLASS A G3157S106 10,322 177,600 SH   DFND 1 177,600 0 0
ENSCO PLC SHS CLASS A G3157S106 9,555 164,400 SH   SOLE 0 164,400 0 0
EVEREST RE GROUP LTD COM G3223R108 476 3,710 SH   SOLE 0 3,710 0 0
HELEN OF TROY LTD COM G4388N106 445 11,600 SH   SOLE 0 11,600 0 0
INGERSOLL-RAND PLC SHS G47791101 14,213 256,000 SH   DFND 1 256,000 0 0
INGERSOLL-RAND PLC SHS G47791101 29,098 524,100 SH   SOLE 0 524,100 0 0
INVESCO LTD SHS G491BT108 17,067 536,710 SH   DFND 1 536,710 0 0
INVESCO LTD SHS G491BT108 28,555 897,970 SH   SOLE 0 897,970 0 0
LAZARD LTD SHS A G54050102 11,544 359,059 SH   SOLE 0 359,059 0 0
LAZARD LTD SHS A G54050102 13,043 405,681 SH   DFND 1 405,681 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 10,382 167,400 SH   DFND 1 167,400 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 9,167 147,800 SH   SOLE 0 147,800 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,193 47,700 SH   DFND 1 47,700 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 2,483 99,300 SH   SOLE 0 99,300 0 0
NABORS INDUSTRIES LTD SHS G6359F103 155 10,100 SH   SOLE 0 10,100 0 0
HOME LOAN SERVICING SOLUTIONS ORD SHS G6648D109 2,555 106,600 SH   SOLE 0 106,600 0 0
HOME LOAN SERVICING SOLUTIONS ORD SHS G6648D109 829 34,600 SH   DFND 1 34,600 0 0
PARTNERRE LTD COM G6852T105 2,210 24,400 SH   DFND 1 24,400 0 0
PARTNERRE LTD COM G6852T105 2,029 22,400 SH   SOLE 0 22,400 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,094 12,600 SH   DFND 1 12,600 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 989 11,400 SH   SOLE 0 11,400 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 3,125 69,700 SH   SOLE 0 69,700 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 2,865 63,900 SH   DFND 1 63,900 0 0
SIGNET JEWELERS LTD SHS G81276100 398 5,900 SH   SOLE 0 5,900 0 0
TOWER GROUP INTERNATIONAL LT COM G8988C105 4,780 233,081 SH   SOLE 0 233,081 0 0
TOWER GROUP INTERNATIONAL LT COM G8988C105 3,613 176,141 SH   DFND 1 176,141 0 0
XL GROUP PLC SHS G98290102 306 10,100 SH   SOLE 0 10,100 0 0
ACE LTD SHS H0023R105 44,062 492,427 SH   DFND 1 492,427 0 0
ACE LTD SHS H0023R105 46,839 523,459 SH   SOLE 0 523,459 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 7,421 81,100 SH   SOLE 0 81,100 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 5,427 59,300 SH   DFND 1 59,300 0 0
WEATHERFORD INTL LTD REG SHS H27013103 103,016 7,519,438 SH   SOLE 0 7,519,438 0 0
WEATHERFORD INTL LTD REG SHS H27013103 86,573 6,319,200 SH   DFND 1 6,319,200 0 0
FOSTER WHEELER AG COM H27178104 11,142 513,200 SH   DFND 1 513,200 0 0
FOSTER WHEELER AG COM H27178104 9,878 455,000 SH   SOLE 0 455,000 0 0
NOBLE CORP NAMEN -AKT H5833N103 331 8,800 SH   SOLE 0 8,800 0 0
PENTAIR LTD SHS H6169Q108 12,677 219,750 SH   DFND 1 219,750 0 0
PENTAIR LTD SHS H6169Q108 21,570 373,893 SH   SOLE 0 373,893 0 0
TE CONNECTIVITY LTD REG SHS H84989104 656 14,400 SH   SOLE 0 14,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 782 16,300 SH   DFND 1 16,300 0 0
TRANSOCEAN LTD REG SHS H8817H100 719 15,000 SH   SOLE 0 15,000 0 0
TYCO INTERNATIONAL LTD SHS H89128104 527 16,000 SH   SOLE 0 16,000 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 868 13,100 SH   SOLE 0 13,100 0 0
NXP SEMICONDUCTOR NV COM N6596X109 5,922 190,900 SH   DFND 1 190,900 0 0
NXP SEMICONDUCTOR NV COM N6596X109 8,127 262,000 SH   SOLE 0 262,000 0 0
COPA HOLDINGS SA- CLASS A CL A P31076105 682 5,200 SH   SOLE 0 5,200 0 0
COPA HOLDINGS SA- CLASS A CL A P31076105 747 5,700 SH   DFND 1 5,700 0 0