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
AAR CORP COM 000361105 391 14,300 SH   SOLE   14,300 0 0
ABM INDUSTRIES INC COM 000957100 495 18,600 SH   SOLE   18,600 0 0
ADT CORP COM 00101J106 9,164 225,391 SH   DFND 1 225,391 0 0
ADT CORP COM 00101J106 8,414 206,944 SH   SOLE   206,944 0 0
AFLAC INC COM 001055102 705 11,376 SH   DFND 1 11,376 0 0
AFLAC INC COM 001055102 1,184 19,092 SH   SOLE   19,092 0 0
AGCO CORP COM 001084102 11,933 197,500 SH   DFND 1 197,500 0 0
AGCO CORP COM 001084102 10,938 181,030 SH   SOLE   181,030 0 0
AGCO CORP NOTE 1.250% 001084AM4 4,245 2,850,000 SH   SOLE   2,850,000 0 0
AES CORP COM 00130H105 380 28,600 SH   DFND 1 28,600 0 0
AES CORP COM 00130H105 472 35,500 SH   SOLE   35,500 0 0
AK STEEL HOLDING CORP COM 001547108 186 49,600 SH   SOLE   49,600 0 0
AMC NETWORKS INC CL A 00164V103 315 4,600 SH   SOLE   4,600 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 231 16,800 SH   SOLE   16,800 0 0
AOL INC COM 00184X105 204 5,900 SH   SOLE   5,900 0 0
AT&T INC COM 00206R102 7,775 229,902 SH   DFND 1 229,902 0 0
AT&T INC COM 00206R102 19,905 588,548 SH   SOLE   588,548 0 0
AT&T INC COM 00206R102 1,327 39,226 SH   DFND 2 39,226 0 0
AT&T INC COM 00206R102 59 1,744 SH   DFND 2 1,744 0 0
ATMI INC COM 00207R101 310 11,700 SH   SOLE   11,700 0 0
AZZ INC COM 002474104 389 9,300 SH   SOLE   9,300 0 0
ABAXIS INC COM 002567105 320 7,600 SH   SOLE   7,600 0 0
ABBOTT LABORATORIES COM 002824100 4,427 133,390 SH   SOLE   133,390 0 0
ABBOTT LABORATORIES COM 002824100 2,798 84,313 SH   DFND 1 84,313 0 0
ABBVIE INC COM 00287Y109 1,646 36,800 SH   SOLE   36,800 0 0
ABERCROMBIE & FITCH CO CL A 002896207 4,531 128,100 SH   SOLE   128,100 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2,851 80,600 SH   DFND 1 80,600 0 0
ABIOMED INC COM 003654100 244 12,800 SH   SOLE   12,800 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 1,150 46,608 SH   SOLE   46,608 0 0
ACORDA THERAPEUTICS INC COM 00484M106 9,012 263,500 SH   DFND 1 263,500 0 0
ACORDA THERAPEUTICS INC COM 00484M106 8,574 250,700 SH   SOLE   250,700 0 0
ACTAVIS INC COM 00507K103 4,629 32,148 SH   DFND 1 32,148 0 0
ACTAVIS INC COM 00507K103 8,346 57,955 SH   SOLE   57,955 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,927 175,500 SH   DFND 1 175,500 0 0
ACTIVISION BLIZZARD INC COM 00507V109 9,011 540,200 SH   SOLE   540,200 0 0
ACTUANT CORP CL A NEW 00508X203 5,323 137,060 SH   DFND 1 137,060 0 0
ACTUANT CORP CL A NEW 00508X203 9,270 238,670 SH   SOLE   238,670 0 0
ACUITY BRANDS INC COM 00508Y102 12,408 134,840 SH   DFND 1 134,840 0 0
ACUITY BRANDS INC COM 00508Y102 18,197 197,750 SH   SOLE   197,750 0 0
ADOBE SYSTEMS INC COM 00724F101 566 10,900 SH   SOLE   10,900 0 0
ADVANCE AUTO PARTS COM 00751Y106 463 5,600 SH   SOLE   5,600 0 0
AECOM TECHNOLOGY CORP COM 00766T100 244 7,800 SH   SOLE   7,800 0 0
AEGION CORP COM 00770F104 334 14,100 SH   SOLE   14,100 0 0
ADVANCED MICRO DEVICES INC COM 007903107 181 47,500 SH   SOLE   47,500 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 233 13,300 SH   SOLE   13,300 0 0
AETNA INC COM 00817Y108 559 8,739 SH   SOLE   8,739 0 0
AFFILIATED MANAGERS GROUP COM 008252108 39,098 214,072 SH   SOLE   214,072 0 0
AFFILIATED MANAGERS GROUP COM 008252108 25,211 138,038 SH   DFND 1 138,038 0 0
AFFYMETRIX INC COM 00826T108 161 26,000 SH   SOLE   26,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,296 181,379 SH   DFND 1 181,379 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 12,863 250,976 SH   SOLE   250,976 0 0
AIR METHODS CORP COM PAR $.06 009128307 541 12,700 SH   SOLE   12,700 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 512 4,800 SH   SOLE   4,800 0 0
AIRGAS INC COM 009363102 6,002 56,600 SH   DFND 1 56,600 0 0
AIRGAS INC COM 009363102 9,558 90,130 SH   SOLE   90,130 0 0
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 7,970 5,340,000 SH   SOLE   5,340,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 217 4,200 SH   SOLE   4,200 0 0
AKORN INC COM 009728106 8,810 447,650 SH   SOLE   447,650 0 0
AKORN INC COM 009728106 5,744 291,850 SH   DFND 1 291,850 0 0
ALASKA AIR GROUP INC COM 011659109 337 5,380 SH   SOLE   5,380 0 0
ALBANY INTL CORP CL A 012348108 369 10,300 SH   SOLE   10,300 0 0
ALBEMARLE CORP COM 012653101 2,304 36,600 SH   DFND 1 36,600 0 0
ALBEMARLE CORP COM 012653101 3,870 61,490 SH   SOLE   61,490 0 0
ALCOA INC COM 013817101 1,502 185,000 SH   DFND 1 185,000 0 0
ALCOA INC COM 013817101 1,305 160,664 SH   SOLE   160,664 0 0
ALCOA INC NOTE 5.250% 013817AT8 19,608 15,200,000 SH   SOLE   15,200,000 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 2,057 32,212 SH   SOLE   32,212 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 534 4,600 SH   SOLE   4,600 0 0
ALIGN TECHNOLOGY INC COM 016255101 9,948 206,810 SH   DFND 1 206,810 0 0
ALIGN TECHNOLOGY INC COM 016255101 15,746 327,370 SH   SOLE   327,370 0 0
ALLEGHANY CORP. COM 017175100 1,925 4,700 SH   SOLE   4,700 0 0
ALLEGHANY CORP. COM 017175100 1,884 4,600 SH   DFND 1 4,600 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 01741RAD4 15,016 14,500,000 SH   SOLE   14,500,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 579 5,500 SH   SOLE   5,500 0 0
ALLERGAN INC COM 018490102 624 6,900 SH   SOLE   6,900 0 0
ALLETE INC COM NEW 018522300 639 13,233 SH   SOLE   13,233 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 41,321 195,400 SH   DFND 1 195,400 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 37,726 178,400 SH   SOLE   178,400 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 86 29,700 SH   SOLE   29,700 0 0
ALLIANT ENERGY CORP COM 018802108 426 8,600 SH   SOLE   8,600 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 244 2,500 SH   SOLE   2,500 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 018804AK0 3,936 3,000,000 SH   SOLE   3,000,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 15,573 1,047,300 SH   DFND 1 1,047,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 14,076 946,600 SH   SOLE   946,600 0 0
ALLSTATE CORP COM 020002101 9,274 183,460 SH   DFND 1 183,460 0 0
ALLSTATE CORP COM 020002101 21,763 430,532 SH   SOLE   430,532 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 6,922 1,161,444 SH   SOLE   1,161,444 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 3,978 667,500 SH   DFND 1 667,500 0 0
ALTERA CORP COM 021441100 279 7,500 SH   SOLE   7,500 0 0
ALTRA HOLDINGS INC COM 02208R106 334 12,400 SH   SOLE   12,400 0 0
ALTRA HOLDINGS INC COM 02208R106 455 16,900 SH   DFND 1 16,900 0 0
ALTRIA GROUP INC COM 02209S103 5,276 153,600 SH   DFND 1 153,600 0 0
ALTRIA GROUP INC COM 02209S103 13,613 396,300 SH   SOLE   396,300 0 0
AMAZON.COM INC COM 023135106 60,329 192,966 SH   DFND 1 192,966 0 0
AMAZON.COM INC COM 023135106 102,684 328,442 SH   SOLE   328,442 0 0
AMCOL INTERNATIONAL CORP COM 02341W103 297 9,100 SH   SOLE   9,100 0 0
AMEDISYS INC COM 023436108 200 11,633 SH   SOLE   11,633 0 0
AMERICAN ASSETS TRUST INC COM 024013104 3,053 100,050 SH   DFND 1 100,050 0 0
AMERICAN ASSETS TRUST INC COM 024013104 4,422 144,922 SH   SOLE   144,922 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 1,556 45,562 SH   SOLE   45,562 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 488 11,260 SH   SOLE   11,260 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 183 13,080 SH   SOLE   13,080 0 0
AMERICAN EXPRESS CO COM 025816109 3,179 42,100 SH   SOLE   42,100 0 0
AMERICAN EXPRESS CO COM 025816109 2,099 27,800 SH   DFND 1 27,800 0 0
AMERICAN FINANCIAL GROUP COM 025932104 294 5,435 SH   SOLE   5,435 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 13,673 281,167 SH   SOLE   281,167 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 3,910 80,400 SH   DFND 1 80,400 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 246 6,500 SH   SOLE   6,500 0 0
AMERICAN REALTY CAPITAL PROPER COM 02917T104 312 25,600 SH   SOLE   25,600 0 0
AMERICAN REALTY CAPITAL PROPER NOTE 3.000% 02917TAA2 1,912 2,000,000 SH   SOLE   2,000,000 0 0
AMERICAN STATES WATER CO COM 029899101 389 14,100 SH   SOLE   14,100 0 0
AMERICAN TOWER CORP COM 03027X100 5,545 74,800 SH   SOLE   74,800 0 0
AMERICAN VANGUARD CORP COM 030371108 242 9,000 SH   SOLE   9,000 0 0
AMERISAFE INC COM 03071H100 238 6,700 SH   SOLE   6,700 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,233 85,646 SH   DFND 1 85,646 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,910 145,827 SH   SOLE   145,827 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 6,066 66,600 SH   DFND 1 66,600 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 9,567 105,040 SH   SOLE   105,040 0 0
AMETEK INC COM 031100100 14,102 306,442 SH   SOLE   306,442 0 0
AMETEK INC COM 031100100 10,087 219,177 SH   DFND 1 219,177 0 0
AMGEN INC COM 031162100 4,459 39,836 SH   DFND 1 39,836 0 0
AMGEN INC COM 031162100 13,324 119,042 SH   SOLE   119,042 0 0
AMPHENOL CORP CL A 032095101 2,886 37,300 SH   DFND 1 37,300 0 0
AMPHENOL CORP CL A 032095101 4,658 60,200 SH   SOLE   60,200 0 0
AMREIT INC CL B 03216B208 207 11,936 SH   SOLE   11,936 0 0
AMSURG CORP COM 03232P405 466 11,750 SH   SOLE   11,750 0 0
ANADARKO PETROLEUM CORP COM 032511107 1,085 11,672 SH   SOLE   11,672 0 0
ANALOG DEVICES INC COM 032654105 339 7,200 SH   SOLE   7,200 0 0
ANALOGIC CORP COM PAR $0.05 032657207 372 4,500 SH   SOLE   4,500 0 0
ANDERSONS INC/THE COM 034164103 1,833 26,221 SH   DFND 1 26,221 0 0
ANDERSONS INC/THE COM 034164103 3,298 47,176 SH   SOLE   47,176 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 32,367 326,279 SH   DFND 1 326,279 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 44,625 449,847 SH   SOLE   449,847 0 0
ANIXTER INTERNATIONAL INC COM 035290105 859 9,800 SH   SOLE   9,800 0 0
ANNIE'S INC COM 03600T104 6,272 127,733 SH   DFND 1 127,733 0 0
ANNIE'S INC COM 03600T104 10,123 206,166 SH   SOLE   206,166 0 0
ANSYS, INC. COM 03662Q105 7,986 92,300 SH   DFND 1 92,300 0 0
ANSYS, INC. COM 03662Q105 12,689 146,665 SH   SOLE   146,665 0 0
APACHE CORP COM 037411105 794 9,320 SH   SOLE   9,320 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,046 73,217 SH   SOLE   73,217 0 0
APOGEE ENTERPRISES, INC. COM 037598109 3,458 116,700 SH   DFND 1 116,700 0 0
APOGEE ENTERPRISES, INC. COM 037598109 5,387 181,790 SH   SOLE   181,790 0 0
APOLLO INVESTMENT CORP COM 03761U106 142 17,380 SH   SOLE   17,380 0 0
APOLLO INVESTMENT CORP NOTE 5.750% 03761UAE6 7,735 7,294,000 SH   SOLE   7,294,000 0 0
APPLE INC COM 037833100 122,619 257,197 SH   DFND 1 257,197 0 0
APPLE INC COM 037833100 221,283 464,148 SH   SOLE   464,148 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 791 15,350 SH   SOLE   15,350 0 0
APPLIED MATERIALS INC COM 038222105 22,498 1,283,320 SH   DFND 1 1,283,320 0 0
APPLIED MATERIALS INC COM 038222105 20,544 1,171,886 SH   SOLE   1,171,886 0 0
APTARGROUP INC COM 038336103 307 5,100 SH   SOLE   5,100 0 0
APPROACH RESOURCES INC COM 03834A103 334 12,700 SH   SOLE   12,700 0 0
AQUA AMERICA INC COM 03836W103 337 13,632 SH   SOLE   13,632 0 0
ARCH COAL INC COM 039380100 67 16,400 SH   SOLE   16,400 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 3,305 89,700 SH   DFND 1 89,700 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 8,704 236,271 SH   SOLE   236,271 0 0
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 039483AW2 13,753 13,500,000 SH   SOLE   13,500,000 0 0
ARCTIC CAT INC COM 039670104 280 4,900 SH   SOLE   4,900 0 0
ARES CAPITAL CORP COM 04010L103 1,995 115,400 SH   SOLE   115,400 0 0
ARES CAPITAL CORP COM 04010L103 3,174 183,600 SH   DFND 1 183,600 0 0
ARES CAPITAL CORP NOTE 5.750% 04010LAB9 11,866 11,000,000 SH   SOLE   11,000,000 0 0
ARES CAPITAL CORP NOTE 5.125% 04010LAD5 4,817 4,550,000 SH   SOLE   4,550,000 0 0
ARES CAPITAL CORP NOTE 4.875% 04010LAG8 1,560 1,500,000 SH   SOLE   1,500,000 0 0
ARKANSAS BEST CORP COM 040790107 226 8,800 SH   SOLE   8,800 0 0
ARQULE INC COM 04269E107 46 19,900 SH   SOLE   19,900 0 0
ARRIS GROUP INC COM 04270V106 713 41,823 SH   SOLE   41,823 0 0
ARROW ELECTRONICS INC COM 042735100 2,503 51,570 SH   SOLE   51,570 0 0
ARROW ELECTRONICS INC COM 042735100 689 14,200 SH   DFND 1 14,200 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 956 77,500 SH   DFND 1 77,500 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 991 80,278 SH   SOLE   80,278 0 0
ASHLAND INC COM 044209104 240 2,600 SH   DFND 1 2,600 0 0
ASHLAND INC COM 044209104 1,193 12,900 SH   SOLE   12,900 0 0
ASPEN TECHNOLOGY INC. COM 045327103 301 8,700 SH   DFND 1 8,700 0 0
ASPEN TECHNOLOGY INC. COM 045327103 922 26,700 SH   SOLE   26,700 0 0
ASSOCIATED BANC-CORP COM 045487105 198 12,793 SH   SOLE   12,793 0 0
ASSOCIATED ESTATES REALTY CORP COM 045604105 508 34,059 SH   SOLE   34,059 0 0
ASTEC INDUSTRIES INC COM 046224101 245 6,800 SH   SOLE   6,800 0 0
ATLANTIC TELE-NETWORK INC COM NEW 049079205 391 7,500 SH   DFND 1 7,500 0 0
ATLANTIC TELE-NETWORK INC COM NEW 049079205 474 9,100 SH   SOLE   9,100 0 0
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 423 9,200 SH   SOLE   9,200 0 0
ATMEL CORP COM 049513104 6,249 839,950 SH   DFND 1 839,950 0 0
ATMEL CORP COM 049513104 11,320 1,521,540 SH   SOLE   1,521,540 0 0
ATMOS ENERGY CORP COM 049560105 298 7,000 SH   SOLE   7,000 0 0
ATWOOD OCEANICS INC COM 050095108 3,135 56,950 SH   DFND 1 56,950 0 0
ATWOOD OCEANICS INC COM 050095108 3,052 55,450 SH   SOLE   55,450 0 0
AUTODESK INC COM 052769106 22,683 550,966 SH   SOLE   550,966 0 0
AUTODESK INC COM 052769106 20,160 489,686 SH   DFND 1 489,686 0 0
AUTOMATIC DATA PROCESSNG COM 053015103 818 11,300 SH   SOLE   11,300 0 0
AUTOZONE INC COM 053332102 45,306 107,175 SH   DFND 1 107,175 0 0
AUTOZONE INC COM 053332102 60,778 143,775 SH   SOLE   143,775 0 0
AVALONBAY COMMUNITIES COM 053484101 6,469 50,898 SH   SOLE   50,898 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 66 15,652 SH   DFND 1 15,652 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 204 48,148 SH   SOLE   48,148 0 0
AVID TECHNOLOGY INC. COM 05367P100 68 11,313 SH   SOLE   11,313 0 0
AVISTA CORP COM 05379B107 576 21,800 SH   SOLE   21,800 0 0
AVNET INC COM 053807103 1,447 34,700 SH   DFND 1 34,700 0 0
AVNET INC COM 053807103 4,889 117,220 SH   SOLE   117,220 0 0
AVON PRODUCTS INC COM 054303102 208 10,100 SH   SOLE   10,100 0 0
BB&T CORPORATION COM 054937107 550 16,300 SH   SOLE   16,300 0 0
B&G FOODS INC COM 05508R106 667 19,300 SH   SOLE   19,300 0 0
BGC PARTNERS INC NOTE 4.500% 05541TAD3 4,383 4,250,000 SH   SOLE   4,250,000 0 0
BRE PROPERTIES INC CL A 05564E106 1,625 32,007 SH   SOLE   32,007 0 0
BOFI HOLDING INC COM 05566U108 279 4,300 SH   SOLE   4,300 0 0
BABCOCK & WILCOX CO/THE COM 05615F102 617 18,300 SH   DFND 1 18,300 0 0
BABCOCK & WILCOX CO/THE COM 05615F102 1,898 56,300 SH   SOLE   56,300 0 0
BADGER METER INC COM 056525108 246 5,300 SH   SOLE   5,300 0 0
BAKER HUGHES INC COM 057224107 505 10,283 SH   SOLE   10,283 0 0
BALCHEM CORP COM 057665200 564 10,900 SH   SOLE   10,900 0 0
BALLY TECHNOLOGIES INC COM 05874B107 216 3,000 SH   SOLE   3,000 0 0
BANK OF AMERICA CORP COM 060505104 40,483 2,933,557 SH   DFND 1 2,933,557 0 0
BANK OF AMERICA CORP COM 060505104 79,964 5,794,516 SH   SOLE   5,794,516 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 1,292 1,200 SH   DFND 1 1,200 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 13,930 12,940 SH   SOLE   12,940 0 0
BANK MUTUAL CORP COM 063750103 98 15,700 SH   SOLE   15,700 0 0
BANK OF THE OZARKS COM 063904106 542 11,300 SH   SOLE   11,300 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 811 26,852 SH   SOLE   26,852 0 0
BANNER CORP COM NEW 06652V208 771 20,200 SH   DFND 1 20,200 0 0
BANNER CORP COM NEW 06652V208 2,641 69,200 SH   SOLE   69,200 0 0
BARD (C.R.) INC COM 067383109 13,098 113,700 SH   DFND 1 113,700 0 0
BARD (C.R.) INC COM 067383109 11,854 102,900 SH   SOLE   102,900 0 0
BARNES & NOBLE INC COM 067774109 184 14,200 SH   SOLE   14,200 0 0
BARNES GROUP INC COM 067806109 580 16,600 SH   SOLE   16,600 0 0
BAXTER INTERNATIONAL INC COM 071813109 46,296 704,765 SH   SOLE   704,765 0 0
BAXTER INTERNATIONAL INC COM 071813109 29,351 446,810 SH   DFND 1 446,810 0 0
BBCN BANCORP INC COM 073295107 396 28,800 SH   SOLE   28,800 0 0
BE AEROSPACE INC COM 073302101 6,032 81,710 SH   DFND 1 81,710 0 0
BE AEROSPACE INC COM 073302101 10,380 140,607 SH   SOLE   140,607 0 0
BEAM INC COM 073730103 3,174 49,100 SH   DFND 1 49,100 0 0
BEAM INC COM 073730103 5,774 89,310 SH   SOLE   89,310 0 0
BECTON DICKINSON AND CO COM 075887109 450 4,500 SH   SOLE   4,500 0 0
BED BATH & BEYOND INC COM 075896100 395 5,100 SH   SOLE   5,100 0 0
BELDEN INC COM 077454106 1,020 15,925 SH   SOLE   15,925 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 454 19,850 SH   SOLE   19,850 0 0
WR BERKLEY CORP COM 084423102 15,994 373,175 SH   SOLE   373,175 0 0
WR BERKLEY CORP COM 084423102 15,089 352,050 SH   DFND 1 352,050 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 908 8,000 SH   DFND 1 8,000 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 5,411 47,669 SH   SOLE   47,669 0 0
BEST BUY CO INC COM 086516101 233 6,225 SH   SOLE   6,225 0 0
BIGLARI HOLDINGS INC COM 08986R101 213 515 SH   SOLE   515 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 269 9,000 SH   SOLE   9,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 10,702 148,283 SH   SOLE   148,283 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 6,661 92,300 SH   DFND 1 92,300 0 0
BIOGEN IDEC INC COM 09062X103 1,854 7,700 SH   DFND 1 7,700 0 0
BIOGEN IDEC INC COM 09062X103 7,006 29,100 SH   SOLE   29,100 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,532 82,412 SH   SOLE   82,412 0 0
BIOSCRIP, INC. COM 09069N108 3,280 373,600 SH   DFND 1 373,600 0 0
BIOSCRIP, INC. COM 09069N108 4,790 545,600 SH   SOLE   545,600 0 0
BJ'S RESTAURANTS INC COM 09180C106 261 9,100 SH   SOLE   9,100 0 0
BLACKBAUD INC COM 09227Q100 652 16,700 SH   SOLE   16,700 0 0
BLACKROCK INC COM 09247X101 785 2,900 SH   SOLE   2,900 0 0
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 4,762 633,180 SH   DFND 1 633,180 0 0
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 3,177 422,520 SH   SOLE   422,520 0 0
BLUCORA INC COM 095229100 342 14,900 SH   SOLE   14,900 0 0
BOEING CO COM 097023105 65,412 556,700 SH   DFND 1 556,700 0 0
BOEING CO COM 097023105 95,873 815,938 SH   SOLE   815,938 0 0
BORGWARNER INC COM 099724106 274 2,700 SH   SOLE   2,700 0 0
BOSTON BEER CO INC CL A 100557107 757 3,100 SH   SOLE   3,100 0 0
BOSTON PRIVATE FINL HOLDINGS COM 101119105 322 29,000 SH   SOLE   29,000 0 0
BOSTON PROPERTIES INC COM 101121101 2,408 22,523 SH   DFND 1 22,523 0 0
BOSTON PROPERTIES INC COM 101121101 12,487 116,812 SH   SOLE   116,812 0 0
BOSTON SCIENTIFIC CORP COM 101137107 367 31,250 SH   SOLE   31,250 0 0
BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 368 13,200 SH   SOLE   13,200 0 0
BOYD GAMING CORP COM 103304101 389 27,500 SH   SOLE   27,500 0 0
BRADY CORP CL A 104674106 518 17,000 SH   SOLE   17,000 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 593 45,004 SH   SOLE   45,004 0 0
BRIGGS & STRATTON CORP COM 109043109 701 34,840 SH   DFND 1 34,840 0 0
BRIGGS & STRATTON CORP COM 109043109 2,510 124,760 SH   SOLE   124,760 0 0
BRINKER INTERNATIONAL INC COM 109641100 209 5,155 SH   SOLE   5,155 0 0
BRINKS CO COM 109696104 750 26,500 SH   DFND 1 26,500 0 0
BRINKS CO COM 109696104 658 23,260 SH   SOLE   23,260 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,772 38,298 SH   SOLE   38,298 0 0
BRISTOW GROUP INC COM 110394103 1,230 16,900 SH   SOLE   16,900 0 0
BRISTOW GROUP INC COM 110394103 386 5,300 SH   DFND 1 5,300 0 0
BRISTOW GROUP INC NOTE 3.000% 110394AC7 2,037 1,649,000 SH   SOLE   1,649,000 0 0
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 25,055 238,276 SH   DFND 1 238,276 0 0
BRITISH AMERICAN TOBACCO PLC SPONSORED ADR 110448107 43,190 410,745 SH   SOLE   410,745 0 0
BROADCOM CORP CL A 111320107 330 12,700 SH   SOLE   12,700 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 292 9,200 SH   SOLE   9,200 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 2,637 327,600 SH   DFND 1 327,600 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 8,114 1,007,900 SH   SOLE   1,007,900 0 0
BROOKLINE BANCORP INC COM 11373M107 239 25,400 SH   SOLE   25,400 0 0
BROOKS AUTOMATION INC COM 114340102 225 24,207 SH   SOLE   24,207 0 0
BROWN & BROWN INC COM 115236101 295 9,200 SH   SOLE   9,200 0 0
BROWN-FORMAN CORP CL B 115637209 736 10,800 SH   DFND 1 10,800 0 0
BROWN-FORMAN CORP CL B 115637209 2,503 36,737 SH   SOLE   36,737 0 0
BROWN SHOE COMPANY INC COM 115736100 350 14,925 SH   SOLE   14,925 0 0
BRUNSWICK CORP COM 117043109 1,317 33,000 SH   SOLE   33,000 0 0
BUCKLE INC COM 118440106 549 10,150 SH   SOLE   10,150 0 0
BUFFALO WILD WINGS INC COM 119848109 756 6,800 SH   SOLE   6,800 0 0
C&J ENERGY SERVICES INC COM 12467B304 331 16,500 SH   SOLE   16,500 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 1,098 57,485 SH   SOLE   57,485 0 0
CBS CORP CL B 124857202 21,716 393,690 SH   DFND 1 393,690 0 0
CBS CORP CL B 124857202 26,813 486,101 SH   SOLE   486,101 0 0
CBOE HOLDINGS INC COM 12503M108 308 6,800 SH   SOLE   6,800 0 0
CEC ENTERTAINMENT INC. COM 125137109 550 12,000 SH   DFND 1 12,000 0 0
CEC ENTERTAINMENT INC. COM 125137109 680 14,825 SH   SOLE   14,825 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 6,857 32,525 SH   SOLE   32,525 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 2,985 14,158 SH   DFND 1 14,158 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 578 9,700 SH   DFND 1 9,700 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 655 11,000 SH   SOLE   11,000 0 0
CIGNA CORP COM 125509109 3,489 45,400 SH   DFND 1 45,400 0 0
CIGNA CORP COM 125509109 5,805 75,529 SH   SOLE   75,529 0 0
CLECO CORP COM 12561W105 211 4,700 SH   SOLE   4,700 0 0
CME GROUP INC COM 12572Q105 539 7,300 SH   SOLE   7,300 0 0
CMS ENERGY CORP COM 125896100 12,499 474,900 SH   DFND 1 474,900 0 0
CMS ENERGY CORP COM 125896100 17,205 653,700 SH   SOLE   653,700 0 0
CMS ENERGY CORP NOTE 5.500% 125896BD1 7,880 4,100,000 SH   SOLE   4,100,000 0 0
CNA FINANCIAL CORP COM 126117100 525 13,753 SH   DFND 1 13,753 0 0
CNA FINANCIAL CORP COM 126117100 1,624 42,547 SH   SOLE   42,547 0 0
CNO FINANCIAL GROUP INC COM 12621E103 4,998 347,100 SH   SOLE   347,100 0 0
CNO FINANCIAL GROUP INC COM 12621E103 3,500 243,030 SH   DFND 1 243,030 0 0
CSG SYSTEMS INTERNATIONAL COM 126349109 311 12,400 SH   SOLE   12,400 0 0
CSX CORP COM 126408103 46,602 1,810,500 SH   SOLE   1,810,500 0 0
CSX CORP COM 126408103 26,476 1,028,600 SH   DFND 1 1,028,600 0 0
CST BRANDS INC COM 12646R105 567 19,019 SH   SOLE   19,019 0 0
CTS CORP COM 126501105 194 12,300 SH   SOLE   12,300 0 0
CVB FINANCIAL CORP COM 126600105 458 33,900 SH   SOLE   33,900 0 0
CVS CAREMARK CORP COM 126650100 64,210 1,131,457 SH   SOLE   1,131,457 0 0
CVS CAREMARK CORP COM 126650100 35,394 623,683 SH   DFND 1 623,683 0 0
CA INC COM 12673P105 229 7,712 SH   SOLE   7,712 0 0
CABELA'S INC COM 126804301 227 3,600 SH   SOLE   3,600 0 0
CABOT OIL & GAS CORP COM 127097103 1,686 45,176 SH   DFND 1 45,176 0 0
CABOT OIL & GAS CORP COM 127097103 1,872 50,149 SH   SOLE   50,149 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 551 14,300 SH   DFND 1 14,300 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 732 19,000 SH   SOLE   19,000 0 0
CACI INTERNATIONAL INC CL A 127190304 581 8,400 SH   SOLE   8,400 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 297 21,980 SH   SOLE   21,980 0 0
CAL-MAINE FOODS INC COM NEW 128030202 260 5,400 SH   SOLE   5,400 0 0
CALAMP CORP COM 128126109 210 11,900 SH   SOLE   11,900 0 0
CALGON CARBON CORP COM 129603106 376 19,800 SH   SOLE   19,800 0 0
CALLAWAY GOLF CO. COM 131193104 184 25,900 SH   SOLE   25,900 0 0
CALPINE CORP COM NEW 131347304 867 44,626 SH   DFND 1 44,626 0 0
CALPINE CORP COM NEW 131347304 2,525 129,963 SH   SOLE   129,963 0 0
CAMBREX CORP COM 132011107 145 11,000 SH   SOLE   11,000 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 10,549 171,700 SH   DFND 1 171,700 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 14,546 236,751 SH   SOLE   236,751 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 6,401 109,670 SH   DFND 1 109,670 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 8,221 140,847 SH   SOLE   140,847 0 0
CAMPBELL SOUP COMPANY COM 134429109 1,942 47,700 SH   DFND 1 47,700 0 0
CAMPBELL SOUP COMPANY COM 134429109 6,159 151,300 SH   SOLE   151,300 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 342 31,626 SH   SOLE   31,626 0 0
CANTEL MEDICAL CORP COM 138098108 385 12,075 SH   SOLE   12,075 0 0
CAPELLA EDUCATION CO COM 139594105 232 4,100 SH   SOLE   4,100 0 0
CAPITAL LEASE FUNDING INC COM 140288101 86 10,100 SH   SOLE   10,100 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 933 13,573 SH   SOLE   13,573 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 411 34,900 SH   SOLE   34,900 0 0
CARDINAL FINANCIAL CORP COM 14149F109 183 11,100 SH   SOLE   11,100 0 0
CARDINAL HEALTH INC COM 14149Y108 416 7,975 SH   SOLE   7,975 0 0
CARDTRONICS INC COM 14161H108 609 16,400 SH   SOLE   16,400 0 0
CAREER EDUCATION CORP COM 141665109 57 20,900 SH   SOLE   20,900 0 0
CARLISLE COS INC COM 142339100 347 4,940 SH   SOLE   4,940 0 0
CARMAX INC COM 143130102 257 5,300 SH   SOLE   5,300 0 0
CARNIVAL CORPORATION PAIRED CTF 143658300 333 10,200 SH   SOLE   10,200 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 238 4,100 SH   SOLE   4,100 0 0
CARRIZO OIL & GAS INC COM 144577103 500 13,400 SH   SOLE   13,400 0 0
CARTER'S INC COM 146229109 349 4,600 SH   SOLE   4,600 0 0
CASEY'S GENERAL STORES INC COM 147528103 1,027 14,000 SH   SOLE   14,000 0 0
CASH AMERICA INTL INC COM 14754D100 466 10,300 SH   SOLE   10,300 0 0
CATAMARAN CORP COM 148887102 1,873 40,752 SH   DFND 1 40,752 0 0
CATAMARAN CORP COM 148887102 3,219 70,052 SH   SOLE   70,052 0 0
CATERPILLAR INC COM 149123101 1,234 14,800 SH   SOLE   14,800 0 0
CATO CORP CL A 149205106 274 9,800 SH   SOLE   9,800 0 0
CBEYOND INC COM 149847105 67 10,500 SH   SOLE   10,500 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 215 41,500 SH   SOLE   41,500 0 0
CELANESE CORP COM SER A 150870103 32,853 622,330 SH   DFND 1 622,330 0 0
CELANESE CORP COM SER A 150870103 39,459 747,478 SH   SOLE   747,478 0 0
CELGENE CORP COM 151020104 1,480 9,600 SH   SOLE   9,600 0 0
CELGENE CORP COM 151020104 365 2,365 SH   DFND 2 2,365 0 0
CENTENE CORP COM 15135B101 5,763 90,100 SH   SOLE   90,100 0 0
CENTENE CORP COM 15135B101 1,458 22,800 SH   DFND 1 22,800 0 0
CENTERPOINT ENERGY INC COM 15189T107 627 26,163 SH   DFND 1 26,163 0 0
CENTERPOINT ENERGY INC COM 15189T107 701 29,261 SH   SOLE   29,261 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 104 15,200 SH   SOLE   15,200 0 0
CENTURY ALUMINUM COMPANY COM 156431108 150 18,700 SH   SOLE   18,700 0 0
CENTURYLINK INC COM 156700106 440 14,025 SH   SOLE   14,025 0 0
CERNER CORP COM 156782104 2,202 41,900 SH   DFND 1 41,900 0 0
CERNER CORP COM 156782104 3,681 70,050 SH   SOLE   70,050 0 0
CHAMBERS STREET PROPERTIES COM 157842105 230 26,200 SH   SOLE   26,200 0 0
CHARLES RIVER LABORATORIES COM 159864107 435 9,400 SH   DFND 1 9,400 0 0
CHARLES RIVER LABORATORIES COM 159864107 1,522 32,900 SH   SOLE   32,900 0 0
CHARTER COMMUNICATIONS ENT LP CL A NEW 16117M305 19,823 147,100 SH   DFND 1 147,100 0 0
CHARTER COMMUNICATIONS ENT LP CL A NEW 16117M305 17,802 132,100 SH   SOLE   132,100 0 0
CHATHAM LODGING TRUST COM 16208T102 716 40,077 SH   SOLE   40,077 0 0
CHATHAM LODGING TRUST COM 16208T102 348 19,500 SH   DFND 1 19,500 0 0
CHECKPOINT SYSTEMS INC COM 162825103 250 15,000 SH   SOLE   15,000 0 0
CHEESECAKE FACTORY (THE) COM 163072101 17,754 403,950 SH   DFND 1 403,950 0 0
CHEESECAKE FACTORY (THE) COM 163072101 20,026 455,660 SH   SOLE   455,660 0 0
CHEMED CORP COM 16359R103 486 6,800 SH   SOLE   6,800 0 0
CHESAPEAKE ENERGY CORP COM 165167107 305 11,800 SH   SOLE   11,800 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750% 165167BW6 2,075 2,000,000 SH   SOLE   2,000,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 165167BZ9 7,406 7,500,000 SH   SOLE   7,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 165167CA3 5,404 5,500,000 SH   SOLE   5,500,000 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 456 19,383 SH   SOLE   19,383 0 0
CHEVRON CORP COM 166764100 24,514 201,764 SH   DFND 1 201,764 0 0
CHEVRON CORP COM 166764100 54,614 449,499 SH   SOLE   449,499 0 0
CHEVRON CORP NEW COM 166764100 249 2,052 SH   DFND 2 2,052 0 0
CHEVRON CORP NEW COM 166764100 24 200 SH   DFND 2 200 0 0
CHICO'S FAS INC COM 168615102 207 12,400 SH   SOLE   12,400 0 0
CHILDREN'S PLACE RETAIL STORES COM 168905107 469 8,100 SH   SOLE   8,100 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 300 700 SH   SOLE   700 0 0
CHRISTOPHER & BANKS CORP COM 171046105 96 13,325 SH   SOLE   13,325 0 0
CHUBB CORP COM 171232101 536 6,000 SH   SOLE   6,000 0 0
CHURCH & DWIGHT CO INC COM 171340102 644 10,720 SH   SOLE   10,720 0 0
CIBER INC COM 17163B102 80 24,200 SH   SOLE   24,200 0 0
CIENA CORP COM NEW 171779309 3,746 149,800 SH   DFND 1 149,800 0 0
CIENA CORP COM NEW 171779309 5,855 234,132 SH   SOLE   234,132 0 0
CIMAREX ENERGY CO COM 171798101 2,077 21,550 SH   DFND 1 21,550 0 0
CIMAREX ENERGY CO COM 171798101 2,503 25,960 SH   SOLE   25,960 0 0
CINCINNATI BELL INC COM 171871106 206 75,600 SH   SOLE   75,600 0 0
CINEMARK HOLDINGS INC COM 17243V102 254 8,000 SH   SOLE   8,000 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 398 6,400 SH   SOLE   6,400 0 0
CIRRUS LOGIC INC. COM 172755100 526 23,200 SH   SOLE   23,200 0 0
CISCO SYSTEMS INC COM 17275R102 29,615 1,263,941 SH   DFND 1 1,263,941 0 0
CISCO SYSTEMS INC COM 17275R102 67,265 2,870,790 SH   SOLE   2,870,790 0 0
CITIGROUP INC COM NEW 172967424 98,405 2,028,560 SH   DFND 1 2,028,560 0 0
CITIGROUP INC COM NEW 172967424 147,383 3,038,191 SH   SOLE   3,038,191 0 0
CITRIX SYSTEMS INC COM 177376100 36,053 510,600 SH   DFND 1 510,600 0 0
CITRIX SYSTEMS INC COM 177376100 72,103 1,021,150 SH   SOLE   1,021,150 0 0
CITY HOLDING CO COM 177835105 246 5,700 SH   SOLE   5,700 0 0
CITY NATIONAL CORP COM 178566105 241 3,620 SH   SOLE   3,620 0 0
CLARCOR INC COM 179895107 5,567 100,249 SH   DFND 1 100,249 0 0
CLARCOR INC COM 179895107 8,417 151,581 SH   SOLE   151,581 0 0
CLEAN HARBORS INC COM 184496107 252 4,300 SH   SOLE   4,300 0 0
CLEARWATER PAPER CORP COM 18538R103 382 8,000 SH   SOLE   8,000 0 0
CLIFFS NATRUAL RESOURCES COM 18683K101 847 41,300 SH   DFND 1 41,300 0 0
CLIFFS NATRUAL RESOURCES COM 18683K101 2,163 105,500 SH   SOLE   105,500 0 0
CLOROX CO COM 189054109 253 3,100 SH   SOLE   3,100 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 327 22,300 SH   SOLE   22,300 0 0
COACH INC COM 189754104 354 6,500 SH   SOLE   6,500 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 3,162 127,200 SH   DFND 1 127,200 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 7,687 309,200 SH   SOLE   309,200 0 0
COCA-COLA CO COM 191216100 4,738 125,091 SH   SOLE   125,091 0 0
COCA-COLA CO COM 191216100 1,875 49,499 SH   DFND 1 49,499 0 0
COCA COLA CO COM 191216100 623 16,446 SH   DFND 2 16,446 0 0
COCA COLA CO COM 191216100 28 750 SH   DFND 2 750 0 0
COCA-COLA REFRESH USA COM 19122T109 543 13,500 SH   SOLE   13,500 0 0
COCA-COLA REFRESH USA COM 19122T109 414 10,300 SH   DFND 1 10,300 0 0
COGNEX CORP COM 192422103 939 30,000 SH   SOLE   30,000 0 0
COGNIZANT TECH SOLUTIONS CORP CL A 192446102 575 7,000 SH   SOLE   7,000 0 0
COHERENT INC COM 192479103 546 8,900 SH   SOLE   8,900 0 0
OUTERWALL INC NOTE 4.000% 9 19259PAF9 3,215 2,550,000 SH   SOLE   2,550,000 0 0
COLE REAL ESTATE INVESTMENT IN COM 19329V105 886 72,250 SH   SOLE   72,250 0 0
COLGATE-PALMOLIVE CO COM 194162103 3,774 63,643 SH   DFND 1 63,643 0 0
COLGATE-PALMOLIVE CO COM 194162103 11,645 196,369 SH   SOLE   196,369 0 0
COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 1,366 60,757 SH   SOLE   60,757 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 462 18,700 SH   SOLE   18,700 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 229 13,600 SH   SOLE   13,600 0 0
COMCAST CORP CL A 20030N101 65,591 1,453,863 SH   DFND 1 1,453,863 0 0
COMCAST CORP CL A 20030N101 126,104 2,795,164 SH   SOLE   2,795,164 0 0
COMERICA INC COM 200340107 3,273 83,250 SH   SOLE   83,250 0 0
COMERICA INC COM 200340107 1,006 25,600 SH   DFND 1 25,600 0 0
COMMERCE BANCSHARES INC. COM 200525103 260 5,937 SH   SOLE   5,937 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 289 13,200 SH   SOLE   13,200 0 0
COMMONWEALTH REIT 6.50% PFD CUM CO 203233408 3,830 183,000 SH   SOLE   183,000 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 498 14,600 SH   SOLE   14,600 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 3,955 95,300 SH   DFND 1 95,300 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 7,997 192,700 SH   SOLE   192,700 0 0
COMMVAULT SYSTEMS INC COM 204166102 1,767 20,100 SH   SOLE   20,100 0 0
COMMVAULT SYSTEMS INC COM 204166102 484 5,500 SH   DFND 1 5,500 0 0
COMPUTER PROGRAMS & SYSTEMS IN COM 205306103 421 7,200 SH   DFND 1 7,200 0 0
COMPUTER PROGRAMS & SYSTEMS IN COM 205306103 532 9,100 SH   SOLE   9,100 0 0
COMPUTER SCIENCES CORP COM 205363104 5,038 97,368 SH   DFND 1 97,368 0 0
COMPUTER SCIENCES CORP COM 205363104 11,260 217,618 SH   SOLE   217,618 0 0
COMPUWARE CORP COM 205638109 186 16,600 SH   SOLE   16,600 0 0
COMSCORE INC COM 20564W105 348 12,000 SH   SOLE   12,000 0 0
COMSTOCK RESOURCES INC COM NEW 205768203 261 16,400 SH   SOLE   16,400 0 0
CONAGRA FOODS INC COM 205887102 297 9,800 SH   SOLE   9,800 0 0
CONCHO RESOURCES INC COM 20605P101 20,463 188,066 SH   SOLE   188,066 0 0
CONCHO RESOURCES INC COM 20605P101 12,619 115,970 SH   DFND 1 115,970 0 0
CONCUR TECHNOLOGIES, INC. COM 206708109 398 3,600 SH   SOLE   3,600 0 0
CONMED CORP COM 207410101 341 10,050 SH   SOLE   10,050 0 0
CONOCOPHILLIPS COM 20825C104 3,340 48,044 SH   DFND 1 48,044 0 0
CONOCOPHILLIPS COM 20825C104 4,425 63,658 SH   SOLE   63,658 0 0
CONSOL ENERGY INC COM 20854P109 27,219 808,900 SH   SOLE   808,900 0 0
CONSOL ENERGY INC COM 20854P109 4,825 143,400 SH   DFND 1 143,400 0 0
CONSOLIDATED EDISON INC COM 209115104 375 6,800 SH   SOLE   6,800 0 0
CONSTELLATION BRANDS INC CL A 21036P108 218 3,800 SH   SOLE   3,800 0 0
CONVERGYS CORP SDCV 5.750% 212485AE6 3,136 1,750,000 SH   SOLE   1,750,000 0 0
COOPER COMPANIES INC COM NEW 216648402 493 3,800 SH   SOLE   3,800 0 0
COPART, INC. COM 217204106 273 8,600 SH   SOLE   8,600 0 0
CORESITE REALTY CORP COM 21870Q105 450 13,264 SH   DFND 1 13,264 0 0
CORESITE REALTY CORP COM 21870Q105 868 25,562 SH   SOLE   25,562 0 0
CORELOGIC INC COM 21871D103 15,540 574,502 SH   DFND 1 574,502 0 0
CORELOGIC INC COM 21871D103 16,590 613,298 SH   SOLE   613,298 0 0
CORINTHIAN COLLEGES INC COM 218868107 64 28,900 SH   SOLE   28,900 0 0
CORNING INC COM 219350105 496 34,000 SH   SOLE   34,000 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 808 34,957 SH   SOLE   34,957 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 1,065 30,814 SH   SOLE   30,814 0 0
COSTCO WHOLESALE CORP COM 22160K105 1,163 10,100 SH   SOLE   10,100 0 0
COUSINS PROPERTIES INC COM 222795106 1,189 115,570 SH   SOLE   115,570 0 0
COVANCE INC COM 222816100 373 4,310 SH   SOLE   4,310 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 898 8,700 SH   SOLE   8,700 0 0
CRANE CO. COM 224399105 234 3,800 SH   SOLE   3,800 0 0
CREE INC COM 225447101 560 9,300 SH   SOLE   9,300 0 0
CROCS INC COM 227046109 438 32,200 SH   SOLE   32,200 0 0
CROWN CASTLE INTL CORP COM 228227104 497 6,800 SH   SOLE   6,800 0 0
CROWN HOLDINGS INC COM 228368106 224 5,300 SH   DFND 1 5,300 0 0
CROWN HOLDINGS INC COM 228368106 622 14,700 SH   SOLE   14,700 0 0
CUBESMART COM 229663109 1,215 68,122 SH   SOLE   68,122 0 0
CUBIC CORP COM 229669106 403 7,500 SH   SOLE   7,500 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 324 5,100 SH   SOLE   5,100 0 0
CULLEN/FROST BANKERS, INC. COM 229899109 289 4,100 SH   SOLE   4,100 0 0
CUMMINS INC COM 231021106 545 4,100 SH   SOLE   4,100 0 0
CURTISS-WRIGHT CORP COM 231561101 808 17,200 SH   SOLE   17,200 0 0
CYBERONICS COM 23251P102 452 8,900 SH   SOLE   8,900 0 0
CYPRESS SEMICONDUCTOR CORP. COM 232806109 99 10,600 SH   SOLE   10,600 0 0
CYTEC INDUSTRIES INC COM 232820100 879 10,800 SH   DFND 1 10,800 0 0
CYTEC INDUSTRIES INC COM 232820100 892 10,960 SH   SOLE   10,960 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 5,259 731,456 SH   SOLE   731,456 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 3,463 481,620 SH   DFND 1 481,620 0 0
DDR CORP COM 23317H102 1,101 70,100 SH   DFND 1 70,100 0 0
DDR CORP COM 23317H102 5,286 336,476 SH   SOLE   336,476 0 0
DR HORTON INC NOTE 2.000% 23331ABB4 10,632 6,983,000 SH   SOLE   6,983,000 0 0
DST SYSTEMS INC COM 233326107 3,513 46,587 SH   SOLE   46,587 0 0
DST SYSTEMS INC COM 233326107 1,088 14,423 SH   DFND 1 14,423 0 0
DTE ENERGY CO COM 233331107 271 4,100 SH   SOLE   4,100 0 0
DXP ENTERPRISES INC COM NEW 233377407 292 3,700 SH   SOLE   3,700 0 0
DAKTRONICS INC COM 234264109 153 13,700 SH   SOLE   13,700 0 0
DANA HOLDING CORP COM 235825205 1,916 83,900 SH   DFND 1 83,900 0 0
DANA HOLDING CORP COM 235825205 4,682 205,000 SH   SOLE   205,000 0 0
DANAHER CORP COM 235851102 3,598 51,900 SH   SOLE   51,900 0 0
DANAHER CORP NOTE 235851AF9 9,880 4,900,000 SH   SOLE   4,900,000 0 0
DARDEN RESTAURANTS INC COM 237194105 1,546 33,400 SH   DFND 1 33,400 0 0
DARDEN RESTAURANTS INC COM 237194105 2,473 53,433 SH   SOLE   53,433 0 0
DARLING INTERNATIONAL INC COM 237266101 910 43,000 SH   SOLE   43,000 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 233 4,100 SH   SOLE   4,100 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 681 15,900 SH   SOLE   15,900 0 0
DEERE & CO COM 244199105 733 9,000 SH   SOLE   9,000 0 0
DELL INC COM 24702R101 469 34,100 SH   SOLE   34,100 0 0
DELTA AIR LINES INC COM NEW 247361702 469 19,900 SH   SOLE   19,900 0 0
DELTIC TIMBER CORP COM 247850100 261 4,000 SH   SOLE   4,000 0 0
DENBURY RESOURCES INC COM NEW 247916208 3,349 181,900 SH   DFND 1 181,900 0 0
DENBURY RESOURCES INC COM NEW 247916208 3,089 167,800 SH   SOLE   167,800 0 0
DELUXE CORP COM 248019101 1,166 28,000 SH   DFND 1 28,000 0 0
DELUXE CORP COM 248019101 3,762 90,300 SH   SOLE   90,300 0 0
DEVON ENERGY CORPORATION COM 25179M103 508 8,800 SH   SOLE   8,800 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,268 118,828 SH   SOLE   118,828 0 0
DICE HOLDINGS INC COM 253017107 124 14,600 SH   SOLE   14,600 0 0
DICK'S SPORTING GOODS INC COM 253393102 422 7,900 SH   SOLE   7,900 0 0
DIGITAL REALTY TRUST INC COM 253868103 2,313 43,568 SH   SOLE   43,568 0 0
DIGITAL RIVER INC. COM 25388B104 189 10,600 SH   SOLE   10,600 0 0
DIGITALGLOBE INC COM NEW 25389M877 8,034 254,080 SH   DFND 1 254,080 0 0
DIGITALGLOBE INC COM NEW 25389M877 11,441 361,840 SH   SOLE   361,840 0 0
DIME COMMUNITY BANCSHARES COM 253922108 371 22,300 SH   DFND 1 22,300 0 0
DIME COMMUNITY BANCSHARES COM 253922108 451 27,075 SH   SOLE   27,075 0 0
DILLARDS INC CL A 254067101 2,059 26,300 SH   DFND 1 26,300 0 0
DILLARDS INC CL A 254067101 3,610 46,100 SH   SOLE   46,100 0 0
DINEEQUITY INC COM 254423106 407 5,900 SH   SOLE   5,900 0 0
DIODES INC COM 254543101 322 13,150 SH   SOLE   13,150 0 0
WALT DISNEY COMPANY COM DISNEY 254687106 2,499 38,747 SH   SOLE   38,747 0 0
DISNEY WALT CO COM DISNEY 254687106 440 6,817 SH   DFND 2 6,817 0 0
DISCOVER FINANCIAL SVS COM 254709108 6,868 135,900 SH   DFND 1 135,900 0 0
DISCOVER FINANCIAL SVS COM 254709108 11,812 233,706 SH   SOLE   233,706 0 0
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 16,209 192,005 SH   SOLE   192,005 0 0
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 10,422 123,450 SH   DFND 1 123,450 0 0
DISH NETWORK CORP CL A 25470M109 15,371 341,500 SH   DFND 1 341,500 0 0
DISH NETWORK CORP CL A 25470M109 13,809 306,800 SH   SOLE   306,800 0 0
DIRECTV COM 25490A309 711 11,900 SH   SOLE   11,900 0 0
DOLLAR GENERAL CORP COM 256677105 395 7,000 SH   SOLE   7,000 0 0
DOLLAR TREE INC COM 256746108 11,596 202,872 SH   DFND 1 202,872 0 0
DOLLAR TREE INC COM 256746108 18,354 321,094 SH   SOLE   321,094 0 0
DOMINION RESOURCES INC COM 25746U109 837 13,394 SH   SOLE   13,394 0 0
DOMINION RESOURCES INC UNIT 25746U703 3,734 70,000 SH   SOLE   70,000 0 0
DOMINION RESOURCES INC UNIT 25746U885 4,269 80,000 SH   SOLE   80,000 0 0
DOMINO'S PIZZA INC COM 25754A201 292 4,300 SH   SOLE   4,300 0 0
DONALDSON COMPANY, INC. COM 257651109 389 10,200 SH   DFND 1 10,200 0 0
DONALDSON COMPANY, INC. COM 257651109 686 18,000 SH   SOLE   18,000 0 0
RR DONNELLEY & SONS CO COM 257867101 222 14,100 SH   SOLE   14,100 0 0
DORMAN PRODUCTS INC COM 258278100 545 11,000 SH   SOLE   11,000 0 0
DOUGLAS EMMETT INC COM 25960P109 1,489 63,457 SH   SOLE   63,457 0 0
DOVER CORP COM 260003108 359 4,000 SH   SOLE   4,000 0 0
DOW CHEMICAL CO/THE COM 260543103 25,826 672,540 SH   DFND 1 672,540 0 0
DOW CHEMICAL CO/THE COM 260543103 30,241 787,533 SH   SOLE   787,533 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 1,416 31,600 SH   DFND 1 31,600 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 1,264 28,200 SH   SOLE   28,200 0 0
DRESSER-RAND GROUP INC COM 261608103 368 5,900 SH   SOLE   5,900 0 0
DREW INDUSTRIES INC. COM NEW 26168L205 360 7,900 SH   SOLE   7,900 0 0
DRIL-QUIP INC COM 262037104 11,957 104,201 SH   SOLE   104,201 0 0
DRIL-QUIP INC COM 262037104 4,705 41,000 SH   DFND 1 41,000 0 0
DU PONT (EI) DE NEMOURS & CO COM 263534109 1,254 21,411 SH   SOLE   21,411 0 0
DUKE REALTY LP COM NEW 264411505 2,105 136,320 SH   SOLE   136,320 0 0
DUKE ENERGY CORP COM NEW 26441C204 1,095 16,402 SH   SOLE   16,402 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 792 30,743 SH   SOLE   30,743 0 0
DYCOM INDUSTRIES INC COM 267475101 339 12,100 SH   SOLE   12,100 0 0
EMC CORP/MASSACHUSETTS COM 268648102 47,744 1,867,900 SH   DFND 1 1,867,900 0 0
EMC CORP/MASSACHUSETTS COM 268648102 60,659 2,373,186 SH   SOLE   2,373,186 0 0
EMC CORP/MASSACHUSETTS NOTE 1.750% 268648AM4 7,274 4,550,000 SH   SOLE   4,550,000 0 0
EOG RESOURCES INC COM 26875P101 57,809 341,502 SH   DFND 1 341,502 0 0
EOG RESOURCES INC COM 26875P101 92,243 544,911 SH   SOLE   544,911 0 0
EPIQ SYSTEMS INC COM 26882D109 390 29,600 SH   DFND 1 29,600 0 0
EPIQ SYSTEMS INC COM 26882D109 438 33,200 SH   SOLE   33,200 0 0
EQT CORP COM 26884L109 25,094 282,850 SH   DFND 1 282,850 0 0
EQT CORP COM 26884L109 55,172 621,870 SH   SOLE   621,870 0 0
ERP PROPERTIES COM SH BEN INT 26884U109 1,627 33,386 SH   SOLE   33,386 0 0
EAGLE MATERIALS INC COM 26969P108 5,296 73,000 SH   DFND 1 73,000 0 0
EAGLE MATERIALS INC COM 26969P108 8,693 119,820 SH   SOLE   119,820 0 0
EAST WEST BANCORP INC COM 27579R104 342 10,700 SH   SOLE   10,700 0 0
EASTGROUP PROPERTIES COM 277276101 1,363 23,024 SH   SOLE   23,024 0 0
EASTMAN CHEMICAL CO COM 277432100 280 3,600 SH   SOLE   3,600 0 0
EATON VANCE CORP COM NON VTG 278265103 365 9,400 SH   SOLE   9,400 0 0
EATON VANCE TAX-MANAGED GLOBAL COM 27829F108 3,518 375,000 SH   DFND 1 375,000 0 0
EATON VANCE TAX-MANAGED GLOBAL COM 27829F108 2,242 239,000 SH   SOLE   239,000 0 0
EBAY INC COM 278642103 13,056 234,000 SH   DFND 1 234,000 0 0
EBAY INC COM 278642103 13,162 235,900 SH   SOLE   235,900 0 0
EBIX INC COM NEW 278715206 115 11,600 SH   SOLE   11,600 0 0
ECOLAB INC COM 278865100 622 6,300 SH   SOLE   6,300 0 0
EDISON INTERNATIONAL INC COM 281020107 350 7,600 SH   SOLE   7,600 0 0
EDUCATION REALTY TRUST INC COM 28140H104 435 47,816 SH   SOLE   47,816 0 0
EHEALTH INC COM 28238P109 213 6,600 SH   SOLE   6,600 0 0
EL PASO ELECTRIC CO COM NEW 283677854 491 14,700 SH   SOLE   14,700 0 0
ELECTRONICS FOR IMAGING COM 286082102 535 16,900 SH   SOLE   16,900 0 0
EMCOR GROUP INC COM 29084Q100 20,028 511,829 SH   SOLE   511,829 0 0
EMCOR GROUP INC COM 29084Q100 13,348 341,128 SH   DFND 1 341,128 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 196 10,300 SH   SOLE   10,300 0 0
EMERITUS CORP COM 291005106 354 19,100 SH   DFND 1 19,100 0 0
EMERITUS CORP COM 291005106 1,091 58,900 SH   SOLE   58,900 0 0
EMERSON ELECTRIC CO COM 291011104 1,080 16,700 SH   SOLE   16,700 0 0
EMERSON ELEC CO COM 291011104 201 3,102 SH   DFND 2 3,102 0 0
EMPIRE DISTRICT ELEC CO COM 291641108 272 12,537 SH   SOLE   12,537 0 0
EMPIRE DISTRICT ELEC CO COM 291641108 371 17,125 SH   DFND 1 17,125 0 0
EMPLOYERS HOLDINGS COM 292218104 336 11,300 SH   SOLE   11,300 0 0
ENCORE CAPITAL GROUP INC COM 292554102 389 8,500 SH   SOLE   8,500 0 0
ENCORE WIRE CORP COM 292562105 268 6,800 SH   SOLE   6,800 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 400 8,800 SH   SOLE   8,800 0 0
ENERGEN CORP COM 29265N108 428 5,600 SH   SOLE   5,600 0 0
ENERGIZER HOLDINGS INC COM 29266R108 1,416 15,531 SH   DFND 1 15,531 0 0
ENERGIZER HOLDINGS INC COM 29266R108 2,192 24,050 SH   SOLE   24,050 0 0
ENERSYS COM 29275Y102 709 11,700 SH   DFND 1 11,700 0 0
ENERSYS COM 29275Y102 3,232 53,300 SH   SOLE   53,300 0 0
ENERSYS NOTE 3.375% 29275YAA0 3,645 2,350,000 SH   SOLE   2,350,000 0 0
ENPRO INDUSTRIES INC COM 29355X107 458 7,600 SH   SOLE   7,600 0 0
ENSIGN GROUP INC/THE COM 29358P101 288 7,000 SH   SOLE   7,000 0 0
ENTERGY CORP COM 29364G103 265 4,200 SH   SOLE   4,200 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 144 33,000 SH   SOLE   33,000 0 0
EQUINIX INC COM NEW 29444U502 698 3,800 SH   SOLE   3,800 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 888 25,978 SH   SOLE   25,978 0 0
EQUITY ONE ABS INC COM 294752100 612 28,017 SH   SOLE   28,017 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,305 211,036 SH   SOLE   211,036 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,789 33,395 SH   DFND 1 33,395 0 0
ESSEX PROPERTY TRUST INC COM 297178105 3,131 21,199 SH   SOLE   21,199 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 266 9,550 SH   SOLE   9,550 0 0
E2OPEN INC COM 29788A104 5,095 227,462 SH   DFND 1 227,462 0 0
E2OPEN INC COM 29788A104 7,946 354,738 SH   SOLE   354,738 0 0
EURONET WORLDWIDE INC COM 298736109 2,749 68,924 SH   DFND 1 68,924 0 0
EURONET WORLDWIDE INC COM 298736109 4,155 104,176 SH   SOLE   104,176 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 556 11,300 SH   SOLE   11,300 0 0
EXAR CORP. COM 300645108 231 17,200 SH   SOLE   17,200 0 0
EXAMWORKS GROUP INC COM 30066A105 7,856 302,285 SH   DFND 1 302,285 0 0
EXAMWORKS GROUP INC COM 30066A105 11,211 431,361 SH   SOLE   431,361 0 0
EXCEL TRUST INC COM 30068C109 165 13,734 SH   SOLE   13,734 0 0
EXELON CORP COM 30161N101 589 19,874 SH   SOLE   19,874 0 0
EXELON CORP COM 30161N101 334 11,260 SH   DFND 2 11,260 0 0
EXELON CORP COM 30161N101 18 605 SH   DFND 2 605 0 0
EXELIS INC COM 30162A108 1,634 103,981 SH   DFND 1 103,981 0 0
EXELIS INC COM 30162A108 1,431 91,113 SH   SOLE   91,113 0 0
EXLSERVICE HOLDINGS INC COM 302081104 319 11,200 SH   SOLE   11,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,124 116,300 SH   DFND 1 116,300 0 0
EXPEDITORS INTL WASH INC COM 302130109 7,963 180,731 SH   SOLE   180,731 0 0
EXPONENT INC COM 30214U102 345 4,800 SH   SOLE   4,800 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 78,334 1,267,540 SH   SOLE   1,267,540 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 27,198 440,100 SH   DFND 1 440,100 0 0
EXTRA SPACE STORAGE INC COM 30225T102 5,943 129,910 SH   SOLE   129,910 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,374 51,900 SH   DFND 1 51,900 0 0
EXTERRAN HOLDINGS INC COM 30225X103 587 21,300 SH   SOLE   21,300 0 0
EZCORP INC CL A NON VTG 302301106 332 19,700 SH   SOLE   19,700 0 0
EXXON MOBIL CORP COM 30231G102 14,161 164,581 SH   DFND 1 164,581 0 0
EXXON MOBIL CORP COM 30231G102 40,008 464,992 SH   SOLE   464,992 0 0
EXXON MOBIL CORP COM 30231G102 858 9,969 SH   DFND 2 9,969 0 0
EXXON MOBIL CORP COM 30231G102 135 1,566 SH   DFND 2 1,566 0 0
FEI COMPANY COM 30241L109 1,335 15,200 SH   SOLE   15,200 0 0
FLIR SYSTEMS INC COM 302445101 436 13,900 SH   DFND 1 13,900 0 0
FLIR SYSTEMS INC COM 302445101 1,457 46,400 SH   SOLE   46,400 0 0
FMC CORP COM NEW 302491303 6,845 95,434 SH   SOLE   95,434 0 0
FMC CORP COM NEW 302491303 4,167 58,100 SH   DFND 1 58,100 0 0
FMC TECHNOLOGIES INC COM 30249U101 305 5,500 SH   SOLE   5,500 0 0
FNB CORP COM 302520101 640 52,800 SH   SOLE   52,800 0 0
FACEBOOK INC CL A 30303M102 42,037 836,900 SH   DFND 1 836,900 0 0
FACEBOOK INC CL A 30303M102 105,617 2,102,675 SH   SOLE   2,102,675 0 0
FACTSET RESEARCH SYSTEMS INC. COM 303075105 338 3,100 SH   SOLE   3,100 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 426 44,589 SH   SOLE   44,589 0 0
FARO TECHNOLOGIES, INC. COM 311642102 261 6,200 SH   SOLE   6,200 0 0
FASTENAL CO COM 311900104 317 6,300 SH   SOLE   6,300 0 0
FASTENAL CO COM 311900104 473 9,408 SH   DFND 2 9,408 0 0
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 2,800 27,595 SH   SOLE   27,595 0 0
FEDERAL SIGNAL CORP COM 313855108 292 22,700 SH   SOLE   22,700 0 0
FEDEX CORP COM 31428X106 783 6,860 SH   SOLE   6,860 0 0
FELCOR LODGING TRUST INC COM 31430F101 216 35,043 SH   SOLE   35,043 0 0
F5 NETWORKS INC COM 315616102 6,436 75,000 SH   DFND 1 75,000 0 0
F5 NETWORKS INC COM 315616102 9,908 115,462 SH   SOLE   115,462 0 0
FIDELITY NATIONAL INFORMATION COM 31620M106 316 6,800 SH   SOLE   6,800 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 444 16,705 SH   SOLE   16,705 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 31620RAE5 19,153 13,500,000 SH   SOLE   13,500,000 0 0
FIFTH & PACIFIC CO INC COM 316645100 1,118 44,500 SH   SOLE   44,500 0 0
FIFTH THIRD BANCORP COM 316773100 4,216 233,600 SH   DFND 1 233,600 0 0
FIFTH THIRD BANCORP COM 316773100 10,658 590,494 SH   SOLE   590,494 0 0
FINANCIAL ENGINES INC COM 317485100 1,076 18,100 SH   SOLE   18,100 0 0
THE FINISH LINE- CL A CL A 317923100 2,365 95,092 SH   SOLE   95,092 0 0
THE FINISH LINE- CL A CL A 317923100 624 25,101 SH   DFND 1 25,101 0 0
FIRST AMERICAN FINANCIAL CORP COM 31847R102 202 8,300 SH   SOLE   8,300 0 0
FIRST BANCORP COM NEW 318672706 205 36,173 SH   SOLE   36,173 0 0
FIRST CASH FINANCIAL SERVICES COM 31942D107 608 10,500 SH   SOLE   10,500 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 266 35,100 SH   SOLE   35,100 0 0
FIRST FINANCIAL BANCORP COM 320209109 950 62,600 SH   SOLE   62,600 0 0
FIRST FINANCIAL BANCORP COM 320209109 859 56,600 SH   DFND 1 56,600 0 0
FIRST FINANCIAL BANKSHARES INC COM 32020R109 644 10,950 SH   SOLE   10,950 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 4,939 449,400 SH   SOLE   449,400 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 1,539 140,000 SH   DFND 1 140,000 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 638 39,200 SH   DFND 1 39,200 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 2,723 167,346 SH   SOLE   167,346 0 0
FIRST MIDWEST BANCORP INC COM 320867104 412 27,312 SH   SOLE   27,312 0 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 284 27,400 SH   SOLE   27,400 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 335 26,676 SH   SOLE   26,676 0 0
FIRST REPUBLIC BANK COM 33616C100 22,865 490,350 SH   SOLE   490,350 0 0
FIRST REPUBLIC BANK COM 33616C100 21,142 453,400 SH   DFND 1 453,400 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 6,902 184,003 SH   DFND 2 184,003 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 303 8,067 SH   DFND 2 8,067 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 2,688 62,049 SH   DFND 2 62,049 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 80 1,840 SH   DFND 2 1,840 0 0
FIRST TR EXCHANGE TRADED FD NO AMER ENERGY 33738D101 4,313 188,664 SH   DFND 2 188,664 0 0
FIRST TR EXCHANGE TRADED FD NO AMER ENERGY 33738D101 409 17,895 SH   DFND 2 17,895 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 2,675 53,226 SH   DFND 2 53,226 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 177 3,516 SH   DFND 2 3,516 0 0
FISERV INC COM 337738108 1,869 18,500 SH   DFND 1 18,500 0 0
FISERV INC COM 337738108 1,688 16,700 SH   SOLE   16,700 0 0
FISERV INC COM 337738108 202 2,000 SH   DFND 2 2,000 0 0
FIRSTMERIT CORP COM 337915102 278 12,798 SH   SOLE   12,798 0 0
FIRSTENERGY CORP COM 337932107 355 9,734 SH   SOLE   9,734 0 0
FLOTEK INDUSTRIES INC COM 343389102 380 16,500 SH   SOLE   16,500 0 0
FLUOR CORP COM 343412102 13,497 190,200 SH   DFND 1 190,200 0 0
FLUOR CORP COM 343412102 20,749 292,400 SH   SOLE   292,400 0 0
FLOWERS FOODS INC COM 343498101 290 13,525 SH   SOLE   13,525 0 0
FLOWSERVE CORPORATION COM 34354P105 17,729 284,165 SH   DFND 1 284,165 0 0
FLOWSERVE CORPORATION COM 34354P105 18,845 302,048 SH   SOLE   302,048 0 0
FOOT LOCKER INC COM 344849104 5,195 153,062 SH   DFND 1 153,062 0 0
FOOT LOCKER INC COM 344849104 8,643 254,645 SH   SOLE   254,645 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,547 91,711 SH   SOLE   91,711 0 0
FORD MOTOR CO NOTE 4.250% 345370CN8 22,381 11,300,000 SH   SOLE   11,300,000 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 550 29,043 SH   SOLE   29,043 0 0
FOREST LABORATORIES COM 345838106 235 5,500 SH   SOLE   5,500 0 0
FOREST OIL CORP COM PAR $0.01 346091705 267 43,700 SH   SOLE   43,700 0 0
FORESTAR GROUP INC COM 346233109 273 12,700 SH   SOLE   12,700 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 4,509 108,300 SH   DFND 1 108,300 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 7,347 176,490 SH   SOLE   176,490 0 0
FORWARD AIR CORPORATION COM 349853101 448 11,100 SH   SOLE   11,100 0 0
FRANCESCA'S HOLDINGS CORP COM 351793104 300 16,100 SH   SOLE   16,100 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 559 14,200 SH   SOLE   14,200 0 0
FRANKLIN RESOURCES INC COM 354613101 480 9,500 SH   SOLE   9,500 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 506 39,700 SH   DFND 1 39,700 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 2,259 177,350 SH   SOLE   177,350 0 0
FRED'S INC CL A 356108100 195 12,450 SH   SOLE   12,450 0 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 797 24,092 SH   SOLE   24,092 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 97 23,178 SH   SOLE   23,178 0 0
HB FULLER CO COM 359694106 9,994 221,160 SH   DFND 1 221,160 0 0
HB FULLER CO COM 359694106 15,600 345,200 SH   SOLE   345,200 0 0
FULTON FINANCIAL CORP COM 360271100 478 40,900 SH   DFND 1 40,900 0 0
FULTON FINANCIAL CORP COM 360271100 1,647 141,000 SH   SOLE   141,000 0 0
G & K SERVICES INC. CL A 361268105 429 7,100 SH   SOLE   7,100 0 0
GATX CORP COM 361448103 12,797 269,290 SH   DFND 1 269,290 0 0
GATX CORP COM 361448103 18,215 383,310 SH   SOLE   383,310 0 0
GEO GROUP INC/THE COM 36159R103 1,125 33,847 SH   SOLE   33,847 0 0
GNC HOLDINGS INC COM CL A 36191G107 11,692 214,015 SH   DFND 1 214,015 0 0
GNC HOLDINGS INC COM CL A 36191G107 18,152 332,263 SH   SOLE   332,263 0 0
GT ADVANCED TECHNOLOGIES INC. COM 36191U106 382 44,900 SH   SOLE   44,900 0 0
AUTHUR J GALLAGHER & CO COM 363576109 432 9,900 SH   SOLE   9,900 0 0
GANNETT CO COM 364730101 938 35,000 SH   DFND 1 35,000 0 0
GANNETT CO COM 364730101 3,041 113,500 SH   SOLE   113,500 0 0
GAP INC COM 364760108 260 6,462 SH   SOLE   6,462 0 0
GARTNER INC COM 366651107 4,873 81,220 SH   SOLE   81,220 0 0
GARTNER INC COM 366651107 2,940 49,000 SH   DFND 1 49,000 0 0
GENCORP INC COM 368682100 354 22,100 SH   SOLE   22,100 0 0
GENERAL COMMUNICATION INC CL A 369385109 108 11,300 SH   SOLE   11,300 0 0
GENERAL DYNAMICS CORP COM 369550108 674 7,700 SH   SOLE   7,700 0 0
GENERAL ELECTRIC CO COM 369604103 996 41,700 SH   DFND 1 41,700 0 0
GENERAL ELECTRIC CO COM 369604103 8,737 365,700 SH   SOLE   365,700 0 0
GENERAL ELECTRIC CO COM 369604103 622 26,038 SH   DFND 2 26,038 0 0
GENERAL ELECTRIC CO COM 369604103 108 4,532 SH   DFND 2 4,532 0 0
GENERAL GROWTH PROPERTIES COM 370023103 3,928 203,633 SH   SOLE   203,633 0 0
GENERAL MILLS INC COM 370334104 1,445 30,162 SH   SOLE   30,162 0 0
GENERAL MILLS INC COM 370334104 981 20,481 SH   DFND 1 20,481 0 0
GENERAL MOTORS CO COM 37045V100 786 21,838 SH   SOLE   21,838 0 0
GENESCO INC. COM 371532102 577 8,800 SH   SOLE   8,800 0 0
GENESEE & WYOMING INC CL A 371559105 307 3,300 SH   SOLE   3,300 0 0
GENTEX CORP COM 371901109 285 11,120 SH   SOLE   11,120 0 0
GENUINE PARTS COMPANY COM 372460105 291 3,600 SH   SOLE   3,600 0 0
GENTIVA HEALTH SERVICES COM 37247A102 129 10,700 SH   SOLE   10,700 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 147 11,500 SH   SOLE   11,500 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 396 4,700 SH   SOLE   4,700 0 0
GETTY REALTY CORP COM 374297109 243 12,500 SH   SOLE   12,500 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 150 10,500 SH   SOLE   10,500 0 0
GILEAD SCIENCES INC COM 375558103 62,656 996,600 SH   DFND 1 996,600 0 0
GILEAD SCIENCES INC COM 375558103 134,549 2,140,109 SH   SOLE   2,140,109 0 0
GILEAD SCIENCES INC NOTE 1.000% 375558AN3 6,964 2,500,000 SH   SOLE   2,500,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 9,420 3,400,000 SH   SOLE   3,400,000 0 0
GLACIER BANCORP INC COM 37637Q105 656 26,600 SH   SOLE   26,600 0 0
GLATFELTER COM 377316104 425 15,700 SH   SOLE   15,700 0 0
GLIMCHER REALTY TRUST SH BEN INT 379302102 703 72,074 SH   SOLE   72,074 0 0
GLOBAL PAYMENTS INC COM 37940X102 296 5,800 SH   SOLE   5,800 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 362 23,500 SH   SOLE   23,500 0 0
GOLDCORP INC NOTE 2.000% 380956AB8 1,517 1,500,000 SH   SOLE   1,500,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,550 9,800 SH   SOLE   9,800 0 0
GOOGLE INC CL A 38259P508 172,884 197,376 SH   SOLE   197,376 0 0
GOOGLE INC CL A 38259P508 80,656 92,083 SH   DFND 1 92,083 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN IN 38376A103 621 25,951 SH   SOLE   25,951 0 0
GRACO INC COM 384109104 4,384 59,200 SH   DFND 1 59,200 0 0
GRACO INC COM 384109104 6,976 94,190 SH   SOLE   94,190 0 0
WW GRAINGER INC COM 384802104 366 1,400 SH   SOLE   1,400 0 0
GREAT PLAINS ENERGY INC COM 391164100 263 11,863 SH   SOLE   11,863 0 0
GREATBATCH INC. COM 39153L106 296 8,700 SH   SOLE   8,700 0 0
GREEN MOUNTAIN COFFEE ROASTERS COM 393122106 761 10,100 SH   SOLE   10,100 0 0
GREENBRIER COMPANIES IND NOTE 3.500% 393657AH4 1,617 1,500,000 SH   SOLE   1,500,000 0 0
GRIFFON CORP COM 398433102 205 16,330 SH   SOLE   16,330 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 3,861 49,700 SH   SOLE   49,700 0 0
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 398905AE9 2,650 2,000,000 SH   SOLE   2,000,000 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 5,053 107,260 SH   DFND 1 107,260 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 7,243 153,740 SH   SOLE   153,740 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,808 28,100 SH   SOLE   28,100 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 20,889 476,690 SH   SOLE   476,690 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 20,341 464,200 SH   DFND 1 464,200 0 0
HCP INC COM 40414L109 6,053 147,804 SH   SOLE   147,804 0 0
HFF INC CL A 40418F108 301 12,000 SH   SOLE   12,000 0 0
HNI CORP COM 404251100 8,372 231,390 SH   DFND 1 231,390 0 0
HNI CORP COM 404251100 13,860 383,080 SH   SOLE   383,080 0 0
HAEMONETICS CORP. COM 405024100 746 18,700 SH   SOLE   18,700 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 5,530 71,700 SH   DFND 1 71,700 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 10,349 134,190 SH   SOLE   134,190 0 0
HALLIBURTON CO COM 406216101 949 19,700 SH   SOLE   19,700 0 0
HANCOCK HOLDING CO COM 410120109 1,170 37,300 SH   DFND 1 37,300 0 0
HANCOCK HOLDING CO COM 410120109 1,061 33,800 SH   SOLE   33,800 0 0
HANESBRANDS INC COM 410345102 480 7,700 SH   SOLE   7,700 0 0
HANGER INC COM NEW 41043F208 425 12,600 SH   SOLE   12,600 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 4,681 282,490 SH   DFND 1 282,490 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 7,085 427,562 SH   SOLE   427,562 0 0
HARLEY-DAVIDSON INC COM 412822108 10,534 163,980 SH   SOLE   163,980 0 0
HARLEY-DAVIDSON INC COM 412822108 4,434 69,030 SH   DFND 1 69,030 0 0
HARMONIC INC COM 413160102 283 36,800 SH   SOLE   36,800 0 0
HARSCO CORP COM 415864107 201 8,070 SH   SOLE   8,070 0 0
HARTE-HANKS INC COM 416196103 140 15,900 SH   SOLE   15,900 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 327 10,500 SH   SOLE   10,500 0 0
HASBRO INC COM 418056107 694 14,719 SH   DFND 1 14,719 0 0
HASBRO INC COM 418056107 2,250 47,731 SH   SOLE   47,731 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 204 4,500 SH   SOLE   4,500 0 0
HEALTHCARE SERVICES GROUP COM 421906108 653 25,337 SH   SOLE   25,337 0 0
HEALTH MANAGEMENT ASSOCIATES CL A 421933102 257 20,100 SH   SOLE   20,100 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 1,773 76,712 SH   SOLE   76,712 0 0
HEADWATERS INC COM 42210P102 239 26,600 SH   SOLE   26,600 0 0
HEALTH CARE REIT INC COM 42217K106 1,259 20,187 SH   DFND 1 20,187 0 0
HEALTH CARE REIT INC COM 42217K106 10,758 172,460 SH   SOLE   172,460 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 7,791 136,000 SH   SOLE   136,000 0 0
HEALTH CARE REIT INC NOTE 3.000% 42217KAR7 10,845 8,750,000 SH   SOLE   8,750,000 0 0
HEALTHSTREAM INC COM 42222N103 277 7,300 SH   SOLE   7,300 0 0
HEALTHWAYS INC COM 422245100 231 12,500 SH   SOLE   12,500 0 0
HEARTLAND EXPRESS INC COM 422347104 249 17,548 SH   SOLE   17,548 0 0
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 528 13,300 SH   SOLE   13,300 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 2,022 79,700 SH   DFND 1 79,700 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 2,004 79,000 SH   SOLE   79,000 0 0
HELMERICH & PAYNE INC COM 423452101 2,722 39,475 SH   DFND 1 39,475 0 0
HELMERICH & PAYNE INC COM 423452101 2,603 37,750 SH   SOLE   37,750 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 339 6,560 SH   SOLE   6,560 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 382 68,297 SH   SOLE   68,297 0 0
HERSHEY COMPANY/THE COM 427866108 324 3,500 SH   SOLE   3,500 0 0
HESS CORP COM 42809H107 526 6,800 SH   SOLE   6,800 0 0
HEWLETT-PACKARD CO COM 428236103 3,507 167,100 SH   DFND 1 167,100 0 0
HEWLETT-PACKARD CO COM 428236103 10,595 504,786 SH   SOLE   504,786 0 0
HIBBETT SPORTS INC COM 428567101 530 9,450 SH   SOLE   9,450 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 91 11,800 SH   SOLE   11,800 0 0
HIGHWOODS PROPERTIES INC COM 431284108 1,317 37,312 SH   SOLE   37,312 0 0
HILLENBRAND INC COM 431571108 627 22,900 SH   SOLE   22,900 0 0
HILLSHIRE BRANDS CO COM 432589109 292 9,500 SH   SOLE   9,500 0 0
HITTITE MICROWAVE CORP COM 43365Y104 745 11,400 SH   SOLE   11,400 0 0
HOLLYFRONTIER CORP COM 436106108 2,633 62,525 SH   DFND 1 62,525 0 0
HOLLYFRONTIER CORP COM 436106108 3,008 71,440 SH   SOLE   71,440 0 0
HOLOGIC INC COM 436440101 2,238 108,400 SH   DFND 1 108,400 0 0
HOLOGIC INC COM 436440101 4,360 211,130 SH   SOLE   211,130 0 0
HOLOGIC INC FRNT 2.000% 436440AA9 502 500,000 SH   SOLE   500,000 0 0
HOLOGIC INC FRNT 2.000% 436440AB7 1,691 1,500,000 SH   SOLE   1,500,000 0 0
HOME BANCSHARES INC COM 436893200 515 16,940 SH   SOLE   16,940 0 0
HOME DEPOT INC COM 437076102 15,444 203,610 SH   DFND 1 203,610 0 0
HOME DEPOT INC COM 437076102 55,176 727,442 SH   SOLE   727,442 0 0
HOME PROPERTIES INC COM 437306103 1,379 23,887 SH   SOLE   23,887 0 0
HOMEAWAY INC COM 43739Q100 2,310 82,600 SH   DFND 1 82,600 0 0
HOMEAWAY INC COM 43739Q100 3,490 124,820 SH   SOLE   124,820 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 58,789 707,961 SH   DFND 1 707,961 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 112,963 1,360,349 SH   SOLE   1,360,349 0 0
HORACE MANN EDUCATORS CORP COM 440327104 551 19,400 SH   DFND 1 19,400 0 0
HORACE MANN EDUCATORS CORP COM 440327104 812 28,600 SH   SOLE   28,600 0 0
HORNBECK OFFSHORE SERV COM 440543106 678 11,800 SH   SOLE   11,800 0 0
HORNBECK OFFSHORE SERV NOTE 1.500% 440543AN6 4,532 3,500,000 SH   SOLE   3,500,000 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1,071 37,849 SH   SOLE   37,849 0 0
HOST HOTELS & RESORTS INC COM 44107P104 18,471 1,045,325 SH   SOLE   1,045,325 0 0
HOST HOTELS & RESORTS INC COM 44107P104 13,966 790,358 SH   DFND 1 790,358 0 0
HUB GROUP INC- CL A CL A 443320106 502 12,800 SH   SOLE   12,800 0 0
HUBBELL INC CL B 443510201 433 4,130 SH   SOLE   4,130 0 0
HUDSON CITY BANCORP INC COM 443683107 100 11,100 SH   SOLE   11,100 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 341 17,549 SH   SOLE   17,549 0 0
HUMANA INC COM 444859102 345 3,700 SH   SOLE   3,700 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 7,796 106,900 SH   DFND 1 106,900 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 12,299 168,646 SH   SOLE   168,646 0 0
HUNTINGTON BANCSHARES INC COM 446150104 18,931 2,291,900 SH   DFND 1 2,291,900 0 0
HUNTINGTON BANCSHARES INC COM 446150104 16,977 2,055,371 SH   SOLE   2,055,371 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 5,626 4,700 SH   SOLE   4,700 0 0
HUNTINGTON INGALLS INDUS COM 446413106 721 10,700 SH   DFND 1 10,700 0 0
HUNTINGTON INGALLS INDUS COM 446413106 2,453 36,401 SH   SOLE   36,401 0 0
ICU MEDICAL INC COM 44930G107 319 4,700 SH   SOLE   4,700 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 311 6,100 SH   SOLE   6,100 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 205 6,600 SH   SOLE   6,600 0 0
IXIA COM 45071R109 320 20,400 SH   SOLE   20,400 0 0
ITT CORP COM NEW 450911201 252 7,000 SH   SOLE   7,000 0 0
ICONIX BRAND GROUP INC COM 451055107 655 19,700 SH   SOLE   19,700 0 0
IDEX CORP COM 45167R104 411 6,300 SH   SOLE   6,300 0 0
IDEXX LABORATORIES INC COM 45168D104 409 4,100 SH   SOLE   4,100 0 0
IGATE CORP COM 45169U105 294 10,600 SH   SOLE   10,600 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 4,259 274,456 SH   DFND 1 274,456 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 6,086 392,164 SH   SOLE   392,164 0 0
ILLINOIS TOOL WORKS INC COM 452308109 732 9,600 SH   SOLE   9,600 0 0
ILLUMINA INC COM 452327109 17,306 214,100 SH   SOLE   214,100 0 0
ILLUMINA INC COM 452327109 18,235 225,600 SH   DFND 1 225,600 0 0
IMPAX LABORATORIES INC COM 45256B101 477 23,300 SH   SOLE   23,300 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 296 8,300 SH   SOLE   8,300 0 0
INFINITY PROP & CASUALTY COM 45665Q103 271 4,200 SH   SOLE   4,200 0 0
INFORMATICA CORP COM 45666Q102 9,229 236,830 SH   DFND 1 236,830 0 0
INFORMATICA CORP COM 45666Q102 14,593 374,470 SH   SOLE   374,470 0 0
INGRAM MICRO INC CL A 457153104 272 11,800 SH   SOLE   11,800 0 0
INGREDION INC COM 457187102 18,137 274,101 SH   DFND 1 274,101 0 0
INGREDION INC COM 457187102 24,925 376,676 SH   SOLE   376,676 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 673 65,832 SH   SOLE   65,832 0 0
INSIGHT ENTERPRISES INC COM 45765U103 293 15,475 SH   SOLE   15,475 0 0
INNOPHOS HOLDINGS INC COM 45774N108 437 8,275 SH   DFND 1 8,275 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,782 33,768 SH   SOLE   33,768 0 0
INSPERITY INC. COM 45778Q107 308 8,200 SH   SOLE   8,200 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 298 7,400 SH   SOLE   7,400 0 0
INTEGRATED DEVICE TECH INC COM 458118106 99 10,550 SH   SOLE   10,550 0 0
INTEL CORP COM 458140100 2,657 115,900 SH   SOLE   115,900 0 0
INTEL CORP SDCV 2.950% 458140AD2 541 500,000 SH   SOLE   500,000 0 0
INTEL CORP SDCV 3.250% 458140AF7 13,330 10,750,000 SH   SOLE   10,750,000 0 0
INTERACTIVE BROKERS GRO COM 45841N107 408 21,744 SH   DFND 1 21,744 0 0
INTERACTIVE BROKERS GRO COM 45841N107 640 34,123 SH   SOLE   34,123 0 0
INTERACTIVE INTELLIGENCE INC COM 45841V109 356 5,600 SH   SOLE   5,600 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 308 1,700 SH   SOLE   1,700 0 0
INTERFACE INC COM 458665304 419 21,100 SH   SOLE   21,100 0 0
INTERDIGITAL INC/PA COM 45867G101 814 21,800 SH   DFND 1 21,800 0 0
INTERDIGITAL INC/PA COM 45867G101 2,629 70,400 SH   SOLE   70,400 0 0
IBM CORP COM 459200101 4,859 26,240 SH   DFND 1 26,240 0 0
IBM CORP COM 459200101 12,841 69,344 SH   SOLE   69,344 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 336 1,815 SH   DFND 2 1,815 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2 11 SH   DFND 2 11 0 0
INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 459902AQ5 13,013 11,750,000 SH   SOLE   11,750,000 0 0
INTERNATIONAL PAPER CO COM 460146103 465 10,371 SH   SOLE   10,371 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 338 14,300 SH   SOLE   14,300 0 0
INTUIT INC COM 461202103 458 6,900 SH   SOLE   6,900 0 0
INVACARE CORP COM 461203101 181 10,500 SH   SOLE   10,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 339 900 SH   SOLE   900 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 209 13,300 SH   SOLE   13,300 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 94 11,409 SH   SOLE   11,409 0 0
INVITRO INTL COM 461853103 1 60,500 SH   DFND 2 60,500 0 0
ION GEOPHYSICAL CORP COM 462044108 231 44,500 SH   SOLE   44,500 0 0
IROBOT CORP COM 462726100 392 10,400 SH   SOLE   10,400 0 0
ISHARES SELECT DIVID ETF 464287168 1,551 23,375 SH   DFND 2 23,375 0 0
ISHARES SELECT DIVID ETF 464287168 353 5,315 SH   DFND 2 5,315 0 0
ISHARES CORE S&P500 ETF 464287200 427 2,528 SH   DFND 2 2,528 0 0
ISHARES CORE TOTUSBD ETF 464287226 750 6,995 SH   DFND 2 6,995 0 0
ISHARES CORE TOTUSBD ETF 464287226 92 860 SH   DFND 2 860 0 0
ISHARES INDEX FUNDS MSCI EMG MKT ETF 464287234 2,445 60,000 SH   SOLE   60,000 0 0
ISHARES IBOXX INVESTMENT GRADE 464287242 6,778 59,723 SH   DFND 2 59,723 0 0
ISHARES GLOB HLTHCRE ETF 464287325 1,376 17,313 SH   DFND 2 17,313 0 0
ISHARES GLOB HLTHCRE ETF 464287325 63 790 SH   DFND 2 790 0 0
ISHARES 20+ YEAR TREASURY BOND ETF 464287432 27,624 259,621 SH   DFND 2 259,621 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 3,535 55,400 SH   SOLE   55,400 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 4,760 74,600 SH   DFND 1 74,600 0 0
ISHARES INDEX FUNDS RUS MID-CAP ETF 464287499 2,114 15,200 SH   SOLE   15,200 0 0
ISHARES RUS MID-CAP ETF 464287499 482 3,465 SH   DFND 2 3,465 0 0
ISHARES RUS MID-CAP ETF 464287499 56 400 SH   DFND 2 400 0 0
ISHARES CORE S&P MID-CAP ETF 464287507 1,145 9,221 SH   DFND 2 9,221 0 0
ISHARES NASDQ BIOTEC ETF 464287556 189 900 SH   DFND 2 900 0 0
ISHARES NASDQ BIOTEC ETF 464287556 21 100 SH   DFND 2 100 0 0
ISHARES RUSSELL 1000 GROWTH ETF 464287614 1,759 22,499 SH   DFND 2 22,499 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 6,809 63,870 SH   DFND 1 63,870 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 21,495 201,620 SH   SOLE   201,620 0 0
ISHARES RUSSELL 2000 ETF 464287655 293 2,750 SH   DFND 2 2,750 0 0
ISHARES RUSSELL 2000 ETF 464287655 43 400 SH   DFND 2 400 0 0
ISHARES U.S. TECH ETF 464287721 11,332 143,804 SH   DFND 2 143,804 0 0
ISHARES U.S. TECH ETF 464287721 584 7,407 SH   DFND 2 7,407 0 0
ISHARES FTSE NAREIT MORTGAGE P JP MOR EM MK ETF 464288281 4,296 39,400 SH   SOLE   39,400 0 0
ISHARES FTSE NAREIT MORTGAGE P JP MOR EM MK ETF 464288281 8,024 73,600 SH   DFND 1 73,600 0 0
ISHARES NAT AMT FREE BD 464288414 1,421 13,598 SH   DFND 2 13,598 0 0
ISHARES NAT AMT FREE BD 464288414 184 1,758 SH   DFND 2 1,758 0 0
ISHARES INTL SEL DIV ETF 464288448 1,136 31,325 SH   DFND 2 31,325 0 0
ISHARES INTL SEL DIV ETF 464288448 250 6,890 SH   DFND 2 6,890 0 0
ISHARES INTL SEL DIV ETF 464288448 3,349 92,354 SH   DFND 2 92,354 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 1,199 100,000 SH   SOLE   100,000 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 1,798 150,000 SH   DFND 1 150,000 0 0
ISHARES INTERMEDIATE CREDIT BOND ETF 464288638 9,994 92,594 SH   DFND 2 92,594 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 6,317 60,000 SH   DFND 1 60,000 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 25,267 240,000 SH   SOLE   240,000 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 438 11,514 SH   DFND 1 11,514 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 2,564 67,473 SH   SOLE   67,473 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 22,578 594,168 SH   DFND 2 594,168 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 5,425 259,555 SH   DFND 2 259,555 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 458 21,932 SH   DFND 2 21,932 0 0
ITRON INC COM 465741106 721 16,839 SH   SOLE   16,839 0 0
ITRON INC COM 465741106 388 9,060 SH   DFND 1 9,060 0 0
J&J SNACK FOODS CORP. COM 466032109 436 5,400 SH   SOLE   5,400 0 0
JPMORGAN CHASE & CO COM 46625H100 88,616 1,714,381 SH   SOLE   1,714,381 0 0
JPMORGAN CHASE & CO COM 46625H100 82,108 1,588,463 SH   DFND 1 1,588,463 0 0
JABIL CIRCUIT INC COM 466313103 490 22,600 SH   DFND 1 22,600 0 0
JABIL CIRCUIT INC COM 466313103 1,453 67,000 SH   SOLE   67,000 0 0
JACK IN THE BOX INC. COM 466367109 632 15,800 SH   SOLE   15,800 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 122,092 2,098,527 SH   SOLE   2,098,527 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 72,761 1,250,614 SH   DFND 1 1,250,614 0 0
JANUS CAPITAL GROUP INC COM 47102X105 99 11,600 SH   SOLE   11,600 0 0
JANUS CAPITAL GROUP INC NOTE 0.750% 47102XAH8 4,686 4,452,000 SH   SOLE   4,452,000 0 0
JARDEN CORP COM 471109108 440 9,100 SH   SOLE   9,100 0 0
JEFFERIES GROUP INC DBCV 3.875% 472319AG7 14,989 14,250,000 SH   SOLE   14,250,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 112 16,775 SH   SOLE   16,775 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 744 29,900 SH   DFND 1 29,900 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 794 31,900 SH   SOLE   31,900 0 0
JOHNSON & JOHNSON COM 478160104 1,924 22,198 SH   DFND 1 22,198 0 0
JOHNSON & JOHNSON COM 478160104 15,998 184,542 SH   SOLE   184,542 0 0
JOHNSON & JOHNSON COM 478160104 308 3,555 SH   DFND 2 3,555 0 0
JOHNSON & JOHNSON COM 478160104 9 100 SH   DFND 2 100 0 0
JOHNSON CONTROLS INC COM 478366107 660 15,900 SH   SOLE   15,900 0 0
JONES LANG LASALLE INC COM 48020Q107 297 3,400 SH   SOLE   3,400 0 0
JOS A BANK CLOTHIERS INC COM 480838101 450 10,262 SH   SOLE   10,262 0 0
J2 GLOBAL INC COM 48123V102 624 12,600 SH   DFND 1 12,600 0 0
J2 GLOBAL INC COM 48123V102 2,704 54,600 SH   SOLE   54,600 0 0
JUNIPER NETWORKS INC COM 48203R104 15,884 799,820 SH   SOLE   799,820 0 0
JUNIPER NETWORKS INC COM 48203R104 14,335 721,800 SH   DFND 1 721,800 0 0
KBR INC COM 48242W106 5,784 177,200 SH   SOLE   177,200 0 0
KBR INC COM 48242W106 1,756 53,800 SH   DFND 1 53,800 0 0
KLA-TENCOR CORPORATION COM 482480100 237 3,900 SH   SOLE   3,900 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 484 6,800 SH   SOLE   6,800 0 0
KAMAN CORP COM 483548103 371 9,800 SH   SOLE   9,800 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,102 55,800 SH   DFND 1 55,800 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 9,491 86,791 SH   SOLE   86,791 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 625 14,600 SH   SOLE   14,600 0 0
KAYDON CORP COM 486587108 419 11,800 SH   SOLE   11,800 0 0
KELLOGG CO COM 487836108 347 5,900 SH   SOLE   5,900 0 0
KENNAMETAL INC COM 489170100 275 6,040 SH   SOLE   6,040 0 0
KEYCORP COM 493267108 350 30,700 SH   DFND 1 30,700 0 0
KEYCORP COM 493267108 500 43,900 SH   SOLE   43,900 0 0
KEYCORP PFD 7.75% SR A 493267405 4,496 36,000 SH   SOLE   36,000 0 0
KILROY REALTY CORP COM 49427F108 1,884 37,713 SH   SOLE   37,713 0 0
KIMBERLY-CLARK CORP COM 494368103 54,393 577,300 SH   DFND 1 577,300 0 0
KIMBERLY-CLARK CORP COM 494368103 43,788 464,742 SH   SOLE   464,742 0 0
KIMBERLY CLARK CORP COM 494368103 380 4,032 SH   DFND 2 4,032 0 0
KIMBERLY CLARK CORP COM 494368103 38 400 SH   DFND 2 400 0 0
KIMCO REALTY CORP COM 49446R109 1,132 56,100 SH   DFND 1 56,100 0 0
KIMCO REALTY CORP COM 49446R109 5,524 273,744 SH   SOLE   273,744 0 0
KINDER MORGAN INC COM 49456B101 555 15,600 SH   SOLE   15,600 0 0
KINDRED HEALTHCARE INC COM 494580103 265 19,700 SH   SOLE   19,700 0 0
KIRBY CORP COM 497266106 381 4,400 SH   SOLE   4,400 0 0
KITE REALTY GROUP TRUST COM 49803T102 378 63,697 SH   SOLE   63,697 0 0
KNIGHT TRANSPORTATION INC COM 499064103 359 21,750 SH   SOLE   21,750 0 0
KOHLS CORP COM 500255104 248 4,800 SH   SOLE   4,800 0 0
KOPIN CORP COM 500600101 91 22,600 SH   SOLE   22,600 0 0
KOPPERS HOLDINGS INC COM 50060P106 324 7,600 SH   SOLE   7,600 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 383 17,900 SH   SOLE   17,900 0 0
KRAFT FOODS GROUP INC COM 50076Q106 7,106 135,413 SH   DFND 1 135,413 0 0
KRAFT FOODS GROUP INC COM 50076Q106 16,914 322,302 SH   SOLE   322,302 0 0
KRATON PERFORMANCE POLYMERS IN COM 50077C106 233 11,900 SH   SOLE   11,900 0 0
KROGER CO COM 501044101 3,441 85,300 SH   DFND 1 85,300 0 0
KROGER CO COM 501044101 11,065 274,300 SH   SOLE   274,300 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 316 27,400 SH   SOLE   27,400 0 0
L BRANDS INC COM 501797104 4,790 78,400 SH   DFND 1 78,400 0 0
L BRANDS INC COM 501797104 7,593 124,266 SH   SOLE   124,266 0 0
LKQ CORP COM 501889208 739 23,200 SH   SOLE   23,200 0 0
LSB INDUSTRIES INC COM 502160104 231 6,900 SH   SOLE   6,900 0 0
LSI CORPORATION COM 502161102 99 12,700 SH   SOLE   12,700 0 0
LTC PROPERTIES INC COM 502175102 948 24,972 SH   SOLE   24,972 0 0
L-3 COMMUNICATIONS HOLDINGS DEBT 3.000% 502413AW7 10,391 9,500,000 SH   SOLE   9,500,000 0 0
LA-Z-BOY INC COM 505336107 434 19,100 SH   SOLE   19,100 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 7,787 78,543 SH   SOLE   78,543 0 0
LACLEDE GROUP INC COM 505597104 509 11,315 SH   DFND 1 11,315 0 0
LACLEDE GROUP INC COM 505597104 870 19,337 SH   SOLE   19,337 0 0
LAM RESEARCH CORP COM 512807108 5,755 112,400 SH   DFND 1 112,400 0 0
LAM RESEARCH CORP COM 512807108 8,935 174,503 SH   SOLE   174,503 0 0
LAM RESEARCH CORP NOTE 0.500% 512807AJ7 5,406 4,800,000 SH   SOLE   4,800,000 0 0
LAMAR ADVERTISING CO CL A 512815101 235 5,000 SH   SOLE   5,000 0 0
LANDSTAR SYSTEM INC COM 515098101 10,266 183,380 SH   DFND 1 183,380 0 0
LANDSTAR SYSTEM INC COM 515098101 14,033 250,670 SH   SOLE   250,670 0 0
LAS VEGAS SANDS CORP COM 517834107 68,658 1,033,688 SH   DFND 1 1,033,688 0 0
LAS VEGAS SANDS CORP COM 517834107 98,973 1,490,112 SH   SOLE   1,490,112 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,959 68,690 SH   SOLE   68,690 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 412 5,900 SH   SOLE   5,900 0 0
LENDER PROCESS SERVICES COM 52602E102 220 6,600 SH   SOLE   6,600 0 0
LENNOX INTERNATIONAL INC COM 526107107 263 3,500 SH   SOLE   3,500 0 0
LEUCADIA NATIONAL CORP NOTE 3.750% 527288AX2 2,602 2,000,000 SH   SOLE   2,000,000 0 0
LEXINGTON REALTY TRUST COM 529043101 1,355 120,690 SH   SOLE   120,690 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 453 13,718 SH   DFND 1 13,718 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 1,554 47,082 SH   SOLE   47,082 0 0
LIBERTY INTERACTIVE LLC DEB 3.500% 530715AN1 2,205 4,239,537 SH   SOLE   4,239,537 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 2,016 56,643 SH   SOLE   56,643 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 303 4,043 SH   SOLE   4,043 0 0
LIFELOCK INC COM 53224V100 646 43,594 SH   DFND 1 43,594 0 0
LIFELOCK INC COM 53224V100 1,994 134,426 SH   SOLE   134,426 0 0
ELI LILLY & CO COM 532457108 52,286 1,038,873 SH   DFND 1 1,038,873 0 0
ELI LILLY & CO COM 532457108 41,204 818,678 SH   SOLE   818,678 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 426 6,400 SH   SOLE   6,400 0 0
LINCOLN NATIONAL CORP COM 534187109 260 6,194 SH   SOLE   6,194 0 0
LINDSAY CORPORATION COM 535555106 388 4,750 SH   SOLE   4,750 0 0
LINEAR TECHNOLOGY CORP COM 535678106 214 5,400 SH   SOLE   5,400 0 0
LINKEDIN CORP COM CL A 53578A108 4,205 17,090 SH   SOLE   17,090 0 0
LINKEDIN CORP COM CL A 53578A108 2,805 11,400 SH   DFND 1 11,400 0 0
LIQUIDITY SERVICES INC COM 53635B107 312 9,300 SH   SOLE   9,300 0 0
LITHIA MOTORS INC CL A 536797103 591 8,100 SH   SOLE   8,100 0 0
LITTELFUSE INC COM 537008104 501 6,400 SH   DFND 1 6,400 0 0
LITTELFUSE INC COM 537008104 1,001 12,800 SH   SOLE   12,800 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 950 51,218 SH   SOLE   51,218 0 0
LIVEPERSON INC COM 538146101 170 18,000 SH   SOLE   18,000 0 0
LOCKHEED MARTIN CORP COM 539830109 3,272 25,650 SH   DFND 1 25,650 0 0
LOCKHEED MARTIN CORP COM 539830109 6,964 54,598 SH   SOLE   54,598 0 0
LOEWS CORP COM 540424108 332 7,100 SH   SOLE   7,100 0 0
LOGMEIN INC COM 54142L109 255 8,200 SH   SOLE   8,200 0 0
LORILLARD INC COM 544147101 390 8,700 SH   SOLE   8,700 0 0
LOUISIANA-PACIFIC CORP COM 546347105 192 10,900 SH   SOLE   10,900 0 0
LOWE'S COMPANIES INC COM 548661107 30,854 648,061 SH   DFND 1 648,061 0 0
LOWE'S COMPANIES INC COM 548661107 72,336 1,519,350 SH   SOLE   1,519,350 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 1,066 10,000 SH   SOLE   10,000 0 0
LUMINEX CORP. COM 55027E102 270 13,500 SH   SOLE   13,500 0 0
M&T BANK CORP COM 55261F104 13,934 124,500 SH   DFND 1 124,500 0 0
M&T BANK CORP COM 55261F104 12,669 113,200 SH   SOLE   113,200 0 0
MB FINANCIAL INC COM 55264U108 564 20,000 SH   SOLE   20,000 0 0
MDU RESOURCES GROUP INC COM 552690109 409 14,625 SH   SOLE   14,625 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 7,891 282,005 SH   DFND 1 282,005 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 11,265 402,586 SH   SOLE   402,586 0 0
MGE ENERGY INC COM 55277P104 371 6,800 SH   DFND 1 6,800 0 0
MGE ENERGY INC COM 55277P104 278 5,100 SH   SOLE   5,100 0 0
M/I HOMES INC COM 55305B101 486 23,568 SH   DFND 1 23,568 0 0
M/I HOMES INC COM 55305B101 1,667 80,832 SH   SOLE   80,832 0 0
MKS INSTRUMENTS INC COM 55306N104 516 19,400 SH   SOLE   19,400 0 0
MRC GLOBAL INC COM 55345K103 2,632 98,200 SH   SOLE   98,200 0 0
MRC GLOBAL INC COM 55345K103 855 31,900 SH   DFND 1 31,900 0 0
MSC INDUSTRIAL DIRECT CO. CL A 553530106 301 3,700 SH   SOLE   3,700 0 0
MSCI INC COM 55354G100 1,872 46,500 SH   SOLE   46,500 0 0
MSCI INC COM 55354G100 487 12,100 SH   DFND 1 12,100 0 0
MTS SYSTEMS CORP COM 553777103 367 5,700 SH   SOLE   5,700 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 687 4,600 SH   SOLE   4,600 0 0
MACERICH CO COM 554382101 10,729 190,100 SH   DFND 1 190,100 0 0
MACERICH CO COM 554382101 14,242 252,333 SH   SOLE   252,333 0 0
MACK-CALI REALTY CORP COM 554489104 724 33,005 SH   SOLE   33,005 0 0
MACY'S INC COM 55616P104 7,337 169,568 SH   SOLE   169,568 0 0
MACY'S INC COM 55616P104 2,263 52,300 SH   DFND 1 52,300 0 0
STEVEN MADDEN LTD COM 556269108 789 14,650 SH   SOLE   14,650 0 0
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 588 9,800 SH   SOLE   9,800 0 0
MANHATTAN ASSOCIATES INC COM 562750109 678 7,100 SH   SOLE   7,100 0 0
MANITOWOC COMPANY INC COM 563571108 9,911 506,654 SH   DFND 1 506,654 0 0
MANITOWOC COMPANY INC COM 563571108 8,841 451,946 SH   SOLE   451,946 0 0
MANPOWER GROUP INC COM 56418H100 23,316 320,536 SH   DFND 1 320,536 0 0
MANPOWER GROUP INC COM 56418H100 29,791 409,559 SH   SOLE   409,559 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 817 28,400 SH   SOLE   28,400 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 1,047 36,400 SH   DFND 1 36,400 0 0
MARATHON OIL CORP COM 565849106 75,970 2,178,045 SH   DFND 1 2,178,045 0 0
MARATHON OIL CORP COM 565849106 127,600 3,658,265 SH   SOLE   3,658,265 0 0
MARATHON PETROLEUM CORP COM 56585A102 264 4,100 SH   DFND 1 4,100 0 0
MARATHON PETROLEUM CORP COM 56585A102 1,292 20,084 SH   SOLE   20,084 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 821 13,700 SH   SOLE   13,700 0 0
MARKET VECTORS ETF TR HG YLD MUN ETF 57060U878 458 15,675 SH   DFND 2 15,675 0 0
MARKET VECTORS ETF TR HG YLD MUN ETF 57060U878 61 2,087 SH   DFND 2 2,087 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 3,234 73,500 SH   SOLE   73,500 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 898 20,400 SH   DFND 1 20,400 0 0
MARSH & MCLENNAN COS INC COM 571748102 553 12,700 SH   SOLE   12,700 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 7,150 170,000 SH   DFND 1 170,000 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 16,254 386,450 SH   SOLE   386,450 0 0
MARTIN MARIETTA MATERIALS COM 573284106 355 3,620 SH   SOLE   3,620 0 0
MASTERCARD INC CL A 57636Q104 66,977 99,552 SH   SOLE   99,552 0 0
MASTERCARD INC CL A 57636Q104 32,848 48,825 SH   DFND 1 48,825 0 0
MATERION CORP COM 576690101 240 7,500 SH   SOLE   7,500 0 0
MATSON INC COM 57686G105 1,321 50,360 SH   SOLE   50,360 0 0
MATSON INC COM 57686G105 399 15,200 SH   DFND 1 15,200 0 0
MATTEL INC COM 577081102 333 7,950 SH   SOLE   7,950 0 0
MAXIMUS, INC. COM 577933104 1,117 24,800 SH   SOLE   24,800 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 201 3,100 SH   SOLE   3,100 0 0
MCDONALD'S CORP COM 580135101 2,578 26,800 SH   SOLE   26,800 0 0
MCDONALD'S CORP COM 580135101 491 5,100 SH   DFND 1 5,100 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 420 6,400 SH   SOLE   6,400 0 0
MCKESSON CORP COM 58155Q103 685 5,342 SH   SOLE   5,342 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 351 4,728 SH   SOLE   4,728 0 0
MEADOWBROOK INSURANCE GROUP COM 58319P108 110 16,874 SH   SOLE   16,874 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 298 5,500 SH   SOLE   5,500 0 0
MEDICAL PROPERTIES TRUST INC. COM 58463J304 1,279 105,064 SH   SOLE   105,064 0 0
MEDICINES COMPANY (THE) COM 584688105 2,356 70,300 SH   SOLE   70,300 0 0
MEDICINES COMPANY (THE) COM 584688105 523 15,600 SH   DFND 1 15,600 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 584 5,900 SH   DFND 1 5,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 2,711 27,400 SH   SOLE   27,400 0 0
MEDNAX INC COM 58502B106 392 3,900 SH   SOLE   3,900 0 0
MEDTRONIC INC COM 585055106 3,403 63,906 SH   DFND 1 63,906 0 0
MEDTRONIC INC COM 585055106 3,733 70,104 SH   SOLE   70,104 0 0
MEN'S WEARHOUSE INC COM 587118100 565 16,600 SH   SOLE   16,600 0 0
MERCADOLIBRE INC COM 58733R102 4,550 33,727 SH   SOLE   33,727 0 0
MERCADOLIBRE INC COM 58733R102 3,022 22,400 SH   DFND 1 22,400 0 0
MERCK & CO INC COM 58933Y105 118,768 2,494,653 SH   SOLE   2,494,653 0 0
MERCK & CO INC COM 58933Y105 93,034 1,954,120 SH   DFND 1 1,954,120 0 0
MERCURY SYSTEMS INC COM 589378108 118 11,800 SH   SOLE   11,800 0 0
MEREDITH CORP. COM 589433101 10,960 230,160 SH   DFND 1 230,160 0 0
MEREDITH CORP. COM 589433101 16,009 336,180 SH   SOLE   336,180 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 357 15,100 SH   SOLE   15,100 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 178 14,675 SH   SOLE   14,675 0 0
MERITAGE HOMES CORP COM 59001A102 528 12,300 SH   SOLE   12,300 0 0
METHODE ELECTRONICS INC COM 591520200 361 12,900 SH   SOLE   12,900 0 0
METLIFE INC COM 59156R108 63,749 1,357,802 SH   SOLE   1,357,802 0 0
METLIFE INC COM 59156R108 27,373 583,020 SH   DFND 1 583,020 0 0
METLIFE INC UNIT 59156R116 1,718 60,000 SH   SOLE   60,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 6,867 28,600 SH   DFND 1 28,600 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 10,895 45,379 SH   SOLE   45,379 0 0
MICREL INC COM 594793101 154 16,900 SH   SOLE   16,900 0 0
MICROS SYSTEMS INC COM 594901100 295 5,900 SH   SOLE   5,900 0 0
MICROSOFT CORP COM 594918104 35,034 1,052,719 SH   SOLE   1,052,719 0 0
MICROSOFT CORP COM 594918104 21,348 641,459 SH   DFND 1 641,459 0 0
MICROSOFT CORP COM 594918104 227 6,812 SH   DFND 2 6,812 0 0
MICROSTRATEGY INC CL A NEW 594972408 332 3,200 SH   SOLE   3,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,053 125,419 SH   DFND 1 125,419 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 7,797 193,521 SH   SOLE   193,521 0 0
MICRON TECHNOLOGY INC COM 595112103 421 24,100 SH   SOLE   24,100 0 0
MICRON TECHNOLOGY INC DEBT 1.875% 595112AK9 1,615 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 595112AW3 4,777 2,500,000 SH   SOLE   2,500,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 595112AX1 4,734 2,500,000 SH   SOLE   2,500,000 0 0
MICROSEMI CORP COM 595137100 822 33,900 SH   SOLE   33,900 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 1,591 25,459 SH   SOLE   25,459 0 0
MINERALS TECHNOLOGIES INC COM 603158106 681 13,800 SH   DFND 1 13,800 0 0
MINERALS TECHNOLOGIES INC COM 603158106 630 12,760 SH   SOLE   12,760 0 0
MOBILE MINI INC COM 60740F105 504 14,800 SH   SOLE   14,800 0 0
MOHAWK INDUSTRIES INC COM 608190104 608 4,670 SH   SOLE   4,670 0 0
MOLINA HEALTHCARE INC COM 60855R100 370 10,400 SH   SOLE   10,400 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 240 16,700 SH   SOLE   16,700 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 12,769 406,384 SH   DFND 1 406,384 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 30,368 966,484 SH   SOLE   966,484 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 375 12,400 SH   SOLE   12,400 0 0
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 404 14,100 SH   SOLE   14,100 0 0
MONRO MUFFLER INC COM 610236101 499 10,750 SH   SOLE   10,750 0 0
MONSANTO COMPANY COM 61166W101 7,062 67,664 SH   DFND 1 67,664 0 0
MONSANTO COMPANY COM 61166W101 16,695 159,964 SH   SOLE   159,964 0 0
MONSTER BEVERAGE CORP COM 611740101 6,487 124,160 SH   SOLE   124,160 0 0
MONSTER BEVERAGE CORP COM 611740101 4,180 80,000 SH   DFND 1 80,000 0 0
MOODY'S CORP COM 615369105 316 4,500 SH   SOLE   4,500 0 0
MOOG INC CL A 615394202 971 16,550 SH   SOLE   16,550 0 0
MORGAN STANLEY COM NEW 617446448 17,056 632,890 SH   DFND 1 632,890 0 0
MORGAN STANLEY COM NEW 617446448 39,942 1,482,090 SH   SOLE   1,482,090 0 0
MOSAIC CO/THE COM 61945C103 1,605 37,300 SH   DFND 1 37,300 0 0
MOSAIC CO/THE COM 61945C103 4,315 100,300 SH   SOLE   100,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 849 14,300 SH   DFND 1 14,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 959 16,155 SH   SOLE   16,155 0 0
MOVADO GROUP INC COM 624580106 284 6,500 SH   SOLE   6,500 0 0
MUELLER INDUSTRIES, INC. COM 624756102 573 10,300 SH   SOLE   10,300 0 0
MULTIMEDIA GAMES INC COM 625453105 363 10,500 SH   SOLE   10,500 0 0
MURPHY OIL CORP COM 626717102 247 4,100 SH   SOLE   4,100 0 0
MYLAN INC COM 628530107 340 8,900 SH   SOLE   8,900 0 0
MYLAN INC NOTE 3.750% 628530AJ6 20,903 7,200,000 SH   SOLE   7,200,000 0 0
NBT BANCORP INC COM 628778102 363 15,800 SH   SOLE   15,800 0 0
NCR CORPORATION COM 62886E108 507 12,800 SH   SOLE   12,800 0 0
NIC INC COM 62914B100 501 21,700 SH   SOLE   21,700 0 0
NRG ENERGY INC COM NEW 629377508 205 7,500 SH   SOLE   7,500 0 0
NVR INC COM 62944T105 276 300 SH   SOLE   300 0 0
NYSE EURONEXT COM 629491101 235 5,600 SH   SOLE   5,600 0 0
NASDAQ STOCK MARKET INC COM 631103108 16,238 505,700 SH   DFND 1 505,700 0 0
NASDAQ STOCK MARKET INC COM 631103108 14,655 456,400 SH   SOLE   456,400 0 0
NATIONAL CINEMEDIA INC COM 635309107 370 19,600 SH   DFND 1 19,600 0 0
NATIONAL CINEMEDIA INC COM 635309107 272 14,400 SH   SOLE   14,400 0 0
NATIONAL FUEL GAS CO COM 636180101 447 6,500 SH   SOLE   6,500 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 234 7,562 SH   SOLE   7,562 0 0
NATIONAL OILWELL VARCO INC COM 637071101 7,936 101,600 SH   DFND 1 101,600 0 0
NATIONAL OILWELL VARCO INC COM 637071101 19,668 251,803 SH   SOLE   251,803 0 0
NAT'L PENN BCSHS INC COM 637138108 426 42,400 SH   SOLE   42,400 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 1,307 41,086 SH   SOLE   41,086 0 0
NAVIGATORS GROUP INC COM 638904102 225 3,900 SH   SOLE   3,900 0 0
NATUS MEDICAL INC COM 639050103 143 10,100 SH   SOLE   10,100 0 0
NAVIGANT CONSULTING INC. COM 63935N107 281 18,200 SH   SOLE   18,200 0 0
NEENAH PAPER INC COM 640079109 228 5,800 SH   SOLE   5,800 0 0
NEOGEN CORP COM 640491106 531 8,750 SH   SOLE   8,750 0 0
NETAPP INC COM 64110D104 91,490 2,146,640 SH   SOLE   2,146,640 0 0
NETAPP INC COM 64110D104 57,811 1,356,440 SH   DFND 1 1,356,440 0 0
NETFLIX INC COM 64110L106 8,163 26,400 SH   SOLE   26,400 0 0
NETFLIX INC COM 64110L106 2,536 8,200 SH   DFND 1 8,200 0 0
NETGEAR INC COM 64111Q104 435 14,100 SH   SOLE   14,100 0 0
NETSCOUT SYSTEMS INC COM 64115T104 345 13,500 SH   SOLE   13,500 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,580 139,540 SH   DFND 1 139,540 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,268 200,350 SH   SOLE   200,350 0 0
NEUSTAR INC- CLASS A CL A 64126X201 247 5,000 SH   SOLE   5,000 0 0
NEW JERSEY RESOURCES CORP COM 646025106 663 15,050 SH   SOLE   15,050 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 515 34,111 SH   SOLE   34,111 0 0
NY COMMUNITY CAP TRUST V UNIT 64944P307 1,706 35,000 SH   SOLE   35,000 0 0
NEWFIELD EXPLORATION CO COM 651290108 1,969 71,925 SH   DFND 1 71,925 0 0
NEWFIELD EXPLORATION CO COM 651290108 1,847 67,500 SH   SOLE   67,500 0 0
NEWMARKET CORP COM 651587107 259 900 SH   SOLE   900 0 0
NEWMONT MINING CORP COM 651639106 1,767 62,900 SH   DFND 1 62,900 0 0
NEWMONT MINING CORP COM 651639106 3,161 112,490 SH   SOLE   112,490 0 0
NEWMONT MINING CORP NOTE 1.250% 651639AH9 3,287 3,250,000 SH   SOLE   3,250,000 0 0
NEWMONT MINING CORP NOTE 1.625% 651639AJ5 8,840 8,000,000 SH   SOLE   8,000,000 0 0
NEWPARK RESOURCES, INC. COM PAR $.01NE 651718504 411 32,500 SH   SOLE   32,500 0 0
NEWPORT CORP COM 651824104 224 14,300 SH   SOLE   14,300 0 0
NEWS CORP/NEW CL A 65249B109 185 11,525 SH   SOLE   11,525 0 0
NEXSTAR BROADCASTING GROUP INC CL A 65336K103 10,278 230,950 SH   DFND 1 230,950 0 0
NEXSTAR BROADCASTING GROUP INC CL A 65336K103 14,713 330,600 SH   SOLE   330,600 0 0
NEXTERA ENERGY INC COM 65339F101 794 9,900 SH   SOLE   9,900 0 0
NEXTERA ENERGY INC UNIT 65339F887 1,364 25,000 SH   SOLE   25,000 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 1,808 43,700 SH   DFND 1 43,700 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 2,757 66,643 SH   SOLE   66,643 0 0
NIKE INC CL B 654106103 17,510 241,050 SH   DFND 1 241,050 0 0
NIKE INC CL B 654106103 66,865 920,500 SH   SOLE   920,500 0 0
NISOURCE INC COM 65473P105 44,161 1,429,630 SH   DFND 1 1,429,630 0 0
NISOURCE INC COM 65473P105 52,748 1,707,610 SH   SOLE   1,707,610 0 0
NOBLE ENERGY INC COM 655044105 3,176 47,400 SH   SOLE   47,400 0 0
NOBLE ENERGY INC COM 655044105 2,948 44,000 SH   DFND 1 44,000 0 0
NORDSON CORP COM 655663102 345 4,680 SH   SOLE   4,680 0 0
NORFOLK SOUTHERN CORP COM 655844108 565 7,300 SH   SOLE   7,300 0 0
NORTHEAST UTILITIES COM 664397106 301 7,300 SH   SOLE   7,300 0 0
NORTHERN OIL AND GAS INC COM 665531109 310 21,500 SH   SOLE   21,500 0 0
NORTHERN TRUST CORP COM 665859104 15,019 276,190 SH   DFND 1 276,190 0 0
NORTHERN TRUST CORP COM 665859104 13,744 252,733 SH   SOLE   252,733 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,239 33,997 SH   SOLE   33,997 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,695 38,785 SH   DFND 1 38,785 0 0
NORTHWEST BANCSHARES INC COM 667340103 453 34,300 SH   SOLE   34,300 0 0
NORTHWEST NATURAL GAS CO COM 667655104 416 9,900 SH   SOLE   9,900 0 0
NORTHWESTERN CORP COM NEW 668074305 6,596 146,850 SH   DFND 1 146,850 0 0
NORTHWESTERN CORP COM NEW 668074305 10,063 224,030 SH   SOLE   224,030 0 0
NOVELLUS SYSTEMS INC NOTE 2.625% 670008AD3 13,102 8,250,000 SH   SOLE   8,250,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,753 200,919 SH   DFND 1 200,919 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 5,677 303,926 SH   SOLE   303,926 0 0
NUANCE COMMUNICATIONS INC DBCV 2.750% 67020YAB6 4,560 4,000,000 SH   SOLE   4,000,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750% 67020YAF7 8,531 8,400,000 SH   SOLE   8,400,000 0 0
NUCOR CORP COM 670346105 8,524 173,890 SH   DFND 1 173,890 0 0
NUCOR CORP COM 670346105 19,953 407,040 SH   SOLE   407,040 0 0
NVIDIA CORP. COM 67066G104 33,460 2,150,375 SH   DFND 1 2,150,375 0 0
NVIDIA CORP. COM 67066G104 35,284 2,267,594 SH   SOLE   2,267,594 0 0
NUTRISYSTEM INC COM 67069D108 151 10,500 SH   SOLE   10,500 0 0
NUVASIVE INC COM 670704105 9,534 389,318 SH   SOLE   389,318 0 0
NUVASIVE INC COM 670704105 6,241 254,832 SH   DFND 1 254,832 0 0
NV ENERGY INC COM 67073Y106 430 18,200 SH   SOLE   18,200 0 0
OGE ENERGY CORP COM 670837103 555 15,380 SH   SOLE   15,380 0 0
OM GROUP INC COM 670872100 395 11,700 SH   SOLE   11,700 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 4,019 31,500 SH   DFND 1 31,500 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 6,433 50,416 SH   SOLE   50,416 0 0
OSI SYSTEMS, INC. COM 671044105 513 6,900 SH   SOLE   6,900 0 0
OASIS PETROLEUM INC COM 674215108 20,065 408,400 SH   SOLE   408,400 0 0
OASIS PETROLEUM INC COM 674215108 9,972 202,980 SH   DFND 1 202,980 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 8,370 89,482 SH   SOLE   89,482 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 2,685 28,700 SH   DFND 1 28,700 0 0
OCEANEERING INTL INC COM 675232102 2,762 34,000 SH   DFND 1 34,000 0 0
OCEANEERING INTL INC COM 675232102 3,151 38,790 SH   SOLE   38,790 0 0
OFFICE DEPOT INC COM 676220106 90 18,600 SH   SOLE   18,600 0 0
OFFICEMAX INC COM 67622P101 407 31,800 SH   SOLE   31,800 0 0
OIL STATES INTERNATIONAL INC COM 678026105 3,357 32,445 SH   DFND 1 32,445 0 0
OIL STATES INTERNATIONAL INC COM 678026105 3,453 33,380 SH   SOLE   33,380 0 0
OLD DOMINION FREIGHT LINE COM 679580100 1,170 25,437 SH   SOLE   25,437 0 0
OLD NATIONAL BANCORP COM 680033107 521 36,700 SH   SOLE   36,700 0 0
OLD REPUBLIC INTL CORP COM 680223104 287 18,650 SH   SOLE   18,650 0 0
OLD REPUBLIC INTL CORP NOTE 3.750% 680223AH7 20,895 17,605,000 SH   SOLE   17,605,000 0 0
OMNICARE INC COM 681904108 445 8,020 SH   SOLE   8,020 0 0
OMNICARE INC NOTE 3.750% 681904AN8 3,194 1,500,000 SH   SOLE   1,500,000 0 0
OMNICARE INC NOTE 3.750% 681904AP3 5,638 4,000,000 SH   SOLE   4,000,000 0 0
OMNICARE INC NOTE 3.500% 681904AQ1 5,700 6,000,000 SH   SOLE   6,000,000 0 0
OMNICOM GROUP INC COM 681919106 14,661 231,100 SH   DFND 1 231,100 0 0
OMNICOM GROUP INC COM 681919106 13,582 214,100 SH   SOLE   214,100 0 0
OMNICOM GROUP INC NOTE 681919AV8 13,606 11,250,000 SH   SOLE   11,250,000 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 737 24,661 SH   SOLE   24,661 0 0
OMNIVISION TECHNOLOGIES, INC. COM 682128103 502 32,800 SH   DFND 1 32,800 0 0
OMNIVISION TECHNOLOGIES, INC. COM 682128103 1,548 101,100 SH   SOLE   101,100 0 0
OMNICELL INC COM 68213N109 298 12,600 SH   SOLE   12,600 0 0
ON ASSIGNMENT, INC. COM 682159108 343 10,400 SH   DFND 1 10,400 0 0
ON ASSIGNMENT, INC. COM 682159108 1,610 48,800 SH   SOLE   48,800 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625% 682189AG0 3,535 3,500,000 SH   SOLE   3,500,000 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625% 682189AH8 4,849 4,500,000 SH   SOLE   4,500,000 0 0
ONEOK INC COM 682680103 256 4,800 SH   SOLE   4,800 0 0
ONYX PHARMACEUTICALS INC COM 683399109 2,556 20,500 SH   DFND 1 20,500 0 0
ONYX PHARMACEUTICALS INC COM 683399109 3,841 30,804 SH   SOLE   30,804 0 0
OPENTABLE INC COM 68372A104 588 8,400 SH   SOLE   8,400 0 0
ORACLE CORP COM 68389X105 3,326 100,260 SH   SOLE   100,260 0 0
ORACLE CORP COM 68389X105 771 23,251 SH   DFND 1 23,251 0 0
ORBITAL SCIENCES CORP. COM 685564106 464 21,900 SH   SOLE   21,900 0 0
ORITANI FINANCIAL CORP COM 68633D103 234 14,200 SH   SOLE   14,200 0 0
OSHKOSH CO COM 688239201 26,655 544,200 SH   DFND 1 544,200 0 0
OSHKOSH CO COM 688239201 28,937 590,800 SH   SOLE   590,800 0 0
OTTER TAIL CORP COM 689648103 274 9,933 SH   SOLE   9,933 0 0
OTTER TAIL CORP COM 689648103 376 13,638 SH   DFND 1 13,638 0 0
OUTERWALL INC COM 690070107 515 10,300 SH   SOLE   10,300 0 0
OWENS-ILLINOIS INC COM NEW 690768403 10,810 360,100 SH   SOLE   360,100 0 0
OWENS-ILLINOIS INC COM NEW 690768403 11,933 397,500 SH   DFND 1 397,500 0 0
OXFORD INDUSTRIES INC COM 691497309 354 5,200 SH   SOLE   5,200 0 0
PDC ENERGY INC COM 69327R101 774 13,000 SH   SOLE   13,000 0 0
PDL BIOPHARMA INC COM 69329Y104 3,171 397,882 SH   DFND 1 397,882 0 0
PDL BIOPHARMA INC COM 69329Y104 5,137 644,546 SH   SOLE   644,546 0 0
PG&E CORP COM 69331C108 46,505 1,136,493 SH   DFND 1 1,136,493 0 0
PG&E CORP COM 69331C108 61,266 1,497,214 SH   SOLE   1,497,214 0 0
PHH CORP NOTE 4.000% 693320AN3 4,913 4,500,000 SH   SOLE   4,500,000 0 0
PHH CORP NOTE 6.000% 693320AQ6 6,244 3,075,000 SH   SOLE   3,075,000 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 892 12,314 SH   SOLE   12,314 0 0
PNM RESOURCES INC COM 69349H107 6,351 280,640 SH   DFND 1 280,640 0 0
PNM RESOURCES INC COM 69349H107 9,228 407,765 SH   SOLE   407,765 0 0
PPG INDUSTRIES INC COM 693506107 551 3,300 SH   SOLE   3,300 0 0
PPL CORP COM 69351T106 447 14,700 SH   SOLE   14,700 0 0
PPL CORP UNIT 69351T114 1,342 25,000 SH   SOLE   25,000 0 0
PS BUSINESS PARKS INC COM 69360J107 1,039 13,920 SH   SOLE   13,920 0 0
PVH CORP COM 693656100 226 1,900 SH   SOLE   1,900 0 0
PTC INC COM 69370C100 262 9,200 SH   SOLE   9,200 0 0
PACCAR INC COM 693718108 458 8,237 SH   SOLE   8,237 0 0
PACKAGING CORP OF AMERICA COM 695156109 434 7,600 SH   SOLE   7,600 0 0
PACWEST BANCORP COM 695263103 497 14,500 SH   SOLE   14,500 0 0
PALL CORP COM 696429307 200 2,600 SH   SOLE   2,600 0 0
PANERA BREAD COMPANY CL A 69840W108 349 2,200 SH   SOLE   2,200 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 8,757 125,320 SH   DFND 1 125,320 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 13,125 187,820 SH   SOLE   187,820 0 0
PAREXEL INT'L CORP COM 699462107 1,069 21,300 SH   DFND 1 21,300 0 0
PAREXEL INT'L CORP COM 699462107 4,337 86,400 SH   SOLE   86,400 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 216 7,550 SH   SOLE   7,550 0 0
PARKER-HANNIFIN CORP COM 701094104 14,740 135,575 SH   SOLE   135,575 0 0
PARKER-HANNIFIN CORP COM 701094104 16,221 149,200 SH   DFND 1 149,200 0 0
PARKWAY PROPERTIES INC COM 70159Q104 2,428 136,610 SH   DFND 1 136,610 0 0
PARKWAY PROPERTIES INC COM 70159Q104 4,115 231,580 SH   SOLE   231,580 0 0
PATTERSON-UTI ENERGY INC COM 703481101 244 11,400 SH   SOLE   11,400 0 0
PAYCHEX INC COM 704326107 305 7,500 SH   SOLE   7,500 0 0
PEABODY ENERGY CORP COM 704549104 3,778 219,000 SH   DFND 1 219,000 0 0
PEABODY ENERGY CORP COM 704549104 7,417 429,997 SH   SOLE   429,997 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 5,233 182,278 SH   SOLE   182,278 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 3,319 115,620 SH   DFND 1 115,620 0 0
PENN NATIONAL GAMING INC COM 707569109 10,624 191,900 SH   SOLE   191,900 0 0
PENN NATIONAL GAMING INC COM 707569109 11,836 213,800 SH   DFND 1 213,800 0 0
PENN VIRGINIA CORP COM 707882106 128 19,300 SH   SOLE   19,300 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 833 44,526 SH   SOLE   44,526 0 0
PEP BOYS-MANNY MOE JACK COM 713278109 241 19,300 SH   SOLE   19,300 0 0
PEPSICO INC COM 713448108 4,168 52,422 SH   DFND 1 52,422 0 0
PEPSICO INC COM 713448108 8,080 101,637 SH   SOLE   101,637 0 0
PEPSICO INC COM 713448108 397 4,989 SH   DFND 2 4,989 0 0
PERFICIENT INC COM 71375U101 222 12,100 SH   SOLE   12,100 0 0
PERRIGO COMPANY COM 714290103 12,918 104,700 SH   DFND 1 104,700 0 0
PERRIGO COMPANY COM 714290103 24,644 199,744 SH   SOLE   199,744 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 1,543 99,600 SH   DFND 1 99,600 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 3,800 245,326 SH   SOLE   245,326 0 0
PETROQUEST ENERGY INC COM 716748108 83 20,700 SH   SOLE   20,700 0 0
PETSMART INC COM 716768106 3,561 46,700 SH   DFND 1 46,700 0 0
PETSMART INC COM 716768106 5,545 72,711 SH   SOLE   72,711 0 0
PFIZER INC COM 717081103 6,039 210,238 SH   DFND 1 210,238 0 0
PFIZER INC COM 717081103 9,609 334,514 SH   SOLE   334,514 0 0
PFIZER INC COM 717081103 1,645 57,276 SH   DFND 2 57,276 0 0
PFIZER INC COM 717081103 41 1,428 SH   DFND 2 1,428 0 0
PHARMERICA CORP COM 71714F104 145 10,900 SH   SOLE   10,900 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 45,569 526,256 SH   DFND 1 526,256 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 42,760 493,817 SH   SOLE   493,817 0 0
PHILLIPS 66 COM 718546104 822 14,224 SH   SOLE   14,224 0 0
PIEDMONT NATURAL GAS CO COM 720186105 911 27,700 SH   SOLE   27,700 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 9,827 566,044 SH   SOLE   566,044 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 10,223 588,900 SH   DFND 1 588,900 0 0
PIER 1 IMPORTS INC COM 720279108 4,457 228,308 SH   DFND 1 228,308 0 0
PIER 1 IMPORTS INC COM 720279108 6,555 335,801 SH   SOLE   335,801 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 19,277 182,079 SH   DFND 2 182,079 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 1,446 13,660 SH   DFND 2 13,660 0 0
PINNACLE ENTERTAINMENT INC COM 723456109 536 21,400 SH   SOLE   21,400 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 358 12,000 SH   SOLE   12,000 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 489 8,935 SH   DFND 1 8,935 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 512 9,348 SH   SOLE   9,348 0 0
PINNACLE FOODS INC COM 72348P104 1,209 45,677 SH   SOLE   45,677 0 0
PINNACLE FOODS INC COM 72348P104 1,648 62,252 SH   DFND 1 62,252 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 170 22,700 SH   SOLE   22,700 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3,507 18,575 SH   DFND 1 18,575 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3,710 19,650 SH   SOLE   19,650 0 0
PLANTRONICS INC COM 727493108 10,174 220,932 SH   DFND 1 220,932 0 0
PLANTRONICS INC COM 727493108 14,239 309,205 SH   SOLE   309,205 0 0
PLEXUS CORP COM 729132100 457 12,300 SH   SOLE   12,300 0 0
PLUM CREEK TIMBER CO COM 729251108 1,211 25,865 SH   SOLE   25,865 0 0
POLARIS INDUSTRIES INC COM 731068102 646 5,000 SH   SOLE   5,000 0 0
POLYCOM INC COM 73172K104 143 13,140 SH   SOLE   13,140 0 0
POLYONE CORP COM 73179P106 1,084 35,300 SH   SOLE   35,300 0 0
POOL CORP COM 73278L105 954 17,012 SH   SOLE   17,012 0 0
POPULAR INC COM NEW 733174700 6,087 231,871 SH   DFND 1 231,871 0 0
POPULAR INC COM NEW 733174700 9,483 361,271 SH   SOLE   361,271 0 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 743 12,400 SH   DFND 1 12,400 0 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 3,410 56,900 SH   SOLE   56,900 0 0
POST PROPERTIES INC COM 737464107 2,106 46,785 SH   SOLE   46,785 0 0
POTLATCH CORP COM 737630103 290 7,317 SH   SOLE   7,317 0 0
POWELL INDUSTRIES INC COM 739128106 208 3,400 SH   SOLE   3,400 0 0
POWER INTEGRATIONS INC COM 739276103 580 10,700 SH   SOLE   10,700 0 0
POWERSHARES SENIOR LOAN PORTFO SENIOR LN PORT 73936Q769 1,851 75,000 SH   SOLE   75,000 0 0
POWERSHARES AGG PFD PORT 73936T565 246 17,948 SH   DFND 1 17,948 0 0
POWERSHARES AGG PFD PORT 73936T565 259 18,944 SH   SOLE   18,944 0 0
PRAXAIR INC COM 74005P104 829 6,900 SH   SOLE   6,900 0 0
PRECISION CASTPARTS CORP COM 740189105 773 3,400 SH   SOLE   3,400 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 563 18,700 SH   SOLE   18,700 0 0
T ROWE PRICE GROUP INC COM 74144T108 4,021 55,900 SH   DFND 1 55,900 0 0
T ROWE PRICE GROUP INC COM 74144T108 6,497 90,328 SH   SOLE   90,328 0 0
PRICELINE.COM INC COM NEW 741503403 2,527 2,500 SH   DFND 1 2,500 0 0
PRICELINE.COM INC COM NEW 741503403 8,997 8,900 SH   SOLE   8,900 0 0
PRICELINE.COM INC NOTE 1.250% 741503AN6 9,303 2,800,000 SH   SOLE   2,800,000 0 0
PRICELINE.COM INC DEBT 1.000% 741503AQ9 6,450 5,000,000 SH   SOLE   5,000,000 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 274 6,400 SH   SOLE   6,400 0 0
PROASSURANCE CORP COM 74267C106 1,014 22,500 SH   SOLE   22,500 0 0
PROCTER & GAMBLE CO COM 742718109 34,316 453,979 SH   DFND 1 453,979 0 0
PROCTER & GAMBLE CO COM 742718109 46,035 609,011 SH   SOLE   609,011 0 0
PROCTER & GAMBLE CO COM 742718109 334 4,419 SH   DFND 2 4,419 0 0
PRIVATEBANCORP INC COM 742962103 507 23,700 SH   SOLE   23,700 0 0
PROGRESS SOFTWARE CORP. COM 743312100 511 19,750 SH   SOLE   19,750 0 0
PROGRESSIVE CORP COM 743315103 2,050 75,300 SH   SOLE   75,300 0 0
PROGRESSIVE CORP COM 743315103 550 20,200 SH   DFND 1 20,200 0 0
PROLOGIS INC COM 74340W103 1,147 30,500 SH   DFND 1 30,500 0 0
PROLOGIS INC COM 74340W103 10,461 278,076 SH   SOLE   278,076 0 0
PROLOGIS LP NOTE 3.250% 74340XAT8 20,951 18,500,000 SH   SOLE   18,500,000 0 0
PROSPECT CAPITAL CORP COM 74348T102 1,054 94,378 SH   SOLE   94,378 0 0
PROSPECT CAPITAL CORP NOTE 6.250% 74348TAC6 1,076 1,000,000 SH   SOLE   1,000,000 0 0
PROSPECT CAPITAL CORP NOTE 5.500% 74348TAD4 5,723 5,500,000 SH   SOLE   5,500,000 0 0
PROSPECT CAPITAL CORP MTNF 5.375% 74348TAK8 3,103 3,000,000 SH   SOLE   3,000,000 0 0
PROSPECT CAPITAL CORP NOTE 5.750% 74348TAL6 4,092 4,000,000 SH   SOLE   4,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 266 4,300 SH   SOLE   4,300 0 0
PROTECTIVE LIFE CORP COM 743674103 12,765 300,000 SH   DFND 1 300,000 0 0
PROTECTIVE LIFE CORP COM 743674103 11,764 276,470 SH   SOLE   276,470 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 314 19,400 SH   SOLE   19,400 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 5,794 74,300 SH   DFND 1 74,300 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 13,202 169,300 SH   SOLE   169,300 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 10,900 331,000 SH   SOLE   331,000 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 11,756 357,000 SH   DFND 1 357,000 0 0
PUBLIC STORAGE COM 74460D109 1,623 10,110 SH   DFND 1 10,110 0 0
PUBLIC STORAGE COM 74460D109 12,097 75,346 SH   SOLE   75,346 0 0
QLOGIC CORP COM 747277101 349 31,900 SH   SOLE   31,900 0 0
QUAKER CHEMICAL CORP COM 747316107 351 4,800 SH   SOLE   4,800 0 0
QUALCOMM INC COM 747525103 55,701 827,400 SH   DFND 1 827,400 0 0
QUALCOMM INC COM 747525103 101,443 1,506,881 SH   SOLE   1,506,881 0 0
QUALCOMM INC COM 747525103 396 5,888 SH   DFND 2 5,888 0 0
QUALITY SYSTEMS INC COM 747582104 343 15,800 SH   SOLE   15,800 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 254 13,475 SH   SOLE   13,475 0 0
QUANTA SERVICES INC COM 74762E102 8,359 303,860 SH   SOLE   303,860 0 0
QUANTA SERVICES INC COM 74762E102 4,531 164,700 SH   DFND 1 164,700 0 0
QUEST DIAGNOSTICS INC COM 74834L100 222 3,600 SH   SOLE   3,600 0 0
QUESTAR CORP COM 748356102 304 13,500 SH   SOLE   13,500 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 1,166 20,100 SH   SOLE   20,100 0 0
QUIKSILVER INC COM 74838C106 327 46,500 SH   SOLE   46,500 0 0
QUINSTREET INC COM 74874Q100 97 10,300 SH   SOLE   10,300 0 0
RLI CORP COM 749607107 542 6,200 SH   SOLE   6,200 0 0
RLJ LODGING TRUST COM 74965L101 477 20,300 SH   DFND 1 20,300 0 0
RLJ LODGING TRUST COM 74965L101 2,091 89,024 SH   SOLE   89,024 0 0
RPM INTERNATIONAL INC COM 749685103 373 10,300 SH   SOLE   10,300 0 0
RTI INTERNATIONAL METALS COM 74973W107 356 11,100 SH   SOLE   11,100 0 0
RF MICRO DEVICES INC COM 749941100 123 21,740 SH   SOLE   21,740 0 0
RACKSPACE HOSTING INC COM 750086100 485 9,200 SH   DFND 1 9,200 0 0
RACKSPACE HOSTING INC COM 750086100 1,836 34,800 SH   SOLE   34,800 0 0
RALPH LAUREN CORP CL A 751212101 231 1,400 SH   SOLE   1,400 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 541 35,098 SH   SOLE   35,098 0 0
RANGE RESOURCES CORP COM 75281A109 4,919 64,815 SH   DFND 1 64,815 0 0
RANGE RESOURCES CORP COM 75281A109 6,377 84,027 SH   SOLE   84,027 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 397 9,525 SH   SOLE   9,525 0 0
RAYONIER INC COM 754907103 1,767 31,756 SH   SOLE   31,756 0 0
RAYONIER TRS HOLDINGS IN NOTE 4.500% 75508AAC0 5,510 3,250,000 SH   SOLE   3,250,000 0 0
RAYTHEON CO COM NEW 755111507 2,549 33,076 SH   SOLE   33,076 0 0
RAYTHEON CO COM NEW 755111507 2,689 34,890 SH   DFND 1 34,890 0 0
REALTY INCOME CORP COM 756109104 1,691 42,538 SH   SOLE   42,538 0 0
RED HAT INC COM 756577102 203 4,400 SH   SOLE   4,400 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 334 4,700 SH   SOLE   4,700 0 0
REGAL-BELOIT CORP COM 758750103 571 8,400 SH   DFND 1 8,400 0 0
REGAL-BELOIT CORP COM 758750103 2,004 29,500 SH   SOLE   29,500 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 547 28,800 SH   DFND 1 28,800 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 1,684 88,700 SH   SOLE   88,700 0 0
REGENCY CENTERS CORP COM 758849103 1,982 40,992 SH   SOLE   40,992 0 0
REGENERON PHARMACEUTICALS COM 75886F107 563 1,800 SH   SOLE   1,800 0 0
REGIONS FINANCIAL CORP COM 7591EP100 302 32,577 SH   SOLE   32,577 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 368 5,500 SH   SOLE   5,500 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 249 3,400 SH   DFND 1 3,400 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 1,121 15,300 SH   SOLE   15,300 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 708 59,500 SH   DFND 1 59,500 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 2,182 183,400 SH   SOLE   183,400 0 0
REPUBLIC SERVICES INC COM 760759100 2,065 61,890 SH   DFND 1 61,890 0 0
REPUBLIC SERVICES INC COM 760759100 1,729 51,843 SH   SOLE   51,843 0 0
RESMED INC COM 761152107 19,924 377,200 SH   SOLE   377,200 0 0
RESMED INC COM 761152107 15,529 294,000 SH   DFND 1 294,000 0 0
RESOURCES CONNECTION INC COM 76122Q105 197 14,500 SH   SOLE   14,500 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 236 17,130 SH   SOLE   17,130 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 513 37,300 SH   SOLE   37,300 0 0
REX ENERGY CORP COM 761565100 14,216 636,930 SH   SOLE   636,930 0 0
REX ENERGY CORP COM 761565100 9,218 413,010 SH   DFND 1 413,010 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 158 11,700 SH   SOLE   11,700 0 0
REYNOLDS AMERICAN INC COM 761713106 617 12,647 SH   DFND 1 12,647 0 0
REYNOLDS AMERICAN INC COM 761713106 813 16,673 SH   SOLE   16,673 0 0
RIVERBED TECHNOLOGY INC COM 768573107 185 12,700 SH   SOLE   12,700 0 0
ROBERT HALF INTL INC COM 770323103 4,223 108,200 SH   DFND 1 108,200 0 0
ROBERT HALF INTL INC COM 770323103 6,518 166,990 SH   SOLE   166,990 0 0
ROCK-TENN CO CL A 772739207 567 5,600 SH   SOLE   5,600 0 0
ROCKWELL AUTOMATION INC/DE COM 773903109 342 3,200 SH   SOLE   3,200 0 0
ROCKWELL COLLINS INC COM 774341101 217 3,200 SH   SOLE   3,200 0 0
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 249 10,300 SH   SOLE   10,300 0 0
ROGERS CORP COM 775133101 375 6,300 SH   SOLE   6,300 0 0
ROPER INDUSTRIES INC COM 776696106 9,155 68,900 SH   DFND 1 68,900 0 0
ROPER INDUSTRIES INC COM 776696106 16,075 120,982 SH   SOLE   120,982 0 0
ROSETTA RESOURCES INC COM 777779307 9,507 174,540 SH   DFND 1 174,540 0 0
ROSETTA RESOURCES INC COM 777779307 13,821 253,730 SH   SOLE   253,730 0 0
ROSS STORES INC COM 778296103 3,691 50,700 SH   DFND 1 50,700 0 0
ROSS STORES INC COM 778296103 5,937 81,550 SH   SOLE   81,550 0 0
ROVI CORP COM 779376102 324 16,900 SH   DFND 1 16,900 0 0
ROVI CORP COM 779376102 1,139 59,440 SH   SOLE   59,440 0 0
ROYAL BK OF SCOTLAND GRP PLC SP ADR PREF T 780097713 352 15,000 SH   DFND 1 15,000 0 0
ROYAL GOLD INC COM 780287108 243 5,000 SH   SOLE   5,000 0 0
RUBY TUESDAY INC COM 781182100 158 21,000 SH   SOLE   21,000 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 137 12,000 SH   SOLE   12,000 0 0
RUE21 INC COM 781295100 230 5,700 SH   SOLE   5,700 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 154 13,000 SH   SOLE   13,000 0 0
RYLAND GROUP INC COM 783764103 681 16,800 SH   SOLE   16,800 0 0
RYLAND GROUP INC NOTE 1.625% 783764AQ6 4,365 3,000,000 SH   SOLE   3,000,000 0 0
RYLAND GROUP INC NOTE 0.250% 783764AS2 3,384 3,750,000 SH   SOLE   3,750,000 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 207 6,000 SH   SOLE   6,000 0 0
S&T BANCORP INC COM 783859101 264 10,900 SH   SOLE   10,900 0 0
SBA COMMUNICATIONS CORP COM 78388J106 3,008 37,382 SH   SOLE   37,382 0 0
SBA COMMUNICATIONS CORP COM 78388J106 1,995 24,800 SH   DFND 1 24,800 0 0
SBA COMMUNICATIONS CORP NOTE 4.000% 78388JAM8 1,332 500,000 SH   SOLE   500,000 0 0
SEI INVESTMENTS COMPANY COM 784117103 347 11,240 SH   SOLE   11,240 0 0
SHFL ENTERTAINMENT INC COM 78423R105 474 20,625 SH   SOLE   20,625 0 0
SL GREEN REALTY CORP COM 78440X101 4,363 49,115 SH   SOLE   49,115 0 0
SLM CORP COM 78442P106 3,212 129,000 SH   DFND 1 129,000 0 0
SLM CORP COM 78442P106 10,129 406,800 SH   SOLE   406,800 0 0
SM ENERGY COMPANY COM 78454L100 11,050 143,150 SH   DFND 1 143,150 0 0
SM ENERGY COMPANY COM 78454L100 19,074 247,100 SH   SOLE   247,100 0 0
SM ENERGY CO COM 78454L100 218 2,818 SH   DFND 2 2,818 0 0
SPDR TR UNIT 78462F103 21,388 127,300 SH   DFND 1 127,300 0 0
SPDR TR UNIT 78462F103 69,629 414,435 SH   SOLE   414,435 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 69,527 413,826 SH   DFND 2 413,826 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,901 17,265 SH   DFND 2 17,265 0 0
SPX CORPORATION COM 784635104 293 3,460 SH   SOLE   3,460 0 0
SPDR GOLD SHS 78463V107 3,820 29,800 SH   DFND 1 29,800 0 0
SPDR GOLD SHS 78463V107 9,255 72,200 SH   SOLE   72,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 18,168 141,738 SH   DFND 2 141,738 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,438 11,215 SH   DFND 2 11,215 0 0
SPDR INDEX SHS FDS EURO STOXX 50 ETF 78463X202 41,623 1,083,661 SH   DFND 2 1,083,661 0 0
SPDR S&P BIOTECH ETF S&P BIOTECH 78464A870 7,201 55,750 SH   SOLE   55,750 0 0
SPDR S&P BIOTECH ETF S&P BIOTECH 78464A870 5,057 39,150 SH   DFND 1 39,150 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 741 14,866 SH   DFND 2 14,866 0 0
SVB FINANCIAL GROUP COM 78486Q101 36,662 424,475 SH   SOLE   424,475 0 0
SVB FINANCIAL GROUP COM 78486Q101 20,294 234,963 SH   DFND 1 234,963 0 0
SWS GROUP INC COM 78503N107 59 10,526 SH   SOLE   10,526 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 542 23,542 SH   SOLE   23,542 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 249 4,700 SH   SOLE   4,700 0 0
SAFEWAY INC COM NEW 786514208 5,505 172,100 SH   DFND 1 172,100 0 0
SAFEWAY INC COM NEW 786514208 5,125 160,200 SH   SOLE   160,200 0 0
ST JUDE MEDICAL INC COM 790849103 504 9,400 SH   DFND 1 9,400 0 0
ST JUDE MEDICAL INC COM 790849103 729 13,584 SH   SOLE   13,584 0 0
SALESFORCE.COM INC COM 79466L302 659 12,700 SH   SOLE   12,700 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 321 4,800 SH   SOLE   4,800 0 0
SANDERSON FARMS INC COM 800013104 476 7,300 SH   SOLE   7,300 0 0
SANDISK CORP COM 80004C101 333 5,600 SH   SOLE   5,600 0 0
SANDISK CORP NOTE 1.500% 80004CAD3 13,740 10,350,000 SH   SOLE   10,350,000 0 0
SANMINA CORP COM 801056102 965 55,200 SH   SOLE   55,200 0 0
SANMINA CORP COM 801056102 311 17,800 SH   DFND 1 17,800 0 0
SANOFI SPONSORED ADR 80105N105 62,160 1,227,740 SH   SOLE   1,227,740 0 0
SANOFI SPONSORED ADR 80105N105 27,851 550,080 SH   DFND 1 550,080 0 0
SAUL CENTERS INC COM 804395101 381 8,238 SH   SOLE   8,238 0 0
SCANSOURCE INC COM 806037107 353 10,200 SH   SOLE   10,200 0 0
HENRY SCHEIN INC COM 806407102 726 7,000 SH   DFND 1 7,000 0 0
HENRY SCHEIN INC COM 806407102 1,224 11,800 SH   SOLE   11,800 0 0
SCHLUMBERGER LTD COM 806857108 121,851 1,379,033 SH   SOLE   1,379,033 0 0
SCHLUMBERGER LTD COM 806857108 63,348 716,930 SH   DFND 1 716,930 0 0
A SCHULMAN INC COM 808194104 318 10,800 SH   SOLE   10,800 0 0
SCHWAB (CHARLES) CORP COM 808513105 567 26,825 SH   SOLE   26,825 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,433 40,200 SH   DFND 1 40,200 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,195 69,300 SH   SOLE   69,300 0 0
SCRIPPS CO (E.W.) CL A NEW 811054402 206 11,233 SH   SOLE   11,233 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 11,826 151,400 SH   DFND 1 151,400 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 10,771 137,900 SH   SOLE   137,900 0 0
SEACOR HOLDINGS INC COM 811904101 620 6,850 SH   SOLE   6,850 0 0
SEATTLE GENETICS INC COM 812578102 5,711 130,300 SH   SOLE   130,300 0 0
SEATTLE GENETICS INC COM 812578102 1,854 42,300 SH   DFND 1 42,300 0 0
SPDR SBI MATERIALS 81369Y100 11,067 263,430 SH   DFND 1 263,430 0 0
SPDR SBI MATERIALS 81369Y100 17,669 420,580 SH   SOLE   420,580 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 9,530 478,782 SH   DFND 2 478,782 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 629 31,620 SH   DFND 2 31,620 0 0
SPDR SBI INT-UTILS 81369Y886 1,282 34,300 SH   DFND 1 34,300 0 0
SPDR SBI INT-UTILS 81369Y886 3,161 84,600 SH   SOLE   84,600 0 0
SELECT COMFORT CORP. COM 81616X103 494 20,300 SH   SOLE   20,300 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 317 12,300 SH   SOLE   12,300 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 495 20,200 SH   SOLE   20,200 0 0
SEMPRA ENERGY COM 816851109 452 5,275 SH   SOLE   5,275 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 1,421 60,866 SH   SOLE   60,866 0 0
SERVICE CORP INTERNATIONAL COM 817565104 305 16,400 SH   SOLE   16,400 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 364 2,000 SH   SOLE   2,000 0 0
SHIRE PLC SPONSORED ADR 82481R106 46,661 389,200 SH   DFND 1 389,200 0 0
SHIRE PLC SPONSORED ADR 82481R106 79,955 666,900 SH   SOLE   666,900 0 0
SIGMA-ALDRICH COM 826552101 1,305 15,300 SH   DFND 1 15,300 0 0
SIGMA-ALDRICH COM 826552101 1,203 14,100 SH   SOLE   14,100 0 0
SIGMA DESIGNS INC COM 826565103 64 11,400 SH   SOLE   11,400 0 0
SIGNATURE BANK COM 82669G104 329 3,600 SH   SOLE   3,600 0 0
SILGAN HOLDINGS INC COM 827048109 10,219 217,424 SH   DFND 1 217,424 0 0
SILGAN HOLDINGS INC COM 827048109 10,136 215,650 SH   SOLE   215,650 0 0
SILVER WHEATON CORP COM 828336107 1,692 68,300 SH   DFND 1 68,300 0 0
SILVER WHEATON CORP COM 828336107 2,552 103,036 SH   SOLE   103,036 0 0
SIMON PROPERTY GROUP INC COM 828806109 3,309 22,326 SH   DFND 1 22,326 0 0
SIMON PROPERTY GROUP INC COM 828806109 26,714 180,223 SH   SOLE   180,223 0 0
SIMPSON MANUFACTURING CO. INC. COM 829073105 482 14,800 SH   SOLE   14,800 0 0
SKECHERS USA INC-CL A CL A 830566105 445 14,300 SH   SOLE   14,300 0 0
SKYWEST INC COM 830879102 274 18,900 SH   SOLE   18,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 494 19,900 SH   DFND 1 19,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,739 70,000 SH   SOLE   70,000 0 0
SMITH & WESSON HOLDING CORP COM 831756101 3,863 351,500 SH   SOLE   351,500 0 0
SMITH & WESSON HOLDING CORP COM 831756101 1,255 114,200 SH   DFND 1 114,200 0 0
SMITH (A.O.) CORP COM 831865209 1,279 28,300 SH   SOLE   28,300 0 0
JM SMUCKER COMPANY COM NEW 832696405 268 2,551 SH   SOLE   2,551 0 0
SNYDERS-LANCE INC COM 833551104 510 17,700 SH   SOLE   17,700 0 0
SOLAR CAPITAL LTD COM 83413U100 3,105 140,000 SH   DFND 1 140,000 0 0
SOLAR CAPITAL LTD COM 83413U100 2,063 93,000 SH   SOLE   93,000 0 0
SOLERA HOLDINGS INC COM 83421A104 280 5,300 SH   SOLE   5,300 0 0
SONIC CORP COM 835451105 336 18,952 SH   SOLE   18,952 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 298 12,500 SH   SOLE   12,500 0 0
SONOCO PRODUCTS CO COM 835495102 303 7,780 SH   SOLE   7,780 0 0
SOTHEBY'S COM 835898107 261 5,320 SH   SOLE   5,320 0 0
SOURCEFIRE INC COM 83616T108 858 11,300 SH   SOLE   11,300 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 685 11,700 SH   SOLE   11,700 0 0
SOUTHERN COMPANY COM 842587107 3,864 93,844 SH   DFND 1 93,844 0 0
SOUTHERN COMPANY COM 842587107 8,092 196,509 SH   SOLE   196,509 0 0
SOUTHERN COPPER CORP COM 84265V105 8,063 296,011 SH   SOLE   296,011 0 0
SOUTHERN COPPER CORP COM 84265V105 4,606 169,095 SH   DFND 1 169,095 0 0
SOUTHWEST AIRLINES CO COM 844741108 13,567 931,800 SH   SOLE   931,800 0 0
SOUTHWEST AIRLINES CO COM 844741108 14,870 1,021,300 SH   DFND 1 1,021,300 0 0
SOUTHWEST GAS CORP COM 844895102 7,724 154,476 SH   DFND 1 154,476 0 0
SOUTHWEST GAS CORP COM 844895102 12,573 251,465 SH   SOLE   251,465 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,282 145,200 SH   DFND 1 145,200 0 0
SOUTHWESTERN ENERGY CO COM 845467109 9,771 268,580 SH   SOLE   268,580 0 0
SOVRAN SELF STORAGE INC COM 84610H108 1,442 19,049 SH   SOLE   19,049 0 0
SPARTAN MOTORS INC COM 846819100 75 12,400 SH   SOLE   12,400 0 0
SPECTRA ENERGY CORP COM 847560109 531 15,504 SH   SOLE   15,504 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,208 144,213 SH   SOLE   144,213 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 340 40,587 SH   DFND 1 40,587 0 0
SPIRIT AIRLINES INC COM 848577102 593 17,300 SH   DFND 1 17,300 0 0
SPIRIT AIRLINES INC COM 848577102 1,820 53,100 SH   SOLE   53,100 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 615 66,959 SH   SOLE   66,959 0 0
STAGE STORES, INC. COM NEW 85254C305 223 11,600 SH   SOLE   11,600 0 0
STAG INDUSTRIAL INC COM 85254J102 320 15,900 SH   SOLE   15,900 0 0
STAMPS.COM COM NEW 852857200 234 5,100 SH   SOLE   5,100 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 241 7,500 SH   SOLE   7,500 0 0
STANDARD PACIFIC CORP COM 85375C101 431 54,500 SH   SOLE   54,500 0 0
STANDEX INTERNATIONAL CORP COM 854231107 273 4,600 SH   SOLE   4,600 0 0
STANLEY BLACK & DECKER COM 854502101 335 3,700 SH   SOLE   3,700 0 0
STANLEY BLACK & DECKER UNIT 854502309 20,689 151,000 SH   SOLE   151,000 0 0
STAPLES INC COM 855030102 1,884 128,575 SH   SOLE   128,575 0 0
STAPLES INC COM 855030102 538 36,700 SH   DFND 1 36,700 0 0
STARBUCKS CORP COM 855244109 1,339 17,400 SH   SOLE   17,400 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.550% 85571BAA3 7,812 7,500,000 SH   SOLE   7,500,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.000% 85571BAB1 6,245 6,000,000 SH   SOLE   6,000,000 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 4,652 70,000 SH   DFND 1 70,000 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 10,619 159,806 SH   SOLE   159,806 0 0
STATE STREET CORP COM 857477103 43,754 665,466 SH   DFND 1 665,466 0 0
STATE STREET CORP COM 857477103 47,266 718,881 SH   SOLE   718,881 0 0
STEEL DYNAMICS INC COM 858119100 15,489 926,400 SH   DFND 1 926,400 0 0
STEEL DYNAMICS INC COM 858119100 14,158 846,800 SH   SOLE   846,800 0 0
STEEL DYNAMICS INC NOTE 5.125% 858119AP5 4,654 4,250,000 SH   SOLE   4,250,000 0 0
STEIN MART, INC. COM 858375108 139 10,100 SH   SOLE   10,100 0 0
STEPAN CO COM 858586100 393 6,800 SH   SOLE   6,800 0 0
STERICYCLE INC COM 858912108 8,274 71,700 SH   DFND 1 71,700 0 0
STERICYCLE INC COM 858912108 13,342 115,618 SH   SOLE   115,618 0 0
STERLING BANCORP-N Y COM 859158107 146 10,600 SH   SOLE   10,600 0 0
STEWART INFORMATION SVCS CORP COM 860372101 680 21,244 SH   DFND 1 21,244 0 0
STEWART INFORMATION SVCS CORP COM 860372101 2,337 73,066 SH   SOLE   73,066 0 0
STIFEL FINANCIAL CORP COM 860630102 888 21,550 SH   SOLE   21,550 0 0
STIFEL FINL CORP COM 860630102 791 19,198 SH   DFND 2 19,198 0 0
STILLWATER MINING CO COM 86074Q102 477 43,300 SH   SOLE   43,300 0 0
STONE ENERGY CORP COM 861642106 590 18,200 SH   SOLE   18,200 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 854 98,374 SH   SOLE   98,374 0 0
STRAYER EDUCATION, INC. COM 863236105 561 13,514 SH   SOLE   13,514 0 0
STRAYER EDUCATION, INC. COM 863236105 538 12,947 SH   DFND 1 12,947 0 0
STRYKER CORP COM 863667101 460 6,800 SH   SOLE   6,800 0 0
STURM, RUGER & CO., INC. COM 864159108 808 12,900 SH   DFND 1 12,900 0 0
STURM, RUGER & CO., INC. COM 864159108 2,931 46,800 SH   SOLE   46,800 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 470 51,157 SH   SOLE   51,157 0 0
SUN COMMUNITIES COM 866674104 619 14,517 SH   SOLE   14,517 0 0
SUNCOKE ENERGY INC COM 86722A103 434 25,527 SH   SOLE   25,527 0 0
SUNEDISON INC COM 86732Y109 148 18,600 SH   SOLE   18,600 0 0
SUNPOWER CORP COM 867652406 10,422 398,400 SH   DFND 1 398,400 0 0
SUNPOWER CORP COM 867652406 9,185 351,100 SH   SOLE   351,100 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,187 93,146 SH   SOLE   93,146 0 0
SUNTRUST BANKS INC COM 867914103 820 25,300 SH   DFND 1 25,300 0 0
SUNTRUST BANKS INC COM 867914103 2,924 90,200 SH   SOLE   90,200 0 0
SUPER MICRO COMPUTER INC COM 86800U104 160 11,800 SH   SOLE   11,800 0 0
SUPERIOR ENERGY SERVICES COM 868157108 2,910 116,200 SH   DFND 1 116,200 0 0
SUPERIOR ENERGY SERVICES COM 868157108 2,900 115,800 SH   SOLE   115,800 0 0
SUPERVALU INC COM 868536103 125 15,200 SH   SOLE   15,200 0 0
SUSQUEHANNA BANCSHARES INC. COM 869099101 853 68,100 SH   SOLE   68,100 0 0
SWIFT ENERGY CO COM 870738101 180 15,800 SH   SOLE   15,800 0 0
SYKES ENTERPRISES INC. COM 871237103 256 14,300 SH   SOLE   14,300 0 0
SYMANTEC CORP COM 871503108 33,059 1,335,710 SH   DFND 1 1,335,710 0 0
SYMANTEC CORP COM 871503108 54,911 2,218,646 SH   SOLE   2,218,646 0 0
SYMMETRICOM INC COM 871543104 72 14,950 SH   SOLE   14,950 0 0
SYMMETRY MEDICAL INC COM 871546206 111 13,600 SH   SOLE   13,600 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 415 10,900 SH   SOLE   10,900 0 0
SYNAPTICS INC COM 87157D109 535 12,100 SH   SOLE   12,100 0 0
SYNOPSYS INC COM 871607107 6,394 169,610 SH   SOLE   169,610 0 0
SYNOPSYS INC COM 871607107 3,940 104,500 SH   DFND 1 104,500 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 250 75,900 SH   SOLE   75,900 0 0
SYNNEX CORP COM 87162W100 590 9,600 SH   SOLE   9,600 0 0
SYSCO CORP COM 871829107 436 13,700 SH   SOLE   13,700 0 0
TCF FINANCIAL CORP COM 872275102 2,801 196,120 SH   SOLE   196,120 0 0
TCF FINANCIAL CORP COM 872275102 851 59,600 SH   DFND 1 59,600 0 0
TJX COMPANIES INC COM 872540109 4,387 77,805 SH   SOLE   77,805 0 0
TJX COMPANIES INC COM 872540109 1,689 29,957 SH   DFND 1 29,957 0 0
TRW AUTOMOTIVE INC NOTE 3.500% 87264MAH2 489 200,000 SH   SOLE   200,000 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 5,348 75,000 SH   SOLE   75,000 0 0
TTM TECHNOLOGIES COM 87305R109 192 19,700 SH   SOLE   19,700 0 0
TTM TECHNOLOGIES NOTE 3.250% 87305RAC3 2,052 2,000,000 SH   SOLE   2,000,000 0 0
TW TELECOM INC COM 87311L104 5,390 180,465 SH   SOLE   180,465 0 0
TW TELECOM INC COM 87311L104 3,987 133,500 SH   DFND 1 133,500 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 584 32,150 SH   SOLE   32,150 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 5,239 160,463 SH   SOLE   160,463 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 1,162 35,600 SH   DFND 1 35,600 0 0
TANGOE INC COM 87582Y108 288 12,100 SH   SOLE   12,100 0 0
TARGET CORPORATION COM 87612E106 1,591 24,863 SH   DFND 1 24,863 0 0
TARGET CORPORATION COM 87612E106 3,582 55,994 SH   SOLE   55,994 0 0
TARGA RESOURCES CORP COM 87612G101 1,452 19,900 SH   SOLE   19,900 0 0
TARGA RESOURCES CORP COM 87612G101 1,970 27,000 SH   DFND 1 27,000 0 0
TAUBMAN CENTERS INC COM 876664103 4,775 70,941 SH   SOLE   70,941 0 0
TAUBMAN CENTERS INC COM 876664103 2,031 30,170 SH   DFND 1 30,170 0 0
TECHNE CORP COM 878377100 200 2,500 SH   SOLE   2,500 0 0
TECK RESOURCES LIMITED CL B 878742204 4,045 150,700 SH   DFND 1 150,700 0 0
TECK RESOURCES LIMITED CL B 878742204 15,465 576,200 SH   SOLE   576,200 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,155 13,600 SH   SOLE   13,600 0 0
TELEFLEX INC COM 879369106 258 3,140 SH   SOLE   3,140 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 224 7,595 SH   SOLE   7,595 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 11,381 258,900 SH   DFND 1 258,900 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 10,313 234,600 SH   SOLE   234,600 0 0
TENNANT CO COM 880345103 5,426 87,520 SH   DFND 1 87,520 0 0
TENNANT CO COM 880345103 8,207 132,370 SH   SOLE   132,370 0 0
TERADATA CORP COM 88076W103 482 8,700 SH   DFND 1 8,700 0 0
TERADATA CORP COM 88076W103 1,569 28,300 SH   SOLE   28,300 0 0
TERADYNE INC COM 880770102 27,972 1,693,222 SH   SOLE   1,693,222 0 0
TERADYNE INC COM 880770102 26,661 1,613,833 SH   DFND 1 1,613,833 0 0
TEREX CORP COM 880779103 289 8,600 SH   SOLE   8,600 0 0
TERRENO REALTY CORP COM 88146M101 3,912 220,270 SH   DFND 1 220,270 0 0
TERRENO REALTY CORP COM 88146M101 5,768 324,796 SH   SOLE   324,796 0 0
TESCO CORP COM 88157K101 189 11,400 SH   SOLE   11,400 0 0
TEVA PHARMACEUTICAL INDUSTRIES ADR 881624209 2,033 53,800 SH   SOLE   53,800 0 0
TETRA TECHNOLOGIES, INC. COM 88162F105 358 28,550 SH   SOLE   28,550 0 0
TETRA TECH INC COM 88162G103 609 23,506 SH   SOLE   23,506 0 0
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 88163VAE9 15,628 15,000,000 SH   SOLE   15,000,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 342 17,700 SH   SOLE   17,700 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 7,691 167,590 SH   SOLE   167,590 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 4,754 103,590 SH   DFND 1 103,590 0 0
TEXAS INDUSTRIES INC COM 882491103 511 7,700 SH   SOLE   7,700 0 0
TEXAS INSTRUMENTS INC COM 882508104 25,506 633,050 SH   DFND 1 633,050 0 0
TEXAS INSTRUMENTS INC COM 882508104 61,742 1,532,440 SH   SOLE   1,532,440 0 0
TEXAS ROADHOUSE INC COM 882681109 571 21,700 SH   SOLE   21,700 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 765 8,300 SH   SOLE   8,300 0 0
THOMSON REUTERS CORP COM 884903105 513 14,644 SH   SOLE   14,644 0 0
THOMSON REUTERS CORP COM 884903105 699 19,960 SH   DFND 1 19,960 0 0
THORATEC CORPORATION COM NEW 885175307 21,166 567,600 SH   DFND 1 567,600 0 0
THORATEC CORPORATION COM NEW 885175307 22,076 592,000 SH   SOLE   592,000 0 0
3D SYSTEMS CORP COM NEW 88554D205 394 7,300 SH   SOLE   7,300 0 0
3M CO COM 88579Y101 1,460 12,230 SH   DFND 1 12,230 0 0
3M CO COM 88579Y101 2,874 24,066 SH   SOLE   24,066 0 0
TIBCO SOFTWARE INC COM 88632Q103 302 11,800 SH   SOLE   11,800 0 0
TIDEWATER INC COM 886423102 226 3,800 SH   SOLE   3,800 0 0
TIME WARNER INC COM NEW 887317303 1,418 21,550 SH   SOLE   21,550 0 0
TIME WARNER CABLE INC COM 88732J207 16,296 146,020 SH   DFND 1 146,020 0 0
TIME WARNER CABLE INC COM 88732J207 37,981 340,329 SH   SOLE   340,329 0 0
TIMKEN CO COM 887389104 374 6,200 SH   SOLE   6,200 0 0
TITAN INTERNATIONAL INC COM 88830M102 285 19,500 SH   SOLE   19,500 0 0
TOLL BROTHERS INC COM 889478103 21,210 654,029 SH   SOLE   654,029 0 0
TOLL BROTHERS INC COM 889478103 18,780 579,100 SH   DFND 1 579,100 0 0
TOOTSIE ROLL INDS COM 890516107 322 10,457 SH   SOLE   10,457 0 0
TOOTSIE ROLL INDS COM 890516107 376 12,200 SH   DFND 1 12,200 0 0
TORO CO COM 891092108 1,130 20,800 SH   SOLE   20,800 0 0
TOTAL SA SPONSORED ADR 89151E109 57,098 985,800 SH   DFND 1 985,800 0 0
TOTAL SA SPONSORED ADR 89151E109 81,543 1,407,850 SH   SOLE   1,407,850 0 0
TOWERS WATSON & CO-CL A CL A 891894107 535 5,000 SH   SOLE   5,000 0 0
TRACTOR SUPPLY CO COM 892356106 13,424 199,846 SH   SOLE   199,846 0 0
TRACTOR SUPPLY CO COM 892356106 8,396 125,000 SH   DFND 1 125,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,142 25,266 SH   DFND 1 25,266 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,293 27,054 SH   SOLE   27,054 0 0
TREDEGAR CORP COM 894650100 237 9,100 SH   SOLE   9,100 0 0
TREEHOUSE FOODS INC COM 89469A104 889 13,300 SH   SOLE   13,300 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,245 41,900 SH   DFND 1 41,900 0 0
TRIMBLE NAVIGATION LTD COM 896239100 4,433 149,200 SH   SOLE   149,200 0 0
TRINITY INDUSTRIES INC COM 896522109 276 6,095 SH   SOLE   6,095 0 0
TRINITY INDUSTRIES INC NOTE 3.875% 896522AF6 7,613 6,250,000 SH   SOLE   6,250,000 0 0
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 9,200 1,132,966 SH   SOLE   1,132,966 0 0
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 9,798 1,206,660 SH   DFND 1 1,206,660 0 0
TRIUMPH GROUP INC COM 896818101 281 4,000 SH   SOLE   4,000 0 0
TRUEBLUE INC COM 89785X101 358 14,900 SH   SOLE   14,900 0 0
TRUSTCO BANK CORP NY COM 898349105 205 34,382 SH   SOLE   34,382 0 0
TUESDAY MORNING CORP. COM NEW 899035505 3,669 240,111 SH   DFND 1 240,111 0 0
TUESDAY MORNING CORP. COM NEW 899035505 5,578 365,049 SH   SOLE   365,049 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 337 3,900 SH   SOLE   3,900 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 52,854 1,577,250 SH   DFND 1 1,577,250 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 82,667 2,466,950 SH   SOLE   2,466,950 0 0
TWENTY-FIRST CENTURY FOX INC CL B 90130A200 17,019 509,550 SH   DFND 1 509,550 0 0
TWENTY-FIRST CENTURY FOX INC CL B 90130A200 38,912 1,165,040 SH   SOLE   1,165,040 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 2,108 217,100 SH   DFND 1 217,100 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 1,406 144,750 SH   SOLE   144,750 0 0
II-VI INC COM 902104108 372 19,800 SH   SOLE   19,800 0 0
TYLER TECHNOLOGIES INC COM 902252105 883 10,100 SH   SOLE   10,100 0 0
UDR INC COM 902653104 2,329 98,282 SH   SOLE   98,282 0 0
UGI CORP COM 902681105 344 8,800 SH   SOLE   8,800 0 0
UIL HOLDINGS CORP COM 902748102 806 21,666 SH   SOLE   21,666 0 0
UMB FINANCIAL CORP COM 902788108 734 13,500 SH   SOLE   13,500 0 0
US BANCORP COM NEW 902973304 1,174 32,103 SH   DFND 1 32,103 0 0
US BANCORP COM NEW 902973304 2,443 66,797 SH   SOLE   66,797 0 0
UNS ENERGY CORP COM 903119105 704 15,100 SH   SOLE   15,100 0 0
URS CORP COM 903236107 312 5,800 SH   SOLE   5,800 0 0
US SILICA HOLDINGS INC COM 90346E103 976 39,200 SH   SOLE   39,200 0 0
US SILICA HOLDINGS INC COM 90346E103 321 12,900 SH   DFND 1 12,900 0 0
UBIQUITI NETWORKS INC COM 90347A100 3,299 98,200 SH   DFND 1 98,200 0 0
UBIQUITI NETWORKS INC COM 90347A100 4,860 144,700 SH   SOLE   144,700 0 0
ULTRATECH INC COM 904034105 306 10,100 SH   SOLE   10,100 0 0
UMPQUA HOLDINGS CORP COM 904214103 660 40,700 SH   SOLE   40,700 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 2,352 29,600 SH   DFND 1 29,600 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 4,050 50,970 SH   SOLE   50,970 0 0
UNIFIRST CORP/MA COM 904708104 574 5,500 SH   SOLE   5,500 0 0
UNION PACIFIC CORP COM 907818108 58,051 373,700 SH   DFND 1 373,700 0 0
UNION PACIFIC CORP COM 907818108 85,620 551,175 SH   SOLE   551,175 0 0
UNISYS CORP COM NEW 909214306 371 14,731 SH   DFND 1 14,731 0 0
UNISYS CORP COM NEW 909214306 1,130 44,869 SH   SOLE   44,869 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 209 13,975 SH   SOLE   13,975 0 0
UNITED BANKSHARES NC COM 909907107 484 16,700 SH   SOLE   16,700 0 0
UNITED FIRE GROUP INC COM 910340108 241 7,900 SH   SOLE   7,900 0 0
UNITED NATURAL FOODS INC COM 911163103 256 3,800 SH   SOLE   3,800 0 0
UNITED ONLINE INC COM 911268100 269 33,700 SH   SOLE   33,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,535 16,800 SH   SOLE   16,800 0 0
UNITED PARCEL SERVICE INC CL B 911312106 263 2,875 SH   DFND 2 2,875 0 0
UNITED RENTALS INC COM 911363109 5,503 94,400 SH   DFND 1 94,400 0 0
UNITED RENTALS INC COM 911363109 8,734 149,838 SH   SOLE   149,838 0 0
US STEEL CORP NOTE 4.000% 912909AE8 7,197 7,000,000 SH   SOLE   7,000,000 0 0
US STEEL CORP NOTE 2.750% 912909AH1 2,777 2,500,000 SH   SOLE   2,500,000 0 0
UNITED STATIONERS INC COM 913004107 2,445 56,282 SH   SOLE   56,282 0 0
UNITED STATIONERS INC COM 913004107 583 13,418 SH   DFND 1 13,418 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,113 19,600 SH   SOLE   19,600 0 0
UNITED TECHNOLOGIES CORP COM 913017109 134 1,247 SH   DFND 2 1,247 0 0
UNITED TECHNOLOGIES CORP COM 913017109 88 815 SH   DFND 2 815 0 0
UNITED TECHNOLOGIES CORP UNIT 913017117 1,037 16,000 SH   SOLE   16,000 0 0
UNITED THERAPEUTICS CORP. COM 91307C102 1,017 12,900 SH   DFND 1 12,900 0 0
UNITED THERAPEUTICS CORP. COM 91307C102 3,391 43,000 SH   SOLE   43,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 57,878 808,234 SH   SOLE   808,234 0 0
UNITEDHEALTH GROUP INC COM 91324P102 43,384 605,835 SH   DFND 1 605,835 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 302 7,200 SH   SOLE   7,200 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 251 6,000 SH   SOLE   6,000 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 517 6,900 SH   SOLE   6,900 0 0
URBAN OUTFITTERS INC COM 917047102 489 13,300 SH   DFND 1 13,300 0 0
URBAN OUTFITTERS INC COM 917047102 1,614 43,900 SH   SOLE   43,900 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 366 18,400 SH   SOLE   18,400 0 0
VF CORPORATION COM 918204108 2,760 13,866 SH   SOLE   13,866 0 0
VF CORPORATION COM 918204108 1,572 7,900 SH   DFND 1 7,900 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,638 56,700 SH   SOLE   56,700 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 500 17,300 SH   DFND 1 17,300 0 0
VALERO ENERGY CORP COM 91913Y100 1,813 53,100 SH   DFND 1 53,100 0 0
VALERO ENERGY CORP COM 91913Y100 4,836 141,600 SH   SOLE   141,600 0 0
VALLEY NATIONAL BANCORP COM 919794107 153 15,384 SH   SOLE   15,384 0 0
VALMOUNT INDUSTRIES INC COM 920253101 292 2,100 SH   SOLE   2,100 0 0
VALSPAR CORP COM 920355104 397 6,260 SH   SOLE   6,260 0 0
VALUECLICK, INC. COM 92046N102 576 27,600 SH   DFND 1 27,600 0 0
VALUECLICK, INC. COM 92046N102 1,888 90,500 SH   SOLE   90,500 0 0
VANGUARD DIVIDEND APPRECIATION DIV APP ETF 921908844 1,963 28,207 SH   SOLE   28,207 0 0
VANGUARD DIVIDEND APPRECIATION DIV APP ETF 921908844 1,099 15,793 SH   DFND 1 15,793 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 328 4,082 SH   DFND 2 4,082 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 17 215 SH   DFND 2 215 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 32,290 815,813 SH   DFND 2 815,813 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,401 35,387 SH   DFND 2 35,387 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 73,199 1,849,401 SH   DFND 2 1,849,401 0 0
VANGUARD HIGH DIVIDEND YIELD E HIGH DIV YLD 921946406 1,437 25,000 SH   SOLE   25,000 0 0
VASCO DATA SECURITY INTL COM 92230Y104 84 10,600 SH   SOLE   10,600 0 0
VECTREN CORP COM 92240G101 213 6,390 SH   SOLE   6,390 0 0
VEECO INSTRUMENTS INC COM 922417100 532 14,300 SH   SOLE   14,300 0 0
VENTAS INC COM 92276F100 529 8,600 SH   DFND 1 8,600 0 0
VENTAS INC COM 92276F100 7,978 129,730 SH   SOLE   129,730 0 0
VANGUARD INDEX FDS REIT ETF 922908553 13,976 211,316 SH   DFND 2 211,316 0 0
VANGUARD INDEX FDS REIT ETF 922908553 657 9,935 SH   DFND 2 9,935 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 22,206 253,343 SH   DFND 2 253,343 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 1,401 15,979 SH   DFND 2 15,979 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 8,680 99,035 SH   DFND 2 99,035 0 0
VERIFONE SYSTEMS INC COM 92342Y109 2,410 105,429 SH   DFND 1 105,429 0 0
VERIFONE SYSTEMS INC COM 92342Y109 3,825 167,313 SH   SOLE   167,313 0 0
VERIZON COMMUNICATIONS COM 92343V104 16,580 355,224 SH   DFND 1 355,224 0 0
VERIZON COMMUNICATIONS COM 92343V104 36,173 774,987 SH   SOLE   774,987 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 541 11,600 SH   DFND 2 11,600 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 417 5,500 SH   SOLE   5,500 0 0
VIASAT INC COM 92552V100 967 15,200 SH   SOLE   15,200 0 0
VIACOM INC CL B 92553P201 535 6,400 SH   DFND 1 6,400 0 0
VIACOM INC CL B 92553P201 1,243 14,872 SH   SOLE   14,872 0 0
VIEWPOINT FINANCIAL GROUP COM 92672A101 271 13,100 SH   SOLE   13,100 0 0
VIROPHARMA INC. COM 928241108 938 23,900 SH   SOLE   23,900 0 0
VISA INC COM CL A 92826C839 15,689 82,100 SH   DFND 1 82,100 0 0
VISA INC COM CL A 92826C839 62,886 329,075 SH   SOLE   329,075 0 0
VIRTUSA CORP COM 92827P102 5,714 196,620 SH   DFND 1 196,620 0 0
VIRTUSA CORP COM 92827P102 8,645 297,490 SH   SOLE   297,490 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 407 2,500 SH   SOLE   2,500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 13,595 1,054,690 SH   SOLE   1,054,690 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 9,033 700,810 SH   DFND 1 700,810 0 0
VITAMIN SHOPPE INC COM 92849E101 481 11,000 SH   SOLE   11,000 0 0
VMWARE INC CL A COM 928563402 36,356 449,400 SH   DFND 1 449,400 0 0
VMWARE INC CL A COM 928563402 69,765 862,355 SH   SOLE   862,355 0 0
VOLTERA SEMICONDUCTOR CORP COM 928708106 209 9,100 SH   SOLE   9,100 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 8,851 105,291 SH   SOLE   105,291 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 1,425 16,947 SH   DFND 1 16,947 0 0
WD-40 CO COM 929236107 342 5,270 SH   SOLE   5,270 0 0
WGL HOLDINGS INC COM 92924F106 449 10,510 SH   SOLE   10,510 0 0
WGL HOLDINGS INC COM 92924F106 372 8,700 SH   DFND 1 8,700 0 0
WP CAREY INC COM 92936U109 647 10,000 SH   SOLE   10,000 0 0
WABASH NATIONAL CORP COM 929566107 529 45,400 SH   DFND 1 45,400 0 0
WABASH NATIONAL CORP COM 929566107 1,634 140,100 SH   SOLE   140,100 0 0
WABTEC CORP COM 929740108 472 7,500 SH   SOLE   7,500 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 342 6,640 SH   SOLE   6,640 0 0
WAGEWORKS INC COM 930427109 530 10,500 SH   SOLE   10,500 0 0
WAL-MART STORES INC COM 931142103 5,035 68,076 SH   DFND 1 68,076 0 0
WAL-MART STORES INC COM 931142103 11,659 157,638 SH   SOLE   157,638 0 0
WAL-MART STORES INC COM 931142103 241 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 1,087 20,200 SH   SOLE   20,200 0 0
WALGREEN CO COM 931422109 202 3,750 SH   DFND 2 3,750 0 0
WALGREEN CO COM 931422109 82 1,520 SH   DFND 2 1,520 0 0
WALTER ENERGY INC COM 93317Q105 535 38,100 SH   DFND 1 38,100 0 0
WALTER ENERGY INC COM 93317Q105 1,323 94,275 SH   SOLE   94,275 0 0
WASHINGTON REIT SH BEN INT 939653101 491 19,415 SH   SOLE   19,415 0 0
WASTE CONNECTIONS INC COM 941053100 908 20,000 SH   DFND 1 20,000 0 0
WASTE CONNECTIONS INC COM 941053100 1,099 24,200 SH   SOLE   24,200 0 0
WASTE MANAGEMENT INC COM 94106L109 416 10,099 SH   SOLE   10,099 0 0
WATERS CORP COM 941848103 13,382 126,000 SH   DFND 1 126,000 0 0
WATERS CORP COM 941848103 12,745 120,000 SH   SOLE   120,000 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 586 10,400 SH   SOLE   10,400 0 0
WAUSAU PAPER CORP COM 943315101 233 17,900 SH   SOLE   17,900 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,287 43,892 SH   SOLE   43,892 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 237 3,400 SH   SOLE   3,400 0 0
WELLPOINT INC COM 94973V107 2,048 24,500 SH   SOLE   24,500 0 0
WELLPOINT INC COM 94973V107 1,998 23,900 SH   DFND 1 23,900 0 0
WELLS FARGO & COMPANY COM 949746101 83,069 2,010,390 SH   DFND 1 2,010,390 0 0
WELLS FARGO & COMPANY COM 949746101 126,459 3,060,480 SH   SOLE   3,060,480 0 0
WELLS FARGO & CO NEW COM 949746101 748 18,108 SH   DFND 2 18,108 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 3,003 2,640 SH   DFND 1 2,640 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 24,127 21,210 SH   SOLE   21,210 0 0
WENDY'S COMPANY COM 95058W100 186 21,914 SH   SOLE   21,914 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 1,037 25,200 SH   SOLE   25,200 0 0
WESTAMERICA BANCOPORATION COM 957090103 378 7,600 SH   DFND 1 7,600 0 0
WESTAMERICA BANCOPORATION COM 957090103 379 7,620 SH   SOLE   7,620 0 0
WESTAR ENERGY INC COM 95709T100 301 9,820 SH   SOLE   9,820 0 0
WESTERN DIGITAL CORP COM 958102105 317 5,000 SH   SOLE   5,000 0 0
WESTERN REFINING INC COM 959319104 8,591 286,000 SH   SOLE   286,000 0 0
WESTERN REFINING INC NOTE 5.750% 959319AC8 313 100,000 SH   SOLE   100,000 0 0
WESTERN UNION CO COM 959802109 240 12,880 SH   SOLE   12,880 0 0
WEX, INC. COM 96208T104 263 3,000 SH   SOLE   3,000 0 0
WEYERHAEUSER CO COM 962166104 3,060 106,882 SH   SOLE   106,882 0 0
WHIRLPOOL CORP COM 963320106 272 1,857 SH   SOLE   1,857 0 0
WHITEWAVE FOODS CO COM CL A 966244105 8,795 440,410 SH   DFND 1 440,410 0 0
WHITEWAVE FOODS CO COM CL A 966244105 11,457 573,730 SH   SOLE   573,730 0 0
WHITING PETROLEUM CORP COM 966387102 3,254 54,375 SH   DFND 1 54,375 0 0
WHITING PETROLEUM CORP COM 966387102 5,123 85,600 SH   SOLE   85,600 0 0
WHOLE FOODS MARKET INC COM 966837106 11,899 203,394 SH   SOLE   203,394 0 0
WHOLE FOODS MARKET INC COM 966837106 7,552 129,098 SH   DFND 1 129,098 0 0
WILLIAMS COS INC COM 969457100 578 15,900 SH   SOLE   15,900 0 0
WILLIAMS-SONOMA INC. COM 969904101 387 6,880 SH   SOLE   6,880 0 0
WILSHIRE BANCORP INC COM 97186T108 184 22,500 SH   SOLE   22,500 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 110 13,807 SH   SOLE   13,807 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 265 10,200 SH   SOLE   10,200 0 0
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 288 25,832 SH   SOLE   25,832 0 0
WINTRUST FINANCIAL CORP COM 97650W108 596 14,500 SH   SOLE   14,500 0 0
WISCONSIN ENERGY CORP COM 976657106 4,089 101,254 SH   DFND 1 101,254 0 0
WISCONSIN ENERGY CORP COM 976657106 10,283 254,668 SH   SOLE   254,668 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 13,124 273,818 SH   DFND 2 273,818 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 731 15,249 SH   DFND 2 15,249 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,066 18,300 SH   SOLE   18,300 0 0
WOODWARD INC COM 980745103 3,582 87,730 SH   DFND 1 87,730 0 0
WOODWARD INC COM 980745103 4,465 109,350 SH   SOLE   109,350 0 0
WORLD ACCEPTANCE CORP COM 981419104 361 4,012 SH   SOLE   4,012 0 0
WORLD FUEL SERVICES CORP COM 981475106 209 5,600 SH   SOLE   5,600 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,278 168,572 SH   SOLE   168,572 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,512 57,600 SH   DFND 1 57,600 0 0
WYNN RESORTS LTD COM 983134107 3,776 23,900 SH   DFND 1 23,900 0 0
WYNN RESORTS LTD COM 983134107 5,989 37,900 SH   SOLE   37,900 0 0
XCEL ENERGY INC COM 98389B100 318 11,505 SH   SOLE   11,505 0 0
XILINX INC COM 983919101 52,206 1,114,289 SH   DFND 1 1,114,289 0 0
XILINX INC COM 983919101 62,221 1,328,066 SH   SOLE   1,328,066 0 0
XILINX INC SDCV 3.125% 983919AD3 10,546 6,500,000 SH   SOLE   6,500,000 0 0
XILINX INC NOTE 2.625% 983919AF8 10,579 6,500,000 SH   SOLE   6,500,000 0 0
XEROX CORP COM 984121103 2,875 279,400 SH   DFND 1 279,400 0 0
XEROX CORP COM 984121103 8,263 802,985 SH   SOLE   802,985 0 0
YAHOO INC COM 984332106 19,716 594,400 SH   DFND 1 594,400 0 0
YAHOO INC COM 984332106 17,341 522,800 SH   SOLE   522,800 0 0
YUM! BRANDS INC COM 988498101 748 10,480 SH   SOLE   10,480 0 0
ZALE CORP COM 988858106 179 11,800 SH   SOLE   11,800 0 0
ZIMMER HOLDINGS INC COM 98956P102 20,853 253,875 SH   DFND 1 253,875 0 0
ZIMMER HOLDINGS INC COM 98956P102 24,524 298,562 SH   SOLE   298,562 0 0
ZIONS BANCORPORATION COM 989701107 25,742 938,810 SH   DFND 1 938,810 0 0
ZIONS BANCORPORATION COM 989701107 29,162 1,063,542 SH   SOLE   1,063,542 0 0
ZOETIS INC CL A 98978V103 364 11,700 SH   SOLE   11,700 0 0
ZUMIEZ INC COM 989817101 220 8,000 SH   SOLE   8,000 0 0
AMDOCS LTD ORD G02602103 1,180 32,200 SH   DFND 1 32,200 0 0
AMDOCS LTD ORD G02602103 876 23,900 SH   SOLE   23,900 0 0
AON PLC SHS CL A G0408V102 538 7,225 SH   SOLE   7,225 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 4,660 128,405 SH   SOLE   128,405 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3,934 108,395 SH   DFND 1 108,395 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 11,776 271,900 SH   SOLE   271,900 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 12,304 284,100 SH   DFND 1 284,100 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,622 53,690 SH   DFND 1 53,690 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,452 48,050 SH   SOLE   48,050 0 0
ACCENTURE PLC SHS CLASS A G1151C101 405 5,500 SH   DFND 1 5,500 0 0
ACCENTURE PLC SHS CLASS A G1151C101 1,399 19,000 SH   SOLE   19,000 0 0
BUNGE LTD COM G16962105 7,675 101,110 SH   SOLE   101,110 0 0
BUNGE LTD COM G16962105 3,112 41,000 SH   DFND 1 41,000 0 0
COVIDIEN PLC SHS G2554F113 47,234 775,098 SH   DFND 1 775,098 0 0
COVIDIEN PLC SHS G2554F113 99,970 1,640,471 SH   SOLE   1,640,471 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 19,019 325,564 SH   DFND 1 325,564 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 45,227 774,171 SH   SOLE   774,171 0 0
EATON CORP PLC SHS G29183103 753 10,944 SH   SOLE   10,944 0 0
ENSCO PLC SHS CLASS A G3157S106 2,080 38,700 SH   DFND 1 38,700 0 0
ENSCO PLC SHS CLASS A G3157S106 2,145 39,900 SH   SOLE   39,900 0 0
EVEREST RE GROUP LTD COM G3223R108 539 3,710 SH   SOLE   3,710 0 0
HELEN OF TROY LTD COM G4388N106 487 11,000 SH   SOLE   11,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 335 4,800 SH   DFND 1 4,800 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,047 15,000 SH   SOLE   15,000 0 0
INGERSOLL-RAND PLC SHS G47791101 18,092 278,600 SH   DFND 1 278,600 0 0
INGERSOLL-RAND PLC SHS G47791101 44,263 681,600 SH   SOLE   681,600 0 0
INVESCO LTD SHS G491BT108 42,903 1,344,910 SH   DFND 1 1,344,910 0 0
INVESCO LTD SHS G491BT108 51,701 1,620,730 SH   SOLE   1,620,730 0 0
LAZARD LTD SHS A G54050102 14,213 394,581 SH   DFND 1 394,581 0 0
LAZARD LTD SHS A G54050102 13,625 378,259 SH   SOLE   378,259 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 10,984 147,400 SH   SOLE   147,400 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 12,273 164,700 SH   DFND 1 164,700 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 602 23,100 SH   DFND 1 23,100 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,839 70,600 SH   SOLE   70,600 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,883 241,800 SH   DFND 1 241,800 0 0
NABORS INDUSTRIES LTD SHS G6359F103 7,661 477,000 SH   SOLE   477,000 0 0
HOME LOAN SERVICING SOLUTIONS ORD SHS G6648D109 480 21,800 SH   DFND 1 21,800 0 0
HOME LOAN SERVICING SOLUTIONS ORD SHS G6648D109 1,481 67,300 SH   SOLE   67,300 0 0
PARTNERRE LTD COM G6852T105 1,593 17,405 SH   DFND 1 17,405 0 0
PARTNERRE LTD COM G6852T105 1,177 12,863 SH   SOLE   12,863 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,221 60,475 SH   DFND 1 60,475 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,082 56,700 SH   SOLE   56,700 0 0
SEADRILL LTD SHS G7945E105 338 7,500 SH   DFND 1 7,500 0 0
SEADRILL LTD SHS G7945E105 248 5,500 SH   SOLE   5,500 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 319 7,300 SH   SOLE   7,300 0 0
SIGNET JEWELERS LTD SHS G81276100 444 6,200 SH   SOLE   6,200 0 0
TOWER GROUP INTERNATIONAL LT COM G8988C105 99 14,189 SH   SOLE   14,189 0 0
XL GROUP PLC SHS G98290102 206 6,700 SH   SOLE   6,700 0 0
ACE LTD SHS H0023R105 45,378 485,015 SH   DFND 1 485,015 0 0
ACE LTD SHS H0023R105 55,082 588,730 SH   SOLE   588,730 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 3,195 32,150 SH   DFND 1 32,150 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 5,715 57,500 SH   SOLE   57,500 0 0
WEATHERFORD INTL LTD REG SHS H27013103 80,765 5,268,400 SH   DFND 1 5,268,400 0 0
WEATHERFORD INTL LTD REG SHS H27013103 110,218 7,189,688 SH   SOLE   7,189,688 0 0
FOSTER WHEELER AG COM H27178104 13,318 505,600 SH   DFND 1 505,600 0 0
FOSTER WHEELER AG COM H27178104 11,964 454,200 SH   SOLE   454,200 0 0
NOBLE CORP NAMEN -AKT H5833N103 2,440 64,590 SH   DFND 1 64,590 0 0
NOBLE CORP NAMEN -AKT H5833N103 2,407 63,720 SH   SOLE   63,720 0 0
PENTAIR LTD SHS H6169Q108 14,232 219,150 SH   DFND 1 219,150 0 0
PENTAIR LTD SHS H6169Q108 29,368 452,234 SH   SOLE   452,234 0 0
TE CONNECTIVITY LTD REG SHS H84989104 502 9,700 SH   SOLE   9,700 0 0
TRANSOCEAN LTD REG SHS H8817H100 657 14,772 SH   DFND 1 14,772 0 0
TRANSOCEAN LTD REG SHS H8817H100 490 11,015 SH   SOLE   11,015 0 0
TYCO INTERNATIONAL LTD SHS H89128104 378 10,800 SH   SOLE   10,800 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 762 10,400 SH   SOLE   10,400 0 0
NXP SEMICONDUCTOR NV COM N6596X109 6,955 186,900 SH   DFND 1 186,900 0 0
NXP SEMICONDUCTOR NV COM N6596X109 10,496 282,080 SH   SOLE   282,080 0 0
TEEKAY CORP COM Y8564W103 932 21,800 SH   SOLE   21,800 0 0
TEEKAY CORP COM Y8564W103 1,265 29,600 SH   DFND 1 29,600 0 0