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
ALLERGAN PLC SHS G0177J108 55,335 206,449 SH   DFND 1 206,449 0 0
ALLERGAN PLC SHS G0177J108 141,587 528,249 SH   SOLE   528,249 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 460 500 SH   SOLE   500 0 0
AMBARELLA INC SHS G037AX101 1,835 41,061 SH   DFND 1 41,061 0 0
AMBARELLA INC SHS G037AX101 4,811 107,630 SH   SOLE   107,630 0 0
AON PLC SHS CL A G0408V102 826 7,905 SH   SOLE   7,905 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 6,685 116,476 SH   DFND 1 116,476 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 10,477 182,559 SH   SOLE   182,559 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,139 44,835 SH   DFND 1 44,835 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 7,630 159,955 SH   SOLE   159,955 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 1,404 61,270 SH   SOLE   61,270 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 208 9,070 SH   DFND 1 9,070 0 0
ASSURED GUARANTY LTD COM G0585R106 43,476 1,718,412 SH   SOLE   1,718,412 0 0
ASSURED GUARANTY LTD COM G0585R106 31,525 1,246,049 SH   DFND 1 1,246,049 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 872 29,867 SH   DFND 1 29,867 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 2,826 96,779 SH   SOLE   96,779 0 0
ACCENTURE PLC SHS CLASS A G1151C101 2,134 18,490 SH   SOLE   18,490 0 0
Accenture PLC SHS CLASS A G1151C101 11 100 SH   DFND 2 100 0 0
BELMOND LTD CL A G1154H107 379 39,890 SH   SOLE   39,890 0 0
BROOKFIELD INFRASTRUCTURE PART LP INT UNIT G16252101 4,554 108,100 SH   DFND 1 108,100 0 0
BROOKFIELD INFRASTRUCTURE PART LP INT UNIT G16252101 3,787 89,900 SH   SOLE   89,900 0 0
Brookfield Infrastructure Part LP INT UNIT G16252101 17 420 SH   DFND 2 420 0 0
CONSOLIDATED WATER CO LTD ORD G23773107 603 49,560 SH   SOLE   49,560 0 0
CONSOLIDATED WATER CO LTD ORD G23773107 166 13,680 SH   DFND 1 13,680 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 11,839 157,813 SH   DFND 1 157,813 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 33,230 442,951 SH   SOLE   442,951 0 0
EATON CORP PLC SHS G29183103 841 13,444 SH   SOLE   13,444 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 2,872 43,960 SH   DFND 1 43,960 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 10,714 163,970 SH   SOLE   163,970 0 0
ENSCO PLC SHS CLASS A G3157S106 1,218 117,499 SH   DFND 1 117,499 0 0
ENSCO PLC SHS CLASS A G3157S106 4,290 413,741 SH   SOLE   413,741 0 0
ESSENT GROUP LTD COM G3198U102 1,281 61,588 SH   DFND 1 61,588 0 0
ESSENT GROUP LTD COM G3198U102 3,459 166,320 SH   SOLE   166,320 0 0
EVEREST RE GROUP LTD COM G3223R108 1,078 5,460 SH   SOLE   5,460 0 0
FABRINET SHS G3323L100 1,548 47,844 SH   DFND 1 47,844 0 0
FABRINET SHS G3323L100 6,053 187,123 SH   SOLE   187,123 0 0
FERROGLOBE PLC SHS G33856108 148 16,760 SH   DFND 1 16,760 0 0
FERROGLOBE PLC SHS G33856108 535 60,740 SH   SOLE   60,740 0 0
GENPACT LTD SHS G3922B107 832 30,600 SH   DFND 1 30,600 0 0
GENPACT LTD SHS G3922B107 3,305 121,570 SH   SOLE   121,570 0 0
HELEN OF TROY LTD COM G4388N106 1,348 13,000 SH   SOLE   13,000 0 0
ICON PLC SHS G4705A100 3,602 47,962 SH   DFND 1 47,962 0 0
ICON PLC SHS G4705A100 2,629 35,008 SH   SOLE   35,008 0 0
INGERSOLL-RAND PLC SHS G47791101 39,693 640,110 SH   SOLE   640,110 0 0
INGERSOLL-RAND PLC SHS G47791101 16,220 261,570 SH   DFND 1 261,570 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 52,270 6,718,536 SH   DFND 1 6,718,536 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 79,917 10,272,115 SH   SOLE   10,272,115 0 0
INVESCO LTD SHS G491BT108 27,954 908,480 SH   DFND 1 908,480 0 0
INVESCO LTD SHS G491BT108 43,837 1,424,670 SH   SOLE   1,424,670 0 0
LIVANOVA PLC SHS G5509L101 295 5,470 SH   SOLE   5,470 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 357 34,665 SH   DFND 1 34,665 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,159 112,425 SH   SOLE   112,425 0 0
MEDTRONIC PLC SHS G5960L103 22,699 302,658 SH   DFND 1 302,658 0 0
MEDTRONIC PLC SHS G5960L103 57,490 766,539 SH   SOLE   766,539 0 0
Medtronic PLC SHS G5960L103 3 35 SH   DFND 2 35 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 2,305 40,470 SH   SOLE   40,470 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 620 10,890 SH   DFND 1 10,890 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,693 292,760 SH   SOLE   292,760 0 0
NABORS INDUSTRIES LTD SHS G6359F103 733 79,700 SH   DFND 1 79,700 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 1,410 26,774 SH   DFND 1 26,774 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 4,802 91,193 SH   SOLE   91,193 0 0
NOBLE CORP PLC SHS USD G65431101 315 30,460 SH   SOLE   30,460 0 0
Noble Corp plc SHS USD G65431101 1 100 SH   DFND 2 100 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 1,364 65,284 SH   DFND 1 65,284 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 3,570 170,916 SH   SOLE   170,916 0 0
PROTHENA CORP PLC SHS G72800108 366 8,900 SH   DFND 1 8,900 0 0
PROTHENA CORP PLC SHS G72800108 955 23,200 SH   SOLE   23,200 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 663 5,530 SH   SOLE   5,530 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 8,303 515,696 SH   DFND 1 515,696 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 27,401 1,701,938 SH   SOLE   1,701,938 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 299 8,690 SH   SOLE   8,690 0 0
Seagate Technology PLC SHS G7945M107 2 60 SH   DFND 2 60 0 0
PENTAIR PLC SHS G7S00T104 289 5,329 SH   SOLE   5,329 0 0
SIGNET JEWELERS LTD SHS G81276100 1,755 14,150 SH   DFND 1 14,150 0 0
SIGNET JEWELERS LTD SHS G81276100 5,593 45,090 SH   SOLE   45,090 0 0
STERIS PLC SHS USD G84720104 2,401 33,790 SH   DFND 1 33,790 0 0
STERIS PLC SHS USD G84720104 9,946 139,990 SH   SOLE   139,990 0 0
STERIS PLC SHS USD G84720104 28 400 SH   DFND 2 400 0 0
TYCO INTERNATIONAL PLC SHS G91442106 883 24,058 SH   DFND 1 24,058 0 0
TYCO INTERNATIONAL PLC SHS G91442106 3,317 90,363 SH   SOLE   90,363 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 481 4,057 SH   SOLE   4,057 0 0
PERRIGO CO PLC SHS G97822103 9,925 77,579 SH   SOLE   77,579 0 0
PERRIGO CO PLC SHS G97822103 3,115 24,349 SH   DFND 1 24,349 0 0
XL GROUP PLC SHS G98290102 2,088 56,745 SH   DFND 1 56,745 0 0
XL GROUP PLC SHS G98290102 4,998 135,819 SH   SOLE   135,819 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 4,261 121,960 SH   DFND 1 121,960 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 7,172 205,260 SH   SOLE   205,260 0 0
CHUBB LTD COM H1467J104 21,884 183,667 SH   DFND 1 183,667 0 0
CHUBB LTD COM H1467J104 35,870 301,047 SH   SOLE   301,047 0 0
Chubb Ltd None H1467J104 2 18 SH   DFND 2 18 0 0
TE CONNECTIVITY LTD REG SHS H84989104 673 10,870 SH   SOLE   10,870 0 0
TRANSOCEAN LTD REG SHS H8817H100 94 10,300 SH   SOLE   10,300 0 0
Transocean Ltd REG SHS H8817H100 0 50 SH   DFND 2 50 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 8,539 97,620 SH   DFND 1 97,620 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 6,231 71,240 SH   SOLE   71,240 0 0
CNH Industrial NV SHS N20944109 5 823 SH   DFND 2 823 0 0
Ferrari NV None N3167Y103 2 47 SH   DFND 2 47 0 0
Fiat Chrysler Automobiles NV SHS N31738102 3 475 SH   DFND 2 475 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 863 10,080 SH   SOLE   10,080 0 0
MYLAN NV SHS EURO N59465109 26,422 570,044 SH   DFND 1 570,044 0 0
MYLAN NV SHS EURO N59465109 83,285 1,796,861 SH   SOLE   1,796,861 0 0
NXP SEMICONDUCTOR NV COM N6596X109 2,478 30,561 SH   DFND 1 30,561 0 0
NXP SEMICONDUCTOR NV COM N6596X109 7,459 92,005 SH   SOLE   92,005 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 408 4,970 SH   SOLE   4,970 0 0
BROADCOM LTD SHS Y09827109 1,688 10,923 SH   SOLE   10,923 0 0
Costamare Inc SHS Y1771G102 2 200 SH   DFND 2 200 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,816 494,859 SH   SOLE   494,859 0 0
TEEKAY TANKERS LTD CL A Y8565N102 502 136,703 SH   DFND 1 136,703 0 0
AAON INC COM PAR $0.004 000360206 507 18,102 SH   SOLE   18,102 0 0
AAR CORP COM 000361105 356 15,280 SH   SOLE   15,280 0 0
ABM INDUSTRIES INC COM 000957100 1,136 35,155 SH   DFND 1 35,155 0 0
ABM INDUSTRIES INC COM 000957100 4,515 139,755 SH   SOLE   139,755 0 0
AFLAC INC COM 001055102 777 12,310 SH   SOLE   12,310 0 0
Aflac Inc COM 001055102 122 1,913 SH   DFND 2 1,913 0 0
AGCO CORP COM 001084102 16,068 323,300 SH   DFND 1 323,300 0 0
AGCO CORP COM 001084102 20,985 422,240 SH   SOLE   422,240 0 0
AGL RESOURCES INC COM 001204106 230 3,535 SH   SOLE   3,535 0 0
AES CORP COM 00130H105 229 19,370 SH   SOLE   19,370 0 0
AK STEEL HOLDING CORP COM 001547108 334 80,980 SH   SOLE   80,980 0 0
AK Steel Holding Corp COM 001547108 1 184 SH   DFND 2 184 0 0
ALPS ETFs/USA SPROTT GL MINE 00162Q643 43 2,150 SH   DFND 2 2,150 0 0
ALERIAN MLP ETF ALERIAN MLP 00162Q866 4,570 418,500 SH   DFND 1 418,500 0 0
ALERIAN MLP ETF ALERIAN MLP 00162Q866 2,801 256,500 SH   SOLE   256,500 0 0
ALPS Advisors Inc ALERIAN MLP 00162Q866 7 615 SH   DFND 2 0 0 615
AMAG PHARMACEUTICALS INC COM 00163U106 362 15,460 SH   SOLE   15,460 0 0
AMC NETWORKS INC CL A 00164V103 512 7,880 SH   SOLE   7,880 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,108 32,955 SH   DFND 1 32,955 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 4,867 144,802 SH   SOLE   144,802 0 0
AT&T INC COM 00206R102 7,045 179,866 SH   SOLE   179,866 0 0
AT&T Inc COM 00206R102 679 17,649 SH   DFND 2 16,649 0 1,000
AVX CORP COM 002444107 332 26,380 SH   DFND 1 26,380 0 0
AVX CORP COM 002444107 1,075 85,550 SH   SOLE   85,550 0 0
AZZ INC COM 002474104 7,535 133,130 SH   DFND 1 133,130 0 0
AZZ INC COM 002474104 12,479 220,470 SH   SOLE   220,470 0 0
AARONS INC COM PAR $0.50 002535300 3,339 133,010 SH   DFND 1 133,010 0 0
AARONS INC COM PAR $0.50 002535300 6,517 259,650 SH   SOLE   259,650 0 0
ABAXIS INC COM 002567105 444 9,790 SH   SOLE   9,790 0 0
ABBOTT LABORATORIES COM 002824100 17,144 409,843 SH   DFND 1 409,843 0 0
ABBOTT LABORATORIES COM 002824100 51,582 1,233,137 SH   SOLE   1,233,137 0 0
Abbott Laboratories COM 002824100 215 5,067 SH   DFND 2 5,067 0 0
ABBVIE INC COM 00287Y109 320 5,600 SH   DFND 1 5,600 0 0
ABBVIE INC COM 00287Y109 4,048 70,860 SH   SOLE   70,860 0 0
AbbVie Inc COM 00287Y109 263 4,491 SH   DFND 2 4,491 0 0
ABERCROMBIE & FITCH CO CL A 002896207 914 28,970 SH   SOLE   28,970 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 1,328 265,639 SH   DFND 1 265,639 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 635 126,978 SH   SOLE   126,978 0 0
ABIOMED INC COM 003654100 7,464 78,730 SH   SOLE   78,730 0 0
ABIOMED INC COM 003654100 2,651 27,960 SH   DFND 1 27,960 0 0
ACADIA HEALTHCARE COM 00404A109 2,680 48,629 SH   DFND 1 48,629 0 0
ACADIA HEALTHCARE COM 00404A109 6,992 126,870 SH   SOLE   126,870 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 577 16,430 SH   DFND 1 16,430 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 4,190 119,278 SH   SOLE   119,278 0 0
ACETO CORP COM 004446100 256 10,880 SH   DFND 1 10,880 0 0
ACETO CORP COM 004446100 1,246 52,900 SH   SOLE   52,900 0 0
ACI WORLDWIDE INC COM 004498101 315 15,140 SH   SOLE   15,140 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,741 65,810 SH   DFND 1 65,810 0 0
ACORDA THERAPEUTICS INC COM 00484M106 3,651 138,050 SH   SOLE   138,050 0 0
ACTIVISION BLIZZARD INC COM 00507V109 506 14,940 SH   SOLE   14,940 0 0
Activision Blizzard Inc COM 00507V109 13 370 SH   DFND 2 370 0 0
ACTUANT CORP CL A NEW 00508X203 12,748 515,900 SH   DFND 1 515,900 0 0
ACTUANT CORP CL A NEW 00508X203 16,982 687,270 SH   SOLE   687,270 0 0
ACUITY BRANDS INC COM 00508Y102 1,232 5,650 SH   SOLE   5,650 0 0
ACXIOM CORP COM 005125109 215 10,010 SH   SOLE   10,010 0 0
Adams Express Co/Closed-end/US COM 00548F105 16 876 SH   DFND 2 876 0 0
ADEPTUS HEALTH INC CL A 006855100 301 5,420 SH   SOLE   5,420 0 0
ADOBE SYSTEMS INC COM 00724F101 1,377 14,680 SH   SOLE   14,680 0 0
ADTRAN INC COM 00738A106 457 22,600 SH   SOLE   22,600 0 0
ADVANCE AUTO PARTS COM 00751Y106 343 2,140 SH   SOLE   2,140 0 0
AECOM COM 00766T100 355 11,520 SH   DFND 1 11,520 0 0
AECOM COM 00766T100 1,749 56,810 SH   SOLE   56,810 0 0
AEGION CORP COM 00770F104 995 47,198 SH   DFND 1 47,198 0 0
AEGION CORP COM 00770F104 3,953 187,425 SH   SOLE   187,425 0 0
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 483 29,500 SH   SOLE   29,500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 235 82,380 SH   SOLE   82,380 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 542 15,593 SH   DFND 1 15,593 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 2,594 74,565 SH   SOLE   74,565 0 0
AEROVIRONMENT INC COM 008073108 853 30,110 SH   SOLE   30,110 0 0
Aerovironment Inc COM 008073108 7 240 SH   DFND 2 240 0 0
AETNA INC COM 00817Y108 12,530 111,529 SH   SOLE   111,529 0 0
AETNA INC COM 00817Y108 2,714 24,160 SH   DFND 1 24,160 0 0
Aetna Inc COM 00817Y108 158 1,450 SH   DFND 2 840 0 610
AFFILIATED MANAGERS GROUP COM 008252108 24,886 153,240 SH   SOLE   153,240 0 0
AFFILIATED MANAGERS GROUP COM 008252108 11,296 69,556 SH   DFND 1 69,556 0 0
AFFYMETRIX INC COM 00826T108 524 37,390 SH   SOLE   37,390 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,853 96,680 SH   DFND 1 96,680 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 12,944 324,827 SH   SOLE   324,827 0 0
AGNICO EAGLE MINES COM 008474108 1,222 33,784 SH   DFND 1 33,784 0 0
AGNICO EAGLE MINES COM 008474108 3,993 110,430 SH   SOLE   110,430 0 0
AGREE REALTY CORP COM 008492100 204 5,300 SH   DFND 1 5,300 0 0
AGREE REALTY CORP COM 008492100 1,039 27,000 SH   SOLE   27,000 0 0
Agrium Inc COM 008916108 37 420 SH   DFND 2 420 0 0
AIR METHODS CORP COM PAR $.06 009128307 559 15,420 SH   SOLE   15,420 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 820 5,690 SH   SOLE   5,690 0 0
AIRGAS INC COM 009363102 271 1,910 SH   SOLE   1,910 0 0
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 8,887 2,919,000 SH   SOLE   2,919,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 2,543 45,769 SH   DFND 1 45,769 0 0
AKAMAI TECHNOLOGIES COM 00971T101 7,935 142,790 SH   SOLE   142,790 0 0
AKORN INC COM 009728106 5,397 229,355 SH   DFND 1 229,355 0 0
AKORN INC COM 009728106 10,575 449,414 SH   SOLE   449,414 0 0
ALASKA AIR GROUP INC COM 011659109 1,312 16,000 SH   SOLE   16,000 0 0
ALBANY INTL CORP CL A 012348108 506 13,460 SH   SOLE   13,460 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 942 61,610 SH   SOLE   61,610 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 180 11,770 SH   DFND 1 11,770 0 0
ALBEMARLE CORP COM 012653101 31,835 497,974 SH   SOLE   497,974 0 0
ALBEMARLE CORP COM 012653101 20,159 315,326 SH   DFND 1 315,326 0 0
ALCOA INC COM 013817101 1,696 177,005 SH   DFND 1 177,005 0 0
ALCOA INC COM 013817101 5,910 616,934 SH   SOLE   616,934 0 0
ALEXANDER & BALDWIN INC COM 014491104 219 5,960 SH   SOLE   5,960 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 2,459 27,050 SH   DFND 1 27,050 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 7,332 80,672 SH   SOLE   80,672 0 0
ALEXANDRIA REAL ESTATE EQUITY PFD CONV SER D 015271505 5,531 187,500 SH   SOLE   187,500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 910 6,540 SH   SOLE   6,540 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 0 5 SH   DFND 2 5 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,868 94,486 SH   DFND 1 94,486 0 0
ALIGN TECHNOLOGY INC COM 016255101 13,762 189,320 SH   SOLE   189,320 0 0
ALLEGHANY CORP. COM 017175100 992 2,000 SH   SOLE   2,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 226 13,860 SH   SOLE   13,860 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,074 6,030 SH   SOLE   6,030 0 0
ALLETE INC COM NEW 018522300 1,194 21,303 SH   SOLE   21,303 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 41,193 187,240 SH   DFND 1 187,240 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 53,038 241,080 SH   SOLE   241,080 0 0
Alliance Funds/Closed-end/USA COM 01879R106 13 1,100 SH   DFND 2 1,100 0 0
ALLIANT ENERGY CORP COM 018802108 1,082 14,570 SH   SOLE   14,570 0 0
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 604 49,275 SH   DFND 1 49,275 0 0
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 274 22,375 SH   SOLE   22,375 0 0
ALLISON TRANSMISSION HOLDINGS COM 01973R101 226 8,380 SH   DFND 1 8,380 0 0
ALLISON TRANSMISSION HOLDINGS COM 01973R101 949 35,170 SH   SOLE   35,170 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 312 23,604 SH   DFND 1 23,604 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 1,330 100,688 SH   SOLE   100,688 0 0
ALLSTATE CORP COM 020002101 748 11,102 SH   SOLE   11,102 0 0
Allstate Corp/The COM 020002101 45 679 SH   DFND 2 679 0 0
ALPHABET INC CAP STK CL C 02079K107 79,368 106,542 SH   DFND 1 106,542 0 0
ALPHABET INC CAP STK CL C 02079K107 166,806 223,916 SH   SOLE   223,916 0 0
Alphabet Inc CAP STK CL C 02079K107 6 8 SH   DFND 2 8 0 0
ALPHABET INC CAP STK CL A 02079K305 74,431 97,563 SH   DFND 1 97,563 0 0
ALPHABET INC CAP STK CL A 02079K305 159,358 208,885 SH   SOLE   208,885 0 0
Alphabet Inc CAP STK CL A 02079K305 6 8 SH   DFND 2 8 0 0
ALTRIA GROUP INC COM 02209S103 28,358 452,570 SH   SOLE   452,570 0 0
ALTRIA GROUP INC COM 02209S103 5,879 93,820 SH   DFND 1 93,820 0 0
Altria Group Inc COM 02209S103 38 600 SH   DFND 2 300 0 300
AMAZON.COM INC COM 023135106 101,178 170,436 SH   DFND 1 170,436 0 0
AMAZON.COM INC COM 023135106 228,830 385,469 SH   SOLE   385,469 0 0
Amazon.com Inc COM 023135106 27 45 SH   DFND 2 45 0 0
AMEDISYS INC COM 023436108 641 13,253 SH   SOLE   13,253 0 0
AMEREN CORP COM 023608102 279 5,570 SH   DFND 1 5,570 0 0
AMEREN CORP COM 023608102 1,269 25,330 SH   SOLE   25,330 0 0
Ameren Corp COM 023608102 40 824 SH   DFND 2 512 0 312
AMERICAN AIRLINES GROUP INC COM 02376R102 722 17,600 SH   SOLE   17,600 0 0
American Airlines Group Inc COM 02376R102 81 2,100 SH   DFND 2 2,100 0 0
AMERICAN ASSETS TRUST INC COM 024013104 4,530 113,480 SH   DFND 1 113,480 0 0
AMERICAN ASSETS TRUST INC COM 024013104 8,467 212,092 SH   SOLE   212,092 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 1,453 30,850 SH   DFND 1 30,850 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 6,994 148,522 SH   SOLE   148,522 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 966 14,550 SH   SOLE   14,550 0 0
American Electric Power Co Inc COM 025537101 73 1,100 SH   DFND 2 100 0 1,000
AMERICAN EAGLE OUTFITTERS COM 02553E106 358 21,460 SH   SOLE   21,460 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 627 37,340 SH   SOLE   37,340 0 0
AMERICAN EXPRESS CO COM 025816109 1,480 24,100 SH   SOLE   24,100 0 0
American Express Co COM 025816109 2 42 SH   DFND 2 42 0 0
AMERICAN FARMLAND CO COM 02589Y100 109 17,279 SH   SOLE   17,279 0 0
AMERICAN FINANCIAL GROUP COM 025932104 3,166 44,985 SH   DFND 1 44,985 0 0
AMERICAN FINANCIAL GROUP COM 025932104 11,817 167,930 SH   SOLE   167,930 0 0
AMERICAN HOMES 4 RENT-A CL A 02665T306 914 57,499 SH   SOLE   57,499 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 8,824 163,250 SH   DFND 1 163,250 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 25,092 464,237 SH   SOLE   464,237 0 0
American International Group I COM NEW 026874784 5 100 SH   DFND 2 100 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 362 17,553 SH   DFND 1 17,553 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 1,461 70,825 SH   SOLE   70,825 0 0
AMERICAN STATES WATER CO COM 029899101 4,263 108,320 SH   SOLE   108,320 0 0
AMERICAN STATES WATER CO COM 029899101 1,025 26,050 SH   DFND 1 26,050 0 0
AMERICAN TOWER CORP COM 03027X100 8,572 83,740 SH   SOLE   83,740 0 0
AMERICAN TOWER CORP PFD CONV SER A 03027X308 2,108 20,000 SH   SOLE   20,000 0 0
AMERICAN VANGUARD CORP COM 030371108 338 21,414 SH   DFND 1 21,414 0 0
AMERICAN VANGUARD CORP COM 030371108 1,410 89,371 SH   SOLE   89,371 0 0
AMERICAN WATER WORKS CO INC COM 030420103 361 5,240 SH   SOLE   5,240 0 0
AMERICAN WOODMARK CORP COM 030506109 470 6,300 SH   SOLE   6,300 0 0
AMERISAFE INC COM 03071H100 1,761 33,520 SH   SOLE   33,520 0 0
AMERISAFE INC COM 03071H100 309 5,890 SH   DFND 1 5,890 0 0
AMERISOURCEBERGEN CORP COM 03073E105 11,407 131,795 SH   SOLE   131,795 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,353 38,740 SH   DFND 1 38,740 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 465 4,950 SH   SOLE   4,950 0 0
AMERIS BANCORP COM 03076K108 5,923 200,249 SH   DFND 1 200,249 0 0
AMERIS BANCORP COM 03076K108 10,685 361,221 SH   SOLE   361,221 0 0
AmeriGas Partners LP UNIT L P INT 030975106 16 360 SH   DFND 2 360 0 0
AMETEK INC COM 031100100 345 6,910 SH   DFND 1 6,910 0 0
AMETEK INC COM 031100100 1,790 35,810 SH   SOLE   35,810 0 0
AMGEN INC COM 031162100 24,208 161,460 SH   DFND 1 161,460 0 0
AMGEN INC COM 031162100 50,002 333,500 SH   SOLE   333,500 0 0
Amgen Inc COM 031162100 31 200 SH   DFND 2 35 0 165
AMKOR TECHNOLOGY INC COM 031652100 268 45,430 SH   DFND 1 45,430 0 0
AMKOR TECHNOLOGY INC COM 031652100 868 147,290 SH   SOLE   147,290 0 0
AMPHENOL CORP CL A 032095101 17,207 297,601 SH   SOLE   297,601 0 0
AMPHENOL CORP CL A 032095101 5,553 96,038 SH   DFND 1 96,038 0 0
AMSURG CORP COM 03232P405 593 7,950 SH   DFND 1 7,950 0 0
AMSURG CORP COM 03232P405 2,991 40,100 SH   SOLE   40,100 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 366 6,841 SH   DFND 1 6,841 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 952 17,813 SH   SOLE   17,813 0 0
ANADARKO PETROLEUM CORP COM 032511107 690 14,822 SH   SOLE   14,822 0 0
Anadarko Petroleum Corp COM 032511107 6 114 SH   DFND 2 114 0 0
ANALOG DEVICES INC COM 032654105 541 9,140 SH   SOLE   9,140 0 0
ANALOGIC CORP COM PAR $0.05 032657207 10,849 137,310 SH   SOLE   137,310 0 0
ANALOGIC CORP COM PAR $0.05 032657207 5,635 71,320 SH   DFND 1 71,320 0 0
ANDERSONS INC/THE COM 034164103 377 11,990 SH   SOLE   11,990 0 0
ANGIODYNAMICS INC COM 03475V101 148 12,020 SH   SOLE   12,020 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 4,109 32,959 SH   DFND 1 32,959 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 6,825 54,747 SH   SOLE   54,747 0 0
ANIKA THERAPEUTICS INC COM 035255108 292 6,520 SH   SOLE   6,520 0 0
ANIXTER INTERNATIONAL INC COM 035290105 683 13,110 SH   SOLE   13,110 0 0
ANSYS, INC. COM 03662Q105 579 6,476 SH   DFND 1 6,476 0 0
ANSYS, INC. COM 03662Q105 2,751 30,746 SH   SOLE   30,746 0 0
ANTHEM INC COM 036752103 1,069 7,690 SH   SOLE   7,690 0 0
ANTHEM INC UNIT 05/01/201 036752202 1,455 31,000 SH   SOLE   31,000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 1,545 331,470 SH   DFND 1 331,470 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,903 1,266,690 SH   SOLE   1,266,690 0 0
APACHE CORP COM 037411105 531 10,880 SH   SOLE   10,880 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 951 22,740 SH   DFND 1 22,740 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 4,705 112,517 SH   SOLE   112,517 0 0
APOGEE ENTERPRISES, INC. COM 037598109 583 13,290 SH   SOLE   13,290 0 0
APOLLO INVESTMENT CORP COM 03761U106 2,705 487,350 SH   DFND 1 487,350 0 0
APOLLO INVESTMENT CORP COM 03761U106 1,578 284,350 SH   SOLE   284,350 0 0
APOLLO COMMERCIAL REAL ESTATE COM 03762U105 204 12,500 SH   SOLE   12,500 0 0
APPLE INC COM 037833100 115,160 1,056,609 SH   DFND 1 1,056,609 0 0
APPLE INC COM 037833100 246,059 2,257,626 SH   SOLE   2,257,626 0 0
Apple Inc COM 037833100 151 1,389 SH   DFND 2 1,284 0 105
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 458 23,100 SH   SOLE   23,100 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 243 5,610 SH   DFND 1 5,610 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 1,804 41,570 SH   SOLE   41,570 0 0
APPLIED MATERIALS INC COM 038222105 41,657 1,966,790 SH   DFND 1 1,966,790 0 0
APPLIED MATERIALS INC COM 038222105 53,936 2,546,536 SH   SOLE   2,546,536 0 0
Applied Materials Inc COM 038222105 12 600 SH   DFND 2 600 0 0
APTARGROUP INC COM 038336103 632 8,060 SH   SOLE   8,060 0 0
AptarGroup Inc COM 038336103 17 215 SH   DFND 2 215 0 0
AQUA AMERICA INC COM 03836W103 605 19,000 SH   DFND 1 19,000 0 0
AQUA AMERICA INC COM 03836W103 2,685 84,392 SH   SOLE   84,392 0 0
Aqua America Inc COM 03836W103 20 625 SH   DFND 2 625 0 0
ARAMARK COM 03852U106 3,090 93,290 SH   DFND 1 93,290 0 0
ARAMARK COM 03852U106 11,422 344,870 SH   SOLE   344,870 0 0
ARCBEST CORP COM 03937C105 241 11,150 SH   SOLE   11,150 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 755 20,790 SH   DFND 1 20,790 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 3,803 104,728 SH   SOLE   104,728 0 0
ARCHROCK INC COM 03957W106 658 82,255 SH   DFND 1 82,255 0 0
ARCHROCK INC COM 03957W106 2,556 319,525 SH   SOLE   319,525 0 0
ARES CAPITAL CORP COM 04010L103 4,005 269,850 SH   DFND 1 269,850 0 0
ARES CAPITAL CORP COM 04010L103 2,289 154,250 SH   SOLE   154,250 0 0
Ares Capital Corp COM 04010L103 1 97 SH   DFND 2 97 0 0
ARES CAPITAL CORP NOTE 5.125% 04010LAD5 4,584 4,550,000 SH   SOLE   4,550,000 0 0
ARES CAPITAL CORP NOTE 4.875% 04010LAG8 2,548 2,500,000 SH   SOLE   2,500,000 0 0
ARES CAPITAL CORP NOTE 4.750% 04010LAJ2 4,065 4,000,000 SH   SOLE   4,000,000 0 0
ARES CAPITAL CORP NOTE 4.375% 04010LAM5 5,576 5,500,000 SH   SOLE   5,500,000 0 0
ARISTA NETWORKS INC COM 040413106 11,090 175,755 SH   DFND 1 175,755 0 0
ARISTA NETWORKS INC COM 040413106 20,069 318,057 SH   SOLE   318,057 0 0
ARROW ELECTRONICS INC COM 042735100 752 11,680 SH   SOLE   11,680 0 0
ARTESIAN RESOURCES CORPORATION CL A 043113208 452 16,170 SH   DFND 1 16,170 0 0
ARTESIAN RESOURCES CORPORATION CL A 043113208 1,636 58,520 SH   SOLE   58,520 0 0
MERITOR INC FRNT 4.000% 2/1 043353AH4 752 800,000 SH   SOLE   800,000 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 678 11,330 SH   SOLE   11,330 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,070 96,742 SH   SOLE   96,742 0 0
ASCENA RETAIL GROUP INC COM 04351G101 256 23,170 SH   DFND 1 23,170 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 286 24,520 SH   DFND 1 24,520 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 1,036 88,800 SH   SOLE   88,800 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 173 27,150 SH   DFND 1 27,150 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 691 108,248 SH   SOLE   108,248 0 0
ASHLAND INC COM 044209104 427 3,880 SH   DFND 1 3,880 0 0
ASHLAND INC COM 044209104 1,548 14,080 SH   SOLE   14,080 0 0
ASPEN TECHNOLOGY INC. COM 045327103 1,519 42,035 SH   DFND 1 42,035 0 0
ASPEN TECHNOLOGY INC. COM 045327103 4,113 113,850 SH   SOLE   113,850 0 0
ASSOC BANC-CORP COM 045487105 249 13,890 SH   DFND 1 13,890 0 0
ASSOC BANC-CORP COM 045487105 1,248 69,563 SH   SOLE   69,563 0 0
ASTEC INDUSTRIES INC COM 046224101 1,658 35,530 SH   DFND 1 35,530 0 0
ASTEC INDUSTRIES INC COM 046224101 4,466 95,700 SH   SOLE   95,700 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 420 89,430 SH   DFND 1 89,430 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 1,522 323,848 SH   SOLE   323,848 0 0
ASTORIA FINANCIAL CORP COM 046265104 661 41,730 SH   SOLE   41,730 0 0
Atlantic Power Corp COM NEW 04878Q863 1 400 SH   DFND 2 400 0 0
ATLANTIC TELE-NETWORK INC COM NEW 049079205 379 5,000 SH   SOLE   5,000 0 0
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 473 11,180 SH   SOLE   11,180 0 0
ATMEL CORP COM 049513104 439 54,020 SH   SOLE   54,020 0 0
ATMOS ENERGY CORP COM 049560105 975 13,130 SH   SOLE   13,130 0 0
Atmos Energy Corp COM 049560105 102 1,380 SH   DFND 2 1,380 0 0
ATRION CORPORATION COM 049904105 3,661 9,259 SH   SOLE   9,259 0 0
ATRION CORPORATION COM 049904105 1,011 2,556 SH   DFND 1 2,556 0 0
ATWOOD OCEANICS INC COM 050095108 574 62,549 SH   DFND 1 62,549 0 0
ATWOOD OCEANICS INC COM 050095108 2,320 252,988 SH   SOLE   252,988 0 0
AUTODESK INC COM 052769106 1,085 18,600 SH   DFND 1 18,600 0 0
AUTODESK INC COM 052769106 2,161 37,060 SH   SOLE   37,060 0 0
AUTOLIV INC COM 052800109 2,874 24,260 SH   DFND 1 24,260 0 0
AUTOLIV INC COM 052800109 2,096 17,690 SH   SOLE   17,690 0 0
Automatic Data Processing Inc COM 053015103 42 460 SH   DFND 2 460 0 0
AUTOMATIC DATA PROCESSNG COM 053015103 1,207 13,450 SH   SOLE   13,450 0 0
AUTOZONE INC COM 053332102 72,479 90,975 SH   DFND 1 90,975 0 0
AUTOZONE INC COM 053332102 129,410 162,435 SH   SOLE   162,435 0 0
AutoZone Inc COM 053332102 8 10 SH   DFND 2 10 0 0
AVALONBAY COMMUNITIES INC COM 053484101 11,320 59,518 SH   SOLE   59,518 0 0
AVALONBAY COMMUNITIES INC COM 053484101 1,560 8,200 SH   DFND 1 8,200 0 0
AVERY DENNISON CORP COM 053611109 4,979 69,050 SH   SOLE   69,050 0 0
AVERY DENNISON CORP COM 053611109 1,464 20,300 SH   DFND 1 20,300 0 0
Avery Dennison Corp COM 053611109 93 1,300 SH   DFND 2 1,300 0 0
AVISTA CORP COM 05379B107 2,926 71,760 SH   DFND 1 71,760 0 0
AVISTA CORP COM 05379B107 11,828 290,050 SH   SOLE   290,050 0 0
Avista Corp COM 05379B107 21 522 SH   DFND 2 522 0 0
AVNET INC COM 053807103 1,010 22,790 SH   DFND 1 22,790 0 0
AVNET INC COM 053807103 4,300 97,070 SH   SOLE   97,070 0 0
AVON PRODUCTS INC COM 054303102 266 55,360 SH   DFND 1 55,360 0 0
AVON PRODUCTS INC COM 054303102 1,127 234,345 SH   SOLE   234,345 0 0
BB&T Corp COM 054937107 47 1,450 SH   DFND 2 0 0 1,450
BB&T CORPORATION COM 054937107 14,318 430,370 SH   SOLE   430,370 0 0
BB&T CORPORATION COM 054937107 3,231 97,100 SH   DFND 1 97,100 0 0
B&G FOODS INC COM 05508R106 1,005 28,860 SH   SOLE   28,860 0 0
BGC PARTNERS INC NOTE 4.500% 05541TAD3 3,900 3,800,000 SH   SOLE   3,800,000 0 0
BP PLC SPONSORED ADR 055622104 71 2,364 SH   DFND 2 2,364 0 0
BOFI HOLDING INC COM 05566U108 535 25,080 SH   SOLE   25,080 0 0
BWX TECHNOLOGIES INC COM 05605H100 6,938 206,720 SH   DFND 1 206,720 0 0
BWX TECHNOLOGIES INC COM 05605H100 12,395 369,350 SH   SOLE   369,350 0 0
BADGER METER INC COM 056525108 440 6,620 SH   SOLE   6,620 0 0
BAKER HUGHES INC COM 057224107 42,015 958,599 SH   DFND 1 958,599 0 0
BAKER HUGHES INC COM 057224107 68,088 1,553,453 SH   SOLE   1,553,453 0 0
BALCHEM CORP COM 057665200 5,138 82,843 SH   DFND 1 82,843 0 0
BALCHEM CORP COM 057665200 8,974 144,695 SH   SOLE   144,695 0 0
BALL CORP COM 058498106 2,014 28,246 SH   DFND 1 28,246 0 0
BALL CORP COM 058498106 6,887 96,610 SH   SOLE   96,610 0 0
BA MTG SECS INC SER 2003-9 CL 2-A-3 05948XC82 1,867 25,000 SH   DFND 2 25,000 0 0
Banco Santander SA ADR 05964H105 7 1,785 SH   DFND 2 1,785 0 0
BANCORPSOUTH INC COM 059692103 315 14,770 SH   DFND 1 14,770 0 0
BANCORPSOUTH INC COM 059692103 1,254 58,860 SH   SOLE   58,860 0 0
BANC OF CALIFORNIA INC COM 05990K106 371 21,200 SH   SOLE   21,200 0 0
BANK OF AMERICA CORP COM 060505104 32,080 2,372,747 SH   DFND 1 2,372,747 0 0
BANK OF AMERICA CORP COM 060505104 85,254 6,305,753 SH   SOLE   6,305,753 0 0
Bank of America Corp COM 060505104 24 1,896 SH   DFND 2 1,896 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 2,398 2,180 SH   DFND 1 2,180 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 20,488 18,625 SH   SOLE   18,625 0 0
BANK OF HAWAII CORP COM 062540109 376 5,510 SH   SOLE   5,510 0 0
BANK MUTUAL CORP COM 063750103 148 19,500 SH   SOLE   19,500 0 0
BANK OF THE OZARKS COM 063904106 2,141 51,012 SH   DFND 1 51,012 0 0
BANK OF THE OZARKS COM 063904106 6,176 147,152 SH   SOLE   147,152 0 0
BANK OF NY MELLON CORP COM 064058100 1,400 38,000 SH   DFND 1 38,000 0 0
BANK OF NY MELLON CORP COM 064058100 7,023 190,692 SH   SOLE   190,692 0 0
Bank of Nova Scotia/The COM 064149107 8 175 SH   DFND 2 0 0 175
BANKFINANCIAL CORP COM 06643P104 208 17,570 SH   DFND 1 17,570 0 0
BANKFINANCIAL CORP COM 06643P104 752 63,600 SH   SOLE   63,600 0 0
BANNER CORP COM NEW 06652V208 395 9,400 SH   SOLE   9,400 0 0
BARD (C.R.) INC COM 067383109 35,439 174,860 SH   DFND 1 174,860 0 0
BARD (C.R.) INC COM 067383109 45,724 225,610 SH   SOLE   225,610 0 0
iPath ETNs/USA DJUBS CMDT ETN36 06738C778 59 2,750 SH   DFND 2 2,750 0 0
BARNES & NOBLE INC COM 067774109 349 28,210 SH   SOLE   28,210 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 172 17,567 SH   SOLE   17,567 0 0
BARNES GROUP INC COM 067806109 813 23,210 SH   SOLE   23,210 0 0
BARRICK GOLD CORP COM 067901108 2,559 188,427 SH   DFND 1 188,427 0 0
BARRICK GOLD CORP COM 067901108 8,359 615,510 SH   SOLE   615,510 0 0
BILL BARRETT CORP COM 06846N104 142 22,770 SH   SOLE   22,770 0 0
BASIC ENERGY SERVICES INC COM 06985P100 47 17,110 SH   SOLE   17,110 0 0
BAXALTA INC COM 07177M103 801 19,830 SH   SOLE   19,830 0 0
Baxalta Inc COM 07177M103 11 261 SH   DFND 2 261 0 0
BAXTER INTERNATIONAL COM 071813109 659 16,050 SH   SOLE   16,050 0 0
Baxter International Inc COM 071813109 11 261 SH   DFND 2 261 0 0
BBCN BANCORP INC COM 073295107 4,243 279,327 SH   DFND 1 279,327 0 0
BBCN BANCORP INC COM 073295107 8,620 567,475 SH   SOLE   567,475 0 0
BE AEROSPACE INC COM 073302101 1,449 31,424 SH   DFND 1 31,424 0 0
BE AEROSPACE INC COM 073302101 4,959 107,533 SH   SOLE   107,533 0 0
BEACON ROOFING SUPPLY INC COM 073685109 3,407 83,067 SH   SOLE   83,067 0 0
BEACON ROOFING SUPPLY INC COM 073685109 942 22,962 SH   DFND 1 22,962 0 0
BECTON DICKINSON AND CO COM 075887109 945 6,225 SH   SOLE   6,225 0 0
Becton Dickinson and Co COM 075887109 122 790 SH   DFND 2 790 0 0
BED BATH & BEYOND INC COM 075896100 1,975 39,790 SH   DFND 1 39,790 0 0
BED BATH & BEYOND INC COM 075896100 7,715 155,410 SH   SOLE   155,410 0 0
BELDEN INC COM 077454106 1,627 26,510 SH   DFND 1 26,510 0 0
BELDEN INC COM 077454106 5,968 97,231 SH   SOLE   97,231 0 0
BEMIS CO COM 081437105 333 6,440 SH   DFND 1 6,440 0 0
BEMIS CO COM 081437105 2,030 39,210 SH   SOLE   39,210 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 1,057 45,850 SH   SOLE   45,850 0 0
WR BERKLEY CORP COM 084423102 707 12,585 SH   SOLE   12,585 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 7,783 54,859 SH   SOLE   54,859 0 0
Berkshire Hathaway Inc CL B NEW 084670702 85 600 SH   DFND 2 600 0 0
BEST BUY CO INC COM 086516101 1,014 31,270 SH   DFND 1 31,270 0 0
BEST BUY CO INC COM 086516101 1,925 59,345 SH   SOLE   59,345 0 0
BHP Billiton Ltd SPONSORED ADR 088606108 5 200 SH   DFND 2 200 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 132 11,900 SH   DFND 1 11,900 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 574 51,640 SH   SOLE   51,640 0 0
BIG LOTS INC COM 089302103 1,304 28,790 SH   DFND 1 28,790 0 0
BIG LOTS INC COM 089302103 4,680 103,330 SH   SOLE   103,330 0 0
BIO-RAD LABORATORIES INC CL A 090572207 1,482 10,840 SH   SOLE   10,840 0 0
BIO-RAD LABORATORIES INC CL A 090572207 343 2,510 SH   DFND 1 2,510 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,761 21,348 SH   DFND 1 21,348 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 5,295 64,197 SH   SOLE   64,197 0 0
BIOGEN INC COM 09062X103 1,658 6,370 SH   SOLE   6,370 0 0
BIO-TECHNE CORP COM 09073M104 448 4,740 SH   SOLE   4,740 0 0
Bio-Techne Corp COM 09073M104 28 300 SH   DFND 2 0 0 300
BJ'S RESTAURANTS INC COM 09180C106 380 9,130 SH   SOLE   9,130 0 0
BLACK HILLS CORP COM 092113109 400 6,660 SH   SOLE   6,660 0 0
BLACKBAUD INC COM 09227Q100 1,368 21,760 SH   SOLE   21,760 0 0
BLACKROCK INC COM 09247X101 1,250 3,670 SH   SOLE   3,670 0 0
BLACKROCK KELSO CAPITAL CORP NOTE 5.500% 092533AB4 2,685 2,650,000 SH   SOLE   2,650,000 0 0
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 34,363 1,225,080 SH   SOLE   1,225,080 0 0
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 19,972 712,010 SH   DFND 1 712,010 0 0
BLACKROCK RESOURCES & COMMODIT SHS 09257A108 180 24,900 SH   SOLE   24,900 0 0
BLACKROCK RESOURCES & COMMODIT SHS 09257A108 396 54,900 SH   DFND 1 54,900 0 0
BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 275 10,250 SH   SOLE   10,250 0 0
Blackstone Mortgage Trust Inc COM CL A 09257W100 13 482 SH   DFND 2 482 0 0
BLACKSTONE MORTGAGE TRUST INC NOTE 5.250% 09257WAA8 1,046 1,000,000 SH   SOLE   1,000,000 0 0
BLOOMIN' BRANDS INC COM 094235108 471 27,900 SH   DFND 1 27,900 0 0
BLOOMIN' BRANDS INC COM 094235108 1,533 90,850 SH   SOLE   90,850 0 0
BLUCORA INC COM 095229100 97 18,800 SH   SOLE   18,800 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 677 26,400 SH   DFND 1 26,400 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 1,760 68,600 SH   SOLE   68,600 0 0
BLUEROCK RESIDENTIAL GROWTH RE COM CL A 09627J102 161 14,839 SH   SOLE   14,839 0 0
BOB EVANS FARMS COM 096761101 423 9,070 SH   SOLE   9,070 0 0
BOEING CO COM 097023105 35,713 281,340 SH   SOLE   281,340 0 0
BOEING CO COM 097023105 26,735 210,610 SH   DFND 1 210,610 0 0
Boeing Co/The COM 097023105 94 734 SH   DFND 2 734 0 0
BOISE CASCADE CO COM 09739D100 820 39,570 SH   SOLE   39,570 0 0
BONAZA CREEK ENERGY INC COM 097793103 29 18,120 SH   SOLE   18,120 0 0
BOOZ ALLEN HAMILTON HOLDING CO CL A 099502106 10,287 339,740 SH   DFND 1 339,740 0 0
BOOZ ALLEN HAMILTON HOLDING CO CL A 099502106 18,853 622,630 SH   SOLE   622,630 0 0
BORGWARNER INC COM 099724106 1,070 27,870 SH   DFND 1 27,870 0 0
BORGWARNER INC COM 099724106 4,222 109,950 SH   SOLE   109,950 0 0
BOSTON BEER CO INC CL A 100557107 524 2,831 SH   DFND 1 2,831 0 0
BOSTON BEER CO INC CL A 100557107 1,605 8,670 SH   SOLE   8,670 0 0
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BOSTON PRIVATE FINL HOLDINGS COM 101119105 2,056 179,580 SH   SOLE   179,580 0 0
BOSTON PROPERTIES INC COM 101121101 2,075 16,330 SH   DFND 1 16,330 0 0
BOSTON PROPERTIES INC COM 101121101 10,176 80,078 SH   SOLE   80,078 0 0
BOSTON SCIENTIFIC CORP COM 101137107 239 12,730 SH   DFND 1 12,730 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,752 93,130 SH   SOLE   93,130 0 0
BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 533 17,480 SH   SOLE   17,480 0 0
BOYD GAMING CORP COM 103304101 1,812 87,690 SH   SOLE   87,690 0 0
BOYD GAMING CORP COM 103304101 248 12,000 SH   DFND 1 12,000 0 0
BRADY CORP CL A 104674106 1,153 42,950 SH   SOLE   42,950 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 866 61,704 SH   SOLE   61,704 0 0
Breitburn Energy Partners LP COM UT LTD PTN 106776107 0 270 SH   DFND 2 270 0 0
BRIGGS & STRATTON CORP COM 109043109 280 11,690 SH   DFND 1 11,690 0 0
BRIGGS & STRATTON CORP COM 109043109 1,490 62,310 SH   SOLE   62,310 0 0
BRINKER INTERNATIONAL INC COM 109641100 337 7,335 SH   SOLE   7,335 0 0
BRINKS CO COM 109696104 1,382 41,150 SH   SOLE   41,150 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 682 10,680 SH   DFND 1 10,680 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 6,011 94,098 SH   SOLE   94,098 0 0
Bristol-Myers Squibb Co COM 110122108 417 6,305 SH   DFND 2 6,305 0 0
BRISTOW GROUP INC COM 110394103 357 18,884 SH   DFND 1 18,884 0 0
BRISTOW GROUP INC COM 110394103 1,552 82,040 SH   SOLE   82,040 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 1,844 71,990 SH   DFND 1 71,990 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 5,522 215,527 SH   SOLE   215,527 0 0
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BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 3,328 314,569 SH   DFND 1 314,569 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 12,223 1,155,259 SH   SOLE   1,155,259 0 0
BROOKLINE BANCORP INC COM 11373M107 791 71,850 SH   DFND 1 71,850 0 0
BROOKLINE BANCORP INC COM 11373M107 3,221 292,530 SH   SOLE   292,530 0 0
BROOKS AUTOMATION INC COM 114340102 1,461 140,480 SH   DFND 1 140,480 0 0
BROOKS AUTOMATION INC COM 114340102 4,123 396,407 SH   SOLE   396,407 0 0
BROWN & BROWN INC COM 115236101 1,934 54,030 SH   DFND 1 54,030 0 0
BROWN & BROWN INC COM 115236101 7,477 208,860 SH   SOLE   208,860 0 0
BROWN-FORMAN CORP CL B 115637209 6,133 62,287 SH   SOLE   62,287 0 0
BROWN-FORMAN CORP CL B 115637209 1,392 14,140 SH   DFND 1 14,140 0 0
BRUNSWICK CORP COM 117043109 2,919 60,839 SH   DFND 1 60,839 0 0
BRUNSWICK CORP COM 117043109 8,191 170,710 SH   SOLE   170,710 0 0
Buckeye Partners LP UNIT LTD PARTN 118230101 5 83 SH   DFND 2 83 0 0
BUCKLE INC COM 118440106 436 12,860 SH   SOLE   12,860 0 0
BUFFALO WILD WINGS INC COM 119848109 364 2,460 SH   SOLE   2,460 0 0
BURLINGTON STORES INC COM 122017106 3,487 62,000 SH   DFND 1 62,000 0 0
BURLINGTON STORES INC COM 122017106 7,979 141,871 SH   SOLE   141,871 0 0
CBIZ INC COM 124805102 514 50,960 SH   SOLE   50,960 0 0
CBIZ INC COM 124805102 142 14,050 SH   DFND 1 14,050 0 0
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CBL & ASSOCIATES PROPERTIES COM 124830100 2,909 244,440 SH   DFND 1 244,440 0 0
CBS CORP CL B 124857202 684 12,422 SH   SOLE   12,422 0 0
CBS Corp CL B 124857202 6 108 SH   DFND 2 108 0 0
CBOE HOLDINGS INC COM 12503M108 684 10,470 SH   SOLE   10,470 0 0
CBRE GROUP INC CL A 12504L109 850 29,490 SH   DFND 1 29,490 0 0
CBRE GROUP INC CL A 12504L109 3,839 133,209 SH   SOLE   133,209 0 0
CDK GLOBAL INC COM 12508E101 510 10,950 SH   DFND 1 10,950 0 0
CDK GLOBAL INC COM 12508E101 3,063 65,790 SH   SOLE   65,790 0 0
CDK Global Inc COM 12508E101 3 66 SH   DFND 2 66 0 0
CEB INC COM 125134106 5,061 78,190 SH   SOLE   78,190 0 0
CEB INC COM 125134106 1,384 21,380 SH   DFND 1 21,380 0 0
CDW CORP/DE COM 12514G108 1,343 32,350 SH   DFND 1 32,350 0 0
CDW CORP/DE COM 12514G108 5,241 126,300 SH   SOLE   126,300 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 213 6,790 SH   SOLE   6,790 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 313 4,210 SH   SOLE   4,210 0 0
CIGNA CORP COM 125509109 1,027 7,480 SH   SOLE   7,480 0 0
CLECO CORP COM 12561W105 431 7,810 SH   SOLE   7,810 0 0
CME GROUP INC COM 12572Q105 954 9,930 SH   SOLE   9,930 0 0
CMS ENERGY CORP COM 125896100 348 8,200 SH   SOLE   8,200 0 0
CSS INDUSTRIES INC COM 125906107 766 27,443 SH   DFND 1 27,443 0 0
CSS INDUSTRIES INC COM 125906107 2,774 99,322 SH   SOLE   99,322 0 0
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CSG SYSTEMS INTERNATIONAL COM 126349109 683 15,130 SH   SOLE   15,130 0 0
CSX CORP COM 126408103 9,832 381,831 SH   DFND 1 381,831 0 0
CSX CORP COM 126408103 26,120 1,014,388 SH   SOLE   1,014,388 0 0
CSX Corp COM 126408103 56 2,263 SH   DFND 2 2,263 0 0
CST BRANDS INC COM 12646R105 370 9,660 SH   SOLE   9,660 0 0
CTS CORP COM 126501105 236 14,980 SH   SOLE   14,980 0 0
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CVS HEALTH CORP COM 126650100 186,643 1,799,314 SH   SOLE   1,799,314 0 0
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CA INC COM 12673P105 266 8,632 SH   SOLE   8,632 0 0
CABELA'S INC COM 126804301 301 6,190 SH   SOLE   6,190 0 0
Cabela's Inc COM 126804301 9 180 SH   DFND 2 180 0 0
CABLE ONE INC COM 12685J105 245 560 SH   SOLE   560 0 0
CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 215 6,520 SH   SOLE   6,520 0 0
CABOT CORP COM 127055101 1,517 31,390 SH   DFND 1 31,390 0 0
CABOT CORP COM 127055101 5,847 120,990 SH   SOLE   120,990 0 0
CABOT OIL & GAS CORP COM 127097103 310 13,640 SH   SOLE   13,640 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 1,148 28,071 SH   DFND 1 28,071 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 4,602 112,481 SH   SOLE   112,481 0 0
CACI INTERNATIONAL INC CL A 127190304 7,858 73,642 SH   DFND 1 73,642 0 0
CACI INTERNATIONAL INC CL A 127190304 15,166 142,140 SH   SOLE   142,140 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 920 39,030 SH   SOLE   39,030 0 0
CAL-MAINE FOODS INC COM NEW 128030202 744 14,340 SH   SOLE   14,340 0 0
CALAMP CORP COM 128126109 298 16,600 SH   SOLE   16,600 0 0
CALATLANTIC GROUP INC COM 128195104 329 9,850 SH   SOLE   9,850 0 0
CALAVO GROWERS INC COM 128246105 388 6,800 SH   SOLE   6,800 0 0
CALERES INC COM 129500104 1,031 36,450 SH   DFND 1 36,450 0 0
CALERES INC COM 129500104 4,331 153,105 SH   SOLE   153,105 0 0
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Calgon Carbon Corp COM 129603106 5 400 SH   DFND 2 400 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 845 31,630 SH   DFND 1 31,630 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 3,591 134,400 SH   SOLE   134,400 0 0
CALLAWAY GOLF CO. COM 131193104 451 49,420 SH   DFND 1 49,420 0 0
CALLAWAY GOLF CO. COM 131193104 2,030 222,570 SH   SOLE   222,570 0 0
CALLON PETROLEUM COMPANY COM 13123X102 6,849 773,899 SH   SOLE   773,899 0 0
CALLON PETROLEUM COMPANY COM 13123X102 4,106 463,911 SH   DFND 1 463,911 0 0
CAMBREX CORP COM 132011107 775 17,620 SH   DFND 1 17,620 0 0
CAMBREX CORP COM 132011107 3,891 88,440 SH   SOLE   88,440 0 0
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CAMDEN PROPERTY TRUST SH BEN INT 133131102 28,794 342,421 SH   SOLE   342,421 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 12,310 183,592 SH   DFND 1 183,592 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 40,581 605,240 SH   SOLE   605,240 0 0
CAMPBELL SOUP COMPANY COM 134429109 12,894 202,130 SH   SOLE   202,130 0 0
CAMPBELL SOUP COMPANY COM 134429109 2,992 46,900 SH   DFND 1 46,900 0 0
Canadian National Railway Co COM 136375102 79 1,270 SH   DFND 2 970 0 300
CANADIAN NATURAL RESOURC COM 136385101 29,005 1,074,270 SH   SOLE   1,074,270 0 0
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CANTEL MEDICAL CORP COM 138098108 1,184 16,595 SH   SOLE   16,595 0 0
CAPELLA EDUCATION CO COM 139594105 259 4,920 SH   SOLE   4,920 0 0
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CAPITAL ONE FINANCIAL CORP COM 14040H105 22,595 326,003 SH   SOLE   326,003 0 0
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CARDINAL HEALTH INC COM 14149Y108 2,315 28,245 SH   SOLE   28,245 0 0
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Cardinal Health Inc COM 14149Y108 6 70 SH   DFND 2 70 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 590 56,856 SH   DFND 1 56,856 0 0
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CARLISLE COS INC COM 142339100 822 8,260 SH   SOLE   8,260 0 0
CARMAX INC COM 143130102 292 5,710 SH   SOLE   5,710 0 0
CARNIVAL CORPORATION PAIRED CTF 143658300 698 13,220 SH   SOLE   13,220 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 790 23,070 SH   SOLE   23,070 0 0
CARRIZO OIL & GAS INC COM 144577103 757 24,490 SH   SOLE   24,490 0 0
CARTER'S INC COM 146229109 700 6,640 SH   SOLE   6,640 0 0
CASEY'S GENERAL STORES INC COM 147528103 7,763 68,505 SH   DFND 1 68,505 0 0
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CASH AMERICA INTL INC COM 14754D100 428 11,070 SH   SOLE   11,070 0 0
CATALENT INC COM 148806102 333 12,480 SH   SOLE   12,480 0 0
CATERPILLAR INC COM 149123101 1,362 17,790 SH   DFND 1 17,790 0 0
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Caterpillar Inc COM 149123101 22 300 SH   DFND 2 300 0 0
CATHAY GENERAL BANCORP COM 149150104 4,919 173,630 SH   SOLE   173,630 0 0
CATHAY GENERAL BANCORP COM 149150104 1,339 47,270 SH   DFND 1 47,270 0 0
CATO CORP CL A 149205106 467 12,110 SH   SOLE   12,110 0 0
CAVIUM INC COM 14964U108 6,183 101,090 SH   SOLE   101,090 0 0
CAVIUM INC COM 14964U108 2,358 38,562 SH   DFND 1 38,562 0 0
CEDAR FAIR LP DEPOSITRY UNIT 150185106 6,944 116,807 SH   DFND 1 116,807 0 0
CEDAR FAIR LP DEPOSITRY UNIT 150185106 11,196 188,329 SH   SOLE   188,329 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,084 149,957 SH   DFND 1 149,957 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,323 597,947 SH   SOLE   597,947 0 0
CELADON GROUP, INC. COM 150838100 131 12,490 SH   SOLE   12,490 0 0
CELANESE CORP COM SER A 150870103 1,533 23,411 SH   DFND 1 23,411 0 0
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Celgene Corp COM 151020104 637 5,995 SH   DFND 2 5,995 0 0
CENTENE CORP COM 15135B101 11,655 189,290 SH   SOLE   189,290 0 0
CENTENE CORP COM 15135B101 3,460 56,200 SH   DFND 1 56,200 0 0
CENTERPOINT ENERGY INC COM 15189T107 654 31,250 SH   DFND 1 31,250 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,384 113,973 SH   SOLE   113,973 0 0
CenterPoint Energy Inc COM 15189T107 7 357 SH   DFND 2 357 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 255 15,660 SH   SOLE   15,660 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 313 14,390 SH   SOLE   14,390 0 0
CENTURY ALUMINUM COMPANY COM 156431108 163 23,130 SH   SOLE   23,130 0 0
CENTURYLINK INC COM 156700106 508 15,905 SH   SOLE   15,905 0 0
CERNER CORP COM 156782104 68,542 1,294,229 SH   SOLE   1,294,229 0 0
CERNER CORP COM 156782104 29,754 561,818 SH   DFND 1 561,818 0 0
CEVA INC COM 157210105 211 9,390 SH   SOLE   9,390 0 0
CHARLES RIVER LABORATORIES COM 159864107 445 5,860 SH   SOLE   5,860 0 0
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CHEESECAKE FACTORY (THE) COM 163072101 17,238 324,690 SH   DFND 1 324,690 0 0
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Chevron Corp COM 166764100 137 1,421 SH   DFND 2 1,421 0 0
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CIBER INC COM 17163B102 93 44,070 SH   DFND 1 44,070 0 0
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CIENA CORP COM NEW 171779309 1,497 78,687 SH   DFND 1 78,687 0 0
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Cisco Systems Inc COM 17275R102 178 6,433 SH   DFND 2 5,183 0 1,250
CINTAS CORP COM 172908105 233 2,590 SH   SOLE   2,590 0 0
CITIGROUP INC COM NEW 172967424 93,394 2,236,971 SH   SOLE   2,236,971 0 0
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Citigroup Inc COM NEW 172967424 21 525 SH   DFND 2 525 0 0
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CLARCOR INC COM 179895107 15,607 270,060 SH   SOLE   270,060 0 0
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Clean Energy Fuels Corp COM 184499101 1 475 SH   DFND 2 475 0 0
CLEARWATER PAPER CORP COM 18538R103 413 8,522 SH   DFND 1 8,522 0 0
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CLIFTON BANCORP INC COM 186873105 405 26,810 SH   DFND 1 26,810 0 0
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CLOROX CO COM 189054109 480 3,810 SH   SOLE   3,810 0 0
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COACH INC COM 189754104 325 8,110 SH   SOLE   8,110 0 0
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COCA-COLA CO COM 191216100 9,963 214,760 SH   DFND 1 214,760 0 0
COCA-COLA CO COM 191216100 41,042 884,720 SH   SOLE   884,720 0 0
COCA-COLA CO COM 191216100 776 16,554 SH   DFND 2 16,554 0 0
COCA-COLA ENTERPRISES COM 19122T109 311 6,130 SH   SOLE   6,130 0 0
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COGNEX CORP COM 192422103 2,603 66,818 SH   DFND 1 66,818 0 0
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COLGATE-PALMOLIVE CO COM 194162103 1,864 26,390 SH   SOLE   26,390 0 0
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Comcast Corp CL A 20030N101 83 1,350 SH   DFND 2 1,350 0 0
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COMERICA INC COM 200340107 28,285 746,910 SH   SOLE   746,910 0 0
COMMERCE BANCSHARES INC. COM 200525103 443 9,850 SH   DFND 1 9,850 0 0
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Consolidated Edison Inc COM 209115104 65 854 SH   DFND 2 854 0 0
CONSTELLATION BRANDS INC CL A 21036P108 780 5,160 SH   SOLE   5,160 0 0
CONTINENTAL RESOURCES COM 212015101 15,365 506,080 SH   DFND 1 506,080 0 0
CONTINENTAL RESOURCES COM 212015101 25,400 836,615 SH   SOLE   836,615 0 0
CONVERGYS CORP COM 212485106 903 32,530 SH   DFND 1 32,530 0 0
CONVERGYS CORP COM 212485106 3,687 132,770 SH   SOLE   132,770 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 6,839 2,750,000 SH   SOLE   2,750,000 0 0
COOPER COMPANIES INC COM NEW 216648402 950 6,170 SH   SOLE   6,170 0 0
COPART, INC. COM 217204106 2,570 63,030 SH   DFND 1 63,030 0 0
COPART, INC. COM 217204106 9,615 235,840 SH   SOLE   235,840 0 0
CORE-MARK HOLDING COMPANY INC COM 218681104 14,411 176,690 SH   DFND 1 176,690 0 0
CORE-MARK HOLDING COMPANY INC COM 218681104 26,947 330,390 SH   SOLE   330,390 0 0
CORESITE REALTY CORP COM 21870Q105 1,867 26,666 SH   SOLE   26,666 0 0
CORELOGIC INC COM 21871D103 2,562 73,820 SH   DFND 1 73,820 0 0
CORELOGIC INC COM 21871D103 9,931 286,200 SH   SOLE   286,200 0 0
CORNING INC COM 219350105 678 32,440 SH   SOLE   32,440 0 0
Corning Inc COM 219350105 26 1,250 SH   DFND 2 1,250 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 4,812 183,390 SH   DFND 1 183,390 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 18,987 723,607 SH   SOLE   723,607 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 899 28,040 SH   SOLE   28,040 0 0
COSTCO WHOLESALE CORP COM 22160K105 2,036 12,920 SH   SOLE   12,920 0 0
Costco Wholesale Corp COM 22160K105 101 665 SH   DFND 2 665 0 0
COUSINS PROPERTIES INC COM 222795106 1,777 171,180 SH   SOLE   171,180 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 475 3,110 SH   SOLE   3,110 0 0
CRANE CO. COM 224399105 341 6,330 SH   SOLE   6,330 0 0
CRAY INC COM NEW 225223304 782 18,660 SH   SOLE   18,660 0 0
Credit Suisse AG VelocityShare VELSHS DLY SHTRM 22539T423 13 2,760 SH   DFND 2 2,760 0 0
CREE INC COM 225447101 372 12,790 SH   SOLE   12,790 0 0
Cresud SACIF y A SPONSORED ADR 226406106 6 531 SH   DFND 2 531 0 0
CRITEO SA SPONS ADS 226718104 6,417 154,937 SH   DFND 1 154,937 0 0
CRITEO SA SPONS ADS 226718104 14,010 338,245 SH   SOLE   338,245 0 0
CROCS INC COM 227046109 321 33,360 SH   SOLE   33,360 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 145 12,470 SH   DFND 1 12,470 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 697 59,890 SH   SOLE   59,890 0 0
CROWN CASTLE INTL CORP COM 22822V101 1,096 12,670 SH   DFND 1 12,670 0 0
CROWN CASTLE INTL CORP COM 22822V101 6,957 80,432 SH   SOLE   80,432 0 0
CROWN HOLDINGS INC COM 228368106 17,007 342,960 SH   SOLE   342,960 0 0
CROWN HOLDINGS INC COM 228368106 5,159 104,037 SH   DFND 1 104,037 0 0
CRYOLIFE INC COM 228903100 126 11,690 SH   SOLE   11,690 0 0
CUBESMART LP COM 229663109 3,158 94,822 SH   SOLE   94,822 0 0
CUBESMART LP COM 229663109 503 15,100 SH   DFND 1 15,100 0 0
CUBIC CORP COM 229669106 401 10,030 SH   SOLE   10,030 0 0
CULLEN/FROST BANKERS, INC. COM 229899109 386 7,010 SH   SOLE   7,010 0 0
CULP INC COM 230215105 922 35,151 SH   DFND 1 35,151 0 0
CULP INC COM 230215105 3,338 127,321 SH   SOLE   127,321 0 0
CUMMINS INC COM 231021106 519 4,720 SH   SOLE   4,720 0 0
Cummins Inc COM 231021106 3 26 SH   DFND 2 26 0 0
CURTISS-WRIGHT CORP COM 231561101 9,453 124,920 SH   DFND 1 124,920 0 0
CURTISS-WRIGHT CORP COM 231561101 15,637 206,650 SH   SOLE   206,650 0 0
CVENT INC COM 23247G109 269 12,580 SH   DFND 1 12,580 0 0
CVENT INC COM 23247G109 974 45,530 SH   SOLE   45,530 0 0
CYNOSURE INC CL A 232577205 466 10,570 SH   SOLE   10,570 0 0
CYPRESS SEMICONDUCTOR CORP. COM 232806109 350 40,380 SH   SOLE   40,380 0 0
CYRUSONE INC COM 23283R100 825 18,080 SH   DFND 1 18,080 0 0
CYRUSONE INC COM 23283R100 4,019 88,040 SH   SOLE   88,040 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 1,454 36,850 SH   DFND 1 36,850 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 7,148 181,103 SH   SOLE   181,103 0 0
DDR CORP COM 23317H102 2,252 126,576 SH   SOLE   126,576 0 0
DR HORTON INC COM 23331A109 292 9,650 SH   SOLE   9,650 0 0
DHI GROUP INC COM 23331S100 152 18,840 SH   SOLE   18,840 0 0
DST SYSTEMS INC COM 233326107 7,657 67,896 SH   DFND 1 67,896 0 0
DST SYSTEMS INC COM 233326107 14,113 125,151 SH   SOLE   125,151 0 0
DTE ENERGY CO COM 233331107 482 5,320 SH   SOLE   5,320 0 0
DTE Energy Co COM 233331107 23 255 SH   DFND 2 0 0 255
DSW INC-CLASS A CL A 23334L102 1,132 40,970 SH   DFND 1 40,970 0 0
DSW INC-CLASS A CL A 23334L102 3,672 132,860 SH   SOLE   132,860 0 0
DAKTRONICS INC COM 234264109 141 17,800 SH   SOLE   17,800 0 0
DANA HOLDING CORP COM 235825205 981 69,630 SH   DFND 1 69,630 0 0
DANA HOLDING CORP COM 235825205 3,452 245,000 SH   SOLE   245,000 0 0
DANAHER CORP COM 235851102 16,145 170,200 SH   SOLE   170,200 0 0
DANAHER CORP COM 235851102 3,261 34,380 SH   DFND 1 34,380 0 0
DANAHER CORP NOTE 235851AF9 138 50,000 SH   SOLE   50,000 0 0
DARDEN RESTAURANTS INC COM 237194105 224 3,380 SH   SOLE   3,380 0 0
Darden Restaurants Inc COM 237194105 12 187 SH   DFND 2 0 0 187
DARLING INGREDIENTS INC COM 237266101 996 75,650 SH   SOLE   75,650 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 357 4,860 SH   SOLE   4,860 0 0
DEAN FOODS CO COM NEW 242370203 206 11,910 SH   SOLE   11,910 0 0
DECKERS OUTDOOR CORP COM 243537107 247 4,120 SH   SOLE   4,120 0 0
DEERE & CO COM 244199105 674 8,760 SH   SOLE   8,760 0 0
Deere & Co COM 244199105 9 120 SH   DFND 2 120 0 0
DELEK US HOLDINGS INC COM 246647101 577 37,890 SH   DFND 1 37,890 0 0
DELEK US HOLDINGS INC COM 246647101 1,960 128,630 SH   SOLE   128,630 0 0
DELTA AIR LINES INC COM NEW 247361702 49,160 1,009,870 SH   DFND 1 1,009,870 0 0
DELTA AIR LINES INC COM NEW 247361702 107,668 2,211,760 SH   SOLE   2,211,760 0 0
Delta Air Lines Inc COM NEW 247361702 18 394 SH   DFND 2 394 0 0
DELTIC TIMBER CORP COM 247850100 294 4,880 SH   SOLE   4,880 0 0
DENBURY RESOURCES INC COM NEW 247916208 93 42,050 SH   SOLE   42,050 0 0
DELUXE CORP COM 248019101 394 6,300 SH   SOLE   6,300 0 0
Deluxe Corp COM 248019101 41 681 SH   DFND 2 681 0 0
DEMANDWARE INC COM 24802Y105 1,788 45,719 SH   DFND 1 45,719 0 0
DEMANDWARE INC COM 24802Y105 4,669 119,401 SH   SOLE   119,401 0 0
DENTSPLY SIRONA INC COM 24906P109 3,576 58,020 SH   DFND 1 58,020 0 0
DENTSPLY SIRONA INC COM 24906P109 14,118 229,070 SH   SOLE   229,070 0 0
DEPOMED INC COM 249908104 5,866 421,083 SH   DFND 1 421,083 0 0
DEPOMED INC COM 249908104 11,128 798,870 SH   SOLE   798,870 0 0
DEVON ENERGY CORPORATION COM 25179M103 8,647 315,130 SH   DFND 1 315,130 0 0
DEVON ENERGY CORPORATION COM 25179M103 23,431 853,900 SH   SOLE   853,900 0 0
DEVRY EDUCATION GROUP INC COM 251893103 206 11,940 SH   DFND 1 11,940 0 0
DEVRY EDUCATION GROUP INC COM 251893103 794 45,970 SH   SOLE   45,970 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 492 22,620 SH   DFND 1 22,620 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 1,635 75,230 SH   SOLE   75,230 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,505 148,678 SH   SOLE   148,678 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,852 36,947 SH   DFND 1 36,947 0 0
DIAMONDBACK ENERGY INC COM 25278X109 8,092 104,850 SH   SOLE   104,850 0 0
DICK'S SPORTING GOODS INC COM 253393102 540 11,560 SH   SOLE   11,560 0 0
DIEBOLD, INC. COM 253651103 245 8,470 SH   SOLE   8,470 0 0
DIGI INTERNATIONAL INC COM 253798102 112 11,830 SH   SOLE   11,830 0 0
DIGITAL REALTY TRUST INC COM 253868103 29,282 330,912 SH   SOLE   330,912 0 0
DIGITAL REALTY TRUST INC COM 253868103 20,689 233,806 SH   DFND 1 233,806 0 0
DIME COMMUNITY BANCSHARES COM 253922108 247 14,045 SH   SOLE   14,045 0 0
DINEEQUITY INC COM 254423106 714 7,640 SH   SOLE   7,640 0 0
DIODES INC COM 254543101 355 17,680 SH   SOLE   17,680 0 0
DIPLOMAT PHARMACY INC COM 25456K101 459 16,740 SH   SOLE   16,740 0 0
WALT DISNEY COMPANY COM DISNEY 254687106 3,068 30,890 SH   DFND 1 30,890 0 0
WALT DISNEY COMPANY COM DISNEY 254687106 9,504 95,697 SH   SOLE   95,697 0 0
WALT DISNEY COMPANY COM DISNEY 254687106 747 7,751 SH   DFND 2 7,751 0 0
Discover Financial Services COM 254709108 25 491 SH   DFND 2 491 0 0
DISCOVER FINANCIAL SVS COM 254709108 619 12,155 SH   SOLE   12,155 0 0
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 19,223 671,416 SH   DFND 1 671,416 0 0
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 55,001 1,921,083 SH   SOLE   1,921,083 0 0
DISH NETWORK CORP CL A 25470M109 24,174 522,560 SH   DFND 1 522,560 0 0
DISH NETWORK CORP CL A 25470M109 30,899 667,940 SH   SOLE   667,940 0 0
DOLLAR GENERAL CORP COM 256677105 1,843 21,530 SH   DFND 1 21,530 0 0
DOLLAR GENERAL CORP COM 256677105 8,453 98,750 SH   SOLE   98,750 0 0
DOLLAR TREE INC COM 256746108 4,774 57,893 SH   DFND 1 57,893 0 0
DOLLAR TREE INC COM 256746108 14,911 180,827 SH   SOLE   180,827 0 0
DOMINION RESOURCES INC COM 25746U109 1,327 17,664 SH   SOLE   17,664 0 0
DOMINION RESOURCES INC COM 25746U109 56 770 SH   DFND 2 770 0 0
DOMINO'S PIZZA INC COM 25754A201 7,070 53,620 SH   SOLE   53,620 0 0
DOMINO'S PIZZA INC COM 25754A201 2,073 15,720 SH   DFND 1 15,720 0 0
DOMTAR CORP COM NEW 257559203 465 11,490 SH   DFND 1 11,490 0 0
DOMTAR CORP COM NEW 257559203 1,077 26,600 SH   SOLE   26,600 0 0
DONALDSON COMPANY, INC. COM 257651109 505 15,820 SH   SOLE   15,820 0 0
RR DONNELLEY & SONS CO COM 257867101 440 26,800 SH   SOLE   26,800 0 0
DORMAN PRODUCTS INC COM 258278100 322 5,925 SH   DFND 1 5,925 0 0
DORMAN PRODUCTS INC COM 258278100 1,918 35,250 SH   SOLE   35,250 0 0
DOUBLELINE INCOME SOLUTIONS FU COM 258622109 1,352 80,450 SH   DFND 1 80,450 0 0
DOUBLELINE INCOME SOLUTIONS FU COM 258622109 1,190 70,800 SH   SOLE   70,800 0 0
DOUBLELINE INCOME SOLUTIONS FU COM 258622109 86 5,007 SH   DFND 2 4,000 0 1,007
DOUGLAS EMMETT INC COM 25960P109 970 32,217 SH   DFND 1 32,217 0 0
DOUGLAS EMMETT INC COM 25960P109 5,215 173,191 SH   SOLE   173,191 0 0
DOVER CORP COM 260003108 291 4,530 SH   SOLE   4,530 0 0
DOW CHEMICAL CO/THE COM 260543103 38,545 757,863 SH   SOLE   757,863 0 0
DOW CHEMICAL CO/THE COM 260543103 24,670 485,050 SH   DFND 1 485,050 0 0
Dow Chemical Co/The COM 260543103 18 357 SH   DFND 2 357 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 493 5,510 SH   SOLE   5,510 0 0
DREAMWORKS ANIMATION SKG-A CL A 26153C103 230 9,200 SH   SOLE   9,200 0 0
DREW INDUSTRIES INC. COM NEW 26168L205 468 7,260 SH   DFND 1 7,260 0 0
DREW INDUSTRIES INC. COM NEW 26168L205 2,415 37,467 SH   SOLE   37,467 0 0
Dreyfus Corp/The COM 26201R102 17 1,699 SH   DFND 2 1,699 0 0
DRIL-QUIP INC COM 262037104 294 4,860 SH   SOLE   4,860 0 0
DU PONT (EI) DE NEMOURS & CO COM 263534109 1,626 25,681 SH   SOLE   25,681 0 0
DU PONT (EI) DE NEMOURS & CO COM 263534109 48 755 SH   DFND 2 755 0 0
DUKE REALTY LP COM NEW 264411505 36,753 1,630,550 SH   SOLE   1,630,550 0 0
DUKE REALTY LP COM NEW 264411505 24,501 1,086,980 SH   DFND 1 1,086,980 0 0
DUKE ENERGY CORPORATION COM NEW 26441C204 1,648 20,432 SH   SOLE   20,432 0 0
DUKE ENERGY CORPORATION COM NEW 26441C204 188 2,354 SH   DFND 2 1,626 0 728
DUNKIN' BRANDS GROUP INC COM 265504100 558 11,830 SH   SOLE   11,830 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,349 33,283 SH   SOLE   33,283 0 0
DYCOM INDUSTRIES INC COM 267475101 972 15,030 SH   SOLE   15,030 0 0
DYNEGY INC COM 26817R108 356 24,770 SH   DFND 1 24,770 0 0
DYNEGY INC COM 26817R108 1,290 89,740 SH   SOLE   89,740 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 137 10,235 SH   SOLE   10,235 0 0
EMC CORP/MASSACHUSETTS COM 268648102 39,425 1,479,360 SH   DFND 1 1,479,360 0 0
EMC CORP/MASSACHUSETTS COM 268648102 54,094 2,029,806 SH   SOLE   2,029,806 0 0
EMC CORP/MASSACHUSETTS COM 268648102 13 500 SH   DFND 2 500 0 0
EOG RESOURCES INC COM 26875P101 109,633 1,510,508 SH   SOLE   1,510,508 0 0
EOG RESOURCES INC COM 26875P101 49,503 682,054 SH   DFND 1 682,054 0 0
EOG Resources Inc COM 26875P101 3 45 SH   DFND 2 45 0 0
EP ENERGY CORP CL A 268785102 568 125,600 SH   SOLE   125,600 0 0
EP ENERGY CORP CL A 268785102 175 38,740 SH   DFND 1 38,740 0 0
EPIQ SYSTEMS INC COM 26882D109 224 14,910 SH   SOLE   14,910 0 0
EQT CORP COM 26884L109 40,275 598,801 SH   DFND 1 598,801 0 0
EQT CORP COM 26884L109 97,313 1,446,818 SH   SOLE   1,446,818 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 230 3,454 SH   DFND 1 3,454 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 1,798 26,995 SH   SOLE   26,995 0 0
E*TRADE FINANCIAL CORP COM NEW 269246401 2,260 92,270 SH   DFND 1 92,270 0 0
E*TRADE FINANCIAL CORP COM NEW 269246401 9,051 369,580 SH   SOLE   369,580 0 0
EAGLE MATERIALS INC COM 26969P108 484 6,909 SH   DFND 1 6,909 0 0
EAGLE MATERIALS INC COM 26969P108 2,018 28,780 SH   SOLE   28,780 0 0
Eagle Materials Inc COM 26969P108 12 175 SH   DFND 2 175 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 530 93,490 SH   SOLE   93,490 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 146 25,800 SH   DFND 1 25,800 0 0
EAST WEST BANCORP INC COM 27579R104 2,151 66,222 SH   DFND 1 66,222 0 0
EAST WEST BANCORP INC COM 27579R104 8,152 250,981 SH   SOLE   250,981 0 0
EASTGROUP PROPERTIES COM 277276101 1,581 26,194 SH   SOLE   26,194 0 0
EASTMAN CHEMICAL CO COM 277432100 1,116 15,450 SH   DFND 1 15,450 0 0
EASTMAN CHEMICAL CO COM 277432100 5,000 69,220 SH   SOLE   69,220 0 0
EATON VANCE CORP COM NON VTG 278265103 492 14,670 SH   SOLE   14,670 0 0
EBAY INC COM 278642103 6,667 279,440 SH   SOLE   279,440 0 0
EBAY INC COM 278642103 1,411 59,150 SH   DFND 1 59,150 0 0
EBIX INC COM NEW 278715206 486 11,920 SH   SOLE   11,920 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 309 11,370 SH   SOLE   11,370 0 0
ECOLAB INC COM 278865100 865 7,760 SH   SOLE   7,760 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 613 7,610 SH   SOLE   7,610 0 0
EDISON INTERNATIONAL INC COM 281020107 2,208 30,720 SH   DFND 1 30,720 0 0
EDISON INTERNATIONAL INC COM 281020107 9,960 138,550 SH   SOLE   138,550 0 0
EDISON INTERNATIONAL INC COM 281020107 27 375 SH   DFND 2 375 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 2,299 55,261 SH   SOLE   55,261 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 24,833 281,520 SH   DFND 1 281,520 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 44,216 501,260 SH   SOLE   501,260 0 0
8X8 INC COM 282914100 408 40,570 SH   SOLE   40,570 0 0
EL PASO ELECTRIC CO COM NEW 283677854 860 18,750 SH   SOLE   18,750 0 0
ELDORADO GOLD CORP COM 284902103 1,351 427,490 SH   SOLE   427,490 0 0
ELDORADO GOLD CORP COM 284902103 414 130,856 SH   DFND 1 130,856 0 0
ELECTRO RENT CORP COM 285218103 476 51,391 SH   DFND 1 51,391 0 0
ELECTRO RENT CORP COM 285218103 1,715 185,227 SH   SOLE   185,227 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 91 12,680 SH   SOLE   12,680 0 0
ELECTRONIC ARTS INC COM 285512109 604 9,130 SH   SOLE   9,130 0 0
ELECTRONICS FOR IMAGING COM 286082102 922 21,740 SH   SOLE   21,740 0 0
EMCOR GROUP INC COM 29084Q100 15,948 328,148 SH   DFND 1 328,148 0 0
EMCOR GROUP INC COM 29084Q100 28,359 583,519 SH   SOLE   583,519 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 512 14,080 SH   SOLE   14,080 0 0
EMERSON ELECTRIC CO COM 291011104 3,386 62,260 SH   SOLE   62,260 0 0
EMERSON ELECTRIC CO COM 291011104 563 10,350 SH   DFND 1 10,350 0 0
Emerson Electric Co COM 291011104 258 4,801 SH   DFND 2 4,801 0 0
EMPIRE STATE REALTY TRUST INC CL A 292104106 581 33,160 SH   DFND 1 33,160 0 0
EMPIRE STATE REALTY TRUST INC CL A 292104106 2,885 164,573 SH   SOLE   164,573 0 0
EMPLOYERS HOLDINGS COM 292218104 1,274 45,260 SH   DFND 1 45,260 0 0
EMPLOYERS HOLDINGS COM 292218104 5,030 178,737 SH   SOLE   178,737 0 0
ENCORE CAPITAL GROUP INC COM 292554102 1,456 56,570 SH   DFND 1 56,570 0 0
ENCORE CAPITAL GROUP INC COM 292554102 2,657 103,210 SH   SOLE   103,210 0 0
ENCORE WIRE CORP COM 292562105 368 9,450 SH   SOLE   9,450 0 0
ENERGEN CORP COM 29265N108 446 12,200 SH   SOLE   12,200 0 0
ENERGIZER SPINCO INC COM 29272W109 321 7,920 SH   SOLE   7,920 0 0
Energy Transfer Partners LP UNIT LTD PARTN 29273R109 3 105 SH   DFND 2 105 0 0
ENERSYS COM 29275Y102 1,102 19,780 SH   SOLE   19,780 0 0
ENPRO INDUSTRIES INC COM 29355X107 590 10,230 SH   SOLE   10,230 0 0
ENOVA INTERNATIONAL INC COM 29357K103 148 23,390 SH   DFND 1 23,390 0 0
ENOVA INTERNATIONAL INC COM 29357K103 609 96,507 SH   SOLE   96,507 0 0
ENSIGN GROUP INC/THE COM 29358P101 1,159 51,214 SH   DFND 1 51,214 0 0
ENSIGN GROUP INC/THE COM 29358P101 4,677 206,572 SH   SOLE   206,572 0 0
Entegris Inc COM 29362U104 18 1,400 SH   DFND 2 1,400 0 0
ENTERGY CORP COM 29364G103 416 5,250 SH   SOLE   5,250 0 0
Enterprise Products Partners L COM 293792107 28 1,166 SH   DFND 2 1,166 0 0
ENVESTNET INC COM 29404K106 2,714 99,780 SH   DFND 1 99,780 0 0
ENVESTNET INC COM 29404K106 5,231 192,320 SH   SOLE   192,320 0 0
ENVISION HEALTHCARE HOLDINGS COM 29413U103 1,856 90,988 SH   DFND 1 90,988 0 0
ENVISION HEALTHCARE HOLDINGS COM 29413U103 5,574 273,255 SH   SOLE   273,255 0 0
EPLUS INC COM 294268107 217 2,700 SH   SOLE   2,700 0 0
EQUIFAX INC COM 294429105 30,295 265,070 SH   DFND 1 265,070 0 0
EQUIFAX INC COM 294429105 39,551 346,060 SH   SOLE   346,060 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,753 5,302 SH   DFND 1 5,302 0 0
EQUINIX INC COM PAR $0.001 29444U700 12,231 36,985 SH   SOLE   36,985 0 0
EQUINIX INC NOTE 4.750% 29444UAH9 5,391 1,250,000 SH   SOLE   1,250,000 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 412 14,600 SH   SOLE   14,600 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 2,708 37,228 SH   SOLE   37,228 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 567 7,800 SH   DFND 1 7,800 0 0
EQUITY ONE INC COM 294752100 1,475 51,460 SH   DFND 1 51,460 0 0
EQUITY ONE INC COM 294752100 6,362 221,997 SH   SOLE   221,997 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,913 25,500 SH   DFND 1 25,500 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 12,310 164,070 SH   SOLE   164,070 0 0
ESSENDANT INC COM 296689102 546 17,110 SH   SOLE   17,110 0 0
ESSEX PROPERTY TRUST INC COM 297178105 994 4,250 SH   DFND 1 4,250 0 0
ESSEX PROPERTY TRUST INC COM 297178105 7,392 31,609 SH   SOLE   31,609 0 0
Essex Property Trust Inc COM 297178105 3 14 SH   DFND 2 14 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 242 3,780 SH   SOLE   3,780 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,366 42,934 SH   DFND 1 42,934 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 5,468 171,845 SH   SOLE   171,845 0 0
EURONET WORLDWIDE INC NOTE 1.500% 298736AH2 10,479 8,760,000 SH   SOLE   8,760,000 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 5,359 103,560 SH   SOLE   103,560 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 1,701 32,879 SH   DFND 1 32,879 0 0
EVERBANK FINANCIAL CORP COM 29977G102 2,022 133,965 SH   DFND 1 133,965 0 0
EVERBANK FINANCIAL CORP COM 29977G102 7,064 468,125 SH   SOLE   468,125 0 0
EVERTEC INC COM 30040P103 230 16,450 SH   DFND 1 16,450 0 0
EVERTEC INC COM 30040P103 746 53,340 SH   SOLE   53,340 0 0
EVERSOURCE ENERGY COM 30040W108 546 9,360 SH   SOLE   9,360 0 0
Eversource Energy COM 30040W108 26 459 SH   DFND 2 459 0 0
EXAR CORP. COM 300645108 129 22,500 SH   SOLE   22,500 0 0
EXAMWORKS GROUP INC COM 30066A105 11,916 403,113 SH   SOLE   403,113 0 0
EXAMWORKS GROUP INC COM 30066A105 5,388 182,263 SH   DFND 1 182,263 0 0
EXELON CORP COM 30161N101 971 27,064 SH   SOLE   27,064 0 0
Exelon Corp COM 30161N101 248 7,133 SH   DFND 2 6,313 0 820
EXLSERVICE HOLDINGS INC COM 302081104 3,719 71,790 SH   SOLE   71,790 0 0
EXLSERVICE HOLDINGS INC COM 302081104 790 15,260 SH   DFND 1 15,260 0 0
EXPEDIA INC COM NEW 30212P303 1,889 17,524 SH   DFND 1 17,524 0 0
EXPEDIA INC COM NEW 30212P303 6,059 56,196 SH   SOLE   56,196 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,377 48,700 SH   DFND 1 48,700 0 0
EXPEDITORS INTL WASH INC COM 302130109 10,233 209,640 SH   SOLE   209,640 0 0
EXPONENT INC COM 30214U102 603 11,830 SH   SOLE   11,830 0 0
EXPRESS INC COM 30219E103 711 33,200 SH   SOLE   33,200 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 36,003 524,135 SH   SOLE   524,135 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 13,381 194,800 SH   DFND 1 194,800 0 0
Express Scripts Holding Co COM 30219G108 6 92 SH   DFND 2 92 0 0
EXTRA SPACE STORAGE INC COM 30225T102 5,064 54,180 SH   SOLE   54,180 0 0
EXTRA SPACE STORAGE INC COM 30225T102 523 5,600 SH   DFND 1 5,600 0 0
EXTERRAN CORP COM 30227H106 246 15,905 SH   SOLE   15,905 0 0
EZCORP INC CL A NON VTG 302301106 74 24,750 SH   SOLE   24,750 0 0
EXXON MOBIL CORP COM 30231G102 9,864 118,010 SH   DFND 1 118,010 0 0
EXXON MOBIL CORP COM 30231G102 51,566 616,890 SH   SOLE   616,890 0 0
Exxon Mobil Corp COM 30231G102 788 9,474 SH   DFND 2 9,274 0 200
FEI COMPANY COM 30241L109 5,642 63,387 SH   DFND 1 63,387 0 0
FEI COMPANY COM 30241L109 10,530 118,303 SH   SOLE   118,303 0 0
FLIR SYSTEMS INC COM 302445101 10,968 332,870 SH   SOLE   332,870 0 0
FLIR SYSTEMS INC COM 302445101 3,558 107,990 SH   DFND 1 107,990 0 0
FMC CORP COM NEW 302491303 2,347 58,129 SH   DFND 1 58,129 0 0
FMC CORP COM NEW 302491303 6,815 168,804 SH   SOLE   168,804 0 0
FMC TECHNOLOGIES INC COM 30249U101 2,081 76,050 SH   DFND 1 76,050 0 0
FMC TECHNOLOGIES INC COM 30249U101 6,929 253,270 SH   SOLE   253,270 0 0
FNB CORP COM 302520101 891 68,500 SH   DFND 1 68,500 0 0
FNB CORP COM 302520101 3,702 284,520 SH   SOLE   284,520 0 0
FTD COS INC COM 30281V108 218 8,320 SH   SOLE   8,320 0 0
FTI CONSULTING INC COM 302941109 2,812 79,184 SH   DFND 1 79,184 0 0
FTI CONSULTING INC COM 302941109 5,355 150,801 SH   SOLE   150,801 0 0
FACEBOOK INC CL A 30303M102 208,175 1,824,497 SH   SOLE   1,824,497 0 0
FACEBOOK INC CL A 30303M102 76,609 671,420 SH   DFND 1 671,420 0 0
FACTSET RESEARCH SYSTEMS INC. COM 303075105 800 5,280 SH   SOLE   5,280 0 0
FAIR ISAAC CORP COM 303250104 429 4,040 SH   SOLE   4,040 0 0
FAIRCHILD SEMICON INTERNATIO COM 303726103 291 14,560 SH   SOLE   14,560 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 189 12,700 SH   DFND 1 12,700 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,349 90,629 SH   SOLE   90,629 0 0
FARO TECHNOLOGIES, INC. COM 311642102 244 7,560 SH   SOLE   7,560 0 0
FASTENAL CO COM 311900104 414 8,450 SH   SOLE   8,450 0 0
Fastenal Co COM 311900104 19 400 SH   DFND 2 400 0 0
FEDL HOME LN MTG CRP SER 1053 CL 1053-G 312905FG2 79 30,000 SH   DFND 2 30,000 0 0
FEDL HOME LN MTG CRP SER 1395 CL G 312912MK1 143 10,000 SH   DFND 2 10,000 0 0
FEDL NATL MTG ASSN POOL #253794 31371J3B8 65 10,000 SH   DFND 2 10,000 0 0
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 484 3,100 SH   DFND 1 3,100 0 0
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 4,907 31,445 SH   SOLE   31,445 0 0
FEDERAL SIGNAL CORP COM 313855108 622 46,918 SH   DFND 1 46,918 0 0
FEDERAL SIGNAL CORP COM 313855108 2,856 215,382 SH   SOLE   215,382 0 0
FEDL NATL MTG ASSN SER 2002-67 CL PE 31392E6F2 2,597 12,000 SH   DFND 2 12,000 0 0
FEDL NATL MTG ASSN SER 2010-68 CL JA 31398TGK1 377 55,000 SH   DFND 2 55,000 0 0
FEDL NATL MTG ASSN SER 2010-68 CL TA 31398THB0 1,670 55,000 SH   DFND 2 55,000 0 0
FEDERATED INVESTORS INC CL B 314211103 348 12,050 SH   SOLE   12,050 0 0
FEDEX CORP COM 31428X106 1,217 7,480 SH   SOLE   7,480 0 0
FedEx Corp COM 31428X106 30 186 SH   DFND 2 186 0 0
FELCOR LODGING TRUST INC COM 31430F101 872 107,400 SH   DFND 1 107,400 0 0
FELCOR LODGING TRUST INC COM 31430F101 3,492 430,053 SH   SOLE   430,053 0 0
F5 NETWORKS INC COM 315616102 1,621 15,311 SH   DFND 1 15,311 0 0
F5 NETWORKS INC COM 315616102 5,093 48,116 SH   SOLE   48,116 0 0
FIDELITY NATIONAL INFORMATION COM 31620M106 513 8,110 SH   SOLE   8,110 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8 31620RAE5 16,145 8,625,000 SH   SOLE   8,625,000 0 0
FIFTH THIRD BANCORP COM 316773100 39,020 2,337,934 SH   SOLE   2,337,934 0 0
FIFTH THIRD BANCORP COM 316773100 13,177 789,520 SH   DFND 1 789,520 0 0
FINANCIAL ENGINES INC COM 317485100 750 23,860 SH   SOLE   23,860 0 0
FINISAR CORPORATION COM NEW 31787A507 3,947 216,376 SH   DFND 1 216,376 0 0
FINISAR CORPORATION COM NEW 31787A507 7,158 392,456 SH   SOLE   392,456 0 0
THE FINISH LINE- CL A CL A 317923100 730 34,605 SH   DFND 1 34,605 0 0
THE FINISH LINE- CL A CL A 317923100 2,953 139,958 SH   SOLE   139,958 0 0
FIRST AMERICAN FINANCIAL CORP COM 31847R102 532 13,970 SH   SOLE   13,970 0 0
FIRST BANCORP COM NEW 318672706 155 53,153 SH   SOLE   53,153 0 0
FIRST CASH FINANCIAL SERVICES COM 31942D107 588 12,760 SH   SOLE   12,760 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 3,838 433,210 SH   SOLE   433,210 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 960 108,305 SH   DFND 1 108,305 0 0
FIRST FINANCIAL BANCORP COM 320209109 468 25,730 SH   DFND 1 25,730 0 0
FIRST FINANCIAL BANCORP COM 320209109 2,208 121,450 SH   SOLE   121,450 0 0
FIRST FINANCIAL BANKSHARES INC COM 32020R109 899 30,390 SH   SOLE   30,390 0 0
FIRST FINANCIAL CORP/IN COM 320218100 304 8,890 SH   DFND 1 8,890 0 0
FIRST FINANCIAL CORP/IN COM 320218100 1,102 32,220 SH   SOLE   32,220 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 398 30,400 SH   SOLE   30,400 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 1,061 46,640 SH   DFND 1 46,640 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 5,373 236,286 SH   SOLE   236,286 0 0
FIRST MERCHANTS CORP COM 320817109 211 8,950 SH   DFND 1 8,950 0 0
FIRST MERCHANTS CORP COM 320817109 765 32,440 SH   SOLE   32,440 0 0
FIRST MIDWEST BANCORP INC COM 320867104 1,874 103,980 SH   DFND 1 103,980 0 0
FIRST MIDWEST BANCORP INC COM 320867104 7,410 411,182 SH   SOLE   411,182 0 0
FIRST NBC BANK HOLDING CO COM 32115D106 844 40,980 SH   SOLE   40,980 0 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 436 45,030 SH   SOLE   45,030 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 626 69,110 SH   DFND 1 69,110 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 2,511 277,102 SH   SOLE   277,102 0 0
FIRST REPUBLIC BANK COM 33616C100 36,013 540,405 SH   DFND 1 540,405 0 0
FIRST REPUBLIC BANK COM 33616C100 52,182 783,050 SH   SOLE   783,050 0 0
First Trust Advisors LP COM SHS 33734K109 3,014 68,733 SH   DFND 2 67,743 0 990
First Trust/ETFs FINLS ALPHADEX 33734X135 52 2,365 SH   DFND 2 2,365 0 0
First Trust/ETFs HLTH CARE ALPH 33734X143 19 335 SH   DFND 2 335 0 0
First Trust/ETFs TECH ALPHADEX 33734X176 44 1,370 SH   DFND 2 1,370 0 0
First Trust/ETFs UTILITIES ALPH 33734X184 2 95 SH   DFND 2 95 0 0
First Trust/ETFs FIRST TR TA HIYL 33738D408 3,698 77,974 SH   DFND 2 76,151 0 1,823
FIRST TRUST HIGH INCOME LONG/S COM 33738E109 615 42,061 SH   DFND 1 42,061 0 0
FIRST TRUST HIGH INCOME LONG/S COM 33738E109 982 67,148 SH   SOLE   67,148 0 0
FISERV INC COM 337738108 678 6,610 SH   SOLE   6,610 0 0
FIRSTMERIT CORP COM 337915102 446 21,188 SH   SOLE   21,188 0 0
FirstEnergy Corp COM 337932107 15 424 SH   DFND 2 424 0 0
FIRSTENERGY CORP. COM 337932107 2,368 65,821 SH   SOLE   65,821 0 0
FIRSTENERGY CORP. COM 337932107 592 16,453 SH   DFND 1 16,453 0 0
FIVE BELOW INC COM 33829M101 1,041 25,170 SH   SOLE   25,170 0 0
FLOTEK INDUSTRIES INC COM 343389102 179 24,480 SH   SOLE   24,480 0 0
FLUOR CORP COM 343412102 8,499 158,270 SH   DFND 1 158,270 0 0
FLUOR CORP COM 343412102 28,411 529,060 SH   SOLE   529,060 0 0
FLOWERS FOODS INC COM 343498101 3,955 214,270 SH   DFND 1 214,270 0 0
FLOWERS FOODS INC COM 343498101 15,023 813,795 SH   SOLE   813,795 0 0
FLOWSERVE CORPORATION COM 34354P105 1,815 40,880 SH   SOLE   40,880 0 0
FLOWSERVE CORPORATION COM 34354P105 507 11,420 SH   DFND 1 11,420 0 0
FOOT LOCKER INC COM 344849104 1,126 17,450 SH   SOLE   17,450 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,131 83,810 SH   DFND 1 83,810 0 0
FORD MOTOR CO COM PAR $0.01 345370860 5,017 371,641 SH   SOLE   371,641 0 0
Ford Motor Co COM PAR $0.01 345370860 160 12,734 SH   DFND 2 12,734 0 0
FOREST CITY REALTY TRUST INC COM CL A 345605109 1,434 67,993 SH   SOLE   67,993 0 0
FORESTAR GROUP INC COM 346233109 196 15,000 SH   SOLE   15,000 0 0
FORTINET INC COM 34959E109 2,420 78,999 SH   DFND 1 78,999 0 0
FORTINET INC COM 34959E109 7,838 255,898 SH   SOLE   255,898 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 4,724 84,292 SH   DFND 1 84,292 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 15,324 273,444 SH   SOLE   273,444 0 0
Fortune Brands Home & Security COM 34964C106 10 168 SH   DFND 2 168 0 0
FORWARD AIR CORPORATION COM 349853101 636 14,030 SH   SOLE   14,030 0 0
FOSSIL GROUP, INC. COM 34988V106 681 15,341 SH   DFND 1 15,341 0 0
FOSSIL GROUP, INC. COM 34988V106 2,446 55,055 SH   SOLE   55,055 0 0
FOUR CORNERS PROPERTY TRUST IN COM 35086T109 440 24,503 SH   SOLE   24,503 0 0
Four Corners Property Trust In COM 35086T109 2 92 SH   DFND 2 0 0 92
FRANCESCA'S HOLDINGS CORP COM 351793104 365 19,070 SH   SOLE   19,070 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 861 26,751 SH   DFND 1 26,751 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 3,681 114,431 SH   SOLE   114,431 0 0
FRANKLIN RESOURCES INC COM 354613101 426 10,900 SH   SOLE   10,900 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 414 39,030 SH   DFND 1 39,030 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 2,104 198,310 SH   SOLE   198,310 0 0
FRED'S INC CL A 356108100 235 15,740 SH   SOLE   15,740 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,520 147,025 SH   DFND 1 147,025 0 0
FREEPORT-MCMORAN INC CL B 35671D857 5,390 521,272 SH   SOLE   521,272 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 189 33,788 SH   SOLE   33,788 0 0
Frontier Communications Corp COM 35906A108 3 481 SH   DFND 2 481 0 0
HB FULLER CO COM 359694106 978 23,050 SH   SOLE   23,050 0 0
FULTON FINANCIAL CORP COM 360271100 298 22,250 SH   SOLE   22,250 0 0
FUTUREFUEL CORP COM 36116M106 123 10,420 SH   SOLE   10,420 0 0
G & K SERVICES INC. CL A 361268105 1,045 14,262 SH   DFND 1 14,262 0 0
G & K SERVICES INC. CL A 361268105 4,455 60,816 SH   SOLE   60,816 0 0
GATX CORP COM 361448103 255 5,370 SH   SOLE   5,370 0 0
GEO GROUP INC/THE COM 36162J106 1,802 51,966 SH   SOLE   51,966 0 0
GOVT NATL MTG ASSN II POOL #2284 36202CRD7 197 35,000 SH   DFND 2 35,000 0 0
GOVT NATL MTG ASSN II POOL #3260 36202DTR2 1,681 65,000 SH   DFND 2 65,000 0 0
GOVT NATL MTG ASSN POOL #393000 36205KRV6 127 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #192919 36217GG43 49 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #290865 36220XCA1 12 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #302933 36223BPS3 48 30,000 SH   DFND 2 30,000 0 0
GOVT NATL MTG ASSN POOL #307600 36223GUZ0 117 35,000 SH   DFND 2 35,000 0 0
GOVT NATL MTG ASSN POOL #310604 36223LAD0 45 75,000 SH   DFND 2 75,000 0 0
GOVT NATL MTG ASSN POOL #325336 36224DLR4 132 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #327767 36224GCC0 230 50,000 SH   DFND 2 50,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,666 156,798 SH   DFND 1 156,798 0 0
G-III APPAREL GROUP LTD COM 36237H101 15,110 309,052 SH   SOLE   309,052 0 0
GOVT NATL MTG ASSN POOL #782469 36241KW61 1,684 25,150 SH   DFND 2 25,150 0 0
AUTHUR J GALLAGHER & CO COM 363576109 1,007 22,630 SH   SOLE   22,630 0 0
GAMING AND LEISURE PROPERTIES COM 36467J108 312 10,100 SH   SOLE   10,100 0 0
GANNETT CO INC COM 36473H104 807 53,320 SH   SOLE   53,320 0 0
GARTNER INC COM 366651107 944 10,560 SH   SOLE   10,560 0 0
GENERAL CABLE CORP COM 369300108 277 22,710 SH   SOLE   22,710 0 0
GENERAL COMMUNICATION INC CL A 369385109 310 16,930 SH   DFND 1 16,930 0 0
GENERAL COMMUNICATION INC CL A 369385109 1,370 74,770 SH   SOLE   74,770 0 0
GENERAL DYNAMICS CORP COM 369550108 1,131 8,610 SH   SOLE   8,610 0 0
GENERAL ELECTRIC CO COM 369604103 14,415 453,457 SH   SOLE   453,457 0 0
GENERAL ELECTRIC CO COM 369604103 1,366 42,980 SH   DFND 1 42,980 0 0
General Electric Co COM 369604103 880 28,589 SH   DFND 2 28,089 0 500
GENERAL GROWTH PROPERTIES COM 370023103 6,847 230,315 SH   SOLE   230,315 0 0
GENERAL GROWTH PROPERTIES COM 370023103 948 31,880 SH   DFND 1 31,880 0 0
GENERAL MILLS INC COM 370334104 804 12,690 SH   DFND 1 12,690 0 0
GENERAL MILLS INC COM 370334104 4,488 70,840 SH   SOLE   70,840 0 0
General Mills Inc COM 370334104 38 600 SH   DFND 2 100 0 500
GENERAL MOTORS CO COM 37045V100 847 26,960 SH   DFND 1 26,960 0 0
GENERAL MOTORS CO COM 37045V100 3,845 122,348 SH   SOLE   122,348 0 0
GENESCO INC. COM 371532102 736 10,180 SH   SOLE   10,180 0 0
GENESEE & WYOMING INC CL A 371559105 454 7,240 SH   SOLE   7,240 0 0
GENTEX CORP COM 371901109 3,563 227,110 SH   SOLE   227,110 0 0
GENTEX CORP COM 371901109 900 57,360 SH   DFND 1 57,360 0 0
Genesis Energy LP UNIT LTD PARTN 371927104 6 200 SH   DFND 2 200 0 0
GENUINE PARTS COMPANY COM 372460105 436 4,390 SH   SOLE   4,390 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 169 61,980 SH   SOLE   61,980 0 0
GENTHERM INC COM 37253A103 702 16,890 SH   SOLE   16,890 0 0
GETTY REALTY CORP COM 374297109 258 13,020 SH   DFND 1 13,020 0 0
GETTY REALTY CORP COM 374297109 1,174 59,209 SH   SOLE   59,209 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 1,268 44,353 SH   DFND 1 44,353 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 4,981 174,165 SH   SOLE   174,165 0 0
GILEAD SCIENCES INC COM 375558103 44,031 479,332 SH   DFND 1 479,332 0 0
GILEAD SCIENCES INC COM 375558103 120,081 1,307,217 SH   SOLE   1,307,217 0 0
Gilead Sciences Inc COM 375558103 18 192 SH   DFND 2 192 0 0
GLACIER BANCORP INC COM 37637Q105 927 36,459 SH   DFND 1 36,459 0 0
GLACIER BANCORP INC COM 37637Q105 4,251 167,222 SH   SOLE   167,222 0 0
GLATFELTER COM 377316104 407 19,640 SH   SOLE   19,640 0 0
GlaxoSmithKline PLC SPONSORED ADR 37733W105 106 2,555 SH   DFND 2 2,555 0 0
GLOBAL PAYMENTS INC COM 37940X102 1,080 16,540 SH   SOLE   16,540 0 0
GLOBUS MEDICAL INC CL A 379577208 448 18,850 SH   DFND 1 18,850 0 0
GLOBUS MEDICAL INC CL A 379577208 1,406 59,210 SH   SOLE   59,210 0 0
GLU MOBILE INC COM 379890106 154 54,600 SH   DFND 1 54,600 0 0
GLU MOBILE INC COM 379890106 557 197,490 SH   SOLE   197,490 0 0
GOLDCORP INC COM 380956409 2,083 128,313 SH   DFND 1 128,313 0 0
GOLDCORP INC COM 380956409 6,803 419,150 SH   SOLE   419,150 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,042 108,560 SH   DFND 1 108,560 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 34,358 218,870 SH   SOLE   218,870 0 0
GOLUB CAPITAL BDC INC COM 38173M102 2,077 120,000 SH   SOLE   120,000 0 0
GOLUB CAPITAL BDC INC COM 38173M102 3,116 180,000 SH   DFND 1 180,000 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 257 7,790 SH   SOLE   7,790 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN IN 38376A103 728 40,781 SH   SOLE   40,781 0 0
GRACO INC COM 384109104 594 7,080 SH   SOLE   7,080 0 0
GRAHAM HOLDINGS CO COM 384637104 264 550 SH   SOLE   550 0 0
WW GRAINGER INC COM 384802104 387 1,660 SH   SOLE   1,660 0 0
WW Grainger Inc COM 384802104 7 30 SH   DFND 2 30 0 0
GRAMERCY PROPERTY TRUST INC COM 385002100 685 81,089 SH   SOLE   81,089 0 0
GRANITE CONSTRUCTION INC COM 387328107 23,055 482,316 SH   SOLE   482,316 0 0
GRANITE CONSTRUCTION INC COM 387328107 13,589 284,295 SH   DFND 1 284,295 0 0
GREAT PLAINS ENERGY INC COM 391164100 4,795 148,693 SH   SOLE   148,693 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,227 38,040 SH   DFND 1 38,040 0 0
GREAT WESTERN BANCORP INC COM 391416104 2,530 92,760 SH   DFND 1 92,760 0 0
GREAT WESTERN BANCORP INC COM 391416104 9,470 347,250 SH   SOLE   347,250 0 0
GREATBATCH INC. COM 39153L106 5,378 150,900 SH   DFND 1 150,900 0 0
GREATBATCH INC. COM 39153L106 8,838 247,970 SH   SOLE   247,970 0 0
GREEN BANCORP INC COM 39260X100 563 74,336 SH   DFND 1 74,336 0 0
GREEN BANCORP INC COM 39260X100 1,962 259,124 SH   SOLE   259,124 0 0
GREEN DOT CORP CL A 39304D102 477 20,760 SH   SOLE   20,760 0 0
GREEN PLAINS INC COM 393222104 430 26,920 SH   DFND 1 26,920 0 0
GREEN PLAINS INC COM 393222104 1,913 119,880 SH   SOLE   119,880 0 0
GREENBRIER COMPANIES IND COM 393657101 326 11,790 SH   SOLE   11,790 0 0
GREENHILL & CO INC COM 395259104 795 35,800 SH   SOLE   35,800 0 0
GRIFFON CORP COM 398433102 270 17,450 SH   SOLE   17,450 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 601 10,240 SH   SOLE   10,240 0 0
Grupo Aeroportuario del Surest SPON ADR SER B 40051E202 36 245 SH   DFND 2 245 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 9,719 178,395 SH   DFND 1 178,395 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 20,062 368,252 SH   SOLE   368,252 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 71 11,530 SH   SOLE   11,530 0 0
GULFPORT ENERGY CORP COM NEW 402635304 505 17,810 SH   DFND 1 17,810 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,076 73,240 SH   SOLE   73,240 0 0
H&E EQUIPMENT SERVICES COM 404030108 367 20,930 SH   DFND 1 20,930 0 0
H&E EQUIPMENT SERVICES COM 404030108 952 54,328 SH   SOLE   54,328 0 0
HCA HOLDINGS INC COM 40412C101 2,134 27,340 SH   DFND 1 27,340 0 0
HCA HOLDINGS INC COM 40412C101 9,638 123,480 SH   SOLE   123,480 0 0
HCP INC COM 40414L109 665 20,400 SH   DFND 1 20,400 0 0
HCP INC COM 40414L109 4,107 126,052 SH   SOLE   126,052 0 0
HFF INC CL A 40418F108 474 17,210 SH   DFND 1 17,210 0 0
HFF INC CL A 40418F108 2,070 75,190 SH   SOLE   75,190 0 0
HNI CORP COM 404251100 4,637 118,380 SH   DFND 1 118,380 0 0
HNI CORP COM 404251100 7,566 193,151 SH   SOLE   193,151 0 0
HMS HOLDINGS CORP COM 40425J101 551 38,380 SH   SOLE   38,380 0 0
HSN INC COM 404303109 212 4,060 SH   SOLE   4,060 0 0
HP INC COM 40434L105 2,179 176,846 SH   SOLE   176,846 0 0
HP INC COM 40434L105 370 30,050 SH   DFND 1 30,050 0 0
HP Inc COM 40434L105 8 625 SH   DFND 2 625 0 0
HACKETT GROUP INC/THE COM 404609109 182 12,010 SH   DFND 1 12,010 0 0
HACKETT GROUP INC/THE COM 404609109 658 43,530 SH   SOLE   43,530 0 0
HAEMONETICS CORP. COM 405024100 489 13,970 SH   DFND 1 13,970 0 0
HAEMONETICS CORP. COM 405024100 2,634 75,300 SH   SOLE   75,300 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 746 18,247 SH   DFND 1 18,247 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 2,781 67,988 SH   SOLE   67,988 0 0
HALLIBURTON CO COM 406216101 17,043 477,140 SH   SOLE   477,140 0 0
HALLIBURTON CO COM 406216101 3,850 107,780 SH   DFND 1 107,780 0 0
Halliburton Co COM 406216101 94 2,510 SH   DFND 2 2,510 0 0
Halyard Health Inc COM 40650V100 1 47 SH   DFND 2 47 0 0
HANCOCK HOLDING CO COM 410120109 7,447 324,340 SH   SOLE   324,340 0 0
HANCOCK HOLDING CO COM 410120109 2,040 88,850 SH   DFND 1 88,850 0 0
HANESBRANDS INC COM 410345102 328 11,570 SH   SOLE   11,570 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 11,306 513,439 SH   DFND 1 513,439 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 19,357 879,062 SH   SOLE   879,062 0 0
HANOVER INSURANCE GROUP INC COM 410867105 1,585 17,570 SH   DFND 1 17,570 0 0
HANOVER INSURANCE GROUP INC COM 410867105 5,639 62,500 SH   SOLE   62,500 0 0
HARLEY-DAVIDSON INC COM 412822108 22,158 431,671 SH   DFND 1 431,671 0 0
HARLEY-DAVIDSON INC COM 412822108 57,732 1,124,722 SH   SOLE   1,124,722 0 0
Harley-Davidson Inc COM 412822108 14 310 SH   DFND 2 160 0 150
HARMAN INTERNATIONAL COM 413086109 3,905 43,853 SH   DFND 1 43,853 0 0
HARMAN INTERNATIONAL COM 413086109 10,494 117,858 SH   SOLE   117,858 0 0
HARMONIC INC COM 413160102 446 136,330 SH   SOLE   136,330 0 0
HARMONIC INC COM 413160102 93 28,290 SH   DFND 1 28,290 0 0
HARRIS CORPORATION COM 413875105 287 3,680 SH   SOLE   3,680 0 0
HARSCO CORP COM 415864107 198 36,250 SH   SOLE   36,250 0 0
HARTE-HANKS INC COM 416196103 56 22,150 SH   SOLE   22,150 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 5,231 113,510 SH   DFND 1 113,510 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 20,714 449,530 SH   SOLE   449,530 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 20 434 SH   DFND 2 434 0 0
HASBRO INC COM 418056107 264 3,300 SH   SOLE   3,300 0 0
HATTERAS FINANCIAL CORP COM 41902R103 3,063 214,167 SH   SOLE   214,167 0 0
HATTERAS FINANCIAL CORP COM 41902R103 846 59,141 SH   DFND 1 59,141 0 0
HAVERTY FURNITURE COM 419596101 3,051 144,210 SH   SOLE   144,210 0 0
HAVERTY FURNITURE COM 419596101 790 37,317 SH   DFND 1 37,317 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 453 13,990 SH   SOLE   13,990 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,029 21,810 SH   SOLE   21,810 0 0
Hawaiian Holdings Inc COM 419879101 7 150 SH   DFND 2 150 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 211 5,780 SH   SOLE   5,780 0 0
HEALTHCARE SERVICES GROUP COM 421906108 2,948 80,100 SH   DFND 1 80,100 0 0
HEALTHCARE SERVICES GROUP COM 421906108 8,921 242,347 SH   SOLE   242,347 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,123 29,850 SH   DFND 1 29,850 0 0
HEALTHSOUTH CORP COM NEW 421924309 3,644 96,840 SH   SOLE   96,840 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 1,515 49,052 SH   SOLE   49,052 0 0
HEADWATERS INC COM 42210P102 676 34,090 SH   SOLE   34,090 0 0
HEALTHSTREAM INC COM 42222N103 247 11,160 SH   SOLE   11,160 0 0
HEALTHWAYS INC COM 422245100 121 12,030 SH   DFND 1 12,030 0 0
HEALTHWAYS INC COM 422245100 583 57,800 SH   SOLE   57,800 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 413 14,050 SH   DFND 1 14,050 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 1,602 54,469 SH   SOLE   54,469 0 0
HEALTHEQUITY INC COM 42226A107 1,224 49,607 SH   DFND 1 49,607 0 0
HEALTHEQUITY INC COM 42226A107 3,597 145,816 SH   SOLE   145,816 0 0
HEARTLAND EXPRESS INC COM 422347104 507 27,358 SH   SOLE   27,358 0 0
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 1,644 17,020 SH   SOLE   17,020 0 0
HEICO CORP COM 422806109 2,542 42,281 SH   DFND 1 42,281 0 0
HEICO CORP COM 422806109 7,417 123,350 SH   SOLE   123,350 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 249 44,380 SH   SOLE   44,380 0 0
HELMERICH & PAYNE INC COM 423452101 1,439 24,503 SH   DFND 1 24,503 0 0
HELMERICH & PAYNE INC COM 423452101 4,510 76,810 SH   SOLE   76,810 0 0
Helmerich & Payne Inc COM 423452101 1 20 SH   DFND 2 20 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 853 10,090 SH   SOLE   10,090 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 284 13,323 SH   SOLE   13,323 0 0
HERSHEY COMPANY/THE COM 427866108 389 4,220 SH   SOLE   4,220 0 0
HERSHEY COMPANY/THE COM 427866108 165 1,800 SH   DFND 2 1,800 0 0
HESS CORP COM 42809H107 405 7,700 SH   SOLE   7,700 0 0
Hewlett Packard Enterprise Co COM 42824C109 877 49,456 SH   SOLE   49,456 0 0
Hewlett Packard Enterprise Co COM 42824C109 11 625 SH   DFND 2 625 0 0
HEXCEL CORP COM 428291108 1,100 25,160 SH   DFND 1 25,160 0 0
HEXCEL CORP COM 428291108 3,566 81,590 SH   SOLE   81,590 0 0
HIBBETT SPORTS INC COM 428567101 377 10,490 SH   SOLE   10,490 0 0
HIGHWOODS PROPERTIES INC COM 431284108 956 20,000 SH   DFND 1 20,000 0 0
HIGHWOODS PROPERTIES INC COM 431284108 4,708 98,472 SH   SOLE   98,472 0 0
HILL-ROM HOLDINGS INC COM 431475102 631 12,550 SH   DFND 1 12,550 0 0
HILL-ROM HOLDINGS INC COM 431475102 3,000 59,640 SH   SOLE   59,640 0 0
HILLENBRAND INC COM 431571108 872 29,110 SH   SOLE   29,110 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A104 851 37,800 SH   SOLE   37,800 0 0
HOLLYFRONTIER CORP COM 436106108 4,333 122,692 SH   DFND 1 122,692 0 0
HOLLYFRONTIER CORP COM 436106108 9,508 269,208 SH   SOLE   269,208 0 0
HOLOGIC INC COM 436440101 31,338 908,340 SH   DFND 1 908,340 0 0
HOLOGIC INC COM 436440101 40,668 1,178,780 SH   SOLE   1,178,780 0 0
HOLOGIC INC DEBT 2.000% 436440AC5 10,360 8,000,000 SH   SOLE   8,000,000 0 0
HOME BANCSHARES INC COM 436893200 1,735 42,366 SH   DFND 1 42,366 0 0
HOME BANCSHARES INC COM 436893200 7,428 181,402 SH   SOLE   181,402 0 0
HOME DEPOT INC COM 437076102 35,821 268,460 SH   DFND 1 268,460 0 0
HOME DEPOT INC COM 437076102 123,361 924,540 SH   SOLE   924,540 0 0
HOME DEPOT INC COM 437076102 80 600 SH   DFND 2 0 0 600
HOMETRUST BANCSHARES INC COM 437872104 643 35,100 SH   SOLE   35,100 0 0
HONEYWELL INTERNATIONAL COM 438516106 33,139 295,756 SH   DFND 1 295,756 0 0
HONEYWELL INTERNATIONAL COM 438516106 62,070 553,947 SH   SOLE   553,947 0 0
HONEYWELL INTERNATIONAL COM 438516106 6 50 SH   DFND 2 50 0 0
HORACE MANN EDUCATORS CORP COM 440327104 6,492 204,870 SH   DFND 1 204,870 0 0
HORACE MANN EDUCATORS CORP COM 440327104 11,078 349,579 SH   SOLE   349,579 0 0
HORMEL FOODS CORP COM 440452100 10,730 248,140 SH   SOLE   248,140 0 0
HORMEL FOODS CORP COM 440452100 2,476 57,270 SH   DFND 1 57,270 0 0
Hormel Foods Corp COM 440452100 33 800 SH   DFND 2 0 0 800
HORNBECK OFFSHORE SERV COM 440543106 142 14,310 SH   SOLE   14,310 0 0
HORNBECK OFFSHORE SERV NOTE 1.500% 440543AN6 3,920 6,500,000 SH   SOLE   6,500,000 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1,064 40,060 SH   DFND 1 40,060 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 4,552 171,369 SH   SOLE   171,369 0 0
Hospitality Properties Trust COM SH BEN INT 44106M102 3 120 SH   DFND 2 120 0 0
HOST HOTELS & RESORTS INC COM 44107P104 20,276 1,214,151 SH   DFND 1 1,214,151 0 0
HOST HOTELS & RESORTS INC COM 44107P104 29,978 1,795,062 SH   SOLE   1,795,062 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 7,645 383,420 SH   SOLE   383,420 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 4,752 238,320 SH   DFND 1 238,320 0 0
HOULIHAN LOKEY INC CL A 441593100 6,224 249,944 SH   SOLE   249,944 0 0
HOULIHAN LOKEY INC CL A 441593100 4,270 171,506 SH   DFND 1 171,506 0 0
HUB GROUP INC- CL A CL A 443320106 563 13,800 SH   DFND 1 13,800 0 0
HUB GROUP INC- CL A CL A 443320106 2,694 66,047 SH   SOLE   66,047 0 0
HUBBELL INC COM 443510607 720 6,800 SH   SOLE   6,800 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 613 21,180 SH   DFND 1 21,180 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 2,957 102,239 SH   SOLE   102,239 0 0
HUMANA INC COM 444859102 798 4,360 SH   SOLE   4,360 0 0
Humana Inc COM 444859102 138 805 SH   DFND 2 805 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 8,728 103,608 SH   SOLE   103,608 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 2,830 33,594 SH   DFND 1 33,594 0 0
HUNTINGTON BANCSHARES INC COM 446150104 37,409 3,921,236 SH   DFND 1 3,921,236 0 0
HUNTINGTON BANCSHARES INC COM 446150104 48,033 5,034,916 SH   SOLE   5,034,916 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 10,785 7,900 SH   SOLE   7,900 0 0
HUNTINGTON INGALLS INDUS COM 446413106 28,070 204,980 SH   DFND 1 204,980 0 0
HUNTINGTON INGALLS INDUS COM 446413106 38,875 283,881 SH   SOLE   283,881 0 0
HURON CONSULTING GROUP INC COM 447462102 5,632 96,781 SH   DFND 1 96,781 0 0
HURON CONSULTING GROUP INC COM 447462102 11,132 191,300 SH   SOLE   191,300 0 0
IAC/INTERACTIVECORP COM 44919P508 572 12,153 SH   DFND 1 12,153 0 0
IAC/INTERACTIVECORP COM 44919P508 1,723 36,601 SH   SOLE   36,601 0 0
ICU MEDICAL INC COM 44930G107 693 6,660 SH   SOLE   6,660 0 0
IPG PHOTONICS CORP COM 44980X109 450 4,680 SH   SOLE   4,680 0 0
ISTAR INC NOTE 3.000% 45031UBR1 3,636 3,500,000 SH   SOLE   3,500,000 0 0
IXIA COM 45071R109 1,605 128,810 SH   DFND 1 128,810 0 0
IXIA COM 45071R109 4,421 354,810 SH   SOLE   354,810 0 0
ITT CORP COM NEW 450911201 353 9,580 SH   DFND 1 9,580 0 0
ITT CORP COM NEW 450911201 1,565 42,430 SH   SOLE   42,430 0 0
ICONIX BRAND GROUP INC COM 451055107 178 22,100 SH   SOLE   22,100 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 451055AE7 990 1,000,000 SH   SOLE   1,000,000 0 0
Icahn Enterprises LP DEPOSITARY UNIT 451100101 9 152 SH   DFND 2 152 0 0
IDACORP INC COM 451107106 484 6,490 SH   SOLE   6,490 0 0
IDEX CORP COM 45167R104 803 9,690 SH   SOLE   9,690 0 0
IDEXX LABORATORIES INC COM 45168D104 902 11,520 SH   SOLE   11,520 0 0
ILLINOIS TOOL WORKS INC COM 452308109 5,003 48,840 SH   DFND 1 48,840 0 0
ILLINOIS TOOL WORKS INC COM 452308109 10,135 98,940 SH   SOLE   98,940 0 0
Illinois Tool Works Inc COM 452308109 21 200 SH   DFND 2 200 0 0
ILLUMINA INC COM 452327109 684 4,220 SH   SOLE   4,220 0 0
ILLUMINA INC NOTE 452327AF6 10,536 10,100,000 SH   SOLE   10,100,000 0 0
ILLUMINA INC NOTE 0.500% 452327AH2 8,763 8,100,000 SH   SOLE   8,100,000 0 0
IMAX CORP COM 45245E109 582 18,720 SH   SOLE   18,720 0 0
IMPAX LABORATORIES INC COM 45256B101 1,198 37,419 SH   DFND 1 37,419 0 0
IMPAX LABORATORIES INC COM 45256B101 4,107 128,260 SH   SOLE   128,260 0 0
IMPERVA INC COM 45321L100 1,745 34,556 SH   DFND 1 34,556 0 0
IMPERVA INC COM 45321L100 5,253 104,012 SH   SOLE   104,012 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 557 12,110 SH   SOLE   12,110 0 0
INFINITY PROP & CASUALTY COM 45665Q103 407 5,060 SH   SOLE   5,060 0 0
INGRAM MICRO INC CL A 457153104 684 19,050 SH   SOLE   19,050 0 0
INGREDION INC COM 457187102 24,976 233,880 SH   DFND 1 233,880 0 0
INGREDION INC COM 457187102 32,917 308,240 SH   SOLE   308,240 0 0
INSIGHT ENTERPRISES INC COM 45765U103 488 17,055 SH   SOLE   17,055 0 0
INNOSPEC INC COM 45768S105 840 19,379 SH   DFND 1 19,379 0 0
INNOSPEC INC COM 45768S105 3,516 81,079 SH   SOLE   81,079 0 0
INNOPHOS HOLDINGS INC COM 45774N108 279 9,020 SH   SOLE   9,020 0 0
INSPERITY INC. COM 45778Q107 3,197 61,810 SH   SOLE   61,810 0 0
INSPERITY INC. COM 45778Q107 792 15,310 SH   DFND 1 15,310 0 0
INOGEN INC COM 45780L104 2,348 52,200 SH   DFND 1 52,200 0 0
INOGEN INC COM 45780L104 6,447 143,340 SH   SOLE   143,340 0 0
INSTALLED BUILDING PRODUCTS IN COM 45780R101 204 7,680 SH   SOLE   7,680 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 893 13,260 SH   SOLE   13,260 0 0
INTEGRATED DEVICE TECH INC COM 458118106 355 17,350 SH   SOLE   17,350 0 0
INTEL CORP COM 458140100 10,305 318,550 SH   DFND 1 318,550 0 0
INTEL CORP COM 458140100 34,576 1,068,810 SH   SOLE   1,068,810 0 0
Intel Corp COM 458140100 172 5,450 SH   DFND 2 4,950 0 500
INTEL CORP SDCV 458140AD2 255 200,000 SH   SOLE   200,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 17,413 10,900,000 SH   SOLE   10,900,000 0 0
INTER PARFUMS INC COM 458334109 239 7,730 SH   SOLE   7,730 0 0
INTERACTIVE BROKERS GRO COM 45841N107 1,050 26,710 SH   SOLE   26,710 0 0
INTERACTIVE INTELLIGENCE INC COM 45841V109 295 8,090 SH   SOLE   8,090 0 0
INTERFACE INC COM 458665304 1,150 62,040 SH   SOLE   62,040 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 35,205 149,720 SH   DFND 1 149,720 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 54,371 231,227 SH   SOLE   231,227 0 0
INTERDIGITAL INC/PA COM 45867G101 250 4,500 SH   SOLE   4,500 0 0
InterDigital Inc/PA COM 45867G101 33 603 SH   DFND 2 603 0 0
IBM CORP COM 459200101 3,930 25,950 SH   SOLE   25,950 0 0
IBM CORP COM 459200101 368 2,461 SH   DFND 2 2,361 0 100
INTERNATIONAL FLAVORS & FRAG. COM 459506101 267 2,350 SH   SOLE   2,350 0 0
INTERNATIONAL PAPER CO COM 460146103 3,555 86,624 SH   DFND 1 86,624 0 0
INTERNATIONAL PAPER CO COM 460146103 12,099 294,801 SH   SOLE   294,801 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 772 33,640 SH   DFND 1 33,640 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 3,314 144,417 SH   SOLE   144,417 0 0
INTERSIL CORP CL A 46069S109 228 17,060 SH   SOLE   17,060 0 0
INTERSECT ENT INC COM 46071F103 1,869 98,388 SH   DFND 1 98,388 0 0
INTERSECT ENT INC COM 46071F103 4,882 256,965 SH   SOLE   256,965 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 267 18,470 SH   SOLE   18,470 0 0
INTUIT INC COM 461202103 787 7,570 SH   SOLE   7,570 0 0
INVACARE CORP COM 461203101 181 13,770 SH   SOLE   13,770 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 661 1,100 SH   SOLE   1,100 0 0
INTREPID POTASH INC COM 46121Y102 29 26,370 SH   SOLE   26,370 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,275 104,650 SH   SOLE   104,650 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,091 171,700 SH   DFND 1 171,700 0 0
Invesco Advisers Inc COM 46131M106 23 1,578 SH   DFND 2 1,578 0 0
Invesco Advisers Inc COM 46132P108 30 1,757 SH   DFND 2 1,757 0 0
Invesco Advisers Inc COM 46133G107 15 1,137 SH   DFND 2 1,137 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 330 14,940 SH   SOLE   14,940 0 0
INVESTORS BANCORP INC COM 46146L101 1,622 139,390 SH   DFND 1 139,390 0 0
INVESTORS BANCORP INC COM 46146L101 6,390 548,970 SH   SOLE   548,970 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 105 14,509 SH   SOLE   14,509 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 293 37,290 SH   SOLE   37,290 0 0
IROBOT CORP COM 462726100 469 13,290 SH   SOLE   13,290 0 0
IRON MOUNTAIN INC COM 46284V101 1,203 35,469 SH   SOLE   35,469 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,060 96,937 SH   DFND 1 96,937 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2,854 260,849 SH   SOLE   260,849 0 0
BlackRock Fund Advisors MSCI AUST ETF 464286103 5 265 SH   DFND 2 265 0 0
BlackRock Fund Advisors MSCI STH AFR ETF 464286780 13 259 SH   DFND 2 259 0 0
BlackRock Fund Advisors SELECT DIVID ETF 464287168 1,456 18,064 SH   DFND 2 17,270 0 794
iShares ETFs/USA TIPS BD ETF 464287176 89 774 SH   DFND 2 702 0 72
BlackRock Fund Advisors CORE S&P500 ETF 464287200 429 2,085 SH   DFND 2 1,825 0 260
BlackRock Fund Advisors CORE US AGGBD ET 464287226 34 308 SH   DFND 2 308 0 0
BlackRock Fund Advisors MSCI EMG MKT ETF 464287234 31 941 SH   DFND 2 941 0 0
BlackRock Fund Advisors IBOXX INV CP ETF 464287242 8,621 72,321 SH   DFND 2 69,255 0 3,066
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 30,400 255,850 SH   DFND 1 255,850 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 146,695 1,234,600 SH   SOLE   1,234,600 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 40,428 340,245 SH   DFND 2 340,245 0 0
BlackRock Fund Advisors GLOB TELECOM ETF 464287275 44 720 SH   DFND 2 720 0 0
BlackRock Fund Advisors S&P 500 GRWT ETF 464287309 54 468 SH   DFND 2 468 0 0
BlackRock Fund Advisors GLOB HLTHCRE ETF 464287325 437 4,435 SH   DFND 2 4,435 0 0
BlackRock Fund Advisors GLOBAL ENERG ETF 464287341 6,864 231,829 SH   DFND 2 223,877 0 7,952
ISHARES GLOBAL ENERGY ETF 464287341 12,850 435,448 SH   DFND 2 435,448 0 0
BlackRock Fund Advisors NA NAT RES 464287374 1,303 43,396 SH   DFND 2 42,655 0 741
ISHARES NORTH AMERICAN NATURAL 464287374 42,400 1,426,161 SH   DFND 2 1,426,161 0 0
BlackRock Fund Advisors S&P 500 VAL ETF 464287408 2 25 SH   DFND 2 25 0 0
iShares ETFs/USA 20 YR TR BD ETF 464287432 9,358 70,891 SH   DFND 2 68,493 0 2,398
iShares ETFs/USA 20 YR TR BD ETF 464287432 64,175 491,350 SH   DFND 2 491,350 0 0
iShares ETFs/USA MSCI EAFE ETF 464287465 181 3,208 SH   DFND 2 3,208 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 3,846 67,290 SH   SOLE   67,290 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 903 15,790 SH   DFND 1 15,790 0 0
iShares ETFs/USA RUS MID-CAP ETF 464287499 261 1,617 SH   DFND 2 1,617 0 0
BlackRock Fund Advisors CORE S&P MCP ETF 464287507 1,552 10,898 SH   DFND 2 10,634 0 264
iShares ETFs/USA NASDQ BIOTEC ETF 464287556 32 116 SH   DFND 2 116 0 0
iShares ETFs/USA RUS 1000 VAL ETF 464287598 114 1,166 SH   DFND 2 1,166 0 0
iShares ETFs/USA RUS 1000 GRW ETF 464287614 140 1,403 SH   DFND 2 1,403 0 0
iShares ETFs/USA RUS 1000 ETF 464287622 190 1,675 SH   DFND 2 1,675 0 0
BlackRock Fund Advisors RUS 2000 VAL ETF 464287630 29 321 SH   DFND 2 321 0 0
ISHARES INDEX FUNDS RUS 2000 VAL ETF 464287630 5,415 58,110 SH   DFND 1 58,110 0 0
ISHARES INDEX FUNDS RUS 2000 VAL ETF 464287630 8,536 91,610 SH   SOLE   91,610 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 11,173 84,257 SH   DFND 1 84,257 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 17,499 131,960 SH   SOLE   131,960 0 0
iShares ETFs/USA RUSSELL 2000 ETF 464287655 1,056 9,681 SH   DFND 2 9,539 0 142
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 14,384 130,016 SH   DFND 1 130,016 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 35,238 318,517 SH   SOLE   318,517 0 0
BlackRock Fund Advisors U.S. UTILITS ETF 464287697 79 650 SH   DFND 2 650 0 0
BlackRock Fund Advisors U.S. TECH ETF 464287721 140 1,310 SH   DFND 2 1,310 0 0
BlackRock Fund Advisors US HLTHCARE ETF 464287762 59 413 SH   DFND 2 413 0 0
BlackRock Fund Advisors CORE S&P SCP ETF 464287804 18 161 SH   DFND 2 161 0 0
BlackRock Fund Advisors U.S. CNSM GD ETF 464287812 84 748 SH   DFND 2 748 0 0
iShares ETFs/USA EAFE SML CP ETF 464288273 29 585 SH   DFND 2 585 0 0
ISHARES INDEX FUNDS JP MOR EM MK ETF 464288281 1,858 16,836 SH   SOLE   16,836 0 0
BlackRock Fund Advisors NATIONAL MUN ETF 464288414 32 285 SH   DFND 2 285 0 0
BlackRock Fund Advisors INTL SEL DIV ETF 464288448 685 24,124 SH   DFND 2 22,660 0 1,464
BlackRock Fund Advisors IBOXX HI YD ETF 464288513 41 500 SH   DFND 2 500 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 2,896 299,475 SH   DFND 1 299,475 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 1,599 165,375 SH   SOLE   165,375 0 0
ISHARES TR MRG RL ES CP ETF 464288539 4,761 492,302 SH   DFND 2 492,302 0 0
iShares ETFs/USA MSCI KLD400 SOC 464288570 22 290 SH   DFND 2 290 0 0
ISHARES TR MBS ETF Exchange Traded Fund 464288588 6,998 63,919 SH   DFND 2 63,919 0 0
iShares ETFs/USA INTERM CR BD ETF 464288638 25 224 SH   DFND 2 75 0 149
ISHARES INDEX FUNDS INTERM CR BD ETF 464288638 998 9,100 SH   DFND 1 9,100 0 0
ISHARES INDEX FUNDS INTERM CR BD ETF 464288638 5,051 46,050 SH   SOLE   46,050 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 5,166 49,000 SH   DFND 1 49,000 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 24,774 235,000 SH   SOLE   235,000 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 1,580 40,473 SH   SOLE   40,473 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 2,898 74,248 SH   DFND 2 74,248 0 0
BlackRock Fund Advisors USA ESG SLCT ETF 464288802 89 1,050 SH   DFND 2 1,050 0 0
iShares ETFs/USA US OIL EQ&SV ETF 464288844 12 350 SH   DFND 2 350 0 0
BlackRock Fund Advisors ISHARES 46428Q109 380 25,962 SH   DFND 2 25,962 0 0
iShares ETFs/USA A RATE CP BD ETF 46429B291 73 1,390 SH   DFND 2 1,390 0 0
ITRON INC COM 465741106 726 17,400 SH   SOLE   17,400 0 0
J&J Snack Foods Corp COM 466032109 31 300 SH   DFND 2 300 0 0
J&J SNACK FOODS CORP. COM 466032109 742 6,850 SH   SOLE   6,850 0 0
JPMORGAN CHASE & CO COM 46625H100 63,349 1,069,720 SH   DFND 1 1,069,720 0 0
JPMORGAN CHASE & CO COM 46625H100 112,991 1,907,990 SH   SOLE   1,907,990 0 0
JPMorgan Chase & Co COM 46625H100 68 1,174 SH   DFND 2 739 0 435
JABIL CIRCUIT INC COM 466313103 467 24,250 SH   SOLE   24,250 0 0
JACK IN THE BOX INC. COM 466367109 1,709 26,760 SH   DFND 1 26,760 0 0
JACK IN THE BOX INC. COM 466367109 6,669 104,420 SH   SOLE   104,420 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 3,964 91,030 SH   DFND 1 91,030 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 6,726 154,450 SH   SOLE   154,450 0 0
JANUS CAPITAL GROUP INC COM 47102X105 6,608 451,703 SH   DFND 1 451,703 0 0
JANUS CAPITAL GROUP INC COM 47102X105 10,573 722,671 SH   SOLE   722,671 0 0
JANUS CAPITAL GROUP INC NOTE 0.750% 47102XAH8 4,657 3,277,000 SH   SOLE   3,277,000 0 0
JARDEN CORP COM 471109108 3,213 54,500 SH   SOLE   54,500 0 0
JARDEN CORP COM 471109108 1,009 17,120 SH   DFND 1 17,120 0 0
JARDEN CORP NOTE 1.875% 471109AH1 8,759 4,650,000 SH   SOLE   4,650,000 0 0
JARDEN CORP NOTE 1.500% 471109AL2 4,649 3,025,000 SH   SOLE   3,025,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 472145AB7 8,621 8,350,000 SH   SOLE   8,350,000 0 0
JEFFERIES GROUP INC DBCV 3.875% 472319AG7 7,511 7,625,000 SH   SOLE   7,625,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 9,658 457,295 SH   SOLE   457,295 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 765 13,570 SH   SOLE   13,570 0 0
JOHNSON & JOHNSON COM 478160104 15,174 140,240 SH   SOLE   140,240 0 0
Johnson & Johnson COM 478160104 505 4,633 SH   DFND 2 4,633 0 0
JOHNSON CONTROLS INC COM 478366107 740 18,980 SH   SOLE   18,980 0 0
JONES LANG LASALLE INC COM 48020Q107 767 6,540 SH   SOLE   6,540 0 0
JOY GLOBAL INC COM 481165108 198 12,330 SH   SOLE   12,330 0 0
J2 GLOBAL INC COM 48123V102 364 5,910 SH   SOLE   5,910 0 0
J2 GLOBAL INC NOTE 3.250% 48123VAC6 6,649 6,100,000 SH   SOLE   6,100,000 0 0
JUNIPER NETWORKS INC COM 48203R104 23,713 929,570 SH   DFND 1 929,570 0 0
JUNIPER NETWORKS INC COM 48203R104 30,924 1,212,250 SH   SOLE   1,212,250 0 0
KAR AUCTION SERVICES INC COM 48238T109 654 17,160 SH   DFND 1 17,160 0 0
KAR AUCTION SERVICES INC COM 48238T109 2,122 55,640 SH   SOLE   55,640 0 0
KBR INC COM 48242W106 281 18,130 SH   SOLE   18,130 0 0
KLA-TENCOR CORPORATION COM 482480100 333 4,570 SH   SOLE   4,570 0 0
KKR & Co LP COM UNITS 48248M102 13 1,000 SH   DFND 2 1,000 0 0
KLX INC COM 482539103 214 6,665 SH   SOLE   6,665 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 711 8,410 SH   SOLE   8,410 0 0
Kaiser Aluminum Corp COM PAR $0.01 483007704 0 1 SH   DFND 2 1 0 0
KAMAN CORP COM 483548103 531 12,450 SH   SOLE   12,450 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 271 3,170 SH   SOLE   3,170 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 520 37,570 SH   SOLE   37,570 0 0
KATE SPADE & CO COM 485865109 1,251 49,023 SH   DFND 1 49,023 0 0
KATE SPADE & CO COM 485865109 3,838 150,410 SH   SOLE   150,410 0 0
KB HOME COM 48666K109 155 10,860 SH   SOLE   10,860 0 0
KB HOME NOTE 1.375% 48666KAS8 2,551 2,750,000 SH   SOLE   2,750,000 0 0
KELLOGG CO COM 487836108 570 7,440 SH   SOLE   7,440 0 0
Kellogg Co COM 487836108 155 2,000 SH   DFND 2 2,000 0 0
KELLY SERVICES INC CL A 488152208 260 13,580 SH   SOLE   13,580 0 0
KENNAMETAL INC COM 489170100 225 10,020 SH   SOLE   10,020 0 0
KEYCORP COM 493267108 27,704 2,509,450 SH   DFND 1 2,509,450 0 0
KEYCORP COM 493267108 41,728 3,779,690 SH   SOLE   3,779,690 0 0
KEYCORP PFD 7.75% SR A 493267405 7,875 60,375 SH   SOLE   60,375 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 607 21,880 SH   SOLE   21,880 0 0
KFORCE INC COM 493732101 825 42,151 SH   DFND 1 42,151 0 0
KFORCE INC COM 493732101 2,989 152,639 SH   SOLE   152,639 0 0
KILROY REALTY CORP COM 49427F108 278 4,500 SH   DFND 1 4,500 0 0
KILROY REALTY CORP COM 49427F108 3,079 49,773 SH   SOLE   49,773 0 0
KIMBERLY-CLARK CORP COM 494368103 34,779 258,560 SH   DFND 1 258,560 0 0
KIMBERLY-CLARK CORP COM 494368103 40,220 299,012 SH   SOLE   299,012 0 0
Kimberly-Clark Corp COM 494368103 287 2,084 SH   DFND 2 2,084 0 0
KIMCO REALTY CORP COM 49446R109 5,875 204,119 SH   SOLE   204,119 0 0
KIMCO REALTY CORP COM 49446R109 1,394 48,440 SH   DFND 1 48,440 0 0
KINDER MORGAN INC COM 49456B101 2,420 135,500 SH   DFND 1 135,500 0 0
KINDER MORGAN INC COM 49456B101 2,971 166,330 SH   SOLE   166,330 0 0
KINDER MORGAN INC COM 49456B101 24 1,320 SH   DFND 2 1,320 0 0
KINDRED HEALTHCARE INC COM 494580103 665 53,850 SH   DFND 1 53,850 0 0
KINDRED HEALTHCARE INC COM 494580103 2,631 213,009 SH   SOLE   213,009 0 0
KINROSS GOLD CORP COM NO PAR 496902404 768 225,856 SH   DFND 1 225,856 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,508 737,780 SH   SOLE   737,780 0 0
KIRBY CORP COM 497266106 416 6,900 SH   SOLE   6,900 0 0
Kirby Corp COM 497266106 7 120 SH   DFND 2 120 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,838 66,333 SH   SOLE   66,333 0 0
KNOLL INC COM NEW 498904200 598 27,610 SH   SOLE   27,610 0 0
KNIGHT TRANSPORTATION INC COM 499064103 731 27,940 SH   SOLE   27,940 0 0
KNOWLES CORP COM 49926D109 149 11,290 SH   SOLE   11,290 0 0
KOHLS CORP COM 500255104 258 5,540 SH   SOLE   5,540 0 0
Koninklijke Philips NV NY REG SH NEW 500472303 18 643 SH   DFND 2 0 0 643
KOPIN CORP COM 500600101 47 28,550 SH   SOLE   28,550 0 0
KOPPERS HOLDINGS INC COM 50060P106 820 36,510 SH   SOLE   36,510 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 2,209 78,070 SH   DFND 1 78,070 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 8,779 310,310 SH   SOLE   310,310 0 0
KRAFT HEINZ CO/THE COM 500754106 1,384 17,617 SH   SOLE   17,617 0 0
Kraft Heinz Co/The COM 500754106 11 138 SH   DFND 2 0 0 138
KRATON PERFORMANCE POLYMERS IN COM 50077C106 245 14,140 SH   SOLE   14,140 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 3,052 195,770 SH   SOLE   195,770 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 843 54,090 SH   DFND 1 54,090 0 0
KROGER CO COM 501044101 4,423 115,640 SH   SOLE   115,640 0 0
KROGER CO COM 501044101 793 20,730 SH   DFND 1 20,730 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 374 33,020 SH   SOLE   33,020 0 0
L BRANDS INC COM 501797104 2,151 24,493 SH   DFND 1 24,493 0 0
L BRANDS INC COM 501797104 7,121 81,094 SH   SOLE   81,094 0 0
LHC GROUP INC COM 50187A107 212 5,960 SH   SOLE   5,960 0 0
LKQ CORP COM 501889208 2,381 74,580 SH   DFND 1 74,580 0 0
LKQ CORP COM 501889208 11,244 352,150 SH   SOLE   352,150 0 0
LTC PROPERTIES INC COM 502175102 1,280 28,302 SH   SOLE   28,302 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 270 2,280 SH   SOLE   2,280 0 0
LA-Z-BOY INC COM 505336107 1,058 39,583 SH   DFND 1 39,583 0 0
LA-Z-BOY INC COM 505336107 4,111 153,758 SH   SOLE   153,758 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 1,358 11,590 SH   SOLE   11,590 0 0
LABORATORY CRP OF AMER HLDGS NOTE 50540RAG7 3,949 2,515,000 SH   SOLE   2,515,000 0 0
LACLEDE GROUP INC COM 505597104 7,920 116,893 SH   DFND 1 116,893 0 0
LACLEDE GROUP INC COM 505597104 13,698 202,182 SH   SOLE   202,182 0 0
LAM RESEARCH CORP COM 512807108 1,621 19,630 SH   DFND 1 19,630 0 0
LAM RESEARCH CORP COM 512807108 5,266 63,750 SH   SOLE   63,750 0 0
Lam Research Corp COM 512807108 101 1,245 SH   DFND 2 1,245 0 0
LAM RESEARCH CORP NOTE 1.250% 512807AL2 2,158 1,460,000 SH   SOLE   1,460,000 0 0
LAMAR ADVERTISING CO CL A 512816109 1,337 21,739 SH   SOLE   21,739 0 0
LANCASTER COLONY CORP. COM 513847103 1,179 10,660 SH   DFND 1 10,660 0 0
LANCASTER COLONY CORP. COM 513847103 4,107 37,140 SH   SOLE   37,140 0 0
LANDSTAR SYSTEM INC COM 515098101 525 8,124 SH   DFND 1 8,124 0 0
LANDSTAR SYSTEM INC COM 515098101 2,134 33,030 SH   SOLE   33,030 0 0
LANNETT COMPANY INC COM 516012101 222 12,360 SH   SOLE   12,360 0 0
LAS VEGAS SANDS CORP COM 517834107 22,826 441,688 SH   DFND 1 441,688 0 0
LAS VEGAS SANDS CORP COM 517834107 46,432 898,456 SH   SOLE   898,456 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,343 53,078 SH   SOLE   53,078 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 616 6,530 SH   SOLE   6,530 0 0
LEAR CORP COM NEW 521865204 7,072 63,610 SH   SOLE   63,610 0 0
LEAR CORP COM NEW 521865204 1,872 16,840 SH   DFND 1 16,840 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 394 20,040 SH   SOLE   20,040 0 0
LEIDOS HOLDINGS INC COM 525327102 414 8,225 SH   SOLE   8,225 0 0
LENDINGTREE INC COM 52603B107 321 3,280 SH   SOLE   3,280 0 0
LENNAR CORP CL A 526057104 2,034 42,050 SH   SOLE   42,050 0 0
LENNOX INTERNATIONAL INC COM 526107107 689 5,100 SH   SOLE   5,100 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,539 29,119 SH   DFND 1 29,119 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,080 96,127 SH   SOLE   96,127 0 0
LEXINGTON REALTY TRUST COM 529043101 1,378 160,249 SH   SOLE   160,249 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 265 7,940 SH   SOLE   7,940 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 530610AC8 19,918 11,900,000 SH   SOLE   11,900,000 0 0
LIBERTY INTERACTIVE LLC DEB 3.500% 530715AN1 4,990 5,328,637 SH   SOLE   5,328,637 0 0
LIBERTY INTERACTIVE CORP QVC G QVC GP COM SER A 53071M104 2,823 111,810 SH   SOLE   111,810 0 0
LIBERTY INTERACTIVE CORP QVC G QVC GP COM SER A 53071M104 673 26,650 SH   DFND 1 26,650 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 4,036 120,630 SH   DFND 1 120,630 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 16,668 498,153 SH   SOLE   498,153 0 0
LIBERTY TRIPADVISOR HOLDINGS I COM SER A 531465102 358 16,157 SH   DFND 1 16,157 0 0
LIBERTY TRIPADVISOR HOLDINGS I COM SER A 531465102 1,216 54,858 SH   SOLE   54,858 0 0
LIFEPOINT HEALTH INC. COM 53219L109 381 5,500 SH   SOLE   5,500 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 862 8,050 SH   SOLE   8,050 0 0
ELI LILLY & CO COM 532457108 2,059 28,600 SH   SOLE   28,600 0 0
Eli Lilly & Co COM 532457108 60 800 SH   DFND 2 800 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 258 4,401 SH   DFND 1 4,401 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,312 22,409 SH   SOLE   22,409 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 7 120 SH   DFND 2 120 0 0
LINCOLN NATIONAL CORP COM 534187109 1,066 27,188 SH   SOLE   27,188 0 0
LINCOLN NATIONAL CORP COM 534187109 244 6,236 SH   DFND 1 6,236 0 0
LINDSAY CORPORATION COM 535555106 366 5,110 SH   SOLE   5,110 0 0
LINEAR TECHNOLOGY CORP COM 535678106 715 16,050 SH   DFND 1 16,050 0 0
LINEAR TECHNOLOGY CORP COM 535678106 3,317 74,440 SH   SOLE   74,440 0 0
Linear Technology Corp COM 535678106 4 91 SH   DFND 2 91 0 0
LinkedIn Corp COM CL A 53578A108 10 95 SH   DFND 2 95 0 0
LINKEDIN CORP NOTE 0.500% 53578AAB4 17,929 19,800,000 SH   SOLE   19,800,000 0 0
Linn Energy LLC UNIT LTD LIAB 536020100 0 150 SH   DFND 2 150 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 170 33,610 SH   DFND 1 33,610 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 616 121,770 SH   SOLE   121,770 0 0
LIQUIDITY SERVICES INC COM 53635B107 57 11,080 SH   SOLE   11,080 0 0
LITHIA MOTORS INC CL A 536797103 946 10,836 SH   DFND 1 10,836 0 0
LITHIA MOTORS INC CL A 536797103 3,450 39,500 SH   SOLE   39,500 0 0
LITTELFUSE INC COM 537008104 2,344 19,040 SH   DFND 1 19,040 0 0
LITTELFUSE INC COM 537008104 6,515 52,924 SH   SOLE   52,924 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 417 18,710 SH   SOLE   18,710 0 0
LIVE OAK BANCSHARES INC COM 53803X105 1,067 71,110 SH   DFND 1 71,110 0 0
LIVE OAK BANCSHARES INC COM 53803X105 1,743 116,180 SH   SOLE   116,180 0 0
LIVEPERSON INC COM 538146101 132 22,550 SH   SOLE   22,550 0 0
LOCKHEED MARTIN CORP COM 539830109 1,708 7,710 SH   SOLE   7,710 0 0
Lockheed Martin Corp COM 539830109 111 490 SH   DFND 2 490 0 0
LOEWS CORP COM 540424108 300 7,840 SH   SOLE   7,840 0 0
LOGMEIN INC COM 54142L109 583 11,550 SH   SOLE   11,550 0 0
LOUISIANA-PACIFIC CORP COM 546347105 318 18,550 SH   SOLE   18,550 0 0
LOWE'S COMPANIES INC COM 548661107 70,063 924,920 SH   SOLE   924,920 0 0
LOWE'S COMPANIES INC COM 548661107 25,951 342,591 SH   DFND 1 342,591 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 162 12,350 SH   SOLE   12,350 0 0
LUMENTUM HOLDINGS INC COM 55024U109 578 21,430 SH   SOLE   21,430 0 0
LUMINEX CORP. COM 55027E102 339 17,490 SH   SOLE   17,490 0 0
LUMOS NETWORKS CORP COM 550283105 135 10,540 SH   SOLE   10,540 0 0
LYDALL INC COM 550819106 259 7,960 SH   SOLE   7,960 0 0
M&T BANK CORP COM 55261F104 21,200 190,990 SH   DFND 1 190,990 0 0
M&T BANK CORP COM 55261F104 27,612 248,756 SH   SOLE   248,756 0 0
M&T Bank Corp COM 55261F104 8 75 SH   DFND 2 75 0 0
MB FINANCIAL INC COM 55264U108 1,021 31,479 SH   SOLE   31,479 0 0
MDU RESOURCES GROUP INC COM 552690109 8,246 423,765 SH   SOLE   423,765 0 0
MDU RESOURCES GROUP INC COM 552690109 2,905 149,290 SH   DFND 1 149,290 0 0
MDU Resources Group Inc COM 552690109 22 1,145 SH   DFND 2 0 0 1,145
MDC PARTNERS INC CL A SUB VTG 552697104 4,967 210,465 SH   DFND 1 210,465 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 8,558 362,633 SH   SOLE   362,633 0 0
MFS INTERMEDIATE INCOME TRUST SH BEN INT 55273C107 1,147 248,804 SH   DFND 1 248,804 0 0
MFS INTERMEDIATE INCOME TRUST SH BEN INT 55273C107 555 120,330 SH   SOLE   120,330 0 0
MGE Energy Inc COM 55277P104 7 150 SH   DFND 2 0 0 150
MGIC INVESTMENT CORP COM 552848103 1,227 160,000 SH   SOLE   160,000 0 0
MGIC INVESTMENT CORP NOTE 5.000% 5 552848AD5 4,321 4,150,000 SH   SOLE   4,150,000 0 0
MGIC INVESTMENT CORP NOTE 2.000% 4 552848AE3 10,334 8,210,000 SH   SOLE   8,210,000 0 0
M/I HOMES INC COM 55305B101 212 11,360 SH   SOLE   11,360 0 0
MKS INSTRUMENTS INC COM 55306N104 922 24,500 SH   SOLE   24,500 0 0
MRC GLOBAL INC COM 55345K103 1,055 80,280 SH   SOLE   80,280 0 0
MRC GLOBAL INC COM 55345K103 291 22,160 SH   DFND 1 22,160 0 0
MSA SAFETY INC COM 553498106 4,092 84,634 SH   DFND 1 84,634 0 0
MSA SAFETY INC COM 553498106 6,616 136,845 SH   SOLE   136,845 0 0
MSC INDUSTRIAL DIRECT CO. CL A 553530106 475 6,230 SH   SOLE   6,230 0 0
MSCI INC COM 55354G100 1,571 21,210 SH   DFND 1 21,210 0 0
MSCI INC COM 55354G100 7,432 100,330 SH   SOLE   100,330 0 0
MTS SYSTEMS CORP COM 553777103 410 6,740 SH   SOLE   6,740 0 0
MYR GROUP INC COM 55405W104 225 8,980 SH   SOLE   8,980 0 0
MACERICH CO COM 554382101 707 8,925 SH   DFND 1 8,925 0 0
MACERICH CO COM 554382101 4,227 53,343 SH   SOLE   53,343 0 0
MACK-CALI REALTY CORP COM 554489104 1,014 43,155 SH   SOLE   43,155 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 3,655 54,200 SH   DFND 1 54,200 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 3,352 49,700 SH   SOLE   49,700 0 0
MACQUARIE INFRASTRUCTURE CORP NOTE 2.875% 55608BAA3 9,152 8,250,000 SH   SOLE   8,250,000 0 0
MACY'S INC COM 55616P104 910 20,630 SH   DFND 1 20,630 0 0
MACY'S INC COM 55616P104 4,211 95,508 SH   SOLE   95,508 0 0
STEVEN MADDEN LTD COM 556269108 943 25,465 SH   SOLE   25,465 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,655 53,810 SH   SOLE   53,810 0 0
MAGELLAN HEALTH INC COM NEW 559079207 700 10,300 SH   DFND 1 10,300 0 0
MANHATTAN ASSOCIATES INC COM 562750109 1,177 20,689 SH   DFND 1 20,689 0 0
MANHATTAN ASSOCIATES INC COM 562750109 3,693 64,930 SH   SOLE   64,930 0 0
MANPOWER GROUP INC COM 56418H100 3,057 37,541 SH   DFND 1 37,541 0 0
MANPOWER GROUP INC COM 56418H100 10,144 124,590 SH   SOLE   124,590 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 361 11,270 SH   SOLE   11,270 0 0
MARATHON OIL CORP COM 565849106 23,874 2,143,105 SH   DFND 1 2,143,105 0 0
MARATHON OIL CORP COM 565849106 66,566 5,975,405 SH   SOLE   5,975,405 0 0
MARATHON PETROLEUM CORP COM 56585A102 13,686 368,091 SH   DFND 1 368,091 0 0
MARATHON PETROLEUM CORP COM 56585A102 45,285 1,217,998 SH   SOLE   1,217,998 0 0
MARINEMAX INC COM 567908108 216 11,070 SH   SOLE   11,070 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 604 4,840 SH   SOLE   4,840 0 0
Van Eck Associates Corp GOLD MINER ETF 57060U100 20 915 SH   DFND 2 915 0 0
MARKET VECTORS OIL SERVICE E OIL SVCS ETF 57060U191 1,829 68,750 SH   SOLE   68,750 0 0
MARKET VECTORS OIL SERVICE E OIL SVCS ETF 57060U191 1,168 43,890 SH   DFND 1 43,890 0 0
Van Eck Associates Corp MTG REIT ETF 57060U324 100 5,130 SH   DFND 2 4,430 0 700
Van Eck Associates Corp HG YLD MUN ETF 57060U878 246 7,885 SH   DFND 2 6,735 0 1,150
Van Eck Associates Corp JR GOLD MINERS E 57061R544 10 335 SH   DFND 2 335 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 782 11,580 SH   SOLE   11,580 0 0
MARSH & MCLENNAN CO INC COM 571748102 929 15,280 SH   SOLE   15,280 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 403 5,666 SH   SOLE   5,666 0 0
MARTEN TRANSPORT LTD COM 573075108 205 10,970 SH   SOLE   10,970 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1,412 8,853 SH   DFND 1 8,853 0 0
MARTIN MARIETTA MATERIALS COM 573284106 4,876 30,570 SH   SOLE   30,570 0 0
MASCO CORP COM 574599106 36,400 1,157,390 SH   SOLE   1,157,390 0 0
MASCO CORP COM 574599106 27,824 884,710 SH   DFND 1 884,710 0 0
MASIMO CORP COM 574795100 855 20,430 SH   SOLE   20,430 0 0
MASTERCARD INC CL A 57636Q104 6,687 70,760 SH   SOLE   70,760 0 0
MASTERCARD INC CL A 57636Q104 2,389 25,280 SH   DFND 1 25,280 0 0
MATERION CORP COM 576690101 793 29,950 SH   SOLE   29,950 0 0
MATRIX SERVICE CO COM 576853105 218 12,340 SH   SOLE   12,340 0 0
MATSON INC COM 57686G105 805 20,040 SH   SOLE   20,040 0 0
MATTEL INC COM 577081102 336 10,000 SH   SOLE   10,000 0 0
MATTHEWS INTL CORP - CLASS A CL A 577128101 778 15,120 SH   SOLE   15,120 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 722 19,627 SH   DFND 1 19,627 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 2,339 63,597 SH   SOLE   63,597 0 0
MAXIMUS, INC. COM 577933104 518 9,840 SH   DFND 1 9,840 0 0
MAXIMUS, INC. COM 577933104 2,314 43,960 SH   SOLE   43,960 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 670 6,740 SH   DFND 1 6,740 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 3,160 31,770 SH   SOLE   31,770 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 39 387 SH   DFND 2 387 0 0
MCDONALD'S CORP COM 580135101 3,336 26,540 SH   SOLE   26,540 0 0
McDonald's Corp COM 580135101 284 2,220 SH   DFND 2 2,070 0 150
MCGRAW HILL FINANCIAL INC COM 580645109 1,029 10,400 SH   DFND 1 10,400 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 5,102 51,550 SH   SOLE   51,550 0 0
MCKESSON CORP COM 58155Q103 1,055 6,712 SH   SOLE   6,712 0 0
McKesson Corp COM 58155Q103 16 100 SH   DFND 2 100 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 468 5,508 SH   SOLE   5,508 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 2,462 189,684 SH   SOLE   189,684 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 215 16,550 SH   DFND 1 16,550 0 0
MEDICINES COMPANY (THE) COM 584688105 1,019 32,060 SH   SOLE   32,060 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,010 26,080 SH   SOLE   26,080 0 0
MEDNAX INC COM 58502B106 772 11,950 SH   SOLE   11,950 0 0
Memorial Production Partners L COM U REP LTD 586048100 1 260 SH   DFND 2 260 0 0
MENTOR GRAPHICS CORP. COM 587200106 261 12,850 SH   SOLE   12,850 0 0
MERCER INTERNATIONAL INC COM 588056101 169 17,836 SH   DFND 1 17,836 0 0
MERCER INTERNATIONAL INC COM 588056101 371 39,228 SH   SOLE   39,228 0 0
MERCK & CO INC COM 58933Y105 73,080 1,381,210 SH   DFND 1 1,381,210 0 0
MERCK & CO INC COM 58933Y105 118,831 2,245,913 SH   SOLE   2,245,913 0 0
Merck & Co Inc COM 58933Y105 149 2,697 SH   DFND 2 2,697 0 0
MERCURY SYSTEMS INC COM 589378108 311 15,320 SH   SOLE   15,320 0 0
MERCURY GENERAL CORP COM 589400100 258 4,650 SH   SOLE   4,650 0 0
MEREDITH CORP. COM 589433101 231 4,860 SH   SOLE   4,860 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 397 19,270 SH   SOLE   19,270 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 375 20,285 SH   SOLE   20,285 0 0
MERITAGE HOMES CORP COM 59001A102 627 17,200 SH   SOLE   17,200 0 0
MERITAGE HOMES CORP NOTE 1.875% 59001AAR3 2,740 2,750,000 SH   SOLE   2,750,000 0 0
MERITOR INC COM 59001K100 573 71,130 SH   DFND 1 71,130 0 0
MERITOR INC COM 59001K100 1,984 246,120 SH   SOLE   246,120 0 0
MERITOR INC NOTE 7.875% 59001KAC4 1,933 1,660,000 SH   SOLE   1,660,000 0 0
METHODE ELECTRONICS INC COM 591520200 682 23,309 SH   DFND 1 23,309 0 0
METHODE ELECTRONICS INC COM 591520200 2,962 101,306 SH   SOLE   101,306 0 0
METLIFE INC COM 59156R108 22,598 514,290 SH   DFND 1 514,290 0 0
METLIFE INC COM 59156R108 58,721 1,336,382 SH   SOLE   1,336,382 0 0
MetLife Inc COM 59156R108 7 173 SH   DFND 2 173 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 8,348 24,214 SH   SOLE   24,214 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,362 6,850 SH   DFND 1 6,850 0 0
MICROSOFT CORP COM 594918104 93,052 1,684,811 SH   DFND 1 1,684,811 0 0
MICROSOFT CORP COM 594918104 259,271 4,694,388 SH   SOLE   4,694,388 0 0
Microsoft Corp COM 594918104 362 6,657 SH   DFND 2 6,657 0 0
MICROSTRATEGY INC CL A NEW 594972408 784 4,360 SH   SOLE   4,360 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 290 6,010 SH   SOLE   6,010 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 7,180 3,600,000 SH   SOLE   3,600,000 0 0
MICRON TECHNOLOGY INC COM 595112103 313 29,870 SH   SOLE   29,870 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 595112AU7 1,182 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 595112AV5 4,857 4,050,000 SH   SOLE   4,050,000 0 0
MICRON TECHNOLOGY INC NOTE 2.375% 595112AW3 314 250,000 SH   SOLE   250,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 595112AX1 3,830 3,025,000 SH   SOLE   3,025,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000% 595112AY9 11,323 16,500,000 SH   SOLE   16,500,000 0 0
MICROSEMI CORP COM 595137100 14,334 374,160 SH   DFND 1 374,160 0 0
MICROSEMI CORP COM 595137100 23,993 626,290 SH   SOLE   626,290 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 613 6,000 SH   DFND 1 6,000 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 3,785 37,033 SH   SOLE   37,033 0 0
MIDDLEBY CORP COM 596278101 3,568 33,421 SH   DFND 1 33,421 0 0
MIDDLEBY CORP COM 596278101 8,396 78,640 SH   SOLE   78,640 0 0
MIDDLESEX WATER CO COM 596680108 213 6,890 SH   DFND 1 6,890 0 0
MIDDLESEX WATER CO COM 596680108 771 24,990 SH   SOLE   24,990 0 0
MILLER (HERMAN) INC. COM 600544100 2,019 65,360 SH   SOLE   65,360 0 0
MILLER (HERMAN) INC. COM 600544100 474 15,340 SH   DFND 1 15,340 0 0
MIMEDX GROUP INC COM 602496101 389 44,540 SH   SOLE   44,540 0 0
MINERALS TECHNOLOGIES INC COM 603158106 649 11,418 SH   DFND 1 11,418 0 0
MINERALS TECHNOLOGIES INC COM 603158106 2,598 45,701 SH   SOLE   45,701 0 0
MOBILE MINI INC COM 60740F105 671 20,310 SH   SOLE   20,310 0 0
MOHAWK INDUSTRIES INC COM 608190104 355 1,860 SH   SOLE   1,860 0 0
MOLINA HEALTHCARE INC COM 60855R100 341 5,290 SH   SOLE   5,290 0 0
MOLSON COORS BREWING CO CL B 60871R209 26,198 272,389 SH   SOLE   272,389 0 0
MOLSON COORS BREWING CO CL B 60871R209 20,094 208,919 SH   DFND 1 208,919 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 258 27,870 SH   SOLE   27,870 0 0
MONDELEZ INTERNATIONAL CL A 609207105 3,877 96,630 SH   DFND 1 96,630 0 0
MONDELEZ INTERNATIONAL CL A 609207105 18,111 451,412 SH   SOLE   451,412 0 0
Mondelez International Inc CL A 609207105 26 617 SH   DFND 2 203 0 414
MONOGRAM RESIDENTIAL TRUST INC COM 60979P105 193 19,600 SH   SOLE   19,600 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 3,718 58,419 SH   DFND 1 58,419 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 12,064 189,560 SH   SOLE   189,560 0 0
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 444 18,550 SH   SOLE   18,550 0 0
MONRO MUFFLER INC COM 610236101 1,053 14,730 SH   SOLE   14,730 0 0
MONSANTO COMPANY COM 61166W101 1,140 12,988 SH   SOLE   12,988 0 0
MONSANTO COMPANY COM 61166W101 14 159 SH   DFND 2 159 0 0
MONSTER WORLDWIDE INC COM 611742107 132 40,440 SH   SOLE   40,440 0 0
MONSTER BEVERAGE CORP COM 61174X109 3,415 25,606 SH   DFND 1 25,606 0 0
MONSTER BEVERAGE CORP COM 61174X109 10,855 81,385 SH   SOLE   81,385 0 0
MOODY'S CORP COM 615369105 482 4,990 SH   SOLE   4,990 0 0
MOOG INC CL A 615394202 697 15,260 SH   SOLE   15,260 0 0
MORGAN STANLEY COM NEW 617446448 13,673 546,690 SH   DFND 1 546,690 0 0
MORGAN STANLEY COM NEW 617446448 39,596 1,583,220 SH   SOLE   1,583,220 0 0
MORNINGSTAR INC COM 617700109 576 6,530 SH   SOLE   6,530 0 0
MOSAIC CO/THE COM 61945C103 9,945 368,320 SH   DFND 1 368,320 0 0
MOSAIC CO/THE COM 61945C103 26,499 981,460 SH   SOLE   981,460 0 0
MOTORCAR PARTS OF AMERICA INC COM 620071100 316 8,330 SH   SOLE   8,330 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 352 4,655 SH   SOLE   4,655 0 0
Motorola Solutions Inc COM NEW 620076307 6 85 SH   DFND 2 85 0 0
MOVADO GROUP INC COM 624580106 206 7,470 SH   SOLE   7,470 0 0
MUELLER INDUSTRIES, INC. COM 624756102 781 26,540 SH   SOLE   26,540 0 0
MUELLER WATER PRODUCTS INC COM SER A 624758108 986 99,810 SH   DFND 1 99,810 0 0
MUELLER WATER PRODUCTS INC COM SER A 624758108 3,708 375,350 SH   SOLE   375,350 0 0
MURPHY USA INC COM 626755102 308 5,010 SH   SOLE   5,010 0 0
MYERS INDUSTRIES INC COM 628464109 759 59,040 SH   DFND 1 59,040 0 0
MYERS INDUSTRIES INC COM 628464109 2,880 223,940 SH   SOLE   223,940 0 0
MYRIAD GENETICS INC COM 62855J104 235 6,280 SH   DFND 1 6,280 0 0
MYRIAD GENETICS INC COM 62855J104 989 26,410 SH   SOLE   26,410 0 0
NBT BANCORP INC COM 628778102 535 19,860 SH   SOLE   19,860 0 0
NCR CORPORATION COM 62886E108 468 15,640 SH   SOLE   15,640 0 0
NIC INC COM 62914B100 503 27,910 SH   SOLE   27,910 0 0
NVR INC COM 62944T105 814 470 SH   SOLE   470 0 0
NXP SEMICONDUCTOR NV DBCV 1.000% 62952QAB6 1,659 1,500,000 SH   SOLE   1,500,000 0 0
NANOMETRICS INC COM 630077105 1,309 82,665 SH   DFND 1 82,665 0 0
NANOMETRICS INC COM 630077105 3,601 227,325 SH   SOLE   227,325 0 0
NASDAQ, INC. COM 631103108 9,208 138,715 SH   DFND 1 138,715 0 0
NASDAQ, INC. COM 631103108 12,052 181,565 SH   SOLE   181,565 0 0
NATIONAL HEALTH CORP COM 635906100 1,102 17,692 SH   DFND 1 17,692 0 0
NATIONAL HEALTH CORP COM 635906100 3,989 64,023 SH   SOLE   64,023 0 0
NATIONAL FUEL GAS CO COM 636180101 547 10,930 SH   SOLE   10,930 0 0
National Fuel Gas Co COM 636180101 15 290 SH   DFND 2 0 0 290
NATL HEALTH INVESTORS INC COM 63633D104 1,031 15,500 SH   SOLE   15,500 0 0
NATL HEALTH INVESTORS INC COM 63633D104 259 3,900 SH   DFND 1 3,900 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 8,743 290,360 SH   DFND 1 290,360 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 14,455 480,082 SH   SOLE   480,082 0 0
NATIONAL OILWELL VARCO INC COM 637071101 347 11,150 SH   SOLE   11,150 0 0
NAT'L PENN BCSHS INC COM 637138108 688 64,620 SH   SOLE   64,620 0 0
National Presto Industries Inc COM 637215104 12 145 SH   DFND 2 145 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 665 14,400 SH   DFND 1 14,400 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 3,200 69,256 SH   SOLE   69,256 0 0
NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN 637870106 633 29,860 SH   SOLE   29,860 0 0
NAVIGATORS GROUP INC COM 638904102 235 2,800 SH   DFND 1 2,800 0 0
NAVIGATORS GROUP INC COM 638904102 1,188 14,160 SH   SOLE   14,160 0 0
NATUS MEDICAL INC COM 639050103 591 15,370 SH   SOLE   15,370 0 0
NAUTILUS INC COM 63910B102 424 21,950 SH   DFND 1 21,950 0 0
NAUTILUS INC COM 63910B102 1,781 92,190 SH   SOLE   92,190 0 0
NAVIGANT CONSULTING INC. COM 63935N107 1,114 70,482 SH   DFND 1 70,482 0 0
NAVIGANT CONSULTING INC. COM 63935N107 4,378 276,883 SH   SOLE   276,883 0 0
NEENAH PAPER INC COM 640079109 489 7,680 SH   SOLE   7,680 0 0
NEKTAR THERAPEUTICS COM 640268108 838 60,950 SH   SOLE   60,950 0 0
NEOGEN CORP COM 640491106 1,347 26,745 SH   SOLE   26,745 0 0
NETAPP INC COM 64110D104 234 8,570 SH   SOLE   8,570 0 0
NETFLIX INC COM 64110L106 1,278 12,500 SH   SOLE   12,500 0 0
NETGEAR INC COM 64111Q104 1,555 38,530 SH   SOLE   38,530 0 0
NETGEAR INC COM 64111Q104 226 5,610 SH   DFND 1 5,610 0 0
NETSCOUT SYSTEMS INC COM 64115T104 291 12,650 SH   SOLE   12,650 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,472 87,793 SH   DFND 1 87,793 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,366 160,960 SH   SOLE   160,960 0 0
NEVRO CORP COM 64157F103 1,682 29,900 SH   DFND 1 29,900 0 0
NEVRO CORP COM 64157F103 4,383 77,900 SH   SOLE   77,900 0 0
NEW JERSEY RESOURCES CORP COM 646025106 291 7,990 SH   DFND 1 7,990 0 0
NEW JERSEY RESOURCES CORP COM 646025106 1,345 36,920 SH   SOLE   36,920 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 354 21,263 SH   DFND 1 21,263 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,279 76,867 SH   SOLE   76,867 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 980 61,641 SH   SOLE   61,641 0 0
NY COMMUNITY CAP TRUST V UNIT 11/01/2051 64944P307 3,784 75,875 SH   SOLE   75,875 0 0
NEW YORK REIT INC COM 64976L109 420 41,600 SH   SOLE   41,600 0 0
NEW YORK TIMES CO CL A 650111107 196 15,760 SH   SOLE   15,760 0 0
NEWELL BRANDS INC COM 651229106 4,362 98,480 SH   DFND 1 98,480 0 0
NEWELL BRANDS INC COM 651229106 13,461 303,933 SH   SOLE   303,933 0 0
NEWELL BRANDS INC COM 651229106 7 165 SH   DFND 2 165 0 0
NEWMARKET CORP COM 651587107 507 1,280 SH   SOLE   1,280 0 0
NEWMONT MINING CORP COM 651639106 2,721 102,353 SH   DFND 1 102,353 0 0
NEWMONT MINING CORP COM 651639106 9,979 375,438 SH   SOLE   375,438 0 0
Newmont Mining Corp COM 651639106 1 41 SH   DFND 2 41 0 0
NEWMONT MINING CORP NOTE 1.625% 651639AJ5 10,400 10,000,000 SH   SOLE   10,000,000 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 165 38,150 SH   SOLE   38,150 0 0
NEWPARK RESOURCES INC NOTE 4.000% 651718AC2 1,741 2,000,000 SH   SOLE   2,000,000 0 0
NEWPORT CORP COM 651824104 409 17,770 SH   SOLE   17,770 0 0
NEWS CORP/NEW CL A 65249B109 694 54,330 SH   DFND 1 54,330 0 0
NEWS CORP/NEW CL A 65249B109 2,736 214,225 SH   SOLE   214,225 0 0
NEXTERA ENERGY INC COM 65339F101 1,621 13,700 SH   SOLE   13,700 0 0
NextEra Energy Inc COM 65339F101 41 352 SH   DFND 2 352 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 1,771 27,335 SH   DFND 1 27,335 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 5,329 82,250 SH   SOLE   82,250 0 0
NIKE INC CL B 654106103 93,928 1,528,030 SH   SOLE   1,528,030 0 0
NIKE INC CL B 654106103 29,931 486,920 SH   DFND 1 486,920 0 0
NISOURCE INC COM 65473P105 222 9,429 SH   SOLE   9,429 0 0
NOBLE ENERGY INC COM 655044105 1,116 35,545 SH   SOLE   35,545 0 0
NOBLE ENERGY INC COM 655044105 224 7,145 SH   DFND 1 7,145 0 0
Noble Energy Inc COM 655044105 4 130 SH   DFND 2 130 0 0
NORDSON CORP COM 655663102 854 11,233 SH   DFND 1 11,233 0 0
NORDSON CORP COM 655663102 3,628 47,715 SH   SOLE   47,715 0 0
NORDSTROM INC COM 655664100 216 3,780 SH   SOLE   3,780 0 0
NORFOLK SOUTHERN CORP COM 655844108 29,580 355,318 SH   DFND 1 355,318 0 0
NORFOLK SOUTHERN CORP COM 655844108 37,212 446,995 SH   SOLE   446,995 0 0
Norfolk Southern Corp COM 655844108 2 20 SH   DFND 2 20 0 0
NORTHERN OIL AND GAS INC COM 665531109 91 22,780 SH   SOLE   22,780 0 0
NORTHERN TRUST CORP COM 665859104 409 6,270 SH   SOLE   6,270 0 0
NORTHFIELD BANCORP INC COM 66611T108 295 17,970 SH   SOLE   17,970 0 0
NORTHROP GRUMMAN CORP COM 666807102 6,639 33,548 SH   SOLE   33,548 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,334 6,740 SH   DFND 1 6,740 0 0
Northrop Grumman Corp COM 666807102 50 250 SH   DFND 2 250 0 0
NorthStar Realty Finance Corp COM 66704R803 505 38,500 SH   SOLE   38,500 0 0
NorthStar Realty Finance Corp COM 66704R803 1 85 SH   DFND 2 85 0 0
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 354 31,230 SH   DFND 1 31,230 0 0
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 1,149 101,200 SH   SOLE   101,200 0 0
NorthStar Asset Management Gro COM 66705Y104 2 170 SH   DFND 2 170 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 524 45,130 SH   DFND 1 45,130 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,956 168,630 SH   SOLE   168,630 0 0
NorthStar Realty Europe Corp COM 66706L101 0 28 SH   DFND 2 28 0 0
NORTHWEST BANCSHARES INC COM 667340103 638 47,220 SH   SOLE   47,220 0 0
NORTHWEST NATURAL GAS CO COM 667655104 1,613 29,960 SH   SOLE   29,960 0 0
NORTHWEST NATURAL GAS CO COM 667655104 256 4,750 SH   DFND 1 4,750 0 0
NORTHWESTERN CORP COM NEW 668074305 1,391 22,530 SH   DFND 1 22,530 0 0
NORTHWESTERN CORP COM NEW 668074305 3,641 58,960 SH   SOLE   58,960 0 0
NOW INC/DE COM 67011P100 243 13,730 SH   SOLE   13,730 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750% 67020YAF7 4,771 4,750,000 SH   SOLE   4,750,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500% 67020YAG5 4,802 4,640,000 SH   SOLE   4,640,000 0 0
NUCOR CORP COM 670346105 442 9,340 SH   SOLE   9,340 0 0
NVIDIA CORP COM 67066G104 88,234 2,476,405 SH   DFND 1 2,476,405 0 0
NVIDIA CORP COM 67066G104 120,307 3,376,565 SH   SOLE   3,376,565 0 0
NVIDIA CORP NOTE 1.000% 67066GAC8 20,679 11,550,000 SH   SOLE   11,550,000 0 0
NUTRISYSTEM INC COM 67069D108 10,180 487,800 SH   DFND 1 487,800 0 0
NUTRISYSTEM INC COM 67069D108 17,976 861,340 SH   SOLE   861,340 0 0
NUVASIVE INC COM 670704105 11,125 228,672 SH   DFND 1 228,672 0 0
NUVASIVE INC COM 670704105 21,983 451,868 SH   SOLE   451,868 0 0
OGE ENERGY CORP COM 670837103 734 25,640 SH   SOLE   25,640 0 0
Nuveen Closed-End Funds/USA COM 670928100 15 1,411 SH   DFND 2 1,411 0 0
Nuveen Closed-End Funds/USA COM 670977107 53 3,570 SH   DFND 2 3,570 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,843 14,042 SH   DFND 1 14,042 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 12,279 44,868 SH   SOLE   44,868 0 0
OFG BANCORP COM 67103X102 140 20,070 SH   SOLE   20,070 0 0
OSI SYSTEMS, INC. COM 671044105 550 8,400 SH   SOLE   8,400 0 0
OASIS PETROLEUM INC COM 674215108 2,724 374,166 SH   SOLE   374,166 0 0
OASIS PETROLEUM INC COM 674215108 752 103,324 SH   DFND 1 103,324 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 1,535 22,430 SH   SOLE   22,430 0 0
Occidental Petroleum Corp COM 674599105 39 556 SH   DFND 2 556 0 0
OCEANEERING INTL INC COM 675232102 1,826 54,940 SH   SOLE   54,940 0 0
OCEANEERING INTL INC COM 675232102 435 13,100 SH   DFND 1 13,100 0 0
OCLARO INC COM NEW 67555N206 606 112,300 SH   DFND 1 112,300 0 0
OCLARO INC COM NEW 67555N206 1,584 293,300 SH   SOLE   293,300 0 0
OFFICE DEPOT INC COM 676220106 447 62,910 SH   SOLE   62,910 0 0
OIL STATES INTERNATIONAL INC COM 678026105 863 27,380 SH   DFND 1 27,380 0 0
OIL STATES INTERNATIONAL INC COM 678026105 3,077 97,620 SH   SOLE   97,620 0 0
OLD DOMINION FREIGHT LINE COM 679580100 1,270 18,242 SH   DFND 1 18,242 0 0
OLD DOMINION FREIGHT LINE COM 679580100 4,427 63,588 SH   SOLE   63,588 0 0
OLD NATIONAL BANCORP COM 680033107 283 23,240 SH   DFND 1 23,240 0 0
OLD NATIONAL BANCORP COM 680033107 1,669 136,880 SH   SOLE   136,880 0 0
OLD REPUBLIC INTL CORP COM 680223104 572 31,280 SH   SOLE   31,280 0 0
OLD REPUBLIC INTL CORP NOTE 3.750% 680223AH7 19,720 15,855,000 SH   SOLE   15,855,000 0 0
OLIN CORP COM PAR $1 680665205 824 47,440 SH   DFND 1 47,440 0 0
OLIN CORP COM PAR $1 680665205 3,039 174,940 SH   SOLE   174,940 0 0
OMNICOM GROUP INC COM 681919106 587 7,050 SH   SOLE   7,050 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 270 7,650 SH   DFND 1 7,650 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 2,315 65,581 SH   SOLE   65,581 0 0
OMEGA PROTEIN CORP. COM 68210P107 384 22,680 SH   SOLE   22,680 0 0
OMNOVA SOLUTIONS INC COM 682129101 157 28,210 SH   DFND 1 28,210 0 0
OMNOVA SOLUTIONS INC COM 682129101 568 102,240 SH   SOLE   102,240 0 0
OMNICELL INC COM 68213N109 9,396 337,130 SH   SOLE   337,130 0 0
OMNICELL INC COM 68213N109 5,663 203,210 SH   DFND 1 203,210 0 0
ON ASSIGNMENT, INC. COM 682159108 2,111 57,178 SH   DFND 1 57,178 0 0
ON ASSIGNMENT, INC. COM 682159108 6,335 171,590 SH   SOLE   171,590 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 149 15,560 SH   DFND 1 15,560 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 541 56,370 SH   SOLE   56,370 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625% 682189AH8 6,836 6,300,000 SH   SOLE   6,300,000 0 0
ONE GAS INC COM 68235P108 412 6,750 SH   SOLE   6,750 0 0
ONEOK Inc COM 682680103 10 350 SH   DFND 2 350 0 0
ORACLE CORP COM 68389X105 59,885 1,463,817 SH   SOLE   1,463,817 0 0
ORACLE CORP COM 68389X105 21,189 517,950 SH   DFND 1 517,950 0 0
Oracle Corp COM 68389X105 133 3,287 SH   DFND 2 3,287 0 0
ORBCOMM INC COM 68555P100 648 64,000 SH   SOLE   64,000 0 0
ORBCOMM INC COM 68555P100 249 24,600 SH   DFND 1 24,600 0 0
ORBITAL ATK INC COM 68557N103 652 7,500 SH   SOLE   7,500 0 0
ORION MARINE GROUP INC COM 68628V308 66 12,800 SH   SOLE   12,800 0 0
ORITANI FINANCIAL CORP COM 68633D103 1,011 59,600 SH   DFND 1 59,600 0 0
ORITANI FINANCIAL CORP COM 68633D103 4,103 241,780 SH   SOLE   241,780 0 0
OSHKOSH CO COM 688239201 34,170 836,070 SH   DFND 1 836,070 0 0
OSHKOSH CO COM 688239201 44,144 1,080,110 SH   SOLE   1,080,110 0 0
OUTERWALL INC COM 690070107 281 7,610 SH   SOLE   7,610 0 0
OUTFRONT MEDIA INC COM 69007J106 514 24,382 SH   SOLE   24,382 0 0
OWENS & MINOR INC COM 690732102 326 8,060 SH   SOLE   8,060 0 0
OWENS-ILLINOIS INC COM NEW 690768403 21,511 1,347,810 SH   SOLE   1,347,810 0 0
OWENS-ILLINOIS INC COM NEW 690768403 15,776 988,454 SH   DFND 1 988,454 0 0
OXFORD INDUSTRIES INC COM 691497309 7,801 116,031 SH   DFND 1 116,031 0 0
OXFORD INDUSTRIES INC COM 691497309 14,858 221,010 SH   SOLE   221,010 0 0
PDC ENERGY INC COM 69327R101 392 6,590 SH   DFND 1 6,590 0 0
PDC ENERGY INC COM 69327R101 2,652 44,610 SH   SOLE   44,610 0 0
PG&E CORP COM 69331C108 65,456 1,096,050 SH   DFND 1 1,096,050 0 0
PG&E CORP COM 69331C108 103,728 1,736,900 SH   SOLE   1,736,900 0 0
PG&E Corp COM 69331C108 65 1,095 SH   DFND 2 1,095 0 0
PGT INC COM 69336V101 1,741 176,940 SH   SOLE   176,940 0 0
PGT INC COM 69336V101 565 57,402 SH   DFND 1 57,402 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 1,235 14,604 SH   SOLE   14,604 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 33 400 SH   DFND 2 400 0 0
PNM RESOURCES INC COM 69349H107 1,656 49,110 SH   DFND 1 49,110 0 0
PNM RESOURCES INC COM 69349H107 4,097 121,505 SH   SOLE   121,505 0 0
PPG INDUSTRIES INC COM 693506107 544 4,880 SH   DFND 1 4,880 0 0
PPG INDUSTRIES INC COM 693506107 1,749 15,690 SH   SOLE   15,690 0 0
PPL CORP COM 69351T106 756 19,850 SH   SOLE   19,850 0 0
PPL Corp COM 69351T106 45 1,200 SH   DFND 2 1,200 0 0
PRA GROUP INC COM 69354N106 613 20,850 SH   SOLE   20,850 0 0
PS BUSINESS PARKS INC COM 69360J107 1,660 16,520 SH   SOLE   16,520 0 0
PVH CORP COM 693656100 16,169 163,221 SH   SOLE   163,221 0 0
PVH CORP COM 693656100 5,044 50,917 SH   DFND 1 50,917 0 0
PTC INC COM 69370C100 1,283 38,690 SH   DFND 1 38,690 0 0
PTC INC COM 69370C100 4,843 146,040 SH   SOLE   146,040 0 0
PACCAR INC COM 693718108 564 10,317 SH   SOLE   10,317 0 0
PACKAGING CORP OF AMERICA COM 695156109 4,184 69,268 SH   DFND 1 69,268 0 0
PACKAGING CORP OF AMERICA COM 695156109 14,453 239,295 SH   SOLE   239,295 0 0
PACWEST BANCORP COM 695263103 8,549 230,110 SH   DFND 1 230,110 0 0
PACWEST BANCORP COM 695263103 15,923 428,620 SH   SOLE   428,620 0 0
PALO ALTO NETWORKS INC COM 697435105 2,859 17,527 SH   DFND 1 17,527 0 0
PALO ALTO NETWORKS INC COM 697435105 8,606 52,750 SH   SOLE   52,750 0 0
PANDORA MEDIA INC COM 698354107 3,203 357,880 SH   SOLE   357,880 0 0
PANDORA MEDIA INC COM 698354107 1,066 119,140 SH   DFND 1 119,140 0 0
PANERA BREAD COMPANY CL A 69840W108 606 2,960 SH   SOLE   2,960 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 6,159 113,660 SH   DFND 1 113,660 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 12,188 224,910 SH   SOLE   224,910 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 1,458 122,050 SH   DFND 1 122,050 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 3,800 317,981 SH   SOLE   317,981 0 0
PARAMOUNT GROUP INC COM 69924R108 740 46,400 SH   SOLE   46,400 0 0
PAREXEL INT'L CORP COM 699462107 430 6,850 SH   SOLE   6,850 0 0
PARKER-HANNIFIN CORP COM 701094104 438 3,945 SH   SOLE   3,945 0 0
PARKWAY PROPERTIES INC COM 70159Q104 5,705 364,290 SH   SOLE   364,290 0 0
PARKWAY PROPERTIES INC COM 70159Q104 2,914 186,080 SH   DFND 1 186,080 0 0
PARSLEY ENERGY INC CL A 701877102 22,146 979,907 SH   DFND 1 979,907 0 0
PARSLEY ENERGY INC CL A 701877102 32,721 1,447,852 SH   SOLE   1,447,852 0 0
PATTERSON-UTI ENERGY INC COM 703481101 3,199 181,550 SH   DFND 1 181,550 0 0
PATTERSON-UTI ENERGY INC COM 703481101 10,013 568,270 SH   SOLE   568,270 0 0
PAYCHEX INC COM 704326107 512 9,480 SH   SOLE   9,480 0 0
PAYLOCITY HOLDING CORP COM 70438V106 1,680 51,300 SH   DFND 1 51,300 0 0
PAYLOCITY HOLDING CORP COM 70438V106 4,400 134,400 SH   SOLE   134,400 0 0
PAYPAL HOLDINGS INC COM 70450Y103 44,904 1,163,320 SH   DFND 1 1,163,320 0 0
PAYPAL HOLDINGS INC COM 70450Y103 113,766 2,947,300 SH   SOLE   2,947,300 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 6,203 213,395 SH   SOLE   213,395 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 2,639 90,765 SH   DFND 1 90,765 0 0
PEGASYSTEMS, INC. COM 705573103 8,792 346,420 SH   SOLE   346,420 0 0
PEGASYSTEMS, INC. COM 705573103 5,578 219,760 SH   DFND 1 219,760 0 0
Pembina Pipeline Corp COM 706327103 8 300 SH   DFND 2 300 0 0
JC PENNEY CO INC COM 708160106 433 39,150 SH   SOLE   39,150 0 0
JC Penney Co Inc COM 708160106 11 1,100 SH   DFND 2 1,100 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 1,749 80,066 SH   SOLE   80,066 0 0
PEPSICO INC COM 713448108 1,347 13,140 SH   DFND 1 13,140 0 0
PEPSICO INC COM 713448108 10,000 97,580 SH   SOLE   97,580 0 0
PepsiCo Inc COM 713448108 661 6,288 SH   DFND 2 6,288 0 0
PERFICIENT INC COM 71375U101 354 16,290 SH   SOLE   16,290 0 0
PERKINELMER INC COM 714046109 2,891 58,460 SH   DFND 1 58,460 0 0
PERKINELMER INC COM 714046109 10,905 220,490 SH   SOLE   220,490 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 4,353 745,382 SH   DFND 1 745,382 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 13,973 2,392,708 SH   SOLE   2,392,708 0 0
PFIZER INC COM 717081103 88,262 2,977,790 SH   SOLE   2,977,790 0 0
PFIZER INC COM 717081103 46,184 1,558,150 SH   DFND 1 1,558,150 0 0
Pfizer Inc COM 717081103 1,748 53,771 SH   DFND 2 53,771 0 0
PHARMERICA CORP COM 71714F104 347 15,680 SH   DFND 1 15,680 0 0
PHARMERICA CORP COM 71714F104 1,646 74,430 SH   SOLE   74,430 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 228 8,430 SH   SOLE   8,430 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 47,330 482,421 SH   DFND 1 482,421 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 64,458 656,993 SH   SOLE   656,993 0 0
Philip Morris International In COM 718172109 108 1,067 SH   DFND 2 467 0 600
PHILLIPS 66 COM 718546104 1,192 13,764 SH   SOLE   13,764 0 0
Phillips 66 COM 718546104 50 584 SH   DFND 2 488 0 96
PHYSICIANS REALTY TRUST COM 71943U104 5,488 295,370 SH   SOLE   295,370 0 0
PHYSICIANS REALTY TRUST COM 71943U104 3,198 172,100 SH   DFND 1 172,100 0 0
PIEDMONT NATURAL GAS CO COM 720186105 2,242 37,480 SH   SOLE   37,480 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 480 23,640 SH   DFND 1 23,640 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 2,555 125,784 SH   SOLE   125,784 0 0
PIMCO Funds/Closed-End/USA COM 72200X104 33 3,697 SH   DFND 2 3,697 0 0
PIMCO DYNAMIC CREDIT INCOME FU COM SHS 72202D106 1,568 89,895 SH   DFND 1 89,895 0 0
PIMCO DYNAMIC CREDIT INCOME FU COM SHS 72202D106 1,341 76,905 SH   SOLE   76,905 0 0
PINNACLE ENTERTAINMENT INC COM 723456109 981 27,950 SH   SOLE   27,950 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 796 16,220 SH   SOLE   16,220 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 246 3,280 SH   SOLE   3,280 0 0
Pinnacle West Capital Corp COM 723484101 45 607 SH   DFND 2 607 0 0
PINNACLE FOODS INC COM 72348P104 2,374 53,140 SH   SOLE   53,140 0 0
PINNACLE FOODS INC COM 72348P104 655 14,660 SH   DFND 1 14,660 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 152 68,920 SH   DFND 1 68,920 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 616 279,980 SH   SOLE   279,980 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 664 4,720 SH   SOLE   4,720 0 0
Pioneer Natural Resources Co COM 723787107 28 191 SH   DFND 2 191 0 0
PIPER JAFFRAY COS COM 724078100 1,026 20,700 SH   SOLE   20,700 0 0
PLANTRONICS INC COM 727493108 4,452 113,599 SH   DFND 1 113,599 0 0
PLANTRONICS INC COM 727493108 7,237 184,658 SH   SOLE   184,658 0 0
PLEXUS CORP COM 729132100 600 15,180 SH   SOLE   15,180 0 0
POLARIS INDUSTRIES INC COM 731068102 769 7,810 SH   SOLE   7,810 0 0
POLYCOM INC COM 73172K104 1,373 123,120 SH   DFND 1 123,120 0 0
POLYCOM INC COM 73172K104 5,337 478,670 SH   SOLE   478,670 0 0
POLYONE CORP COM 73179P106 2,870 94,876 SH   DFND 1 94,876 0 0
POLYONE CORP COM 73179P106 6,174 204,110 SH   SOLE   204,110 0 0
POOL CORP COM 73278L105 476 5,430 SH   SOLE   5,430 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 536 10,300 SH   SOLE   10,300 0 0
POPULAR INC COM NEW 733174700 371 12,960 SH   DFND 1 12,960 0 0
POPULAR INC COM NEW 733174700 1,265 44,210 SH   SOLE   44,210 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 658 16,660 SH   DFND 1 16,660 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 2,383 60,350 SH   SOLE   60,350 0 0
POST HOLDINGS INC COM 737446104 567 8,250 SH   SOLE   8,250 0 0
POST PROPERTIES INC COM 737464107 4,750 79,515 SH   SOLE   79,515 0 0
POST PROPERTIES INC COM 737464107 895 14,980 SH   DFND 1 14,980 0 0
POTLATCH CORP COM 737630103 363 11,518 SH   DFND 1 11,518 0 0
POTLATCH CORP COM 737630103 1,583 50,263 SH   SOLE   50,263 0 0
POWER INTEGRATIONS INC COM 739276103 655 13,190 SH   SOLE   13,190 0 0
Invesco PowerShares Capital Management LLC UNIT SER 1 73935A104 43 390 SH   DFND 2 390 0 0
POWERSHARES PFD PORTFOLIO 73936T565 268 17,948 SH   DFND 1 17,948 0 0
POWERSHARES PFD PORTFOLIO 73936T565 283 18,944 SH   SOLE   18,944 0 0
Invesco PowerShares Capital Management LLC BUILD AMER ETF 73937B407 187 6,155 SH   DFND 2 5,625 0 530
PRAXAIR INC COM 74005P104 953 8,330 SH   SOLE   8,330 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1,300 24,350 SH   SOLE   24,350 0 0
T ROWE PRICE GROUP INC COM 74144T108 535 7,288 SH   SOLE   7,288 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 1,869 1,450 SH   SOLE   1,450 0 0
PRICELINE GROUP INC/THE NOTE 1.000% 741503AQ9 8,413 5,850,000 SH   SOLE   5,850,000 0 0
PRICELINE GROUP INC/THE NOTE 0.350% 741503AS5 7,350 6,100,000 SH   SOLE   6,100,000 0 0
PRICELINE GROUP INC/THE NOTE 0.900% 741503AX4 4,035 4,000,000 SH   SOLE   4,000,000 0 0
PRIMERICA INC COM 74164M108 9,032 202,820 SH   DFND 1 202,820 0 0
PRIMERICA INC COM 74164M108 14,424 323,910 SH   SOLE   323,910 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 312 7,910 SH   SOLE   7,910 0 0
PROASSURANCE CORP COM 74267C106 1,237 24,440 SH   SOLE   24,440 0 0
PROCTER & GAMBLE CO COM 742718109 6,411 77,888 SH   SOLE   77,888 0 0
Procter & Gamble Co/The COM 742718109 482 5,794 SH   DFND 2 5,794 0 0
PRIVATEBANCORP INC COM 742962103 416 10,770 SH   DFND 1 10,770 0 0
PRIVATEBANCORP INC COM 742962103 1,898 49,160 SH   SOLE   49,160 0 0
PROGENICS PHARMACEUTICALS INC COM 743187106 353 80,930 SH   SOLE   80,930 0 0
PROGENICS PHARMACEUTICALS INC COM 743187106 97 22,350 SH   DFND 1 22,350 0 0
PROGRESS SOFTWARE CORP. COM 743312100 16,396 679,761 SH   DFND 1 679,761 0 0
PROGRESS SOFTWARE CORP. COM 743312100 24,164 1,001,806 SH   SOLE   1,001,806 0 0
PROGRESSIVE CORP COM 743315103 602 17,140 SH   SOLE   17,140 0 0
PROGRESSIVE WASTE SOLUTIONS LT COM 74339G101 6,821 219,821 SH   DFND 1 219,821 0 0
PROGRESSIVE WASTE SOLUTIONS LT COM 74339G101 10,723 345,570 SH   SOLE   345,570 0 0
PROLOGIS INC COM 74340W103 2,164 48,980 SH   DFND 1 48,980 0 0
PROLOGIS INC COM 74340W103 10,822 244,956 SH   SOLE   244,956 0 0
PROOFPOINT INC COM 743424103 3,936 73,188 SH   DFND 1 73,188 0 0
PROOFPOINT INC COM 743424103 10,295 191,430 SH   SOLE   191,430 0 0
ProShare Advisors LLC PSHS SHRT S&P500 74347R503 31 1,500 SH   DFND 2 1,500 0 0
PROSPECT CAPITAL CORP NOTE 5.500% 74348TAD4 6,767 6,750,000 SH   SOLE   6,750,000 0 0
PROSPECT CAPITAL CORP NOTE 5.375% 74348TAK8 3,421 3,500,000 SH   SOLE   3,500,000 0 0
PROSPECT CAPITAL CORP NOTE 5.750% 74348TAL6 3,421 3,500,000 SH   SOLE   3,500,000 0 0
PROSPECT CAPITAL CORP NOTE 5.875% 74348TAM4 3,740 4,000,000 SH   SOLE   4,000,000 0 0
PROSPECT CAPITAL CORP NOTE 4.750% 74348TAQ5 5,736 6,500,000 SH   SOLE   6,500,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 388 8,370 SH   SOLE   8,370 0 0
PROTO LABS INC COM 743713109 5,359 69,522 SH   DFND 1 69,522 0 0
PROTO LABS INC COM 743713109 11,964 155,200 SH   SOLE   155,200 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 296 5,800 SH   SOLE   5,800 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 1,378 68,270 SH   DFND 1 68,270 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 5,346 264,790 SH   SOLE   264,790 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 937 12,980 SH   SOLE   12,980 0 0
Prudential Financial Inc COM 744320102 79 1,129 SH   DFND 2 1,129 0 0
Public Service Enterprise Grou COM 744573106 227 4,942 SH   DFND 2 4,942 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 25,828 547,890 SH   DFND 1 547,890 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 33,719 715,300 SH   SOLE   715,300 0 0
PUBLIC STORAGE COM 74460D109 2,742 9,940 SH   DFND 1 9,940 0 0
PUBLIC STORAGE COM 74460D109 15,988 57,965 SH   SOLE   57,965 0 0
Public Storage COM 74460D109 110 400 SH   DFND 2 400 0 0
PULTEGROUP INC COM 745867101 1,312 70,140 SH   DFND 1 70,140 0 0
PULTEGROUP INC COM 745867101 5,036 269,152 SH   SOLE   269,152 0 0
Putnam Investment Management LLC SHS BEN INT 746779107 7 1,000 SH   DFND 2 1,000 0 0
QLOGIC CORP COM 747277101 511 38,010 SH   SOLE   38,010 0 0
QUAKER CHEMICAL CORP COM 747316107 515 6,070 SH   SOLE   6,070 0 0
QLIK TECHNOLOGIES INC COM 74733T105 2,366 81,808 SH   DFND 1 81,808 0 0
QLIK TECHNOLOGIES INC COM 74733T105 5,628 194,600 SH   SOLE   194,600 0 0
QEP RESOURCES INC COM 74733V100 215 15,240 SH   DFND 1 15,240 0 0
QEP RESOURCES INC COM 74733V100 1,116 79,110 SH   SOLE   79,110 0 0
Qihoo 360 Technology Co Ltd ADS 74734M109 15 200 SH   DFND 2 200 0 0
QTS REALTY TRUST INC COM CL A 74736A103 935 19,730 SH   SOLE   19,730 0 0
QUALCOMM INC COM 747525103 598 11,700 SH   DFND 1 11,700 0 0
QUALCOMM INC COM 747525103 4,744 92,760 SH   SOLE   92,760 0 0
QUALCOMM Inc COM 747525103 272 5,381 SH   DFND 2 5,381 0 0
QUALITY SYSTEMS INC COM 747582104 311 20,400 SH   SOLE   20,400 0 0
QUALYS INC COM 74758T303 805 31,810 SH   SOLE   31,810 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 224 12,890 SH   DFND 1 12,890 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 1,086 62,585 SH   SOLE   62,585 0 0
QUEST DIAGNOSTICS INC COM 74834L100 299 4,180 SH   SOLE   4,180 0 0
Quest Diagnostics Inc COM 74834L100 4 50 SH   DFND 2 50 0 0
QUESTAR CORP COM 748356102 557 22,470 SH   SOLE   22,470 0 0
QUINSTREET INC COM 74874Q100 55 16,220 SH   SOLE   16,220 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 7,137 109,635 SH   SOLE   109,635 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 1,985 30,485 SH   DFND 1 30,485 0 0
RLI CORP COM 749607107 1,166 17,440 SH   SOLE   17,440 0 0
RLJ LODGING TRUST COM 74965L101 338 14,782 SH   DFND 1 14,782 0 0
RLJ LODGING TRUST COM 74965L101 1,516 66,242 SH   SOLE   66,242 0 0
RPC INC COM 749660106 11,034 778,135 SH   DFND 1 778,135 0 0
RPC INC COM 749660106 15,067 1,062,575 SH   SOLE   1,062,575 0 0
RMR Group Inc/The CL A 74967R106 0 1 SH   DFND 2 1 0 0
RPM INTERNATIONAL INC COM 749685103 618 13,050 SH   DFND 1 13,050 0 0
RPM INTERNATIONAL INC COM 749685103 3,412 72,080 SH   SOLE   72,080 0 0
RPM International Inc COM 749685103 35 706 SH   DFND 2 706 0 0
RPM INTERNATIONAL INC NOTE 2.250% 749685AT0 7,315 6,385,000 SH   SOLE   6,385,000 0 0
RSP PERMIAN INC COM 74978Q105 2,358 81,200 SH   SOLE   81,200 0 0
RSP PERMIAN INC COM 74978Q105 1,501 51,700 SH   DFND 1 51,700 0 0
RACKSPACE HOSTING INC COM 750086100 303 14,030 SH   SOLE   14,030 0 0
RADIAN GROUP INC NOTE 2.250% 750236AN1 2,801 2,250,000 SH   SOLE   2,250,000 0 0
RAMBUS INC. COM 750917106 691 50,290 SH   SOLE   50,290 0 0
RALPH LAUREN CORP CL A 751212101 1,035 10,756 SH   DFND 1 10,756 0 0
RALPH LAUREN CORP CL A 751212101 3,293 34,209 SH   SOLE   34,209 0 0
Ralph Lauren Corp CL A 751212101 1 15 SH   DFND 2 15 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 1,081 59,950 SH   DFND 1 59,950 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 4,647 257,748 SH   SOLE   257,748 0 0
Randgold Resources Ltd ADR 752344309 19 200 SH   DFND 2 200 0 0
RAVEN INDUSTRIES INC COM 754212108 5,136 320,630 SH   DFND 1 320,630 0 0
RAVEN INDUSTRIES INC COM 754212108 8,004 499,650 SH   SOLE   499,650 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 39,890 837,852 SH   SOLE   837,852 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 28,124 590,711 SH   DFND 1 590,711 0 0
RAYONIER INC COM 754907103 415 16,820 SH   DFND 1 16,820 0 0
RAYONIER INC COM 754907103 2,246 90,992 SH   SOLE   90,992 0 0
Rayonier Inc COM 754907103 13 515 SH   DFND 2 290 0 225
RAYONIER ADVANCED MATERIALS IN COM 75508B104 192 20,240 SH   DFND 1 20,240 0 0
RAYONIER ADVANCED MATERIALS IN COM 75508B104 885 93,170 SH   SOLE   93,170 0 0
Rayonier Advanced Materials In COM 75508B104 1 96 SH   DFND 2 96 0 0
RAYTHEON CO COM NEW 755111507 1,083 8,830 SH   SOLE   8,830 0 0
Raytheon Co COM NEW 755111507 65 515 SH   DFND 2 365 0 150
RE/MAX HOLDINGS INC CL A 75524W108 948 27,640 SH   DFND 1 27,640 0 0
RE/MAX HOLDINGS INC CL A 75524W108 3,708 108,100 SH   SOLE   108,100 0 0
REALOGY HOLDINGS CORP COM 75605Y106 1,096 30,355 SH   DFND 1 30,355 0 0
REALOGY HOLDINGS CORP COM 75605Y106 3,871 107,195 SH   SOLE   107,195 0 0
REALPAGE INC COM 75606N109 582 27,950 SH   DFND 1 27,950 0 0
REALPAGE INC COM 75606N109 1,948 93,490 SH   SOLE   93,490 0 0
REALTY INCOME CORP COM 756109104 319 5,100 SH   DFND 1 5,100 0 0
REALTY INCOME CORP COM 756109104 2,893 46,288 SH   SOLE   46,288 0 0
RED HAT INC COM 756577102 34,669 465,290 SH   DFND 1 465,290 0 0
RED HAT INC COM 756577102 44,708 600,030 SH   SOLE   600,030 0 0
RED HAT INC NOTE 0.250% 756577AD4 20,304 16,300,000 SH   SOLE   16,300,000 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 406 6,290 SH   SOLE   6,290 0 0
REGAL-BELOIT CORP COM 758750103 360 5,710 SH   SOLE   5,710 0 0
REGENCY CENTERS CORP COM 758849103 479 6,400 SH   DFND 1 6,400 0 0
REGENCY CENTERS CORP COM 758849103 4,419 59,032 SH   SOLE   59,032 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,575 4,370 SH   SOLE   4,370 0 0
REGIS CORP COM 758932107 270 17,790 SH   SOLE   17,790 0 0
REGIONS FINANCIAL CORP COM 7591EP100 294 37,427 SH   SOLE   37,427 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 807 8,380 SH   SOLE   8,380 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 976 14,110 SH   DFND 1 14,110 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 3,943 56,990 SH   SOLE   56,990 0 0
RENASANT CORP COM 75970E107 4,849 147,333 SH   DFND 1 147,333 0 0
RENASANT CORP COM 75970E107 7,623 231,637 SH   SOLE   231,637 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 185 19,570 SH   DFND 1 19,570 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 669 70,830 SH   SOLE   70,830 0 0
REPLIGEN CORP COM 759916109 399 14,860 SH   SOLE   14,860 0 0
RENT-A-CENTER INC COM 76009N100 400 25,230 SH   DFND 1 25,230 0 0
RENT-A-CENTER INC COM 76009N100 1,829 115,390 SH   SOLE   115,390 0 0
REPUBLIC SERVICES INC COM 760759100 334 7,000 SH   SOLE   7,000 0 0
RESMED INC COM 761152107 1,041 18,000 SH   SOLE   18,000 0 0
RESOURCES CONNECTION INC COM 76122Q105 361 23,190 SH   DFND 1 23,190 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,779 114,360 SH   SOLE   114,360 0 0
RESTORATION HARDWARE HOLDINGS COM 761283100 2,467 58,883 SH   SOLE   58,883 0 0
RESTORATION HARDWARE HOLDINGS COM 761283100 1,126 26,877 SH   DFND 1 26,877 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 1,850 91,940 SH   SOLE   91,940 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 3,387 213,710 SH   SOLE   213,710 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 636 40,120 SH   DFND 1 40,120 0 0
RETAILMENOT INC COM SER 1 76132B106 129 16,080 SH   DFND 1 16,080 0 0
RETAILMENOT INC COM SER 1 76132B106 466 58,240 SH   SOLE   58,240 0 0
REX ENERGY CORP COM 761565100 16 21,310 SH   SOLE   21,310 0 0
REXNORD CORP COM 76169B102 208 10,280 SH   DFND 1 10,280 0 0
REXNORD CORP COM 76169B102 675 33,370 SH   SOLE   33,370 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 505 27,800 SH   SOLE   27,800 0 0
REYNOLDS AMERICAN INC COM 761713106 1,233 24,508 SH   SOLE   24,508 0 0
Reynolds American Inc COM 761713106 84 1,642 SH   DFND 2 1,642 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,677 98,864 SH   DFND 1 98,864 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 4,739 175,015 SH   SOLE   175,015 0 0
ROADRUNNER TRANSPORTATION SYST COM 76973Q105 175 14,030 SH   SOLE   14,030 0 0
ROCKWELL AUTOMATION INC COM 773903109 14,603 128,378 SH   DFND 1 128,378 0 0
ROCKWELL AUTOMATION INC COM 773903109 44,289 389,352 SH   SOLE   389,352 0 0
Rockwell Automation Inc COM 773903109 78 703 SH   DFND 2 703 0 0
ROCKWELL COLLINS INC COM 774341101 3,016 32,710 SH   DFND 1 32,710 0 0
ROCKWELL COLLINS INC COM 774341101 9,432 102,290 SH   SOLE   102,290 0 0
Rockwell Collins Inc COM 774341101 72 783 SH   DFND 2 783 0 0
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 423 13,140 SH   SOLE   13,140 0 0
ROGERS CORP COM 775133101 498 8,310 SH   SOLE   8,310 0 0
ROLLINS INC COM 775711104 338 12,478 SH   SOLE   12,478 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,307 12,620 SH   DFND 1 12,620 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,518 41,131 SH   SOLE   41,131 0 0
ROSS STORES INC COM 778296103 17,548 303,072 SH   SOLE   303,072 0 0
ROSS STORES INC COM 778296103 5,610 96,898 SH   DFND 1 96,898 0 0
ROVI CORP COM 779376102 786 38,330 SH   SOLE   38,330 0 0
Royal Dutch Shell PLC SPONS ADR A 780259206 18 374 SH   DFND 2 135 0 239
ROYAL GOLD INC COM 780287108 624 12,170 SH   DFND 1 12,170 0 0
ROYAL GOLD INC COM 780287108 2,461 47,980 SH   SOLE   47,980 0 0
ROYAL GOLD INC NOTE 2.875% 780287AA6 1,922 2,000,000 SH   SOLE   2,000,000 0 0
RUBY TUESDAY INC COM 781182100 153 28,470 SH   SOLE   28,470 0 0
RUCKUS WIRELESS INC COM 781220108 318 32,420 SH   DFND 1 32,420 0 0
RUCKUS WIRELESS INC COM 781220108 1,559 158,900 SH   SOLE   158,900 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 193 14,120 SH   SOLE   14,120 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 2,145 116,530 SH   SOLE   116,530 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 513 27,890 SH   DFND 1 27,890 0 0
RYDER SYSTEM INC COM 783549108 259 3,995 SH   DFND 1 3,995 0 0
RYDER SYSTEM INC COM 783549108 937 14,465 SH   SOLE   14,465 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 293 5,700 SH   SOLE   5,700 0 0
S&T BANCORP INC COM 783859101 413 16,020 SH   SOLE   16,020 0 0
SBA COMMUNICATIONS CORP COM 78388J106 3,535 35,288 SH   DFND 1 35,288 0 0
SBA COMMUNICATIONS CORP COM 78388J106 10,627 106,085 SH   SOLE   106,085 0 0
SEI INVESTMENTS COMPANY COM 784117103 753 17,480 SH   SOLE   17,480 0 0
SL GREEN REALTY CORP COM 78440X101 349 3,600 SH   DFND 1 3,600 0 0
SL GREEN REALTY CORP COM 78440X101 4,209 43,445 SH   SOLE   43,445 0 0
SLM CORP COM 78442P106 9,318 1,465,040 SH   SOLE   1,465,040 0 0
SLM CORP COM 78442P106 3,159 496,699 SH   DFND 1 496,699 0 0
SM ENERGY COMPANY COM 78454L100 345 18,400 SH   DFND 1 18,400 0 0
SM ENERGY COMPANY COM 78454L100 1,405 74,987 SH   SOLE   74,987 0 0
SM ENERGY COMPANY COM 78454L100 58 2,818 SH   DFND 2 2,818 0 0
SPDR TR UNIT 78462F103 27,460 133,613 SH   DFND 1 133,613 0 0
SPDR TR UNIT 78462F103 90,349 439,611 SH   SOLE   439,611 0 0
SSgA Funds Management Inc TR UNIT 78462F103 50,985 249,314 SH   DFND 2 243,108 0 6,206
SPX CORPORATION COM 784635104 284 18,920 SH   SOLE   18,920 0 0
World Gold Trust Services LLC/USA GOLD SHS 78463V107 6,947 58,658 SH   DFND 2 57,413 0 1,245
State Street ETF/USA MORGAN TECH ETF 78464A102 18 343 SH   DFND 2 343 0 0
State Street ETF/USA S&P 500 GROWTH 78464A409 4,298 42,926 SH   DFND 2 42,248 0 678
SPDR BRC HGH YLD BD 78464A417 616 18,000 SH   SOLE   18,000 0 0
SPDR BRC HGH YLD BD 78464A417 284 8,300 SH   DFND 1 8,300 0 0
State Street ETF/USA S&P 500 VALUE 78464A508 4,401 45,678 SH   DFND 2 45,228 0 450
SPDR S&P OILGAS EXP 78464A730 7,668 252,650 SH   SOLE   252,650 0 0
SPDR S&P OILGAS EXP 78464A730 9,047 298,100 SH   DFND 1 298,100 0 0
State Street ETF/USA S&P DIVID ETF 78464A763 35 446 SH   DFND 2 446 0 0
SPDR S&P BIOTECH 78464A870 3,339 64,630 SH   DFND 1 64,630 0 0
SPDR S&P BIOTECH 78464A870 6,519 126,190 SH   SOLE   126,190 0 0
PDR Services LLC UT SER 1 78467X109 7 40 SH   DFND 2 0 0 40
SPDR UTSER1 S&PDCRP 78467Y107 313 1,190 SH   DFND 1 1,190 0 0
SPDR UTSER1 S&PDCRP 78467Y107 1,111 4,230 SH   SOLE   4,230 0 0
SPX FLOW INC COM 78469X107 481 19,160 SH   SOLE   19,160 0 0
SVB FINANCIAL GROUP COM 78486Q101 8,075 79,126 SH   DFND 1 79,126 0 0
SVB FINANCIAL GROUP COM 78486Q101 19,883 194,839 SH   SOLE   194,839 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,045 52,012 SH   SOLE   52,012 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 1,034 18,117 SH   SOLE   18,117 0 0
SAGENT TECHNOLOGY, INC. COM 786692103 133 10,940 SH   SOLE   10,940 0 0
SAIA, INC. COM 78709Y105 970 34,470 SH   DFND 1 34,470 0 0
SAIA, INC. COM 78709Y105 2,836 100,760 SH   SOLE   100,760 0 0
ST JUDE MEDICAL INC COM 790849103 457 8,304 SH   SOLE   8,304 0 0
SALESFORCE.COM INC COM 79466L302 56,637 767,130 SH   DFND 1 767,130 0 0
SALESFORCE.COM INC COM 79466L302 142,206 1,926,129 SH   SOLE   1,926,129 0 0
SALLY BEAUTY CO INC COM 79546E104 2,344 72,380 SH   DFND 1 72,380 0 0
SALLY BEAUTY CO INC COM 79546E104 8,420 260,040 SH   SOLE   260,040 0 0
SANDERSON FARMS INC COM 800013104 833 9,240 SH   SOLE   9,240 0 0
Sanderson Farms Inc COM 800013104 122 1,300 SH   DFND 2 1,300 0 0
SANDISK CORP COM 80004C101 447 5,880 SH   SOLE   5,880 0 0
SanDisk Corp COM 80004C101 7 85 SH   DFND 2 85 0 0
SANDISK CORP NOTE 1.500% 80004CAD3 9,966 6,300,000 SH   SOLE   6,300,000 0 0
SANDISK CORP NOTE 0.500% 80004CAF8 10,066 9,650,000 SH   SOLE   9,650,000 0 0
SandRidge Mississippian Trust UNIT BEN INT 80007T101 2 830 SH   DFND 2 830 0 0
SandRidge Mississippian Trust SH BEN INT 80007V106 1 750 SH   DFND 2 750 0 0
SANDY SPRING BANCORP INC COM 800363103 1,079 38,780 SH   DFND 1 38,780 0 0
SANDY SPRING BANCORP INC COM 800363103 3,906 140,350 SH   SOLE   140,350 0 0
Sandy Spring Bancorp Inc COM 800363103 28 1,062 SH   DFND 2 1,062 0 0
SANMINA CORP COM 801056102 223 9,550 SH   DFND 1 9,550 0 0
SANMINA CORP COM 801056102 1,632 69,820 SH   SOLE   69,820 0 0
SAUL CENTERS INC COM 804395101 423 7,978 SH   SOLE   7,978 0 0
SCANA CORP COM 80589M102 297 4,240 SH   SOLE   4,240 0 0
SCANSOURCE INC COM 806037107 1,960 48,550 SH   SOLE   48,550 0 0
SCANSOURCE INC COM 806037107 407 10,070 SH   DFND 1 10,070 0 0
HENRY SCHEIN INC COM 806407102 416 2,410 SH   SOLE   2,410 0 0
SCHLUMBERGER LTD COM 806857108 29,463 399,504 SH   SOLE   399,504 0 0
SCHLUMBERGER LTD COM 806857108 9,896 134,180 SH   DFND 1 134,180 0 0
Schlumberger Ltd COM 806857108 52 700 SH   DFND 2 700 0 0
SCHNITZER STEEL INDUSTRIES INC CL A 806882106 289 15,650 SH   DFND 1 15,650 0 0
SCHNITZER STEEL INDUSTRIES INC CL A 806882106 1,045 56,660 SH   SOLE   56,660 0 0
SCHOLASTIC CORP COM 807066105 462 12,370 SH   SOLE   12,370 0 0
A SCHULMAN INC COM 808194104 365 13,410 SH   SOLE   13,410 0 0
SCHWAB (CHARLES) CORP COM 808513105 13,476 480,940 SH   DFND 1 480,940 0 0
SCHWAB (CHARLES) CORP COM 808513105 33,634 1,200,355 SH   SOLE   1,200,355 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 441 14,000 SH   SOLE   14,000 0 0
SCIENCE APPLICATIONS INTERNATI COM 808625107 281 5,274 SH   SOLE   5,274 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 218 23,090 SH   SOLE   23,090 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 5,524 75,907 SH   DFND 1 75,907 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 10,782 148,163 SH   SOLE   148,163 0 0
SCRIPPS CO (E.W.) CL A NEW 811054402 388 24,913 SH   SOLE   24,913 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 19,098 291,566 SH   DFND 1 291,566 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 24,589 375,399 SH   SOLE   375,399 0 0
SEACOR HOLDINGS INC NOTE 3.000% 81170YAB5 1,938 2,500,000 SH   SOLE   2,500,000 0 0
SEACOR HOLDINGS INC COM 811904101 395 7,250 SH   SOLE   7,250 0 0
SEACOR HOLDINGS INC NOTE 2.500% 811904AM3 3,950 4,150,000 SH   SOLE   4,150,000 0 0
SEALED AIR CORP COM 81211K100 1,796 37,409 SH   DFND 1 37,409 0 0
SEALED AIR CORP COM 81211K100 6,145 128,002 SH   SOLE   128,002 0 0
SPDR SBI MATERIALS 81369Y100 17,132 382,330 SH   SOLE   382,330 0 0
SPDR SBI MATERIALS 81369Y100 10,612 236,830 SH   DFND 1 236,830 0 0
State Street ETF/USA SBI CONS STPLS 81369Y308 161 3,010 SH   DFND 2 3,010 0 0
State Street ETF/USA SBI CONS DISCR 81369Y407 19 247 SH   DFND 2 247 0 0
SPDR SBI INT-ENERGY 81369Y506 1,609 26,000 SH   DFND 1 26,000 0 0
SPDR SBI INT-ENERGY 81369Y506 1,764 28,500 SH   SOLE   28,500 0 0
State Street ETF/USA SBI INT-ENERGY 81369Y506 207 3,311 SH   DFND 2 3,311 0 0
SSgA Funds Management Inc SBI INT-FINL 81369Y605 189 8,561 SH   DFND 2 8,561 0 0
SPDR SBI INT-UTILS 81369Y886 5,240 105,600 SH   DFND 1 105,600 0 0
SPDR SBI INT-UTILS 81369Y886 8,665 174,630 SH   SOLE   174,630 0 0
SELECT COMFORT CORP. COM 81616X103 389 20,050 SH   DFND 1 20,050 0 0
SELECT COMFORT CORP. COM 81616X103 1,921 99,070 SH   SOLE   99,070 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 569 48,200 SH   SOLE   48,200 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 616 16,820 SH   DFND 1 16,820 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 3,038 82,990 SH   SOLE   82,990 0 0
SEMTECH CORP COM 816850101 656 29,810 SH   SOLE   29,810 0 0
SEMPRA ENERGY COM 816851109 725 6,965 SH   SOLE   6,965 0 0
Sempra Energy COM 816851109 87 835 SH   DFND 2 835 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 547 30,570 SH   DFND 1 30,570 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 3,294 184,132 SH   SOLE   184,132 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 368 5,800 SH   SOLE   5,800 0 0
SERVICE CORP INTERNATIONAL COM 817565104 845 34,240 SH   DFND 1 34,240 0 0
SERVICE CORP INTERNATIONAL COM 817565104 4,162 168,620 SH   SOLE   168,620 0 0
SERVICENOW INC COM 81762P102 4,253 69,519 SH   SOLE   69,519 0 0
SERVICENOW INC COM 81762P102 1,417 23,159 SH   DFND 1 23,159 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 669 2,350 SH   SOLE   2,350 0 0
Sherwin-Williams Co/The COM 824348106 10 35 SH   DFND 2 35 0 0
SHORETEL INC COM 825211105 1,177 158,260 SH   SOLE   158,260 0 0
SHORETEL INC COM 825211105 325 43,710 SH   DFND 1 43,710 0 0
SIGNATURE BANK COM 82669G104 928 6,820 SH   SOLE   6,820 0 0
SILICON LABORATORIES INC. COM 826919102 223 4,950 SH   SOLE   4,950 0 0
SILGAN HOLDINGS INC COM 827048109 275 5,170 SH   SOLE   5,170 0 0
Silver Bay Realty Trust Corp COM 82735Q102 10 660 SH   DFND 2 660 0 0
SILVER WHEATON CORP COM 828336107 951 57,350 SH   DFND 1 57,350 0 0
SILVER WHEATON CORP COM 828336107 3,106 187,350 SH   SOLE   187,350 0 0
SIMMONS FIRST NATIONAL CORP CL A $1 PAR 828730200 587 13,030 SH   SOLE   13,030 0 0
SIMON PROPERTY GROUP INC COM 828806109 29,176 140,481 SH   SOLE   140,481 0 0
SIMON PROPERTY GROUP INC COM 828806109 4,829 23,250 SH   DFND 1 23,250 0 0
SIMPSON MANUFACTURING CO. INC. COM 829073105 722 18,910 SH   SOLE   18,910 0 0
SKECHERS USA INC-CL A CL A 830566105 656 21,530 SH   DFND 1 21,530 0 0
SKECHERS USA INC-CL A CL A 830566105 2,215 72,740 SH   SOLE   72,740 0 0
SKYWEST INC COM 830879102 1,164 58,240 SH   SOLE   58,240 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 440 5,650 SH   SOLE   5,650 0 0
SMITH (A.O.) CORP COM 831865209 730 9,570 SH   SOLE   9,570 0 0
JM Smucker Co/The COM NEW 832696405 102 800 SH   DFND 2 800 0 0
JM SMUCKER COMPANY COM NEW 832696405 457 3,521 SH   SOLE   3,521 0 0
SNAP-ON INC COM 833034101 267 1,700 SH   SOLE   1,700 0 0
SNYDERS-LANCE INC COM 833551104 321 10,200 SH   SOLE   10,200 0 0
SOLAR CAPITAL LTD COM 83413U100 3,688 213,450 SH   DFND 1 213,450 0 0
SOLAR CAPITAL LTD COM 83413U100 2,179 126,075 SH   SOLE   126,075 0 0
SolarCity Corp COM 83416T100 1 30 SH   DFND 2 30 0 0
SONIC CORP COM 835451105 798 22,692 SH   SOLE   22,692 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 245 13,250 SH   SOLE   13,250 0 0
SONOCO PRODUCTS CO COM 835495102 1,814 37,340 SH   DFND 1 37,340 0 0
SONOCO PRODUCTS CO COM 835495102 6,505 133,930 SH   SOLE   133,930 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 905 31,810 SH   SOLE   31,810 0 0
Southern Co/The COM 842587107 211 4,164 SH   DFND 2 2,864 0 1,300
SOUTHERN COMPANY COM 842587107 2,651 51,250 SH   DFND 1 51,250 0 0
SOUTHERN COMPANY COM 842587107 12,527 242,160 SH   SOLE   242,160 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 277 10,640 SH   SOLE   10,640 0 0
SOUTHWEST AIRLINES CO COM 844741108 78,883 1,760,788 SH   SOLE   1,760,788 0 0
SOUTHWEST AIRLINES CO COM 844741108 54,182 1,209,426 SH   DFND 1 1,209,426 0 0
Southwest Airlines Co COM 844741108 27 615 SH   DFND 2 615 0 0
SOUTHWEST GAS CORP COM 844895102 7,688 116,753 SH   SOLE   116,753 0 0
SOUTHWEST GAS CORP COM 844895102 1,721 26,141 SH   DFND 1 26,141 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,025 622,640 SH   DFND 1 622,640 0 0
SOUTHWESTERN ENERGY CO COM 845467109 14,782 1,831,680 SH   SOLE   1,831,680 0 0
SOVRAN SELF STORAGE INC COM 84610H108 5,109 43,316 SH   DFND 1 43,316 0 0
SOVRAN SELF STORAGE INC COM 84610H108 14,249 120,803 SH   SOLE   120,803 0 0
SPARTANNASH CO COM 847215100 1,670 55,107 SH   DFND 1 55,107 0 0
SPARTANNASH CO COM 847215100 6,447 212,693 SH   SOLE   212,693 0 0
Brooklyn Capital Management LL COM 84741T104 14 1,110 SH   DFND 2 1,110 0 0
SPECTRA ENERGY CORP COM 847560109 7,607 248,584 SH   SOLE   248,584 0 0
SPECTRA ENERGY CORP COM 847560109 5,297 173,120 SH   DFND 1 173,120 0 0
Spectra Energy Corp COM 847560109 42 1,391 SH   DFND 2 797 0 594
SPECTRUM PHARMACEUTICALS INC COM 84763A108 168 26,460 SH   SOLE   26,460 0 0
SPIRIT AEROSYSTEMS HOLDINGS COM CL A 848574109 3,242 71,470 SH   SOLE   71,470 0 0
SPIRIT AEROSYSTEMS HOLDINGS COM CL A 848574109 895 19,740 SH   DFND 1 19,740 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 1,146 101,860 SH   DFND 1 101,860 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 4,186 372,059 SH   SOLE   372,059 0 0
SPORTSMAN'S WAREHOUSE HOLDINGS COM 84920Y106 320 25,389 SH   DFND 1 25,389 0 0
SPORTSMAN'S WAREHOUSE HOLDINGS COM 84920Y106 1,157 91,829 SH   SOLE   91,829 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 531 18,270 SH   SOLE   18,270 0 0
STAGE STORES, INC. COM NEW 85254C305 113 14,060 SH   SOLE   14,060 0 0
STAG INDUSTRIAL INC COM 85254J102 601 29,500 SH   SOLE   29,500 0 0
STAMPS.COM COM NEW 852857200 735 6,920 SH   SOLE   6,920 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 314 9,070 SH   SOLE   9,070 0 0
CALATLANTIC GROUP INC NOTE 1.250% 85375CBC4 5,873 5,550,000 SH   SOLE   5,550,000 0 0
STANDEX INTERNATIONAL CORP COM 854231107 460 5,910 SH   SOLE   5,910 0 0
STANLEY BLACK & DECKER COM 854502101 470 4,470 SH   SOLE   4,470 0 0
STAPLES INC COM 855030102 2,250 203,960 SH   DFND 1 203,960 0 0
STAPLES INC COM 855030102 7,966 722,255 SH   SOLE   722,255 0 0
STARBUCKS CORP COM 855244109 67,534 1,131,220 SH   DFND 1 1,131,220 0 0
STARBUCKS CORP COM 855244109 113,874 1,907,440 SH   SOLE   1,907,440 0 0
Starbucks Corp COM 855244109 18 300 SH   DFND 2 300 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.550% 85571BAA3 8,942 8,875,000 SH   SOLE   8,875,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.000% 85571BAB1 6,948 6,875,000 SH   SOLE   6,875,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 3.750% 85571BAC9 1,982 2,000,000 SH   SOLE   2,000,000 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 11,144 133,579 SH   SOLE   133,579 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 3,291 39,444 SH   DFND 1 39,444 0 0
STATE STREET CORP COM 857477103 679 11,600 SH   SOLE   11,600 0 0
STEEL DYNAMICS INC COM 858119100 33,445 1,485,767 SH   DFND 1 1,485,767 0 0
STEEL DYNAMICS INC COM 858119100 45,972 2,042,283 SH   SOLE   2,042,283 0 0
STEIN MART, INC. COM 858375108 344 46,992 SH   DFND 1 46,992 0 0
STEIN MART, INC. COM 858375108 1,344 183,406 SH   SOLE   183,406 0 0
STEPAN CO COM 858586100 468 8,460 SH   SOLE   8,460 0 0
STERICYCLE INC COM 858912108 3,169 25,114 SH   SOLE   25,114 0 0
STERICYCLE INC COM 858912108 952 7,548 SH   DFND 1 7,548 0 0
STERLING BANCORP/DE COM 85917A100 880 55,259 SH   SOLE   55,259 0 0
STEWART INFORMATION SVCS CORP COM 860372101 372 10,260 SH   SOLE   10,260 0 0
STIFEL FINANCIAL CORP COM 860630102 7,212 243,647 SH   DFND 1 243,647 0 0
STIFEL FINANCIAL CORP COM 860630102 13,245 447,475 SH   SOLE   447,475 0 0
Stifel Financial Corp COM 860630102 322 11,698 SH   DFND 2 11,698 0 0
STILLWATER MINING CO COM 86074Q102 243 22,810 SH   DFND 1 22,810 0 0
STILLWATER MINING CO COM 86074Q102 1,458 136,910 SH   SOLE   136,910 0 0
STILLWATER MINING CO NOTE 1.750% 86074QAL6 8,773 8,175,000 SH   SOLE   8,175,000 0 0
STONE ENERGY CORP COM 861642106 20 24,880 SH   SOLE   24,880 0 0
STORE CAPITAL CORP COM 862121100 4,366 168,702 SH   SOLE   168,702 0 0
STORE CAPITAL CORP COM 862121100 1,062 41,036 SH   DFND 1 41,036 0 0
STRAYER EDUCATION, INC. COM 863236105 247 5,060 SH   SOLE   5,060 0 0
STRYKER CORP COM 863667101 995 9,270 SH   SOLE   9,270 0 0
Stryker Corp COM 863667101 315 2,900 SH   DFND 2 2,900 0 0
Sturm Ruger & Co Inc COM 864159108 15 230 SH   DFND 2 230 0 0
STURM, RUGER & CO., INC. COM 864159108 598 8,740 SH   SOLE   8,740 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 985 82,325 SH   DFND 1 82,325 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 4,510 376,761 SH   SOLE   376,761 0 0
SUN COMMUNITIES COM 866674104 1,728 24,131 SH   SOLE   24,131 0 0
Sun Life Financial Inc COM 866796105 9 285 SH   DFND 2 285 0 0
SUNCOR ENERGY INC COM 867224107 19,205 690,570 SH   DFND 1 690,570 0 0
SUNCOR ENERGY INC COM 867224107 50,515 1,816,440 SH   SOLE   1,816,440 0 0
SUNCOKE ENERGY INC COM 86722A103 196 30,097 SH   SOLE   30,097 0 0
SUNEDISON INC COM 86732Y109 23 42,430 SH   SOLE   42,430 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,330 94,966 SH   SOLE   94,966 0 0
SUNTRUST BANKS INC COM 867914103 530 14,690 SH   SOLE   14,690 0 0
SUPER MICRO COMPUTER INC COM 86800U104 585 17,180 SH   SOLE   17,180 0 0
SUPERIOR ENERGY SERVICES COM 868157108 189 14,110 SH   DFND 1 14,110 0 0
SUPERIOR ENERGY SERVICES COM 868157108 868 64,800 SH   SOLE   64,800 0 0
SUPERIOR INDUSTRIES INT'L INC COM 868168105 235 10,630 SH   SOLE   10,630 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 233 15,270 SH   SOLE   15,270 0 0
SUPERVALU INC COM 868536103 195 33,920 SH   SOLE   33,920 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 572 12,350 SH   SOLE   12,350 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 3,708 199,016 SH   SOLE   199,016 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 1,292 69,341 SH   DFND 1 69,341 0 0
SYKES ENTERPRISES INC. COM 871237103 542 17,950 SH   SOLE   17,950 0 0
SYMANTEC CORP COM 871503108 1,891 102,904 SH   SOLE   102,904 0 0
SYMANTEC CORP COM 871503108 369 20,100 SH   DFND 1 20,100 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 597 18,470 SH   SOLE   18,470 0 0
SYNAPTICS INC COM 87157D109 374 4,690 SH   SOLE   4,690 0 0
SYNOPSYS INC COM 871607107 1,877 38,753 SH   DFND 1 38,753 0 0
SYNOPSYS INC COM 871607107 6,586 135,952 SH   SOLE   135,952 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 13,522 467,730 SH   DFND 1 467,730 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 22,221 768,610 SH   SOLE   768,610 0 0
SYNNEX CORP COM 87162W100 344 3,710 SH   SOLE   3,710 0 0
SYNNEX CORP COM 87162W100 1,848 19,956 SH   DFND 1 19,956 0 0
SYNERGY RESOURCES CORP COM 87164P103 395 50,800 SH   SOLE   50,800 0 0
SNYCHRONY FINANCIAL COM 87165B103 21,328 744,160 SH   DFND 1 744,160 0 0
SNYCHRONY FINANCIAL COM 87165B103 38,270 1,335,300 SH   SOLE   1,335,300 0 0
SYSCO CORP COM 871829107 722 15,440 SH   SOLE   15,440 0 0
TCF FINANCIAL CORP COM 872275102 2,973 242,530 SH   DFND 1 242,530 0 0
TCF FINANCIAL CORP COM 872275102 11,102 905,520 SH   SOLE   905,520 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 3,033 96,205 SH   DFND 1 96,205 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 10,227 324,352 SH   SOLE   324,352 0 0
TECO Energy Inc COM 872375100 14 500 SH   DFND 2 0 0 500
TCP CAPITAL CORP NOTE 5.250% 87238QAB9 1,588 1,615,000 SH   SOLE   1,615,000 0 0
TJX COMPANIES INC COM 872540109 1,532 19,550 SH   SOLE   19,550 0 0
TRI POINTE HOMES INC COM 87265H109 221 18,720 SH   SOLE   18,720 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 87265KAB8 1,436 1,450,000 SH   SOLE   1,450,000 0 0
TTM TECHNOLOGIES COM 87305R109 198 29,770 SH   SOLE   29,770 0 0
TAILORED BRANDS INC COM 87403A107 190 10,600 SH   DFND 1 10,600 0 0
TAILORED BRANDS INC COM 87403A107 1,087 60,710 SH   SOLE   60,710 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 1,486 39,450 SH   SOLE   39,450 0 0
TALEN ENERGY CORP COM 87422J105 1,090 121,112 SH   DFND 1 121,112 0 0
TALEN ENERGY CORP COM 87422J105 4,021 446,727 SH   SOLE   446,727 0 0
Talen Energy Corp COM 87422J105 1 111 SH   DFND 2 111 0 0
TALMER BANCORP INC COM 87482X101 5,676 313,760 SH   DFND 1 313,760 0 0
TALMER BANCORP INC COM 87482X101 9,414 520,410 SH   SOLE   520,410 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 278 7,628 SH   DFND 1 7,628 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 1,859 51,082 SH   SOLE   51,082 0 0
TANGOE INC COM 87582Y108 140 17,710 SH   SOLE   17,710 0 0
TARGET CORPORATION COM 87612E106 1,533 18,630 SH   DFND 1 18,630 0 0
TARGET CORPORATION COM 87612E106 4,000 48,610 SH   SOLE   48,610 0 0
TARGET CORPORATION COM 87612E106 2 30 SH   DFND 2 30 0 0
TASER INTERNATIONAL INC COM 87651B104 476 24,250 SH   SOLE   24,250 0 0
TAUBMAN CENTERS INC COM 876664103 2,234 31,357 SH   SOLE   31,357 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 3,211 76,796 SH   DFND 1 76,796 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 8,938 213,780 SH   SOLE   213,780 0 0
TECH DATA CORP COM 878237106 1,370 17,840 SH   SOLE   17,840 0 0
TECH DATA CORP COM 878237106 315 4,100 SH   DFND 1 4,100 0 0
TECK RESOURCES LIMITED CL B 878742204 762 100,184 SH   DFND 1 100,184 0 0
TECK RESOURCES LIMITED CL B 878742204 2,490 327,260 SH   SOLE   327,260 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 388 4,400 SH   SOLE   4,400 0 0
TELEFLEX INC COM 879369106 17,516 111,558 SH   DFND 1 111,558 0 0
TELEFLEX INC COM 879369106 38,402 244,581 SH   SOLE   244,581 0 0
TELEFLEX INC NOTE 3.875% 879369AA4 12,407 4,850,000 SH   SOLE   4,850,000 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 365 12,125 SH   SOLE   12,125 0 0
TELETECH HOLDINGS INC COM 879939106 210 7,570 SH   SOLE   7,570 0 0
Franklin Advisers Inc COM 880192109 41 4,065 SH   DFND 2 265 0 3,800
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,335 204,813 SH   DFND 1 204,813 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 911 139,704 SH   SOLE   139,704 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 497 8,180 SH   SOLE   8,180 0 0
TENNANT CO COM 880345103 11,700 227,281 SH   SOLE   227,281 0 0
TENNANT CO COM 880345103 7,012 136,209 SH   DFND 1 136,209 0 0
TENNECO INC COM 880349105 1,190 23,111 SH   DFND 1 23,111 0 0
TENNECO INC COM 880349105 3,084 59,880 SH   SOLE   59,880 0 0
TERADYNE INC COM 880770102 28,530 1,321,442 SH   DFND 1 1,321,442 0 0
TERADYNE INC COM 880770102 43,761 2,026,902 SH   SOLE   2,026,902 0 0
TEREX CORP COM 880779103 348 14,000 SH   SOLE   14,000 0 0
TERRITORIAL BANCORP INC COM 88145X108 251 9,630 SH   DFND 1 9,630 0 0
TERRITORIAL BANCORP INC COM 88145X108 909 34,890 SH   SOLE   34,890 0 0
TERRENO REALTY CORP COM 88146M101 6,044 257,738 SH   DFND 1 257,738 0 0
TERRENO REALTY CORP COM 88146M101 10,067 429,300 SH   SOLE   429,300 0 0
TESCO CORP COM 88157K101 1,625 188,751 SH   SOLE   188,751 0 0
TESCO CORP COM 88157K101 406 47,183 SH   DFND 1 47,183 0 0
TESORO CORP COM 881609101 2,336 27,165 SH   DFND 1 27,165 0 0
TESORO CORP COM 881609101 3,288 38,230 SH   SOLE   38,230 0 0
Tesla Motors Inc COM 88160R101 4 15 SH   DFND 2 15 0 0
Teva Pharmaceutical Industries ADR 881624209 26 470 SH   DFND 2 70 0 400
TETRA TECHNOLOGIES, INC. COM 88162F105 589 92,770 SH   DFND 1 92,770 0 0
TETRA TECHNOLOGIES, INC. COM 88162F105 2,362 372,020 SH   SOLE   372,020 0 0
TETRA TECH INC COM 88162G103 1,342 45,006 SH   SOLE   45,006 0 0
Tetra Tech Inc COM 88162G103 15 500 SH   DFND 2 500 0 0
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 88163VAE9 16,406 12,500,000 SH   SOLE   12,500,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 1,755 56,610 SH   SOLE   56,610 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 333 10,740 SH   DFND 1 10,740 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 805 20,980 SH   SOLE   20,980 0 0
TEXAS INSTRUMENTS INC COM 882508104 20,734 361,100 SH   DFND 1 361,100 0 0
TEXAS INSTRUMENTS INC COM 882508104 55,398 964,780 SH   SOLE   964,780 0 0
Texas Instruments Inc COM 882508104 27 460 SH   DFND 2 160 0 300
TEXAS ROADHOUSE INC COM 882681109 1,274 29,230 SH   SOLE   29,230 0 0
TEXTRON INC COM 883203101 506 13,892 SH   DFND 1 13,892 0 0
TEXTRON INC COM 883203101 1,932 52,981 SH   SOLE   52,981 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,650 11,650 SH   SOLE   11,650 0 0
THOR INDUSTRIES INC COM 885160101 369 5,790 SH   SOLE   5,790 0 0
3D SYSTEMS CORP COM NEW 88554D205 204 13,160 SH   SOLE   13,160 0 0
3M CO COM 88579Y101 23,397 140,414 SH   DFND 1 140,414 0 0
3M CO COM 88579Y101 80,826 485,063 SH   SOLE   485,063 0 0
3M Co COM 88579Y101 247 1,481 SH   DFND 2 1,481 0 0
TIDEWATER INC COM 886423102 143 20,950 SH   SOLE   20,950 0 0
Tidewater Inc COM 886423102 1 200 SH   DFND 2 200 0 0
TIFFANY & CO COM 886547108 241 3,290 SH   SOLE   3,290 0 0
TIME INC COM 887228104 12,711 823,220 SH   DFND 1 823,220 0 0
TIME INC COM 887228104 16,453 1,065,630 SH   SOLE   1,065,630 0 0
TIME WARNER INC COM NEW 887317303 1,695 23,370 SH   SOLE   23,370 0 0
TIME WARNER CABLE INC COM 88732J207 1,696 8,288 SH   SOLE   8,288 0 0
TIMKEN CO COM 887389104 300 8,950 SH   SOLE   8,950 0 0
TIMKENSTEEL CORP COM 887399103 153 16,790 SH   SOLE   16,790 0 0
TITAN INTERNATIONAL INC COM 88830M102 107 19,860 SH   SOLE   19,860 0 0
TOLL BROTHERS INC COM 889478103 22,008 745,772 SH   DFND 1 745,772 0 0
TOLL BROTHERS INC COM 889478103 35,528 1,203,945 SH   SOLE   1,203,945 0 0
TOLL BROS FINANCE CORP NOTE 0.500% 88947EAM2 6,191 6,350,000 SH   SOLE   6,350,000 0 0
TOMPKINS FINANCIAL CORP COM 890110109 362 5,660 SH   SOLE   5,660 0 0
TOPBUILD CORP COM 89055F103 518 17,420 SH   SOLE   17,420 0 0
TORO CO COM 891092108 2,380 27,630 SH   DFND 1 27,630 0 0
TORO CO COM 891092108 8,894 103,280 SH   SOLE   103,280 0 0
TORO CO COM 891092108 9 100 SH   DFND 2 100 0 0
Tortoise Capital Advisors LLC COM 89147L100 26 1,042 SH   DFND 2 1,042 0 0
TOWER INTERNATIONAL INC COM 891826109 297 10,920 SH   DFND 1 10,920 0 0
TOWER INTERNATIONAL INC COM 891826109 1,077 39,580 SH   SOLE   39,580 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 236 4,950 SH   SOLE   4,950 0 0
TRACTOR SUPPLY CO COM 892356106 354 3,910 SH   SOLE   3,910 0 0
TRANSUNION COM 89400J107 7,640 276,720 SH   DFND 1 276,720 0 0
TRANSUNION COM 89400J107 11,976 433,740 SH   SOLE   433,740 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,010 8,651 SH   SOLE   8,651 0 0
TRAVELERS COMPANIES INC COM 89417E109 68 594 SH   DFND 2 594 0 0
TREDEGAR CORP COM 894650100 180 11,470 SH   SOLE   11,470 0 0
TREEHOUSE FOODS INC COM 89469A104 627 7,230 SH   SOLE   7,230 0 0
TREX COMPANY INC COM 89531P105 682 14,220 SH   SOLE   14,220 0 0
TRICO BANCSHARES COM 896095106 579 22,860 SH   DFND 1 22,860 0 0
TRICO BANCSHARES COM 896095106 2,096 82,795 SH   SOLE   82,795 0 0
TRIMBLE NAVIGATION LTD COM 896239100 507 20,440 SH   DFND 1 20,440 0 0
TRIMBLE NAVIGATION LTD COM 896239100 2,442 98,470 SH   SOLE   98,470 0 0
TRINITY INDUSTRIES INC COM 896522109 357 19,520 SH   SOLE   19,520 0 0
TRIPLE-S MANAGEMENT CORP CL B 896749108 3,205 128,910 SH   SOLE   128,910 0 0
TRIPLE-S MANAGEMENT CORP CL B 896749108 885 35,607 SH   DFND 1 35,607 0 0
TRIPADVISOR INC COM 896945201 221 3,320 SH   SOLE   3,320 0 0
TRUEBLUE INC COM 89785X101 1,038 39,690 SH   SOLE   39,690 0 0
TRUSTCO BANK CORP NY COM 898349105 264 43,510 SH   DFND 1 43,510 0 0
TRUSTCO BANK CORP NY COM 898349105 1,220 201,242 SH   SOLE   201,242 0 0
TUESDAY MORNING CORP. COM NEW 899035505 4,080 498,776 SH   DFND 1 498,776 0 0
TUESDAY MORNING CORP. COM NEW 899035505 6,590 805,672 SH   SOLE   805,672 0 0
TUMI HOLDINGS INC COM 89969Q104 694 25,870 SH   SOLE   25,870 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 377 6,510 SH   SOLE   6,510 0 0
21ST CENTURY FOX INC CL A 90130A101 300 10,750 SH   DFND 1 10,750 0 0
21ST CENTURY FOX INC CL A 90130A101 2,172 77,920 SH   SOLE   77,920 0 0
21ST CENTURY FOX INC CL B 90130A200 356 12,640 SH   SOLE   12,640 0 0
TWITTER INC NOTE 0.250% 90184LAB8 9,467 10,750,000 SH   SOLE   10,750,000 0 0
TWITTER INC NOTE 1.000% 90184LAD4 10,531 12,500,000 SH   SOLE   12,500,000 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 2,851 359,100 SH   DFND 1 359,100 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 1,848 232,750 SH   SOLE   232,750 0 0
II-VI INC COM 902104108 536 24,670 SH   SOLE   24,670 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,646 20,570 SH   DFND 1 20,570 0 0
TYLER TECHNOLOGIES INC COM 902252105 7,453 57,950 SH   SOLE   57,950 0 0
TYSON FOODS INC CL A 902494103 673 10,090 SH   DFND 1 10,090 0 0
TYSON FOODS INC CL A 902494103 3,396 50,940 SH   SOLE   50,940 0 0
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UDR INC COM 902653104 690 17,900 SH   DFND 1 17,900 0 0
UDR INC COM 902653104 4,605 119,519 SH   SOLE   119,519 0 0
UGI CORP COM 902681105 1,322 32,820 SH   DFND 1 32,820 0 0
UGI CORP COM 902681105 5,683 141,060 SH   SOLE   141,060 0 0
UMB FINANCIAL CORP COM 902788108 1,005 19,470 SH   SOLE   19,470 0 0
US BANCORP COM NEW 902973304 321 7,900 SH   DFND 1 7,900 0 0
US BANCORP COM NEW 902973304 3,301 81,315 SH   SOLE   81,315 0 0
US Bancorp COM NEW 902973304 45 1,145 SH   DFND 2 975 0 170
US CONCRETE INC COM NEW 90333L201 380 6,380 SH   SOLE   6,380 0 0
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US SILICA HOLDINGS INC COM 90346E103 11,015 484,800 SH   DFND 1 484,800 0 0
US SILICA HOLDINGS INC COM 90346E103 16,748 737,140 SH   SOLE   737,140 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 1,194 6,161 SH   DFND 1 6,161 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 3,603 18,599 SH   SOLE   18,599 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 5,744 29,685 SH   DFND 1 29,685 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 16,003 82,701 SH   SOLE   82,701 0 0
ULTRATECH INC COM 904034105 266 12,170 SH   SOLE   12,170 0 0
UMPQUA HOLDINGS CORP COM 904214103 447 28,190 SH   SOLE   28,190 0 0
UNDER ARMOUR INC CL A 904311107 4,065 47,922 SH   SOLE   47,922 0 0
UNDER ARMOUR INC CL A 904311107 1,204 14,199 SH   DFND 1 14,199 0 0
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UNIFIRST CORP/MA COM 904708104 372 3,410 SH   DFND 1 3,410 0 0
UNION BANKSHARES CORP COM 90539J109 515 20,910 SH   SOLE   20,910 0 0
UNION PACIFIC CORP COM 907818108 1,964 24,690 SH   SOLE   24,690 0 0
Union Pacific Corp COM 907818108 17 218 SH   DFND 2 218 0 0
UNIT CORP COM 909218109 200 22,720 SH   SOLE   22,720 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 2,064 111,732 SH   DFND 1 111,732 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 4,071 220,393 SH   SOLE   220,393 0 0
UNITED BANKSHARES NC COM 909907107 1,101 30,010 SH   SOLE   30,010 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 3,693 61,700 SH   SOLE   61,700 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 730 12,200 SH   DFND 1 12,200 0 0
UNITED FIRE GROUP INC COM 910340108 426 9,730 SH   SOLE   9,730 0 0
UNITED NATURAL FOODS INC COM 911163103 5,177 128,473 SH   SOLE   128,473 0 0
UNITED NATURAL FOODS INC COM 911163103 1,635 40,580 SH   DFND 1 40,580 0 0
UNITED PARCEL SERVICE INC CL B 911312106 19,275 182,750 SH   DFND 1 182,750 0 0
UNITED PARCEL SERVICE INC CL B 911312106 52,370 496,540 SH   SOLE   496,540 0 0
United Parcel Service Inc CL B 911312106 300 2,875 SH   DFND 2 2,875 0 0
UNITED RENTALS INC COM 911363109 1,663 26,745 SH   DFND 1 26,745 0 0
UNITED RENTALS INC COM 911363109 5,166 83,072 SH   SOLE   83,072 0 0
US STEEL CORP COM 912909108 314 19,560 SH   SOLE   19,560 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,278 22,760 SH   SOLE   22,760 0 0
United Technologies Corp COM 913017109 173 1,712 SH   DFND 2 1,612 0 100
UNITED THERAPEUTICS CORP. COM 91307C102 636 5,710 SH   SOLE   5,710 0 0
UNITEDHEALTH GROUP INC COM 91324P102 16,443 127,565 SH   DFND 1 127,565 0 0
UNITEDHEALTH GROUP INC COM 91324P102 53,057 411,614 SH   SOLE   411,614 0 0
UnitedHealth Group Inc COM 91324P102 9 75 SH   DFND 2 75 0 0
UNITIL CORP COM 913259107 275 6,467 SH   DFND 1 6,467 0 0
UNITIL CORP COM 913259107 1,034 24,330 SH   SOLE   24,330 0 0
UNIVERSAL CORP COM 913456109 896 15,770 SH   DFND 1 15,770 0 0
UNIVERSAL CORP COM 913456109 3,834 67,490 SH   SOLE   67,490 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 414 6,680 SH   SOLE   6,680 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1,568 18,274 SH   DFND 1 18,274 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 6,639 77,362 SH   SOLE   77,362 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 402 7,140 SH   SOLE   7,140 0 0
UNIVERSAL INSURANCE HOLDINGS I COM 91359V107 263 14,760 SH   SOLE   14,760 0 0
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 499 30,279 SH   DFND 1 30,279 0 0
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 1,806 109,635 SH   SOLE   109,635 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 36,804 295,095 SH   DFND 1 295,095 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 52,940 424,467 SH   SOLE   424,467 0 0
Univest Corp of Pennsylvania COM 915271100 134 7,000 SH   DFND 2 7,000 0 0
UNUM GROUP COM 91529Y106 215 6,954 SH   SOLE   6,954 0 0
URBAN EDGE PROPERTIES COM 91704F104 229 8,850 SH   DFND 1 8,850 0 0
URBAN EDGE PROPERTIES COM 91704F104 1,262 48,840 SH   SOLE   48,840 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 291 13,890 SH   DFND 1 13,890 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 1,510 72,100 SH   SOLE   72,100 0 0
US ECOLOGY INC COM 91732J102 441 9,990 SH   SOLE   9,990 0 0
VCA INC COM 918194101 594 10,290 SH   DFND 1 10,290 0 0
VCA INC COM 918194101 2,525 43,760 SH   SOLE   43,760 0 0
VF CORPORATION COM 918204108 1,345 20,766 SH   DFND 1 20,766 0 0
VF CORPORATION COM 918204108 4,692 72,447 SH   SOLE   72,447 0 0
VAIL RESORTS INC COM 91879Q109 2,091 15,641 SH   DFND 1 15,641 0 0
VAIL RESORTS INC COM 91879Q109 5,446 40,730 SH   SOLE   40,730 0 0
Vale SA ADR 91912E105 1 200 SH   DFND 2 200 0 0
VALERO ENERGY CORP COM 91913Y100 883 13,760 SH   SOLE   13,760 0 0
Valero Energy Corp COM 91913Y100 25 400 SH   DFND 2 400 0 0
VALLEY NATIONAL BANCORP COM 919794107 274 28,674 SH   SOLE   28,674 0 0
VALMOUNT INDUSTRIES INC COM 920253101 363 2,930 SH   SOLE   2,930 0 0
VALSPAR CORP COM 920355104 1,005 9,390 SH   SOLE   9,390 0 0
Vanguard ETF/USA DIV APP ETF 921908844 32 400 SH   DFND 2 400 0 0
Vanguard ETF/USA MEGA GRWTH IND 921910816 4 50 SH   DFND 2 50 0 0
Vanguard ETF/USA SHORT TRM BOND 921937827 320 3,965 SH   DFND 2 3,965 0 0
Vanguard ETF/USA TOTAL BND MRKT 921937835 16 189 SH   DFND 2 189 0 0
VANGUARD FTSE DEV MKT ETF 921943858 3,758 104,728 SH   SOLE   104,728 0 0
Vanguard ETF/USA FTSE DEV MKT ETF 921943858 32,498 916,478 SH   DFND 2 892,745 0 23,733
VANGUARD FTSE DEVELOPED MARKET 921943858 146,061 4,070,824 SH   DFND 2 4,070,824 0 0
VANGUARD HIGH DIV YLD 921946406 1,726 25,000 SH   SOLE   25,000 0 0
Vanguard ETF/USA HIGH DIV YLD 921946406 10 148 SH   DFND 2 148 0 0
Vanguard ETF/USA ALLWRLD EX US 922042775 9 200 SH   DFND 2 200 0 0
Vanguard ETF/USA FTSE EMR MKT ETF 922042858 81 2,382 SH   DFND 2 2,382 0 0
Vanguard ETF/USA FTSE PACIFIC ETF 922042866 21 386 SH   DFND 2 386 0 0
Vanguard ETF/USA FTSE EUROPE ETF 922042874 51 1,072 SH   DFND 2 1,072 0 0
Vanguard Natural Resources LLC COM UNIT 92205F106 0 187 SH   DFND 2 187 0 0
VANGUARD SHRT TRM CORP BD 92206C409 17,665 220,725 SH   SOLE   220,725 0 0
VANGUARD SHRT TRM CORP BD 92206C409 15,055 188,120 SH   DFND 1 188,120 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 225 2,810 SH   SOLE   2,810 0 0
VASCO DATA SECURITY INTL COM 92230Y104 211 13,670 SH   SOLE   13,670 0 0
VASCULAR SOLUTIONS INC COM 92231M109 260 8,000 SH   SOLE   8,000 0 0
VECTREN CORP COM 92240G101 1,416 28,010 SH   DFND 1 28,010 0 0
VECTREN CORP COM 92240G101 5,137 101,600 SH   SOLE   101,600 0 0
VEECO INSTRUMENTS INC COM 922417100 355 18,240 SH   SOLE   18,240 0 0
VEEVA SYSTEMS INC CL A COM 922475108 7,512 300,000 SH   SOLE   300,000 0 0
VEEVA SYSTEMS INC CL A COM 922475108 2,875 114,800 SH   DFND 1 114,800 0 0
VENTAS INC COM 92276F100 7,209 114,500 SH   SOLE   114,500 0 0
VENTAS INC COM 92276F100 995 15,800 SH   DFND 1 15,800 0 0
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Vanguard ETF/USA MCAP GR IDXVIP 922908538 52 520 SH   DFND 2 520 0 0
Vanguard ETF/USA REIT ETF 922908553 2,236 26,885 SH   DFND 2 26,187 0 698
Vanguard ETF/USA MID CAP ETF 922908629 6 46 SH   DFND 2 46 0 0
Vanguard ETF/USA GROWTH ETF 922908736 206 1,938 SH   DFND 2 1,938 0 0
Vanguard ETF/USA VALUE ETF 922908744 189 2,309 SH   DFND 2 2,309 0 0
Vanguard ETF/USA SMALL CP ETF 922908751 357 3,240 SH   DFND 2 3,178 0 62
Vanguard ETF/USA TOTAL STK MKT 922908769 9,928 95,277 SH   DFND 2 93,103 0 2,174
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VERA BRADLEY INC COM 92335C106 3,851 189,320 SH   SOLE   189,320 0 0
VEREIT INC COM 92339V100 111 12,509 SH   DFND 1 12,509 0 0
VEREIT INC COM 92339V100 1,525 171,890 SH   SOLE   171,890 0 0
VERIFONE SYSTEMS INC COM 92342Y109 400 14,150 SH   SOLE   14,150 0 0
VERISIGN INC COM 92343E102 251 2,830 SH   SOLE   2,830 0 0
VERIZON COMMUNICATIONS COM 92343V104 57,848 1,069,682 SH   SOLE   1,069,682 0 0
VERIZON COMMUNICATIONS COM 92343V104 19,402 358,771 SH   DFND 1 358,771 0 0
Verizon Communications Inc COM 92343V104 489 9,374 SH   DFND 2 8,124 0 1,250
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VERISK ANALYTICS INC COM 92345Y106 364 4,550 SH   SOLE   4,550 0 0
Vermilion Energy Inc COM 923725105 3 100 SH   DFND 2 100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 25,121 316,033 SH   DFND 1 316,033 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 54,983 691,699 SH   SOLE   691,699 0 0
VIAD CORP COM NEW 92552R406 271 9,300 SH   SOLE   9,300 0 0
VIASAT INC COM 92552V100 1,509 20,530 SH   SOLE   20,530 0 0
VIACOM INC CL B 92553P201 425 10,292 SH   SOLE   10,292 0 0
Viacom Inc CL B 92553P201 4 100 SH   DFND 2 100 0 0
VIAVI SOLUTIONS INC COM 925550105 727 105,950 SH   SOLE   105,950 0 0
VISA INC COM CL A 92826C839 46,931 613,640 SH   DFND 1 613,640 0 0
VISA INC COM CL A 92826C839 151,133 1,976,110 SH   SOLE   1,976,110 0 0
VIRTUSA CORP COM 92827P102 13,566 362,156 SH   DFND 1 362,156 0 0
VIRTUSA CORP COM 92827P102 24,637 657,681 SH   SOLE   657,681 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 234 3,000 SH   SOLE   3,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 211 17,320 SH   SOLE   17,320 0 0
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VITAMIN SHOPPE INC COM 92849E101 473 15,280 SH   DFND 1 15,280 0 0
VITAMIN SHOPPE INC COM 92849E101 2,143 69,220 SH   SOLE   69,220 0 0
Vodafone Group PLC SPNSR ADR NO PAR 92857W308 24 733 SH   DFND 2 733 0 0
VONAGE HOLDINGS CORP COM 92886T201 541 118,330 SH   DFND 1 118,330 0 0
VONAGE HOLDINGS CORP COM 92886T201 2,129 465,920 SH   SOLE   465,920 0 0
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VULCAN MATERIALS CO COM 929160109 1,946 18,435 SH   DFND 1 18,435 0 0
VULCAN MATERIALS CO COM 929160109 6,772 64,150 SH   SOLE   64,150 0 0
WD-40 CO COM 929236107 671 6,210 SH   SOLE   6,210 0 0
WGL HOLDINGS INC COM 92924F106 464 6,410 SH   SOLE   6,410 0 0
WABCO HOLDINGS INC COM 92927K102 29,765 278,390 SH   DFND 1 278,390 0 0
WABCO HOLDINGS INC COM 92927K102 38,533 360,390 SH   SOLE   360,390 0 0
WSFS FINANCIAL CORP COM 929328102 419 12,896 SH   DFND 1 12,896 0 0
WSFS FINANCIAL CORP COM 929328102 1,518 46,672 SH   SOLE   46,672 0 0
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WEC Energy Group Inc COM 92939U106 32 536 SH   DFND 2 536 0 0
WABTEC CORP COM 929740108 400 5,050 SH   DFND 1 5,050 0 0
WABTEC CORP COM 929740108 2,236 28,200 SH   SOLE   28,200 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 631 26,820 SH   DFND 1 26,820 0 0
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WAGEWORKS INC COM 930427109 5,544 109,550 SH   SOLE   109,550 0 0
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Wal-Mart Stores Inc COM 931142103 131 1,922 SH   DFND 2 1,922 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,282 15,220 SH   DFND 1 15,220 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,515 89,210 SH   SOLE   89,210 0 0
Walgreens Boots Alliance Inc COM 931427108 285 3,500 SH   DFND 2 3,500 0 0
WALKER & DUNLOP INC COM 93148P102 306 12,590 SH   SOLE   12,590 0 0
WASHINGTON FEDERAL INC COM 938824109 232 10,260 SH   DFND 1 10,260 0 0
WASHINGTON FEDERAL INC COM 938824109 1,111 49,047 SH   SOLE   49,047 0 0
WASHINGTON MUT BK FA CHATSWORTH CAL NOTE 93933WAA4 2 10,000 SH   DFND 2 10,000 0 0
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WASTE CONNECTIONS INC COM 941053100 13,110 202,970 SH   SOLE   202,970 0 0
WASTE MANAGEMENT INC COM 94106L109 718 12,169 SH   SOLE   12,169 0 0
Waste Management Inc COM 94106L109 17 290 SH   DFND 2 290 0 0
WATERS CORP COM 941848103 26,024 197,270 SH   DFND 1 197,270 0 0
WATERS CORP COM 941848103 33,984 257,610 SH   SOLE   257,610 0 0
WATSCO INC. COM 942622200 917 6,803 SH   DFND 1 6,803 0 0
WATSCO INC. COM 942622200 2,785 20,670 SH   SOLE   20,670 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 714 12,960 SH   SOLE   12,960 0 0
WEBSTER FINANCIAL CORP COM 947890109 967 26,930 SH   SOLE   26,930 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 229 6,100 SH   DFND 1 6,100 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 2,091 55,742 SH   SOLE   55,742 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 710 7,660 SH   DFND 1 7,660 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,830 30,510 SH   SOLE   30,510 0 0
ANTHEM INC NOTE 2.750% 94973VBG1 19,386 10,100,000 SH   SOLE   10,100,000 0 0
Wells Fargo & Co COM 949746101 643 13,657 SH   DFND 2 1,922 0 11,735
WELLS FARGO & COMPANY COM 949746101 9,564 197,760 SH   SOLE   197,760 0 0
WELLS FARGO & COMPANY COM 949746101 722 14,920 SH   DFND 1 14,920 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 4,615 3,829 SH   DFND 1 3,829 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 24,781 20,561 SH   SOLE   20,561 0 0
WELLTOWER INC COM 95040Q104 1,473 21,237 SH   DFND 1 21,237 0 0
WELLTOWER INC COM 95040Q104 10,072 145,250 SH   SOLE   145,250 0 0
WELLTOWER INC 6.50% PFD PREP 95040Q203 20,406 328,625 SH   SOLE   328,625 0 0
WENDY'S COMPANY COM 95058W100 304 27,944 SH   SOLE   27,944 0 0
WESCO INTERNATIONAL INC COM 95082P105 1,968 36,000 SH   SOLE   36,000 0 0
WESCO INTERNATIONAL INC DBCV 6.000% 95082PAH8 8,019 4,175,000 SH   SOLE   4,175,000 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 4,655 67,154 SH   DFND 1 67,154 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 10,353 149,344 SH   SOLE   149,344 0 0
WESTAMERICA BANCOPORATION COM 957090103 575 11,800 SH   SOLE   11,800 0 0
WESTAR ENERGY INC COM 95709T100 3,513 70,820 SH   SOLE   70,820 0 0
WESTAR ENERGY INC COM 95709T100 713 14,370 SH   DFND 1 14,370 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,120 33,560 SH   DFND 1 33,560 0 0
WESTERN ALLIANCE BANCORP COM 957638109 3,105 93,030 SH   SOLE   93,030 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 1,355 93,320 SH   DFND 1 93,320 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 919 63,296 SH   SOLE   63,296 0 0
WESTERN ASSET HIGH INCOME OPPO COM 95766K109 681 145,272 SH   DFND 1 145,272 0 0
WESTERN ASSET HIGH INCOME OPPO COM 95766K109 327 69,697 SH   SOLE   69,697 0 0
WESTERN DIGITAL CORP COM 958102105 319 6,760 SH   SOLE   6,760 0 0
WESTERN REFINING INC COM 959319104 1,128 38,770 SH   DFND 1 38,770 0 0
WESTERN REFINING INC COM 959319104 4,076 140,110 SH   SOLE   140,110 0 0
WESTERN UNION CO COM 959802109 282 14,610 SH   SOLE   14,610 0 0
WESTLAKE CHEMICALS COM 960413102 811 17,520 SH   SOLE   17,520 0 0
WESTROCK CO COM 96145D105 2,013 51,583 SH   DFND 1 51,583 0 0
WESTROCK CO COM 96145D105 6,863 175,828 SH   SOLE   175,828 0 0
WEX, INC. COM 96208T104 412 4,940 SH   SOLE   4,940 0 0
WEYERHAEUSER CO COM 962166104 4,462 144,033 SH   SOLE   144,033 0 0
Weyerhaeuser Co COM 962166104 42 1,329 SH   DFND 2 1,329 0 0
WHIRLPOOL CORP COM 963320106 405 2,247 SH   SOLE   2,247 0 0
Whirlpool Corp COM 963320106 21 116 SH   DFND 2 116 0 0
WHITEWAVE FOODS CO COM 966244105 10,705 263,400 SH   DFND 1 263,400 0 0
WHITEWAVE FOODS CO COM 966244105 24,405 600,510 SH   SOLE   600,510 0 0
WHOLE FOODS MARKET INC COM 966837106 296 9,520 SH   SOLE   9,520 0 0
JOHN WILEY & SONS INC CL A 968223206 309 6,330 SH   SOLE   6,330 0 0
WILLIAMS COS INC COM 969457100 325 20,230 SH   SOLE   20,230 0 0
CLAYTON WILLIAMS ENERGY INC COM 969490101 97 10,819 SH   DFND 1 10,819 0 0
CLAYTON WILLIAMS ENERGY INC COM 969490101 348 39,052 SH   SOLE   39,052 0 0
Williams Cos Inc/The COM UNIT LTD PAR 96949L105 3 149 SH   DFND 2 149 0 0
WILLIAMS-SONOMA INC. COM 969904101 578 10,550 SH   SOLE   10,550 0 0
WILSHIRE BANCORP INC COM 97186T108 336 32,600 SH   SOLE   32,600 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 930 41,420 SH   SOLE   41,420 0 0
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 138 10,500 SH   SOLE   10,500 0 0
WINTRUST FINANCIAL CORP COM 97650W108 2,865 64,609 SH   SOLE   64,609 0 0
WINTRUST FINANCIAL CORP COM 97650W108 518 11,691 SH   DFND 1 11,691 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 642 56,190 SH   DFND 1 56,190 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 2,490 217,890 SH   SOLE   217,890 0 0
WisdomTree Asset Management Inc EMER MKT HIGH FD 97717W315 14 395 SH   DFND 2 395 0 0
WisdomTree Asset Management Inc JAPN HEDGE EQT 97717W851 59 1,435 SH   DFND 2 1,435 0 0
WisdomTree Asset Management Inc EUROPE HEDGED EQ 97717X701 14,137 278,944 SH   DFND 2 271,090 0 7,854
WisdomTree Asset Management Inc HEDGED EQ 97717X701 76,445 1,472,364 SH   DFND 2 1,472,364 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,255 68,110 SH   SOLE   68,110 0 0
WOODWARD INC COM 980745103 371 7,140 SH   SOLE   7,140 0 0
WORLD FUEL SERVICES CORP COM 981475106 2,740 56,400 SH   DFND 1 56,400 0 0
WORLD FUEL SERVICES CORP COM 981475106 3,943 81,160 SH   SOLE   81,160 0 0
WORLD WRESTLING ENTERTAIN CL A 98156Q108 278 15,720 SH   SOLE   15,720 0 0
WORTHINGTON INDUSTIES COM 981811102 210 5,880 SH   SOLE   5,880 0 0
WPX ENERGY INC COM 98212B103 3,193 456,850 SH   DFND 1 456,850 0 0
WPX ENERGY INC COM 98212B103 5,976 854,920 SH   SOLE   854,920 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,773 23,200 SH   DFND 1 23,200 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 7,700 100,742 SH   SOLE   100,742 0 0
Wyndham Worldwide Corp COM 98310W108 38 500 SH   DFND 2 0 0 500
WYNN RESORTS LTD COM 983134107 227 2,430 SH   SOLE   2,430 0 0
XO GROUP INC COM 983772104 174 10,870 SH   SOLE   10,870 0 0
XCEL ENERGY INC COM 98389B100 628 15,015 SH   SOLE   15,015 0 0
Xcel Energy Inc COM 98389B100 34 830 SH   DFND 2 830 0 0
XILINX INC COM 983919101 26,631 561,490 SH   DFND 1 561,490 0 0
XILINX INC COM 983919101 85,015 1,792,430 SH   SOLE   1,792,430 0 0
Xilinx Inc COM 983919101 28 600 SH   DFND 2 600 0 0
XILINX INC NOTE 2.625% 983919AF8 19,917 12,080,000 SH   SOLE   12,080,000 0 0
XENIA HOTELS & RESORTS INC COM 984017103 200 12,793 SH   SOLE   12,793 0 0
XEROX CORP COM 984121103 1,859 166,575 SH   SOLE   166,575 0 0
XEROX CORP COM 984121103 407 36,430 SH   DFND 1 36,430 0 0
XYLEM INC COM 98419M100 4,248 103,860 SH   DFND 1 103,860 0 0
XYLEM INC COM 98419M100 15,955 390,100 SH   SOLE   390,100 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 334 35,880 SH   SOLE   35,880 0 0
YAHOO INC COM 984332106 919 24,960 SH   SOLE   24,960 0 0
YAHOO INC NOTE 984332AF3 19,987 20,125,000 SH   SOLE   20,125,000 0 0
YAMANA GOLD INC COM 98462Y100 577 189,670 SH   DFND 1 189,670 0 0
YAMANA GOLD INC COM 98462Y100 1,884 619,610 SH   SOLE   619,610 0 0
YUM! BRANDS INC COM 988498101 2,378 29,050 SH   DFND 1 29,050 0 0
YUM! BRANDS INC COM 988498101 10,934 133,580 SH   SOLE   133,580 0 0
Yum! Brands Inc COM 988498101 25 300 SH   DFND 2 300 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,718 70,880 SH   SOLE   70,880 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,052 43,380 SH   DFND 1 43,380 0 0
ZEBRA TECHNOLOGIES CORP. CL A 989207105 457 6,630 SH   SOLE   6,630 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 399 14,690 SH   SOLE   14,690 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 559 5,240 SH   SOLE   5,240 0 0
Zimmer Biomet Holdings Inc COM 98956P102 17 154 SH   DFND 2 154 0 0
Zion Oil & Gas Inc COM 989696109 6 3,500 SH   DFND 2 3,500 0 0
ZIONS BANCORPORATION COM 989701107 46,188 1,907,799 SH   DFND 1 1,907,799 0 0
ZIONS BANCORPORATION COM 989701107 76,719 3,168,913 SH   SOLE   3,168,913 0 0
ZOETIS INC CL A 98978V103 1,172 26,440 SH   DFND 1 26,440 0 0
ZOETIS INC CL A 98978V103 4,402 99,290 SH   SOLE   99,290 0 0
Zoetis Inc CL A 98978V103 282 6,011 SH   DFND 2 6,011 0 0
ZOE'S KITCHEN INC COM 98979J109 3,162 81,090 SH   DFND 1 81,090 0 0
ZOE'S KITCHEN INC COM 98979J109 6,469 165,910 SH   SOLE   165,910 0 0