The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 284 10,175 SH   SOLE   10,175 0 0
AAR CORP COM 000361105 816 31,450 SH   DFND 1 31,450 0 0
AAR CORP COM 000361105 1,613 62,150 SH   SOLE   62,150 0 0
ABM INDUSTRIES INC COM 000957100 543 18,900 SH   SOLE   18,900 0 0
ADT CORP COM 00101J106 10,987 366,841 SH   DFND 1 366,841 0 0
ADT CORP COM 00101J106 9,895 330,394 SH   SOLE   330,394 0 0
AFLAC INC COM 001055102 1,279 20,292 SH   SOLE   20,292 0 0
AFLAC INC COM 001055102 802 12,726 SH   DFND 1 12,726 0 0
AGCO CORP COM 001084102 12,386 224,550 SH   DFND 1 224,550 0 0
AGCO CORP COM 001084102 15,256 276,580 SH   SOLE   276,580 0 0
AGCO CORP NOTE 1.250% 001084AM4 3,742 2,725,000 SH   SOLE   2,725,000 0 0
AES CORP COM 00130H105 221 15,450 SH   SOLE   15,450 0 0
AK STEEL HOLDING CORP COM 001547108 360 49,800 SH   SOLE   49,800 0 0
AMC NETWORKS INC CL A 00164V103 336 4,600 SH   SOLE   4,600 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 232 16,850 SH   SOLE   16,850 0 0
AOL INC COM 00184X105 267 6,100 SH   SOLE   6,100 0 0
AT&T INC COM 00206R102 16,641 474,498 SH   SOLE   474,498 0 0
AT&T INC COM 00206R102 3,793 108,152 SH   DFND 1 108,152 0 0
AT&T INC COM 00206R102 1,227 34,989 SH   DFND 2 1,492 0 33,497
AT&T INC COM 00206R102 67 1,919 SH   DFND 2 0 0 1,919
ATMI INC COM 00207R101 410 12,050 SH   SOLE   12,050 0 0
ABAXIS INC COM 002567105 295 7,600 SH   SOLE   7,600 0 0
ABBOTT LABORATORIES COM 002824100 433 11,250 SH   DFND 1 11,250 0 0
ABBOTT LABORATORIES COM 002824100 2,988 77,600 SH   SOLE   77,600 0 0
ABBVIE INC COM 00287Y109 1,917 37,300 SH   SOLE   37,300 0 0
ABERCROMBIE & FITCH CO CL A 002896207 708 18,400 SH   DFND 1 18,400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 757 19,650 SH   SOLE   19,650 0 0
ABIOMED INC COM 003654100 2,307 88,600 SH   SOLE   88,600 0 0
ABIOMED INC COM 003654100 854 32,800 SH   DFND 1 32,800 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 1,255 47,558 SH   SOLE   47,558 0 0
ACORDA THERAPEUTICS INC COM 00484M106 16,447 433,850 SH   DFND 1 433,850 0 0
ACORDA THERAPEUTICS INC COM 00484M106 17,334 457,250 SH   SOLE   457,250 0 0
ACTUANT CORP CL A NEW 00508X203 2,056 60,200 SH   SOLE   60,200 0 0
ACTUANT CORP CL A NEW 00508X203 444 13,000 SH   DFND 1 13,000 0 0
ACUITY BRANDS INC COM 00508Y102 7,877 59,420 SH   SOLE   59,420 0 0
ACUITY BRANDS INC COM 00508Y102 5,176 39,040 SH   DFND 1 39,040 0 0
ACXIOM CORP COM 005125109 203 5,890 SH   SOLE   5,890 0 0
ADOBE SYSTEMS INC COM 00724F101 717 10,900 SH   SOLE   10,900 0 0
ADVANCE AUTO PARTS COM 00751Y106 708 5,600 SH   SOLE   5,600 0 0
AECOM TECHNOLOGY CORP COM 00766T100 512 15,900 SH   DFND 1 15,900 0 0
AECOM TECHNOLOGY CORP COM 00766T100 2,131 66,250 SH   SOLE   66,250 0 0
AEGION CORP COM 00770F104 352 13,900 SH   SOLE   13,900 0 0
AEROPOSTALE INC COM 007865108 144 28,650 SH   SOLE   28,650 0 0
ADVANCED MICRO DEVICES INC COM 007903107 191 47,750 SH   SOLE   47,750 0 0
AEROVIRONMENT INC COM 008073108 290 7,200 SH   SOLE   7,200 0 0
AETNA INC COM 00817Y108 3,111 41,500 SH   DFND 1 41,500 0 0
AETNA INC COM 00817Y108 12,077 161,089 SH   SOLE   161,089 0 0
AFFILIATED MANAGERS GROUP COM 008252108 22,169 110,818 SH   DFND 1 110,818 0 0
AFFILIATED MANAGERS GROUP COM 008252108 34,221 171,062 SH   SOLE   171,062 0 0
AFFYMETRIX INC COM 00826T108 247 34,600 SH   DFND 1 34,600 0 0
AFFYMETRIX INC COM 00826T108 1,095 153,550 SH   SOLE   153,550 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,057 161,959 SH   DFND 1 161,959 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 15,185 271,556 SH   SOLE   271,556 0 0
AGREE REALTY CORP COM 008492100 373 12,250 SH   SOLE   12,250 0 0
AIR METHODS CORP COM PAR $.06 009128307 684 12,800 SH   SOLE   12,800 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 589 4,950 SH   SOLE   4,950 0 0
AIRGAS INC COM 009363102 7,448 69,930 SH   SOLE   69,930 0 0
AIRGAS INC COM 009363102 4,677 43,910 SH   DFND 1 43,910 0 0
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 6,454 3,315,000 SH   SOLE   3,315,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 244 4,200 SH   SOLE   4,200 0 0
AKORN INC COM 009728106 7,831 355,960 SH   DFND 1 355,960 0 0
AKORN INC COM 009728106 11,821 537,310 SH   SOLE   537,310 0 0
ALASKA AIR GROUP INC COM 011659109 497 5,330 SH   SOLE   5,330 0 0
ALBANY INTL CORP CL A 012348108 366 10,300 SH   SOLE   10,300 0 0
ALBEMARLE CORP COM 012653101 4,109 61,870 SH   SOLE   61,870 0 0
ALBEMARLE CORP COM 012653101 2,431 36,600 SH   DFND 1 36,600 0 0
ALCOA INC COM 013817101 1,712 133,014 SH   SOLE   133,014 0 0
ALCOA INC COM 013817101 377 29,300 SH   DFND 1 29,300 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 1,063 14,650 SH   DFND 1 14,650 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 4,242 58,462 SH   SOLE   58,462 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 700 4,600 SH   SOLE   4,600 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,139 79,920 SH   DFND 1 79,920 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,237 120,430 SH   SOLE   120,430 0 0
ALLEGHANY CORP. COM 017175100 530 1,300 SH   SOLE   1,300 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 01741RAD4 10,952 10,750,000 SH   SOLE   10,750,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 599 5,350 SH   SOLE   5,350 0 0
ALLERGAN INC COM 018490102 869 7,000 SH   SOLE   7,000 0 0
ALLETE INC COM NEW 018522300 725 13,833 SH   SOLE   13,833 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 41,780 153,350 SH   DFND 1 153,350 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 37,775 138,650 SH   SOLE   138,650 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 87 29,950 SH   SOLE   29,950 0 0
ALLIANT ENERGY CORP COM 018802108 489 8,600 SH   SOLE   8,600 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 355 2,500 SH   SOLE   2,500 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 018804AK0 4,662 2,500,000 SH   SOLE   2,500,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 19,380 1,074,900 SH   DFND 1 1,074,900 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 17,577 974,850 SH   SOLE   974,850 0 0
ALLSTATE CORP COM 020002101 10,380 183,460 SH   DFND 1 183,460 0 0
ALLSTATE CORP COM 020002101 25,234 445,982 SH   SOLE   445,982 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 4,970 1,169,444 SH   SOLE   1,169,444 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 2,837 667,610 SH   DFND 1 667,610 0 0
ALTERA CORP COM 021441100 272 7,500 SH   SOLE   7,500 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 1,395 44,200 SH   SOLE   44,200 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 379 12,000 SH   DFND 1 12,000 0 0
ALTRA HOLDINGS INC COM 02208R106 457 12,800 SH   DFND 1 12,800 0 0
ALTRA HOLDINGS INC COM 02208R106 343 9,600 SH   SOLE   9,600 0 0
ALTRIA GROUP INC COM 02209S103 4,617 123,350 SH   DFND 1 123,350 0 0
ALTRIA GROUP INC COM 02209S103 13,261 354,300 SH   SOLE   354,300 0 0
ALTRIA GROUP INC COM 02209S103 204 5,450 SH   DFND 2 0 0 5,450
AMAZON.COM INC COM 023135106 60,551 180,016 SH   DFND 1 180,016 0 0
AMAZON.COM INC COM 023135106 115,757 344,142 SH   SOLE   344,142 0 0
AMCOL INTERNATIONAL CORP COM 02341W103 417 9,100 SH   SOLE   9,100 0 0
AMEDISYS INC COM 023436108 176 11,833 SH   SOLE   11,833 0 0
AMEREN CORP COM 023608102 235 5,700 SH   SOLE   5,700 0 0
AMERICAN ASSETS TRUST INC COM 024013104 3,376 100,050 SH   DFND 1 100,050 0 0
AMERICAN ASSETS TRUST INC COM 024013104 5,233 155,092 SH   SOLE   155,092 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 1,623 43,462 SH   SOLE   43,462 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 578 11,410 SH   SOLE   11,410 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 161 13,130 SH   SOLE   13,130 0 0
AMERICAN EXPRESS CO COM 025816109 1,936 21,500 SH   SOLE   21,500 0 0
AMERICAN FINANCIAL GROUP COM 025932104 319 5,535 SH   SOLE   5,535 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 307 18,400 SH   SOLE   18,400 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 2,963 59,250 SH   DFND 1 59,250 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 12,603 252,017 SH   SOLE   252,017 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 225 6,400 SH   SOLE   6,400 0 0
AMERICAN REALTY CAPITAL PROPER COM 02917T104 1,412 100,731 SH   SOLE   100,731 0 0
AMERICAN REALTY CAPITAL PROPER NOTE 3.000% 02917TAA2 1,593 1,500,000 SH   SOLE   1,500,000 0 0
AMERICAN STATES WATER CO COM 029899101 455 14,100 SH   SOLE   14,100 0 0
AMERICAN TOWER CORP COM 03027X100 5,121 62,550 SH   SOLE   62,550 0 0
AMERISAFE INC COM 03071H100 296 6,750 SH   SOLE   6,750 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,471 83,406 SH   DFND 1 83,406 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,358 142,677 SH   SOLE   142,677 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 9,933 90,240 SH   SOLE   90,240 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 6,456 58,650 SH   DFND 1 58,650 0 0
AMETEK INC COM 031100100 9,094 176,617 SH   DFND 1 176,617 0 0
AMETEK INC COM 031100100 14,307 277,862 SH   SOLE   277,862 0 0
AMGEN INC COM 031162100 1,250 10,136 SH   DFND 1 10,136 0 0
AMGEN INC COM 031162100 3,120 25,292 SH   SOLE   25,292 0 0
AMPHENOL CORP CL A 032095101 6,490 70,810 SH   DFND 1 70,810 0 0
AMPHENOL CORP CL A 032095101 10,262 111,970 SH   SOLE   111,970 0 0
AMSURG CORP COM 03232P405 556 11,800 SH   SOLE   11,800 0 0
ANADARKO PETROLEUM CORP COM 032511107 1,002 11,822 SH   SOLE   11,822 0 0
ANALOG DEVICES INC COM 032654105 388 7,300 SH   SOLE   7,300 0 0
ANALOGIC CORP COM PAR $0.05 032657207 370 4,500 SH   SOLE   4,500 0 0
ANDERSONS INC/THE COM 034164103 594 10,031 SH   DFND 1 10,031 0 0
ANDERSONS INC/THE COM 034164103 2,772 46,788 SH   SOLE   46,788 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 41,249 391,729 SH   DFND 1 391,729 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 50,359 478,247 SH   SOLE   478,247 0 0
ANIXTER INTERNATIONAL INC COM 035290105 990 9,750 SH   SOLE   9,750 0 0
ANNIE'S INC COM 03600T104 10,718 266,686 SH   SOLE   266,686 0 0
ANNIE'S INC COM 03600T104 7,259 180,613 SH   DFND 1 180,613 0 0
ANSYS, INC. COM 03662Q105 5,461 70,900 SH   DFND 1 70,900 0 0
ANSYS, INC. COM 03662Q105 8,793 114,165 SH   SOLE   114,165 0 0
APACHE CORP COM 037411105 769 9,270 SH   SOLE   9,270 0 0
APACHE CORP COM 037411105 229 2,764 SH   DFND 2 0 0 2,764
APACHE CORP COM 037411105 1 13 SH   DFND 2 0 0 13
APARTMENT INVT & MGMT CO CL A 03748R101 1,744 57,717 SH   SOLE   57,717 0 0
APOGEE ENTERPRISES, INC. COM 037598109 4,111 123,700 SH   DFND 1 123,700 0 0
APOGEE ENTERPRISES, INC. COM 037598109 6,196 186,460 SH   SOLE   186,460 0 0
APOLLO EDUCATION GROUP INC CL A 037604105 5,915 172,750 SH   SOLE   172,750 0 0
APOLLO EDUCATION GROUP INC CL A 037604105 1,537 44,900 SH   DFND 1 44,900 0 0
APOLLO INVESTMENT CORP NOTE 5.750% 03761UAE6 4,636 4,344,000 SH   SOLE   4,344,000 0 0
APPLE INC COM 037833100 126,186 235,097 SH   DFND 1 235,097 0 0
APPLE INC COM 037833100 245,842 458,029 SH   SOLE   458,029 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 740 15,350 SH   SOLE   15,350 0 0
APPLIED MATERIALS INC COM 038222105 26,892 1,317,270 SH   DFND 1 1,317,270 0 0
APPLIED MATERIALS INC COM 038222105 24,641 1,206,986 SH   SOLE   1,206,986 0 0
APTARGROUP INC COM 038336103 337 5,100 SH   SOLE   5,100 0 0
APPROACH RESOURCES INC COM 03834A103 270 12,900 SH   SOLE   12,900 0 0
AQUA AMERICA INC COM 03836W103 343 13,682 SH   SOLE   13,682 0 0
ARCH COAL INC COM 039380100 373 77,300 SH   SOLE   77,300 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 3,964 91,350 SH   DFND 1 91,350 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 10,330 238,071 SH   SOLE   238,071 0 0
ARCTIC CAT INC COM 039670104 232 4,850 SH   SOLE   4,850 0 0
ARES CAPITAL CORP COM 04010L103 3,235 183,600 SH   DFND 1 183,600 0 0
ARES CAPITAL CORP COM 04010L103 2,033 115,400 SH   SOLE   115,400 0 0
ARES CAPITAL CORP NOTE 5.750% 04010LAB9 8,740 8,000,000 SH   SOLE   8,000,000 0 0
ARKANSAS BEST CORP COM 040790107 1,746 47,250 SH   SOLE   47,250 0 0
ARKANSAS BEST CORP COM 040790107 388 10,500 SH   DFND 1 10,500 0 0
ARQULE INC COM 04269E107 41 19,900 SH   SOLE   19,900 0 0
ARRIS GROUP INC COM 04270V106 1,508 53,500 SH   DFND 1 53,500 0 0
ARRIS GROUP INC COM 04270V106 6,750 239,523 SH   SOLE   239,523 0 0
ARROW ELECTRONICS INC COM 042735100 461 7,770 SH   SOLE   7,770 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 294 26,078 SH   SOLE   26,078 0 0
ASHLAND INC COM 044209104 209 2,100 SH   DFND 1 2,100 0 0
ASHLAND INC COM 044209104 1,104 11,100 SH   SOLE   11,100 0 0
ASPEN TECHNOLOGY INC. COM 045327103 1,021 24,100 SH   SOLE   24,100 0 0
ASPEN TECHNOLOGY INC. COM 045327103 275 6,500 SH   DFND 1 6,500 0 0
ASSOCIATED BANC-CORP COM 045487105 226 12,493 SH   SOLE   12,493 0 0
ASSOCIATED ESTATES REALTY CORP COM 045604105 616 36,359 SH   SOLE   36,359 0 0
ASTEC INDUSTRIES INC COM 046224101 299 6,800 SH   SOLE   6,800 0 0
ATLANTIC TELE-NETWORK INC COM NEW 049079205 237 3,600 SH   SOLE   3,600 0 0
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 323 9,150 SH   SOLE   9,150 0 0
ATMEL CORP COM 049513104 12,472 1,491,860 SH   SOLE   1,491,860 0 0
ATMEL CORP COM 049513104 7,022 839,950 SH   DFND 1 839,950 0 0
ATMOS ENERGY CORP COM 049560105 365 7,750 SH   SOLE   7,750 0 0
ATWOOD OCEANICS INC COM 050095108 3,072 60,965 SH   DFND 1 60,965 0 0
ATWOOD OCEANICS INC COM 050095108 2,978 59,105 SH   SOLE   59,105 0 0
AUTODESK INC COM 052769106 5,990 121,806 SH   DFND 1 121,806 0 0
AUTODESK INC COM 052769106 9,757 198,386 SH   SOLE   198,386 0 0
AUTOMATIC DATA PROCESSNG COM 053015103 873 11,300 SH   SOLE   11,300 0 0
AUTOZONE INC COM 053332102 52,971 98,625 SH   DFND 1 98,625 0 0
AUTOZONE INC COM 053332102 84,553 157,425 SH   SOLE   157,425 0 0
AVALONBAY COMMUNITIES INC COM 053484101 6,342 48,298 SH   SOLE   48,298 0 0
AVISTA CORP COM 05379B107 671 21,900 SH   SOLE   21,900 0 0
AVNET INC COM 053807103 361 7,750 SH   DFND 1 7,750 0 0
AVNET INC COM 053807103 1,818 39,070 SH   SOLE   39,070 0 0
AVON PRODUCTS INC COM 054303102 149 10,150 SH   SOLE   10,150 0 0
BB&T CORPORATION COM 054937107 669 16,650 SH   SOLE   16,650 0 0
B&G FOODS INC COM 05508R106 587 19,500 SH   SOLE   19,500 0 0
BGC PARTNERS INC NOTE 4.500% 05541TAD3 3,461 3,250,000 SH   SOLE   3,250,000 0 0
BP PLC SPONSORED ADR 055622104 201 4,169 SH   DFND 2 400 200 3,569
BP PLC SPONSORED ADR 055622104 49 1,026 SH   DFND 2 0 0 1,026
BRE PROPERTIES INC CL A 05564E106 1,909 30,407 SH   SOLE   30,407 0 0
BOFI HOLDING INC COM 05566U108 382 4,450 SH   SOLE   4,450 0 0
BABCOCK & WILCOX CO/THE COM 05615F102 453 13,650 SH   DFND 1 13,650 0 0
BABCOCK & WILCOX CO/THE COM 05615F102 1,665 50,150 SH   SOLE   50,150 0 0
BADGER METER INC COM 056525108 289 5,250 SH   SOLE   5,250 0 0
BAKER HUGHES INC COM 057224107 669 10,283 SH   SOLE   10,283 0 0
BALCHEM CORP COM 057665200 573 11,000 SH   SOLE   11,000 0 0
BANK OF AMERICA CORP COM 060505104 87,795 5,104,367 SH   SOLE   5,104,367 0 0
BANK OF AMERICA CORP COM 060505104 43,993 2,557,757 SH   DFND 1 2,557,757 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 2,019 1,760 SH   DFND 1 1,760 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 19,363 16,880 SH   SOLE   16,880 0 0
BANK OF HAWAII CORP COM 062540109 206 3,400 SH   SOLE   3,400 0 0
BANK MUTUAL CORP COM 063750103 100 15,750 SH   SOLE   15,750 0 0
BANK OF THE OZARKS COM 063904106 803 11,800 SH   SOLE   11,800 0 0
BANK OF NY MELLON CORP COM 064058100 942 26,702 SH   SOLE   26,702 0 0
BANKRATE INC COM 06647F102 414 24,450 SH   DFND 1 24,450 0 0
BANKRATE INC COM 06647F102 309 18,250 SH   SOLE   18,250 0 0
BANNER CORP COM NEW 06652V208 464 11,250 SH   DFND 1 11,250 0 0
BANNER CORP COM NEW 06652V208 2,001 48,550 SH   SOLE   48,550 0 0
BARD (C.R.) INC COM 067383109 17,240 116,500 SH   DFND 1 116,500 0 0
BARD (C.R.) INC COM 067383109 15,575 105,250 SH   SOLE   105,250 0 0
BARNES & NOBLE INC COM 067774109 283 13,550 SH   SOLE   13,550 0 0
BARNES GROUP INC COM 067806109 662 17,200 SH   SOLE   17,200 0 0
BASIC ENERGY SERVICES INC COM 06985P100 267 9,750 SH   SOLE   9,750 0 0
BAXTER INTERNATIONAL COM 071813109 33,332 453,010 SH   DFND 1 453,010 0 0
BAXTER INTERNATIONAL COM 071813109 56,544 768,465 SH   SOLE   768,465 0 0
BBCN BANCORP INC COM 073295107 4,620 269,530 SH   DFND 1 269,530 0 0
BBCN BANCORP INC COM 073295107 7,157 417,570 SH   SOLE   417,570 0 0
BE AEROSPACE INC COM 073302101 12,138 139,857 SH   SOLE   139,857 0 0
BE AEROSPACE INC COM 073302101 7,084 81,620 SH   DFND 1 81,620 0 0
BEAM INC COM 073730103 321 3,850 SH   SOLE   3,850 0 0
BECTON DICKINSON AND CO COM 075887109 1,440 12,300 SH   DFND 1 12,300 0 0
BECTON DICKINSON AND CO COM 075887109 3,946 33,700 SH   SOLE   33,700 0 0
BED BATH & BEYOND INC COM 075896100 347 5,050 SH   SOLE   5,050 0 0
BELDEN INC COM 077454106 1,105 15,875 SH   SOLE   15,875 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 444 19,600 SH   SOLE   19,600 0 0
WR BERKLEY CORP COM 084423102 3,383 81,275 SH   SOLE   81,275 0 0
WR BERKLEY CORP COM 084423102 1,276 30,650 SH   DFND 1 30,650 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 8,017 64,150 SH   DFND 1 64,150 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 31,339 250,769 SH   SOLE   250,769 0 0
BEST BUY CO INC COM 086516101 3,033 114,850 SH   DFND 1 114,850 0 0
BEST BUY CO INC COM 086516101 7,580 287,025 SH   SOLE   287,025 0 0
BIGLARI HOLDINGS INC COM 08986R101 251 515 SH   SOLE   515 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 249 9,000 SH   SOLE   9,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 8,911 130,643 SH   SOLE   130,643 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,833 85,520 SH   DFND 1 85,520 0 0
BIOGEN IDEC INC COM 09062X103 1,682 5,500 SH   SOLE   5,500 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,609 78,512 SH   SOLE   78,512 0 0
BIOSCRIP, INC. COM 09069N108 3,895 558,000 SH   DFND 1 558,000 0 0
BIOSCRIP, INC. COM 09069N108 5,482 785,330 SH   SOLE   785,330 0 0
BJ'S RESTAURANTS INC COM 09180C106 298 9,100 SH   SOLE   9,100 0 0
BLACKBAUD INC COM 09227Q100 526 16,800 SH   SOLE   16,800 0 0
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 3,355 422,520 SH   SOLE   422,520 0 0
BLACKROCK ENHANCED EQUITY DIVI COM 09251A104 5,027 633,180 SH   DFND 1 633,180 0 0
BLACKROCK KELSO CAPITAL CORP NOTE 5.500% 092533AB4 3,448 3,300,000 SH   SOLE   3,300,000 0 0
BLOOMIN' BRANDS INC COM 094235108 2,627 109,000 SH   SOLE   109,000 0 0
BLOOMIN' BRANDS INC COM 094235108 715 29,650 SH   DFND 1 29,650 0 0
BLUCORA INC COM 095229100 302 15,350 SH   SOLE   15,350 0 0
BOEING CO COM 097023105 63,103 502,850 SH   DFND 1 502,850 0 0
BOEING CO COM 097023105 100,372 799,838 SH   SOLE   799,838 0 0
BOOZ ALLEN HAMILTON HOLDING CO CL A 099502106 993 45,150 SH   DFND 1 45,150 0 0
BOOZ ALLEN HAMILTON HOLDING CO CL A 099502106 1,591 72,300 SH   SOLE   72,300 0 0
BORGWARNER INC COM 099724106 2,410 39,200 SH   DFND 1 39,200 0 0
BORGWARNER INC COM 099724106 4,020 65,390 SH   SOLE   65,390 0 0
BOSTON BEER CO INC CL A 100557107 783 3,200 SH   SOLE   3,200 0 0
BOSTON PRIVATE FINL HOLDINGS COM 101119105 394 29,100 SH   SOLE   29,100 0 0
BOSTON PROPERTIES INC COM 101121101 2,494 21,773 SH   DFND 1 21,773 0 0
BOSTON PROPERTIES INC COM 101121101 12,313 107,506 SH   SOLE   107,506 0 0
BOSTON SCIENTIFIC CORP COM 101137107 420 31,050 SH   SOLE   31,050 0 0
BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 476 13,550 SH   SOLE   13,550 0 0
BOYD GAMING CORP COM 103304101 363 27,500 SH   SOLE   27,500 0 0
BRADY CORP CL A 104674106 466 17,150 SH   SOLE   17,150 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 604 41,804 SH   SOLE   41,804 0 0
BRIGGS & STRATTON CORP COM 109043109 397 17,840 SH   DFND 1 17,840 0 0
BRIGGS & STRATTON CORP COM 109043109 1,839 82,660 SH   SOLE   82,660 0 0
BRINKER INTERNATIONAL INC COM 109641100 270 5,155 SH   SOLE   5,155 0 0
BRINKS CO COM 109696104 497 17,400 SH   DFND 1 17,400 0 0
BRINKS CO COM 109696104 478 16,760 SH   SOLE   16,760 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 185 3,560 SH   DFND 2 1,560 0 2,000
BRISTOL MYERS SQUIBB CO COM 110122108 16 310 SH   DFND 2 0 0 310
BRISTOL-MYERS SQUIBB CO COM 110122108 2,005 38,598 SH   SOLE   38,598 0 0
BRISTOW GROUP INC COM 110394103 1,001 13,250 SH   SOLE   13,250 0 0
BRISTOW GROUP INC NOTE 3.000% 110394AC7 1,730 1,399,000 SH   SOLE   1,399,000 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 226 10,600 SH   SOLE   10,600 0 0
BROADCOM CORP CL A 111320107 408 12,950 SH   SOLE   12,950 0 0
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BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 15,112 406,880 SH   SOLE   406,880 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 5,467 515,250 SH   SOLE   515,250 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 1,489 140,350 SH   DFND 1 140,350 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 261 7,800 SH   SOLE   7,800 0 0
BROOKLINE BANCORP INC COM 11373M107 242 25,700 SH   SOLE   25,700 0 0
BROOKS AUTOMATION INC COM 114340102 265 24,257 SH   SOLE   24,257 0 0
BROWN & BROWN INC COM 115236101 283 9,200 SH   SOLE   9,200 0 0
BROWN-FORMAN CORP CL B 115637209 340 3,787 SH   SOLE   3,787 0 0
BROWN SHOE COMPANY INC COM 115736100 396 14,925 SH   SOLE   14,925 0 0
BRUNSWICK CORP COM 117043109 324 7,150 SH   SOLE   7,150 0 0
BUCKLE INC COM 118440106 469 10,250 SH   SOLE   10,250 0 0
BUFFALO WILD WINGS INC COM 119848109 1,027 6,900 SH   SOLE   6,900 0 0
C&J ENERGY SERVICES INC COM 12467B304 488 16,750 SH   SOLE   16,750 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 972 54,785 SH   SOLE   54,785 0 0
CBS CORP CL B 124857202 8,769 141,890 SH   DFND 1 141,890 0 0
CBS CORP CL B 124857202 21,598 349,479 SH   SOLE   349,479 0 0
CBOE HOLDINGS INC COM 12503M108 379 6,700 SH   SOLE   6,700 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 339 1,300 SH   SOLE   1,300 0 0
CIGNA CORP COM 125509109 540 6,450 SH   SOLE   6,450 0 0
CLECO CORP COM 12561W105 238 4,700 SH   SOLE   4,700 0 0
CME GROUP INC COM 12572Q105 548 7,400 SH   SOLE   7,400 0 0
CMS ENERGY CORP COM 125896100 14,214 485,450 SH   DFND 1 485,450 0 0
CMS ENERGY CORP COM 125896100 15,296 522,400 SH   SOLE   522,400 0 0
CMS ENERGY CORP NOTE 5.500% 125896BD1 8,879 4,100,000 SH   SOLE   4,100,000 0 0
CNA FINANCIAL CORP COM 126117100 427 10,003 SH   DFND 1 10,003 0 0
CNA FINANCIAL CORP COM 126117100 1,542 36,097 SH   SOLE   36,097 0 0
CNO FINANCIAL GROUP INC COM 12621E103 7,998 441,880 SH   DFND 1 441,880 0 0
CNO FINANCIAL GROUP INC COM 12621E103 11,529 636,960 SH   SOLE   636,960 0 0
CSG SYSTEMS INTERNATIONAL COM 126349109 324 12,450 SH   SOLE   12,450 0 0
CSX CORP COM 126408103 30,095 1,038,850 SH   DFND 1 1,038,850 0 0
CSX CORP COM 126408103 53,221 1,837,100 SH   SOLE   1,837,100 0 0
CTS CORP COM 126501105 257 12,300 SH   SOLE   12,300 0 0
CVB FINANCIAL CORP COM 126600105 545 34,250 SH   SOLE   34,250 0 0
CVS CAREMARK CORP COM 126650100 84,427 1,127,804 SH   SOLE   1,127,804 0 0
CVS CAREMARK CORP COM 126650100 47,919 640,120 SH   DFND 1 640,120 0 0
CA INC COM 12673P105 236 7,612 SH   SOLE   7,612 0 0
CABELA'S INC COM 126804301 236 3,600 SH   SOLE   3,600 0 0
CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 1,401 83,050 SH   DFND 1 83,050 0 0
CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 5,228 309,900 SH   SOLE   309,900 0 0
CABOT CORP COM 127055101 271 4,590 SH   SOLE   4,590 0 0
CABOT OIL & GAS CORP COM 127097103 3,356 99,066 SH   DFND 1 99,066 0 0
CABOT OIL & GAS CORP COM 127097103 3,165 93,404 SH   SOLE   93,404 0 0
CACI INTERNATIONAL INC CL A 127190304 631 8,550 SH   SOLE   8,550 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 347 22,330 SH   SOLE   22,330 0 0
CAL-MAINE FOODS INC COM NEW 128030202 339 5,400 SH   SOLE   5,400 0 0
CALAMP CORP COM 128126109 340 12,200 SH   SOLE   12,200 0 0
CALGON CARBON CORP COM 129603106 428 19,600 SH   SOLE   19,600 0 0
CALLAWAY GOLF CO. COM 131193104 288 28,150 SH   SOLE   28,150 0 0
CALPINE CORP COM NEW 131347304 278 13,300 SH   DFND 1 13,300 0 0
CALPINE CORP COM NEW 131347304 1,021 48,850 SH   SOLE   48,850 0 0
CAMBREX CORP COM 132011107 209 11,100 SH   SOLE   11,100 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 13,003 193,100 SH   DFND 1 193,100 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 16,953 251,751 SH   SOLE   251,751 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 51,948 840,995 SH   DFND 1 840,995 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 100,828 1,632,312 SH   SOLE   1,632,312 0 0
CAMPBELL SOUP COMPANY COM 134429109 276 6,150 SH   DFND 1 6,150 0 0
CAMPBELL SOUP COMPANY COM 134429109 1,218 27,150 SH   SOLE   27,150 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 242 27,838 SH   SOLE   27,838 0 0
CANTEL MEDICAL CORP COM 138098108 411 12,175 SH   SOLE   12,175 0 0
CAPELLA EDUCATION CO COM 139594105 256 4,050 SH   SOLE   4,050 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,040 13,473 SH   SOLE   13,473 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 442 34,900 SH   SOLE   34,900 0 0
CARBO CERAMICS, INC. COM 140781105 207 1,500 SH   SOLE   1,500 0 0
CARDINAL FINANCIAL CORP COM 14149F109 207 11,600 SH   SOLE   11,600 0 0
CARDINAL HEALTH INC COM 14149Y108 2,810 40,150 SH   DFND 1 40,150 0 0
CARDINAL HEALTH INC COM 14149Y108 10,859 155,175 SH   SOLE   155,175 0 0
CARDTRONICS INC COM 14161H108 359 9,250 SH   DFND 1 9,250 0 0
CARDTRONICS INC COM 14161H108 1,952 50,250 SH   SOLE   50,250 0 0
CAREER EDUCATION CORP COM 141665109 157 21,050 SH   SOLE   21,050 0 0
CARLISLE COS INC COM 142339100 392 4,940 SH   SOLE   4,940 0 0
CARMAX INC COM 143130102 246 5,250 SH   SOLE   5,250 0 0
CARNIVAL CORPORATION PAIRED CTF 143658300 388 10,250 SH   SOLE   10,250 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 271 4,100 SH   SOLE   4,100 0 0
CARRIZO OIL & GAS INC COM 144577103 807 15,100 SH   SOLE   15,100 0 0
CARTER'S INC COM 146229109 326 4,200 SH   SOLE   4,200 0 0
CASEY'S GENERAL STORES INC COM 147528103 946 14,000 SH   SOLE   14,000 0 0
CASH AMERICA INTL INC COM 14754D100 397 10,250 SH   SOLE   10,250 0 0
CATAMARAN CORP COM 148887102 1,833 40,952 SH   DFND 1 40,952 0 0
CATAMARAN CORP COM 148887102 3,333 74,472 SH   SOLE   74,472 0 0
CATERPILLAR INC COM 149123101 1,709 17,200 SH   DFND 1 17,200 0 0
CATERPILLAR INC COM 149123101 2,758 27,750 SH   SOLE   27,750 0 0
CATO CORP CL A 149205106 265 9,800 SH   SOLE   9,800 0 0
CBEYOND INC COM 149847105 74 10,200 SH   SOLE   10,200 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 262 42,900 SH   SOLE   42,900 0 0
CELANESE CORP COM SER A 150870103 31,680 570,708 SH   SOLE   570,708 0 0
CELANESE CORP COM SER A 150870103 29,620 533,590 SH   DFND 1 533,590 0 0
CELGENE CORP COM 151020104 329 2,355 SH   DFND 2 0 0 2,355
CELGENE CORP COM 151020104 510 3,650 SH   DFND 1 3,650 0 0
CELGENE CORP COM 151020104 1,710 12,250 SH   SOLE   12,250 0 0
CENTENE CORP COM 15135B101 11,610 186,500 SH   DFND 1 186,500 0 0
CENTENE CORP COM 15135B101 14,613 234,750 SH   SOLE   234,750 0 0
CENTERPOINT ENERGY INC COM 15189T107 237 10,023 SH   SOLE   10,023 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 127 15,300 SH   SOLE   15,300 0 0
CENTURY ALUMINUM COMPANY COM 156431108 561 42,450 SH   DFND 1 42,450 0 0
CENTURY ALUMINUM COMPANY COM 156431108 666 50,450 SH   SOLE   50,450 0 0
CENTURYLINK INC COM 156700106 447 13,625 SH   SOLE   13,625 0 0
CERNER CORP COM 156782104 4,101 72,910 SH   DFND 1 72,910 0 0
CERNER CORP COM 156782104 6,652 118,250 SH   SOLE   118,250 0 0
CHAMBERS STREET PROPERTIES COM 157842105 167 21,500 SH   SOLE   21,500 0 0
CHARLES RIVER LABORATORIES COM 159864107 431 7,150 SH   DFND 1 7,150 0 0
CHARLES RIVER LABORATORIES COM 159864107 1,822 30,200 SH   SOLE   30,200 0 0
CHATHAM LODGING TRUST COM 16208T102 246 12,177 SH   SOLE   12,177 0 0
CHECKPOINT SYSTEMS INC COM 162825103 203 15,100 SH   SOLE   15,100 0 0
CHEESECAKE FACTORY (THE) COM 163072101 19,931 418,450 SH   DFND 1 418,450 0 0
CHEESECAKE FACTORY (THE) COM 163072101 22,216 466,430 SH   SOLE   466,430 0 0
CHEMED CORP COM 16359R103 577 6,450 SH   SOLE   6,450 0 0
CHESAPEAKE ENERGY CORP COM 165167107 304 11,850 SH   SOLE   11,850 0 0
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CHESAPEAKE ENERGY CORP NOTE 2.500% 165167CA3 6,610 6,500,000 SH   SOLE   6,500,000 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 540 20,983 SH   SOLE   20,983 0 0
CHEVRON CORP NEW COM 166764100 241 2,027 SH   DFND 2 757 0 1,270
CHEVRON CORP NEW COM 166764100 12 100 SH   DFND 2 0 0 100
CHEVRON CORP COM 166764100 21,828 183,564 SH   DFND 1 183,564 0 0
CHEVRON CORP COM 166764100 52,321 440,009 SH   SOLE   440,009 0 0
CHICO'S FAS INC COM 168615102 197 12,300 SH   SOLE   12,300 0 0
CHILDREN'S PLACE RETAIL STORES COM 168905107 560 11,250 SH   DFND 1 11,250 0 0
CHILDREN'S PLACE RETAIL STORES COM 168905107 2,461 49,400 SH   SOLE   49,400 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 398 700 SH   SOLE   700 0 0
CHRISTOPHER & BANKS CORP COM 171046105 88 13,275 SH   SOLE   13,275 0 0
CHUBB CORP COM 171232101 518 5,800 SH   SOLE   5,800 0 0
CHURCH & DWIGHT CO INC COM 171340102 734 10,620 SH   SOLE   10,620 0 0
CIBER INC COM 17163B102 114 24,800 SH   SOLE   24,800 0 0
CIENA CORP COM NEW 171779309 3,560 156,570 SH   DFND 1 156,570 0 0
CIENA CORP COM NEW 171779309 5,054 222,272 SH   SOLE   222,272 0 0
CIMAREX ENERGY CO COM 171798101 3,953 33,190 SH   SOLE   33,190 0 0
CIMAREX ENERGY CO COM 171798101 3,517 29,525 SH   DFND 1 29,525 0 0
CINCINNATI BELL INC COM 171871106 263 76,050 SH   SOLE   76,050 0 0
CINEMARK HOLDINGS INC COM 17243V102 232 8,000 SH   SOLE   8,000 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 469 6,400 SH   SOLE   6,400 0 0
CIRRUS LOGIC INC. COM 172755100 452 22,750 SH   SOLE   22,750 0 0
CISCO SYSTEMS INC COM 17275R102 42,216 1,883,391 SH   DFND 1 1,883,391 0 0
CISCO SYSTEMS INC COM 17275R102 78,705 3,511,270 SH   SOLE   3,511,270 0 0
CITIGROUP INC COM NEW 172967424 139,135 2,923,001 SH   SOLE   2,923,001 0 0
CITIGROUP INC COM NEW 172967424 83,205 1,748,010 SH   DFND 1 1,748,010 0 0
CITRIX SYSTEMS INC COM 177376100 2,125 37,000 SH   DFND 1 37,000 0 0
CITRIX SYSTEMS INC COM 177376100 3,471 60,420 SH   SOLE   60,420 0 0
CITY HOLDING CO COM 177835105 256 5,700 SH   SOLE   5,700 0 0
CITY NATIONAL CORP COM 178566105 289 3,670 SH   SOLE   3,670 0 0
CLARCOR INC COM 179895107 6,234 108,700 SH   DFND 1 108,700 0 0
CLARCOR INC COM 179895107 9,118 158,980 SH   SOLE   158,980 0 0
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CLEARWATER PAPER CORP COM 18538R103 479 7,650 SH   SOLE   7,650 0 0
CLIFFS NATRUAL RESOURCES COM 18683K101 2,159 105,500 SH   SOLE   105,500 0 0
CLIFFS NATRUAL RESOURCES COM 18683K101 845 41,300 SH   DFND 1 41,300 0 0
CLOROX CO COM 189054109 273 3,100 SH   SOLE   3,100 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 780 36,900 SH   DFND 1 36,900 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 3,337 157,850 SH   SOLE   157,850 0 0
COACH INC COM 189754104 323 6,500 SH   SOLE   6,500 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 5,665 309,200 SH   SOLE   309,200 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 2,330 127,200 SH   DFND 1 127,200 0 0
COCA COLA CO COM 191216100 602 15,581 SH   DFND 2 660 0 14,921
COCA COLA CO COM 191216100 45 1,166 SH   DFND 2 0 0 1,166
COCA-COLA CO COM 191216100 1,486 38,449 SH   DFND 1 38,449 0 0
COCA-COLA CO COM 191216100 4,548 117,641 SH   SOLE   117,641 0 0
COCA-COLA REFRESH USA COM 19122T109 267 5,600 SH   SOLE   5,600 0 0
COEUR D'ALENE MINES CORP COM NEW 192108504 901 97,000 SH   DFND 1 97,000 0 0
COEUR D'ALENE MINES CORP COM NEW 192108504 673 72,400 SH   SOLE   72,400 0 0
COGENT COMMUNICATIONS GROUP COM NEW 19239V302 9,215 259,352 SH   DFND 1 259,352 0 0
COGENT COMMUNICATIONS GROUP COM NEW 19239V302 13,520 380,512 SH   SOLE   380,512 0 0
COGNEX CORP COM 192422103 1,019 30,100 SH   SOLE   30,100 0 0
COGNIZANT TECH SOLUTIONS CORP CL A 192446102 721 14,250 SH   SOLE   14,250 0 0
COHERENT INC COM 192479103 595 9,100 SH   SOLE   9,100 0 0
COLFAX CORP COM 194014106 606 8,500 SH   DFND 1 8,500 0 0
COLFAX CORP COM 194014106 2,229 31,250 SH   SOLE   31,250 0 0
COLGATE-PALMOLIVE CO COM 194162103 2,618 40,350 SH   DFND 1 40,350 0 0
COLGATE-PALMOLIVE CO COM 194162103 10,937 168,600 SH   SOLE   168,600 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 5,833 204,530 SH   SOLE   204,530 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 3,687 129,290 SH   DFND 1 129,290 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 209 13,700 SH   SOLE   13,700 0 0
COMCAST CORP CL A 20030N101 138,274 2,763,264 SH   SOLE   2,763,264 0 0
COMCAST CORP CL A 20030N101 67,137 1,341,663 SH   DFND 1 1,341,663 0 0
COMERICA INC COM 200340107 27,703 534,800 SH   DFND 1 534,800 0 0
COMERICA INC COM 200340107 34,201 660,250 SH   SOLE   660,250 0 0
COMMERCE BANCSHARES INC. COM 200525103 292 6,283 SH   SOLE   6,283 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 284 10,800 SH   SOLE   10,800 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 5,500 140,416 SH   SOLE   140,416 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,402 35,800 SH   DFND 1 35,800 0 0
COMMVAULT SYSTEMS INC COM 204166102 224 3,450 SH   SOLE   3,450 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 215 2,600 SH   SOLE   2,600 0 0
COMPUTER SCIENCES CORP COM 205363104 1,812 29,800 SH   DFND 1 29,800 0 0
COMPUTER SCIENCES CORP COM 205363104 6,870 112,950 SH   SOLE   112,950 0 0
COMPUWARE CORP COM 205638109 177 16,900 SH   SOLE   16,900 0 0
COMSCORE INC COM 20564W105 385 11,750 SH   SOLE   11,750 0 0
COMSTOCK RESOURCES INC COM NEW 205768203 370 16,200 SH   SOLE   16,200 0 0
CONAGRA FOODS INC COM 205887102 306 9,850 SH   SOLE   9,850 0 0
CONCHO RESOURCES INC COM 20605P101 11,923 97,330 SH   DFND 1 97,330 0 0
CONCHO RESOURCES INC COM 20605P101 19,726 161,031 SH   SOLE   161,031 0 0
CONCUR TECHNOLOGIES, INC. COM 206708109 362 3,650 SH   SOLE   3,650 0 0
CONMED CORP COM 207410101 432 9,950 SH   SOLE   9,950 0 0
CONOCOPHILLIPS COM 20825C104 2,022 28,749 SH   SOLE   28,749 0 0
CONSOL ENERGY INC COM 20854P109 214 5,350 SH   SOLE   5,350 0 0
CONSOLIDATED EDISON INC COM 209115104 368 6,850 SH   SOLE   6,850 0 0
CONSTELLATION BRANDS INC CL A 21036P108 331 3,900 SH   SOLE   3,900 0 0
CONTANGO OIL & GAS CO COM NEW 21075N204 270 5,650 SH   SOLE   5,650 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 3,559 1,750,000 SH   SOLE   1,750,000 0 0
COOPER COMPANIES INC COM NEW 216648402 2,266 16,500 SH   DFND 1 16,500 0 0
COOPER COMPANIES INC COM NEW 216648402 3,949 28,750 SH   SOLE   28,750 0 0
COPART, INC. COM 217204106 315 8,650 SH   SOLE   8,650 0 0
CORESITE REALTY CORP COM 21870Q105 411 13,264 SH   DFND 1 13,264 0 0
CORESITE REALTY CORP COM 21870Q105 785 25,312 SH   SOLE   25,312 0 0
CORELOGIC INC COM 21871D103 17,279 575,202 SH   DFND 1 575,202 0 0
CORELOGIC INC COM 21871D103 18,162 604,598 SH   SOLE   604,598 0 0
CORNING INC COM 219350105 682 32,750 SH   SOLE   32,750 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 886 33,257 SH   SOLE   33,257 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 893 28,514 SH   SOLE   28,514 0 0
CORVEL CORP COM 221006109 206 4,150 SH   SOLE   4,150 0 0
COSTCO WHOLESALE CORP COM 22160K105 1,150 10,300 SH   SOLE   10,300 0 0
COUSINS PROPERTIES INC COM 222795106 1,671 145,720 SH   SOLE   145,720 0 0
COVANCE INC COM 222816100 3,574 34,400 SH   DFND 1 34,400 0 0
COVANCE INC COM 222816100 5,866 56,460 SH   SOLE   56,460 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 846 8,700 SH   SOLE   8,700 0 0
CRANE CO. COM 224399105 270 3,800 SH   SOLE   3,800 0 0
CRAY INC COM NEW 225223304 821 22,000 SH   DFND 1 22,000 0 0
CRAY INC COM NEW 225223304 1,500 40,200 SH   SOLE   40,200 0 0
CREE INC COM 225447101 1,971 34,850 SH   DFND 1 34,850 0 0
CREE INC COM 225447101 6,623 117,100 SH   SOLE   117,100 0 0
CROCS INC COM 227046109 504 32,300 SH   SOLE   32,300 0 0
CROWN CASTLE INTL CORP COM 228227104 2,402 32,550 SH   DFND 1 32,550 0 0
CROWN CASTLE INTL CORP COM 228227104 11,794 159,850 SH   SOLE   159,850 0 0
CROWN CASTLE INTL CORP CNV PFD STK SR 228227500 2,021 20,000 SH   SOLE   20,000 0 0
CROWN HOLDINGS INC COM 228368106 508 11,350 SH   SOLE   11,350 0 0
CUBESMART LP COM 229663109 1,128 65,722 SH   SOLE   65,722 0 0
CUBIC CORP COM 229669106 388 7,600 SH   SOLE   7,600 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 421 5,750 SH   SOLE   5,750 0 0
CULLEN/FROST BANKERS, INC. COM 229899109 318 4,100 SH   SOLE   4,100 0 0
CUMMINS INC COM 231021106 611 4,100 SH   SOLE   4,100 0 0
CURTISS-WRIGHT CORP COM 231561101 1,109 17,450 SH   SOLE   17,450 0 0
CYBERONICS COM 23251P102 578 8,850 SH   SOLE   8,850 0 0
CYNOSURE INC CL A 232577205 208 7,100 SH   SOLE   7,100 0 0
CYPRESS SEMICONDUCTOR CORP. COM 232806109 112 10,950 SH   SOLE   10,950 0 0
CYTEC INDUSTRIES INC COM 232820100 269 2,760 SH   SOLE   2,760 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 801 101,616 SH   SOLE   101,616 0 0
DDR CORP COM 23317H102 1,182 71,700 SH   DFND 1 71,700 0 0
DDR CORP COM 23317H102 5,514 334,576 SH   SOLE   334,576 0 0
DST SYSTEMS INC COM 233326107 6,359 67,087 SH   SOLE   67,087 0 0
DST SYSTEMS INC COM 233326107 1,680 17,723 SH   DFND 1 17,723 0 0
DTE ENERGY CO COM 233331107 308 4,150 SH   SOLE   4,150 0 0
DXP ENTERPRISES INC COM NEW 233377407 365 3,850 SH   SOLE   3,850 0 0
DAKTRONICS INC COM 234264109 201 14,000 SH   SOLE   14,000 0 0
DANAHER CORP COM 235851102 1,058 14,100 SH   SOLE   14,100 0 0
DANAHER CORP NOTE 1/ 235851AF9 6,871 3,150,000 SH   SOLE   3,150,000 0 0
DARLING INTERNATIONAL INC COM 237266101 1,198 59,850 SH   SOLE   59,850 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 8,469 123,000 SH   SOLE   123,000 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 2,782 40,400 SH   DFND 1 40,400 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 792 16,100 SH   SOLE   16,100 0 0
DECKERS OUTDOOR CORP COM 243537107 215 2,700 SH   SOLE   2,700 0 0
DEERE & CO COM 244199105 790 8,700 SH   SOLE   8,700 0 0
DELTA AIR LINES INC COM NEW 247361702 51,291 1,480,260 SH   DFND 1 1,480,260 0 0
DELTA AIR LINES INC COM NEW 247361702 98,822 2,852,010 SH   SOLE   2,852,010 0 0
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DISNEY WALT CO COM DISNEY 254687106 538 6,716 SH   DFND 2 635 0 6,081
WALT DISNEY COMPANY COM DISNEY 254687106 3,062 38,247 SH   SOLE   38,247 0 0
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DOMINO'S PIZZA INC COM 25754A201 331 4,300 SH   SOLE   4,300 0 0
DOMTAR CORP COM NEW 257559203 1,190 10,600 SH   SOLE   10,600 0 0
DOMTAR CORP COM NEW 257559203 449 4,000 SH   DFND 1 4,000 0 0
DONALDSON COMPANY, INC. COM 257651109 439 10,350 SH   SOLE   10,350 0 0
RR DONNELLEY & SONS CO COM 257867101 275 15,350 SH   SOLE   15,350 0 0
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DOVER CORP COM 260003108 327 4,000 SH   SOLE   4,000 0 0
DOW CHEMICAL CO/THE COM 260543103 38,337 788,993 SH   SOLE   788,993 0 0
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DR PEPPER SNAPPLE GROUP COM 26138E109 253 4,650 SH   SOLE   4,650 0 0
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DRESSER-RAND GROUP INC COM 261608103 345 5,900 SH   SOLE   5,900 0 0
DREW INDUSTRIES INC. COM NEW 26168L205 436 8,050 SH   SOLE   8,050 0 0
DRIL-QUIP INC COM 262037104 4,658 41,550 SH   DFND 1 41,550 0 0
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DU PONT (EI) DE NEMOURS & CO COM 263534109 1,460 21,761 SH   SOLE   21,761 0 0
DUKE REALTY LP COM NEW 264411505 2,194 129,970 SH   SOLE   129,970 0 0
DUKE ENERGY CORP COM NEW 26441C204 1,179 16,552 SH   SOLE   16,552 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 3,578 71,300 SH   DFND 1 71,300 0 0
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DYCOM INDUSTRIES INC COM 267475101 389 12,300 SH   SOLE   12,300 0 0
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ERA GROUP INC COM 26885G109 201 6,850 SH   SOLE   6,850 0 0
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EDISON INTERNATIONAL INC COM 281020107 433 7,650 SH   SOLE   7,650 0 0
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EHEALTH INC COM 28238P109 345 6,800 SH   SOLE   6,800 0 0
8X8 INC COM 282914100 322 29,800 SH   SOLE   29,800 0 0
EL PASO ELECTRIC CO COM NEW 283677854 525 14,700 SH   SOLE   14,700 0 0
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EMCOR GROUP INC COM 29084Q100 16,032 342,628 SH   DFND 1 342,628 0 0
EMCOR GROUP INC COM 29084Q100 23,737 507,309 SH   SOLE   507,309 0 0
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EMERSON ELECTRIC CO COM 291011104 1,102 16,500 SH   SOLE   16,500 0 0
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EMPIRE STATE REALTY TRUST INC CL A 292104106 397 26,243 SH   SOLE   26,243 0 0
EMPLOYERS HOLDINGS COM 292218104 231 11,400 SH   SOLE   11,400 0 0
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ENERGEN CORP COM 29265N108 2,069 25,600 SH   SOLE   25,600 0 0
ENERGEN CORP COM 29265N108 1,806 22,350 SH   DFND 1 22,350 0 0
ENERGIZER HOLDINGS INC COM 29266R108 489 4,850 SH   SOLE   4,850 0 0
ENERSYS COM 29275Y102 1,192 17,200 SH   SOLE   17,200 0 0
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ENGILITY HOLDINGS INC COM 29285W104 282 6,252 SH   SOLE   6,252 0 0
ENPRO INDUSTRIES INC COM 29355X107 560 7,700 SH   SOLE   7,700 0 0
ENSIGN GROUP INC/THE COM 29358P101 314 7,200 SH   SOLE   7,200 0 0
ENTERGY CORP COM 29364G103 281 4,200 SH   SOLE   4,200 0 0
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EQUINIX INC COM NEW 29444U502 702 3,800 SH   SOLE   3,800 0 0
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EQUITY ONE ABS INC COM 294752100 599 26,817 SH   SOLE   26,817 0 0
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ERIE INDEMNITY CO CL A 29530P102 412 5,900 SH   DFND 1 5,900 0 0
ERIE INDEMNITY CO CL A 29530P102 310 4,450 SH   SOLE   4,450 0 0
ESSEX PROPERTY TRUST INC COM 297178105 3,800 22,349 SH   SOLE   22,349 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 261 2,450 SH   SOLE   2,450 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 242 9,500 SH   SOLE   9,500 0 0
E2OPEN INC COM 29788A104 5,816 246,734 SH   DFND 1 246,734 0 0
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EVERCORE PARTNERS INC CLASS A 29977A105 718 13,000 SH   DFND 1 13,000 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 3,337 60,400 SH   SOLE   60,400 0 0
EXAR CORP. COM 300645108 207 17,300 SH   SOLE   17,300 0 0
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EXELON CORP COM 30161N101 675 20,124 SH   SOLE   20,124 0 0
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EXELON CORP COM 30161N101 20 605 SH   DFND 2 0 0 605
EXELIS INC COM 30162A108 1,376 72,381 SH   DFND 1 72,381 0 0
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EXPONENT INC COM 30214U102 360 4,800 SH   SOLE   4,800 0 0
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EZCORP INC CL A NON VTG 302301106 214 19,850 SH   SOLE   19,850 0 0
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EXXON MOBIL CORP COM 30231G102 1,070 10,956 SH   DFND 2 2,054 0 8,902
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FEI COMPANY COM 30241L109 1,587 15,400 SH   SOLE   15,400 0 0
FMC CORP COM NEW 302491303 5,720 74,710 SH   DFND 1 74,710 0 0
FMC CORP COM NEW 302491303 9,098 118,834 SH   SOLE   118,834 0 0
FMC TECHNOLOGIES INC COM 30249U101 288 5,500 SH   SOLE   5,500 0 0
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FTD COS INC COM 30281V108 219 6,890 SH   SOLE   6,890 0 0
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FAIRCHILD SEMICON INTERNATIO COM 303726103 1,090 79,050 SH   SOLE   79,050 0 0
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FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 606 44,589 SH   SOLE   44,589 0 0
FARO TECHNOLOGIES, INC. COM 311642102 331 6,250 SH   SOLE   6,250 0 0
FASTENAL CO COM 311900104 464 9,408 SH   DFND 2 0 0 9,408
FASTENAL CO COM 311900104 2,860 58,010 SH   DFND 1 58,010 0 0
FASTENAL CO COM 311900104 4,687 95,070 SH   SOLE   95,070 0 0
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FEDEX CORP COM 31428X106 889 6,710 SH   SOLE   6,710 0 0
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FIDELITY NATIONAL FINANCIAL CL A 31620R105 671 21,351 SH   SOLE   21,351 0 0
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FINANCIAL ENGINES INC COM 317485100 939 18,500 SH   SOLE   18,500 0 0
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THE FINISH LINE- CL A CL A 317923100 1,457 53,792 SH   SOLE   53,792 0 0
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FIRST FINANCIAL BANKSHARES INC COM 32020R109 683 11,050 SH   SOLE   11,050 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 476 38,550 SH   DFND 1 38,550 0 0
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FIRST MIDWEST BANCORP INC COM 320867104 469 27,462 SH   SOLE   27,462 0 0
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FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 497 11,810 SH   DFND 2 3,000 220 8,590
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FIRST TR EXCHANGE TRADED FD NO AMER ENERGY 33738D101 3,107 127,972 SH   DFND 2 28,824 1,100 98,048
FIRST TR EXCHANGE TRADED FD NO AMER ENERGY 33738D101 981 40,420 SH   DFND 2 14,565 0 25,855
FIRST TR EXCHANGE TRADED FD FIRST TR TA HIYL 33738D408 2,531 48,424 SH   DFND 2 11,364 300 36,760
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FOOT LOCKER INC COM 344849104 536 11,400 SH   SOLE   11,400 0 0
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FORWARD AIR CORPORATION COM 349853101 514 11,150 SH   SOLE   11,150 0 0
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FRANKLIN ELECTRIC CO INC COM 353514102 608 14,300 SH   SOLE   14,300 0 0
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FRED'S INC CL A 356108100 224 12,450 SH   SOLE   12,450 0 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 805 24,342 SH   SOLE   24,342 0 0
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HB FULLER CO COM 359694106 17,115 354,490 SH   SOLE   354,490 0 0
HB FULLER CO COM 359694106 11,315 234,360 SH   DFND 1 234,360 0 0
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G & K SERVICES INC. CL A 361268105 443 7,250 SH   SOLE   7,250 0 0
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GATX CORP COM 361448103 14,012 206,420 SH   SOLE   206,420 0 0
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GT ADVANCED TECHNOLOGIES INC. COM 36191U106 841 49,350 SH   SOLE   49,350 0 0
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AUTHUR J GALLAGHER & CO COM 363576109 492 10,350 SH   SOLE   10,350 0 0
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GANNETT CO COM 364730101 5,379 194,900 SH   SOLE   194,900 0 0
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GENERAL MOTORS CO COM 37045V100 1,053 30,588 SH   SOLE   30,588 0 0
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GENTIVA HEALTH SERVICES COM 37247A102 95 10,400 SH   SOLE   10,400 0 0
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GILEAD SCIENCES INC COM 375558103 161,002 2,272,109 SH   SOLE   2,272,109 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 20,543 6,600,000 SH   SOLE   6,600,000 0 0
GLACIER BANCORP INC COM 37637Q105 788 27,100 SH   SOLE   27,100 0 0
GLATFELTER COM 377316104 429 15,750 SH   SOLE   15,750 0 0
GLIMCHER REALTY TRUST SH BEN INT 379302102 694 69,174 SH   SOLE   69,174 0 0
GLOBAL PAYMENTS INC COM 37940X102 800 11,250 SH   DFND 1 11,250 0 0
GLOBAL PAYMENTS INC COM 37940X102 3,342 47,000 SH   SOLE   47,000 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 486 23,350 SH   SOLE   23,350 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,614 9,850 SH   SOLE   9,850 0 0
GOODRICH PETROLEUM CORP COM NEW 382410405 2,650 167,489 SH   SOLE   167,489 0 0
GOODRICH PETROLEUM CORP COM NEW 382410405 722 45,611 SH   DFND 1 45,611 0 0
GOOGLE INC CL A 38259P508 231,190 207,436 SH   SOLE   207,436 0 0
GOOGLE INC CL A 38259P508 102,850 92,283 SH   DFND 1 92,283 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN IN 38376A103 629 24,951 SH   SOLE   24,951 0 0
GRACO INC COM 384109104 4,425 59,210 SH   DFND 1 59,210 0 0
GRACO INC COM 384109104 7,103 95,030 SH   SOLE   95,030 0 0
GRAFTECH INT LTD COM 384313102 379 34,750 SH   DFND 1 34,750 0 0
GRAFTECH INT LTD COM 384313102 1,393 127,550 SH   SOLE   127,550 0 0
WW GRAINGER INC COM 384802104 354 1,400 SH   SOLE   1,400 0 0
GRANITE CONSTRUCTION INC COM 387328107 2,587 64,800 SH   DFND 1 64,800 0 0
GRANITE CONSTRUCTION INC COM 387328107 3,852 96,470 SH   SOLE   96,470 0 0
GREAT PLAINS ENERGY INC COM 391164100 321 11,863 SH   SOLE   11,863 0 0
GREATBATCH INC. COM 39153L106 411 8,950 SH   SOLE   8,950 0 0
GREEN PLAINS RENEWABLE ENERGY COM 393222104 404 13,500 SH   DFND 1 13,500 0 0
GREEN PLAINS RENEWABLE ENERGY COM 393222104 1,781 59,450 SH   SOLE   59,450 0 0
GRIFFON CORP COM 398433102 191 16,030 SH   SOLE   16,030 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,607 39,700 SH   SOLE   39,700 0 0
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 398905AE9 5,439 4,500,000 SH   SOLE   4,500,000 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 8,042 163,960 SH   DFND 1 163,960 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 11,480 234,050 SH   SOLE   234,050 0 0
GULFPORT ENERGY CORP COM NEW 402635304 466 6,550 SH   SOLE   6,550 0 0
HCA HOLDINGS INC COM 40412C101 1,858 35,400 SH   DFND 1 35,400 0 0
HCA HOLDINGS INC COM 40412C101 5,355 102,000 SH   SOLE   102,000 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 21,926 481,990 SH   SOLE   481,990 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 21,494 472,500 SH   DFND 1 472,500 0 0
HCP INC COM 40414L109 4,701 121,202 SH   SOLE   121,202 0 0
HFF INC CL A 40418F108 407 12,100 SH   SOLE   12,100 0 0
HNI CORP COM 404251100 8,964 245,190 SH   DFND 1 245,190 0 0
HNI CORP COM 404251100 14,321 391,700 SH   SOLE   391,700 0 0
HAEMONETICS CORP. COM 405024100 616 18,900 SH   SOLE   18,900 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 6,648 72,710 SH   DFND 1 72,710 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 11,207 122,570 SH   SOLE   122,570 0 0
HALLIBURTON CO COM 406216101 1,175 19,950 SH   SOLE   19,950 0 0
HANCOCK HOLDING CO COM 410120109 597 16,300 SH   SOLE   16,300 0 0
HANCOCK HOLDING CO COM 410120109 487 13,300 SH   DFND 1 13,300 0 0
HANESBRANDS INC COM 410345102 589 7,700 SH   SOLE   7,700 0 0
HANGER INC COM NEW 41043F208 426 12,650 SH   SOLE   12,650 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 6,976 299,390 SH   DFND 1 299,390 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 10,223 438,762 SH   SOLE   438,762 0 0
HANOVER INSURANCE GROUP INC COM 410867105 207 3,370 SH   SOLE   3,370 0 0
HARLEY-DAVIDSON INC COM 412822108 346 5,200 SH   SOLE   5,200 0 0
HARMAN INTERNATIONAL COM 413086109 1,697 15,950 SH   DFND 1 15,950 0 0
HARMAN INTERNATIONAL COM 413086109 6,443 60,550 SH   SOLE   60,550 0 0
HARMONIC INC COM 413160102 257 35,950 SH   SOLE   35,950 0 0
HARTE-HANKS INC COM 416196103 141 15,950 SH   SOLE   15,950 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 370 10,500 SH   SOLE   10,500 0 0
HATTERAS FINANCIAL CORP COM 41902R103 2,089 110,800 SH   DFND 1 110,800 0 0
HATTERAS FINANCIAL CORP COM 41902R103 4,951 262,650 SH   SOLE   262,650 0 0
HAVERTY FURNITURE COM 419596101 217 7,300 SH   SOLE   7,300 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 243 4,500 SH   SOLE   4,500 0 0
HEALTHCARE SERVICES GROUP COM 421906108 742 25,537 SH   SOLE   25,537 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 1,812 75,012 SH   SOLE   75,012 0 0
HEADWATERS INC COM 42210P102 353 26,700 SH   SOLE   26,700 0 0
HEALTH CARE REIT INC COM 42217K106 1,203 20,187 SH   DFND 1 20,187 0 0
HEALTH CARE REIT INC COM 42217K106 7,793 130,760 SH   SOLE   130,760 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 6,811 123,125 SH   SOLE   123,125 0 0
HEALTH CARE REIT INC NOTE 3.000% 42217KAR7 10,534 8,875,000 SH   SOLE   8,875,000 0 0
HEALTH NET INC COM 42222G108 210 6,180 SH   SOLE   6,180 0 0
HEALTHSTREAM INC COM 42222N103 200 7,500 SH   SOLE   7,500 0 0
HEALTHWAYS INC COM 422245100 219 12,800 SH   SOLE   12,800 0 0
HEALTHCARE TRUST OF AMERICA IN CL A 42225P105 405 35,600 SH   SOLE   35,600 0 0
HEARTLAND EXPRESS INC COM 422347104 413 18,198 SH   SOLE   18,198 0 0
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 555 13,400 SH   SOLE   13,400 0 0
HELMERICH & PAYNE INC COM 423452101 4,310 40,075 SH   SOLE   40,075 0 0
HELMERICH & PAYNE INC COM 423452101 4,541 42,215 SH   DFND 1 42,215 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 369 6,610 SH   SOLE   6,610 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 296 50,797 SH   SOLE   50,797 0 0
HERSHEY COMPANY/THE COM 427866108 365 3,500 SH   SOLE   3,500 0 0
HESS CORP COM 42809H107 535 6,450 SH   SOLE   6,450 0 0
HEWLETT-PACKARD CO COM 428236103 2,587 79,950 SH   DFND 1 79,950 0 0
HEWLETT-PACKARD CO COM 428236103 9,219 284,886 SH   SOLE   284,886 0 0
HIBBETT SPORTS INC COM 428567101 500 9,450 SH   SOLE   9,450 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 86 11,850 SH   SOLE   11,850 0 0
HIGHWOODS PROPERTIES INC COM 431284108 1,366 35,562 SH   SOLE   35,562 0 0
HILLENBRAND INC COM 431571108 742 22,950 SH   SOLE   22,950 0 0
HILLSHIRE BRANDS CO COM 432589109 354 9,500 SH   SOLE   9,500 0 0
HITTITE MICROWAVE CORP COM 43365Y104 722 11,450 SH   SOLE   11,450 0 0
HOLLYFRONTIER CORP COM 436106108 6,409 134,690 SH   DFND 1 134,690 0 0
HOLLYFRONTIER CORP COM 436106108 8,512 178,890 SH   SOLE   178,890 0 0
HOLOGIC INC COM 436440101 13,785 641,150 SH   SOLE   641,150 0 0
HOLOGIC INC COM 436440101 14,015 651,850 SH   DFND 1 651,850 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 12,602 11,000,000 SH   SOLE   11,000,000 0 0
HOLOGIC INC DEBT 2.000% 436440AC5 2,049 2,000,000 SH   SOLE   2,000,000 0 0
HOME BANCSHARES INC COM 436893200 595 17,290 SH   SOLE   17,290 0 0
HOME DEPOT INC COM 437076102 15,810 199,800 SH   DFND 1 199,800 0 0
HOME DEPOT INC COM 437076102 65,567 828,600 SH   SOLE   828,600 0 0
HOME PROPERTIES INC COM 437306103 1,250 20,787 SH   SOLE   20,787 0 0
HOMEAWAY INC COM 43739Q100 4,748 126,050 SH   SOLE   126,050 0 0
HOMEAWAY INC COM 43739Q100 3,112 82,610 SH   DFND 1 82,610 0 0
HONEYWELL INTERNATIONAL COM 438516106 18,628 200,816 SH   DFND 1 200,816 0 0
HONEYWELL INTERNATIONAL COM 438516106 43,823 472,434 SH   SOLE   472,434 0 0
HORACE MANN EDUCATORS CORP COM 440327104 422 14,550 SH   DFND 1 14,550 0 0
HORACE MANN EDUCATORS CORP COM 440327104 745 25,700 SH   SOLE   25,700 0 0
HORNBECK OFFSHORE SERV COM 440543106 493 11,800 SH   SOLE   11,800 0 0
HORNBECK OFFSHORE SERV NOTE 1.500% 440543AN6 5,133 4,500,000 SH   SOLE   4,500,000 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1,054 36,699 SH   SOLE   36,699 0 0
HOST HOTELS & RESORTS INC COM 44107P104 16,552 817,808 SH   DFND 1 817,808 0 0
HOST HOTELS & RESORTS INC COM 44107P104 21,631 1,068,725 SH   SOLE   1,068,725 0 0
HUB GROUP INC- CL A CL A 443320106 508 12,700 SH   SOLE   12,700 0 0
HUBBELL INC CL B 443510201 495 4,130 SH   SOLE   4,130 0 0
HUDSON CITY BANCORP INC COM 443683107 110 11,150 SH   SOLE   11,150 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 582 25,249 SH   SOLE   25,249 0 0
HUMANA INC COM 444859102 2,508 22,250 SH   DFND 1 22,250 0 0
HUMANA INC COM 444859102 9,654 85,650 SH   SOLE   85,650 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 2,899 40,310 SH   DFND 1 40,310 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 4,905 68,196 SH   SOLE   68,196 0 0
HUNTINGTON BANCSHARES INC COM 446150104 29,995 3,008,521 SH   SOLE   3,008,521 0 0
HUNTINGTON BANCSHARES INC COM 446150104 25,941 2,601,900 SH   DFND 1 2,601,900 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 6,037 4,750 SH   SOLE   4,750 0 0
HUNTINGTON INGALLS INDUS COM 446413106 14,352 140,350 SH   DFND 1 140,350 0 0
HUNTINGTON INGALLS INDUS COM 446413106 15,390 150,501 SH   SOLE   150,501 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 1,392 19,500 SH   DFND 1 19,500 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 2,113 29,600 SH   SOLE   29,600 0 0
ICU MEDICAL INC COM 44930G107 290 4,850 SH   SOLE   4,850 0 0
IPC THE HOSPITALIST CO INC COM 44984A105 304 6,200 SH   SOLE   6,200 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 505 17,600 SH   DFND 1 17,600 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 2,045 71,300 SH   SOLE   71,300 0 0
IXIA COM 45071R109 257 20,550 SH   SOLE   20,550 0 0
ITT CORP COM NEW 450911201 301 7,050 SH   SOLE   7,050 0 0
ICONIX BRAND GROUP INC COM 451055107 697 17,750 SH   SOLE   17,750 0 0
IDACORP INC COM 451107106 212 3,830 SH   SOLE   3,830 0 0
IDEX CORP COM 45167R104 456 6,250 SH   SOLE   6,250 0 0
IDEXX LABORATORIES INC COM 45168D104 486 4,000 SH   SOLE   4,000 0 0
IGATE CORP COM 45169U105 1,183 37,500 SH   SOLE   37,500 0 0
IGATE CORP COM 45169U105 229 7,250 SH   DFND 1 7,250 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 5,050 358,892 SH   DFND 1 358,892 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 7,157 508,645 SH   SOLE   508,645 0 0
ILLINOIS TOOL WORKS INC COM 452308109 748 9,200 SH   SOLE   9,200 0 0
ILLUMINA INC COM 452327109 32,534 218,850 SH   SOLE   218,850 0 0
ILLUMINA INC COM 452327109 34,400 231,400 SH   DFND 1 231,400 0 0
IMPAX LABORATORIES INC COM 45256B101 1,719 65,050 SH   SOLE   65,050 0 0
IMPAX LABORATORIES INC COM 45256B101 297 11,250 SH   DFND 1 11,250 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 341 8,650 SH   SOLE   8,650 0 0
INFINITY PROP & CASUALTY COM 45665Q103 284 4,200 SH   SOLE   4,200 0 0
INFORMATICA CORP COM 45666Q102 9,393 248,630 SH   DFND 1 248,630 0 0
INFORMATICA CORP COM 45666Q102 14,223 376,470 SH   SOLE   376,470 0 0
INGRAM MICRO INC CL A 457153104 353 11,950 SH   SOLE   11,950 0 0
INGREDION INC COM 457187102 14,556 213,800 SH   DFND 1 213,800 0 0
INGREDION INC COM 457187102 19,433 285,445 SH   SOLE   285,445 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 598 56,682 SH   SOLE   56,682 0 0
INSIGHT ENTERPRISES INC COM 45765U103 381 15,175 SH   SOLE   15,175 0 0
INNOPHOS HOLDINGS INC COM 45774N108 459 8,100 SH   SOLE   8,100 0 0
INSPERITY INC. COM 45778Q107 257 8,300 SH   SOLE   8,300 0 0
INSULET CORP COM 45784P101 455 9,600 SH   DFND 1 9,600 0 0
INSULET CORP COM 45784P101 1,691 35,650 SH   SOLE   35,650 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 396 8,600 SH   SOLE   8,600 0 0
INTEGRATED DEVICE TECH INC COM 458118106 130 10,600 SH   SOLE   10,600 0 0
INTEL CORP COM 458140100 2,109 81,700 SH   DFND 1 81,700 0 0
INTEL CORP COM 458140100 4,588 177,750 SH   SOLE   177,750 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 586 500,000 SH   SOLE   500,000 0 0
INTEL CORP SDCV 3.250% 458140AF7 13,650 9,750,000 SH   SOLE   9,750,000 0 0
INTER PARFUMS INC COM 458334109 223 6,150 SH   SOLE   6,150 0 0
INTERACTIVE BROKERS GRO COM 45841N107 381 17,600 SH   SOLE   17,600 0 0
INTERACTIVE INTELLIGENCE INC COM 45841V109 413 5,700 SH   SOLE   5,700 0 0
INTERFACE INC COM 458665304 439 21,350 SH   SOLE   21,350 0 0
INTERCONTINENTAL EXCHANGE GROU COM 45866F104 534 2,700 SH   SOLE   2,700 0 0
INTERDIGITAL INC/PA COM 45867G101 419 12,650 SH   DFND 1 12,650 0 0
INTERDIGITAL INC/PA COM 45867G101 1,637 49,450 SH   SOLE   49,450 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 514 2,670 SH   DFND 2 470 0 2,200
INTERNATIONAL BUSINESS MACHS COM 459200101 6 31 SH   DFND 2 0 0 31
IBM CORP COM 459200101 1,992 10,350 SH   DFND 1 10,350 0 0
IBM CORP COM 459200101 13,022 67,650 SH   SOLE   67,650 0 0
INTERNATIONAL PAPER CO COM 460146103 474 10,321 SH   SOLE   10,321 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 378 14,450 SH   SOLE   14,450 0 0
INTUIT INC COM 461202103 521 6,700 SH   SOLE   6,700 0 0
INVACARE CORP COM 461203101 200 10,500 SH   SOLE   10,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 394 900 SH   SOLE   900 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 268 13,250 SH   SOLE   13,250 0 0
INVITRO INTL COM 461853103 1 60,500 SH   DFND 2 0 0 60,500
ION GEOPHYSICAL CORP COM 462044108 196 46,550 SH   SOLE   46,550 0 0
IROBOT CORP COM 462726100 433 10,550 SH   SOLE   10,550 0 0
ISHARES SELECT DIVID ETF 464287168 1,152 15,712 SH   DFND 2 2,305 0 13,407
ISHARES SELECT DIVID ETF 464287168 1,131 15,430 SH   DFND 2 7,670 0 7,760
ISHARES CORE S&P500 ETF 464287200 418 2,221 SH   DFND 2 1,752 0 469
ISHARES CORE S&P500 ETF 464287200 13 67 SH   DFND 2 0 0 67
ISHARES INDEX FUNDS MSCI EMG MKT ETF 464287234 2,461 60,000 SH   SOLE   60,000 0 0
ISHARES IBOXX INVESTMENT GRADE 464287242 2,537 21,693 SH   DFND 2 21,693 0 0
ISHARES GLOB HLTHCRE ETF 464287325 1,365 14,983 SH   DFND 2 5,550 145 9,288
ISHARES GLOB HLTHCRE ETF 464287325 15 160 SH   DFND 2 0 160 0
ISHARES 20+ YR TR BD ETF 464287432 1,158 10,618 SH   DFND 2 921 0 9,697
ISHARES 20+ YEAR TREASURY BOND ETF 464287432 33,232 304,598 SH   DFND 2 304,598 0 0
ISHARES RUS MID-CAP ETF 464287499 423 2,735 SH   DFND 2 115 0 2,620
ISHARES RUS MID-CAP ETF 464287499 296 1,910 SH   DFND 2 230 0 1,680
ISHARES INDEX FUNDS RUS MID-CAP ETF 464287499 2,352 15,200 SH   SOLE   15,200 0 0
ISHARES CORE S&P MCP ETF 464287507 1,007 7,328 SH   DFND 2 557 0 6,771
ISHARES CORE S&P MCP ETF 464287507 87 635 SH   DFND 2 465 0 170
ISHARES CORE S&P MID-CAP ETF 464287507 1,289 9,375 SH   DFND 2 9,375 0 0
ISHARES NASDQ BIOTEC ETF 464287556 213 900 SH   DFND 2 0 0 900
ISHARES RUSSELL 2000 ETF 464287655 1,129 9,706 SH   DFND 2 511 0 9,195
ISHARES RUSSELL 2000 ETF 464287655 198 1,705 SH   DFND 2 135 0 1,570
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 5,988 51,470 SH   DFND 1 51,470 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 18,923 162,650 SH   SOLE   162,650 0 0
ISHARES INDEX FUNDS JP MOR EM MK ETF 464288281 8,484 76,145 SH   DFND 1 76,145 0 0
ISHARES INDEX FUNDS JP MOR EM MK ETF 464288281 4,329 38,855 SH   SOLE   38,855 0 0
ISHARES NAT AMT FREE BD 464288414 654 6,113 SH   DFND 2 160 0 5,953
ISHARES NAT AMT FREE BD 464288414 102 949 SH   DFND 2 0 0 949
ISHARES INTL SEL DIV ETF 464288448 1,150 29,765 SH   DFND 2 3,900 100 25,765
ISHARES INTL SEL DIV ETF 464288448 878 22,710 SH   DFND 2 10,435 0 12,275
ISHARES INTERNATIONAL 464288448 3,943 102,034 SH   DFND 2 102,034 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 1,839 150,000 SH   DFND 1 150,000 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 1,226 100,000 SH   SOLE   100,000 0 0
ISHARES INTERM CR BD ETF 464288638 2,552 23,398 SH   DFND 2 6,417 161 16,820
ISHARES INTERM CR BD ETF 464288638 131 1,198 SH   DFND 2 115 0 1,083
ISHARES INTERMEDIATE INTERM CR BD ETF 464288638 11,661 106,923 SH   DFND 2 106,923 0 0
ISHARES 1-3 YR CR BD ETF 464288646 1,353 12,824 SH   DFND 2 4,906 83 7,835
ISHARES 1-3 YR CR BD ETF 464288646 127 1,205 SH   DFND 2 205 0 1,000
ISHARES 1-3 YEAR 1-3 YR CR BD ETF 464288646 5,959 56,492 SH   DFND 2 56,492 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 5,696 54,000 SH   DFND 1 54,000 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 26,475 251,000 SH   SOLE   251,000 0 0
ISHARES US PREFERRED STOCK ETF 464288687 1,115 28,572 SH   DFND 2 28,572 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 449 11,514 SH   DFND 1 11,514 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 2,633 67,473 SH   SOLE   67,473 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 3,908 205,271 SH   DFND 2 67,205 903 137,163
ISHARES SILVER TRUST ISHARES 46428Q109 414 21,738 SH   DFND 2 1,639 570 19,529
ISIS PHARMACEUTICALS, INC. COM 464330109 2,037 47,150 SH   DFND 1 47,150 0 0
ISIS PHARMACEUTICALS, INC. COM 464330109 4,453 103,050 SH   SOLE   103,050 0 0
ITRON INC COM 465741106 272 7,650 SH   DFND 1 7,650 0 0
ITRON INC COM 465741106 1,116 31,400 SH   SOLE   31,400 0 0
J&J SNACK FOODS CORP. COM 466032109 509 5,300 SH   SOLE   5,300 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 253 18,050 SH   SOLE   18,050 0 0
JPMORGAN CHASE & CO COM 46625H100 72,286 1,190,670 SH   DFND 1 1,190,670 0 0
JPMORGAN CHASE & CO COM 46625H100 81,972 1,350,230 SH   SOLE   1,350,230 0 0
JACK IN THE BOX INC. COM 466367109 3,012 51,100 SH   SOLE   51,100 0 0
JACK IN THE BOX INC. COM 466367109 575 9,750 SH   DFND 1 9,750 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 74,013 1,165,564 SH   DFND 1 1,165,564 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 128,412 2,022,237 SH   SOLE   2,022,237 0 0
JANUS CAPITAL GROUP INC COM 47102X105 127 11,650 SH   SOLE   11,650 0 0
JANUS CAPITAL GROUP INC NOTE 0.750% 47102XAH8 5,206 4,327,000 SH   SOLE   4,327,000 0 0
JARDEN CORP COM 471109108 571 9,550 SH   SOLE   9,550 0 0
JARDEN CORP NOTE 1.875% 471109AH1 7,996 5,750,000 SH   SOLE   5,750,000 0 0
JEFFERIES GROUP INC DBCV 3.875% 472319AG7 8,144 7,625,000 SH   SOLE   7,625,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 153 17,625 SH   SOLE   17,625 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 309 10,000 SH   SOLE   10,000 0 0
JOHNSON & JOHNSON COM 478160104 341 3,475 SH   DFND 2 745 202 2,528
JOHNSON & JOHNSON COM 478160104 18 185 SH   DFND 2 0 0 185
JOHNSON & JOHNSON COM 478160104 73,803 751,333 SH   DFND 1 751,333 0 0
JOHNSON & JOHNSON COM 478160104 143,335 1,459,173 SH   SOLE   1,459,173 0 0
JOHNSON CONTROLS INC COM 478366107 738 15,600 SH   SOLE   15,600 0 0
JONES LANG LASALLE INC COM 48020Q107 403 3,400 SH   SOLE   3,400 0 0
JOS A BANK CLOTHIERS INC COM 480838101 660 10,262 SH   SOLE   10,262 0 0
J2 GLOBAL INC COM 48123V102 3,734 74,600 SH   SOLE   74,600 0 0
J2 GLOBAL INC COM 48123V102 798 15,950 SH   DFND 1 15,950 0 0
JUNIPER NETWORKS INC COM 48203R104 15,267 592,650 SH   DFND 1 592,650 0 0
JUNIPER NETWORKS INC COM 48203R104 15,344 595,650 SH   SOLE   595,650 0 0
KBR INC COM 48242W106 305 11,450 SH   SOLE   11,450 0 0
KLA-TENCOR CORPORATION COM 482480100 270 3,900 SH   SOLE   3,900 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 471 6,600 SH   SOLE   6,600 0 0
KAMAN CORP COM 483548103 399 9,800 SH   SOLE   9,800 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 265 2,600 SH   SOLE   2,600 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 434 15,050 SH   DFND 1 15,050 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,444 84,750 SH   SOLE   84,750 0 0
KATE SPADE & CO COM 485865109 354 9,550 SH   SOLE   9,550 0 0
KELLOGG CO COM 487836108 376 6,000 SH   SOLE   6,000 0 0
KELLY SERVICES INC CL A 488152208 237 10,000 SH   SOLE   10,000 0 0
KENNAMETAL INC COM 489170100 268 6,040 SH   SOLE   6,040 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 12,433 117,750 SH   DFND 1 117,750 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 11,530 109,200 SH   SOLE   109,200 0 0
KEYCORP COM 493267108 15,070 1,058,300 SH   DFND 1 1,058,300 0 0
KEYCORP COM 493267108 13,778 967,550 SH   SOLE   967,550 0 0
KEYCORP PFD 7.75% SR A 493267405 10,254 78,875 SH   SOLE   78,875 0 0
KILROY REALTY CORP COM 49427F108 2,136 36,463 SH   SOLE   36,463 0 0
KIMBERLY CLARK CORP COM 494368103 224 2,032 SH   DFND 2 440 0 1,592
KIMBERLY CLARK CORP COM 494368103 44 400 SH   DFND 2 0 0 400
KIMBERLY-CLARK CORP COM 494368103 45,863 415,992 SH   SOLE   415,992 0 0
KIMBERLY-CLARK CORP COM 494368103 54,739 496,500 SH   DFND 1 496,500 0 0
KIMCO REALTY CORP COM 49446R109 5,613 256,544 SH   SOLE   256,544 0 0
KIMCO REALTY CORP COM 49446R109 1,227 56,100 SH   DFND 1 56,100 0 0
KINDER MORGAN INC COM 49456B101 1,384 42,600 SH   DFND 1 42,600 0 0
KINDER MORGAN INC COM 49456B101 1,545 47,550 SH   SOLE   47,550 0 0
KINDRED HEALTHCARE INC COM 494580103 461 19,700 SH   SOLE   19,700 0 0
KIRBY CORP COM 497266106 446 4,400 SH   SOLE   4,400 0 0
KITE REALTY GROUP TRUST COM 49803T102 518 86,297 SH   SOLE   86,297 0 0
KNIGHT TRANSPORTATION INC COM 499064103 509 22,000 SH   SOLE   22,000 0 0
KNOWLES CORP COM 49926D109 208 6,600 SH   SOLE   6,600 0 0
KOHLS CORP COM 500255104 4,686 82,500 SH   SOLE   82,500 0 0
KOHLS CORP COM 500255104 2,479 43,650 SH   DFND 1 43,650 0 0
KOPIN CORP COM 500600101 85 22,450 SH   SOLE   22,450 0 0
KOPPERS HOLDINGS INC COM 50060P106 309 7,500 SH   SOLE   7,500 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 9,055 304,160 SH   DFND 1 304,160 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 13,610 457,170 SH   SOLE   457,170 0 0
KRAFT FOODS GROUP INC COM 50076Q106 5,218 93,013 SH   DFND 1 93,013 0 0
KRAFT FOODS GROUP INC COM 50076Q106 13,092 233,369 SH   SOLE   233,369 0 0
KRATON PERFORMANCE POLYMERS IN COM 50077C106 311 11,900 SH   SOLE   11,900 0 0
KROGER CO COM 501044101 2,713 62,150 SH   DFND 1 62,150 0 0
KROGER CO COM 501044101 10,493 240,400 SH   SOLE   240,400 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 1,460 115,800 SH   DFND 1 115,800 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 1,456 115,450 SH   SOLE   115,450 0 0
L BRANDS INC COM 501797104 3,095 54,510 SH   DFND 1 54,510 0 0
L BRANDS INC COM 501797104 5,057 89,076 SH   SOLE   89,076 0 0
LKQ CORP COM 501889208 614 23,300 SH   SOLE   23,300 0 0
LSB INDUSTRIES INC COM 502160104 260 6,950 SH   SOLE   6,950 0 0
LSI CORPORATION COM 502161102 145 13,100 SH   SOLE   13,100 0 0
LTC PROPERTIES INC COM 502175102 861 22,872 SH   SOLE   22,872 0 0
L-3 COMMUNICATIONS HOLDINGS DEBT 3.000% 502413AW7 11,358 8,500,000 SH   SOLE   8,500,000 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 242 2,050 SH   SOLE   2,050 0 0
LA-Z-BOY INC COM 505336107 516 19,050 SH   SOLE   19,050 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 201 2,050 SH   SOLE   2,050 0 0
LABORATORY CRP OF AMER HLDGS NOTE 9/1 50540RAG7 5,551 4,215,000 SH   SOLE   4,215,000 0 0
LACLEDE GROUP INC COM 505597104 523 11,100 SH   SOLE   11,100 0 0
LAM RESEARCH CORP COM 512807108 209 3,800 SH   SOLE   3,800 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 5,281 4,550,000 SH   SOLE   4,550,000 0 0
LAMAR ADVERTISING CO CL A 512815101 1,183 23,200 SH   DFND 1 23,200 0 0
LAMAR ADVERTISING CO CL A 512815101 4,613 90,450 SH   SOLE   90,450 0 0
LANDSTAR SYSTEM INC COM 515098101 9,735 164,380 SH   DFND 1 164,380 0 0
LANDSTAR SYSTEM INC COM 515098101 13,820 233,370 SH   SOLE   233,370 0 0
LAS VEGAS SANDS CORP COM 517834107 73,667 911,948 SH   DFND 1 911,948 0 0
LAS VEGAS SANDS CORP COM 517834107 129,006 1,597,006 SH   SOLE   1,597,006 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 2,210 70,590 SH   SOLE   70,590 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 401 6,000 SH   SOLE   6,000 0 0
LENNOX INTERNATIONAL INC COM 526107107 318 3,500 SH   SOLE   3,500 0 0
LEUCADIA NATIONAL CORP COM 527288104 206 7,351 SH   SOLE   7,351 0 0
LEXINGTON REALTY TRUST COM 529043101 1,424 130,549 SH   SOLE   130,549 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 6,292 135,932 SH   SOLE   135,932 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 2,507 54,168 SH   DFND 1 54,168 0 0
LIBERTY INTERACTIVE LLC DEB 3.500% 1/1 530715AN1 2,377 4,490,412 SH   SOLE   4,490,412 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 882 30,550 SH   DFND 1 30,550 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 3,244 112,350 SH   SOLE   112,350 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,935 52,343 SH   SOLE   52,343 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 202 3,700 SH   SOLE   3,700 0 0
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LIFELOCK INC COM 53224V100 986 57,626 SH   SOLE   57,626 0 0
LIFELOCK INC COM 53224V100 269 15,694 SH   DFND 1 15,694 0 0
ELI LILLY & CO COM 532457108 678 11,523 SH   DFND 1 11,523 0 0
ELI LILLY & CO COM 532457108 1,866 31,708 SH   SOLE   31,708 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 454 6,300 SH   SOLE   6,300 0 0
LINCOLN NATIONAL CORP COM 534187109 314 6,194 SH   SOLE   6,194 0 0
LINDSAY CORPORATION COM 535555106 419 4,750 SH   SOLE   4,750 0 0
LINEAR TECHNOLOGY CORP COM 535678106 268 5,500 SH   SOLE   5,500 0 0
LINKEDIN CORP COM CL A 53578A108 3,188 17,240 SH   SOLE   17,240 0 0
LINKEDIN CORP COM CL A 53578A108 2,108 11,400 SH   DFND 1 11,400 0 0
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LITHIA MOTORS INC CL A 536797103 545 8,200 SH   SOLE   8,200 0 0
LITTELFUSE INC COM 537008104 768 8,200 SH   SOLE   8,200 0 0
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LIVEPERSON INC COM 538146101 217 18,000 SH   SOLE   18,000 0 0
LOCKHEED MARTIN CORP COM 539830109 7,419 45,448 SH   SOLE   45,448 0 0
LOCKHEED MARTIN CORP COM 539830109 2,971 18,200 SH   DFND 1 18,200 0 0
LOEWS CORP COM 540424108 315 7,150 SH   SOLE   7,150 0 0
LOGMEIN INC COM 54142L109 370 8,250 SH   SOLE   8,250 0 0
LORILLARD INC COM 544147101 462 8,550 SH   SOLE   8,550 0 0
LOUISIANA-PACIFIC CORP COM 546347105 184 10,900 SH   SOLE   10,900 0 0
LOWE'S COMPANIES INC COM 548661107 28,844 589,861 SH   DFND 1 589,861 0 0
LOWE'S COMPANIES INC COM 548661107 65,311 1,335,600 SH   SOLE   1,335,600 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 943 10,050 SH   SOLE   10,050 0 0
LUMINEX CORP. COM 55027E102 246 13,600 SH   SOLE   13,600 0 0
M&T BANK CORP COM 55261F104 14,077 116,050 SH   SOLE   116,050 0 0
M&T BANK CORP COM 55261F104 15,466 127,500 SH   DFND 1 127,500 0 0
MB FINANCIAL INC COM 55264U108 619 20,000 SH   SOLE   20,000 0 0
MDU RESOURCES GROUP INC COM 552690109 542 15,800 SH   DFND 1 15,800 0 0
MDU RESOURCES GROUP INC COM 552690109 1,902 55,425 SH   SOLE   55,425 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 11,373 498,366 SH   DFND 1 498,366 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 16,750 733,998 SH   SOLE   733,998 0 0
MKS INSTRUMENTS INC COM 55306N104 581 19,450 SH   SOLE   19,450 0 0
MRC GLOBAL INC COM 55345K103 5,374 199,340 SH   DFND 1 199,340 0 0
MRC GLOBAL INC COM 55345K103 7,782 288,640 SH   SOLE   288,640 0 0
MSC INDUSTRIAL DIRECT CO. CL A 553530106 320 3,700 SH   SOLE   3,700 0 0
MSCI INC COM 55354G100 389 9,050 SH   SOLE   9,050 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 731 4,700 SH   SOLE   4,700 0 0
MACERICH CO COM 554382101 12,684 203,500 SH   DFND 1 203,500 0 0
MACERICH CO COM 554382101 16,357 262,433 SH   SOLE   262,433 0 0
MACK-CALI REALTY CORP COM 554489104 650 31,255 SH   SOLE   31,255 0 0
MACY'S INC COM 55616P104 10,706 180,568 SH   SOLE   180,568 0 0
MACY'S INC COM 55616P104 2,775 46,800 SH   DFND 1 46,800 0 0
STEVEN MADDEN LTD COM 556269108 764 21,225 SH   SOLE   21,225 0 0
MADISON SQUARE GARDEN CO/THE CL A 55826P100 636 11,200 SH   DFND 1 11,200 0 0
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MAGELLAN HEALTH SERVICES INC COM NEW 559079207 594 10,000 SH   SOLE   10,000 0 0
MANHATTAN ASSOCIATES INC COM 562750109 976 27,850 SH   SOLE   27,850 0 0
MANITOWOC COMPANY INC COM 563571108 19,422 617,554 SH   DFND 1 617,554 0 0
MANITOWOC COMPANY INC COM 563571108 21,119 671,496 SH   SOLE   671,496 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 790 26,850 SH   SOLE   26,850 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 988 33,600 SH   DFND 1 33,600 0 0
MARATHON OIL CORP COM 565849106 67,229 1,892,695 SH   DFND 1 1,892,695 0 0
MARATHON OIL CORP COM 565849106 115,353 3,247,557 SH   SOLE   3,247,557 0 0
MARATHON PETROLEUM CORP COM 56585A102 322 3,700 SH   DFND 1 3,700 0 0
MARATHON PETROLEUM CORP COM 56585A102 1,757 20,184 SH   SOLE   20,184 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 814 13,750 SH   SOLE   13,750 0 0
MARKET VECTORS ETF TR HG YLD MUN ETF 57060U878 228 7,705 SH   DFND 2 500 700 6,505
MARKET VECTORS ETF TR HG YLD MUN ETF 57060U878 210 7,110 SH   DFND 2 2,900 0 4,210
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 2,664 47,650 SH   SOLE   47,650 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 562 10,050 SH   DFND 1 10,050 0 0
MARSH & MCLENNAN COS INC COM 571748102 634 12,850 SH   SOLE   12,850 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 7,009 125,120 SH   DFND 1 125,120 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 11,583 206,770 SH   SOLE   206,770 0 0
MARTIN MARIETTA MATERIALS COM 573284106 458 3,570 SH   SOLE   3,570 0 0
MASTERCARD INC CL A 57636Q104 21,795 291,770 SH   SOLE   291,770 0 0
MASTERCARD INC CL A 57636Q104 7,298 97,700 SH   DFND 1 97,700 0 0
MATERION CORP COM 576690101 254 7,500 SH   SOLE   7,500 0 0
MATRIX SERVICE CO COM 576853105 324 9,600 SH   SOLE   9,600 0 0
MATSON INC COM 57686G105 386 15,650 SH   SOLE   15,650 0 0
MATTEL INC COM 577081102 319 7,950 SH   SOLE   7,950 0 0
MAXIMUS, INC. COM 577933104 1,110 24,750 SH   SOLE   24,750 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 222 3,100 SH   SOLE   3,100 0 0
MCDONALD'S CORP COM 580135101 2,711 27,650 SH   SOLE   27,650 0 0
MCDONALD'S CORP COM 580135101 578 5,900 SH   DFND 1 5,900 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 1,366 17,900 SH   SOLE   17,900 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 233 3,050 SH   DFND 1 3,050 0 0
MCKESSON CORP COM 58155Q103 5,633 31,900 SH   DFND 1 31,900 0 0
MCKESSON CORP COM 58155Q103 18,141 102,742 SH   SOLE   102,742 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 393 4,728 SH   SOLE   4,728 0 0
MEADOWBROOK INSURANCE GROUP COM 58319P108 98 16,874 SH   SOLE   16,874 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 1,983 29,230 SH   SOLE   29,230 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 1,115 16,430 SH   DFND 1 16,430 0 0
MEDICAL PROPERTIES TRUST INC. COM 58463J304 1,249 97,664 SH   SOLE   97,664 0 0
MEDICINES COMPANY (THE) COM 584688105 669 23,550 SH   SOLE   23,550 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,008 18,550 SH   SOLE   18,550 0 0
MEDNAX INC COM 58502B106 483 7,800 SH   SOLE   7,800 0 0
MEDTRONIC INC COM 585055106 1,446 23,500 SH   SOLE   23,500 0 0
MEN'S WEARHOUSE INC COM 587118100 806 16,450 SH   SOLE   16,450 0 0
MERCURY SYSTEMS INC COM 589378108 160 12,150 SH   SOLE   12,150 0 0
MEREDITH CORP. COM 589433101 9,478 204,140 SH   SOLE   204,140 0 0
MEREDITH CORP. COM 589433101 6,529 140,610 SH   DFND 1 140,610 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 329 15,100 SH   SOLE   15,100 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 212 14,825 SH   SOLE   14,825 0 0
MERITAGE HOMES CORP COM 59001A102 561 13,400 SH   SOLE   13,400 0 0
METHODE ELECTRONICS INC COM 591520200 397 12,950 SH   SOLE   12,950 0 0
METLIFE INC COM 59156R108 32,130 608,520 SH   DFND 1 608,520 0 0
METLIFE INC COM 59156R108 74,646 1,413,752 SH   SOLE   1,413,752 0 0
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METTLER TOLEDO INTERNATIONAL COM 592688105 5,515 23,400 SH   DFND 1 23,400 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 8,984 38,119 SH   SOLE   38,119 0 0
MICREL INC COM 594793101 182 16,400 SH   SOLE   16,400 0 0
MICROS SYSTEMS INC COM 594901100 310 5,850 SH   SOLE   5,850 0 0
MICROSOFT CORP COM 594918104 270 6,592 SH   DFND 2 2,270 0 4,322
MICROSOFT CORP COM 594918104 3 65 SH   DFND 2 0 0 65
MICROSOFT CORP COM 594918104 18,785 458,281 SH   DFND 1 458,281 0 0
MICROSOFT CORP COM 594918104 46,950 1,145,398 SH   SOLE   1,145,398 0 0
MICROSTRATEGY INC CL A NEW 594972408 381 3,300 SH   SOLE   3,300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 9,339 195,541 SH   SOLE   195,541 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,991 125,439 SH   DFND 1 125,439 0 0
MICRON TECHNOLOGY INC COM 595112103 589 24,900 SH   SOLE   24,900 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 4,419 2,000,000 SH   SOLE   2,000,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 2,354 1,050,000 SH   SOLE   1,050,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 595112AX1 3,467 1,400,000 SH   SOLE   1,400,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 4,105 3,750,000 SH   SOLE   3,750,000 0 0
MICROSEMI CORP COM 595137100 864 34,500 SH   SOLE   34,500 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 1,646 24,103 SH   SOLE   24,103 0 0
MOBILE MINI INC COM 60740F105 648 14,950 SH   SOLE   14,950 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,318 35,100 SH   DFND 1 35,100 0 0
MOLINA HEALTHCARE INC COM 60855R100 5,238 139,450 SH   SOLE   139,450 0 0
MOLSON COORS BREWING CO CL B 60871R209 218 3,700 SH   SOLE   3,700 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 196 16,800 SH   SOLE   16,800 0 0
MONDELEZ INTERNATIONAL CL A 609207105 14,041 406,384 SH   DFND 1 406,384 0 0
MONDELEZ INTERNATIONAL CL A 609207105 33,324 964,525 SH   SOLE   964,525 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 496 12,800 SH   SOLE   12,800 0 0
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 428 14,200 SH   SOLE   14,200 0 0
MONRO MUFFLER INC COM 610236101 617 10,850 SH   SOLE   10,850 0 0
MONROE CNTY N Y INDL DEV CORP REV REV BDS 61075TBT4 12 10,000 SH   DFND 2 10,000 0 0
MONSANTO COMPANY COM 61166W101 8,322 73,150 SH   DFND 1 73,150 0 0
MONSANTO COMPANY COM 61166W101 25,294 222,328 SH   SOLE   222,328 0 0
MONSTER BEVERAGE CORP COM 611740101 5,557 80,010 SH   DFND 1 80,010 0 0
MONSTER BEVERAGE CORP COM 611740101 8,706 125,360 SH   SOLE   125,360 0 0
MONSTER WORLDWIDE INC COM 611742107 262 35,000 SH   SOLE   35,000 0 0
MOODY'S CORP COM 615369105 353 4,450 SH   SOLE   4,450 0 0
MOOG INC CL A 615394202 1,087 16,600 SH   SOLE   16,600 0 0
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MORGAN STANLEY COM NEW 617446448 46,189 1,481,840 SH   SOLE   1,481,840 0 0
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MOSAIC CO/THE COM 61945C103 1,865 37,300 SH   DFND 1 37,300 0 0
MOSAIC CO/THE COM 61945C103 5,018 100,350 SH   SOLE   100,350 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 344 5,355 SH   SOLE   5,355 0 0
MOVADO GROUP INC COM 624580106 301 6,600 SH   SOLE   6,600 0 0
MUELLER INDUSTRIES, INC. COM 624756102 618 20,600 SH   SOLE   20,600 0 0
MUELLER WATER PRODUCTS INC COM SER A 624758108 504 53,100 SH   DFND 1 53,100 0 0
MUELLER WATER PRODUCTS INC COM SER A 624758108 1,849 194,600 SH   SOLE   194,600 0 0
MULTIMEDIA GAMES INC COM 625453105 301 10,350 SH   DFND 1 10,350 0 0
MULTIMEDIA GAMES INC COM 625453105 1,420 48,900 SH   SOLE   48,900 0 0
MURPHY OIL CORP COM 626717102 255 4,050 SH   SOLE   4,050 0 0
MYLAN INC COM 628530107 427 8,750 SH   SOLE   8,750 0 0
MYLAN INC NOTE 3.750% 628530AJ6 19,139 5,200,000 SH   SOLE   5,200,000 0 0
NBT BANCORP INC COM 628778102 390 15,950 SH   SOLE   15,950 0 0
NCR CORPORATION COM 62886E108 472 12,900 SH   SOLE   12,900 0 0
NIC INC COM 62914B100 420 21,750 SH   SOLE   21,750 0 0
NPS PHARMACEUTICALS INC COM 62936P103 3,803 127,050 SH   SOLE   127,050 0 0
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NRG ENERGY INC COM NEW 629377508 242 7,600 SH   SOLE   7,600 0 0
NVR INC COM 62944T105 344 300 SH   SOLE   300 0 0
NASDAQ STOCK MARKET INC COM 631103108 19,153 518,500 SH   DFND 1 518,500 0 0
NASDAQ STOCK MARKET INC COM 631103108 17,341 469,450 SH   SOLE   469,450 0 0
NATIONAL FUEL GAS CO COM 636180101 455 6,500 SH   SOLE   6,500 0 0
NATL HEALTH INVESTORS INC COM 63633D104 381 6,300 SH   SOLE   6,300 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 217 7,562 SH   SOLE   7,562 0 0
NATIONAL OILWELL VARCO INC COM 637071101 8,098 103,990 SH   DFND 1 103,990 0 0
NATIONAL OILWELL VARCO INC COM 637071101 19,776 253,968 SH   SOLE   253,968 0 0
NAT'L PENN BCSHS INC COM 637138108 424 40,600 SH   SOLE   40,600 0 0
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NATUS MEDICAL INC COM 639050103 262 10,150 SH   SOLE   10,150 0 0
NAVIGANT CONSULTING INC. COM 63935N107 334 17,900 SH   SOLE   17,900 0 0
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NETAPP INC COM 64110D104 46,770 1,267,490 SH   DFND 1 1,267,490 0 0
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NETFLIX INC COM 64110L106 422 1,200 SH   DFND 1 1,200 0 0
NETFLIX INC COM 64110L106 2,112 6,000 SH   SOLE   6,000 0 0
NETGEAR INC COM 64111Q104 449 13,300 SH   SOLE   13,300 0 0
NETSCOUT SYSTEMS INC COM 64115T104 511 13,600 SH   SOLE   13,600 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,394 397,150 SH   SOLE   397,150 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,425 274,840 SH   DFND 1 274,840 0 0
NEW JERSEY RESOURCES CORP COM 646025106 764 15,350 SH   SOLE   15,350 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 550 34,211 SH   SOLE   34,211 0 0
NY COMMUNITY CAP TRUST V UNIT 11/01/2051 64944P307 2,455 50,875 SH   SOLE   50,875 0 0
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NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 360 31,450 SH   SOLE   31,450 0 0
NEWPORT CORP COM 651824104 296 14,300 SH   SOLE   14,300 0 0
NEWS CORP/NEW CL A 65249B109 201 11,675 SH   SOLE   11,675 0 0
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NICE SYSTEMS LTD SPONSORED ADR 653656108 1,952 43,700 SH   DFND 1 43,700 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 3,004 67,273 SH   SOLE   67,273 0 0
NIKE INC CL B 654106103 17,804 241,050 SH   DFND 1 241,050 0 0
NIKE INC CL B 654106103 66,581 901,450 SH   SOLE   901,450 0 0
NOBLE ENERGY INC COM 655044105 3,358 47,275 SH   DFND 1 47,275 0 0
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NORTHROP GRUMMAN CORP COM 666807102 541 4,385 SH   DFND 1 4,385 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,030 8,347 SH   SOLE   8,347 0 0
NORTHWEST BANCSHARES INC COM 667340103 502 34,400 SH   SOLE   34,400 0 0
NORTHWEST NATURAL GAS CO COM 667655104 436 9,900 SH   SOLE   9,900 0 0
NORTHWESTERN CORP COM NEW 668074305 17,676 372,670 SH   SOLE   372,670 0 0
NORTHWESTERN CORP COM NEW 668074305 11,798 248,740 SH   DFND 1 248,740 0 0
NOVELLUS SYSTEMS INC NOTE 2.625% 5/1 670008AD3 13,267 7,750,000 SH   SOLE   7,750,000 0 0
NU SKIN ASIA PACIFIC INC. CL A 67018T105 431 5,200 SH   DFND 1 5,200 0 0
NU SKIN ASIA PACIFIC INC. CL A 67018T105 319 3,850 SH   SOLE   3,850 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,451 84,529 SH   DFND 1 84,529 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,222 129,406 SH   SOLE   129,406 0 0
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 2,689 2,500,000 SH   SOLE   2,500,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750% 67020YAF7 9,716 9,650,000 SH   SOLE   9,650,000 0 0
NUCOR CORP COM 670346105 8,788 173,890 SH   DFND 1 173,890 0 0
NUCOR CORP COM 670346105 20,563 406,870 SH   SOLE   406,870 0 0
NVIDIA CORP COM 67066G104 33,341 1,861,574 SH   SOLE   1,861,574 0 0
NVIDIA CORP COM 67066G104 33,936 1,894,825 SH   DFND 1 1,894,825 0 0
NUTRISYSTEM INC COM 67069D108 157 10,450 SH   SOLE   10,450 0 0
NUVASIVE INC COM 670704105 10,781 280,682 SH   DFND 1 280,682 0 0
NUVASIVE INC COM 670704105 16,870 439,208 SH   SOLE   439,208 0 0
OGE ENERGY CORP COM 670837103 565 15,380 SH   SOLE   15,380 0 0
OM GROUP INC COM 670872100 389 11,700 SH   SOLE   11,700 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 4,674 31,500 SH   DFND 1 31,500 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 7,535 50,776 SH   SOLE   50,776 0 0
OSI SYSTEMS, INC. COM 671044105 410 6,850 SH   SOLE   6,850 0 0
OASIS PETROLEUM INC COM 674215108 10,747 257,530 SH   DFND 1 257,530 0 0
OASIS PETROLEUM INC COM 674215108 19,869 476,140 SH   SOLE   476,140 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 2,797 29,350 SH   DFND 1 29,350 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 8,574 89,982 SH   SOLE   89,982 0 0
OCEANEERING INTL INC COM 675232102 3,467 48,245 SH   SOLE   48,245 0 0
OCEANEERING INTL INC COM 675232102 3,222 44,835 SH   DFND 1 44,835 0 0
OFFICE DEPOT INC COM 676220106 155 37,450 SH   SOLE   37,450 0 0
OIL STATES INTERNATIONAL INC COM 678026105 3,456 35,055 SH   SOLE   35,055 0 0
OIL STATES INTERNATIONAL INC COM 678026105 3,418 34,665 SH   DFND 1 34,665 0 0
OLD DOMINION FREIGHT LINE COM 679580100 692 12,200 SH   DFND 1 12,200 0 0
OLD DOMINION FREIGHT LINE COM 679580100 2,848 50,200 SH   SOLE   50,200 0 0
OLD NATIONAL BANCORP COM 680033107 543 36,450 SH   SOLE   36,450 0 0
OLD REPUBLIC INTL CORP COM 680223104 2,355 143,600 SH   SOLE   143,600 0 0
OLD REPUBLIC INTL CORP COM 680223104 557 33,950 SH   DFND 1 33,950 0 0
OLD REPUBLIC INTL CORP NOTE 3.750% 680223AH7 20,735 16,605,000 SH   SOLE   16,605,000 0 0
OMNICARE INC COM 681904108 464 7,770 SH   SOLE   7,770 0 0
OMNICARE INC DBCV 3.250% 681904AL2 1,743 1,625,000 SH   SOLE   1,625,000 0 0
OMNICARE INC NOTE 3.750% 681904AN8 2,272 1,000,000 SH   SOLE   1,000,000 0 0
OMNICARE INC NOTE 3.750% 681904AP3 6,598 4,375,000 SH   SOLE   4,375,000 0 0
OMNICARE INC NOTE 3.500% 681904AQ1 7,635 7,500,000 SH   SOLE   7,500,000 0 0
OMNICOM GROUP INC COM 681919106 15,968 219,950 SH   SOLE   219,950 0 0
OMNICOM GROUP INC COM 681919106 17,203 236,950 SH   DFND 1 236,950 0 0
OMNICOM GROUP INC NOTE 681919AV8 10,842 8,125,000 SH   SOLE   8,125,000 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 937 27,961 SH   SOLE   27,961 0 0
OMNICELL INC COM 68213N109 372 13,000 SH   SOLE   13,000 0 0
ON ASSIGNMENT, INC. COM 682159108 652 16,900 SH   SOLE   16,900 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625%12/1 682189AH8 5,801 4,750,000 SH   SOLE   4,750,000 0 0
ONEOK INC COM 682680103 287 4,850 SH   SOLE   4,850 0 0
OPENTABLE INC COM 68372A104 654 8,500 SH   SOLE   8,500 0 0
ORACLE CORP COM 68389X105 17,029 416,251 SH   DFND 1 416,251 0 0
ORACLE CORP COM 68389X105 40,004 977,860 SH   SOLE   977,860 0 0
ORBITAL SCIENCES CORP. COM 685564106 615 22,050 SH   SOLE   22,050 0 0
ORITANI FINANCIAL CORP COM 68633D103 226 14,300 SH   SOLE   14,300 0 0
OSHKOSH CO COM 688239201 32,087 545,050 SH   DFND 1 545,050 0 0
OSHKOSH CO COM 688239201 34,542 586,750 SH   SOLE   586,750 0 0
OTTER TAIL CORP COM 689648103 458 14,888 SH   DFND 1 14,888 0 0
OTTER TAIL CORP COM 689648103 341 11,083 SH   SOLE   11,083 0 0
OUTERWALL INC COM 690070107 1,732 23,885 SH   SOLE   23,885 0 0
OWENS-ILLINOIS INC COM NEW 690768403 13,994 413,650 SH   DFND 1 413,650 0 0
OWENS-ILLINOIS INC COM NEW 690768403 13,040 385,450 SH   SOLE   385,450 0 0
PDL BIOPHARMA INC COM 69329Y104 559 67,234 SH   DFND 1 67,234 0 0
PDL BIOPHARMA INC COM 69329Y104 2,053 247,069 SH   SOLE   247,069 0 0
PG&E CORP COM 69331C108 46,669 1,080,293 SH   DFND 1 1,080,293 0 0
PG&E CORP COM 69331C108 67,233 1,556,314 SH   SOLE   1,556,314 0 0
PHH CORP COM NEW 693320202 2,230 86,300 SH   SOLE   86,300 0 0
PHH CORP COM NEW 693320202 606 23,450 SH   DFND 1 23,450 0 0
PHH CORP NOTE 4.000% 693320AN3 5,403 5,000,000 SH   SOLE   5,000,000 0 0
PHH CORP NOTE 6.000% 693320AQ6 5,031 2,325,000 SH   SOLE   2,325,000 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 1,089 12,514 SH   SOLE   12,514 0 0
PPG INDUSTRIES INC COM 693506107 1,093 5,650 SH   DFND 1 5,650 0 0
PPG INDUSTRIES INC COM 693506107 4,343 22,450 SH   SOLE   22,450 0 0
PPL CORP COM 69351T106 490 14,800 SH   SOLE   14,800 0 0
PPL CORP UNIT 99/99/9999 69351T114 1,368 25,000 SH   SOLE   25,000 0 0
PS BUSINESS PARKS INC COM 69360J107 1,206 14,420 SH   SOLE   14,420 0 0
PVH CORP COM 693656100 237 1,900 SH   SOLE   1,900 0 0
PTC INC COM 69370C100 326 9,200 SH   SOLE   9,200 0 0
PACCAR INC COM 693718108 559 8,287 SH   SOLE   8,287 0 0
PACKAGING CORP OF AMERICA COM 695156109 1,256 17,850 SH   DFND 1 17,850 0 0
PACKAGING CORP OF AMERICA COM 695156109 5,151 73,200 SH   SOLE   73,200 0 0
PACWEST BANCORP COM 695263103 6,131 142,550 SH   DFND 1 142,550 0 0
PACWEST BANCORP COM 695263103 10,020 232,970 SH   SOLE   232,970 0 0
PALL CORP COM 696429307 233 2,600 SH   SOLE   2,600 0 0
PANERA BREAD COMPANY CL A 69840W108 362 2,050 SH   SOLE   2,050 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 13,853 265,840 SH   DFND 1 265,840 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 20,051 384,780 SH   SOLE   384,780 0 0
PAREXEL INT'L CORP COM 699462107 1,501 27,750 SH   DFND 1 27,750 0 0
PAREXEL INT'L CORP COM 699462107 6,629 122,550 SH   SOLE   122,550 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 227 7,600 SH   SOLE   7,600 0 0
PARKER-HANNIFIN CORP COM 701094104 16,613 138,775 SH   SOLE   138,775 0 0
PARKER-HANNIFIN CORP COM 701094104 18,334 153,150 SH   DFND 1 153,150 0 0
PARKWAY PROPERTIES INC COM 70159Q104 2,646 145,010 SH   DFND 1 145,010 0 0
PARKWAY PROPERTIES INC COM 70159Q104 4,660 255,350 SH   SOLE   255,350 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1,677 52,950 SH   DFND 1 52,950 0 0
PATTERSON-UTI ENERGY INC COM 703481101 6,513 205,600 SH   SOLE   205,600 0 0
PAYCHEX INC COM 704326107 324 7,600 SH   SOLE   7,600 0 0
PEABODY ENERGY CORP COM 704549104 3,579 219,020 SH   DFND 1 219,020 0 0
PEABODY ENERGY CORP COM 704549104 7,058 431,957 SH   SOLE   431,957 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 6,975 206,530 SH   DFND 1 206,530 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 10,861 321,618 SH   SOLE   321,618 0 0
PEGASYSTEMS, INC. COM 705573103 323 9,150 SH   DFND 1 9,150 0 0
PEGASYSTEMS, INC. COM 705573103 242 6,850 SH   SOLE   6,850 0 0
PENN VIRGINIA CORP COM 707882106 338 19,300 SH   SOLE   19,300 0 0
JC PENNEY CO INC COM 708160106 203 23,600 SH   SOLE   23,600 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 730 40,426 SH   SOLE   40,426 0 0
PEP BOYS-MANNY MOE JACK COM 713278109 246 19,350 SH   SOLE   19,350 0 0
PEPSICO INC COM 713448108 382 4,574 SH   DFND 2 1,016 0 3,558
PEPSICO INC COM 713448108 5,079 60,822 SH   DFND 1 60,822 0 0
PEPSICO INC COM 713448108 9,831 117,737 SH   SOLE   117,737 0 0
PERFICIENT INC COM 71375U101 223 12,300 SH   SOLE   12,300 0 0
PERKINELMER INC COM 714046109 1,136 25,200 SH   DFND 1 25,200 0 0
PERKINELMER INC COM 714046109 4,299 95,400 SH   SOLE   95,400 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 1,310 99,600 SH   DFND 1 99,600 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 3,226 245,326 SH   SOLE   245,326 0 0
PETROQUEST ENERGY INC COM 716748108 120 21,100 SH   SOLE   21,100 0 0
PETSMART INC COM 716768106 2,364 34,300 SH   DFND 1 34,300 0 0
PETSMART INC COM 716768106 3,778 54,831 SH   SOLE   54,831 0 0
PHARMACYCLICS INC COM 716933106 491 4,900 SH   DFND 1 4,900 0 0
PHARMACYCLICS INC COM 716933106 1,834 18,300 SH   SOLE   18,300 0 0
PFIZER INC COM 717081103 1,787 55,626 SH   DFND 2 847 0 54,779
PFIZER INC COM 717081103 46 1,428 SH   DFND 2 0 0 1,428
PFIZER INC COM 717081103 48,037 1,495,538 SH   DFND 1 1,495,538 0 0
PFIZER INC COM 717081103 58,904 1,833,864 SH   SOLE   1,833,864 0 0
PHARMERICA CORP COM 71714F104 302 10,800 SH   SOLE   10,800 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 39,928 487,703 SH   SOLE   487,703 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 44,145 539,211 SH   DFND 1 539,211 0 0
PHILLIPS 66 COM 718546104 1,065 13,824 SH   SOLE   13,824 0 0
PIEDMONT NATURAL GAS CO COM 720186105 1,005 28,400 SH   SOLE   28,400 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 10,355 603,800 SH   DFND 1 603,800 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 9,901 577,294 SH   SOLE   577,294 0 0
PINNACLE ENTERTAINMENT INC COM 723456109 512 21,600 SH   SOLE   21,600 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 454 12,100 SH   SOLE   12,100 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 295 22,800 SH   SOLE   22,800 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 6,318 33,760 SH   DFND 1 33,760 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 8,234 44,000 SH   SOLE   44,000 0 0
PIPER JAFFRAY COS COM 724078100 268 5,850 SH   SOLE   5,850 0 0
PLANTRONICS INC COM 727493108 6,664 149,919 SH   DFND 1 149,919 0 0
PLANTRONICS INC COM 727493108 9,652 217,148 SH   SOLE   217,148 0 0
PLEXUS CORP COM 729132100 495 12,350 SH   SOLE   12,350 0 0
PLUM CREEK TIMBER CO COM 729251108 1,081 25,715 SH   SOLE   25,715 0 0
POLARIS INDUSTRIES INC COM 731068102 713 5,100 SH   SOLE   5,100 0 0
POLYCOM INC COM 73172K104 146 10,640 SH   SOLE   10,640 0 0
POLYONE CORP COM 73179P106 1,265 34,500 SH   SOLE   34,500 0 0
POOL CORP COM 73278L105 1,006 16,412 SH   SOLE   16,412 0 0
POPULAR INC COM NEW 733174700 465 14,999 SH   DFND 1 14,999 0 0
POPULAR INC COM NEW 733174700 1,197 38,638 SH   SOLE   38,638 0 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 527 9,100 SH   DFND 1 9,100 0 0
PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 3,012 52,050 SH   SOLE   52,050 0 0
POTLATCH CORP COM 737630103 252 6,517 SH   SOLE   6,517 0 0
POWELL INDUSTRIES INC COM 739128106 220 3,400 SH   SOLE   3,400 0 0
POWER INTEGRATIONS INC COM 739276103 724 11,000 SH   SOLE   11,000 0 0
POWERSHARES SENIOR LOAN PORTFO SENIOR LN PORT 73936Q769 1,861 75,000 SH   SOLE   75,000 0 0
POWERSHARES AGG PFD PORT 73936T565 256 17,948 SH   DFND 1 17,948 0 0
POWERSHARES AGG PFD PORT 73936T565 270 18,944 SH   SOLE   18,944 0 0
PRAXAIR INC COM 74005P104 904 6,900 SH   SOLE   6,900 0 0
PRECISION CASTPARTS CORP COM 740189105 859 3,400 SH   SOLE   3,400 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 837 30,700 SH   DFND 1 30,700 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 2,220 81,450 SH   SOLE   81,450 0 0
T ROWE PRICE GROUP INC COM 74144T108 4,604 55,910 SH   DFND 1 55,910 0 0
T ROWE PRICE GROUP INC COM 74144T108 7,519 91,308 SH   SOLE   91,308 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 7,158 6,006 SH   SOLE   6,006 0 0
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 7,813 5,500,000 SH   SOLE   5,500,000 0 0
PRIMERICA INC COM 74164M108 200 4,250 SH   SOLE   4,250 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 297 6,450 SH   SOLE   6,450 0 0
PROASSURANCE CORP COM 74267C106 982 22,050 SH   SOLE   22,050 0 0
PROCTER & GAMBLE CO COM 742718109 312 3,873 SH   DFND 2 870 0 3,003
PROCTER & GAMBLE CO COM 742718109 18,093 224,480 SH   SOLE   224,480 0 0
PROCTER & GAMBLE CO COM 742718109 4,490 55,710 SH   DFND 1 55,710 0 0
PRIVATEBANCORP INC COM 742962103 726 23,800 SH   SOLE   23,800 0 0
PROGRESS SOFTWARE CORP. COM 743312100 411 18,850 SH   SOLE   18,850 0 0
PROGRESSIVE CORP COM 743315103 365 15,050 SH   DFND 1 15,050 0 0
PROGRESSIVE CORP COM 743315103 1,655 68,350 SH   SOLE   68,350 0 0
PROLOGIS INC COM 74340W103 1,405 34,400 SH   DFND 1 34,400 0 0
PROLOGIS INC COM 74340W103 11,397 279,126 SH   SOLE   279,126 0 0
PROLOGIS LP NOTE 3.250% 74340XAT8 14,471 12,375,000 SH   SOLE   12,375,000 0 0
PROSPECT CAPITAL CORP NOTE 6.250%12/1 74348TAC6 1,080 1,000,000 SH   SOLE   1,000,000 0 0
PROSPECT CAPITAL CORP NOTE 5.500% 8/1 74348TAD4 5,813 5,500,000 SH   SOLE   5,500,000 0 0
PROSPECT CAPITAL CORP MTNF 5.375%10/1 74348TAK8 3,169 3,000,000 SH   SOLE   3,000,000 0 0
PROSPECT CAPITAL CORP NOTE 5.750% 3/1 74348TAL6 3,743 3,500,000 SH   SOLE   3,500,000 0 0
PROSPECT CAPITAL CORP NOTE 5.875% 1/1 74348TAM4 3,163 3,000,000 SH   SOLE   3,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 291 4,400 SH   SOLE   4,400 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 359 19,550 SH   SOLE   19,550 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 12,270 144,950 SH   SOLE   144,950 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 4,343 51,300 SH   DFND 1 51,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 240 6,298 SH   DFND 2 1,136 0 5,162
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 12,970 340,050 SH   SOLE   340,050 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 13,976 366,450 SH   DFND 1 366,450 0 0
PUBLIC STORAGE COM 74460D109 1,594 9,460 SH   DFND 1 9,460 0 0
PUBLIC STORAGE COM 74460D109 11,701 69,446 SH   SOLE   69,446 0 0
QLOGIC CORP COM 747277101 404 31,700 SH   SOLE   31,700 0 0
QUAKER CHEMICAL CORP COM 747316107 378 4,800 SH   SOLE   4,800 0 0
QLIK TECHNOLOGIES INC COM 74733T105 7,684 288,995 SH   SOLE   288,995 0 0
QLIK TECHNOLOGIES INC COM 74733T105 4,702 176,845 SH   DFND 1 176,845 0 0
QUALCOMM INC COM 747525103 425 5,388 SH   DFND 2 2,250 3,065 73
QUALCOMM INC COM 747525103 11 145 SH   DFND 2 0 0 145
QUALCOMM INC COM 747525103 60,367 765,500 SH   DFND 1 765,500 0 0
QUALCOMM INC COM 747525103 115,887 1,469,531 SH   SOLE   1,469,531 0 0
QUALITY SYSTEMS INC COM 747582104 270 16,000 SH   SOLE   16,000 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 282 13,625 SH   SOLE   13,625 0 0
QUANTA SERVICES INC COM 74762E102 5,781 156,670 SH   DFND 1 156,670 0 0
QUANTA SERVICES INC COM 74762E102 10,881 294,870 SH   SOLE   294,870 0 0
QUESTAR CORP COM 748356102 322 13,550 SH   SOLE   13,550 0 0
QUESTCOR PHARMACEUTICALS COM 74835Y101 1,321 20,350 SH   SOLE   20,350 0 0
QUIKSILVER INC COM 74838C106 354 47,200 SH   SOLE   47,200 0 0
QUINSTREET INC COM 74874Q100 69 10,450 SH   SOLE   10,450 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 840 16,550 SH   DFND 1 16,550 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 630 12,400 SH   SOLE   12,400 0 0
RLI CORP COM 749607107 553 12,500 SH   SOLE   12,500 0 0
RPC INC COM 749660106 1,202 58,850 SH   DFND 1 58,850 0 0
RPC INC COM 749660106 898 44,000 SH   SOLE   44,000 0 0
RPM INTERNATIONAL INC COM 749685103 431 10,300 SH   SOLE   10,300 0 0
RPM INTERNATIONAL INC NOTE 2.250% 749685AT0 7,802 6,750,000 SH   SOLE   6,750,000 0 0
RTI INTERNATIONAL METALS COM 74973W107 308 11,100 SH   SOLE   11,100 0 0
RF MICRO DEVICES INC COM 749941100 172 21,840 SH   SOLE   21,840 0 0
RACKSPACE HOSTING INC COM 750086100 295 9,000 SH   SOLE   9,000 0 0
RALPH LAUREN CORP CL A 751212101 225 1,400 SH   SOLE   1,400 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 502 30,798 SH   SOLE   30,798 0 0
RANGE RESOURCES CORP COM 75281A109 2,519 30,360 SH   DFND 1 30,360 0 0
RANGE RESOURCES CORP COM 75281A109 2,560 30,855 SH   SOLE   30,855 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 536 9,575 SH   SOLE   9,575 0 0
RAYONIER INC COM 754907103 1,180 25,706 SH   SOLE   25,706 0 0
RAYONIER TRS HOLDINGS IN NOTE 4.500% 75508AAC0 6,741 4,625,000 SH   SOLE   4,625,000 0 0
RAYTHEON CO COM NEW 755111507 1,594 16,140 SH   DFND 1 16,140 0 0
RAYTHEON CO COM NEW 755111507 1,919 19,426 SH   SOLE   19,426 0 0
REALTY INCOME CORP COM 756109104 1,799 44,038 SH   SOLE   44,038 0 0
RED HAT INC COM 756577102 13,589 256,500 SH   DFND 1 256,500 0 0
RED HAT INC COM 756577102 12,413 234,300 SH   SOLE   234,300 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 344 4,800 SH   SOLE   4,800 0 0
REGAL-BELOIT CORP COM 758750103 254 3,500 SH   SOLE   3,500 0 0
REGENCY CENTERS CORP COM 758849103 1,996 39,092 SH   SOLE   39,092 0 0
REGENERON PHARMACEUTICALS COM 75886F107 405 1,350 SH   DFND 1 1,350 0 0
REGENERON PHARMACEUTICALS COM 75886F107 841 2,800 SH   SOLE   2,800 0 0
REGIS CORP COM 758932107 218 15,900 SH   SOLE   15,900 0 0
REGIONS FINANCIAL CORP COM 7591EP100 452 40,650 SH   DFND 1 40,650 0 0
REGIONS FINANCIAL CORP COM 7591EP100 707 63,677 SH   SOLE   63,677 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 438 5,500 SH   SOLE   5,500 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 424 6,000 SH   SOLE   6,000 0 0
REPUBLIC SERVICES INC COM 760759100 216 6,320 SH   SOLE   6,320 0 0
RESMED INC COM 761152107 492 11,000 SH   SOLE   11,000 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 876 43,600 SH   DFND 1 43,600 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 1,358 67,600 SH   SOLE   67,600 0 0
RESOURCES CONNECTION INC COM 76122Q105 201 14,250 SH   SOLE   14,250 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 236 15,830 SH   SOLE   15,830 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 455 33,600 SH   SOLE   33,600 0 0
REX ENERGY CORP COM 761565100 4,970 265,630 SH   DFND 1 265,630 0 0
REX ENERGY CORP COM 761565100 7,157 382,540 SH   SOLE   382,540 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 163 11,500 SH   SOLE   11,500 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 5,639 233,690 SH   DFND 1 233,690 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 8,193 339,530 SH   SOLE   339,530 0 0
RITE AID CORP COM 767754104 1,532 244,300 SH   DFND 1 244,300 0 0
RITE AID CORP COM 767754104 5,621 896,500 SH   SOLE   896,500 0 0
RIVERBED TECHNOLOGY INC COM 768573107 244 12,400 SH   SOLE   12,400 0 0
ROBERT HALF INTL INC COM 770323103 9,789 233,350 SH   SOLE   233,350 0 0
ROBERT HALF INTL INC COM 770323103 6,311 150,430 SH   DFND 1 150,430 0 0
ROCK-TENN CO CL A 772739207 586 5,550 SH   SOLE   5,550 0 0
ROCKWELL AUTOMATION INC/DE COM 773903109 336 2,700 SH   DFND 1 2,700 0 0
ROCKWELL AUTOMATION INC/DE COM 773903109 1,613 12,950 SH   SOLE   12,950 0 0
ROCKWELL COLLINS INC COM 774341101 255 3,200 SH   SOLE   3,200 0 0
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 247 10,300 SH   SOLE   10,300 0 0
ROGERS CORP COM 775133101 406 6,500 SH   SOLE   6,500 0 0
ROPER INDUSTRIES INC COM 776696106 5,889 44,110 SH   DFND 1 44,110 0 0
ROPER INDUSTRIES INC COM 776696106 9,265 69,392 SH   SOLE   69,392 0 0
ROSETTA RESOURCES INC COM 777779307 8,130 174,540 SH   DFND 1 174,540 0 0
ROSETTA RESOURCES INC COM 777779307 11,653 250,180 SH   SOLE   250,180 0 0
ROSS STORES INC COM 778296103 1,897 26,510 SH   DFND 1 26,510 0 0
ROSS STORES INC COM 778296103 3,230 45,130 SH   SOLE   45,130 0 0
ROYAL BK OF SCOTLAND GRP PLC SP ADR PREF T 780097713 374 15,000 SH   DFND 1 15,000 0 0
ROYAL GOLD INC COM 780287108 313 5,000 SH   SOLE   5,000 0 0
RUBY TUESDAY INC COM 781182100 118 21,000 SH   SOLE   21,000 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 137 12,000 SH   SOLE   12,000 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 158 13,100 SH   SOLE   13,100 0 0
RYLAND GROUP INC COM 783764103 677 16,950 SH   SOLE   16,950 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 3,561 2,500,000 SH   SOLE   2,500,000 0 0
RYLAND GROUP INC NOTE 0.250% 783764AS2 3,770 4,000,000 SH   SOLE   4,000,000 0 0
S&T BANCORP INC COM 783859101 257 10,850 SH   SOLE   10,850 0 0
SBA COMMUNICATIONS CORP COM 78388J106 2,256 24,800 SH   DFND 1 24,800 0 0
SBA COMMUNICATIONS CORP COM 78388J106 3,433 37,742 SH   SOLE   37,742 0 0
SBA COMMUNICATIONS CORP NOTE 4.000% 78388JAM8 1,494 500,000 SH   SOLE   500,000 0 0
SEI INVESTMENTS COMPANY COM 784117103 371 11,040 SH   SOLE   11,040 0 0
SL GREEN REALTY CORP COM 78440X101 4,660 46,315 SH   SOLE   46,315 0 0
SLM CORP COM 78442P106 650 26,550 SH   DFND 1 26,550 0 0
SLM CORP COM 78442P106 2,636 107,700 SH   SOLE   107,700 0 0
SM ENERGY COMPANY COM 78454L100 7,993 112,115 SH   DFND 1 112,115 0 0
SM ENERGY COMPANY COM 78454L100 14,117 198,025 SH   SOLE   198,025 0 0
SM ENERGY CO COM 78454L100 201 2,818 SH   DFND 2 0 0 2,818
SPDR TR UNIT 78462F103 25,499 136,350 SH   DFND 1 136,350 0 0
SPDR TR UNIT 78462F103 83,750 447,835 SH   SOLE   447,835 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 69,077 369,375 SH   DFND 2 119,547 1,793 248,035
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,987 26,666 SH   DFND 2 6,950 1,097 18,619
SPX CORPORATION COM 784635104 340 3,460 SH   SOLE   3,460 0 0
SPDR GOLD SHS 78463V107 3,684 29,800 SH   DFND 1 29,800 0 0
SPDR GOLD SHS 78463V107 8,956 72,450 SH   SOLE   72,450 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 14,211 114,967 SH   DFND 2 41,327 875 72,765
SPDR GOLD TRUST GOLD SHS 78463V107 1,529 12,367 SH   DFND 2 2,266 720 9,381
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 13,294 311,620 SH   DFND 2 93,141 322 218,157
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 891 20,892 SH   DFND 2 5,255 350 15,287
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 52,377 1,227,785 SH   DFND 2 1,227,785 0 0
SVB FINANCIAL GROUP COM 78486Q101 22,230 172,623 SH   DFND 1 172,623 0 0
SVB FINANCIAL GROUP COM 78486Q101 42,125 327,105 SH   SOLE   327,105 0 0
SWS GROUP INC COM 78503N107 79 10,626 SH   SOLE   10,626 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 652 23,392 SH   SOLE   23,392 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 253 4,700 SH   SOLE   4,700 0 0
SAFEWAY INC COM NEW 786514208 201 5,450 SH   SOLE   5,450 0 0
SAIA, INC. COM 78709Y105 340 8,900 SH   SOLE   8,900 0 0
ST JUDE MEDICAL INC COM 790849103 437 6,684 SH   SOLE   6,684 0 0
SALESFORCE.COM INC COM 79466L302 30,934 541,850 SH   DFND 1 541,850 0 0
SALESFORCE.COM INC COM 79466L302 65,222 1,142,450 SH   SOLE   1,142,450 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 508 4,900 SH   SOLE   4,900 0 0
SANDERSON FARMS INC COM 800013104 443 5,650 SH   DFND 1 5,650 0 0
SANDERSON FARMS INC COM 800013104 2,233 28,450 SH   SOLE   28,450 0 0
SANDISK CORP COM 80004C101 430 5,300 SH   SOLE   5,300 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 10,061 6,100,000 SH   SOLE   6,100,000 0 0
SANMINA CORP COM 801056102 1,796 102,900 SH   DFND 1 102,900 0 0
SANMINA CORP COM 801056102 3,819 218,850 SH   SOLE   218,850 0 0
SAPIENT CORP COM 803062108 498 29,179 SH   DFND 1 29,179 0 0
SAPIENT CORP COM 803062108 1,829 107,181 SH   SOLE   107,181 0 0
SAUL CENTERS INC COM 804395101 329 6,938 SH   SOLE   6,938 0 0
SCANSOURCE INC COM 806037107 422 10,350 SH   SOLE   10,350 0 0
HENRY SCHEIN INC COM 806407102 788 6,600 SH   SOLE   6,600 0 0
SCHLUMBERGER LTD COM 806857108 65,138 668,080 SH   DFND 1 668,080 0 0
SCHLUMBERGER LTD COM 806857108 130,589 1,339,373 SH   SOLE   1,339,373 0 0
SCHOLASTIC CORP COM 807066105 324 9,400 SH   SOLE   9,400 0 0
A SCHULMAN INC COM 808194104 384 10,600 SH   SOLE   10,600 0 0
SCHWAB (CHARLES) CORP COM 808513105 750 27,425 SH   SOLE   27,425 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 473 11,100 SH   SOLE   11,100 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 2,200 160,200 SH   SOLE   160,200 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 585 42,600 SH   DFND 1 42,600 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 208 3,400 SH   SOLE   3,400 0 0
SCRIPPS CO (E.W.) CL A NEW 811054402 351 19,800 SH   DFND 1 19,800 0 0
SCRIPPS CO (E.W.) CL A NEW 811054402 456 25,733 SH   SOLE   25,733 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 14,825 195,300 SH   DFND 1 195,300 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 13,489 177,700 SH   SOLE   177,700 0 0
SEACOR HOLDINGS INC COM 811904101 596 6,900 SH   SOLE   6,900 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 5,953 5,000,000 SH   SOLE   5,000,000 0 0
SEATTLE GENETICS INC COM 812578102 3,713 81,500 SH   SOLE   81,500 0 0
SEATTLE GENETICS INC COM 812578102 1,009 22,150 SH   DFND 1 22,150 0 0
SPDR SBI MATERIALS 81369Y100 12,609 266,680 SH   DFND 1 266,680 0 0
SPDR SBI MATERIALS 81369Y100 19,816 419,110 SH   SOLE   419,110 0 0
SPDR SBI INT-UTILS 81369Y886 1,868 45,050 SH   DFND 1 45,050 0 0
SPDR SBI INT-UTILS 81369Y886 4,424 106,700 SH   SOLE   106,700 0 0
SELECT COMFORT CORP. COM 81616X103 362 20,000 SH   SOLE   20,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 263 8,700 SH   SOLE   8,700 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 477 20,450 SH   SOLE   20,450 0 0
SEMPRA ENERGY COM 816851109 515 5,325 SH   SOLE   5,325 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 1,065 47,416 SH   SOLE   47,416 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 219 3,880 SH   SOLE   3,880 0 0
SERVICE CORP INTERNATIONAL COM 817565104 326 16,400 SH   SOLE   16,400 0 0
SERVICENOW INC COM 81762P102 8,556 142,790 SH   SOLE   142,790 0 0
SERVICENOW INC COM 81762P102 5,645 94,210 SH   DFND 1 94,210 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 394 2,000 SH   SOLE   2,000 0 0
SIGMA-ALDRICH COM 826552101 261 2,800 SH   SOLE   2,800 0 0
SIGMA DESIGNS INC COM 826565103 54 11,400 SH   SOLE   11,400 0 0
SIGNATURE BANK COM 82669G104 458 3,650 SH   SOLE   3,650 0 0
SILGAN HOLDINGS INC COM 827048109 11,752 237,324 SH   DFND 1 237,324 0 0
SILGAN HOLDINGS INC COM 827048109 11,429 230,800 SH   SOLE   230,800 0 0
SILVER WHEATON CORP COM 828336107 2,362 104,046 SH   SOLE   104,046 0 0
SILVER WHEATON CORP COM 828336107 1,551 68,310 SH   DFND 1 68,310 0 0
SIMMONS FIRST NATIONAL CORP CL A $1 PAR 828730200 220 5,900 SH   SOLE   5,900 0 0
SIMON PROPERTY GROUP INC COM 828806109 3,719 22,676 SH   DFND 1 22,676 0 0
SIMON PROPERTY GROUP INC COM 828806109 27,917 170,223 SH   SOLE   170,223 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 317 4,250 SH   SOLE   4,250 0 0
SKECHERS USA INC-CL A CL A 830566105 530 14,500 SH   SOLE   14,500 0 0
SKYWEST INC COM 830879102 239 18,700 SH   SOLE   18,700 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 548 14,600 SH   SOLE   14,600 0 0
SMITH & WESSON HOLDING CORP COM 831756101 969 66,250 SH   DFND 1 66,250 0 0
SMITH & WESSON HOLDING CORP COM 831756101 3,557 243,300 SH   SOLE   243,300 0 0
SMITH (A.O.) CORP COM 831865209 272 5,900 SH   SOLE   5,900 0 0
JM SMUCKER COMPANY COM NEW 832696405 238 2,451 SH   SOLE   2,451 0 0
SNYDERS-LANCE INC COM 833551104 502 17,800 SH   SOLE   17,800 0 0
SOLAR CAPITAL LTD COM 83413U100 3,049 140,000 SH   DFND 1 140,000 0 0
SOLAR CAPITAL LTD COM 83413U100 2,026 93,000 SH   SOLE   93,000 0 0
SOLARWINDS INC COM 83416B109 217 5,100 SH   SOLE   5,100 0 0
SOLERA HOLDINGS INC COM 83421A104 336 5,300 SH   SOLE   5,300 0 0
SONIC CORP COM 835451105 435 19,102 SH   SOLE   19,102 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 280 12,450 SH   SOLE   12,450 0 0
SONOCO PRODUCTS CO COM 835495102 323 7,880 SH   SOLE   7,880 0 0
SOTHEBY'S COM 835898107 232 5,320 SH   SOLE   5,320 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 667 11,900 SH   SOLE   11,900 0 0
SOUTHERN COMPANY COM 842587107 1,481 33,700 SH   DFND 1 33,700 0 0
SOUTHERN COMPANY COM 842587107 6,358 144,700 SH   SOLE   144,700 0 0
SOUTHERN COPPER CORP COM 84265V105 594 20,407 SH   DFND 1 20,407 0 0
SOUTHERN COPPER CORP COM 84265V105 1,439 49,437 SH   SOLE   49,437 0 0
SOUTHWEST AIRLINES CO COM 844741108 40,444 1,713,000 SH   SOLE   1,713,000 0 0
SOUTHWEST AIRLINES CO COM 844741108 31,722 1,343,600 SH   DFND 1 1,343,600 0 0
SOUTHWEST GAS CORP COM 844895102 8,193 153,276 SH   DFND 1 153,276 0 0
SOUTHWEST GAS CORP COM 844895102 13,002 243,255 SH   SOLE   243,255 0 0
SOVRAN SELF STORAGE INC COM 84610H108 1,388 18,899 SH   SOLE   18,899 0 0
SPARTAN MOTORS INC COM 846819100 64 12,450 SH   SOLE   12,450 0 0
SPARTAN STORES INC COM 846822104 319 13,750 SH   SOLE   13,750 0 0
SPECTRA ENERGY CORP COM 847560109 580 15,704 SH   SOLE   15,704 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 156 19,950 SH   SOLE   19,950 0 0
SPIRIT AIRLINES INC COM 848577102 1,595 26,850 SH   DFND 1 26,850 0 0
SPIRIT AIRLINES INC COM 848577102 5,848 98,450 SH   SOLE   98,450 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 867 78,959 SH   SOLE   78,959 0 0
STAGE STORES, INC. COM NEW 85254C305 279 11,400 SH   SOLE   11,400 0 0
STAG INDUSTRIAL INC COM 85254J102 294 12,200 SH   SOLE   12,200 0 0
STANCORP FINANCIAL GROUP INC COM 852891100 227 3,400 SH   SOLE   3,400 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 268 7,500 SH   SOLE   7,500 0 0
STANDARD PACIFIC CORP COM 85375C101 455 54,700 SH   SOLE   54,700 0 0
STANDEX INTERNATIONAL CORP COM 854231107 252 4,700 SH   SOLE   4,700 0 0
STANLEY BLACK & DECKER COM 854502101 301 3,700 SH   SOLE   3,700 0 0
STANLEY BLACK & DECKER UNIT 99/99/9999 854502309 19,887 156,000 SH   SOLE   156,000 0 0
STAPLES INC COM 855030102 2,915 257,079 SH   DFND 1 257,079 0 0
STAPLES INC COM 855030102 7,644 674,046 SH   SOLE   674,046 0 0
STARBUCKS CORP COM 855244109 4,205 57,300 SH   DFND 1 57,300 0 0
STARBUCKS CORP COM 855244109 16,745 228,200 SH   SOLE   228,200 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.550% 85571BAA3 8,437 7,375,000 SH   SOLE   7,375,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.000% 1/1 85571BAB1 8,442 7,375,000 SH   SOLE   7,375,000 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 5,302 66,610 SH   DFND 1 66,610 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 8,855 111,246 SH   SOLE   111,246 0 0
STATE STREET CORP COM 857477103 41,376 594,916 SH   DFND 1 594,916 0 0
STATE STREET CORP COM 857477103 47,005 675,851 SH   SOLE   675,851 0 0
STEEL DYNAMICS INC COM 858119100 17,082 960,200 SH   DFND 1 960,200 0 0
STEEL DYNAMICS INC COM 858119100 16,007 899,750 SH   SOLE   899,750 0 0
STEIN MART, INC. COM 858375108 143 10,200 SH   SOLE   10,200 0 0
STERICYCLE INC COM 858912108 8,329 73,310 SH   DFND 1 73,310 0 0
STERICYCLE INC COM 858912108 12,981 114,248 SH   SOLE   114,248 0 0
STERIS CORP COM 859152100 220 4,600 SH   SOLE   4,600 0 0
STERLING BANCORP/DE COM 85917A100 364 28,749 SH   SOLE   28,749 0 0
STEWART INFORMATION SVCS CORP COM 860372101 425 12,094 SH   DFND 1 12,094 0 0
STEWART INFORMATION SVCS CORP COM 860372101 1,824 51,916 SH   SOLE   51,916 0 0
STIFEL FINL CORP COM 860630102 856 17,198 SH   DFND 2 17,198 0 0
STIFEL FINANCIAL CORP COM 860630102 1,100 22,100 SH   SOLE   22,100 0 0
STILLWATER MINING CO COM 86074Q102 646 43,600 SH   SOLE   43,600 0 0
STONE ENERGY CORP COM 861642106 762 18,150 SH   SOLE   18,150 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 969 95,074 SH   SOLE   95,074 0 0
STRYKER CORP COM 863667101 236 2,900 SH   DFND 2 0 0 2,900
STRYKER CORP COM 863667101 562 6,900 SH   SOLE   6,900 0 0
STURM, RUGER & CO., INC. COM 864159108 422 7,050 SH   SOLE   7,050 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 464 49,957 SH   SOLE   49,957 0 0
SUN COMMUNITIES COM 866674104 665 14,756 SH   SOLE   14,756 0 0
SUNCOKE ENERGY INC COM 86722A103 580 25,377 SH   SOLE   25,377 0 0
SUNEDISON INC COM 86732Y109 358 19,000 SH   SOLE   19,000 0 0
SUNPOWER CORP COM 867652406 16,524 512,200 SH   SOLE   512,200 0 0
SUNPOWER CORP COM 867652406 14,638 453,750 SH   DFND 1 453,750 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,258 91,595 SH   SOLE   91,595 0 0
SUNTRUST BANKS INC COM 867914103 499 12,550 SH   SOLE   12,550 0 0
SUPER MICRO COMPUTER INC COM 86800U104 210 12,100 SH   SOLE   12,100 0 0
SUPERIOR ENERGY SERVICES COM 868157108 4,507 146,510 SH   SOLE   146,510 0 0
SUPERIOR ENERGY SERVICES COM 868157108 4,621 150,230 SH   DFND 1 150,230 0 0
SUPERVALU INC COM 868536103 3,572 522,250 SH   SOLE   522,250 0 0
SUPERVALU INC COM 868536103 1,851 270,650 SH   DFND 1 270,650 0 0
SUSQUEHANNA BANCSHARES INC. COM 869099101 777 68,350 SH   SOLE   68,350 0 0
SWIFT ENERGY CO COM 870738101 170 15,800 SH   SOLE   15,800 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 672 27,150 SH   DFND 1 27,150 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 2,470 99,800 SH   SOLE   99,800 0 0
SYKES ENTERPRISES INC. COM 871237103 283 14,250 SH   SOLE   14,250 0 0
SYMANTEC CORP COM 871503108 18,659 934,360 SH   DFND 1 934,360 0 0
SYMANTEC CORP COM 871503108 29,960 1,500,274 SH   SOLE   1,500,274 0 0
SYMMETRY MEDICAL INC COM 871546206 137 13,650 SH   SOLE   13,650 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 381 11,100 SH   SOLE   11,100 0 0
SYNAPTICS INC COM 87157D109 777 12,950 SH   SOLE   12,950 0 0
SYNOPSYS INC COM 871607107 4,015 104,520 SH   DFND 1 104,520 0 0
SYNOPSYS INC COM 871607107 6,573 171,140 SH   SOLE   171,140 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 255 75,250 SH   SOLE   75,250 0 0
SYNNEX CORP COM 87162W100 582 9,600 SH   SOLE   9,600 0 0
SYSCO CORP COM 871829107 495 13,700 SH   SOLE   13,700 0 0
TCF FINANCIAL CORP COM 872275102 213 12,770 SH   SOLE   12,770 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 4,064 119,700 SH   DFND 1 119,700 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 6,148 181,100 SH   SOLE   181,100 0 0
TJX COMPANIES INC COM 872540109 464 7,650 SH   DFND 1 7,650 0 0
TJX COMPANIES INC COM 872540109 2,687 44,300 SH   SOLE   44,300 0 0
TRW AUTOMOTIVE INC NOTE 3.500% 87264MAH2 556 200,000 SH   SOLE   200,000 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 5,958 73,000 SH   SOLE   73,000 0 0
TTM TECHNOLOGIES COM 87305R109 169 19,950 SH   SOLE   19,950 0 0
TTM TECHNOLOGIES NOTE 1.750% 87305RAD1 3,461 3,125,000 SH   SOLE   3,125,000 0 0
TW TELECOM INC COM 87311L104 2,877 92,020 SH   DFND 1 92,020 0 0
TW TELECOM INC COM 87311L104 4,721 151,035 SH   SOLE   151,035 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 2,333 106,400 SH   DFND 1 106,400 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 7,149 326,000 SH   SOLE   326,000 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 4,090 116,863 SH   SOLE   116,863 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 749 21,400 SH   DFND 1 21,400 0 0
TANGOE INC COM 87582Y108 231 12,400 SH   SOLE   12,400 0 0
TARGET CORPORATION COM 87612E106 896 14,800 SH   SOLE   14,800 0 0
TASER INTERNATIONAL INC COM 87651B104 347 18,950 SH   SOLE   18,950 0 0
TAUBMAN CENTERS INC COM 876664103 1,886 26,641 SH   SOLE   26,641 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 2,090 46,710 SH   DFND 1 46,710 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 3,191 71,300 SH   SOLE   71,300 0 0
TECHNE CORP COM 878377100 222 2,600 SH   SOLE   2,600 0 0
TECK RESOURCES LIMITED CL B 878742204 3,281 151,350 SH   DFND 1 151,350 0 0
TECK RESOURCES LIMITED CL B 878742204 12,466 575,000 SH   SOLE   575,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,333 13,700 SH   SOLE   13,700 0 0
TELEFLEX INC COM 879369106 342 3,190 SH   SOLE   3,190 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 473 18,050 SH   DFND 1 18,050 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 1,939 73,995 SH   SOLE   73,995 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 1,008 19,900 SH   DFND 1 19,900 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 3,957 78,100 SH   SOLE   78,100 0 0
TENNANT CO COM 880345103 11,430 174,180 SH   SOLE   174,180 0 0
TENNANT CO COM 880345103 7,623 116,170 SH   DFND 1 116,170 0 0
TERADATA CORP COM 88076W103 49,493 1,006,150 SH   SOLE   1,006,150 0 0
TERADATA CORP COM 88076W103 43,127 876,750 SH   DFND 1 876,750 0 0
TERADYNE INC COM 880770102 27,330 1,374,033 SH   DFND 1 1,374,033 0 0
TERADYNE INC COM 880770102 27,688 1,392,032 SH   SOLE   1,392,032 0 0
TEREX CORP COM 880779103 381 8,600 SH   SOLE   8,600 0 0
TERRENO REALTY CORP COM 88146M101 4,165 220,270 SH   DFND 1 220,270 0 0
TERRENO REALTY CORP COM 88146M101 6,041 319,456 SH   SOLE   319,456 0 0
TESCO CORP COM 88157K101 214 11,550 SH   SOLE   11,550 0 0
TETRA TECHNOLOGIES, INC. COM 88162F105 369 28,800 SH   SOLE   28,800 0 0
TETRA TECH INC COM 88162G103 701 23,706 SH   SOLE   23,706 0 0
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 88163VAE9 19,116 15,000,000 SH   SOLE   15,000,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 411 17,400 SH   SOLE   17,400 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 9,536 146,840 SH   DFND 1 146,840 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 14,755 227,210 SH   SOLE   227,210 0 0
TEXAS INDUSTRIES INC COM 882491103 704 7,850 SH   SOLE   7,850 0 0
TEXAS INSTRUMENTS INC COM 882508104 19,220 407,550 SH   DFND 1 407,550 0 0
TEXAS INSTRUMENTS INC COM 882508104 45,517 965,160 SH   SOLE   965,160 0 0
TEXAS ROADHOUSE INC COM 882681109 567 21,750 SH   SOLE   21,750 0 0
TEXTRON INC COM 883203101 259 6,600 SH   SOLE   6,600 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,106 9,200 SH   SOLE   9,200 0 0
THOR INDUSTRIES INC COM 885160101 211 3,450 SH   SOLE   3,450 0 0
THORATEC CORPORATION COM NEW 885175307 4,756 132,800 SH   DFND 1 132,800 0 0
THORATEC CORPORATION COM NEW 885175307 4,424 123,550 SH   SOLE   123,550 0 0
3D SYSTEMS CORP COM NEW 88554D205 438 7,400 SH   SOLE   7,400 0 0
3M CO COM 88579Y101 4,399 32,430 SH   DFND 1 32,430 0 0
3M CO COM 88579Y101 12,578 92,716 SH   SOLE   92,716 0 0
TIBCO SOFTWARE INC COM 88632Q103 494 24,300 SH   DFND 1 24,300 0 0
TIBCO SOFTWARE INC COM 88632Q103 1,518 74,700 SH   SOLE   74,700 0 0
TIFFANY & CO COM 886547108 224 2,600 SH   SOLE   2,600 0 0
TIME WARNER INC COM NEW 887317303 1,372 21,000 SH   SOLE   21,000 0 0
TIME WARNER CABLE INC COM 88732J207 47,195 344,039 SH   SOLE   344,039 0 0
TIME WARNER CABLE INC COM 88732J207 20,031 146,020 SH   DFND 1 146,020 0 0
TIMKEN CO COM 887389104 356 6,050 SH   SOLE   6,050 0 0
TITAN INTERNATIONAL INC COM 88830M102 370 19,500 SH   SOLE   19,500 0 0
TOLL BROTHERS INC COM 889478103 17,471 486,660 SH   DFND 1 486,660 0 0
TOLL BROTHERS INC COM 889478103 18,161 505,870 SH   SOLE   505,870 0 0
TOMPKINS FINANCIAL CORP COM 890110109 210 4,290 SH   SOLE   4,290 0 0
TOTAL SA SPONSORED ADR 89151E109 51,991 792,550 SH   DFND 1 792,550 0 0
TOTAL SA SPONSORED ADR 89151E109 85,287 1,300,100 SH   SOLE   1,300,100 0 0
TOWERS WATSON & CO-CL A CL A 891894107 570 5,000 SH   SOLE   5,000 0 0
TRACTOR SUPPLY CO COM 892356106 6,782 96,020 SH   DFND 1 96,020 0 0
TRACTOR SUPPLY CO COM 892356106 10,617 150,316 SH   SOLE   150,316 0 0
TRAVELERS COMPANIES INC COM 89417E109 705 8,281 SH   SOLE   8,281 0 0
TREDEGAR CORP COM 894650100 212 9,200 SH   SOLE   9,200 0 0
TREEHOUSE FOODS INC COM 89469A104 957 13,300 SH   SOLE   13,300 0 0
TRIMBLE NAVIGATION LTD COM 896239100 781 20,100 SH   SOLE   20,100 0 0
TRINITY INDUSTRIES INC COM 896522109 432 5,995 SH   SOLE   5,995 0 0
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 16,179 1,208,310 SH   DFND 1 1,208,310 0 0
TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 15,367 1,147,616 SH   SOLE   1,147,616 0 0
TRIUMPH GROUP INC COM 896818101 262 4,050 SH   SOLE   4,050 0 0
TRIPADVISOR INC COM 896945201 236 2,600 SH   SOLE   2,600 0 0
TRUEBLUE INC COM 89785X101 437 14,950 SH   SOLE   14,950 0 0
TRUSTCO BANK CORP NY COM 898349105 242 34,432 SH   SOLE   34,432 0 0
TUESDAY MORNING CORP. COM NEW 899035505 8,670 612,730 SH   DFND 1 612,730 0 0
TUESDAY MORNING CORP. COM NEW 899035505 13,016 919,870 SH   SOLE   919,870 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 327 3,900 SH   SOLE   3,900 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 50,676 1,585,100 SH   DFND 1 1,585,100 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 73,229 2,290,550 SH   SOLE   2,290,550 0 0
TWENTY-FIRST CENTURY FOX INC CL B 90130A200 15,857 509,550 SH   DFND 1 509,550 0 0
TWENTY-FIRST CENTURY FOX INC CL B 90130A200 36,232 1,164,260 SH   SOLE   1,164,260 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 2,225 217,100 SH   DFND 1 217,100 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 1,484 144,750 SH   SOLE   144,750 0 0
II-VI INC COM 902104108 306 19,850 SH   SOLE   19,850 0 0
TYLER TECHNOLOGIES INC COM 902252105 883 10,550 SH   SOLE   10,550 0 0
TYSON FOODS INC CL A 902494103 279 6,350 SH   SOLE   6,350 0 0
UDR INC COM 902653104 2,331 90,232 SH   SOLE   90,232 0 0
UGI CORP COM 902681105 404 8,850 SH   SOLE   8,850 0 0
UIL HOLDINGS CORP COM 902748102 757 20,566 SH   SOLE   20,566 0 0
UMB FINANCIAL CORP COM 902788108 886 13,700 SH   SOLE   13,700 0 0
US BANCORP COM NEW 902973304 1,539 35,903 SH   DFND 1 35,903 0 0
US BANCORP COM NEW 902973304 2,983 69,597 SH   SOLE   69,597 0 0
UNS ENERGY CORP COM 903119105 912 15,200 SH   SOLE   15,200 0 0
URS CORP COM 903236107 264 5,600 SH   SOLE   5,600 0 0
US SILICA HOLDINGS INC COM 90346E103 746 19,550 SH   SOLE   19,550 0 0
UBIQUITI NETWORKS INC COM 90347A100 19,829 436,275 SH   SOLE   436,275 0 0
UBIQUITI NETWORKS INC COM 90347A100 17,630 387,895 SH   DFND 1 387,895 0 0
ULTRA PETROLEUM CORP COM 903914109 1,378 51,250 SH   DFND 1 51,250 0 0
ULTRA PETROLEUM CORP COM 903914109 5,066 188,400 SH   SOLE   188,400 0 0
ULTRATECH INC COM 904034105 298 10,200 SH   SOLE   10,200 0 0
UMPQUA HOLDINGS CORP COM 904214103 762 40,900 SH   SOLE   40,900 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 4,609 40,200 SH   DFND 1 40,200 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 7,757 67,660 SH   SOLE   67,660 0 0
UNIFIRST CORP/MA COM 904708104 616 5,600 SH   SOLE   5,600 0 0
UNION PACIFIC CORP COM 907818108 62,528 333,200 SH   DFND 1 333,200 0 0
UNION PACIFIC CORP COM 907818108 97,485 519,475 SH   SOLE   519,475 0 0
UNISYS CORP COM NEW 909214306 1,853 60,850 SH   DFND 1 60,850 0 0
UNISYS CORP COM NEW 909214306 3,875 127,200 SH   SOLE   127,200 0 0
UNIT CORP COM 909218109 222 3,400 SH   SOLE   3,400 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 273 14,075 SH   SOLE   14,075 0 0
UNITED BANKSHARES NC COM 909907107 698 22,800 SH   SOLE   22,800 0 0
UNITED FIRE GROUP INC COM 910340108 240 7,900 SH   SOLE   7,900 0 0
UNITED NATURAL FOODS INC COM 911163103 2,369 33,400 SH   DFND 1 33,400 0 0
UNITED NATURAL FOODS INC COM 911163103 3,886 54,790 SH   SOLE   54,790 0 0
UNITED PARCEL SERVICE INC CL B 911312106 280 2,875 SH   DFND 2 2,875 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,626 16,700 SH   SOLE   16,700 0 0
UNITED RENTALS INC COM 911363109 8,964 94,420 SH   DFND 1 94,420 0 0
UNITED RENTALS INC COM 911363109 14,359 151,248 SH   SOLE   151,248 0 0
US STEEL CORP NOTE 2.750% 912909AH1 5,209 4,000,000 SH   SOLE   4,000,000 0 0
UNITED STATIONERS INC COM 913004107 2,125 51,732 SH   SOLE   51,732 0 0
UNITED STATIONERS INC COM 913004107 416 10,118 SH   DFND 1 10,118 0 0
UNITED TECHNOLOGIES CORP COM 913017109 140 1,197 SH   DFND 2 250 0 947
UNITED TECHNOLOGIES CORP COM 913017109 95 815 SH   DFND 2 0 0 815
UNITED TECHNOLOGIES CORP COM 913017109 689 5,900 SH   DFND 1 5,900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,831 41,350 SH   SOLE   41,350 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 1,065 16,000 SH   SOLE   16,000 0 0
UNITED THERAPEUTICS CORP. COM 91307C102 339 3,600 SH   SOLE   3,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 49,489 603,594 SH   SOLE   603,594 0 0
UNITEDHEALTH GROUP INC COM 91324P102 18,297 223,165 SH   DFND 1 223,165 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 219 5,700 SH   SOLE   5,700 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 401 7,250 SH   SOLE   7,250 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 247 5,850 SH   SOLE   5,850 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 1,112 13,550 SH   DFND 1 13,550 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 4,670 56,900 SH   SOLE   56,900 0 0
UNUM GROUP COM 91529Y106 216 6,124 SH   SOLE   6,124 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 373 18,050 SH   SOLE   18,050 0 0
VCA ANTECH INC COM 918194101 221 6,850 SH   SOLE   6,850 0 0
VF CORPORATION COM 918204108 6,990 112,964 SH   SOLE   112,964 0 0
VF CORPORATION COM 918204108 4,277 69,110 SH   DFND 1 69,110 0 0
VALERO ENERGY CORP COM 91913Y100 666 12,550 SH   SOLE   12,550 0 0
VALLEY NATIONAL BANCORP COM 919794107 161 15,484 SH   SOLE   15,484 0 0
VALMOUNT INDUSTRIES INC COM 920253101 313 2,100 SH   SOLE   2,100 0 0
VALSPAR CORP COM 920355104 441 6,110 SH   SOLE   6,110 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 56 694 SH   DFND 2 130 0 564
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 149 1,865 SH   DFND 2 0 0 1,865
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 31,350 759,643 SH   DFND 2 250,151 3,052 506,440
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,184 52,908 SH   DFND 2 10,955 2,262 39,691
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 87,956 2,131,244 SH   DFND 2 2,131,244 0 0
VANGUARD HIGH DIVIDEND YIELD E HIGH DIV YLD 921946406 1,578 25,000 SH   SOLE   25,000 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 206 2,450 SH   SOLE   2,450 0 0
VARONIS SYSTEMS INC COM 922280102 215 6,000 SH   SOLE   6,000 0 0
VASCO DATA SECURITY INTL COM 92230Y104 80 10,600 SH   SOLE   10,600 0 0
VECTREN CORP COM 92240G101 252 6,390 SH   SOLE   6,390 0 0
VEECO INSTRUMENTS INC COM 922417100 608 14,500 SH   SOLE   14,500 0 0
VEEVA SYSTEMS INC CL A COM 922475108 322 12,050 SH   DFND 1 12,050 0 0
VEEVA SYSTEMS INC CL A COM 922475108 288 10,800 SH   SOLE   10,800 0 0
VENTAS INC COM 92276F100 6,350 104,830 SH   SOLE   104,830 0 0
VANGUARD INDEX FDS REIT ETF 922908553 12,289 174,009 SH   DFND 2 60,940 1,250 111,819
VANGUARD INDEX FDS REIT ETF 922908553 1,162 16,451 SH   DFND 2 4,650 820 10,981
VANGUARD REIT ETF REIT ETF 922908553 7,627 108,000 SH   DFND 1 108,000 0 0
VANGUARD REIT ETF REIT ETF 922908553 5,085 72,000 SH   SOLE   72,000 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 25,248 259,029 SH   DFND 2 89,063 1,396 168,570
VANGUARD INDEX FDS TOTAL STK MKT 922908769 3,279 33,642 SH   DFND 2 6,823 1,005 25,814
VERIFONE SYSTEMS INC COM 92342Y109 3,869 114,399 SH   DFND 1 114,399 0 0
VERIFONE SYSTEMS INC COM 92342Y109 6,836 202,143 SH   SOLE   202,143 0 0
VERIZON COMMUNICATIONS COM 92343V104 21,058 442,674 SH   DFND 1 442,674 0 0
VERIZON COMMUNICATIONS COM 92343V104 53,968 1,134,487 SH   SOLE   1,134,487 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 551 11,582 SH   DFND 2 1,728 0 9,854
VERTEX PHARMACEUTICALS INC COM 92532F100 1,902 26,900 SH   DFND 1 26,900 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,274 46,300 SH   SOLE   46,300 0 0
VIASAT INC COM 92552V100 1,067 15,450 SH   SOLE   15,450 0 0
VIACOM INC CL B 92553P201 2,070 24,350 SH   DFND 1 24,350 0 0
VIACOM INC CL B 92553P201 6,555 77,122 SH   SOLE   77,122 0 0
VIEWPOINT FINANCIAL GROUP COM 92672A101 378 13,100 SH   SOLE   13,100 0 0
VISA INC COM CL A 92826C839 23,680 109,700 SH   DFND 1 109,700 0 0
VISA INC COM CL A 92826C839 90,348 418,550 SH   SOLE   418,550 0 0
VIRTUSA CORP COM 92827P102 7,044 210,203 SH   DFND 1 210,203 0 0
VIRTUSA CORP COM 92827P102 10,435 311,407 SH   SOLE   311,407 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 433 2,500 SH   SOLE   2,500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 10,126 680,500 SH   SOLE   680,500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 7,122 478,610 SH   DFND 1 478,610 0 0
VITAMIN SHOPPE INC COM 92849E101 527 11,100 SH   SOLE   11,100 0 0
VMWARE INC CL A COM 928563402 47,815 442,650 SH   DFND 1 442,650 0 0
VMWARE INC CL A COM 928563402 107,232 992,705 SH   SOLE   992,705 0 0
VONAGE HOLDINGS CORP COM 92886T201 956 223,900 SH   DFND 1 223,900 0 0
VONAGE HOLDINGS CORP COM 92886T201 1,414 331,200 SH   SOLE   331,200 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 1,828 18,547 SH   DFND 1 18,547 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 10,318 104,691 SH   SOLE   104,691 0 0
VULCAN MATERIALS CO COM 929160109 203 3,050 SH   SOLE   3,050 0 0
WD-40 CO COM 929236107 409 5,270 SH   SOLE   5,270 0 0
WP CAREY INC COM 92936U109 619 10,300 SH   SOLE   10,300 0 0
WABASH NATIONAL CORP COM 929566107 295 21,450 SH   DFND 1 21,450 0 0
WABASH NATIONAL CORP COM 929566107 1,085 78,850 SH   SOLE   78,850 0 0
WABTEC CORP COM 929740108 577 7,450 SH   SOLE   7,450 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 485 6,590 SH   SOLE   6,590 0 0
WAGEWORKS INC COM 930427109 612 10,900 SH   SOLE   10,900 0 0
WAL-MART STORES INC COM 931142103 257 3,362 SH   DFND 2 345 0 3,017
WAL-MART STORES INC COM 931142103 2 27 SH   DFND 2 0 0 27
WAL-MART STORES INC COM 931142103 19,236 251,676 SH   DFND 1 251,676 0 0
WAL-MART STORES INC COM 931142103 29,765 389,438 SH   SOLE   389,438 0 0
WALGREEN CO COM 931422109 244 3,700 SH   DFND 2 0 0 3,700
WALGREEN CO COM 931422109 100 1,520 SH   DFND 2 0 0 1,520
WALGREEN CO COM 931422109 1,354 20,500 SH   SOLE   20,500 0 0
WALTER ENERGY INC COM 93317Q105 288 38,100 SH   DFND 1 38,100 0 0
WALTER ENERGY INC COM 93317Q105 713 94,275 SH   SOLE   94,275 0 0
WASHINGTON REIT SH BEN INT 939653101 430 18,015 SH   SOLE   18,015 0 0
WASTE CONNECTIONS INC COM 941053100 419 9,550 SH   SOLE   9,550 0 0
WASTE MANAGEMENT INC COM 94106L109 427 10,149 SH   SOLE   10,149 0 0
WATERS CORP COM 941848103 13,481 124,350 SH   SOLE   124,350 0 0
WATERS CORP COM 941848103 14,131 130,350 SH   DFND 1 130,350 0 0
WATSCO INC. COM 942622200 210 2,100 SH   SOLE   2,100 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 610 10,400 SH   SOLE   10,400 0 0
WAUSAU PAPER CORP COM 943315101 230 18,100 SH   SOLE   18,100 0 0
WEBSTER FINANCIAL CORP COM 947890109 217 6,980 SH   SOLE   6,980 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,251 41,692 SH   SOLE   41,692 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 216 3,400 SH   SOLE   3,400 0 0
WELLPOINT INC COM 94973V107 1,697 17,050 SH   DFND 1 17,050 0 0
WELLPOINT INC COM 94973V107 1,931 19,400 SH   SOLE   19,400 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 19,337 13,250,000 SH   SOLE   13,250,000 0 0
WELLS FARGO & CO NEW COM 949746101 873 17,558 SH   DFND 2 0 0 17,558
WELLS FARGO & COMPANY COM 949746101 40,591 816,072 SH   DFND 1 816,072 0 0
WELLS FARGO & COMPANY COM 949746101 45,580 916,370 SH   SOLE   916,370 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 24,911 21,237 SH   SOLE   21,237 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 3,828 3,263 SH   DFND 1 3,263 0 0
WENDY'S COMPANY COM 95058W100 186 20,414 SH   SOLE   20,414 0 0
WESCO INTERNATIONAL INC COM 95082P105 1,123 13,500 SH   SOLE   13,500 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 1,123 25,500 SH   SOLE   25,500 0 0
WESTAR ENERGY INC COM 95709T100 349 9,920 SH   SOLE   9,920 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,091 206,950 SH   DFND 1 206,950 0 0
WESTERN ALLIANCE BANCORP COM 957638109 7,368 299,530 SH   SOLE   299,530 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 905 51,988 SH   DFND 1 51,988 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 434 24,942 SH   SOLE   24,942 0 0
WESTERN DIGITAL CORP COM 958102105 455 4,950 SH   SOLE   4,950 0 0
WESTERN UNION CO COM 959802109 211 12,880 SH   SOLE   12,880 0 0
WEX, INC. COM 96208T104 285 3,000 SH   SOLE   3,000 0 0
WEYERHAEUSER CO COM 962166104 2,855 97,282 SH   SOLE   97,282 0 0
WHIRLPOOL CORP COM 963320106 463 3,100 SH   DFND 1 3,100 0 0
WHIRLPOOL CORP COM 963320106 614 4,107 SH   SOLE   4,107 0 0
WHITEWAVE FOODS CO COM CL A 966244105 29,438 1,031,460 SH   DFND 1 1,031,460 0 0
WHITEWAVE FOODS CO COM CL A 966244105 34,990 1,226,000 SH   SOLE   1,226,000 0 0
WHITING PETROLEUM CORP COM 966387102 2,784 40,125 SH   DFND 1 40,125 0 0
WHITING PETROLEUM CORP COM 966387102 2,466 35,545 SH   SOLE   35,545 0 0
WHOLE FOODS MARKET INC COM 966837106 5,065 99,884 SH   SOLE   99,884 0 0
WHOLE FOODS MARKET INC COM 966837106 3,028 59,708 SH   DFND 1 59,708 0 0
JOHN WILEY & SONS INC CL A 968223206 208 3,600 SH   SOLE   3,600 0 0
WILLIAMS COS INC COM 969457100 651 16,050 SH   SOLE   16,050 0 0
WILLIAMS-SONOMA INC. COM 969904101 455 6,830 SH   SOLE   6,830 0 0
WILSHIRE BANCORP INC COM 97186T108 275 24,800 SH   SOLE   24,800 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 115 13,957 SH   SOLE   13,957 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 278 10,150 SH   SOLE   10,150 0 0
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 295 25,432 SH   SOLE   25,432 0 0
WINTRUST FINANCIAL CORP COM 97650W108 820 16,850 SH   SOLE   16,850 0 0
WISCONSIN ENERGY CORP COM 976657106 2,544 54,650 SH   DFND 1 54,650 0 0
WISCONSIN ENERGY CORP COM 976657106 9,603 206,300 SH   SOLE   206,300 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 728 55,500 SH   DFND 1 55,500 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 544 41,500 SH   SOLE   41,500 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,049 36,750 SH   SOLE   36,750 0 0
WOODWARD INC COM 980745103 422 10,150 SH   DFND 1 10,150 0 0
WOODWARD INC COM 980745103 509 12,250 SH   SOLE   12,250 0 0
WORKDAY INC CL A 98138H101 539 5,900 SH   DFND 1 5,900 0 0
WORKDAY INC CL A 98138H101 407 4,450 SH   SOLE   4,450 0 0
WORLD ACCEPTANCE CORP COM 981419104 282 3,762 SH   SOLE   3,762 0 0
WORLD FUEL SERVICES CORP COM 981475106 401 9,100 SH   DFND 1 9,100 0 0
WORLD FUEL SERVICES CORP COM 981475106 1,738 39,400 SH   SOLE   39,400 0 0
WORTHINGTON INDUSTIES COM 981811102 371 9,700 SH   DFND 1 9,700 0 0
WORTHINGTON INDUSTIES COM 981811102 1,509 39,450 SH   SOLE   39,450 0 0
WPX ENERGY INC COM 98212B103 282 15,650 SH   SOLE   15,650 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,926 26,300 SH   DFND 1 26,300 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 7,449 101,722 SH   SOLE   101,722 0 0
WYNN RESORTS LTD COM 983134107 3,888 17,500 SH   DFND 1 17,500 0 0
WYNN RESORTS LTD COM 983134107 6,365 28,650 SH   SOLE   28,650 0 0
XCEL ENERGY INC COM 98389B100 354 11,655 SH   SOLE   11,655 0 0
XILINX INC COM 983919101 24,876 458,384 SH   DFND 1 458,384 0 0
XILINX INC COM 983919101 38,095 701,951 SH   SOLE   701,951 0 0
XILINX INC NOTE 2.625% 983919AF8 19,928 10,600,000 SH   SOLE   10,600,000 0 0
XEROX CORP COM 984121103 2,041 180,600 SH   DFND 1 180,600 0 0
XEROX CORP COM 984121103 7,787 689,085 SH   SOLE   689,085 0 0
YAHOO INC COM 984332106 792 22,050 SH   SOLE   22,050 0 0
YUM! BRANDS INC COM 988498101 786 10,430 SH   SOLE   10,430 0 0
ZALE CORP COM 988858106 242 11,550 SH   SOLE   11,550 0 0
ZEBRA TECHNOLOGIES CORP. CL A 989207105 271 3,900 SH   SOLE   3,900 0 0
ZIONS BANCORPORATION COM 989701107 24,272 783,478 SH   SOLE   783,478 0 0
ZIONS BANCORPORATION COM 989701107 23,947 772,997 SH   DFND 1 772,997 0 0
ZOETIS INC CL A 98978V103 339 11,700 SH   SOLE   11,700 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 22,003 490,800 SH   DFND 1 490,800 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 25,392 566,400 SH   SOLE   566,400 0 0
ACTAVIS PLC SHS G0083B108 6,597 32,048 SH   DFND 1 32,048 0 0
ACTAVIS PLC SHS G0083B108 11,767 57,165 SH   SOLE   57,165 0 0
ALLEGION PLC ORD SHS G0176J109 569 10,901 SH   DFND 1 10,901 0 0
ALLEGION PLC ORD SHS G0176J109 2,200 42,166 SH   SOLE   42,166 0 0
AMDOCS LTD SHS G02602103 4,423 95,200 SH   SOLE   95,200 0 0
AMDOCS LTD SHS G02602103 1,203 25,900 SH   DFND 1 25,900 0 0
AON PLC SHS CL A G0408V102 596 7,075 SH   SOLE   7,075 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 200 5,050 SH   SOLE   5,050 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 449 9,800 SH   DFND 1 9,800 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,160 25,300 SH   SOLE   25,300 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,210 51,355 SH   SOLE   51,355 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,358 57,610 SH   DFND 1 57,610 0 0
ACCENTURE PLC SHS CLASS A G1151C101 1,578 19,800 SH   SOLE   19,800 0 0
ACCENTURE PLC SHS CLASS A G1151C101 514 6,450 SH   DFND 1 6,450 0 0
BUNGE LTD COM G16962105 4,464 56,150 SH   DFND 1 56,150 0 0
BUNGE LTD COM G16962105 12,285 154,510 SH   SOLE   154,510 0 0
COVIDIEN PLC SHS G2554F113 56,744 770,348 SH   DFND 1 770,348 0 0
COVIDIEN PLC SHS G2554F113 130,840 1,776,271 SH   SOLE   1,776,271 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 56,736 836,071 SH   SOLE   836,071 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 24,865 366,414 SH   DFND 1 366,414 0 0
EATON CORP PLC SHS G29183103 837 11,144 SH   SOLE   11,144 0 0
ENDO INTERNATIONAL PLC SHS G30401106 5,712 83,200 SH   SOLE   83,200 0 0
ENDO INTERNATIONAL PLC SHS G30401106 1,352 19,700 SH   DFND 1 19,700 0 0
ENSCO PLC SHS CLASS A G3157S106 2,182 41,340 SH   DFND 1 41,340 0 0
ENSCO PLC SHS CLASS A G3157S106 2,229 42,225 SH   SOLE   42,225 0 0
EVEREST RE GROUP LTD COM G3223R108 568 3,710 SH   SOLE   3,710 0 0
HELEN OF TROY LTD COM G4388N106 675 9,750 SH   SOLE   9,750 0 0
INGERSOLL-RAND PLC SHS G47791101 15,357 268,300 SH   DFND 1 268,300 0 0
INGERSOLL-RAND PLC SHS G47791101 38,116 665,900 SH   SOLE   665,900 0 0
INVESCO LTD SHS G491BT108 45,479 1,229,160 SH   DFND 1 1,229,160 0 0
INVESCO LTD SHS G491BT108 57,202 1,545,990 SH   SOLE   1,545,990 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,082 7,800 SH   DFND 1 7,800 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,994 28,800 SH   SOLE   28,800 0 0
LAZARD LTD SHS A G54050102 20,389 432,981 SH   DFND 1 432,981 0 0
LAZARD LTD SHS A G54050102 19,117 405,959 SH   SOLE   405,959 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 476 38,150 SH   DFND 1 38,150 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 356 28,500 SH   SOLE   28,500 0 0
MALLINCKRODT PLC SHS G5785G107 285 4,500 SH   SOLE   4,500 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 10,950 117,400 SH   DFND 1 117,400 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 12,157 130,340 SH   SOLE   130,340 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 515 17,300 SH   DFND 1 17,300 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,897 63,750 SH   SOLE   63,750 0 0
NABORS INDUSTRIES LTD SHS G6359F103 5,197 210,850 SH   SOLE   210,850 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,375 55,800 SH   DFND 1 55,800 0 0
NOBLE CORP PLC SHS USD G65431101 2,220 67,810 SH   SOLE   67,810 0 0
NOBLE CORP PLC SHS USD G65431101 2,264 69,145 SH   DFND 1 69,145 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 317 3,250 SH   SOLE   3,250 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,184 64,835 SH   DFND 1 64,835 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,035 60,435 SH   SOLE   60,435 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 2,569 45,750 SH   DFND 1 45,750 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 2,378 42,350 SH   SOLE   42,350 0 0
SIGNET JEWELERS LTD SHS G81276100 656 6,200 SH   SOLE   6,200 0 0
TOWER GROUP INTERNATIONAL LT COM G8988C105 39 14,289 SH   SOLE   14,289 0 0
PERRIGO CO PLC SHS G97822103 103,745 670,791 SH   SOLE   670,791 0 0
PERRIGO CO PLC SHS G97822103 61,600 398,295 SH   DFND 1 398,295 0 0
XL GROUP PLC SHS G98290102 203 6,500 SH   SOLE   6,500 0 0
ACE LTD SHS H0023R105 40,003 403,827 SH   DFND 1 403,827 0 0
ACE LTD SHS H0023R105 52,530 530,289 SH   SOLE   530,289 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 5,561 53,890 SH   SOLE   53,890 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 3,096 30,000 SH   DFND 1 30,000 0 0
WEATHERFORD INTL LTD REG SHS H27013103 105,117 6,055,124 SH   SOLE   6,055,124 0 0
WEATHERFORD INTL LTD REG SHS H27013103 73,093 4,210,450 SH   DFND 1 4,210,450 0 0
PENTAIR LTD SHS H6169Q108 17,388 219,160 SH   DFND 1 219,160 0 0
PENTAIR LTD SHS H6169Q108 35,938 452,964 SH   SOLE   452,964 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,162 35,900 SH   DFND 1 35,900 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,216 36,800 SH   SOLE   36,800 0 0
TRANSOCEAN LTD REG SHS H8817H100 331 8,000 SH   SOLE   8,000 0 0
TYCO INTERNATIONAL LTD SHS H89128104 458 10,800 SH   SOLE   10,800 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 2,039 30,150 SH   DFND 1 30,150 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 1,545 22,850 SH   SOLE   22,850 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 903 10,150 SH   SOLE   10,150 0 0
NIELSEN HOLDINGS NV COM N63218106 4,089 91,620 SH   DFND 1 91,620 0 0
NIELSEN HOLDINGS NV COM N63218106 6,529 146,290 SH   SOLE   146,290 0 0
NXP SEMICONDUCTOR NV COM N6596X109 8,394 142,730 SH   DFND 1 142,730 0 0
NXP SEMICONDUCTOR NV COM N6596X109 12,824 218,050 SH   SOLE   218,050 0 0
VISTAPRINT NV SHS N93540107 1,297 26,350 SH   SOLE   26,350 0 0
VISTAPRINT NV SHS N93540107 349 7,100 SH   DFND 1 7,100 0 0