SEC FORM 13F-HR

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 COVER PAGE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

Report for the Calendar Year or Quarter Ended:06-30-2015
Check here if Amendment  Amendment Number:
This Amendment (Check only one.):  is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name:M&T BANK CORP
Address:C/O CORPORATE REPORTING
ONE M&T PLAZA 5TH FLR
Buffalo, NY  14203
Form 13F File Number:028-00267

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name:William J. Farrell
Title:Executive Vice President
Phone:302 636-6770
Signature, Place, and Date of Signing:
/s/ William J. FarrellWilmingtonDE08-12-2015
[Signature][City, State][Date]
Report Type (Check only one.):
X13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
  13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:6
Form 13F Information Table Entry Total:9,679
Form 13F Information Table Value Total:16,579,430
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No.Form 13F File NumberName
1028-03980Manufacturers & Traders Trust Company
3028-10909Wilmington Trust Investment Advisors, Inc
9028-03742Wilmington Trust Company
7028-03740Wilmington Trust National Association
13028-06601Wilmington Funds Management Corp
14028-12629Wilmington Trust Investment Management, LLC

SEC FORM 13-F Information Table

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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
FULTON FINL CORP PACOM3602711005,123392,282SH SOLE 392,28200
DEUTSCHE BANK AGNAMEN AKTD18190898642,126SH DFND142,12600
DEUTSCHE BANK AGNAMEN AKTD181908986202SH DFND720200
DEUTSCHE BANK AGNAMEN AKTD181908981836,082SH OTR136,08200
AIRCASTLE LTDCOMG0129K104592,595SH DFND132,59500
AIRCASTLE LTDCOMG0129K10412549SH DFND1454900
AIRCASTLE LTDCOMG0129K1041094,792SH DFND74,79200
AIRCASTLE LTDCOMG0129K104411,788SH DFND91,78800
ALLEGION PUB LTD COORD SHSG0176J109466SH DFND16600
ALLEGION PUB LTD COORD SHSG0176J1091342,233SH DFND132,23300
ALLEGION PUB LTD COORD SHSG0176J1091001,666SH DFND141,66600
ALLEGION PUB LTD COORD SHSG0176J1091091,808SH DFND71,80800
ALLEGION PUB LTD COORD SHSG0176J10914235SH DFND7,923500
ALLEGION PUB LTD COORD SHSG0176J109871,441SH DFND97970644
ALLEGION PUB LTD COORD SHSG0176J109345SH OTR14500
ALKERMES PLCSHSG017671052834,400SH DFND134,40000
ALKERMES PLCSHSG017671051742,700SH DFND142,70000
ALKERMES PLCSHSG0176710515238SH DFND723800
ALKERMES PLCSHSG01767105350SH DFND95000
ALLERGAN PLCSHSG0177J1089463,119SH DFND13,0100109
ALLERGAN PLCSHSG0177J1083,30310,885SH DFND1310,88500
ALLERGAN PLCSHSG0177J1083,71412,239SH DFND1412,23900
ALLERGAN PLCSHSG0177J1086,918134,664SH DFND7134,4160248
ALLERGAN PLCSHSG0177J1081,1433,766SH DFND7,93,753013
ALLERGAN PLCSHSG0177J1083,59511,848SH DFND910,39001,458
ALLERGAN PLCSHSG0177J1085181,707SH OTR170701,000
ALLERGAN PLCSHSG0177J108182600SH OTR1360000
ALLERGAN PLCSHSG0177J1081100SHCallDFND910000
AMDOCS LTDSHSG026021031272,329SH DFND12,32900
AMDOCS LTDSHSG026021031482,720SH DFND132,72000
AMDOCS LTDSHSG026021032,18039,931SH DFND739,857074
AMDOCS LTDSHSG026021032554,671SH DFND7,94,657014
AMDOCS LTDSHSG0260210361411,249SH DFND911,24900
AMDOCS LTDSHSG0260210326484SH OTR148400
AMBARELLA INCSHSG037AX1013793,689SH DFND133,68900
AMBARELLA INCSHSG037AX10137360SH DFND1436000
AMBARELLA INCSHSG037AX101877SH DFND77700
AON PLCSHS CL AG0408V1021001,000SH DFND11,00000
AON PLCSHS CL AG0408V1028278,300SH DFND138,30000
AON PLCSHS CL AG0408V1024034,045SH DFND144,04500
AON PLCSHS CL AG0408V1026826,837SH DFND76,774063
AON PLCSHS CL AG0408V10273734SH DFND7,9724010
AON PLCSHS CL AG0408V1021,31413,187SH DFND94,33708,850
ARCH CAP GROUP LTDORDG0450A1051702,540SH DFND132,54000
ARCH CAP GROUP LTDORDG0450A105671,000SH DFND141,00000
ARCH CAP GROUP LTDORDG0450A1052744,087SH DFND74,08700
ARCH CAP GROUP LTDORDG0450A105352SH DFND7,94309
ARCH CAP GROUP LTDORDG0450A10517260SH DFND926000
ASPEN INSURANCE HOLDINGS LTDSHSG0538410583317,400SH DFND1,30017,400
ASPEN INSURANCE HOLDINGS LTDSHSG053841059190SH DFND1319000
ASPEN INSURANCE HOLDINGS LTDSHSG0538410538800SH DFND1480000
ASPEN INSURANCE HOLDINGS LTDSHSG053841051583,299SH DFND73,1820117
ASPEN INSURANCE HOLDINGS LTDSHSG05384105248SH DFND7,936012
ASPEN INSURANCE HOLDINGS LTDSHSG0538410523490SH DFND9475015
ASSURED GUARANTY LTDCOMG0585R10655723,200SH DFND1,30023,200
ASSURED GUARANTY LTDCOMG0585R106381,600SH DFND131,60000
ASSURED GUARANTY LTDCOMG0585R106532,200SH DFND142,20000
ASSURED GUARANTY LTDCOMG0585R1061034,291SH DFND74,1020189
ASSURED GUARANTY LTDCOMG0585R10618747SH DFND974700
AXIS CAPITAL HOLDINGS LTDSHSG0692U1091753,280SH DFND133,28000
AXIS CAPITAL HOLDINGS LTDSHSG0692U10922420SH DFND1442000
AXIS CAPITAL HOLDINGS LTDSHSG0692U109751,400SH DFND71,40000
AXIS CAPITAL HOLDINGS LTDSHSG0692U109359SH DFND7,95900
AXIS CAPITAL HOLDINGS LTDSHSG0692U109851,589SH DFND91,58900
ACCENTURE PLC IRELANDSHS CLASS AG1151C1015365,535SH DFND15,4350100
ACCENTURE PLC IRELANDSHS CLASS AG1151C1011,96520,300SH DFND1320,30000
ACCENTURE PLC IRELANDSHS CLASS AG1151C10196810,000SH DFND1410,00000
ACCENTURE PLC IRELANDSHS CLASS AG1151C1013,05531,569SH DFND729,06502,504
ACCENTURE PLC IRELANDSHS CLASS AG1151C10118186SH DFND7,918006
ACCENTURE PLC IRELANDSHS CLASS AG1151C1014,01241,453SH DFND934,59406,859
ACCENTURE PLC IRELANDSHS CLASS AG1151C1016596,810SH OTR16,6750135
ACCENTURE PLC IRELANDSHS CLASS AG1151C101221,000SHCallDFND91,00000
BROOKFIELD INFRAST PARTNERSLP INT UNITG1625210152811,840SH DFND711,84000
BUNGE LIMITEDCOMG169621051471,670SH DFND131,67000
BUNGE LIMITEDCOMG169621051041,180SH DFND141,18000
BUNGE LIMITEDCOMG169621051281,455SH DFND71,3400115
BUNGE LIMITEDCOMG169621059104SH DFND7,910400
BUNGE LIMITEDCOMG169621056627,539SH DFND97,53504
BUNGE LIMITEDCOMG169621050500SHCallDFND750000
CREDICORP LTDCOMG2519Y10885615SH DFND1461500
CREDICORP LTDCOMG2519Y10865469SH DFND746900
CREDICORP LTDCOMG2519Y1081601,150SH DFND91,15000
CREDICORP LTDCOMG2519Y1083132,250SH OTR132,25000
DELPHI AUTOMOTIVE PLCSHSG2782310697411,445SH DFND19,82601,619
DELPHI AUTOMOTIVE PLCSHSG278231065796,800SH DFND136,80000
DELPHI AUTOMOTIVE PLCSHSG278231062472,900SH DFND142,90000
DELPHI AUTOMOTIVE PLCSHSG278231062,33127,393SH DFND727,372021
DELPHI AUTOMOTIVE PLCSHSG2782310696511,345SH DFND7,911,34500
DELPHI AUTOMOTIVE PLCSHSG278231063,49541,079SH DFND934,54906,530
DELPHI AUTOMOTIVE PLCSHSG2782310647552SH OTR155200
EATON CORP PLCSHSG2918310374711,061SH DFND111,06100
EATON CORP PLCSHSG291831033194,728SH DFND134,72800
EATON CORP PLCSHSG291831031652,449SH DFND142,44900
EATON CORP PLCSHSG291831037,629113,042SH DFND7112,7380304
EATON CORP PLCSHSG291831035978,850SH DFND7,98,779071
EATON CORP PLCSHSG291831032,87942,659SH DFND939,75802,901
EATON CORP PLCSHSG2918310347695SH OTR169500
EATON CORP PLCSHSG291831030300SHCallDFND730000
EATON CORP PLCSHSG291831031600SHCallDFND960000
ENDURANCE SPECIALTY HLDGS LTSHSG303971061,51823,100SH DFND1,30023,100
ENDURANCE SPECIALTY HLDGS LTSHSG303971061312,000SH DFND132,00000
ENDURANCE SPECIALTY HLDGS LTSHSG3039710624360SH DFND1436000
ENDURANCE SPECIALTY HLDGS LTSHSG303971063234,913SH DFND74,7500163
ENDURANCE SPECIALTY HLDGS LTSHSG3039710646695SH DFND9684011
ENDO INTL PLCSHSG30401106445SH DFND14500
ENDO INTL PLCSHSG304011063264,088SH DFND134,08800
ENDO INTL PLCSHSG304011061662,084SH DFND142,08400
ENDO INTL PLCSHSG3040110655695SH DFND769500
ENDO INTL PLCSHSG30401106801,000SH DFND91,00000
ENDO INTL PLCSHSG304011064345,450SH OTR135,45000
ENSTAR GROUP LIMITEDSHSG3075P1019035,830SH DFND1,3005,830
ENSTAR GROUP LIMITEDSHSG3075P10162399SH DFND1339900
ENSTAR GROUP LIMITEDSHSG3075P1011169SH DFND146900
ENSTAR GROUP LIMITEDSHSG3075P1011701,098SH DFND71,062036
ENSTAR GROUP LIMITEDSHSG3075P10125160SH DFND916000
ENSCO PLCSHS CLASS AG3157S1063150SH DFND115000
ENSCO PLCSHS CLASS AG3157S10613600SH DFND1,360000
ENSCO PLCSHS CLASS AG3157S1061165,191SH DFND75,0090182
ENSCO PLCSHS CLASS AG3157S10612540SH DFND7,954000
ENSCO PLCSHS CLASS AG3157S1061,87584,215SH DFND983,6400575
ENSCO PLCSHS CLASS AG3157S106290SH OTR19000
ESSENT GROUP LTDCOMG3198U102863,160SH DFND133,16000
ESSENT GROUP LTDCOMG3198U1022167,900SH DFND147,90000
EVEREST RE GROUP LTDCOMG3223R10836200SH DFND120000
EVEREST RE GROUP LTDCOMG3223R10849270SH DFND1327000
EVEREST RE GROUP LTDCOMG3223R10869380SH DFND1438000
EVEREST RE GROUP LTDCOMG3223R10832177SH DFND717700
EVEREST RE GROUP LTDCOMG3223R10815SH DFND7,9005
EVEREST RE GROUP LTDCOMG3223R10868372SH DFND937200
FREESCALE SEMICONDUCTOR LTDSHSG3727Q1012205,500SH DFND135,50000
FREESCALE SEMICONDUCTOR LTDSHSG3727Q101561,400SH DFND141,40000
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10110261SH DFND726100
FREESCALE SEMICONDUCTOR LTDSHSG3727Q1017185SH DFND918500
HERBALIFE LTDCOM USD SHSG4412G1011252,260SH DFND132,26000
HERBALIFE LTDCOM USD SHSG4412G101771,400SH DFND141,40000
HERBALIFE LTDCOM USD SHSG4412G10135630SH DFND7613017
HERBALIFE LTDCOM USD SHSG4412G1011202,184SH DFND92,18400
HORIZON PHARMA PLCSHSG4617B10518520SH DFND1352000
HORIZON PHARMA PLCSHSG4617B1053100SH DFND1410000
HORIZON PHARMA PLCSHSG4617B1056183SH DFND718300
HORIZON PHARMA PLCSHSG4617B1051885,400SH DFND95,40000
ICON PLCSHSG4705A1002343,482SH DFND13,48200
ICON PLCSHSG4705A1001622,400SH DFND142,40000
ICON PLCSHSG4705A1001,24218,453SH DFND718,3020151
ICON PLCSHSG4705A10068010,101SH DFND7,910,10100
ICON PLCSHSG4705A1001,08416,108SH DFND916,10800
INGERSOLL-RAND PLCSHSG4779110113200SH DFND120000
INGERSOLL-RAND PLCSHSG477911013034,500SH DFND134,50000
INGERSOLL-RAND PLCSHSG477911011151,700SH DFND141,70000
INGERSOLL-RAND PLCSHSG477911015448,073SH DFND77,9370136
INGERSOLL-RAND PLCSHSG477911011001,484SH DFND7,91,48400
INGERSOLL-RAND PLCSHSG477911014636,866SH DFND95,49101,375
INGERSOLL-RAND PLCSHSG477911012403,565SH OTR13,56500
WEATHERFORD INTL PLCORD SHSG48833100554,446SH DFND14,44600
WEATHERFORD INTL PLCORD SHSG48833100453,700SH DFND133,70000
WEATHERFORD INTL PLCORD SHSG4883310072158,773SH DFND758,0220751
WEATHERFORD INTL PLCORD SHSG48833100150SH DFND7,95000
WEATHERFORD INTL PLCORD SHSG48833100927,485SH DFND91,03506,450
WEATHERFORD INTL PLCORD SHSG48833100141,117SH OTR11,11700
INVESCO LTDSHSG491BT1082095,570SH DFND135,57000
INVESCO LTDSHSG491BT1081273,400SH DFND143,40000
INVESCO LTDSHSG491BT10859915,972SH DFND715,97200
INVESCO LTDSHSG491BT1081253,331SH DFND7,93,270061
INVESCO LTDSHSG491BT1081373,653SH DFND92,7700883
JAZZ PHARMACEUTICALS PLCSHS USDG508711052041,156SH DFND11,15600
JAZZ PHARMACEUTICALS PLCSHS USDG508711056223,531SH DFND133,53100
JAZZ PHARMACEUTICALS PLCSHS USDG508711051941,100SH DFND141,10000
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,0886,178SH DFND76,17800
JAZZ PHARMACEUTICALS PLCSHS USDG508711055953,381SH DFND7,93,38100
JAZZ PHARMACEUTICALS PLCSHS USDG508711051,0966,225SH DFND96,22500
JAZZ PHARMACEUTICALS PLCSHS USDG50871105111,000SHCallDFND91,00000
LAZARD LTDSHS AG540501025229,275SH DFND139,27500
LAZARD LTDSHS AG540501021332,360SH DFND142,36000
LAZARD LTDSHS AG540501021803,207SH DFND73,184023
LAZARD LTDSHS AG540501022123,763SH DFND93,76300
LAZARD LTDSHS AG540501022500SHCallDFND950000
LIBERTY GLOBAL PLCSHS CL AG5480U10412213SH DFND121300
LIBERTY GLOBAL PLCSHS CL AG5480U1043927,252SH DFND77,239013
LIBERTY GLOBAL PLCSHS CL AG5480U1041572,911SH DFND92,91100
LIBERTY GLOBAL PLCSHS CL CG5480U12033645SH DFND164500
LIBERTY GLOBAL PLCSHS CL CG5480U1201,36426,944SH DFND726,931013
LIBERTY GLOBAL PLCSHS CL CG5480U12026515SH DFND7,951500
LIBERTY GLOBAL PLCSHS CL CG5480U1201,75434,645SH DFND94,245030,400
MALLINCKRODT PUB LTD COSHSG5785G1072031,728SH DFND11,72800
MALLINCKRODT PUB LTD COSHSG5785G1073903,310SH DFND133,31000
MALLINCKRODT PUB LTD COSHSG5785G1071461,241SH DFND141,24100
MALLINCKRODT PUB LTD COSHSG5785G1071,1229,527SH DFND79,502025
MALLINCKRODT PUB LTD COSHSG5785G1076325,371SH DFND7,95,37100
MALLINCKRODT PUB LTD COSHSG5785G1079728,255SH DFND98,24609
MALLINCKRODT PUB LTD COSHSG5785G10747400SH OTR100400
MARKIT LTDSHSG582491064161SH DFND116100
MARKIT LTDSHSG58249106783,031SH DFND72,8170214
MARKIT LTDSHSG5824910610391SH DFND7,939100
MARKIT LTDSHSG5824910669527,189SH DFND927,18900
MARVELL TECHNOLOGY GROUP LTDORDG5876H105443,330SH DFND133,33000
MARVELL TECHNOLOGY GROUP LTDORDG5876H105221,650SH DFND141,65000
MARVELL TECHNOLOGY GROUP LTDORDG5876H1058617SH DFND761700
MARVELL TECHNOLOGY GROUP LTDORDG5876H1051107SH DFND7,900107
MARVELL TECHNOLOGY GROUP LTDORDG5876H10516212,284SH DFND912,28400
MEDTRONIC PLCSHSG5960L1031,17615,873SH DFND115,6680205
MEDTRONIC PLCSHSG5960L1031,00213,526SH DFND1313,52600
MEDTRONIC PLCSHSG5960L1035247,075SH DFND147,07500
MEDTRONIC PLCSHSG5960L1034,26557,562SH DFND755,69301,869
MEDTRONIC PLCSHSG5960L1033935,310SH DFND7,95,283027
MEDTRONIC PLCSHSG5960L1036,38488,306SH DFND978,66009,646
MEDTRONIC PLCSHSG5960L1031,06614,386SH OTR111,01903,367
MEDTRONIC PLCSHSG5960L1031,65622,347SH OTR1322,34700
MEDTRONIC PLCSHSG5960L1031400SHCallDFND940000
PARAGON OFFSHORE PLCSHSG6S01W1081513,547SH DFND1413,54700
PARAGON OFFSHORE PLCSHSG6S01W1080104SH DFND710400
PARAGON OFFSHORE PLCSHSG6S01W1080193SH DFND7,919300
PARAGON OFFSHORE PLCSHSG6S01W1081701SH DFND91100591
PARAGON OFFSHORE PLCSHSG6S01W1080116SH OTR111600
MICHAEL KORS HLDGS LTDSHSG6075410120478SH DFND147800
MICHAEL KORS HLDGS LTDSHSG607541012586,138SH DFND136,13800
MICHAEL KORS HLDGS LTDSHSG607541011042,482SH DFND142,48200
MICHAEL KORS HLDGS LTDSHSG607541012485,900SH DFND35,90000
MICHAEL KORS HLDGS LTDSHSG607541013929,313SH DFND79,297016
MICHAEL KORS HLDGS LTDSHSG607541011242,953SH DFND92,95300
MONTPELIER RE HOLDINGS LTDSHSG6218510628711SH DFND171100
MONTPELIER RE HOLDINGS LTDSHSG62185106511,294SH DFND131,29400
MONTPELIER RE HOLDINGS LTDSHSG6218510612292SH DFND1429200
MONTPELIER RE HOLDINGS LTDSHSG62185106451,142SH DFND71,111031
MONTPELIER RE HOLDINGS LTDSHSG621851061152,899SH DFND7,92,89900
MONTPELIER RE HOLDINGS LTDSHSG621851063017,620SH DFND97,62000
MONTPELIER RE HOLDINGS LTDSHSG621851064100SH OTR100100
NABORS INDUSTRIES LTDSHSG6359F1031298,970SH DFND18,97000
NABORS INDUSTRIES LTDSHSG6359F103372,530SH DFND132,53000
NABORS INDUSTRIES LTDSHSG6359F10312810SH DFND1481000
NABORS INDUSTRIES LTDSHSG6359F103151,069SH DFND71,06900
NABORS INDUSTRIES LTDSHSG6359F103674,620SH DFND99504,525
NABORS INDUSTRIES LTDSHSG6359F103684,705SH OTR14,70500
NOBLE CORP PLCSHS USDG654311017450SH DFND145000
NOBLE CORP PLCSHS USDG6543110128618,555SH DFND718,523032
NOBLE CORP PLCSHS USDG654311019580SH DFND7,958000
NOBLE CORP PLCSHS USDG654311011227,958SH DFND95,15802,800
NOBLE CORP PLCSHS USDG654311017450SH OTR145000
NORWEGIAN CRUISE LINE HLDGSSHSG667211041943,460SH DFND133,46000
NORWEGIAN CRUISE LINE HLDGSSHSG66721104951,700SH DFND141,70000
NORWEGIAN CRUISE LINE HLDGSSHSG6672110410186SH DFND718600
NORWEGIAN CRUISE LINE HLDGSSHSG66721104117SH DFND90017
NORWEGIAN CRUISE LINE HLDGSSHSG667211042,07236,969SH OTR1336,96900
ONEBEACON INSURANCE GROUP LTCL AG677421091,07774,233SH DFND168,82405,409
ONEBEACON INSURANCE GROUP LTCL AG677421099620SH DFND1362000
ONEBEACON INSURANCE GROUP LTCL AG67742109704,810SH DFND1404,8100
ONEBEACON INSURANCE GROUP LTCL AG6774210937225,645SH DFND325,64500
ONEBEACON INSURANCE GROUP LTCL AG677421098,654596,450SH DFND7596,45000
ONEBEACON INSURANCE GROUP LTCL AG677421091,14078,551SH DFND7,978,55100
ONEBEACON INSURANCE GROUP LTCL AG677421092,940202,604SH DFND9202,3560248
ONEBEACON INSURANCE GROUP LTCL AG677421091379,428SH OTR19,373055
PARTNERRE LTDCOMG6852T105125970SH DFND1397000
PARTNERRE LTDCOMG6852T1056164,796SH DFND144,79600
PARTNERRE LTDCOMG6852T1053262,536SH DFND72,487049
PARTNERRE LTDCOMG6852T105538SH DFND7,93800
PARTNERRE LTDCOMG6852T10530233SH DFND900233
PARTNERRE LTDCOMG6852T105430SH OTR13000
PENTAIR PLCSHSG7S00T10414205SH DFND120500
PENTAIR PLCSHSG7S00T1041832,666SH DFND132,66600
PENTAIR PLCSHSG7S00T104781,129SH DFND141,12900
PENTAIR PLCSHSG7S00T1044907,130SH DFND77,034096
PENTAIR PLCSHSG7S00T10433473SH DFND7,946409
PENTAIR PLCSHSG7S00T1041,13016,435SH DFND916,43500
PENTAIR PLCSHSG7S00T1042764,016SH OTR14,01600
PROTHENA CORP PLCSHSG728001082144,060SH DFND134,06000
PROTHENA CORP PLCSHSG7280010819360SH DFND1436000
PROTHENA CORP PLCSHSG728001086108SH DFND910800
RENAISSANCERE HOLDINGS LTDCOMG7496G103438SH DFND133800
RENAISSANCERE HOLDINGS LTDCOMG7496G10354530SH DFND1453000
RENAISSANCERE HOLDINGS LTDCOMG7496G1035185,106SH DFND75,10600
RENAISSANCERE HOLDINGS LTDCOMG7496G103219SH DFND7,91900
RENAISSANCERE HOLDINGS LTDCOMG7496G10304SH DFND9400
SEADRILL LIMITEDSHSG7945E10512211,800SH DFND1,311,80000
SEADRILL LIMITEDSHSG7945E105797,666SH DFND147,66600
SEADRILL LIMITEDSHSG7945E105767,320SH DFND77,32000
SEADRILL LIMITEDSHSG7945E105212,000SH DFND7,92,00000
SEADRILL LIMITEDSHSG7945E10567064,818SH DFND964,755063
SEADRILL LIMITEDSHSG7945E105262,500SH OTR12,50000
SEADRILL LIMITEDSHSG7945E105605,806SH OTR135,80600
SEAGATE TECHNOLOGY PLCSHSG7945M1071222,578SH DFND12,57800
SEAGATE TECHNOLOGY PLCSHSG7945M1072,89060,843SH DFND760,3600483
SEAGATE TECHNOLOGY PLCSHSG7945M1073507,367SH DFND7,97,36700
SEAGATE TECHNOLOGY PLCSHSG7945M1072825,939SH DFND95,93900
SEAGATE TECHNOLOGY PLCSHSG7945M10722460SH OTR146000
SHIP FINANCE INTERNATIONAL LSHSG81075106352,143SH DFND132,14300
SHIP FINANCE INTERNATIONAL LSHSG810751069529SH DFND1452900
SHIP FINANCE INTERNATIONAL LSHSG810751065300SH DFND730000
SHIP FINANCE INTERNATIONAL LSHSG8107510620412,500SH DFND90012,500
SHIP FINANCE INTERNATIONAL LSHSG81075106332,000SH OTR12,00000
SIGNET JEWELERS LIMITEDSHSG812761003232,520SH DFND132,52000
SIGNET JEWELERS LIMITEDSHSG812761001641,280SH DFND141,28000
SIGNET JEWELERS LIMITEDSHSG812761005204,058SH DFND74,005053
SIGNET JEWELERS LIMITEDSHSG81276100538SH DFND7,98030
SIGNET JEWELERS LIMITEDSHSG8127610048375SH DFND91560219
UTI WORLDWIDE INCORDG8721010336136,100SH DFND1,30036,100
UTI WORLDWIDE INCORDG87210103272,720SH DFND132,72000
UTI WORLDWIDE INCORDG872101034440SH DFND1444000
UTI WORLDWIDE INCORDG87210103686,789SH DFND76,5240265
UTI WORLDWIDE INCORDG8721010310980SH DFND998000
TYCO INTL PLCSHSG914421061223,163SH DFND13,16300
TYCO INTL PLCSHSG914421063328,620SH DFND138,62000
TYCO INTL PLCSHSG914421062777,200SH DFND147,20000
TYCO INTL PLCSHSG9144210693224,229SH DFND723,7510478
TYCO INTL PLCSHSG91442106681,755SH DFND7,91,715040
TYCO INTL PLCSHSG914421062185,660SH DFND95,4850175
TYCO INTL PLCSHSG9144210633870SH OTR1670803
VALIDUS HOLDINGS LTDCOM SHSG9319H1027170SH DFND1317000
VALIDUS HOLDINGS LTDCOM SHSG9319H10213300SH DFND1430000
VALIDUS HOLDINGS LTDCOM SHSG9319H1022114,807SH DFND74,754053
VALIDUS HOLDINGS LTDCOM SHSG9319H102365SH DFND7,96500
VALIDUS HOLDINGS LTDCOM SHSG9319H102922,102SH DFND92,10200
VANTAGE DRILLING COMPANYORD SHSG9320511317,760SH DFND137,76000
VANTAGE DRILLING COMPANYORD SHSG9320511302,530SH DFND142,53000
GOLAR LNG LTD BERMUDASHSG9456A10016340SH DFND1334000
GOLAR LNG LTD BERMUDASHSG9456A10019400SH DFND1440000
GOLAR LNG LTD BERMUDASHSG9456A1002956,300SH DFND75,6070693
GOLAR LNG LTD BERMUDASHSG9456A1002204,695SH DFND97004,625
WHITE MTNS INS GROUP LTDCOMG9618E1073148SH DFND14800
WHITE MTNS INS GROUP LTDCOMG9618E107105160SH DFND1316000
WHITE MTNS INS GROUP LTDCOMG9618E1072030SH DFND143000
WHITE MTNS INS GROUP LTDCOMG9618E107342522SH DFND752101
WHITE MTNS INS GROUP LTDCOMG9618E10788135SH DFND7,913500
WHITE MTNS INS GROUP LTDCOMG9618E107286437SH DFND943700
WHITE MTNS INS GROUP LTDCOMG9618E10734SH OTR1400
WILLIS GROUP HOLDINGS PUBLICSHSG966661051,70936,440SH DFND1,30036,440
WILLIS GROUP HOLDINGS PUBLICSHSG966661052946,260SH DFND76,0320228
WILLIS GROUP HOLDINGS PUBLICSHSG9666610517360SH DFND7,936000
WILLIS GROUP HOLDINGS PUBLICSHSG966661051944,140SH DFND92,83501,305
PERRIGO CO PLCSHSG9782210368369SH DFND136306
PERRIGO CO PLCSHSG978221033,64919,740SH DFND1319,74000
PERRIGO CO PLCSHSG978221032221,200SH DFND141,20000
PERRIGO CO PLCSHSG97822103317SH DFND31700
PERRIGO CO PLCSHSG978221035753,110SH DFND73,10406
PERRIGO CO PLCSHSG9782210347252SH DFND7,925200
PERRIGO CO PLCSHSG9782210382442SH DFND93100132
XL GROUP PLCSHSG98290102942,520SH DFND132,52000
XL GROUP PLCSHSG98290102631,700SH DFND141,70000
XL GROUP PLCSHSG98290102972,609SH DFND72,60900
XL GROUP PLCSHSG9829010223630SH DFND7,95260104
XL GROUP PLCSHSG982901027180SH DFND918000
XL GROUP PLCSHSG9829010211300SH OTR130000
ACE LTDSHSH0023R1051,36613,434SH DFND113,1920242
ACE LTDSHSH0023R1057157,030SH DFND1,37,03000
ACE LTDSHSH0023R1053463,400SH DFND133,40000
ACE LTDSHSH0023R1052142,100SH DFND142,10000
ACE LTDSHSH0023R1057377,253SH DFND37,25300
ACE LTDSHSH0023R10511,036108,539SH DFND7107,38601,153
ACE LTDSHSH0023R1053,64935,890SH DFND7,935,4400450
ACE LTDSHSH0023R1055,90558,073SH DFND952,88205,191
ACE LTDSHSH0023R1054544,465SH OTR13,9650500
ACE LTDSHSH0023R10521,200SHCallDFND91,20000
ALLIED WRLD ASSUR COM HLDG ASHSH015311041994,601SH DFND14,60100
ALLIED WRLD ASSUR COM HLDG ASHSH015311041212,790SH DFND132,79000
ALLIED WRLD ASSUR COM HLDG ASHSH0153110432750SH DFND1475000
ALLIED WRLD ASSUR COM HLDG ASHSH015311041,03323,895SH DFND723,841054
ALLIED WRLD ASSUR COM HLDG ASHSH0153110461314,191SH DFND7,914,170021
ALLIED WRLD ASSUR COM HLDG ASHSH0153110488520,477SH DFND920,459018
UBS GROUP AGSHSH4209710719906SH DFND190600
UBS GROUP AGSHSH4209710741119,389SH DFND718,9080481
UBS GROUP AGSHSH420971076288SH DFND7,928800
UBS GROUP AGSHSH4209710733115,634SH DFND9684014,950
UBS GROUP AGSHSH4209710712576SH OTR157600
TE CONNECTIVITY LTDREG SHSH849891041332,072SH DFND12,07200
TE CONNECTIVITY LTDREG SHSH8498910449760SH DFND1476000
TE CONNECTIVITY LTDREG SHSH849891042,45038,101SH DFND737,3620739
TE CONNECTIVITY LTDREG SHSH8498910466710,372SH DFND7,910,37200
TE CONNECTIVITY LTDREG SHSH849891041,13017,567SH DFND916,9890578
TE CONNECTIVITY LTDREG SHSH8498910452815SH OTR181500
TRANSOCEAN LTDREG SHSH8817H100291,787SH DFND11,78700
TRANSOCEAN LTDREG SHSH8817H10013800SH DFND1,380000
TRANSOCEAN LTDREG SHSH8817H10020812,903SH DFND712,90300
TRANSOCEAN LTDREG SHSH8817H100513,171SH DFND93,17100
TRANSOCEAN LTDREG SHSH8817H100201,254SH OTR11,25400
CHECK POINT SOFTWARE TECH LTORDM224651043804,777SH DFND14,77700
CHECK POINT SOFTWARE TECH LTORDM224651041,22315,380SH DFND713,54401,836
CHECK POINT SOFTWARE TECH LTORDM224651042773,478SH DFND7,93,47800
CHECK POINT SOFTWARE TECH LTORDM224651041,41717,812SH DFND915,17702,635
CHECK POINT SOFTWARE TECH LTORDM224651041191,500SH OTR11,50000
CHECK POINT SOFTWARE TECH LTORDM2246510440500SH OTR750000
EZCHIP SEMICONDUCTOR LIMITEDORDM4146Y108523,250SH DFND73,25000
EZCHIP SEMICONDUCTOR LIMITEDORDM4146Y10822514,100SH DFND914,10000
STRATASYS LTDSHSM85548101243SH DFND13706
STRATASYS LTDSHSM855481011,00028,630SH DFND1328,63000
STRATASYS LTDSHSM8554810132920SH DFND1492000
STRATASYS LTDSHSM85548101117SH DFND31700
STRATASYS LTDSHSM85548101267SH DFND76700
STRATASYS LTDSHSM85548101972,777SH DFND7,92,77700
STRATASYS LTDSHSM855481015135SH DFND913500
ASML HOLDING N VN Y REGISTRY SHSN070592105395,180SH DFND75,0740106
ASML HOLDING N VN Y REGISTRY SHSN0705921099947SH DFND994700
ASML HOLDING N VN Y REGISTRY SHSN0705921017165SH OTR116500
CORE LABORATORIES N VCOMN227171071086SH DFND18105
CORE LABORATORIES N VCOMN227171072,33820,500SH DFND1320,50000
CORE LABORATORIES N VCOMN22717107214SH DFND31400
CORE LABORATORIES N VCOMN227171071,21410,646SH DFND79,8980748
CORE LABORATORIES N VCOMN2271710721188SH DFND7,918800
CORE LABORATORIES N VCOMN227171073983,488SH DFND93,1130375
CORE LABORATORIES N VCOMN22717107650SH OTR15000
FIAT CHRYSLER AUTOMOBILES NSHSN3173810213902SH DFND190200
FIAT CHRYSLER AUTOMOBILES NSHSN31738102221,488SH DFND71,48800
FIAT CHRYSLER AUTOMOBILES NSHSN317381021097,500SH DFND9007,500
FIAT CHRYSLER AUTOMOBILES NSHSN317381029613SH OTR1361300
MOBILEYE N V AMSTELVEENORD SHSN514881173236,074SH DFND75,6690405
MOBILEYE N V AMSTELVEENORD SHSN5148811711205SH DFND7,920500
MOBILEYE N V AMSTELVEENORD SHSN5148811737695SH DFND969500
LYONDELLBASELL INDUSTRIES NSHS - A -N537451003573,448SH DFND13,44800
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,40813,600SH DFND1313,60000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451006216,000SH DFND146,00000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451003,99738,615SH DFND738,3490266
LYONDELLBASELL INDUSTRIES NSHS - A -N537451009779,434SH DFND7,99,43400
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,78417,233SH DFND916,5130720
LYONDELLBASELL INDUSTRIES NSHS - A -N537451002292,209SH OTR12,20900
MYLAN N VSHS EURON594651091882,772SH DFND12,77200
MYLAN N VSHS EURON5946510985712,630SH DFND1312,63000
MYLAN N VSHS EURON594651093995,875SH DFND145,87500
MYLAN N VSHS EURON594651092,70939,914SH DFND739,836078
MYLAN N VSHS EURON594651091,33019,600SH DFND7,919,540060
MYLAN N VSHS EURON594651096529,604SH DFND99,1040500
MYLAN N VSHS EURON5946510930435SH OTR143500
NIELSEN N VCOMN632181063407,600SH DFND137,60000
NIELSEN N VCOMN6321810636800SH DFND1480000
NIELSEN N VCOMN632181062655,923SH DFND73,95801,965
NIELSEN N VCOMN63218106123SH DFND7,90023
NIELSEN N VCOMN632181061593,551SH DFND93,456095
NXP SEMICONDUCTORS N VCOMN6596X1091,12511,453SH DFND110,00901,444
NXP SEMICONDUCTORS N VCOMN6596X1094915,000SH DFND35,00000
NXP SEMICONDUCTORS N VCOMN6596X1092,51225,584SH DFND725,566018
NXP SEMICONDUCTORS N VCOMN6596X1091,08111,005SH DFND7,910,965040
NXP SEMICONDUCTORS N VCOMN6596X1092,45525,000SH DFND924,8000200
NXP SEMICONDUCTORS N VCOMN6596X10986871SH OTR13710500
NXP SEMICONDUCTORS N VCOMN6596X1091,93819,740SH OTR1319,74000
ORTHOFIX INTL N VCOMN6748L1022868,634SH DFND1,3008,634
ORTHOFIX INTL N VCOMN6748L10221641SH DFND1364100
ORTHOFIX INTL N VCOMN6748L1024123SH DFND1412300
ORTHOFIX INTL N VCOMN6748L10239011,790SH DFND90011,790
SENSATA TECHNOLOGIES HLDG NVSHSN7902X1061833,466SH DFND13,46600
SENSATA TECHNOLOGIES HLDG NVSHSN7902X1061,93536,687SH DFND733,46203,225
SENSATA TECHNOLOGIES HLDG NVSHSN7902X10656610,740SH DFND7,910,74000
SENSATA TECHNOLOGIES HLDG NVSHSN7902X1061,05419,978SH DFND919,7820196
YANDEX N VSHS CLASS AN97284108442,900SH DFND142,90000
YANDEX N VSHS CLASS AN972841085330SH DFND7303027
YANDEX N VSHS CLASS AN97284108312,029SH DFND92,02900
YANDEX N VSHS CLASS AN9728410815410,100SH OTR1310,10000
COPA HOLDINGS SACL AP3107610543520SH DFND1352000
COPA HOLDINGS SACL AP3107610558700SH DFND1470000
COPA HOLDINGS SACL AP310761052513,040SH DFND73,04000
COPA HOLDINGS SACL AP3107610557693SH DFND9675018
COPA HOLDINGS SACL AP310761051932,341SH OTR132,34100
STEINER LEISURE LTDORDP8744Y1022915,406SH DFND135,40600
STEINER LEISURE LTDORDP8744Y102232SH DFND143200
STEINER LEISURE LTDORDP8744Y1026113SH DFND711300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032212,814SH DFND12,81400
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031401,780SH DFND131,78000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10356710SH DFND1471000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032,44731,100SH DFND731,10000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032673,391SH DFND7,93,39100
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1034595,831SH DFND95,820011
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10337473SH OTR147300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031,50219,090SH OTR1319,09000
AVAGO TECHNOLOGIES LTDSHSY0486S1043782,847SH DFND12,5730274
AVAGO TECHNOLOGIES LTDSHSY0486S1041,0638,000SH DFND138,00000
AVAGO TECHNOLOGIES LTDSHSY0486S1045584,200SH DFND144,20000
AVAGO TECHNOLOGIES LTDSHSY0486S1042,45918,499SH DFND718,49900
AVAGO TECHNOLOGIES LTDSHSY0486S1049006,772SH DFND7,96,77200
AVAGO TECHNOLOGIES LTDSHSY0486S1041,92614,492SH DFND913,9860506
AVAGO TECHNOLOGIES LTDSHSY0486S104120900SH OTR100900
AVAGO TECHNOLOGIES LTDSHSY0486S104361,100SHCallDFND91,10000
DRYSHIPS INCSHSY2109Q10111,000SH DFND11,00000
DRYSHIPS INCSHSY2109Q1011830,400SH OTR1330,40000
GASLOG PARTNERS LPUNIT LTD PTNRPY2687W1081,14450,000SH DFND750,00000
ABB LTDSPONSORED ADR0003752044200SH DFND120000
ABB LTDSPONSORED ADR0003752041,06951,188SH DFND747,72403,464
ABB LTDSPONSORED ADR00037520441419,827SH DFND7,919,82700
ABB LTDSPONSORED ADR0003752041,36165,172SH DFND959,15006,022
ABB LTDSPONSORED ADR000375204271,300SH OTR11,30000
ACNB CORPCOM00086810927213,048SH DFND112,04801,000
THE ADT CORPORATIONCOM00101J106411,207SH DFND11,20700
THE ADT CORPORATIONCOM00101J106591,750SH DFND131,75000
THE ADT CORPORATIONCOM00101J1062357,009SH DFND76,7010308
THE ADT CORPORATIONCOM00101J10628837SH DFND7,9817020
THE ADT CORPORATIONCOM00101J1062066,149SH DFND96,14900
THE ADT CORPORATIONCOM00101J10615434SH OTR1330401
AFLAC INCCOM0010551022393,848SH DFND13,84800
AFLAC INCCOM0010551022954,750SH DFND134,75000
AFLAC INCCOM00105510214230SH DFND1423000
AFLAC INCCOM0010551021,61125,899SH DFND725,814085
AFLAC INCCOM001055102631,007SH DFND7,9947060
AFLAC INCCOM0010551021,97031,677SH DFND931,664013
AFLAC INCCOM00105510267710,885SH OTR110,88500
AFLAC INCCOM00105510233,500SHPutDFND73,50000
AGCO CORPCOM00108410260810,700SH DFND1,30010,700
AGCO CORPCOM00108410232560SH DFND1356000
AGCO CORPCOM00108410235620SH DFND1462000
AGCO CORPCOM0010841021662,920SH DFND72,843077
AGCO CORPCOM00108410203SH DFND7,9300
AGCO CORPCOM00108410220358SH DFND9337021
AGL RES INCCOM001204106611,320SH DFND131,32000
AGL RES INCCOM00120410615320SH DFND1432000
AGL RES INCCOM00120410659512,777SH DFND711,67701,100
AGL RES INCCOM0012041061723,684SH DFND7,93,67608
AGL RES INCCOM001204106010SH DFND91000
AGL RES INCCOM00120410619400SH OTR140000
AES CORPCOM00130H10510750SH DFND175000
AES CORPCOM00130H105886,610SH DFND136,61000
AES CORPCOM00130H105775,770SH DFND145,77000
AES CORPCOM00130H10532824,713SH DFND724,71300
AES CORPCOM00130H105241,791SH DFND7,91,79100
AES CORPCOM00130H105191,460SH DFND91,46000
AK STL HLDG CORPCOM001547108066SH DFND16600
AK STL HLDG CORPCOM001547108328,300SH DFND138,30000
AK STL HLDG CORPCOM00154710861,580SH DFND141,58000
AK STL HLDG CORPCOM00154710841,000SH DFND71,00000
ALPS ETF TRALERIAN MLP00162Q8664250SH DFND125000
ALPS ETF TRALERIAN MLP00162Q8661,40890,461SH DFND786,46104,000
ALPS ETF TRALERIAN MLP00162Q86631220,058SH DFND920,05800
AMAG PHARMACEUTICALS INCCOM00163U1061231,780SH DFND131,78000
AMAG PHARMACEUTICALS INCCOM00163U10624350SH DFND1435000
AMAG PHARMACEUTICALS INCCOM00163U106684SH DFND78400
AMAG PHARMACEUTICALS INCCOM00163U10614200SH DFND920000
AMAG PHARMACEUTICALS INCCOM00163U10635500SH OTR100500
AMC NETWORKS INCCL A00164V1031381,685SH DFND131,68500
AMC NETWORKS INCCL A00164V1031191,457SH DFND141,45700
AMC NETWORKS INCCL A00164V1032743,353SH DFND73,261092
AMC NETWORKS INCCL A00164V103110SH DFND7,90010
AMC NETWORKS INCCL A00164V103110SH DFND91000
AMEC FOSTER WHEELER PLCSPONSORED ADR00167X205171,327SH DFND11,32700
AMEC FOSTER WHEELER PLCSPONSORED ADR00167X20516312,600SH DFND1,312,60000
AMEC FOSTER WHEELER PLCSPONSORED ADR00167X205413,156SH DFND133,15600
AMEC FOSTER WHEELER PLCSPONSORED ADR00167X205201,578SH DFND141,57800
AMEC FOSTER WHEELER PLCSPONSORED ADR00167X205163SH DFND76300
AMN HEALTHCARE SERVICES INCCOM0017441012798,822SH DFND138,82200
AMN HEALTHCARE SERVICES INCCOM00174410116510SH DFND1451000
AMN HEALTHCARE SERVICES INCCOM0017441016186SH DFND718600
ANI PHARMACEUTICALS INCCOM00182C1034667,512SH DFND137,51200
ANI PHARMACEUTICALS INCCOM00182C103690SH DFND149000
ARC DOCUMENT SOLUTIONS INCCOM00191G103121,518SH DFND131,51800
ARC DOCUMENT SOLUTIONS INCCOM00191G1035660SH DFND1466000
ARC DOCUMENT SOLUTIONS INCCOM00191G10314318,845SH DFND90018,845
AT&T INCCOM00206R10213,961393,055SH DFND1388,83204,223
AT&T INCCOM00206R1022,10359,197SH DFND1359,19700
AT&T INCCOM00206R1021,46341,177SH DFND1438,2082,9690
AT&T INCCOM00206R10268919,395SH DFND317,18502,210
AT&T INCCOM00206R10225,695723,388SH DFND7721,98901,399
AT&T INCCOM00206R1023,33793,950SH DFND7,992,64201,308
AT&T INCCOM00206R10221,128594,822SH DFND9499,851094,971
AT&T INCCOM00206R1028,868249,666SH OTR1208,050041,616
AT&T INCCOM00206R1020100SHCallDFND700100
AT&T INCCOM00206R10211,600SHCallDFND91,60000
AU OPTRONICS CORPSPONSORED ADR00225510710523,518SH DFND723,51800
AU OPTRONICS CORPSPONSORED ADR00225510751,166SH DFND7,91,16600
AU OPTRONICS CORPSPONSORED ADR00225510751,166SH DFND91,16600
AZZ INCCOM0024741043045,868SH DFND1,3005,868
AZZ INCCOM002474104891,714SH DFND131,71400
AZZ INCCOM00247410417320SH DFND1432000
AZZ INCCOM0024741043877,475SH DFND9007,475
AARONS INCCOM PAR $0.5000253530029800SH DFND1480000
AARONS INCCOM PAR $0.500025353003339,194SH DFND79,19400
AARONS INCCOM PAR $0.50002535300114SH DFND7,90014
ABBOTT LABSCOM0028241004,66595,039SH DFND194,5890450
ABBOTT LABSCOM00282410080516,409SH DFND1316,40900
ABBOTT LABSCOM0028241004038,206SH DFND148,20600
ABBOTT LABSCOM00282410011,676237,907SH DFND7217,638020,269
ABBOTT LABSCOM0028241001,43629,249SH DFND7,929,201048
ABBOTT LABSCOM00282410015,891323,780SH DFND9266,624057,156
ABBOTT LABSCOM0028241002,68854,774SH OTR152,85401,920
ABBOTT LABSCOM00282410025500SH OTR750000
ABBVIE INCCOM00287Y1096,29193,630SH DFND193,4800150
ABBVIE INCCOM00287Y1093,81456,758SH DFND1356,75800
ABBVIE INCCOM00287Y1091,81126,953SH DFND1426,95300
ABBVIE INCCOM00287Y10920,589306,427SH DFND7285,630020,797
ABBVIE INCCOM00287Y1092,18832,561SH DFND7,932,505056
ABBVIE INCCOM00287Y10924,956371,428SH DFND9349,743021,685
ABBVIE INCCOM00287Y1093,69054,923SH OTR153,10301,820
ABBVIE INCCOM00287Y1091011,500SH OTR131,50000
ABBVIE INCCOM00287Y10950750SH OTR775000
ABBVIE INCCOM00287Y10991,000SHCallDFND91,00000
ABERCROMBIE & FITCH COCL A002896207632,940SH DFND132,94000
ABERCROMBIE & FITCH COCL A002896207442,055SH DFND142,05500
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ABERDEEN ASIA PACIFIC INCOMCOM0030091077114,227SH DFND714,22700
ABERDEEN ASIA PACIFIC INCOMCOM003009107102,000SH DFND92,00000
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ABIOMED INCCOM00365410093114,163SH DFND1314,16300
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ABIOMED INCCOM0036541008127SH DFND712700
ABIOMED INCCOM0036541003805,784SH OTR135,78400
ACADIA PHARMACEUTICALS INCCOM0042251083478,293SH DFND138,29300
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ACADIA RLTY TRCOM SH BEN INT004239109752,585SH DFND132,58500
ACADIA RLTY TRCOM SH BEN INT004239109481,644SH DFND141,64400
ACADIA RLTY TRCOM SH BEN INT004239109284SH DFND7,98400
ACADIA RLTY TRCOM SH BEN INT0042391093104SH DFND910400
ACADIA RLTY TRCOM SH BEN INT0042391091264,329SH OTR134,32900
ACCURIDE CORP NEWCOM NEW00439T20651,400SH DFND131,40000
ACCURIDE CORP NEWCOM NEW00439T2060120SH DFND1412000
ACCURIDE CORP NEWCOM NEW00439T2067519,450SH DFND719,45000
ACETO CORPCOM00444610056723,040SH DFND1323,04000
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ACETO CORPCOM0044461007265SH DFND726500
ACHILLION PHARMACEUTICALS INCOM00448Q201626,950SH DFND136,95000
ACHILLION PHARMACEUTICALS INCOM00448Q201121,380SH DFND141,38000
ACHILLION PHARMACEUTICALS INCOM00448Q201718,000SH DFND9008,000
ACI WORLDWIDE INCCOM00449810131012,628SH DFND1312,62800
ACI WORLDWIDE INCCOM004498101351,444SH DFND141,44400
ACI WORLDWIDE INCCOM004498101421,705SH DFND71,70500
ACI WORLDWIDE INCCOM0044981013130SH DFND913000
ACTIVISION BLIZZARD INCCOM00507V109903,720SH DFND13,72000
ACTIVISION BLIZZARD INCCOM00507V10924910,270SH DFND1310,27000
ACTIVISION BLIZZARD INCCOM00507V109612,500SH DFND142,50000
ACTIVISION BLIZZARD INCCOM00507V1091014,174SH DFND74,0710103
ACTIVISION BLIZZARD INCCOM00507V10912494SH DFND7,949400
ACTIVISION BLIZZARD INCCOM00507V10930112,435SH DFND911,13501,300
ACTIVISION BLIZZARD INCCOM00507V109733,000SH OTR13,00000
ACUITY BRANDS INCCOM00508Y1027714,286SH DFND134,28600
ACUITY BRANDS INCCOM00508Y102111615SH DFND1461500
ACUITY BRANDS INCCOM00508Y1029825,454SH DFND75,419035
ACUITY BRANDS INCCOM00508Y102847SH DFND7,94700
ACUITY BRANDS INCCOM00508Y1021057SH DFND95700
ADAMS DIVERSIFIED EQUITY FDCOM00621210417612,616SH DFND712,3980218
ADAMS DIVERSIFIED EQUITY FDCOM006212104141,000SH DFND91,00000
ADEPTUS HEALTH INCCL A00685510035370SH DFND1337000
ADEPTUS HEALTH INCCL A0068551009100SH DFND1410000
ADEPTUS HEALTH INCCL A00685510011121SH DFND741080
ADEPTUS HEALTH INCCL A00685510017SH DFND7,9007
ADEPTUS HEALTH INCCL A006855100330SH DFND93000
ADEPTUS HEALTH INCCL A0068551001661,750SH OTR131,75000
ADOBE SYS INCCOM00724F1011,06213,112SH DFND110,63002,482
ADOBE SYS INCCOM00724F1011,25215,460SH DFND1315,46000
ADOBE SYS INCCOM00724F1016057,470SH DFND147,47000
ADOBE SYS INCCOM00724F1016327,798SH DFND37,79800
ADOBE SYS INCCOM00724F1011,97924,434SH DFND724,43400
ADOBE SYS INCCOM00724F1011792,213SH DFND7,92,21300
ADOBE SYS INCCOM00724F1012,38229,401SH DFND923,06406,337
ADOBE SYS INCCOM00724F1011501,850SH OTR11,85000
ADURO BIOTECH INCCOM00739L10117550SH DFND1355000
ADURO BIOTECH INCCOM00739L10117,184566,560SH DFND14566,56000
ADURO BIOTECH INCCOM00739L101133SH DFND73300
ADVANCE AUTO PARTS INCCOM00751Y1065753,609SH DFND13,0920517
ADVANCE AUTO PARTS INCCOM00751Y1065023,150SH DFND133,15000
ADVANCE AUTO PARTS INCCOM00751Y1061881,180SH DFND141,18000
ADVANCE AUTO PARTS INCCOM00751Y1064943,100SH DFND33,10000
ADVANCE AUTO PARTS INCCOM00751Y1065893,695SH DFND72,33701,358
ADVANCE AUTO PARTS INCCOM00751Y10665410SH DFND7,941000
ADVANCE AUTO PARTS INCCOM00751Y1061,0636,674SH DFND96,67400
ADVANCE AUTO PARTS INCCOM00751Y10628176SH OTR117600
ADVANCED SEMICONDUCTOR ENGRSPONSORED ADR00756M4048913,460SH DFND713,0180442
ADVANCED SEMICONDUCTOR ENGRSPONSORED ADR00756M4048412,750SH DFND912,75000
ADVISORY BRD COCOM00762W10758510,696SH DFND1310,69600
ADVISORY BRD COCOM00762W10728516SH DFND1451600
ADVISORY BRD COCOM00762W1071302,382SH DFND72,2720110
ADVISORY BRD COCOM00762W10711200SH DFND7,920000
ADVISORY BRD COCOM00762W10711200SH DFND920000
AECOMCOM00766T1001985,991SH DFND135,99100
AECOMCOM00766T10010302SH DFND1430200
AECOMCOM00766T1005156SH DFND7110145
AECOMCOM00766T100124SH DFND90024
ADVANCED MICRO DEVICES INCCOM0079031079740,230SH DFND1340,23000
ADVANCED MICRO DEVICES INCCOM0079031074318,100SH DFND1418,10000
ADVANCED MICRO DEVICES INCCOM00790310783,535SH DFND7,93,53500
ADVANCED MICRO DEVICES INCCOM00790310752,215SH DFND92,21500
AEGON N VNY REGISTRY SH0079241034589SH DFND158900
AEGON N VNY REGISTRY SH00792410310614,298SH DFND1414,29800
AEGON N VNY REGISTRY SH00792410311215,093SH DFND714,2180875
AEGON N VNY REGISTRY SH007924103222,906SH DFND7,92,90600
AEGON N VNY REGISTRY SH007924103863116,677SH DFND9111,97504,702
AEGON N VNY REGISTRY SH007924103182,404SH OTR12,40400
ADVENT SOFTWARE INCCOM00797410829657SH DFND165700
ADVENT SOFTWARE INCCOM0079741081353,064SH DFND133,06400
ADVENT SOFTWARE INCCOM00797410825560SH DFND1456000
ADVENT SOFTWARE INCCOM007974108701,588SH DFND71,561027
ADVENT SOFTWARE INCCOM0079741081062,402SH DFND7,92,40200
ADVENT SOFTWARE INCCOM0079741083086,960SH DFND96,96000
AETNA INC NEWCOM00817Y1081,41411,091SH DFND111,09100
AETNA INC NEWCOM00817Y1086675,231SH DFND135,23100
AETNA INC NEWCOM00817Y1083612,836SH DFND142,83600
AETNA INC NEWCOM00817Y1085,07939,845SH DFND739,7320113
AETNA INC NEWCOM00817Y1085604,390SH DFND7,94,39000
AETNA INC NEWCOM00817Y1081,49511,729SH DFND911,5100219
AETNA INC NEWCOM00817Y10842332SH OTR133200
AETNA INC NEWCOM00817Y1083652,860SH OTR132,86000
AETNA INC NEWCOM00817Y108331,200SHCallDFND91,20000
AFFILIATED MANAGERS GROUPCOM0082521087063,228SH DFND12,6500578
AFFILIATED MANAGERS GROUPCOM0082521084532,070SH DFND132,07000
AFFILIATED MANAGERS GROUPCOM008252108151690SH DFND1469000
AFFILIATED MANAGERS GROUPCOM0082521084392,006SH DFND32,00600
AFFILIATED MANAGERS GROUPCOM0082521084532,071SH DFND72,07001
AFFILIATED MANAGERS GROUPCOM00825210873332SH DFND7,933200
AFFILIATED MANAGERS GROUPCOM0082521081,1565,288SH DFND95,28800
AFFILIATED MANAGERS GROUPCOM00825210858266SH OTR126600
AGILENT TECHNOLOGIES INCCOM00846U101431,113SH DFND11,11300
AGILENT TECHNOLOGIES INCCOM00846U1012125,490SH DFND135,49000
AGILENT TECHNOLOGIES INCCOM00846U101761,980SH DFND141,98000
AGILENT TECHNOLOGIES INCCOM00846U1013077,961SH DFND77,902059
AGILENT TECHNOLOGIES INCCOM00846U10137950SH DFND7,9937013
AGILENT TECHNOLOGIES INCCOM00846U10151113,253SH DFND913,25300
AGILENT TECHNOLOGIES INCCOM00846U10133853SH OTR12430610
AGILENT TECHNOLOGIES INCCOM00846U1011,59141,229SH OTR1341,22900
AGENUS INCCOM NEW00847G705354,020SH DFND134,02000
AGENUS INCCOM NEW00847G7057810SH DFND1481000
AGENUS INCCOM NEW00847G705141,666SH DFND91,66600
AGENUS INCCOM NEW00847G70510412,000SH OTR1312,00000
AGIOS PHARMACEUTICALS INCCOM00847X10421190SH DFND1319000
AGIOS PHARMACEUTICALS INCCOM00847X10468610SH DFND1461000
AGIOS PHARMACEUTICALS INCCOM00847X104549SH DFND74900
AGIOS PHARMACEUTICALS INCCOM00847X1045034,530SH DFND94,53000
AGRIUM INCCOM008916108103972SH DFND1497200
AGRIUM INCCOM0089161081391,308SH DFND71,286022
AIR METHODS CORPCOM PAR $.060091283071453,513SH DFND133,51300
AIR METHODS CORPCOM PAR $.0600912830723550SH DFND1455000
AIR METHODS CORPCOM PAR $.06009128307601,452SH DFND72701,425
AIR METHODS CORPCOM PAR $.06009128307421,006SH DFND91,00600
AIR PRODS & CHEMS INCCOM0091581062,56118,720SH DFND118,1520568
AIR PRODS & CHEMS INCCOM0091581062,69619,700SH DFND1,319,70000
AIR PRODS & CHEMS INCCOM0091581066234,550SH DFND134,55000
AIR PRODS & CHEMS INCCOM0091581062351,720SH DFND141,72000
AIR PRODS & CHEMS INCCOM0091581061,72212,588SH DFND312,58800
AIR PRODS & CHEMS INCCOM00915810612,25389,551SH DFND787,95601,595
AIR PRODS & CHEMS INCCOM0091581064,54733,230SH DFND7,933,197033
AIR PRODS & CHEMS INCCOM00915810627,465200,723SH DFND9196,11304,610
AIR PRODS & CHEMS INCCOM0091581061,3409,792SH OTR19,5790213
AIRGAS INCCOM009363102217SH DFND11007
AIRGAS INCCOM0093631023,01028,460SH DFND1328,46000
AIRGAS INCCOM00936310257540SH DFND1454000
AIRGAS INCCOM009363102220SH DFND32000
AIRGAS INCCOM00936310232300SH DFND7290010
AIRGAS INCCOM0093631021251,184SH DFND92370947
AKAMAI TECHNOLOGIES INCDBCV 2/100971TAG67067,000PRN DFND967,00000
AKAMAI TECHNOLOGIES INCCOM00971T1015137,350SH DFND137,35000
AKAMAI TECHNOLOGIES INCCOM00971T1012153,080SH DFND143,08000
AKAMAI TECHNOLOGIES INCCOM00971T1014866,958SH DFND76,4610497
AKAMAI TECHNOLOGIES INCCOM00971T10130436SH DFND7,9345091
AKAMAI TECHNOLOGIES INCCOM00971T1013124,475SH DFND94,47500
AKORN INCCOM00972810680318,390SH DFND1318,39000
AKORN INCCOM009728106601,379SH DFND141,37900
AKORN INCCOM00972810629666SH DFND75410125
AKORN INCCOM009728106912,088SH DFND91,2000888
AKORN INCCOM0097281061754,000SH OTR134,00000
ALAMOS GOLD INCCOM01152710839454,700SH DFND1454,70000
ALASKA AIR GROUP INCCOM01165910923359SH DFND135900
ALASKA AIR GROUP INCCOM0116591092834,400SH DFND134,40000
ALASKA AIR GROUP INCCOM0116591091352,100SH DFND142,10000
ALASKA AIR GROUP INCCOM0116591091,36021,115SH DFND721,063052
ALASKA AIR GROUP INCCOM01165910916254SH DFND7,925400
ALASKA AIR GROUP INCCOM0116591091,08416,824SH DFND916,82400
ALASKA AIR GROUP INCCOM01165910911,400SHCallDFND91,40000
ALBEMARLE CORPCOM0126531011011,820SH DFND11,82000
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ALBEMARLE CORPCOM012653101711,290SH DFND141,29000
ALBEMARLE CORPCOM0126531014217,610SH DFND37,61000
ALBEMARLE CORPCOM0126531012624,741SH DFND74,73506
ALBEMARLE CORPCOM0126531011,44226,096SH DFND926,09600
ALBEMARLE CORPCOM0126531011,07519,448SH OTR119,44800
ALCOA INCCOM013817101807,210SH DFND17,21000
ALCOA INCCOM013817101232,020SH DFND132,02000
ALCOA INCCOM013817101393,510SH DFND143,51000
ALCOA INCCOM01381710119417,380SH DFND717,0000380
ALCOA INCCOM013817101272,384SH DFND7,92,1950189
ALCOA INCCOM01381710127124,316SH DFND924,31600
ALCOA INCCOM01381710113912,494SH OTR112,0940400
ALERE INCNOTE 3.000% 5/101449JAA35040,000PRN DFND940,00000
ALERE INCCOM01449J1057142SH DFND1127015
ALERE INCCOM01449J1053,67469,650SH DFND1369,65000
ALERE INCCOM01449J1055100SH DFND1410000
ALERE INCCOM01449J105242SH DFND34200
ALERE INCCOM01449J105761,450SH DFND71,45000
ALEXANDER & BALDWIN INC NEWCOM01449110439997SH DFND199700
ALEXANDER & BALDWIN INC NEWCOM014491104571,450SH DFND131,45000
ALEXANDER & BALDWIN INC NEWCOM0144911048200SH DFND1420000
ALEXANDER & BALDWIN INC NEWCOM0144911041052,674SH DFND72,640034
ALEXANDER & BALDWIN INC NEWCOM0144911041032,610SH DFND7,92,61000
ALEXANDER & BALDWIN INC NEWCOM0144911043097,831SH DFND97,83100
ALEXANDER & BALDWIN INC NEWCOM0144911041323,343SH OTR133,34300
ALEXANDRIA REAL ESTATE EQ INCOM01527110965740SH DFND1374000
ALEXANDRIA REAL ESTATE EQ INCOM0152711092773,166SH DFND143,16600
ALEXANDRIA REAL ESTATE EQ INCOM01527110970801SH DFND780100
ALEXANDRIA REAL ESTATE EQ INCOM015271109330SH DFND93000
ALEXANDRIA REAL ESTATE EQ INCOM0152711091,27614,592SH OTR1314,59200
ALEXION PHARMACEUTICALS INCCOM0153511099245,113SH DFND14,1900923
ALEXION PHARMACEUTICALS INCCOM0153511091,3297,350SH DFND137,35000
ALEXION PHARMACEUTICALS INCCOM0153511095993,314SH DFND143,31400
ALEXION PHARMACEUTICALS INCCOM0153511095142,846SH DFND32,84600
ALEXION PHARMACEUTICALS INCCOM0153511096093,370SH DFND73,2250145
ALEXION PHARMACEUTICALS INCCOM015351109124684SH DFND7,9656028
ALEXION PHARMACEUTICALS INCCOM0153511091,4457,994SH DFND97,938056
ALEXION PHARMACEUTICALS INCCOM01535110958323SH OTR132300
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021,01512,334SH DFND111,4020932
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1027208,757SH DFND148,75700
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1023133,800SH DFND33,80000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1025706,934SH DFND76,6870247
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021862,264SH DFND7,92,26400
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021,30915,914SH DFND910,31405,600
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10277930SH OTR14300500
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021400SHPutDFND740000
ALIGN TECHNOLOGY INCCOM01625510164810,333SH DFND1310,33300
ALIGN TECHNOLOGY INCCOM016255101881,400SH DFND141,40000
ALIGN TECHNOLOGY INCCOM016255101631,012SH DFND7987025
ALLEGHANY CORP DELCOM0171751009812,092SH DFND12,09200
ALLEGHANY CORP DELCOM017175100120256SH DFND1325600
ALLEGHANY CORP DELCOM0171751001533SH DFND143300
ALLEGHANY CORP DELCOM0171751005061,080SH DFND31,08000
ALLEGHANY CORP DELCOM017175100130278SH DFND727800
ALLEGHANY CORP DELCOM0171751002655SH DFND7,95401
ALLEGHANY CORP DELCOM017175100428913SH DFND991300
ALLEGHANY CORP DELCOM01717510053113SH OTR111300
ALLETE INCCOM NEW01852230014300SH DFND130000
ALLETE INCCOM NEW018522300491,056SH DFND131,05600
ALLETE INCCOM NEW01852230018388SH DFND1438800
ALLETE INCCOM NEW01852230043937SH DFND793700
ALLETE INCCOM NEW018522300114SH DFND7,90014
ALLETE INCCOM NEW01852230046999SH DFND999900
ALLETE INCCOM NEW018522300521,125SH OTR11,12500
ALLIANCE DATA SYSTEMS CORPCOM0185811087162,453SH DFND12,0500403
ALLIANCE DATA SYSTEMS CORPCOM0185811086082,084SH DFND132,08400
ALLIANCE DATA SYSTEMS CORPCOM018581108289990SH DFND1499000
ALLIANCE DATA SYSTEMS CORPCOM0185811085651,936SH DFND31,93600
ALLIANCE DATA SYSTEMS CORPCOM0185811081,8996,504SH DFND76,490014
ALLIANCE DATA SYSTEMS CORPCOM018581108144493SH DFND7,949102
ALLIANCE DATA SYSTEMS CORPCOM0185811081,6815,759SH DFND95,714045
ALLIANCE DATA SYSTEMS CORPCOM01858110854184SH OTR118400
ALLIANT ENERGY CORPCOM0188021081152,000SH DFND132,00000
ALLIANT ENERGY CORPCOM01880210857990SH DFND1499000
ALLIANT ENERGY CORPCOM0188021083245,620SH DFND75,610010
ALLIANT ENERGY CORPCOM01880210819SH DFND7,9009
ALLIANT ENERGY CORPCOM01880210890015,600SH DFND915,5000100
ALLIANCEBERNSTEIN INCOME FUNCOM01881E1017510,060SH DFND79,5000560
ALLIANCEBERNSTEIN INCOME FUNCOM01881E101182,444SH DFND91,00001,444
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G10660820,579SH DFND720,57900
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1061304,400SH DFND93,40001,000
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G106301,000SH OTR11,00000
ALLSCRIPTS HEALTHCARE SOLUTNNOTE 1.250% 7/001988PAD04039,000PRN DFND939,00000
ALLSTATE CORPCOM0200021015889,064SH DFND19,042022
ALLSTATE CORPCOM0200021012583,980SH DFND133,98000
ALLSTATE CORPCOM020002101791,220SH DFND141,22000
ALLSTATE CORPCOM0200021013,53254,454SH DFND754,1670287
ALLSTATE CORPCOM0200021013805,860SH DFND7,95,86000
ALLSTATE CORPCOM0200021013,42752,834SH DFND932,334020,500
ALLSTATE CORPCOM0200021012744,221SH OTR14,22100
ALNYLAM PHARMACEUTICALS INCCOM02043Q1078937,446SH DFND137,44600
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071441,200SH DFND141,20000
ALNYLAM PHARMACEUTICALS INCCOM02043Q10780668SH DFND766800
ALNYLAM PHARMACEUTICALS INCCOM02043Q10726220SH DFND922000
ALPHA NAT RES INCCOM02076X102411,950SH DFND1311,95000
ALPHA NAT RES INCCOM02076X10201,150SH DFND141,15000
ALPHA NAT RES INCCOM02076X102092SH DFND7,99200
ALPHA NAT RES INCCOM02076X10201,497SH DFND91,49700
ALPINE TOTAL DYNAMIC DIVID FCOM SH BEN INT N021060207111,250SH DFND11,25000
ALPINE TOTAL DYNAMIC DIVID FCOM SH BEN INT N021060207708,083SH DFND77,5000583
ALPINE TOTAL DYNAMIC DIVID FCOM SH BEN INT N0210602077864SH DFND900864
ALTERA CORPCOM02144110028539SH DFND1521018
ALTERA CORPCOM0214411003,45167,410SH DFND1367,41000
ALTERA CORPCOM0214411001532,980SH DFND142,98000
ALTERA CORPCOM021441100125SH DFND32500
ALTERA CORPCOM021441100621,218SH DFND71,21800
ALTERA CORPCOM02144110025486SH DFND7,9469017
ALTERA CORPCOM02144110065712,840SH DFND9490012,350
ALTRIA GROUP INCCOM02209S10310,704218,845SH DFND1214,35904,486
ALTRIA GROUP INCCOM02209S1032,93259,950SH DFND1359,95000
ALTRIA GROUP INCCOM02209S1031,60232,759SH DFND1430,0662,6930
ALTRIA GROUP INCCOM02209S1031,39128,438SH DFND326,00802,430
ALTRIA GROUP INCCOM02209S10321,412437,790SH DFND7434,64503,145
ALTRIA GROUP INCCOM02209S1032,00641,010SH DFND7,939,95501,055
ALTRIA GROUP INCCOM02209S10323,188474,088SH DFND9433,625040,463
ALTRIA GROUP INCCOM02209S1034,69395,953SH OTR190,69805,255
ALTRIA GROUP INCCOM02209S1030500SHCallDFND750000
AMAZON COM INCCOM0231351064,43910,226SH DFND19,6450581
AMAZON COM INCCOM0231351065,34412,310SH DFND1312,31000
AMAZON COM INCCOM0231351062,5785,940SH DFND145,94000
AMAZON COM INCCOM0231351067161,650SH DFND31,65000
AMAZON COM INCCOM0231351064,92011,334SH DFND711,0660268
AMAZON COM INCCOM023135106352812SH DFND7,9781031
AMAZON COM INCCOM02313510613,15430,303SH DFND928,58201,721
AMAZON COM INCCOM023135106420967SH OTR1922045
AMAZON COM INCCOM023135106109250SH OTR725000
AMBEV SASPONSORED ADR02319V10323037,633SH DFND737,63300
AMBEV SASPONSORED ADR02319V10371,070SH DFND7,92850785
AMBEV SASPONSORED ADR02319V103685112,325SH DFND9112,32500
AMEREN CORPCOM0236081021303,450SH DFND133,45000
AMEREN CORPCOM023608102591,570SH DFND141,57000
AMEREN CORPCOM0236081022546,751SH DFND76,75100
AMEREN CORPCOM0236081021554,112SH DFND7,94,100012
AMEREN CORPCOM02360810211291SH DFND9271020
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1054210SH DFND121000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1051728,091SH DFND77,8220269
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10517783SH DFND7,978300
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1054,189196,561SH DFND9196,56100
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1051195,600SH OTR160005,000
AMERICAN AIRLS GROUP INCCOM02376R1021,08327,112SH DFND1327,11200
AMERICAN AIRLS GROUP INCCOM02376R1021,00825,240SH DFND1425,24000
AMERICAN AIRLS GROUP INCCOM02376R1021543,866SH DFND73,5780288
AMERICAN AIRLS GROUP INCCOM02376R1022917,275SH DFND95,27502,000
AMERICAN AIRLS GROUP INCCOM02376R10212300SH OTR130000
AMERICAN AIRLS GROUP INCCOM02376R1020100SHCallDFND710000
AMERICAN ASSETS TR INCCOM024013104471,210SH DFND131,21000
AMERICAN ASSETS TR INCCOM024013104441,129SH DFND141,12900
AMERICAN ASSETS TR INCCOM02401310419483SH DFND748300
AMERICAN ASSETS TR INCCOM024013104371SH DFND7,97100
AMERICAN ASSETS TR INCCOM024013104371SH DFND97100
AMERICAN ASSETS TR INCCOM0240131041844,691SH OTR134,69100
AMERICAN AXLE & MFG HLDGS INCOM0240611031718,200SH DFND138,20000
AMERICAN AXLE & MFG HLDGS INCOM02406110319912SH DFND1491200
AMERICAN AXLE & MFG HLDGS INCOM02406110317826SH DFND782600
AMERICAN CAMPUS CMNTYS INCCOM024835100128SH DFND12800
AMERICAN CAMPUS CMNTYS INCCOM0248351001012,691SH DFND142,69100
AMERICAN CAMPUS CMNTYS INCCOM0248351002957,819SH DFND77,803016
AMERICAN CAMPUS CMNTYS INCCOM0248351008201SH DFND7,920100
AMERICAN CAMPUS CMNTYS INCCOM02483510063516,845SH DFND916,84500
AMERICAN CAMPUS CMNTYS INCCOM0248351003288,709SH OTR138,70900
AMERICAN CAPITAL AGENCY CORPCOM02503X105754,080SH DFND134,08000
AMERICAN CAPITAL AGENCY CORPCOM02503X105774,192SH DFND74,19200
AMERICAN CAPITAL AGENCY CORPCOM02503X1051347,269SH DFND97,26900
AMERICAN CAP LTDCOM02503Y103141,000SH DFND11,00000
AMERICAN CAP LTDCOM02503Y10357542,400SH DFND1,30042,400
AMERICAN CAP LTDCOM02503Y10324317,962SH DFND717,6520310
AMERICAN CAP LTDCOM02503Y1033214SH DFND7,900214
AMERICAN CAP LTDCOM02503Y103211,557SH DFND91,55700
AMERICAN EAGLE OUTFITTERS NECOM02553E10613768SH DFND176800
AMERICAN EAGLE OUTFITTERS NECOM02553E10619411,290SH DFND1311,29000
AMERICAN EAGLE OUTFITTERS NECOM02553E106402,336SH DFND142,33600
AMERICAN EAGLE OUTFITTERS NECOM02553E1061,750101,635SH DFND7101,574061
AMERICAN EAGLE OUTFITTERS NECOM02553E10648528,162SH DFND7,928,16200
AMERICAN EAGLE OUTFITTERS NECOM02553E10637521,759SH DFND921,75900
AMERICAN ELEC PWR INCCOM0255371012755,195SH DFND15,0910104
AMERICAN ELEC PWR INCCOM0255371012865,390SH DFND135,39000
AMERICAN ELEC PWR INCCOM0255371011773,350SH DFND143,35000
AMERICAN ELEC PWR INCCOM0255371011,05819,973SH DFND719,7990174
AMERICAN ELEC PWR INCCOM025537101801,502SH DFND7,91,0730429
AMERICAN ELEC PWR INCCOM02553710187916,596SH DFND916,59600
AMERICAN ELEC PWR INCCOM025537101921,745SH OTR11,1460599
AMERICAN EXPRESS COCOM0258161091,59620,533SH DFND119,9330600
AMERICAN EXPRESS COCOM0258161091,04513,440SH DFND1313,44000
AMERICAN EXPRESS COCOM0258161095316,830SH DFND146,83000
AMERICAN EXPRESS COCOM0258161094,09852,731SH DFND750,88401,847
AMERICAN EXPRESS COCOM0258161092923,762SH DFND7,93,2030559
AMERICAN EXPRESS COCOM02581610911,365146,228SH DFND9135,876010,352
AMERICAN EXPRESS COCOM02581610980610,370SH OTR19,9700400
AMERICAN EXPRESS COCOM02581610962800SH OTR780000
AMERICAN EXPRESS COCOM0258161090200SHCallDFND720000
AMERICAN FINL GROUP INC OHIOCOM0259321041041,600SH DFND131,60000
AMERICAN FINL GROUP INC OHIOCOM025932104651,000SH DFND141,00000
AMERICAN FINL GROUP INC OHIOCOM025932104811,253SH DFND71,25300
AMERICAN FINL GROUP INC OHIOCOM025932104570SH DFND7,959011
AMERICAN FINL GROUP INC OHIOCOM025932104120SH DFND92000
AMERICAN FINL GROUP INC OHIOCOM02593210439600SH OTR100600
AMERICAN HOMES 4 RENTCL A02665T306674,202SH DFND144,20200
AMERICAN HOMES 4 RENTCL A02665T306261,651SH DFND71,65100
AMERICAN HOMES 4 RENTCL A02665T3063198SH DFND7,919800
AMERICAN HOMES 4 RENTCL A02665T3065282SH DFND928200
AMERICAN HOMES 4 RENTCL A02665T30619312,041SH OTR1312,04100
AMERICAN INTL GROUP INCCOM NEW0268747841,14918,588SH DFND117,6850903
AMERICAN INTL GROUP INCCOM NEW0268747842,50740,550SH DFND1,340,55000
AMERICAN INTL GROUP INCCOM NEW0268747841,01717,585SH DFND1317,58500
AMERICAN INTL GROUP INCCOM NEW0268747844778,601SH DFND148,60100
AMERICAN INTL GROUP INCCOM NEW02687478485813,886SH DFND313,88600
AMERICAN INTL GROUP INCCOM NEW0268747848,040130,080SH DFND7129,4630617
AMERICAN INTL GROUP INCCOM NEW0268747843,38854,810SH DFND7,953,35201,458
AMERICAN INTL GROUP INCCOM NEW0268747846,580106,442SH DFND9104,78401,658
AMERICAN INTL GROUP INCCOM NEW026874784761,227SH OTR15440683
AMERICAN RLTY CAP PPTYS INCCOM02917T1048410,300SH DFND1310,30000
AMERICAN RLTY CAP PPTYS INCCOM02917T10415819,386SH DFND1419,38600
AMERICAN RLTY CAP PPTYS INCCOM02917T10442652,358SH DFND752,35800
AMERICAN RLTY CAP PPTYS INCCOM02917T104992122,050SH OTR13122,05000
AMERICAN TOWER CORP NEWCOM03027X1001,79519,239SH DFND118,3170922
AMERICAN TOWER CORP NEWCOM03027X1002,46826,450SH DFND1,326,45000
AMERICAN TOWER CORP NEWCOM03027X1001,18112,660SH DFND1312,66000
AMERICAN TOWER CORP NEWCOM03027X1006246,690SH DFND146,69000
AMERICAN TOWER CORP NEWCOM03027X1001,62217,382SH DFND317,38200
AMERICAN TOWER CORP NEWCOM03027X10011,473122,978SH DFND7121,54001,438
AMERICAN TOWER CORP NEWCOM03027X1002,64528,353SH DFND7,928,301052
AMERICAN TOWER CORP NEWCOM03027X1007,31078,354SH DFND977,34401,010
AMERICAN TOWER CORP NEWCOM03027X1001091,173SH OTR15300643
AMERICAN WTR WKS CO INC NEWCOM030420103711,450SH DFND11,45000
AMERICAN WTR WKS CO INC NEWCOM030420103821,690SH DFND131,69000
AMERICAN WTR WKS CO INC NEWCOM030420103581,200SH DFND141,20000
AMERICAN WTR WKS CO INC NEWCOM0304201032344,806SH DFND74,6840122
AMERICAN WTR WKS CO INC NEWCOM030420103120SH DFND7,90020
AMERICAN WTR WKS CO INC NEWCOM03042010353510,998SH DFND910,99800
AMERICAN WTR WKS CO INC NEWCOM030420103941,940SH OTR11,6900250
AMERICAN WOODMARK CORPCOM0305061092444,442SH DFND134,44200
AMERICAN WOODMARK CORPCOM03050610910182SH DFND1418200
AMERISOURCEBERGEN CORPCOM03073E10586808SH DFND1787021
AMERISOURCEBERGEN CORPCOM03073E1058377,870SH DFND137,87000
AMERISOURCEBERGEN CORPCOM03073E1058568,048SH DFND148,04800
AMERISOURCEBERGEN CORPCOM03073E1052,71925,565SH DFND725,4020163
AMERISOURCEBERGEN CORPCOM03073E1053233,037SH DFND7,91,93201,105
AMERISOURCEBERGEN CORPCOM03073E1056015,649SH DFND94,44901,200
AMERISOURCEBERGEN CORPCOM03073E105770SH OTR17000
AMERIPRISE FINL INCCOM03076C1062632,109SH DFND11,9890120
AMERIPRISE FINL INCCOM03076C1064803,840SH DFND133,84000
AMERIPRISE FINL INCCOM03076C1065684,546SH DFND144,54600
AMERIPRISE FINL INCCOM03076C1064,00232,033SH DFND732,000033
AMERIPRISE FINL INCCOM03076C1063462,770SH DFND7,92,757013
AMERIPRISE FINL INCCOM03076C1061,54512,363SH DFND910,86301,500
AMERIPRISE FINL INCCOM03076C1061701,357SH OTR11,35700
AMERIGAS PARTNERS L PUNIT L P INT03097510614300SH DFND130000
AMERIGAS PARTNERS L PUNIT L P INT03097510663313,851SH DFND713,85100
AMERIGAS PARTNERS L PUNIT L P INT0309751062,45553,708SH DFND953,70800
AMERIGAS PARTNERS L PUNIT L P INT03097510614300SH OTR130000
AMETEK INC NEWCOM03110010014256SH DFND1340222
AMETEK INC NEWCOM0311001003,85470,360SH DFND1370,36000
AMETEK INC NEWCOM0311001002103,827SH DFND143,82700
AMETEK INC NEWCOM031100100245SH DFND34500
AMETEK INC NEWCOM0311001001,29623,652SH DFND721,42702,225
AMETEK INC NEWCOM0311001004117,501SH DFND97,432069
AMGEN INCCOM0311621008,11352,848SH DFND152,5510297
AMGEN INCCOM0311621001,89112,315SH DFND1,312,31500
AMGEN INCCOM0311621003,72524,264SH DFND1324,26400
AMGEN INCCOM0311621001,80111,730SH DFND1411,73000
AMGEN INCCOM0311621001,1827,701SH DFND37,70100
AMGEN INCCOM03116210016,030104,413SH DFND7103,7900623
AMGEN INCCOM0311621003,97325,881SH DFND7,925,862019
AMGEN INCCOM03116210013,18785,895SH DFND984,09301,802
AMGEN INCCOM0311621003,39422,105SH OTR117,81104,294
AMGEN INCCOM03116210061400SH OTR740000
AMICUS THERAPEUTICS INCCOM03152W109805,630SH DFND135,63000
AMICUS THERAPEUTICS INCCOM03152W109161,130SH DFND141,13000
AMICUS THERAPEUTICS INCCOM03152W1095335SH DFND733500
AMICUS THERAPEUTICS INCCOM03152W109976,826SH OTR136,82600
AMKOR TECHNOLOGY INCCOM031652100193,224SH DFND133,22400
AMKOR TECHNOLOGY INCCOM03165210071,123SH DFND141,12300
AMKOR TECHNOLOGY INCCOM031652100549,040SH DFND99,04000
AMPHENOL CORP NEWCL A03209510159710,300SH DFND1310,30000
AMPHENOL CORP NEWCL A0320951012965,100SH DFND145,10000
AMPHENOL CORP NEWCL A0320951013626,241SH DFND76,147094
AMPHENOL CORP NEWCL A03209510154939SH DFND7,9859080
AMPHENOL CORP NEWCL A0320951011101,903SH DFND91,5000403
AMSURG CORPCOM03232P4051291,850SH DFND131,85000
AMSURG CORPCOM03232P40523333SH DFND1433300
AMSURG CORPCOM03232P40558832SH DFND73410491
AMSURG CORPCOM03232P405120SH DFND92000
AMSURG CORPCOM03232P4052633,762SH OTR133,76200
ANACOR PHARMACEUTICALS INCCOM0324201011892,440SH DFND132,44000
ANACOR PHARMACEUTICALS INCCOM03242010137480SH DFND1448000
ANACOR PHARMACEUTICALS INCCOM03242010110134SH DFND713400
ANADARKO PETE CORPCOM0325111076978,927SH DFND18,8120115
ANADARKO PETE CORPCOM0325111071762,250SH DFND1,32,25000
ANADARKO PETE CORPCOM0325111074255,450SH DFND135,45000
ANADARKO PETE CORPCOM0325111072202,820SH DFND142,82000
ANADARKO PETE CORPCOM032511107781,000SH DFND31,00000
ANADARKO PETE CORPCOM0325111072,29729,427SH DFND729,1230304
ANADARKO PETE CORPCOM032511107841,070SH DFND7,97780292
ANADARKO PETE CORPCOM0325111072,35430,158SH DFND913,359016,799
ANADARKO PETE CORPCOM0325111075547,101SH OTR17,10100
ANALOG DEVICES INCCOM03265410585413,309SH DFND112,9520357
ANALOG DEVICES INCCOM0326541051,16518,150SH DFND1,318,15000
ANALOG DEVICES INCCOM0326541055668,820SH DFND138,82000
ANALOG DEVICES INCCOM0326541052473,850SH DFND143,85000
ANALOG DEVICES INCCOM03265410583813,057SH DFND313,05700
ANALOG DEVICES INCCOM0326541058,113126,397SH DFND7125,7810616
ANALOG DEVICES INCCOM03265410576511,912SH DFND7,911,91200
ANALOG DEVICES INCCOM0326541054,14364,540SH DFND964,54000
ANALOG DEVICES INCCOM032654105891,388SH OTR19680420
ANALOGIC CORPCOM PAR $0.050326572073464,379SH DFND1,3004,379
ANALOGIC CORPCOM PAR $0.0503265720712158SH DFND1315800
ANALOGIC CORPCOM PAR $0.05032657207454SH DFND145400
ANALOGIC CORPCOM PAR $0.050326572071181,498SH DFND71,49800
ANALOGIC CORPCOM PAR $0.050326572074245,373SH DFND949304,880
ANDERSONS INCCOM03416410339210,051SH DFND1310,05100
ANDERSONS INCCOM03416410310265SH DFND1426500
ANDERSONS INCCOM03416410306SH DFND7600
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082,05116,993SH DFND116,7270266
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1081,98916,485SH DFND1,316,48500
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1088717,218SH DFND37,21800
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A10811,83198,040SH DFND796,57601,464
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1081,0618,793SH DFND7,98,6470146
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1085,19443,040SH DFND937,44005,600
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1082381,970SH OTR11,7000270
ANIKA THERAPEUTICS INCCOM0352551081604,843SH DFND134,84300
ANIKA THERAPEUTICS INCCOM0352551089260SH DFND1426000
ANIKA THERAPEUTICS INCCOM035255108591,800SH DFND740001,400
ANN INCCOM0356231071312,720SH DFND132,72000
ANN INCCOM0356231072184,511SH DFND144,51100
ANN INCCOM035623107010SH DFND71000
ANNALY CAP MGMT INCCOM035710409945102,800SH DFND1,300102,800
ANNALY CAP MGMT INCCOM0357104099610,490SH DFND1310,49000
ANNALY CAP MGMT INCCOM035710409404,380SH DFND144,38000
ANNALY CAP MGMT INCCOM03571040925627,908SH DFND726,9290979
ANNALY CAP MGMT INCCOM03571040910911,880SH DFND911,88000
ANSYS INCCOM03662Q105336SH DFND124012
ANSYS INCCOM03662Q1053,78941,523SH DFND1341,52300
ANSYS INCCOM03662Q10546500SH DFND1450000
ANSYS INCCOM03662Q105332SH DFND33200
ANSYS INCCOM03662Q1053714,066SH DFND73,9100156
ANSYS INCCOM03662Q10537402SH DFND7,940200
ANSYS INCCOM03662Q1053083,380SH DFND93,299081
ANTARES PHARMA INCCOM0366421062310,860SH DFND1310,86000
ANTARES PHARMA INCCOM0366421061450SH DFND1445000
ANTERO RES CORPCOM03674X106381,100SH DFND141,10000
ANTERO RES CORPCOM03674X1061825,300SH DFND75,30000
ANTERO RES CORPCOM03674X106380SH DFND98000
ANTHEM INCCOM03675210334208SH DFND1197011
ANTHEM INCCOM0367521034282,610SH DFND132,61000
ANTHEM INCCOM0367521033592,186SH DFND142,18600
ANTHEM INCCOM0367521039645,875SH DFND74,33901,536
ANTHEM INCCOM036752103158963SH DFND7,996300
ANTHEM INCCOM0367521034642,828SH DFND92,758070
APACHE CORPCOM0374111051,35223,457SH DFND123,45700
APACHE CORPCOM037411105701,213SH DFND131,21300
APACHE CORPCOM0374111052604,518SH DFND34,51800
APACHE CORPCOM03741110562410,833SH DFND79,53301,300
APACHE CORPCOM0374111051402,433SH DFND7,92,43300
APACHE CORPCOM0374111051,17720,421SH DFND912,80907,612
APACHE CORPCOM0374111052504,336SH OTR14,33600
APARTMENT INVT & MGMT COCL A03748R1011473,970SH DFND133,97000
APARTMENT INVT & MGMT COCL A03748R1011153,102SH DFND143,10200
APARTMENT INVT & MGMT COCL A03748R1011082,928SH DFND72,92800
APARTMENT INVT & MGMT COCL A03748R10117455SH DFND7,945500
APARTMENT INVT & MGMT COCL A03748R10115395SH DFND939500
APARTMENT INVT & MGMT COCL A03748R10140711,029SH OTR1311,02900
APOLLO INVT CORPNOTE 5.750% 1/103761UAE67675,000PRN DFND775,00000
APOLLO INVT CORPCOM03761U10621730,655SH DFND730,625030
APOLLO INVT CORPCOM03761U106355,000SH DFND7,95,00000
APOLLO INVT CORPCOM03761U1066800SH OTR180000
APPLE INCCOM03783310035,897286,205SH DFND1280,13206,073
APPLE INCCOM0378331007,60460,626SH DFND1,360,62600
APPLE INCCOM03783310023,550187,760SH DFND13187,76000
APPLE INCCOM03783310011,53691,978SH DFND1491,1408380
APPLE INCCOM0378331007,31558,320SH DFND358,32000
APPLE INCCOM03783310083,914669,041SH DFND7654,910014,131
APPLE INCCOM03783310011,71993,432SH DFND7,992,7040728
APPLE INCCOM03783310092,693739,032SH DFND9699,175039,857
APPLE INCCOM0378331007,94463,334SH OTR157,23506,099
APPLE INCCOM0378331004,33834,586SH OTR1334,58600
APPLE INCCOM0378331001,2359,850SH OTR79,85000
APPLE INCCOM0378331000300SHCallDFND730000
APPLE INCCOM0378331002927,800SHCallDFND97,80000
APPLE INCCOM0378331000700SHCallOTR100700
APPLE INCCOM0378331001700SHPutOTR100700
APPLIED MATLS INCCOM038222105482,500SH DFND12,50000
APPLIED MATLS INCCOM03822210562632,580SH DFND1332,58000
APPLIED MATLS INCCOM03822210529315,260SH DFND1415,26000
APPLIED MATLS INCCOM03822210595549,708SH DFND745,51904,189
APPLIED MATLS INCCOM0382221051819,395SH DFND7,99,2350160
APPLIED MATLS INCCOM0382221055,219271,521SH DFND9271,478043
APPLIED MATLS INCCOM038222105844,350SH OTR13,35001,000
APTARGROUP INCCOM03833610337580SH DFND1358000
APTARGROUP INCCOM03833610338600SH DFND1460000
APTARGROUP INCCOM0383361033245,074SH DFND719904,875
APTARGROUP INCCOM038336103458SH DFND7,95800
APTARGROUP INCCOM038336103841,325SH DFND91,32500
AQUA AMERICA INCCOM03836W1037281SH DFND128100
AQUA AMERICA INCCOM03836W103321,325SH DFND131,32500
AQUA AMERICA INCCOM03836W1031656,749SH DFND76,74900
AQUA AMERICA INCCOM03836W103020SH DFND7,90020
AQUA AMERICA INCCOM03836W1032,784113,685SH DFND9113,5350150
AQUA AMERICA INCCOM03836W103311,250SH OTR11,25000
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L10411912,258SH DFND1412,25800
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L10414615,032SH DFND715,03200
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L104293,000SH DFND93,00000
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L10420020,624SH OTR1320,62400
ARCH COAL INCCOM039380100410,300SH DFND1310,30000
ARCH COAL INCCOM03938010012,420SH DFND72,42000
ARCH COAL INCCOM03938010011,962SH DFND91,96200
ARCHER DANIELS MIDLAND COCOM0394831021302,702SH DFND12,70200
ARCHER DANIELS MIDLAND COCOM0394831023647,540SH DFND137,54000
ARCHER DANIELS MIDLAND COCOM0394831021873,870SH DFND143,87000
ARCHER DANIELS MIDLAND COCOM03948310263013,056SH DFND77,44405,612
ARCHER DANIELS MIDLAND COCOM039483102531,092SH DFND7,91,09200
ARCHER DANIELS MIDLAND COCOM0394831023477,197SH DFND97,19700
ARCHER DANIELS MIDLAND COCOM03948310248210,000SH OTR14,50005,500
ARENA PHARMACEUTICALS INCCOM040047102449,560SH DFND139,56000
ARENA PHARMACEUTICALS INCCOM040047102132,764SH DFND142,76400
ARES CAP CORPNOTE 5.125% 6/004010LAD54544,000PRN DFND944,00000
ARES CAP CORPNOTE 4.875% 3/104010LAG81918,000PRN DFND718,00000
ARES CAP CORPNOTE 4.375% 1/104010LAM51717,000PRN DFND917,00000
ARES CAP CORPCOM04010L10316974SH DFND197400
ARES CAP CORPCOM04010L1031,986120,661SH DFND7118,49802,163
ARES CAP CORPCOM04010L103835,024SH DFND7,95,000024
ARES CAP CORPCOM04010L10396558,650SH DFND921,650037,000
ARES CAP CORPCOM04010L103332,000SH OTR12,00000
ARIAD PHARMACEUTICALS INCCOM04033A1008810,630SH DFND1310,63000
ARIAD PHARMACEUTICALS INCCOM04033A100516,140SH DFND146,14000
ARIAD PHARMACEUTICALS INCCOM04033A100222,712SH DFND92,71200
ARM HLDGS PLCSPONSORED ADR0420681061863,775SH DFND13,77500
ARM HLDGS PLCSPONSORED ADR04206810654110,973SH DFND710,4220551
ARM HLDGS PLCSPONSORED ADR04206810613254SH DFND7,925400
ARM HLDGS PLCSPONSORED ADR0420681064759,641SH DFND99,64100
ARM HLDGS PLCSPONSORED ADR04206810621435SH OTR143500
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ARMOUR RESIDENTIAL REIT INCCOM04231510172,610SH DFND142,61000
ARMOUR RESIDENTIAL REIT INCCOM0423151014716,790SH DFND916,79000
ARRIS GROUP INC NEWCOM04270V10631110,153SH DFND1310,15300
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ARRIS GROUP INC NEWCOM04270V1062116,893SH DFND76,89300
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ARROW ELECTRS INCCOM042735100911,639SH DFND71,63207
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ARVINMERITOR INCFRNT 4.000% 2/1043353AH41616,000PRN DFND916,00000
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ASHLAND INC NEWCOM0442091042051,685SH DFND71,671014
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ASPEN TECHNOLOGY INCCOM04532710378517,225SH DFND1317,22500
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ASTRAZENECA PLCSPONSORED ADR0463531081542,417SH DFND12,3170100
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CBIZ INCCOM124805102232,407SH DFND132,40700
CBIZ INCCOM124805102160SH DFND146000
CBIZ INCCOM12480510216917,500SH DFND317,50000
CBIZ INCCOM1248051025534SH DFND753400
CBL & ASSOC PPTYS INCCOM124830100684,178SH DFND144,17800
CBL & ASSOC PPTYS INCCOM1248301003199SH DFND719900
CBL & ASSOC PPTYS INCCOM124830100185SH DFND7,90085
CBL & ASSOC PPTYS INCCOM124830100185SH DFND98500
CBL & ASSOC PPTYS INCCOM12483010024715,254SH OTR1315,25400
CBS CORP NEWCL B1248572022254,058SH DFND13,5380520
CBS CORP NEWCL B1248572025,15292,830SH DFND1392,83000
CBS CORP NEWCL B1248572024287,720SH DFND147,72000
CBS CORP NEWCL B124857202350SH DFND35000
CBS CORP NEWCL B1248572022,81350,680SH DFND747,11203,568
CBS CORP NEWCL B1248572022785,016SH DFND7,94,994022
CBS CORP NEWCL B1248572023796,829SH DFND96,4550374
CBS CORP NEWCL B1248572021532,762SH OTR12,4890273
CBS CORP NEWCL B12485720285115,329SH OTR1315,32900
CBOE HLDGS INCCOM12503M1081723,000SH DFND133,00000
CBOE HLDGS INCCOM12503M10846800SH DFND1480000
CBOE HLDGS INCCOM12503M1085709,969SH DFND79,96900
CBOE HLDGS INCCOM12503M10842738SH DFND973800
CBRE CLARION GLOBAL REAL ESTCOM12504G1005600SH DFND160000
CBRE CLARION GLOBAL REAL ESTCOM12504G100658,134SH DFND76,50401,630
CBRE CLARION GLOBAL REAL ESTCOM12504G1003382SH DFND900382
CBRE CLARION GLOBAL REAL ESTCOM12504G100536,711SH OTR16,71100
CBRE GROUP INCCL A12504L109581,566SH DFND11,539027
CBRE GROUP INCCL A12504L1094,466120,710SH DFND13120,71000
CBRE GROUP INCCL A12504L1091784,800SH DFND144,80000
CBRE GROUP INCCL A12504L109370SH DFND37000
CBRE GROUP INCCL A12504L1092446,604SH DFND76,535069
CBRE GROUP INCCL A12504L10919518SH DFND7,951800
CBRE GROUP INCCL A12504L1091,47139,758SH DFND925,925013,833
CDK GLOBAL INCCOM12508E1012514,656SH DFND14,65600
CDK GLOBAL INCCOM12508E1012524,676SH DFND134,67600
CDK GLOBAL INCCOM12508E1012003,706SH DFND143,70600
CDK GLOBAL INCCOM12508E1011,66730,884SH DFND723,31807,566
CDK GLOBAL INCCOM12508E1012374,390SH DFND7,94,38802
CDK GLOBAL INCCOM12508E1015,33398,793SH DFND997,24201,551
CDK GLOBAL INCCOM12508E1014067,520SH OTR16,6880832
CDK GLOBAL INCCOM12508E10186416,001SH OTR1316,00100
CEB INCCOM12513410668780SH DFND1378000
CEB INCCOM12513410640460SH DFND1446000
CEB INCCOM12513410618212SH DFND721200
CEB INCCOM1251341061001,144SH DFND91,14400
CDW CORPCOM12514G1081955,691SH DFND15,69100
CDW CORPCOM12514G108631,840SH DFND131,84000
CDW CORPCOM12514G1083,41999,738SH DFND799,691047
CDW CORPCOM12514G1083058,901SH DFND7,98,865036
CDW CORPCOM12514G10866619,433SH DFND918,9430490
CDW CORPCOM12514G108391,125SH OTR11,12500
CF INDS HLDGS INCCOM1252691004486,975SH DFND136,97500
CF INDS HLDGS INCCOM1252691002043,180SH DFND143,18000
CF INDS HLDGS INCCOM125269100931,444SH DFND71,2690175
CF INDS HLDGS INCCOM1252691001832,845SH DFND7,92,780065
CF INDS HLDGS INCCOM1252691001,15217,928SH DFND98,92809,000
C H ROBINSON WORLDWIDE INCCOM NEW12541W2096100SH DFND110000
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091923,084SH DFND133,08400
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091352,163SH DFND142,16300
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091893,025SH DFND73,02500
C H ROBINSON WORLDWIDE INCCOM NEW12541W2098132SH DFND7,9100032
C H ROBINSON WORLDWIDE INCCOM NEW12541W2092694,315SH DFND92,91501,400
C H ROBINSON WORLDWIDE INCCOM NEW12541W2096100SH OTR110000
CIGNA CORPORATIONCOM12550910947290SH DFND128208
CIGNA CORPORATIONCOM1255091091,1717,230SH DFND137,23000
CIGNA CORPORATIONCOM1255091095863,617SH DFND143,61700
CIGNA CORPORATIONCOM1255091091,66610,285SH DFND710,274011
CIGNA CORPORATIONCOM12550910980496SH DFND7,949600
CIGNA CORPORATIONCOM125509109155959SH DFND94590500
CIGNA CORPORATIONCOM1255091091671,028SH OTR11,02800
CIT GROUP INCCOM NEW1255818016120SH DFND112000
CIT GROUP INCCOM NEW1255818011122,400SH DFND132,40000
CIT GROUP INCCOM NEW12558180199021,300SH DFND1421,30000
CIT GROUP INCCOM NEW1255818011964,225SH DFND74,159066
CIT GROUP INCCOM NEW125581801121SH DFND7,90021
CIT GROUP INCCOM NEW1255818011,94041,723SH OTR1341,72300
CLECO CORP NEWCOM12561W1051092,025SH DFND132,02500
CLECO CORP NEWCOM12561W10522416SH DFND1441600
CLECO CORP NEWCOM12561W10516298SH DFND729800
CLECO CORP NEWCOM12561W1051192,219SH DFND92,21900
CME GROUP INCCOM12572Q1052032,178SH DFND12,17800
CME GROUP INCCOM12572Q1053633,900SH DFND133,90000
CME GROUP INCCOM12572Q1051771,900SH DFND141,90000
CME GROUP INCCOM12572Q1057007,522SH DFND77,2700252
CME GROUP INCCOM12572Q10567717SH DFND7,9660057
CME GROUP INCCOM12572Q1051751,883SH DFND91,0210862
CMS ENERGY CORPCOM125896100852,656SH DFND12,65600
CMS ENERGY CORPCOM1258961001173,670SH DFND133,67000
CMS ENERGY CORPCOM125896100531,650SH DFND141,65000
CMS ENERGY CORPCOM1258961001,40344,062SH DFND743,964098
CMS ENERGY CORPCOM1258961001534,812SH DFND7,94,81200
CMS ENERGY CORPCOM12589610038312,041SH DFND912,04100
CMS ENERGY CORPCOM12589610018550SH OTR155000
CNOOC LTDSPONSORED ADR12613210985600SH DFND1,360000
CNOOC LTDSPONSORED ADR12613210954380SH DFND300380
CNOOC LTDSPONSORED ADR1261321092021,426SH DFND71,416010
CNOOC LTDSPONSORED ADR12613210925179SH DFND7,917900
CNOOC LTDSPONSORED ADR1261321091421,004SH DFND91,00400
CRH PLCADR12626K203642,273SH DFND142,27300
CRH PLCADR12626K203421,486SH DFND71,449037
CRH PLCADR12626K20310357SH DFND7,935700
CRH PLCADR12626K20336813,108SH DFND90013,108
CSX CORPCOM1264081033,354102,738SH DFND1102,73800
CSX CORPCOM12640810347714,600SH DFND1314,60000
CSX CORPCOM1264081031454,440SH DFND144,44000
CSX CORPCOM1264081031,49645,832SH DFND745,5030329
CSX CORPCOM1264081032467,529SH DFND7,95,93901,590
CSX CORPCOM1264081031,34441,176SH DFND939,67601,500
CSX CORPCOM1264081032,00461,370SH OTR158,71702,653
CTC MEDIA INCCOM12642X10631,500SH DFND141,50000
CTC MEDIA INCCOM12642X10641,784SH DFND91,78400
CTC MEDIA INCCOM12642X1063716,400SH OTR1316,40000
CTI BIOPHARMA CORPCOM12648L1062412,550SH DFND1312,55000
CTI BIOPHARMA CORPCOM12648L10641,910SH DFND141,91000
CVS HEALTH CORPCOM1266501007,10367,729SH DFND166,7890940
CVS HEALTH CORPCOM1266501003,30531,510SH DFND1,331,51000
CVS HEALTH CORPCOM1266501003,51833,540SH DFND1333,54000
CVS HEALTH CORPCOM1266501001,75016,681SH DFND1416,68100
CVS HEALTH CORPCOM1266501002,01819,240SH DFND319,24000
CVS HEALTH CORPCOM12665010024,553234,109SH DFND7226,19007,919
CVS HEALTH CORPCOM1266501005,68154,163SH DFND7,954,0580105
CVS HEALTH CORPCOM12665010015,968152,248SH DFND9142,76309,485
CVS HEALTH CORPCOM1266501001,66915,915SH OTR115,0720843
CVS HEALTH CORPCOM12665010084800SH OTR780000
CVS HEALTH CORPCOM1266501006800SHCallDFND980000
CYS INVTS INCCOM12673A108526,790SH DFND136,79000
CYS INVTS INCCOM12673A108101,230SH DFND141,23000
CYS INVTS INCCOM12673A108506,522SH DFND76,52200
CYS INVTS INCCOM12673A1089312,050SH DFND912,05000
CA INCCOM12673P1051,06936,513SH DFND133,02203,491
CA INCCOM12673P1051224,180SH DFND134,18000
CA INCCOM12673P1051234,198SH DFND141,1603,0380
CA INCCOM12673P10551117,435SH DFND317,43500
CA INCCOM12673P10510,247349,840SH DFND7349,84000
CA INCCOM12673P1051,38147,138SH DFND7,947,0120126
CA INCCOM12673P1053,158107,835SH DFND9107,777058
CA INCCOM12673P1052127,253SH OTR16,5660687
CABELAS INCCOM12680430136727SH DFND172700
CABELAS INCCOM1268043011332,653SH DFND132,65300
CABELAS INCCOM1268043011001,997SH DFND71,6040393
CABELAS INCCOM1268043011492,977SH DFND7,92,97700
CABELAS INCCOM1268043014078,138SH DFND97,9860152
CABLEVISION SYS CORPCL A NY CABLVS12686C1097299SH DFND129900
CABLEVISION SYS CORPCL A NY CABLVS12686C1091576,540SH DFND136,54000
CABLEVISION SYS CORPCL A NY CABLVS12686C109391,630SH DFND141,63000
CABLEVISION SYS CORPCL A NY CABLVS12686C10944818,715SH DFND717,9520763
CABLEVISION SYS CORPCL A NY CABLVS12686C109140SH DFND7,90040
CABLEVISION SYS CORPCL A NY CABLVS12686C109301,269SH DFND91,26900
CABOT CORPCOM12705510144411,913SH DFND1,30011,913
CABOT CORPCOM12705510117460SH DFND1346000
CABOT CORPCOM1270551016165SH DFND716500
CABOT CORPCOM12705510161516,502SH DFND9952015,550
CABOT MICROELECTRONICS CORPCOM12709P1034289,076SH DFND1,3009,076
CABOT MICROELECTRONICS CORPCOM12709P103651,381SH DFND131,38100
CABOT MICROELECTRONICS CORPCOM12709P10314292SH DFND1429200
CABOT MICROELECTRONICS CORPCOM12709P1031102,337SH DFND72,2370100
CABOT MICROELECTRONICS CORPCOM12709P10362513,274SH DFND9254013,020
CABOT OIL & GAS CORPCOM127097103251SH DFND136015
CABOT OIL & GAS CORPCOM127097103581,850SH DFND1,31,85000
CABOT OIL & GAS CORPCOM1270971032,47678,500SH DFND1378,50000
CABOT OIL & GAS CORPCOM1270971032437,700SH DFND147,70000
CABOT OIL & GAS CORPCOM127097103140SH DFND34000
CABOT OIL & GAS CORPCOM12709710381725,899SH DFND723,86802,031
CABOT OIL & GAS CORPCOM1270971031885,955SH DFND95,4570498
CABOT OIL & GAS CORPCOM127097103252SH OTR15200
CADENCE DESIGN SYSTEM INCCOM12738710823011,710SH DFND1311,71000
CADENCE DESIGN SYSTEM INCCOM1273871081045,300SH DFND145,30000
CADENCE DESIGN SYSTEM INCCOM127387108663,347SH DFND73,34700
CADENCE DESIGN SYSTEM INCCOM12738710810484SH DFND948400
CAL MAINE FOODS INCCOM NEW128030202991,904SH DFND131,90400
CAL MAINE FOODS INCCOM NEW12803020218350SH DFND1435000
CAL MAINE FOODS INCCOM NEW12803020223444SH DFND744400
CAL MAINE FOODS INCCOM NEW1280302024368,356SH DFND98,35600
CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT12812510113111,950SH DFND711,95000
CALAMOS STRATEGIC TOTL RETNCOM SH BEN INT128125101736,680SH OTR16,68000
CALAMP CORPCOM12812610922312,196SH DFND1312,19600
CALAMP CORPCOM1281261097390SH DFND1439000
CALAMP CORPCOM128126109156SH DFND70056
CALIFORNIA RES CORPCOM13057Q1076932SH DFND193200
CALIFORNIA RES CORPCOM13057Q107029SH DFND1,32900
CALIFORNIA RES CORPCOM13057Q107193,200SH DFND133,20000
CALIFORNIA RES CORPCOM13057Q107101,704SH DFND141,70400
CALIFORNIA RES CORPCOM13057Q107073SH DFND37300
CALIFORNIA RES CORPCOM13057Q107518,455SH DFND77,9710484
CALIFORNIA RES CORPCOM13057Q1073478SH DFND7,947008
CALIFORNIA RES CORPCOM13057Q107406,596SH DFND91,58005,016
CALIFORNIA RES CORPCOM13057Q1072407SH OTR140700
CALPINE CORPCOM NEW131347304402,230SH DFND132,23000
CALPINE CORPCOM NEW131347304593,300SH DFND143,30000
CALPINE CORPCOM NEW131347304985,447SH DFND75,44700
CALPINE CORPCOM NEW1313473047413SH DFND7,92830130
CAMDEN PPTY TRSH BEN INT13313110213170SH DFND1317000
CAMDEN PPTY TRSH BEN INT13313110243576SH DFND1457600
CAMDEN PPTY TRSH BEN INT13313110229388SH DFND7368020
CAMDEN PPTY TRSH BEN INT133131102450SH DFND7,95000
CAMDEN PPTY TRSH BEN INT13313110229397SH DFND939700
CAMDEN PPTY TRSH BEN INT1331311024766,413SH OTR136,41300
CAMECO CORPCOM13321L1083200SH DFND120000
CAMECO CORPCOM13321L1081067,450SH DFND1,37,45000
CAMECO CORPCOM13321L108473,287SH DFND143,28700
CAMECO CORPCOM13321L10818012,614SH DFND712,61400
CAMECO CORPCOM13321L108725,068SH DFND95,06800
CAMECO CORPCOM13321L108594,106SH OTR134,10600
CAMERON INTERNATIONAL CORPCOM13342B1051102,091SH DFND12,09100
CAMERON INTERNATIONAL CORPCOM13342B1051833,500SH DFND1,33,50000
CAMERON INTERNATIONAL CORPCOM13342B1052073,960SH DFND133,96000
CAMERON INTERNATIONAL CORPCOM13342B105651,240SH DFND141,24000
CAMERON INTERNATIONAL CORPCOM13342B10558011,067SH DFND710,7870280
CAMERON INTERNATIONAL CORPCOM13342B10538723SH DFND7,9627096
CAMERON INTERNATIONAL CORPCOM13342B10518346SH DFND9329017
CAMERON INTERNATIONAL CORPCOM13342B10526500SH OTR750000
CAMPBELL SOUP COCOM13442910910200SH DFND120000
CAMPBELL SOUP COCOM134429109551,156SH DFND131,15600
CAMPBELL SOUP COCOM1344291091392,923SH DFND142,92300
CAMPBELL SOUP COCOM1344291091,93940,689SH DFND738,58902,100
CAMPBELL SOUP COCOM134429109761,595SH DFND7,91,59500
CAMPBELL SOUP COCOM13442910979616,702SH DFND915,40201,300
CAMPBELL SOUP COCOM1344291091222,550SH OTR12,55000
CANADIAN NATL RY COCOM1363751024738,192SH DFND77,9690223
CANADIAN NATL RY COCOM13637510215262SH DFND7,926200
CANADIAN NATL RY COCOM1363751021,19920,766SH DFND95,566015,200
CANADIAN NATL RY COCOM1363751029150SH OTR115000
CANADIAN NATL RY COCOM1363751020800SHCallDFND780000
CANADIAN NAT RES LTDCOM1363851013008,850SH DFND1,38,85000
CANADIAN NAT RES LTDCOM13638510131711,664SH DFND1411,66400
CANADIAN NAT RES LTDCOM13638510159321,844SH DFND721,84400
CANADIAN NAT RES LTDCOM1363851011716,305SH DFND7,96,30500
CANADIAN NAT RES LTDCOM13638510149718,304SH DFND916,38401,920
CANADIAN NAT RES LTDCOM13638510111392SH OTR139200
CANADIAN NAT RES LTDCOM13638510151919,113SH OTR1319,11300
CANADIAN PAC RY LTDCOM13645T1008235,137SH DFND14,2210916
CANADIAN PAC RY LTDCOM13645T1004572,854SH DFND32,85400
CANADIAN PAC RY LTDCOM13645T1005963,719SH DFND73,71405
CANADIAN PAC RY LTDCOM13645T10085532SH DFND7,953200
CANADIAN PAC RY LTDCOM13645T1001,91711,967SH DFND96,85705,110
CANADIAN PAC RY LTDCOM13645T10052327SH OTR132700
CANON INCSPONSORED ADR13800630965120,091SH DFND720,069022
CANON INCSPONSORED ADR13800630958618,081SH DFND7,918,08100
CANON INCSPONSORED ADR1380063092959,113SH DFND97,97301,140
CANON INCSPONSORED ADR138006309341,055SH OTR11,05500
CANTEL MEDICAL CORPCOM1380981083526,566SH DFND136,56600
CANTEL MEDICAL CORPCOM13809810825470SH DFND1447000
CANTEL MEDICAL CORPCOM138098108721,348SH DFND76480700
CANTEL MEDICAL CORPCOM13809810850936SH DFND993600
CAPITAL ONE FINL CORPCOM14040H1052873,263SH DFND13,26300
CAPITAL ONE FINL CORPCOM14040H1055015,700SH DFND135,70000
CAPITAL ONE FINL CORPCOM14040H1051802,050SH DFND142,05000
CAPITAL ONE FINL CORPCOM14040H1052,35926,817SH DFND726,4550362
CAPITAL ONE FINL CORPCOM14040H1051571,782SH DFND7,91,78200
CAPITAL ONE FINL CORPCOM14040H1054,22147,983SH DFND947,5500433
CAPITAL ONE FINL CORPCOM14040H1051751,990SH OTR11,4900500
CAPITAL SR LIVING CORPCOM140475104391,598SH DFND131,59800
CAPITAL SR LIVING CORPCOM14047510411439SH DFND1443900
CAPITAL SR LIVING CORPCOM1404751042319,426SH OTR139,42600
CAPSTONE TURBINE CORPCOM14067D1021125,640SH DFND1325,64000
CAPSTONE TURBINE CORPCOM14067D10201,100SH DFND141,10000
CARDINAL HEALTH INCCOM14149Y1083954,717SH DFND14,4390278
CARDINAL HEALTH INCCOM14149Y1086778,090SH DFND1,38,09000
CARDINAL HEALTH INCCOM14149Y1086217,420SH DFND137,42000
CARDINAL HEALTH INCCOM14149Y1083153,770SH DFND143,77000
CARDINAL HEALTH INCCOM14149Y1081301,550SH DFND31,55000
CARDINAL HEALTH INCCOM14149Y1085,34763,924SH DFND763,1580766
CARDINAL HEALTH INCCOM14149Y1083,35640,120SH DFND7,940,12000
CARDINAL HEALTH INCCOM14149Y1086,16673,707SH DFND969,40904,298
CARDINAL HEALTH INCCOM14149Y1081351,610SH OTR11,61000
CARDINAL HEALTH INCCOM14149Y1083694,417SH OTR134,41700
CARDINAL HEALTH INCCOM14149Y108101,000SHCallDFND91,00000
CARDTRONICS INCNOTE 1.000%12/014161HAG34041,000PRN DFND941,00000
CARDTRONICS INCCOM14161H10872019,441SH DFND1,30019,441
CARDTRONICS INCCOM14161H10846012,417SH DFND1312,41700
CARDTRONICS INCCOM14161H10820540SH DFND1454000
CARDTRONICS INCCOM14161H10812335SH DFND733500
CARDTRONICS INCCOM14161H1081,01227,304SH DFND91,279026,025
CARDIOVASCULAR SYS INC DELCOM14161910629411,118SH DFND1311,11800
CARDIOVASCULAR SYS INC DELCOM14161910612440SH DFND1444000
CARLISLE COS INCCOM1423391001291,290SH DFND131,29000
CARLISLE COS INCCOM14233910014140SH DFND1414000
CARLISLE COS INCCOM1423391005135,119SH DFND75,11900
CARLISLE COS INCCOM14233910047467SH DFND7,946700
CARLISLE COS INCCOM1423391001221,217SH DFND91,21700
CARLISLE COS INCCOM14233910061614SH OTR161400
CARLISLE COS INCCOM1423391001300SHCallDFND930000
CARMAX INCCOM1431301021,61924,460SH DFND124,46000
CARMAX INCCOM1431301024907,400SH DFND137,40000
CARMAX INCCOM1431301021852,800SH DFND142,80000
CARMAX INCCOM14313010269610,510SH DFND310,51000
CARMAX INCCOM1431301025778,721SH DFND78,72100
CARMAX INCCOM143130102691,045SH DFND7,9974071
CARMAX INCCOM14313010275911,459SH DFND911,45900
CARMAX INCCOM143130102861,305SH OTR11,30500
CARNIVAL CORPPAIRED CTF1436583001,80936,617SH DFND136,61700
CARNIVAL CORPPAIRED CTF1436583001893,820SH DFND133,82000
CARNIVAL CORPPAIRED CTF1436583001032,080SH DFND142,08000
CARNIVAL CORPPAIRED CTF14365830064513,053SH DFND313,05300
CARNIVAL CORPPAIRED CTF14365830053110,751SH DFND710,4550296
CARNIVAL CORPPAIRED CTF143658300661,335SH DFND7,91,33500
CARNIVAL CORPPAIRED CTF1436583001,97840,054SH DFND936,05404,000
CARNIVAL CORPPAIRED CTF1436583002555,160SH OTR14,16001,000
CARPENTER TECHNOLOGY CORPCOM144285103782,010SH DFND132,01000
CARPENTER TECHNOLOGY CORPCOM14428510332820SH DFND1482000
CARPENTER TECHNOLOGY CORPCOM1442851031864,801SH DFND74,79803
CARPENTER TECHNOLOGY CORPCOM1442851034110SH DFND911000
CARPENTER TECHNOLOGY CORPCOM144285103611,576SH OTR11,57600
CARTER INCCOM1462291091491,400SH DFND131,40000
CARTER INCCOM14622910932300SH DFND1430000
CARTER INCCOM1462291093853,624SH DFND73,594030
CARTER INCCOM146229109220SH DFND92000
CASEYS GEN STORES INCCOM1475281032182,276SH DFND132,27600
CASEYS GEN STORES INCCOM14752810343453SH DFND1445300
CASEYS GEN STORES INCCOM1475281033793,961SH DFND73,96100
CASEYS GEN STORES INCCOM147528103330SH DFND93000
CATALENT INCCOM1488061021434,890SH DFND134,89000
CATALENT INCCOM14880610228940SH DFND1494000
CATALENT INCCOM1488061028288SH DFND728800
CATALENT INCCOM148806102521,761SH DFND91,76100
CATAMARAN CORPCOM14888710235576SH DFND157600
CATAMARAN CORPCOM1488871023565,832SH DFND135,83200
CATAMARAN CORPCOM1488871022213,624SH DFND143,62400
CATAMARAN CORPCOM1488871021091,782SH DFND71,78200
CATAMARAN CORPCOM148887102464SH DFND7,923041
CATAMARAN CORPCOM1488871024767,798SH DFND97,79800
CATAMARAN CORPCOM14888710254878SH OTR1387800
CATCHMARK TIMBER TR INCCL A14912Y202171,480SH DFND131,48000
CATCHMARK TIMBER TR INCCL A14912Y2022150SH DFND1415000
CATCHMARK TIMBER TR INCCL A14912Y20225121,673SH DFND721,67300
CATCHMARK TIMBER TR INCCL A14912Y202040SH DFND94000
CATERPILLAR INC DELCOM1491231014,18849,371SH DFND149,0710300
CATERPILLAR INC DELCOM1491231017558,900SH DFND138,90000
CATERPILLAR INC DELCOM1491231013604,239SH DFND144,23900
CATERPILLAR INC DELCOM14912310138450SH DFND345000
CATERPILLAR INC DELCOM1491231013,94746,532SH DFND739,10907,423
CATERPILLAR INC DELCOM14912310190010,607SH DFND7,910,60007
CATERPILLAR INC DELCOM14912310110,224120,541SH DFND9113,52907,012
CATERPILLAR INC DELCOM1491231011,38116,284SH OTR115,08401,200
CATERPILLAR INC DELCOM149123101931,100SH OTR71,10000
CAVIUM INCCOM14964U1082273,294SH DFND133,29400
CAVIUM INCCOM14964U10845656SH DFND1465600
CAVIUM INCCOM14964U108801,159SH DFND71,15900
CAVIUM INCCOM14964U1081652,392SH DFND92,39200
CELANESE CORP DELCOM SER A1508701032062,870SH DFND132,87000
CELANESE CORP DELCOM SER A150870103680SH DFND148000
CELANESE CORP DELCOM SER A15087010337512SH DFND751200
CELANESE CORP DELCOM SER A150870103451SH DFND7,90051
CELANESE CORP DELCOM SER A1508701031472,046SH DFND92,04600
CELGENE CORPCOM1510201043,80532,876SH DFND130,29902,577
CELGENE CORPCOM1510201043,00525,966SH DFND1325,96600
CELGENE CORPCOM1510201041,45812,600SH DFND1412,60000
CELGENE CORPCOM1510201047586,552SH DFND36,55200
CELGENE CORPCOM1510201044,92742,569SH DFND741,30201,267
CELGENE CORPCOM1510201048056,956SH DFND7,96,862094
CELGENE CORPCOM1510201045,02443,407SH DFND937,43605,971
CELGENE CORPCOM1510201046986,030SH OTR14,63001,400
CELGENE CORPCOM1510201041,76015,203SH OTR1315,20300
CELLDEX THERAPEUTICS INC NEWCOM15117B1031315,183SH DFND135,18300
CELLDEX THERAPEUTICS INC NEWCOM15117B103301,170SH DFND141,17000
CELLDEX THERAPEUTICS INC NEWCOM15117B103361,436SH DFND71,43600
CELLDEX THERAPEUTICS INC NEWCOM15117B103502,000SH DFND9002,000
CEMPRA INCCOM15130J109521,500SH DFND131,50000
CEMPRA INCCOM15130J10911330SH DFND1433000
CEMPRA INCCOM15130J10944713,000SH OTR1313,00000
CENTENE CORP DELCOM15135B1016578,177SH DFND17,01901,158
CENTENE CORP DELCOM15135B10183610,404SH DFND1310,40400
CENTENE CORP DELCOM15135B1011291,600SH DFND141,60000
CENTENE CORP DELCOM15135B1017088,802SH DFND78,770032
CENTENE CORP DELCOM15135B10169860SH DFND7,986000
CENTENE CORP DELCOM15135B1017759,636SH DFND98,63601,000
CENTENE CORP DELCOM15135B10132393SH OTR139300
CENOVUS ENERGY INCCOM15135U10916310,150SH DFND1,310,15000
CENOVUS ENERGY INCCOM15135U109503,101SH DFND143,10100
CENOVUS ENERGY INCCOM15135U10912732SH DFND773200
CENOVUS ENERGY INCCOM15135U1092145SH DFND7,914500
CENOVUS ENERGY INCCOM15135U109352,175SH DFND92,17500
CENOVUS ENERGY INCCOM15135U1095300SH OTR130000
CENOVUS ENERGY INCCOM15135U1091298,055SH OTR138,05500
CENTERPOINT ENERGY INCCOM15189T107532,760SH DFND132,76000
CENTERPOINT ENERGY INCCOM15189T1071477,719SH DFND147,71900
CENTERPOINT ENERGY INCCOM15189T107392,060SH DFND72,06000
CENTERPOINT ENERGY INCCOM15189T1071045,475SH DFND7,95,47500
CENTERPOINT ENERGY INCCOM15189T10713674SH DFND93740300
CEPHEIDDBCV 1.250% 2/015670RAC154,000PRN DFND74,00000
CEPHEIDDBCV 1.250% 2/015670RAC16960,000PRN DFND960,00000
CEPHEIDCOM15670R107344SH DFND128016
CEPHEIDCOM15670R1074,40872,087SH DFND1372,08700
CEPHEIDCOM15670R10752853SH DFND1485300
CEPHEIDCOM15670R107345SH DFND34500
CEPHEIDCOM15670R1072874,686SH DFND74,4810205
CEPHEIDCOM15670R10725415SH DFND7,941500
CEPHEIDCOM15670R107831,358SH DFND91,35800
CENTURYLINK INCCOM1567001061,01834,649SH DFND132,44002,209
CENTURYLINK INCCOM1567001061625,519SH DFND135,51900
CENTURYLINK INCCOM1567001061545,259SH DFND143,3441,9150
CENTURYLINK INCCOM15670010632310,980SH DFND310,98000
CENTURYLINK INCCOM1567001065,704194,140SH DFND7193,5990541
CENTURYLINK INCCOM15670010649316,782SH DFND7,916,735047
CENTURYLINK INCCOM1567001062,29278,016SH DFND977,8930123
CENTURYLINK INCCOM1567001062618,885SH OTR18,862023
CERNER CORPCOM1567821043,98357,676SH DFND155,70501,971
CERNER CORPCOM1567821044,50765,262SH DFND1365,26200
CERNER CORPCOM1567821043665,300SH DFND145,30000
CERNER CORPCOM15678210475910,988SH DFND310,98800
CERNER CORPCOM1567821041,25218,126SH DFND717,8870239
CERNER CORPCOM1567821041151,659SH DFND7,91,65900
CERNER CORPCOM1567821041,23817,922SH DFND917,92200
CERNER CORPCOM1567821041,29118,695SH OTR118,69500
CHAMBERS STR PPTYSCOM157842105749,360SH DFND139,36000
CHAMBERS STR PPTYSCOM157842105496,152SH DFND146,15200
CHAMBERS STR PPTYSCOM1578421051150SH DFND915000
CHAMBERS STR PPTYSCOM15784210518122,734SH OTR1322,73400
CHART INDS INCNOTE 2.000% 8/016115QAC41313,000PRN DFND713,00000
CHART INDS INCNOTE 2.000% 8/016115QAC45153,000PRN DFND953,00000
CHARTER COMMUNICATIONS INC DCL A NEW16117M3055143,000SH DFND133,00000
CHARTER COMMUNICATIONS INC DCL A NEW16117M3052401,400SH DFND141,40000
CHARTER COMMUNICATIONS INC DCL A NEW16117M30581474SH DFND747400
CHARTER COMMUNICATIONS INC DCL A NEW16117M305210SH DFND7,90010
CHARTER COMMUNICATIONS INC DCL A NEW16117M3051378SH DFND93075
CHEESECAKE FACTORY INCCOM1630721015309,711SH DFND139,71100
CHEESECAKE FACTORY INCCOM16307210135646SH DFND1464600
CHEESECAKE FACTORY INCCOM1630721012043,735SH DFND72,31001,425
CHEESECAKE FACTORY INCCOM163072101110SH DFND91000
CHEMED CORP NEWCOM16359R1031401,065SH DFND131,06500
CHEMED CORP NEWCOM16359R10320149SH DFND1414900
CHEMED CORP NEWCOM16359R1032802,139SH DFND72,087052
CHEMED CORP NEWCOM16359R10315115SH DFND7,911500
CHEMED CORP NEWCOM16359R10316125SH DFND912500
CHEMTURA CORPCOM NEW16389320988931,400SH DFND1,30031,400
CHEMTURA CORPCOM NEW1638932091043,680SH DFND133,68000
CHEMTURA CORPCOM NEW16389320922780SH DFND1478000
CHEMTURA CORPCOM NEW1638932091706,004SH DFND75,7810223
CHEMTURA CORPCOM NEW163893209561,981SH DFND91,98100
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1012558,250SH DFND78,25000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1011545,000SH DFND7,95,00000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1011304,200SH OTR1004,200
CHENIERE ENERGY INCCOM NEW16411R208751,079SH DFND11,07900
CHENIERE ENERGY INCCOM NEW16411R2083735,380SH DFND135,38000
CHENIERE ENERGY INCCOM NEW16411R208971,400SH DFND141,40000
CHENIERE ENERGY INCCOM NEW16411R2083475,008SH DFND75,00800
CHENIERE ENERGY INCCOM NEW16411R208224SH DFND7,90024
CHENIERE ENERGY INCCOM NEW16411R2081772,553SH DFND92,539014
CHESAPEAKE ENERGY CORPNOTE 2.750%11/1165167BW62626,000PRN DFND726,00000
CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ97175,000PRN DFND775,00000
CHESAPEAKE ENERGY CORPNOTE 2.500% 5/1165167BZ95760,000PRN DFND960,00000
CHESAPEAKE ENERGY CORPCOM1651671077625SH DFND162500
CHESAPEAKE ENERGY CORPCOM165167107121,050SH DFND1,31,05000
CHESAPEAKE ENERGY CORPCOM1651671077660SH DFND1366000
CHESAPEAKE ENERGY CORPCOM165167107565,020SH DFND145,02000
CHESAPEAKE ENERGY CORPCOM165167107363,250SH DFND33,25000
CHESAPEAKE ENERGY CORPCOM165167107433,838SH DFND73,797041
CHESAPEAKE ENERGY CORPCOM16516710710935SH DFND7,993500
CHESAPEAKE ENERGY CORPCOM165167107131,160SH DFND91,16000
CHESAPEAKE ENERGY CORPCOM1651671076500SH OTR150000
CHESAPEAKE LODGING TRSH BEN INT165240102732,380SH DFND132,38000
CHESAPEAKE LODGING TRSH BEN INT165240102451,460SH DFND141,46000
CHESAPEAKE LODGING TRSH BEN INT16524010225806SH DFND780600
CHESAPEAKE LODGING TRSH BEN INT1652401021464,775SH OTR134,77500
CHESAPEAKE UTILS CORPCOM16530310841755SH DFND1375500
CHESAPEAKE UTILS CORPCOM1653031087137SH DFND1413700
CHESAPEAKE UTILS CORPCOM16530310811209SH DFND720900
CHESAPEAKE UTILS CORPCOM16530310873613,659SH DFND913,65900
CHEVRON CORP NEWCOM16676410020,679214,355SH DFND1211,35303,002
CHEVRON CORP NEWCOM1667641003,47336,005SH DFND1,336,00500
CHEVRON CORP NEWCOM1667641001,85419,220SH DFND1319,22000
CHEVRON CORP NEWCOM1667641001,14711,890SH DFND1410,3211,5690
CHEVRON CORP NEWCOM1667641002,81329,161SH DFND328,3710790
CHEVRON CORP NEWCOM16676410053,876558,474SH DFND7556,30502,169
CHEVRON CORP NEWCOM1667641007,92382,131SH DFND7,981,4500681
CHEVRON CORP NEWCOM16676410042,272438,185SH DFND9399,751038,434
CHEVRON CORP NEWCOM16676410010,529109,139SH OTR197,314011,825
CHEVRON CORP NEWCOM1667641001451,500SH OTR71,50000
CHEVRON CORP NEWCOM1667641000500SHCallDFND750000
CHEVRON CORP NEWCOM16676410012,000SHCallDFND92,00000
CHICAGO BRIDGE & IRON CO N VCOM1672501091553,099SH DFND13,09900
CHICAGO BRIDGE & IRON CO N VCOM167250109941,882SH DFND131,88200
CHICAGO BRIDGE & IRON CO N VCOM16725010929570SH DFND1457000
CHICAGO BRIDGE & IRON CO N VCOM1672501093,38267,584SH DFND767,58400
CHICAGO BRIDGE & IRON CO N VCOM16725010973714,726SH DFND7,914,72600
CHICAGO BRIDGE & IRON CO N VCOM16725010994318,841SH DFND918,84100
CHICAGO BRIDGE & IRON CO N VCOM1672501091715,000SHCallDFND715,00000
CHICAGO BRIDGE & IRON CO N VCOM16725010931,300SHPutDFND71,30000
CHICOS FAS INCCOM16861510278046,900SH DFND1,30046,900
CHICOS FAS INCCOM16861510222613,560SH DFND1313,56000
CHICOS FAS INCCOM168615102432,560SH DFND142,56000
CHICOS FAS INCCOM1686151021519,056SH DFND78,7360320
CHICOS FAS INCCOM168615102301,795SH DFND91,79500
CHIMERA INVT CORPCOM NEW16934Q208433,140SH DFND133,14000
CHIMERA INVT CORPCOM NEW16934Q20810754SH DFND1475400
CHIMERA INVT CORPCOM NEW16934Q2085378SH DFND737800
CHIMERA INVT CORPCOM NEW16934Q208139SH DFND7,90039
CHIMERA INVT CORPCOM NEW16934Q2081037,504SH DFND97,459045
CHIMERIX INCCOM16934W1061162,510SH DFND132,51000
CHIMERIX INCCOM16934W10622480SH DFND1448000
CHIMERIX INCCOM16934W1061282,765SH DFND72,746019
CHINA LIFE INS CO LTDSPON ADR REP H16939P1065246SH DFND7204042
CHINA LIFE INS CO LTDSPON ADR REP H16939P1068357SH DFND7,935700
CHINA LIFE INS CO LTDSPON ADR REP H16939P10632314,856SH DFND914,85600
CHINA MOBILE LIMITEDSPONSORED ADR16941M1093896,065SH DFND76,017048
CHINA MOBILE LIMITEDSPONSORED ADR16941M10913206SH DFND7,920600
CHINA MOBILE LIMITEDSPONSORED ADR16941M1092824,395SH DFND93,26501,130
CHINA MOBILE LIMITEDSPONSORED ADR16941M10940625SH OTR162500
CHIPOTLE MEXICAN GRILL INCCOM169656105610SH DFND11000
CHIPOTLE MEXICAN GRILL INCCOM1696561056351,050SH DFND131,05000
CHIPOTLE MEXICAN GRILL INCCOM169656105302500SH DFND1450000
CHIPOTLE MEXICAN GRILL INCCOM169656105165273SH DFND7211062
CHIPOTLE MEXICAN GRILL INCCOM1696561051,2962,142SH DFND92,052090
CHIPOTLE MEXICAN GRILL INCCOM1696561053152SH OTR15200
CHUBB CORPCOM1712321015025,280SH DFND15,28000
CHUBB CORPCOM1712321013763,950SH DFND133,95000
CHUBB CORPCOM17123210177810SH DFND1481000
CHUBB CORPCOM1712321015,05653,146SH DFND750,82302,323
CHUBB CORPCOM1712321011,58416,649SH DFND7,916,64306
CHUBB CORPCOM17123210113,322140,020SH DFND9138,60401,416
CHUBB CORPCOM17123210167700SH OTR170000
CHURCH & DWIGHT INCCOM171340102331SH DFND120011
CHURCH & DWIGHT INCCOM1713401023,98149,072SH DFND1349,07200
CHURCH & DWIGHT INCCOM1713401021902,336SH DFND142,33600
CHURCH & DWIGHT INCCOM171340102230SH DFND33000
CHURCH & DWIGHT INCCOM1713401022,23027,482SH DFND724,97402,508
CHURCH & DWIGHT INCCOM1713401024,22652,089SH DFND952,08900
CHURCH & DWIGHT INCCOM171340102911,120SH OTR11,12000
CIENA CORPCOM NEW1717793091677,040SH DFND137,04000
CIENA CORPCOM NEW171779309301,270SH DFND141,27000
CIENA CORPCOM NEW17177930914603SH DFND760300
CIMAREX ENERGY COCOM17179810111100SH DFND1,310000
CIMAREX ENERGY COCOM171798101105950SH DFND1395000
CIMAREX ENERGY COCOM17179810166600SH DFND1460000
CIMAREX ENERGY COCOM1717981011181,073SH DFND71,07300
CIMAREX ENERGY COCOM17179810138345SH DFND934500
CINCINNATI BELL INC NEWCOM171871106225,710SH DFND135,71000
CINCINNATI BELL INC NEWCOM17187110682,130SH DFND142,13000
CINCINNATI BELL INC NEWCOM1718711063810,000SH DFND710,00000
CINCINNATI FINL CORPCOM1720621011062,106SH DFND132,10600
CINCINNATI FINL CORPCOM17206210136720SH DFND1472000
CINCINNATI FINL CORPCOM17206210163612,680SH DFND78,08004,600
CINCINNATI FINL CORPCOM172062101541,085SH DFND9993092
CINEMARK HOLDINGS INCCOM17243V102501,248SH DFND11,24800
CINEMARK HOLDINGS INCCOM17243V1021814,500SH DFND134,50000
CINEMARK HOLDINGS INCCOM17243V10212300SH DFND1430000
CINEMARK HOLDINGS INCCOM17243V10272918,158SH DFND718,15800
CINEMARK HOLDINGS INCCOM17243V10215384SH DFND7,938400
CINEMARK HOLDINGS INCCOM17243V1022646,561SH DFND95,06501,496
CISCO SYS INCCOM17275R10210,799393,275SH DFND1383,246010,029
CISCO SYS INCCOM17275R1022,34385,325SH DFND1,385,32500
CISCO SYS INCCOM17275R1021,51055,000SH DFND1355,00000
CISCO SYS INCCOM17275R10289732,673SH DFND1426,5566,1170
CISCO SYS INCCOM17275R1022,49190,720SH DFND387,36003,360
CISCO SYS INCCOM17275R10240,9381,490,810SH DFND71,481,83208,978
CISCO SYS INCCOM17275R1028,856322,488SH DFND7,9322,2880200
CISCO SYS INCCOM17275R10228,3981,034,167SH DFND91,013,901020,266
CISCO SYS INCCOM17275R1023,457125,898SH OTR1115,426010,472
CISCO SYS INCCOM17275R10202,100SHCallDFND72,0000100
CISCO SYS INCCOM17275R10212,200SHCallDFND92,20000
CINTAS CORPCOM1729081052983,520SH DFND133,52000
CINTAS CORPCOM1729081051441,700SH DFND141,70000
CINTAS CORPCOM17290810572852SH DFND7764088
CINTAS CORPCOM17290810526310SH DFND7,931000
CINTAS CORPCOM17290810580944SH DFND9300914
CITIGROUP INCCOM NEW1729674242,12138,396SH DFND137,34601,050
CITIGROUP INCCOM NEW1729674242,58446,780SH DFND1,346,78000
CITIGROUP INCCOM NEW1729674241,86633,782SH DFND1333,78200
CITIGROUP INCCOM NEW17296742487915,920SH DFND1415,92000
CITIGROUP INCCOM NEW1729674241,73431,383SH DFND331,38300
CITIGROUP INCCOM NEW17296742416,446297,723SH DFND7294,84302,880
CITIGROUP INCCOM NEW1729674244,72385,498SH DFND7,985,3450153
CITIGROUP INCCOM NEW17296742411,306204,679SH DFND9186,786017,893
CITIGROUP INCCOM NEW1729674242454,427SH OTR12,51601,911
CITIGROUP INCCOM NEW1729674240100SHCallDFND700100
CITRIX SYS INCNOTE 0.500% 4/1177376AD23331,000PRN DFND931,00000
CITRIX SYS INCCOM17737610064918SH DFND191800
CITRIX SYS INCCOM1773761003014,290SH DFND134,29000
CITRIX SYS INCCOM1773761002052,920SH DFND142,92000
CITRIX SYS INCCOM17737610075710,788SH DFND79,18001,608
CITRIX SYS INCCOM17737610053759SH DFND7,9683076
CITRIX SYS INCCOM1773761001191,700SH DFND91,70000
CIVEO CORPCOM17878710716654,100SH DFND1,30054,100
CIVEO CORPCOM178787107123,960SH DFND133,96000
CIVEO CORPCOM17878710782,640SH DFND142,64000
CIVEO CORPCOM1787871073110,184SH DFND79,7590425
CIVEO CORPCOM17878710751,539SH DFND91,53900
CLARCOR INCCOM1798951071802,898SH DFND132,89800
CLARCOR INCCOM17989510731498SH DFND1449800
CLARCOR INCCOM1798951072193,524SH DFND763502,889
CLARCOR INCCOM179895107581SH DFND7,98100
CLARCOR INCCOM1798951071332,140SH DFND92,14000
CLAYMORE EXCHANGE TRD FD TRGUGG BRIC ETF18383M10086729,219SH DFND1429,21900
CLAYMORE EXCHANGE TRD FD TRGUGG BULSH 202218383M2582069,952SH DFND7009,952
CLAYMORE EXCHANGE TRD FD TRGUG BLT2016 HY18383M41536513,858SH DFND713,85800
CLAYMORE EXCHANGE TRD FD TRGUG BLT2016 HY18383M415893,375SH DFND93,37500
CLAYMORE EXCHANGE TRD FD TRGUG MIDCAP CORE18383M7202294,500SH DFND74,50000
CLEAN HARBORS INCCOM1844961071,01918,960SH DFND1,30018,960
CLEAN HARBORS INCCOM184496107701,300SH DFND131,30000
CLEAN HARBORS INCCOM18449610727500SH DFND1450000
CLEAN HARBORS INCCOM18449610726486SH DFND748600
CLEAN HARBORS INCCOM1844961071,55828,988SH DFND92,483026,505
CLEARBRIDGE ENERGY MLP TR FDCOM18469Q10824713,500SH DFND713,50000
CLIFFS NAT RES INCCOM18683K10151,100SH DFND11,10000
CLIFFS NAT RES INCCOM18683K101255,860SH DFND135,86000
CLIFFS NAT RES INCCOM18683K101112,480SH DFND142,48000
CLIFFS NAT RES INCCOM18683K10118242,000SH DFND742,00000
CLIFFS NAT RES INCCOM18683K101090SH DFND7,99000
CLIFFS NAT RES INCCOM18683K10192,000SH DFND92,00000
CLOROX CO DELCOM1890541091,62915,656SH DFND114,9660690
CLOROX CO DELCOM1890541095064,868SH DFND134,86800
CLOROX CO DELCOM1890541092712,602SH DFND141,9656370
CLOROX CO DELCOM1890541093633,487SH DFND33,48700
CLOROX CO DELCOM1890541098,88285,385SH DFND783,93001,455
CLOROX CO DELCOM1890541096936,659SH DFND7,96,65900
CLOROX CO DELCOM1890541093,03429,166SH DFND929,155011
CLOROX CO DELCOM1890541095535,315SH OTR15,2080107
CLOUD PEAK ENERGY INCCOM18911Q10221044,982SH DFND1,30044,982
CLOUD PEAK ENERGY INCCOM18911Q102245,180SH DFND135,18000
CLOUD PEAK ENERGY INCCOM18911Q1029821,020SH DFND721,02000
CLOUD PEAK ENERGY INCCOM18911Q10229763,763SH DFND945063,718
COACH INCCOM1897541041,71749,618SH DFND146,23403,384
COACH INCCOM18975410487025,125SH DFND1,325,12500
COACH INCCOM1897541041,80052,010SH DFND1352,01000
COACH INCCOM1897541041965,675SH DFND143,0802,5950
COACH INCCOM1897541041,17834,035SH DFND334,03500
COACH INCCOM18975410414,497418,865SH DFND7418,6240241
COACH INCCOM1897541041,52744,123SH DFND7,944,12300
COACH INCCOM1897541045,803167,658SH DFND9167,600058
COACH INCCOM18975410445012,999SH OTR111,57901,420
COCA COLA COCOM19121610010,389264,824SH DFND1262,86701,957
COCA COLA COCOM1912161005,037128,402SH DFND13128,40200
COCA COLA COCOM1912161002,44762,378SH DFND1462,37800
COCA COLA COCOM19121610061615,706SH DFND315,70600
COCA COLA COCOM19121610024,083613,893SH DFND7583,716030,177
COCA COLA COCOM1912161002,07652,913SH DFND7,952,5880325
COCA COLA COCOM19121610044,3001,129,230SH DFND91,028,1560101,074
COCA COLA COCOM1912161005,637143,691SH OTR1138,17105,520
COCA COLA COCOM19121610012300SH OTR730000
COCA COLA COCOM1912161000300SHCallDFND730000
COCA COLA COCOM1912161000600SHCallDFND960000
COCA COLA COCOM19121610031170,000SHPutDFND7170,00000
COCA COLA ENTERPRISES INC NECOM19122T109431,000SH DFND11,00000
COCA COLA ENTERPRISES INC NECOM19122T1092435,600SH DFND135,60000
COCA COLA ENTERPRISES INC NECOM19122T1092014,620SH DFND144,62000
COCA COLA ENTERPRISES INC NECOM19122T1092054,726SH DFND74,673053
COCA COLA ENTERPRISES INC NECOM19122T10918420SH DFND7,942000
COCA COLA ENTERPRISES INC NECOM19122T1092946,778SH DFND96,77800
CODORUS VY BANCORP INCCOM19202510427613,658SH DFND113,65800
CODORUS VY BANCORP INCCOM1920251041607,922SH OTR17,92200
COGNEX CORPCOM19242210309SH DFND1009
COGNEX CORPCOM1924221034238,799SH DFND1,3008,799
COGNEX CORPCOM1924221031,85938,650SH DFND1338,65000
COGNEX CORPCOM192422103611,266SH DFND141,26600
COGNEX CORPCOM192422103124SH DFND32400
COGNEX CORPCOM19242210352210,851SH DFND710,85100
COGNEX CORPCOM19242210380216,675SH DFND92,110014,565
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022464,028SH DFND13,3420686
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021,15218,860SH DFND1318,86000
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610262310,200SH DFND1410,20000
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022,20836,146SH DFND730,51005,636
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021181,937SH DFND7,91,855082
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461024,86979,706SH DFND978,10601,600
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021121,826SH OTR11,82600
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022,08734,170SH OTR1334,17000
COHEN & STEERS INCCOM19247A100531,553SH DFND131,55300
COHEN & STEERS INCCOM19247A10012340SH DFND1434000
COHEN & STEERS INCCOM19247A100842,464SH DFND746402,000
COHEN & STEERS INCCOM19247A100266SH DFND7,96600
COHEN & STEERS INCCOM19247A100852,494SH DFND92,49400
COHEN & STEERS REIT & PFD INCOM19247X1001397,939SH DFND77,8000139
COHEN & STEERS REIT & PFD INCOM19247X100794,500SH DFND7,94,50000
COHEN & STEERS REIT & PFD INCOM19247X100331,859SH DFND91,5000359
COHEN & STEERS REIT & PFD INCOM19247X100281,600SH OTR11,60000
COHERENT INCCOM1924791031722,715SH DFND132,71500
COHERENT INCCOM19247910314215SH DFND1421500
COHERENT INCCOM19247910352816SH DFND72160600
COLGATE PALMOLIVE COCOM1941621035,75487,964SH DFND187,96400
COLGATE PALMOLIVE COCOM1941621031,84328,176SH DFND1328,17600
COLGATE PALMOLIVE COCOM19416210376511,700SH DFND1411,70000
COLGATE PALMOLIVE COCOM1941621036,705102,501SH DFND790,764011,737
COLGATE PALMOLIVE COCOM1941621034246,484SH DFND7,96,396088
COLGATE PALMOLIVE COCOM1941621036,18294,506SH DFND988,09906,407
COLGATE PALMOLIVE COCOM1941621034,07162,233SH OTR154,13308,100
COLGATE PALMOLIVE COCOM1941621030800SHCallDFND780000
COLUMBIA PPTY TR INCCOM NEW19828720351821,108SH DFND721,10800
COLUMBIA PPTY TR INCCOM NEW1982872031917,769SH OTR137,76900
COMCAST CORP NEWCL A20030N1015,01083,309SH DFND182,5640745
COMCAST CORP NEWCL A20030N1012,56542,650SH DFND1,342,65000
COMCAST CORP NEWCL A20030N1014,07767,800SH DFND1367,80000
COMCAST CORP NEWCL A20030N1011,92532,016SH DFND1432,01600
COMCAST CORP NEWCL A20030N1011,96932,740SH DFND332,74000
COMCAST CORP NEWCL A20030N10115,678260,685SH DFND7258,24202,443
COMCAST CORP NEWCL A20030N1011,11618,560SH DFND7,918,476084
COMCAST CORP NEWCL A20030N10110,875180,827SH DFND9165,827015,000
COMCAST CORP NEWCL A20030N1011,65727,547SH OTR124,39603,151
COMCAST CORP NEWCL A SPL20030N2001372,284SH DFND11,8220462
COMCAST CORP NEWCL A SPL20030N2002884,800SH DFND134,80000
COMCAST CORP NEWCL A SPL20030N2001202,000SH DFND142,00000
COMCAST CORP NEWCL A SPL20030N20021345SH DFND334500
COMCAST CORP NEWCL A SPL20030N2002,13135,552SH DFND733,98601,566
COMCAST CORP NEWCL A SPL20030N200462SH DFND7,90062
COMCAST CORP NEWCL A SPL20030N2002,01633,633SH DFND933,1830450
COMCAST CORP NEWCL A SPL20030N2002163,597SH OTR13,59700
COMERICA INCCOM200340107631,230SH DFND131,23000
COMERICA INCCOM200340107901,760SH DFND141,76000
COMERICA INCCOM2003401073116,055SH DFND72,35503,700
COMERICA INCCOM200340107114SH DFND7,90014
COMERICA INCCOM2003401071623,165SH DFND93,16500
COMMERCE BANCSHARES INCCOM20052510342888SH DFND1388800
COMMERCE BANCSHARES INCCOM20052510317364SH DFND1436400
COMMERCE BANCSHARES INCCOM2005251031593,401SH DFND78103,320
COMMERCE BANCSHARES INCCOM200525103111SH DFND91100
COMMUNICATIONS SALES&LEAS INCOM20341J10420800SH DFND180000
COMMUNICATIONS SALES&LEAS INCOM20341J10418746SH DFND1474600
COMMUNICATIONS SALES&LEAS INCOM20341J104994,004SH DFND74,00400
COMMUNICATIONS SALES&LEAS INCOM20341J1045189SH DFND7,918900
COMMUNICATIONS SALES&LEAS INCOM20341J10432213,021SH DFND913,02100
COMMUNITY HEALTH SYS INC NEWCOM2036681082173,446SH DFND133,44600
COMMUNITY HEALTH SYS INC NEWCOM20366810839620SH DFND1462000
COMMUNITY HEALTH SYS INC NEWCOM2036681086100SH DFND710000
COMMUNITY HEALTH SYS INC NEWCOM203668108587SH DFND98700
COMMUNITY HEALTH SYS INC NEWCOM2036681083735,919SH OTR135,91900
COMPASS MINERALS INTL INCCOM20451N10174900SH DFND1390000
COMPASS MINERALS INTL INCCOM20451N10174900SH DFND1490000
COMPASS MINERALS INTL INCCOM20451N101841,019SH DFND71,01900
COMPASS MINERALS INTL INCCOM20451N10156683SH DFND968300
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q104251,500SH DFND11,50000
COMPASS DIVERSIFIED HOLDINGSSH BEN INT20451Q10424614,986SH DFND714,98600
COMPUTER PROGRAMS & SYS INCCOM20530610325473SH DFND1347300
COMPUTER PROGRAMS & SYS INCCOM2053061038150SH DFND1415000
COMPUTER PROGRAMS & SYS INCCOM205306103641,200SH DFND7001,200
COMPUTER PROGRAMS & SYS INCCOM2053061036111SH DFND7,911100
COMPUTER PROGRAMS & SYS INCCOM2053061031122,105SH DFND92,10500
COMPUTER SCIENCES CORPCOM2053631041051,600SH DFND131,60000
COMPUTER SCIENCES CORPCOM20536310464970SH DFND1497000
COMPUTER SCIENCES CORPCOM20536310466998SH DFND799800
COMPUTER SCIENCES CORPCOM20536310415224SH DFND7,922400
COMPUTER SCIENCES CORPCOM2053631041352,056SH DFND92,05600
COMPUTER TASK GROUP INCCOM20547710245458,750SH DFND158,75000
COMPUTER TASK GROUP INCCOM205477102334,336SH DFND134,33600
COMPUTER TASK GROUP INCCOM2054771021110SH DFND1411000
CONAGRA FOODS INCCOM20588710231708SH DFND170800
CONAGRA FOODS INCCOM2058871022515,730SH DFND135,73000
CONAGRA FOODS INCCOM2058871021312,990SH DFND142,99000
CONAGRA FOODS INCCOM20588710239900SH DFND390000
CONAGRA FOODS INCCOM2058871021,01923,302SH DFND721,80201,500
CONAGRA FOODS INCCOM20588710222497SH DFND7,949700
CONAGRA FOODS INCCOM2058871023026,916SH DFND96,91600
CONAGRA FOODS INCCOM20588710248111,000SH OTR111,00000
CONAGRA FOODS INCCOM20588710211,000SHCallDFND71,00000
CONCHO RES INCCOM20605P1012692,360SH DFND132,36000
CONCHO RES INCCOM20605P1011141,000SH DFND141,00000
CONCHO RES INCCOM20605P10144383SH DFND738300
CONCHO RES INCCOM20605P1011197SH DFND930067
CONCHO RES INCCOM20605P1015795,081SH OTR135,08100
CONNECTICUT WTR SVC INCCOM20779710112363SH DFND1336300
CONNECTICUT WTR SVC INCCOM20779710113383SH DFND738300
CONNECTICUT WTR SVC INCCOM20779710168320,000SH DFND920,00000
CONOCOPHILLIPSCOM20825C1048,369136,287SH DFND1134,34301,944
CONOCOPHILLIPSCOM20825C1043906,350SH DFND1,36,35000
CONOCOPHILLIPSCOM20825C10476512,460SH DFND1312,46000
CONOCOPHILLIPSCOM20825C1044557,412SH DFND146,3251,0870
CONOCOPHILLIPSCOM20825C10492014,975SH DFND313,39501,580
CONOCOPHILLIPSCOM20825C10416,657271,238SH DFND7265,14806,090
CONOCOPHILLIPSCOM20825C1042,60342,395SH DFND7,942,296099
CONOCOPHILLIPSCOM20825C104105,9451,725,200SH DFND91,667,867057,333
CONOCOPHILLIPSCOM20825C1042,54541,436SH OTR140,4630973
CONOCOPHILLIPSCOM20825C1040500SHCallDFND750000
CONOCOPHILLIPSCOM20825C10402,000SHCallDFND92,00000
CONOCOPHILLIPSCOM20825C1041300SHPutDFND730000
CONSOLIDATED COMM HLDGS INCCOM209034107643,050SH DFND133,05000
CONSOLIDATED COMM HLDGS INCCOM20903410713608SH DFND1460800
CONSOLIDATED COMM HLDGS INCCOM2090341071989,420SH DFND79,42000
CONSOLIDATED COMM HLDGS INCCOM209034107020SH DFND92000
CONSOLIDATED EDISON INCCOM209115104871,500SH DFND11,50000
CONSOLIDATED EDISON INCCOM2091151042514,340SH DFND134,34000
CONSOLIDATED EDISON INCCOM20911510491415,794SH DFND714,64401,150
CONSOLIDATED EDISON INCCOM20911510439674SH DFND7,966707
CONSOLIDATED EDISON INCCOM2091151043,51060,641SH DFND956,55904,082
CONSOLIDATED EDISON INCCOM20911510433574SH OTR157400
CONSTELLATION BRANDS INCCL A21036P10834294SH DFND100294
CONSTELLATION BRANDS INCCL A21036P1085724,930SH DFND134,93000
CONSTELLATION BRANDS INCCL A21036P1083112,680SH DFND142,68000
CONSTELLATION BRANDS INCCL A21036P1086966,003SH DFND76,00300
CONSTELLATION BRANDS INCCL A21036P10849425SH DFND7,942500
CONSTELLATION BRANDS INCCL A21036P1081,0489,033SH DFND93,91705,116
CONSTELLATION BRANDS INCCL A21036P10812104SH OTR110400
CONTINENTAL RESOURCES INCCOM2120151011152,720SH DFND132,72000
CONTINENTAL RESOURCES INCCOM212015101511,200SH DFND141,20000
CONTINENTAL RESOURCES INCCOM21201510129678SH DFND767800
CONTINENTAL RESOURCES INCCOM212015101360SH DFND7,96000
CONTINENTAL RESOURCES INCCOM21201510112280SH DFND928000
CONTINENTAL RESOURCES INCCOM212015101421,000SH OTR11,00000
COOPER COS INCCOM NEW2166484021871,050SH DFND131,05000
COOPER COS INCCOM NEW216648402128720SH DFND1472000
COOPER COS INCCOM NEW2166484021,0345,811SH DFND75,0630748
COOPER COS INCCOM NEW21664840220110SH DFND911000
COOPER STD HLDGS INCCOM21676P10315240SH DFND1324000
COOPER STD HLDGS INCCOM21676P1032944,790SH DFND144,79000
COPART INCCOM2172041061,08430,559SH DFND1,30030,559
COPART INCCOM21720410611300SH DFND1330000
COPART INCCOM217204106712,000SH DFND142,00000
COPART INCCOM217204106391,091SH DFND71,09100
COPART INCCOM21720410615425SH DFND7,9390035
COPART INCCOM2172041061,61845,608SH DFND93,308042,300
CORE MARK HOLDING CO INCCOM21868110486114,535SH DFND1314,53500
CORE MARK HOLDING CO INCCOM21868110410164SH DFND1416400
CORE MARK HOLDING CO INCCOM218681104117SH DFND70017
CORE MARK HOLDING CO INCCOM218681104240SH DFND94000
CORESITE RLTY CORPCOM21870Q105601,320SH DFND131,32000
CORESITE RLTY CORPCOM21870Q10530654SH DFND1465400
CORESITE RLTY CORPCOM21870Q1051072,358SH DFND745801,900
CORESITE RLTY CORPCOM21870Q105731,615SH OTR131,61500
CORNING INCCOM2193501051,66384,271SH DFND184,27100
CORNING INCCOM21935010526913,620SH DFND1313,62000
CORNING INCCOM2193501051738,760SH DFND148,76000
CORNING INCCOM21935010549425,039SH DFND323,41901,620
CORNING INCCOM2193501052,055104,167SH DFND794,40609,761
CORNING INCCOM21935010549825,242SH DFND7,923,96101,281
CORNING INCCOM2193501051,25963,816SH DFND962,81601,000
CORNING INCCOM219350105733,686SH OTR13,68600
CORNING INCCOM2193501050800SHCallDFND780000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10822929SH DFND1492900
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1088338SH DFND7316022
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10816695SH DFND969500
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081807,659SH OTR137,65900
CORRECTIONS CORP AMER NEWCOM NEW22025Y407381,142SH DFND11,14200
CORRECTIONS CORP AMER NEWCOM NEW22025Y407922,767SH DFND132,76700
CORRECTIONS CORP AMER NEWCOM NEW22025Y407451,373SH DFND141,37300
CORRECTIONS CORP AMER NEWCOM NEW22025Y4072036,137SH DFND76,088049
CORRECTIONS CORP AMER NEWCOM NEW22025Y4071293,910SH DFND7,93,91000
CORRECTIONS CORP AMER NEWCOM NEW22025Y40743113,014SH DFND913,01400
CORRECTIONS CORP AMER NEWCOM NEW22025Y4077200SH OTR120000
CORRECTIONS CORP AMER NEWCOM NEW22025Y4072888,704SH OTR138,70400
CORVEL CORPCOM22100610944413,875SH DFND1313,87500
CORVEL CORPCOM2210061094138SH DFND1413800
CORVEL CORPCOM22100610919600SH DFND700600
COSTCO WHSL CORP NEWCOM22160K1051,1488,497SH DFND17,6090888
COSTCO WHSL CORP NEWCOM22160K1051,79113,260SH DFND1313,26000
COSTCO WHSL CORP NEWCOM22160K1059326,900SH DFND146,90000
COSTCO WHSL CORP NEWCOM22160K1055684,205SH DFND34,20500
COSTCO WHSL CORP NEWCOM22160K1055,11737,889SH DFND735,91801,971
COSTCO WHSL CORP NEWCOM22160K1054613,414SH DFND7,93,376038
COSTCO WHSL CORP NEWCOM22160K1054,83535,799SH DFND926,85508,944
COSTCO WHSL CORP NEWCOM22160K1052832,096SH OTR12,09600
COSTCO WHSL CORP NEWCOM22160K1051691,250SH OTR71,25000
COSTAR GROUP INCCOM22160N10929SH DFND1603
COSTAR GROUP INCCOM22160N1093,45217,153SH DFND1317,15300
COSTAR GROUP INCCOM22160N109101500SH DFND1450000
COSTAR GROUP INCCOM22160N109210SH DFND31000
COSTAR GROUP INCCOM22160N1092151,070SH DFND71,017053
COSTAR GROUP INCCOM22160N1091365SH DFND7,96500
COSTAR GROUP INCCOM22160N10928141SH DFND914100
COUSINS PPTYS INCCOM222795106767,277SH DFND137,27700
COUSINS PPTYS INCCOM222795106383,613SH DFND143,61300
COUSINS PPTYS INCCOM222795106111,049SH DFND71,04900
COUSINS PPTYS INCCOM222795106211,987SH OTR131,98700
COVANTA HLDG CORPCOM22282E10256326,563SH DFND1,30026,563
COVANTA HLDG CORPCOM22282E1021044,900SH DFND134,90000
COVANTA HLDG CORPCOM22282E102602,830SH DFND142,83000
COVANTA HLDG CORPCOM22282E10229613,956SH DFND713,95600
COVANTA HLDG CORPCOM22282E10279837,682SH DFND90037,682
CRACKER BARREL OLD CTRY STORCOM22410J1061671,122SH DFND131,12200
CRACKER BARREL OLD CTRY STORCOM22410J10636241SH DFND1424100
CRACKER BARREL OLD CTRY STORCOM22410J1062401,609SH DFND71,60900
CRACKER BARREL OLD CTRY STORCOM22410J106110SH DFND91000
CRANE COCOM2243991054117,000SH DFND17,00000
CRANE COCOM2243991058140SH DFND1414000
CRANE COCOM2243991051823,101SH DFND73,09704
CRANE COCOM224399105577SH DFND7,97700
CRANE COCOM2243991056100SH DFND910000
CRAY INCCOM NEW2252233042468,337SH DFND138,33700
CRAY INCCOM NEW22522330416555SH DFND1455500
CREDIT SUISSE GROUPSPONSORED ADR2254011081,20743,718SH DFND1443,71800
CREDIT SUISSE GROUPSPONSORED ADR225401108903,256SH DFND73,179077
CREDIT SUISSE GROUPSPONSORED ADR2254011087271SH DFND7,927100
CREDIT SUISSE GROUPSPONSORED ADR22540110819691SH OTR169100
CREE INCCOM2254471014146SH DFND114600
CREE INCCOM225447101010SH DFND131000
CREE INCCOM2254471018320SH DFND1432000
CREE INCCOM22544710134713,343SH DFND713,0930250
CREE INCCOM2254471013115SH DFND7,911500
CREE INCCOM2254471014165SH DFND916500
CREE INCCOM22544710120750SH OTR100750
CREE INCCOM2254471012500SHPutDFND750000
CRESCENT PT ENERGY CORPCOM22576C1011557,550SH DFND1,37,55000
CRESCENT PT ENERGY CORPCOM22576C1011125,463SH DFND145,46300
CRESCENT PT ENERGY CORPCOM22576C1016275SH DFND727500
CRESCENT PT ENERGY CORPCOM22576C101311,535SH DFND91,4100125
CRESCENT PT ENERGY CORPCOM22576C1011135,512SH OTR135,51200
CROSSAMERICA PARTNERS LPUT LTD PTN INT22758A1053,161111,800SH DFND14111,80000
CROSSAMERICA PARTNERS LPUT LTD PTN INT22758A105481,715SH DFND71,71500
CROWN CASTLE INTL CORP NEWCOM22822V10199825,570SH DFND124,16201,408
CROWN CASTLE INTL CORP NEWCOM22822V10197512,140SH DFND1312,14000
CROWN CASTLE INTL CORP NEWCOM22822V1015566,918SH DFND145,7601,1580
CROWN CASTLE INTL CORP NEWCOM22822V1014956,170SH DFND36,17000
CROWN CASTLE INTL CORP NEWCOM22822V1018,295103,301SH DFND7103,30100
CROWN CASTLE INTL CORP NEWCOM22822V1016928,617SH DFND7,98,61700
CROWN CASTLE INTL CORP NEWCOM22822V1014,10851,154SH DFND949,19401,960
CROWN CASTLE INTL CORP NEWCOM22822V1011481,846SH OTR11,833013
CROWN CASTLE INTL CORP NEWCOM22822V1010400SHCallDFND740000
CROWN HOLDINGS INCCOM22836810649932SH DFND193200
CROWN HOLDINGS INCCOM2283681062304,340SH DFND134,34000
CROWN HOLDINGS INCCOM228368106841,580SH DFND141,58000
CROWN HOLDINGS INCCOM2283681062053,881SH DFND73,4900391
CROWN HOLDINGS INCCOM22836810615279SH DFND7,9262017
CROWN HOLDINGS INCCOM2283681062965,593SH DFND95,2710322
CTRIP COM INTL LTDNOTE 1.250%10/122943FAD25447,000PRN DFND947,00000
CUBESMARTCOM2296631092189,434SH DFND139,43400
CUBESMARTCOM229663109823,535SH DFND143,53500
CUBESMARTCOM229663109391,694SH DFND71,69400
CUBESMARTCOM2296631093124SH DFND7,912400
CUBESMARTCOM2296631094189SH DFND918900
CUBESMARTCOM22966310927411,837SH OTR1311,83700
CULLEN FROST BANKERS INCCOM2298991091131,440SH DFND131,44000
CULLEN FROST BANKERS INCCOM2298991091,01612,933SH DFND1412,93300
CULLEN FROST BANKERS INCCOM2298991093995,078SH DFND74,02801,050
CUMMINS INCCOM2310211061,2559,565SH DFND19,3360229
CUMMINS INCCOM2310211063,13323,880SH DFND1323,88000
CUMMINS INCCOM2310211063152,400SH DFND142,40000
CUMMINS INCCOM231021106212SH DFND31200
CUMMINS INCCOM2310211068116,181SH DFND76,157024
CUMMINS INCCOM2310211062061,573SH DFND7,91,545028
CUMMINS INCCOM2310211062802,136SH DFND92,13600
CUMMINS INCCOM2310211061781,357SH OTR11,35700
CYPRESS SEMICONDUCTOR CORPCOM232806109292,457SH DFND12,45700
CYPRESS SEMICONDUCTOR CORPCOM23280610923119,640SH DFND1319,64000
CYPRESS SEMICONDUCTOR CORPCOM2328061093285SH DFND1428500
CYPRESS SEMICONDUCTOR CORPCOM232806109786,633SH DFND76,2940339
CYPRESS SEMICONDUCTOR CORPCOM23280610916814,307SH DFND7,914,30700
CYPRESS SEMICONDUCTOR CORPCOM2328061091079,065SH DFND99,06500
CYTEC INDS INCCOM2328201001191,960SH DFND131,96000
CYTEC INDS INCCOM23282010039640SH DFND1464000
CYTEC INDS INCCOM23282010012190SH DFND719000
CYTEC INDS INCCOM23282010036600SH DFND960000
CYTORI THERAPEUTICS INCCOM23283K105713,217SH DFND1313,21700
CYTORI THERAPEUTICS INCCOM23283K1050500SH DFND1450000
CYRUSONE INCCOM23283R100903,040SH DFND133,04000
CYRUSONE INCCOM23283R100391,338SH DFND141,33800
CYRUSONE INCCOM23283R1005181SH DFND718100
CYRUSONE INCCOM23283R100255SH DFND95500
CYRUSONE INCCOM23283R100782,641SH OTR132,64100
DBX ETF TRXTRAK MSCI EAFE23305120052418,319SH DFND716,57601,743
DBX ETF TRXTRAK MSCI EAFE23305120039913,925SH DFND90013,925
DBX ETF TRDB XTR MSCI EUR23305185369725,951SH DFND725,6510300
DBX ETF TRDBXTR HAR CS 30023305187966814,514SH DFND714,51400
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P10048015,648SH DFND715,64800
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P100612,000SH DFND7,92,00000
DCT INDUSTRIAL TRUST INCCOM NEW233153204892,846SH DFND132,84600
DCT INDUSTRIAL TRUST INCCOM NEW2331532041203,811SH DFND143,81100
DCT INDUSTRIAL TRUST INCCOM NEW2331532046176SH DFND717600
DCT INDUSTRIAL TRUST INCCOM NEW233153204010SH DFND91000
DCT INDUSTRIAL TRUST INCCOM NEW23315320467521,454SH OTR1321,45400
DDR CORPCOM23317H102432,800SH DFND132,80000
DDR CORPCOM23317H1021107,100SH DFND147,10000
DDR CORPCOM23317H1028545SH DFND754500
DDR CORPCOM23317H1023206SH DFND7,920600
DDR CORPCOM23317H1023225SH DFND922500
DDR CORPCOM23317H1021,00164,775SH OTR1364,77500
D R HORTON INCCOM23331A109401,470SH DFND131,47000
D R HORTON INCCOM23331A109822,980SH DFND142,98000
D R HORTON INCCOM23331A1091254,575SH DFND74,57500
D R HORTON INCCOM23331A1099325SH DFND7,932500
D R HORTON INCCOM23331A1095170SH DFND917000
D R HORTON INCCOM23331A10942715,600SH OTR115,60000
DHI GROUP INCCOM23331S10065073,100SH DFND1,30073,100
DHI GROUP INCCOM23331S1002210SH DFND1421000
DHI GROUP INCCOM23331S10016017,987SH DFND712,69705,290
DHI GROUP INCCOM23331S100171,963SH DFND91,96300
DST SYS INC DELCOM23332610723183SH DFND118300
DST SYS INC DELCOM2333261076745,350SH DFND1,3005,350
DST SYS INC DELCOM23332610721170SH DFND1317000
DST SYS INC DELCOM23332610791720SH DFND1472000
DST SYS INC DELCOM2333261071,37110,885SH DFND710,845040
DST SYS INC DELCOM23332610719152SH DFND7,9140012
DST SYS INC DELCOM2333261072642,098SH DFND92,09800
DTE ENERGY COCOM2333311071161,550SH DFND11,55000
DTE ENERGY COCOM2333311071642,200SH DFND132,20000
DTE ENERGY COCOM233331107881,180SH DFND141,18000
DTE ENERGY COCOM2333311075026,723SH DFND76,72300
DTE ENERGY COCOM23333110714188SH DFND7,918107
DTE ENERGY COCOM23333110768916SH OTR191600
DANA HLDG CORPCOM235825205321,553SH DFND11,55300
DANA HLDG CORPCOM235825205904,350SH DFND134,35000
DANA HLDG CORPCOM235825205351,690SH DFND141,69000
DANA HLDG CORPCOM235825205452,197SH DFND72,139058
DANA HLDG CORPCOM2358252051487,168SH DFND7,95,42801,740
DANA HLDG CORPCOM23582520533716,380SH DFND916,38000
DANAHER CORP DELCOM2358511023,87245,236SH DFND144,03001,206
DANAHER CORP DELCOM2358511023,17237,060SH DFND1,337,06000
DANAHER CORP DELCOM2358511026747,880SH DFND137,88000
DANAHER CORP DELCOM2358511023794,424SH DFND144,42400
DANAHER CORP DELCOM2358511021,98823,222SH DFND323,22200
DANAHER CORP DELCOM23585110215,568181,886SH DFND7179,92401,962
DANAHER CORP DELCOM2358511024,18448,885SH DFND7,948,87708
DANAHER CORP DELCOM23585110214,069164,375SH DFND9154,267010,108
DANAHER CORP DELCOM2358511025426,335SH OTR14,72801,607
DANAHER CORP DELCOM23585110268800SH OTR780000
DARDEN RESTAURANTS INCCOM2371941051,85226,049SH DFND124,70301,346
DARDEN RESTAURANTS INCCOM2371941051812,540SH DFND132,54000
DARDEN RESTAURANTS INCCOM237194105881,239SH DFND1401,2390
DARDEN RESTAURANTS INCCOM2371941054846,805SH DFND36,80500
DARDEN RESTAURANTS INCCOM2371941058,654121,748SH DFND7121,74800
DARDEN RESTAURANTS INCCOM2371941056969,786SH DFND7,99,78600
DARDEN RESTAURANTS INCCOM2371941053,78353,224SH DFND953,172052
DARDEN RESTAURANTS INCCOM2371941052503,513SH OTR13,499014
DARLING INGREDIENTS INCCOM2372661011238,417SH DFND138,41700
DARLING INGREDIENTS INCCOM237266101191,296SH DFND141,29600
DARLING INGREDIENTS INCCOM237266101513,505SH DFND71,73001,775
DAVITA HEALTHCARE PARTNERS ICOM23918K10832399SH DFND139900
DAVITA HEALTHCARE PARTNERS ICOM23918K1083654,588SH DFND134,58800
DAVITA HEALTHCARE PARTNERS ICOM23918K1081241,564SH DFND141,56400
DAVITA HEALTHCARE PARTNERS ICOM23918K1083,39942,765SH DFND742,76500
DAVITA HEALTHCARE PARTNERS ICOM23918K1084415,553SH DFND7,95,542011
DAVITA HEALTHCARE PARTNERS ICOM23918K1086808,560SH DFND98,56000
DEALERTRACK TECHNOLOGIES INCCOM2423091021392,208SH DFND132,20800
DEALERTRACK TECHNOLOGIES INCCOM24230910231500SH DFND1450000
DEALERTRACK TECHNOLOGIES INCCOM2423091021822,898SH DFND72,7560142
DEALERTRACK TECHNOLOGIES INCCOM24230910217275SH DFND7,927500
DEALERTRACK TECHNOLOGIES INCCOM24230910217275SH DFND927500
DECKERS OUTDOOR CORPCOM24353710735485SH DFND148500
DECKERS OUTDOOR CORPCOM2435371071191,650SH DFND131,65000
DECKERS OUTDOOR CORPCOM24353710730420SH DFND1442000
DECKERS OUTDOOR CORPCOM2435371073324,609SH DFND74,2470362
DECKERS OUTDOOR CORPCOM2435371071201,665SH DFND7,91,66500
DECKERS OUTDOOR CORPCOM2435371073855,352SH DFND95,35200
DEERE & COCOM2441991052,95630,457SH DFND129,9570500
DEERE & COCOM2441991054844,990SH DFND134,99000
DEERE & COCOM2441991052422,490SH DFND142,49000
DEERE & COCOM24419910541420SH DFND342000
DEERE & COCOM2441991052,05321,159SH DFND721,0140145
DEERE & COCOM2441991053974,094SH DFND7,94,054040
DEERE & COCOM2441991051,57016,173SH DFND913,25702,916
DEERE & COCOM2441991053683,789SH OTR12,30301,486
DELEK US HLDGS INCCOM2466471011042,812SH DFND132,81200
DELEK US HLDGS INCCOM24664710122604SH DFND1460400
DELEK US HLDGS INCCOM246647101932,525SH DFND72,52500
DELTA AIR LINES INC DELCOM NEW2473617021,07626,187SH DFND125,01601,171
DELTA AIR LINES INC DELCOM NEW2473617021,88745,925SH DFND1,345,92500
DELTA AIR LINES INC DELCOM NEW2473617021,06225,840SH DFND1325,84000
DELTA AIR LINES INC DELCOM NEW24736170251412,500SH DFND1412,50000
DELTA AIR LINES INC DELCOM NEW24736170285420,787SH DFND320,78700
DELTA AIR LINES INC DELCOM NEW24736170213,039317,397SH DFND7317,2540143
DELTA AIR LINES INC DELCOM NEW2473617024,241103,229SH DFND7,9103,0950134
DELTA AIR LINES INC DELCOM NEW2473617027,603185,068SH DFND9180,85604,212
DELTA AIR LINES INC DELCOM NEW247361702651,587SH OTR11,1410446
DELTA AIR LINES INC DELCOM NEW24736170233,100SHCallDFND93,10000
DENBURY RES INCCOM NEW247916208121,815SH DFND131,81500
DENBURY RES INCCOM NEW247916208314,904SH DFND144,90400
DENBURY RES INCCOM NEW2479162085745SH DFND774500
DENBURY RES INCCOM NEW2479162081205SH DFND7,920500
DENBURY RES INCCOM NEW247916208406,269SH DFND96,180089
DELUXE CORPCOM24801910123364SH DFND136400
DELUXE CORPCOM2480191011502,425SH DFND132,42500
DELUXE CORPCOM24801910132516SH DFND1451600
DELUXE CORPCOM24801910183113,396SH DFND713,39600
DELUXE CORPCOM24801910117281SH DFND7,928100
DELUXE CORPCOM2480191012333,765SH DFND93,76500
DEMANDWARE INCCOM24802Y1051492,100SH DFND132,10000
DEMANDWARE INCCOM24802Y10526370SH DFND1437000
DEMANDWARE INCCOM24802Y10536507SH DFND750700
DEMANDWARE INCCOM24802Y10510146SH DFND914600
DENTSPLY INTL INC NEWCOM2490301071,01919,767SH DFND119,76700
DENTSPLY INTL INC NEWCOM2490301071893,670SH DFND133,67000
DENTSPLY INTL INC NEWCOM24903010719370SH DFND1437000
DENTSPLY INTL INC NEWCOM24903010767913,162SH DFND711,06202,100
DENTSPLY INTL INC NEWCOM24903010721415SH DFND7,941500
DENTSPLY INTL INC NEWCOM2490301071482,875SH DFND92,0000875
DENTSPLY INTL INC NEWCOM2490301071062,050SH OTR12,05000
DESTINATION MATERNITY CORPCOM25065D10010830SH DFND1383000
DESTINATION MATERNITY CORPCOM25065D1002180SH DFND1418000
DESTINATION MATERNITY CORPCOM25065D10023320,000SH DFND720,00000
DEVON ENERGY CORP NEWCOM25179M1031262,119SH DFND12,11900
DEVON ENERGY CORP NEWCOM25179M1032444,100SH DFND134,10000
DEVON ENERGY CORP NEWCOM25179M1031171,970SH DFND141,97000
DEVON ENERGY CORP NEWCOM25179M1032,47141,541SH DFND741,4360105
DEVON ENERGY CORP NEWCOM25179M1032163,624SH DFND7,93,62400
DEVON ENERGY CORP NEWCOM25179M10373112,293SH DFND910,63301,660
DEVON ENERGY CORP NEWCOM25179M10348800SH OTR180000
DEVRY ED GROUP INCCOM251893103923,060SH DFND133,06000
DEVRY ED GROUP INCCOM25189310314460SH DFND1446000
DEVRY ED GROUP INCCOM25189310331310,432SH DFND710,43200
DEVRY ED GROUP INCCOM251893103140SH DFND94000
DEXCOM INCCOM2521311072673,333SH DFND133,33300
DEXCOM INCCOM2521311071311,640SH DFND141,64000
DEXCOM INCCOM25213110739491SH DFND749100
DEXCOM INCCOM252131107790SH DFND99000
DIAGEO P L CSPON ADR NEW25243Q2052742,357SH DFND12,35700
DIAGEO P L CSPON ADR NEW25243Q2051431,230SH DFND35000730
DIAGEO P L CSPON ADR NEW25243Q2053,39029,213SH DFND729,118095
DIAGEO P L CSPON ADR NEW25243Q2057656,593SH DFND7,96,59300
DIAGEO P L CSPON ADR NEW25243Q2052,11518,227SH DFND910,66207,565
DIAGEO P L CSPON ADR NEW25243Q20521185SH OTR118500
DIAMOND OFFSHORE DRILLING INCOM25271C102371,440SH DFND131,44000
DIAMOND OFFSHORE DRILLING INCOM25271C1029350SH DFND1435000
DIAMOND OFFSHORE DRILLING INCOM25271C102301,170SH DFND3001,170
DIAMOND OFFSHORE DRILLING INCOM25271C1021254,852SH DFND74,7230129
DIAMOND OFFSHORE DRILLING INCOM25271C10218687SH DFND7,968700
DIAMOND OFFSHORE DRILLING INCOM25271C10215588SH DFND958800
DIAMOND OFFSHORE DRILLING INCOM25271C1020700SHCallDFND770000
DIAMONDROCK HOSPITALITY COCOM252784301856,667SH DFND136,66700
DIAMONDROCK HOSPITALITY COCOM252784301564,377SH DFND144,37700
DIAMONDROCK HOSPITALITY COCOM2527843011112SH DFND711200
DIAMONDROCK HOSPITALITY COCOM25278430118714,595SH OTR1314,59500
DICKS SPORTING GOODS INCCOM2533931021252,418SH DFND12,0690349
DICKS SPORTING GOODS INCCOM25339310251810,005SH DFND1,310,00500
DICKS SPORTING GOODS INCCOM25339310240780SH DFND1378000
DICKS SPORTING GOODS INCCOM2533931021011,950SH DFND31,95000
DICKS SPORTING GOODS INCCOM2533931023,18561,514SH DFND761,50905
DICKS SPORTING GOODS INCCOM2533931022,57749,776SH DFND7,949,77600
DICKS SPORTING GOODS INCCOM2533931022,70552,253SH DFND952,25300
DICKS SPORTING GOODS INCCOM253393102363SH OTR16300
DIEBOLD INCCOM2536511031724,913SH DFND134,91300
DIEBOLD INCCOM253651103491,400SH DFND141,40000
DIEBOLD INCCOM2536511031634,655SH DFND74,65500
DIEBOLD INCCOM2536511031,80051,435SH DFND951,43500
DIGITAL RLTY TR INCCOM2538681031,17617,633SH DFND116,05601,577
DIGITAL RLTY TR INCCOM2538681032513,760SH DFND133,76000
DIGITAL RLTY TR INCCOM2538681032333,488SH DFND142,0381,4500
DIGITAL RLTY TR INCCOM2538681035297,930SH DFND37,93000
DIGITAL RLTY TR INCCOM2538681039,524142,833SH DFND7141,58001,253
DIGITAL RLTY TR INCCOM25386810374711,198SH DFND7,911,169029
DIGITAL RLTY TR INCCOM2538681033,55053,235SH DFND953,210025
DIGITAL RLTY TR INCCOM2538681032283,414SH OTR13,397017
DIGITAL RLTY TR INCCOM25386810367910,185SH OTR1310,18500
DIGITAL TURBINE INCCOM NEW25400W102165,330SH DFND135,33000
DIGITAL TURBINE INCCOM NEW25400W1022520SH DFND1452000
DIGITAL TURBINE INCCOM NEW25400W102155,000SH DFND95,00000
DILLARDS INCCL A2540671011471,400SH DFND131,40000
DILLARDS INCCL A25406710132300SH DFND1430000
DILLARDS INCCL A25406710169656SH DFND7641015
DILLARDS INCCL A254067101114SH DFND7,91400
DINEEQUITY INCCOM254423106223SH DFND11607
DINEEQUITY INCCOM2544231062,56725,901SH DFND1325,90100
DINEEQUITY INCCOM25442310619193SH DFND1419300
DINEEQUITY INCCOM254423106219SH DFND31900
DINEEQUITY INCCOM25442310630300SH DFND730000
DINEEQUITY INCCOM25442310644441SH DFND7,944100
DINEEQUITY INCCOM2544231066576,635SH DFND96,63500
DIREXION SHS ETF TRDLY EMRGMKT BULL25459Y6865,659248,400SH DFND14248,40000
DISNEY WALT COCOM DISNEY25468710610,47891,796SH DFND191,3270469
DISNEY WALT COCOM DISNEY2546871063,13127,429SH DFND1,327,42900
DISNEY WALT COCOM DISNEY2546871066,14653,846SH DFND1353,84600
DISNEY WALT COCOM DISNEY2546871062,86925,140SH DFND1425,14000
DISNEY WALT COCOM DISNEY2546871062,28920,055SH DFND320,05500
DISNEY WALT COCOM DISNEY25468710630,167264,297SH DFND7261,04003,257
DISNEY WALT COCOM DISNEY2546871068847,745SH DFND7,97,660085
DISNEY WALT COCOM DISNEY25468710623,391204,934SH DFND9185,293019,641
DISNEY WALT COCOM DISNEY2546871064,83742,382SH OTR137,41104,971
DISNEY WALT COCOM DISNEY2546871061100SHCallDFND710000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1048234SH DFND123400
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1041564,680SH DFND134,68000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F104762,300SH DFND142,30000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1043329,996SH DFND79,925071
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1049267SH DFND7,9250017
DISCOVERY COMMUNICATNS NEWCOM SER A25470F10463819,188SH DFND91,388017,800
DISCOVERY COMMUNICATNS NEWCOM SER C25470F30222702SH DFND170200
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3021936,200SH DFND136,20000
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3021244,000SH DFND144,00000
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3022317,423SH DFND77,42300
DISCOVERY COMMUNICATNS NEWCOM SER C25470F30214464SH DFND7,93580106
DISCOVERY COMMUNICATNS NEWCOM SER C25470F30237812,159SH DFND91,573010,586
DISH NETWORK CORPCL A25470M10910150SH DFND115000
DISH NETWORK CORPCL A25470M1094666,880SH DFND136,88000
DISH NETWORK CORPCL A25470M1092063,040SH DFND143,04000
DISH NETWORK CORPCL A25470M1092784,101SH DFND73,5100591
DISH NETWORK CORPCL A25470M10910150SH DFND7,915000
DISH NETWORK CORPCL A25470M1096439,495SH DFND917609,319
DISCOVER FINL SVCSCOM25470910823405SH DFND140500
DISCOVER FINL SVCSCOM2547091082935,080SH DFND135,08000
DISCOVER FINL SVCSCOM254709108731,270SH DFND141,27000
DISCOVER FINL SVCSCOM2547091085679,835SH DFND79,4230412
DISCOVER FINL SVCSCOM254709108721,250SH DFND7,91,25000
DISCOVER FINL SVCSCOM2547091082,20438,254SH DFND96,726031,528
DISCOVER FINL SVCSCOM25470910822383SH OTR12270156
DIRECTVCOM25490A3091031,105SH DFND11,10500
DIRECTVCOM25490A3091,34514,490SH DFND1314,49000
DIRECTVCOM25490A3097247,803SH DFND147,80300
DIRECTVCOM25490A3091,08811,723SH DFND710,64401,079
DIRECTVCOM25490A30989962SH DFND7,9886076
DIRECTVCOM25490A3091,23113,270SH DFND910,27003,000
DIRECTVCOM25490A30915157SH OTR115700
DOLBY LABORATORIES INCCOM25659T10711270SH DFND1327000
DOLBY LABORATORIES INCCOM25659T10736900SH DFND1490000
DOLBY LABORATORIES INCCOM25659T1071634,120SH DFND73,9710149
DOLBY LABORATORIES INCCOM25659T10711267SH DFND9250017
DOLLAR GEN CORP NEWCOM25667710510126SH DFND100126
DOLLAR GEN CORP NEWCOM25667710584010,800SH DFND1310,80000
DOLLAR GEN CORP NEWCOM2566771053114,000SH DFND144,00000
DOLLAR GEN CORP NEWCOM25667710584110,813SH DFND78,15602,657
DOLLAR GEN CORP NEWCOM2566771051011,301SH DFND7,91,291010
DOLLAR GEN CORP NEWCOM2566771053284,217SH DFND94,21700
DOLLAR GEN CORP NEWCOM2566771051,64821,202SH OTR1321,20200
DOLLAR TREE INCCOM25674610813161SH DFND100161
DOLLAR TREE INCCOM2567461085747,262SH DFND137,26200
DOLLAR TREE INCCOM2567461082873,636SH DFND143,63600
DOLLAR TREE INCCOM25674610887411,071SH DFND710,8330238
DOLLAR TREE INCCOM256746108454SH DFND7,90054
DOLLAR TREE INCCOM2567461082633,328SH DFND93,32800
DOMINION RES INC VA NEWCOM25746U1095,23878,329SH DFND176,81101,518
DOMINION RES INC VA NEWCOM25746U1093935,870SH DFND135,87000
DOMINION RES INC VA NEWCOM25746U1092904,343SH DFND143,4129310
DOMINION RES INC VA NEWCOM25746U1093344,995SH DFND34,99500
DOMINION RES INC VA NEWCOM25746U1097,895118,062SH DFND7117,2060856
DOMINION RES INC VA NEWCOM25746U10986712,961SH DFND7,912,6390322
DOMINION RES INC VA NEWCOM25746U1098,138121,702SH DFND975,798045,904
DOMINION RES INC VA NEWCOM25746U1092,98144,582SH OTR135,37109,211
DOMINION RES INC VA NEWCOM25746U1091342,000SH OTR72,00000
DOMINOS PIZZA INCCOM25754A2012492,200SH DFND132,20000
DOMINOS PIZZA INCCOM25754A20145400SH DFND1440000
DOMINOS PIZZA INCCOM25754A20115128SH DFND712800
DOMINOS PIZZA INCCOM25754A20112110SH DFND911000
DOMTAR CORPCOM NEW25755920313320SH DFND1332000
DOMTAR CORPCOM NEW2575592033498,428SH DFND78,2850143
DOMTAR CORPCOM NEW25755920325595SH DFND959500
DOMTAR CORPCOM NEW2575592030500SHCallDFND950000
DONALDSON INCCOM257651109361,000SH DFND11,00000
DONALDSON INCCOM2576511091744,860SH DFND134,86000
DONALDSON INCCOM257651109641,800SH DFND141,80000
DONALDSON INCCOM2576511092607,252SH DFND71,72705,525
DONALDSON INCCOM257651109262SH DFND7,90062
DONALDSON INCCOM257651109481,333SH DFND933301,000
DONNELLEY R R & SONS COCOM257867101573,270SH DFND133,27000
DONNELLEY R R & SONS COCOM257867101563,210SH DFND143,21000
DONNELLEY R R & SONS COCOM25786710114791SH DFND779100
DONNELLEY R R & SONS COCOM25786710145726,218SH DFND926,21800
DORMAN PRODUCTS INCCOM2582781003988,342SH DFND1,3008,342
DORMAN PRODUCTS INCCOM258278100761,602SH DFND131,60200
DORMAN PRODUCTS INCCOM25827810015324SH DFND1432400
DORMAN PRODUCTS INCCOM258278100881,852SH DFND722501,627
DORMAN PRODUCTS INCCOM25827810052511,012SH DFND90011,012
DOUBLELINE INCOME SOLUTIONSCOM25862210920110,154SH DFND710,141013
DOUBLELINE INCOME SOLUTIONSCOM258622109130SH DFND90030
DOUGLAS EMMETT INCCOM25960P109010SH DFND131000
DOUGLAS EMMETT INCCOM25960P109873,240SH DFND143,24000
DOUGLAS EMMETT INCCOM25960P109401,482SH DFND71,48200
DOUGLAS EMMETT INCCOM25960P109263SH DFND7,96300
DOUGLAS EMMETT INCCOM25960P1093103SH DFND983020
DOUGLAS EMMETT INCCOM25960P10994234,974SH OTR1334,97400
DOUGLAS DYNAMICS INCCOM25960R105311,430SH DFND131,43000
DOUGLAS DYNAMICS INCCOM25960R1054200SH DFND1420000
DOUGLAS DYNAMICS INCCOM25960R105391,799SH DFND71,79900
DOUGLAS DYNAMICS INCCOM25960R10548322,500SH DFND922,50000
DOUGLAS DYNAMICS INCCOM25960R10511500SH OTR100500
DOVER CORPCOM2600031085197,400SH DFND17,40000
DOVER CORPCOM2600031081842,620SH DFND132,62000
DOVER CORPCOM260003108991,408SH DFND141,40800
DOVER CORPCOM2600031085,18173,821SH DFND772,9100911
DOVER CORPCOM2600031085417,712SH DFND7,97,71200
DOVER CORPCOM2600031087,052100,484SH DFND9100,3840100
DOVER CORPCOM260003108685SH OTR18500
DOW CHEM COCOM2605431034,10380,180SH DFND180,18000
DOW CHEM COCOM26054310389817,550SH DFND1317,55000
DOW CHEM COCOM2605431033887,582SH DFND147,58200
DOW CHEM COCOM2605431033,70572,402SH DFND771,5200882
DOW CHEM COCOM2605431032334,560SH DFND7,94,56000
DOW CHEM COCOM2605431037,067138,110SH DFND9127,728010,382
DOW CHEM COCOM2605431031,56930,662SH OTR130,66200
DR PEPPER SNAPPLE GROUP INCCOM26138E1091,11315,266SH DFND115,0230243
DR PEPPER SNAPPLE GROUP INCCOM26138E10995513,100SH DFND1,313,10000
DR PEPPER SNAPPLE GROUP INCCOM26138E1094195,750SH DFND135,75000
DR PEPPER SNAPPLE GROUP INCCOM26138E1092413,300SH DFND143,30000
DR PEPPER SNAPPLE GROUP INCCOM26138E1091,05114,413SH DFND314,41300
DR PEPPER SNAPPLE GROUP INCCOM26138E1097,858107,796SH DFND7104,44803,348
DR PEPPER SNAPPLE GROUP INCCOM26138E1094015,503SH DFND7,95,488015
DR PEPPER SNAPPLE GROUP INCCOM26138E1092,95640,545SH DFND940,3170228
DR PEPPER SNAPPLE GROUP INCCOM26138E10966906SH OTR17380168
DR PEPPER SNAPPLE GROUP INCCOM26138E109731,000SH OTR71,00000
DRESSER-RAND GROUP INCCOM2616081031762,070SH DFND132,07000
DRESSER-RAND GROUP INCCOM2616081031451,700SH DFND141,70000
DRESSER-RAND GROUP INCCOM2616081035436,373SH DFND76,37300
DRESSER-RAND GROUP INCCOM2616081031,70620,025SH DFND920,02500
DREYFUS MUN INCOME INCCOM26201R102718,000SH DFND78,00000
DREYFUS MUN INCOME INCCOM26201R102647,200SH OTR17,20000
DREYFUS STRATEGIC MUN BD FDCOM26202F10721227,602SH DFND127,60200
DREYFUS STRATEGIC MUN BD FDCOM26202F107212,796SH DFND142,79600
DREYFUS STRATEGIC MUN BD FDCOM26202F107547,000SH OTR17,00000
DRIL-QUIP INCCOM2620371041842,443SH DFND132,44300
DRIL-QUIP INCCOM2620371041632,170SH DFND719501,975
DRIL-QUIP INCCOM262037104675SH DFND7,97500
DRIL-QUIP INCCOM2620371041381,836SH DFND91,83600
DU PONT E I DE NEMOURS & COCOM2635341096,612103,391SH DFND1101,51001,881
DU PONT E I DE NEMOURS & COCOM2635341091,10717,310SH DFND1317,31000
DU PONT E I DE NEMOURS & COCOM26353410970411,016SH DFND149,8111,2050
DU PONT E I DE NEMOURS & COCOM2635341095188,095SH DFND36,82501,270
DU PONT E I DE NEMOURS & COCOM26353410915,948249,389SH DFND7249,2390150
DU PONT E I DE NEMOURS & COCOM2635341094,47269,922SH DFND7,969,91309
DU PONT E I DE NEMOURS & COCOM263534109395,0066,176,797SH DFND95,996,6000180,197
DU PONT E I DE NEMOURS & COCOM2635341095,42584,839SH OTR180,04504,794
DU PONT E I DE NEMOURS & COCOM26353410926,000SHCallDFND96,00000
DUKE ENERGY CORP NEWCOM NEW26441C2041,01714,403SH DFND113,7150688
DUKE ENERGY CORP NEWCOM NEW26441C2043815,395SH DFND135,39500
DUKE ENERGY CORP NEWCOM NEW26441C2042874,070SH DFND144,07000
DUKE ENERGY CORP NEWCOM NEW26441C2042,46336,949SH DFND736,934015
DUKE ENERGY CORP NEWCOM NEW26441C2041071,515SH DFND7,91,502013
DUKE ENERGY CORP NEWCOM NEW26441C2042,10929,869SH DFND927,69402,175
DUKE ENERGY CORP NEWCOM NEW26441C2045858,285SH OTR17,2860999
DUKE REALTY CORPCOM NEW2644115051176,310SH DFND136,31000
DUKE REALTY CORPCOM NEW26441150519610,568SH DFND1410,56800
DUKE REALTY CORPCOM NEW2644115051598,561SH DFND78,56100
DUKE REALTY CORPCOM NEW2644115051307,000SH DFND7,97,00000
DUKE REALTY CORPCOM NEW2644115051045,575SH DFND95,57500
DUKE REALTY CORPCOM NEW2644115051,02455,130SH OTR1355,13000
DUN & BRADSTREET CORP DEL NECOM26483E10025208SH DFND120800
DUN & BRADSTREET CORP DEL NECOM26483E100113930SH DFND1393000
DUN & BRADSTREET CORP DEL NECOM26483E10036295SH DFND1429500
DUN & BRADSTREET CORP DEL NECOM26483E10030248SH DFND7224024
DUN & BRADSTREET CORP DEL NECOM26483E1002912,389SH DFND92,38900
DUN & BRADSTREET CORP DEL NECOM26483E10022182SH OTR118200
DUNKIN BRANDS GROUP INCCOM2655041002153,900SH DFND133,90000
DUNKIN BRANDS GROUP INCCOM26550410017300SH DFND1430000
DUNKIN BRANDS GROUP INCCOM2655041002474,489SH DFND74,48900
DUNKIN BRANDS GROUP INCCOM2655041001402,553SH DFND91,15301,400
DUPONT FABROS TECHNOLOGY INCCOM26613Q106822,775SH DFND132,77500
DUPONT FABROS TECHNOLOGY INCCOM26613Q106571,926SH DFND141,92600
DUPONT FABROS TECHNOLOGY INCCOM26613Q1067,743262,917SH DFND7259,91703,000
DUPONT FABROS TECHNOLOGY INCCOM26613Q1063,617122,810SH DFND7,9122,81000
DUPONT FABROS TECHNOLOGY INCCOM26613Q106481,617SH DFND91,0170600
DUPONT FABROS TECHNOLOGY INCCOM26613Q1062337,917SH OTR137,91700
DYAX CORPCOM26746E1032298,631SH DFND138,63100
DYAX CORPCOM26746E103481,820SH DFND141,82000
DYAX CORPCOM26746E1038286SH DFND728600
DYCOM INDS INCCOM26747510198216,687SH DFND1316,68700
DYCOM INDS INCCOM26747510126442SH DFND1444200
DYCOM INDS INCCOM26747510110178SH DFND700178
DYCOM INDS INCCOM2674751011883,197SH DFND93,19700
DYCOM INDS INCCOM2674751016100SH OTR100100
EGA EMERGING GLOBAL SHS TREGS EMKTCONS ETF26846177981331,209SH DFND731,20900
EGA EMERGING GLOBAL SHS TREGS EMKTCONS ETF2684617792379,111SH DFND99,11100
E M C CORP MASSCOM2686481024,489170,110SH DFND1167,29602,814
E M C CORP MASSCOM26864810287032,975SH DFND1,332,97500
E M C CORP MASSCOM26864810279930,270SH DFND1330,27000
E M C CORP MASSCOM26864810232012,110SH DFND1412,11000
E M C CORP MASSCOM2686481021,19145,131SH DFND345,13100
E M C CORP MASSCOM26864810211,142422,207SH DFND7399,730022,477
E M C CORP MASSCOM2686481022,12580,521SH DFND7,980,3830138
E M C CORP MASSCOM26864810211,331429,381SH DFND9428,5860795
E M C CORP MASSCOM2686481021,02638,887SH OTR137,51701,370
E M C CORP MASSCOM2686481020200SHCallDFND920000
ENI S P ASPONSORED ADR26874R108381,062SH DFND11,06200
ENI S P ASPONSORED ADR26874R1081574,400SH DFND1,34,40000
ENI S P ASPONSORED ADR26874R1082146,010SH DFND75,961049
ENI S P ASPONSORED ADR26874R1081434,012SH DFND7,94,01200
ENI S P ASPONSORED ADR26874R10863917,972SH DFND916,38201,590
ENI S P ASPONSORED ADR26874R10814385SH OTR138500
EOG RES INCCOM26875P1017999,130SH DFND18,07201,058
EOG RES INCCOM26875P1012322,650SH DFND1,32,65000
EOG RES INCCOM26875P1015155,880SH DFND135,88000
EOG RES INCCOM26875P1013403,880SH DFND143,88000
EOG RES INCCOM26875P1013854,400SH DFND34,40000
EOG RES INCCOM26875P1011,37715,729SH DFND715,4740255
EOG RES INCCOM26875P1012032,316SH DFND7,92,31600
EOG RES INCCOM26875P1013,14335,904SH DFND932,22103,683
EOG RES INCCOM26875P101941,068SH OTR11,06800
EQT CORPCOM26884L10924300SH DFND130000
EQT CORPCOM26884L1092793,430SH DFND133,43000
EQT CORPCOM26884L1091031,270SH DFND141,27000
EQT CORPCOM26884L1091752,150SH DFND72,15000
EQT CORPCOM26884L10925311SH DFND7,9274037
EQT CORPCOM26884L1092132,613SH DFND92,61300
EQT CORPCOM26884L10969850SH OTR185000
EPR PPTYSCOM SH BEN INT26884U1091031,879SH DFND131,87900
EPR PPTYSCOM SH BEN INT26884U10923426SH DFND1442600
EPR PPTYSCOM SH BEN INT26884U1091172,139SH DFND72,13900
EPR PPTYSCOM SH BEN INT26884U10949899SH DFND989900
EPR PPTYSCOM SH BEN INT26884U1092534,615SH OTR134,61500
EAGLE BANCORP INC MDCOM268948106651,474SH DFND131,47400
EAGLE BANCORP INC MDCOM26894810614324SH DFND1432400
EAGLE BANCORP INC MDCOM2689481063097,029SH DFND76,1290900
ETFS PRECIOUS METALS BASKETPHYS PM BSKT26922W1092503,892SH DFND143,89200
ETFS GOLD TRSHS26922Y10511100SH DFND710000
ETFS GOLD TRSHS26922Y1052,64323,065SH DFND923,06500
ETFS PALLADIUM TRSH BEN INT26923A1061,12517,271SH DFND717,201070
E TRADE FINANCIAL CORPCOM NEW2692464011,71057,100SH DFND1,30057,100
E TRADE FINANCIAL CORPCOM NEW2692464011474,900SH DFND134,90000
E TRADE FINANCIAL CORPCOM NEW269246401331,100SH DFND141,10000
E TRADE FINANCIAL CORPCOM NEW26924640141813,957SH DFND713,5820375
E TRADE FINANCIAL CORPCOM NEW2692464011946,478SH DFND96,47800
EAGLE MATERIALS INCCOM26969P1085927,754SH DFND137,75400
EAGLE MATERIALS INCCOM26969P1088100SH DFND1410000
EAGLE MATERIALS INCCOM26969P10872941SH DFND794100
EAST WEST BANCORP INCCOM27579R1041122,500SH DFND132,50000
EAST WEST BANCORP INCCOM27579R1042204,918SH DFND72,95701,961
EAST WEST BANCORP INCCOM27579R10454712,203SH DFND93,70308,500
EASTGROUP PPTY INCCOM277276101691,224SH DFND131,22400
EASTGROUP PPTY INCCOM2772761015599,938SH DFND149,93800
EASTGROUP PPTY INCCOM27727610119336SH DFND733600
EASTGROUP PPTY INCCOM277276101110SH DFND91000
EASTGROUP PPTY INCCOM2772761012384,226SH OTR134,22600
EASTMAN CHEM COCOM2774321009116SH DFND111600
EASTMAN CHEM COCOM2774321002432,968SH DFND132,96800
EASTMAN CHEM COCOM2774321001331,620SH DFND141,62000
EASTMAN CHEM COCOM27743210090010,998SH DFND710,986012
EASTMAN CHEM COCOM27743210071870SH DFND7,987000
EASTMAN CHEM COCOM2774321004585,598SH DFND95,59800
EASTMAN CHEM COCOM277432100991,213SH OTR121301,000
EATON VANCE SR INCOME TRSH BEN INT27826S1039114,622SH DFND714,607015
EATON VANCE SR INCOME TRSH BEN INT27826S103058SH DFND90058
EATON VANCE CORPCOM NON VTG27826510328707SH DFND170700
EATON VANCE CORPCOM NON VTG2782651031944,970SH DFND134,97000
EATON VANCE CORPCOM NON VTG278265103812,060SH DFND142,06000
EATON VANCE CORPCOM NON VTG2782651032496,369SH DFND74,09402,275
EATON VANCE CORPCOM NON VTG278265103842,155SH DFND7,92,15500
EATON VANCE CORPCOM NON VTG2782651032466,279SH DFND96,27900
EATON VANCE CORPCOM NON VTG2782651037182SH OTR118200
EATON VANCE TX MGD DIV EQ INCOM27828N10213011,438SH DFND710,5550883
EATON VANCE TX MGD DIV EQ INCOM27828N102726,333SH DFND95,00001,333
EATON VANCE TAX MNGED BUY WRCOM27828X1008502SH DFND150200
EATON VANCE TAX MNGED BUY WRCOM27828X10015510,000SH DFND710,00000
EATON VANCE TXMGD GL BUYWR OCOM27829C105121,000SH DFND11,00000
EATON VANCE TXMGD GL BUYWR OCOM27829C10520016,919SH DFND716,91900
EATON VANCE TXMGD GL BUYWR OCOM27829C105312,628SH DFND92,62800
EATON VANCE TAX MNGD GBL DVCOM27829F10813714,111SH DFND712,13901,972
EATON VANCE TAX MNGD GBL DVCOM27829F108101,016SH DFND9001,016
EBAY INCCOM2786421033435,697SH DFND15,69700
EBAY INCCOM2786421032,45440,740SH DFND1340,74000
EBAY INCCOM2786421031,18119,610SH DFND1419,61000
EBAY INCCOM2786421034,54075,358SH DFND774,5480810
EBAY INCCOM2786421032684,457SH DFND7,94,374083
EBAY INCCOM278642103131,3132,179,830SH DFND92,178,34301,487
ECOLAB INCCOM2788651001,49613,230SH DFND113,23000
ECOLAB INCCOM2788651008917,877SH DFND137,87700
ECOLAB INCCOM2788651004934,364SH DFND144,36400
ECOLAB INCCOM2788651002,79824,744SH DFND724,74400
ECOLAB INCCOM27886510073643SH DFND7,9608035
ECOLAB INCCOM2788651002,02417,897SH DFND99,01708,880
ECOLAB INCCOM2788651001841,624SH OTR11,62400
ECOPETROL S ASPONSORED ADS279158109302,300SH DFND1,32,30000
ECOPETROL S ASPONSORED ADS279158109197SH DFND79700
ECOPETROL S ASPONSORED ADS2791581092125SH DFND912500
ECOPETROL S ASPONSORED ADS2791581091068,000SH OTR138,00000
EDISON INTLCOM281020107651,166SH DFND11,155011
EDISON INTLCOM2810201071853,320SH DFND133,32000
EDISON INTLCOM2810201071061,916SH DFND141,91600
EDISON INTLCOM28102010782914,910SH DFND714,882028
EDISON INTLCOM28102010749889SH DFND7,9854035
EDISON INTLCOM2810201071662,981SH DFND92,98100
EDISON INTLCOM281020107561,000SH OTR11,00000
EDUCATION RLTY TR INCCOM NEW28140H20328890SH DFND1389000
EDUCATION RLTY TR INCCOM NEW28140H203421,331SH DFND141,33100
EDUCATION RLTY TR INCCOM NEW28140H20325782SH DFND778200
EDUCATION RLTY TR INCCOM NEW28140H2031083,441SH OTR133,44100
EDWARDS LIFESCIENCES CORPCOM28176E10828200SH DFND120000
EDWARDS LIFESCIENCES CORPCOM28176E1085533,886SH DFND133,88600
EDWARDS LIFESCIENCES CORPCOM28176E1082471,734SH DFND141,73400
EDWARDS LIFESCIENCES CORPCOM28176E1086454,528SH DFND74,52503
EDWARDS LIFESCIENCES CORPCOM28176E10825176SH DFND7,9145031
EDWARDS LIFESCIENCES CORPCOM28176E10898688SH DFND95880100
EDWARDS LIFESCIENCES CORPCOM28176E1086124,300SH OTR134,30000
ELECTRONIC ARTS INCCOM28551210928428SH DFND1409019
ELECTRONIC ARTS INCCOM28551210974211,160SH DFND1311,16000
ELECTRONIC ARTS INCCOM2855121092864,300SH DFND144,30000
ELECTRONIC ARTS INCCOM28551210997014,580SH DFND714,4060174
ELECTRONIC ARTS INCCOM2855121091301,954SH DFND7,91,95400
ELECTRONIC ARTS INCCOM2855121093355,040SH DFND94,9070133
ELECTRONIC ARTS INCCOM28551210914213SH OTR121300
ELECTRONICS FOR IMAGING INCCOM2860821021192,738SH DFND132,73800
ELECTRONICS FOR IMAGING INCCOM28608210226609SH DFND1460900
ELECTRONICS FOR IMAGING INCCOM2860821028177SH DFND717700
ELECTRONICS FOR IMAGING INCCOM286082102671,540SH DFND94001,500
ELLIE MAE INCCOM28849P10088612,690SH DFND1312,69000
ELLIE MAE INCCOM28849P10022320SH DFND1432000
ELLIE MAE INCCOM28849P100225SH DFND70025
EMBRAER S ASP ADR REP 4 COM29082A1074138SH DFND113800
EMBRAER S ASP ADR REP 4 COM29082A10724800SH DFND1480000
EMBRAER S ASP ADR REP 4 COM29082A10745114,885SH DFND714,7000185
EMBRAER S ASP ADR REP 4 COM29082A10745615,041SH DFND7,915,04100
EMBRAER S ASP ADR REP 4 COM29082A10786828,666SH DFND927,50601,160
EMERGENT BIOSOLUTIONS INCCOM29089Q105551,681SH DFND131,68100
EMERGENT BIOSOLUTIONS INCCOM29089Q10561318,599SH DFND1418,59900
EMERGENT BIOSOLUTIONS INCCOM29089Q10513390SH DFND900390
EMERSON ELEC COCOM2910111044,52381,597SH DFND181,59700
EMERSON ELEC COCOM29101110481614,730SH DFND1314,73000
EMERSON ELEC COCOM2910111044598,281SH DFND148,28100
EMERSON ELEC COCOM2910111042294,139SH DFND34,13900
EMERSON ELEC COCOM29101110414,063253,701SH DFND7221,860031,841
EMERSON ELEC COCOM2910111043,75567,738SH DFND7,966,9720766
EMERSON ELEC COCOM29101110414,446260,615SH DFND9253,46507,150
EMERSON ELEC COCOM2910111044,11874,284SH OTR163,284011,000
EMERSON ELEC COCOM2910111040100SHCallDFND710000
EMERSON ELEC COCOM2910111040700SHCallDFND970000
EMPIRE ST RLTY TR INCCL A292104106171,000SH DFND131,00000
EMPIRE ST RLTY TR INCCL A292104106291,708SH DFND141,70800
EMPIRE ST RLTY TR INCCL A292104106231,350SH DFND71,35000
EMPIRE ST RLTY TR INCCL A2921041062108SH DFND7,910800
EMPIRE ST RLTY TR INCCL A2921041062111SH DFND911100
EMPIRE ST RLTY TR INCCL A29210410624414,309SH OTR1314,30900
ENBRIDGE INCCOM29250N1053567,600SH DFND1,37,60000
ENBRIDGE INCCOM29250N1052485,297SH DFND75,278019
ENBRIDGE INCCOM29250N1051,42330,410SH DFND920,91009,500
ENBRIDGE ENERGY PARTNERS L PCOM29250R1064,096122,885SH DFND7122,88500
ENBRIDGE ENERGY PARTNERS L PCOM29250R1061,56646,974SH DFND946,97400
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X10351015,460SH DFND715,46000
ENBRIDGE ENERGY MANAGEMENT LSHS UNITS LLI29250X10329866SH DFND900866
ENCANA CORPCOM292505104887,950SH DFND1,37,95000
ENCANA CORPCOM29250510413612,352SH DFND1412,35200
ENCANA CORPCOM292505104827,442SH DFND77,1730269
ENCANA CORPCOM2925051048732SH DFND7,93700362
ENCANA CORPCOM29250510414813,444SH DFND98,44405,000
ENCANA CORPCOM2925051048700SH OTR170000
ENCANA CORPCOM29250510425022,681SH OTR1322,68100
ENERGEN CORPCOM29265N1081041,530SH DFND131,53000
ENERGEN CORPCOM29265N10825360SH DFND1436000
ENERGEN CORPCOM29265N1082113,088SH DFND71,88801,200
ENERGEN CORPCOM29265N1089132SH DFND7,913200
ENERGEN CORPCOM29265N1088115SH DFND911500
ENERGIZER HLDGS INCCOM29266R1081,0568,027SH DFND18,02700
ENERGIZER HLDGS INCCOM29266R108130990SH DFND1399000
ENERGIZER HLDGS INCCOM29266R10820150SH DFND1415000
ENERGIZER HLDGS INCCOM29266R1085404,108SH DFND34,10800
ENERGIZER HLDGS INCCOM29266R1083072,330SH DFND72,294036
ENERGIZER HLDGS INCCOM29266R10828210SH DFND7,921000
ENERGIZER HLDGS INCCOM29266R1081,60412,195SH DFND912,19500
ENERGIZER HLDGS INCCOM29266R10862475SH OTR147500
ENERGY FUELS INCCOM NEW292671708153,440SH DFND133,44000
ENERGY FUELS INCCOM NEW2926717082350SH DFND1435000
ENERGY FUELS INCCOM NEW292671708225,000SH DFND75,00000
ENERGY FUELS INCCOM NEW2926717081117SH DFND7,900117
ENERGY FUELS INCCOM NEW29267170861,327SH DFND91,32700
ENERGOUS CORPCOM29272C1039212,000SH DFND90012,000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1094508,620SH DFND18,62000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R10904SH DFND14400
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1092,80153,666SH DFND753,4830183
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1092,56049,051SH DFND946,67202,379
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R109521,000SH OTR11,00000
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V10013200SH DFND120000
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1001,05516,445SH DFND1416,44500
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1007,927123,535SH DFND7123,3870148
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1002,26935,360SH DFND921,734013,626
ENERSYSCOM29275Y1021241,767SH DFND131,76700
ENERSYSCOM29275Y10226365SH DFND1436500
ENERSYSCOM29275Y1021582,250SH DFND72,25000
ENTEGRIS INCCOM29362U10485358,571SH DFND1,30058,571
ENTEGRIS INCCOM29362U104875,980SH DFND135,98000
ENTEGRIS INCCOM29362U104221,510SH DFND141,51000
ENTEGRIS INCCOM29362U104473,197SH DFND73,19700
ENTEGRIS INCCOM29362U1041,14578,600SH DFND90078,600
ENTERGY CORP NEWCOM29364G103881,250SH DFND11,25000
ENTERGY CORP NEWCOM29364G1031472,090SH DFND132,09000
ENTERGY CORP NEWCOM29364G1037105SH DFND1410500
ENTERGY CORP NEWCOM29364G1032583,656SH DFND736303,293
ENTERGY CORP NEWCOM29364G10321299SH DFND7,929900
ENTERGY CORP NEWCOM29364G1034396,222SH DFND92,53003,692
ENTERGY CORP NEWCOM29364G103971,375SH OTR11,37500
ENTERPRISE PRODS PARTNERS LCOM29379210756318,851SH DFND118,5510300
ENTERPRISE PRODS PARTNERS LCOM293792107561,864SH DFND1401,8640
ENTERPRISE PRODS PARTNERS LCOM293792107301,005SH DFND31,00500
ENTERPRISE PRODS PARTNERS LCOM29379210718,801629,002SH DFND7628,6650337
ENTERPRISE PRODS PARTNERS LCOM2937921071,04134,842SH DFND7,934,84200
ENTERPRISE PRODS PARTNERS LCOM29379210713,820462,358SH DFND9376,958085,400
ENTERPRISE PRODS PARTNERS LCOM2937921071625,424SH OTR15,3240100
ENTRAVISION COMMUNICATIONS CCL A29382R10718222,076SH DFND1322,07600
ENTRAVISION COMMUNICATIONS CCL A29382R1077840SH DFND1484000
ENTRAVISION COMMUNICATIONS CCL A29382R10704SH DFND7400
ENVESTNET INCNOTE 1.750%12/129404KAA43233,000PRN DFND933,00000
ENVISION HEALTHCARE HLDGS INCOM29413U10320500SH DFND1350000
ENVISION HEALTHCARE HLDGS INCOM29413U1031383,507SH DFND73,470037
ENVISION HEALTHCARE HLDGS INCOM29413U103120SH DFND92000
ENVISION HEALTHCARE HLDGS INCOM29413U10371118,017SH OTR1318,01700
EPAM SYS INCCOM29414B1042072,900SH DFND132,90000
EPAM SYS INCCOM29414B10439550SH DFND1455000
EPAM SYS INCCOM29414B104569SH DFND79060
EPAM SYS INCCOM29414B10465915SH DFND991500
EQUIFAX INCCOM29442910518190SH DFND100190
EQUIFAX INCCOM2944291053944,060SH DFND134,06000
EQUIFAX INCCOM2944291051711,760SH DFND141,76000
EQUIFAX INCCOM2944291053163,256SH DFND73,232024
EQUIFAX INCCOM29442910553550SH DFND7,955000
EQUIFAX INCCOM2944291053153,240SH DFND93,24000
EQUIFAX INCCOM2944291051171,200SH OTR11,20000
EQUINIX INCCOM PAR $0.00129444U7004911,934SH DFND131,93400
EQUINIX INCCOM PAR $0.00129444U700236928SH DFND1492800
EQUINIX INCCOM PAR $0.00129444U7003501,376SH DFND71,355021
EQUINIX INCCOM PAR $0.00129444U7003031,191SH DFND91,126065
EQUITY COMWLTHCOM SH BEN INT29462810225975SH DFND197500
EQUITY COMWLTHCOM SH BEN INT294628102652,542SH DFND132,54200
EQUITY COMWLTHCOM SH BEN INT294628102793,078SH DFND143,07800
EQUITY COMWLTHCOM SH BEN INT294628102311,215SH DFND71,194021
EQUITY COMWLTHCOM SH BEN INT29462810210400SH OTR140000
EQUITY COMWLTHCOM SH BEN INT2946281022339,064SH OTR139,06400
EQUITY LIFESTYLE PPTYS INCCOM29472R1081793,400SH DFND133,40000
EQUITY LIFESTYLE PPTYS INCCOM29472R1081142,168SH DFND142,16800
EQUITY LIFESTYLE PPTYS INCCOM29472R10827508SH DFND750800
EQUITY LIFESTYLE PPTYS INCCOM29472R108364SH DFND7,96400
EQUITY LIFESTYLE PPTYS INCCOM29472R108364SH DFND96400
EQUITY LIFESTYLE PPTYS INCCOM29472R1083145,965SH OTR135,96500
EQUITY ONECOM294752100461,952SH DFND131,95200
EQUITY ONECOM294752100823,520SH DFND143,52000
EQUITY ONECOM29475210014597SH DFND759700
EQUITY ONECOM2947521001436,112SH OTR136,11200
EQUITY RESIDENTIALSH BEN INT29476L1078120SH DFND112000
EQUITY RESIDENTIALSH BEN INT29476L1072143,050SH DFND133,05000
EQUITY RESIDENTIALSH BEN INT29476L10772510,336SH DFND1410,33600
EQUITY RESIDENTIALSH BEN INT29476L1074866,925SH DFND76,7250200
EQUITY RESIDENTIALSH BEN INT29476L1071562,227SH DFND7,92,22700
EQUITY RESIDENTIALSH BEN INT29476L1074175,946SH DFND95,7960150
EQUITY RESIDENTIALSH BEN INT29476L107741,050SH OTR11,05000
EQUITY RESIDENTIALSH BEN INT29476L1074,15759,237SH OTR1359,23700
ERICSSONADR B SEK 10294821608292,784SH DFND12,78400
ERICSSONADR B SEK 1029482160891087,190SH DFND786,6800510
ERICSSONADR B SEK 1029482160864661,917SH DFND7,961,91700
ERICSSONADR B SEK 102948216081,528146,374SH DFND9145,5330841
ERICSSONADR B SEK 10294821608222,115SH OTR12,11500
ERICSSONADR B SEK 10294821608625,941SH OTR135,94100
ESCO TECHNOLOGIES INCCOM29631510426702SH DFND1370200
ESCO TECHNOLOGIES INCCOM2963151048227SH DFND1422700
ESCO TECHNOLOGIES INCCOM2963151042025,405SH DFND74,00501,400
ESCO TECHNOLOGIES INCCOM296315104125SH DFND92500
ESPERION THERAPEUTICS INC NECOM29664W10512150SH DFND115000
ESPERION THERAPEUTICS INC NECOM29664W1054815,880SH DFND135,88000
ESPERION THERAPEUTICS INC NECOM29664W10513160SH DFND1416000
ESPERION THERAPEUTICS INC NECOM29664W10500SH DFND7000
ESSENDANT INCCOM29668910248912,463SH DFND1,30012,463
ESSENDANT INCCOM296689102571,448SH DFND131,44800
ESSENDANT INCCOM29668910210248SH DFND1424800
ESSENDANT INCCOM296689102127SH DFND72700
ESSENDANT INCCOM29668910281220,692SH DFND90020,692
ESSEX PPTY TR INCCOM2971781052281,073SH DFND131,07300
ESSEX PPTY TR INCCOM2971781054552,139SH DFND142,13900
ESSEX PPTY TR INCCOM2971781052441,148SH DFND71,14800
ESSEX PPTY TR INCCOM29717810515SH DFND7,9005
ESSEX PPTY TR INCCOM29717810594444SH DFND944400
ESSEX PPTY TR INCCOM2971781052,0809,787SH OTR139,78700
ESTERLINE TECHNOLOGIES CORPCOM2974251009189,627SH DFND1,3009,627
ESTERLINE TECHNOLOGIES CORPCOM2974251001041,087SH DFND131,08700
ESTERLINE TECHNOLOGIES CORPCOM29742510021224SH DFND1422400
ESTERLINE TECHNOLOGIES CORPCOM29742510011111SH DFND711100
ESTERLINE TECHNOLOGIES CORPCOM2974251001,27113,333SH DFND90013,333
DELHAIZE GROUPSPONSORED ADR29759W1011356,550SH DFND96,55000
DELHAIZE GROUPSPONSORED ADR29759W1011627,850SH OTR137,85000
EURONET WORLDWIDE INCCOM2987361091973,186SH DFND133,18600
EURONET WORLDWIDE INCCOM29873610937596SH DFND1459600
EURONET WORLDWIDE INCCOM2987361091242,004SH DFND71,8490155
EURONET WORLDWIDE INCCOM298736109230SH DFND93000
EVERSOURCE ENERGYCOM30040W1089196SH DFND119600
EVERSOURCE ENERGYCOM30040W1082595,713SH DFND135,71300
EVERSOURCE ENERGYCOM30040W1081112,434SH DFND142,43400
EVERSOURCE ENERGYCOM30040W1081,03022,672SH DFND719,07603,596
EVERSOURCE ENERGYCOM30040W10835775SH DFND7,977500
EVERSOURCE ENERGYCOM30040W1082244,941SH DFND94,4410500
EVINE LIVE INCCL A3004871053613,331SH DFND1313,33100
EVINE LIVE INCCL A3004871050180SH DFND1418000
EXACT SCIENCES CORPCOM30063P1051956,541SH DFND136,54100
EXACT SCIENCES CORPCOM30063P105341,140SH DFND141,14000
EXACT SCIENCES CORPCOM30063P10515505SH DFND750500
EXACT SCIENCES CORPCOM30063P10550617,000SH DFND917,00000
EXAMWORKS GROUP INCCOM30066A1051543,930SH DFND133,93000
EXAMWORKS GROUP INCCOM30066A10518450SH DFND1445000
EXAMWORKS GROUP INCCOM30066A1051162,971SH DFND72,6990272
EXAMWORKS GROUP INCCOM30066A1057190SH DFND7,919000
EXAMWORKS GROUP INCCOM30066A1057190SH DFND919000
EXAMWORKS GROUP INCCOM30066A10539510,111SH OTR1310,11100
EXELON CORPCOM30161N1011,03032,783SH DFND132,78300
EXELON CORPCOM30161N1012588,199SH DFND138,19900
EXELON CORPCOM30161N1011554,948SH DFND144,94800
EXELON CORPCOM30161N10190128,680SH DFND728,4740206
EXELON CORPCOM30161N1011263,998SH DFND7,93,951047
EXELON CORPCOM30161N1013,236102,982SH DFND945,982057,000
EXELON CORPCOM30161N10196630,753SH OTR130,5530200
EXELIXIS INCCOM30161Q1045314,032SH DFND1314,03200
EXELIXIS INCCOM30161Q10492,330SH DFND142,33000
EXONE COCOM3021041046520SH DFND1352000
EXONE COCOM3021041041130SH DFND1413000
EXONE COCOM30210410412211,000SH DFND711,00000
EXPEDIA INC DELCOM NEW30212P3033413,120SH DFND133,12000
EXPEDIA INC DELCOM NEW30212P3031871,710SH DFND141,71000
EXPEDIA INC DELCOM NEW30212P30368625SH DFND762203
EXPEDIA INC DELCOM NEW30212P30315140SH DFND7,914000
EXPEDIA INC DELCOM NEW30212P30370636SH DFND963600
EXPEDITORS INTL WASH INCCOM302130109721,563SH DFND11,56300
EXPEDITORS INTL WASH INCCOM3021301093367,280SH DFND137,28000
EXPEDITORS INTL WASH INCCOM3021301091142,480SH DFND142,48000
EXPEDITORS INTL WASH INCCOM30213010949010,637SH DFND710,63700
EXPEDITORS INTL WASH INCCOM30213010923500SH DFND7,9432068
EXPEDITORS INTL WASH INCCOM3021301091272,749SH DFND934902,400
EXPONENT INCCOM30214U10272116,106SH DFND1316,10600
EXPONENT INCCOM30214U10217372SH DFND1437200
EXPONENT INCCOM30214U10240904SH DFND790400
EXPONENT INCCOM30214U1026140SH DFND7,914000
EXPONENT INCCOM30214U102811,798SH DFND91,79800
EXPRESS SCRIPTS HLDG COCOM30219G10810,358116,455SH DFND1115,01501,440
EXPRESS SCRIPTS HLDG COCOM30219G1082,09923,600SH DFND1,323,60000
EXPRESS SCRIPTS HLDG COCOM30219G1081,97122,162SH DFND1322,16200
EXPRESS SCRIPTS HLDG COCOM30219G10892810,431SH DFND1410,43100
EXPRESS SCRIPTS HLDG COCOM30219G1081,70519,169SH DFND319,16900
EXPRESS SCRIPTS HLDG COCOM30219G10815,574175,105SH DFND7171,82603,279
EXPRESS SCRIPTS HLDG COCOM30219G1082,81831,681SH DFND7,931,598083
EXPRESS SCRIPTS HLDG COCOM30219G10814,811166,526SH DFND9165,38201,144
EXPRESS SCRIPTS HLDG COCOM30219G1084,70252,863SH OTR145,62607,237
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200834,438SH DFND13,7950643
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20035118,700SH DFND1,318,70000
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P200683,600SH DFND33,60000
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,77294,431SH DFND794,43100
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,71691,437SH DFND7,991,43700
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2001,58884,618SH DFND984,61800
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2002116SH OTR111600
EXTRA SPACE STORAGE INCCOM30225T10218SH DFND1008
EXTRA SPACE STORAGE INCCOM30225T1022,42037,100SH DFND1337,10000
EXTRA SPACE STORAGE INCCOM30225T1022423,717SH DFND143,71700
EXTRA SPACE STORAGE INCCOM30225T102122SH DFND32200
EXTRA SPACE STORAGE INCCOM30225T102841,282SH DFND71,28200
EXTRA SPACE STORAGE INCCOM30225T102347SH DFND7,94700
EXTRA SPACE STORAGE INCCOM30225T10214217SH DFND9670150
EXTRA SPACE STORAGE INCCOM30225T1025368,213SH OTR138,21300
EXXON MOBIL CORPCOM30231G10236,641440,401SH DFND1437,88802,513
EXXON MOBIL CORPCOM30231G1022,43929,310SH DFND1,329,31000
EXXON MOBIL CORPCOM30231G1023,69844,443SH DFND1344,44300
EXXON MOBIL CORPCOM30231G1021,76521,211SH DFND1421,21100
EXXON MOBIL CORPCOM30231G1025937,123SH DFND37,12300
EXXON MOBIL CORPCOM30231G102168,5432,025,758SH DFND72,007,735018,023
EXXON MOBIL CORPCOM30231G1027,87594,647SH DFND7,993,53701,110
EXXON MOBIL CORPCOM30231G102131,7151,583,114SH DFND91,538,361044,753
EXXON MOBIL CORPCOM30231G10227,791334,032SH OTR1263,504070,528
EXXON MOBIL CORPCOM30231G1022372,850SH OTR72,85000
EXXON MOBIL CORPCOM30231G102752,000SHCallDFND752,00000
EXXON MOBIL CORPCOM30231G102512,800SHCallDFND912,80000
FBL FINL GROUP INCCL A30239F10632553SH DFND1355300
FBL FINL GROUP INCCL A30239F1066109SH DFND1410900
FBL FINL GROUP INCCL A30239F106811,400SH DFND71,40000
FBL FINL GROUP INCCL A30239F1061442,500SH DFND7,92,50000
FBL FINL GROUP INCCL A30239F10613219SH DFND900219
FEI COCOM30241L109222SH DFND11408
FEI COCOM30241L1092,47629,852SH DFND1329,85200
FEI COCOM30241L10942505SH DFND1450500
FEI COCOM30241L109221SH DFND32100
FEI COCOM30241L10947567SH DFND756700
FEI COCOM30241L109871,048SH DFND91,04800
FLIR SYS INCCOM3024451011043,390SH DFND133,39000
FLIR SYS INCCOM302445101712,300SH DFND142,30000
FLIR SYS INCCOM30244510125799SH DFND779900
FLIR SYS INCCOM3024451016190SH DFND919000
FMC TECHNOLOGIES INCCOM30249U10116396SH DFND139600
FMC TECHNOLOGIES INCCOM30249U101791,900SH DFND1,31,90000
FMC TECHNOLOGIES INCCOM30249U1012245,400SH DFND135,40000
FMC TECHNOLOGIES INCCOM30249U1011082,600SH DFND142,60000
FMC TECHNOLOGIES INCCOM30249U1014069,794SH DFND77,22602,568
FMC TECHNOLOGIES INCCOM30249U10120485SH DFND7,9403082
FMC TECHNOLOGIES INCCOM30249U10125600SH DFND960000
FMC TECHNOLOGIES INCCOM30249U10113310SH OTR131000
F M C CORPCOM NEW3024913031873,560SH DFND133,56000
F M C CORPCOM NEW3024913031102,100SH DFND142,10000
F M C CORPCOM NEW302491303671,270SH DFND71,27000
F M C CORPCOM NEW30249130310190SH DFND7,919000
F M C CORPCOM NEW3024913031893,595SH DFND92,9410654
FNB CORP PACOM302520101956,636SH DFND16,63600
FNB CORP PACOM302520101745,186SH DFND135,18600
FNB CORP PACOM302520101181,245SH DFND141,24500
FNB CORP PACOM302520101755,246SH DFND75,24600
FNB CORP PACOM302520101136SH DFND7,90036
FNB CORP PACOM302520101533,694SH OTR1003,694
FCB FINL HLDGS INCCL A30255G1031073,356SH DFND1,3003,356
FCB FINL HLDGS INCCL A30255G10329920SH DFND1392000
FCB FINL HLDGS INCCL A30255G1034140SH DFND1414000
FCB FINL HLDGS INCCL A30255G1031183,699SH DFND9003,699
FS INVT CORPCOM3026351071,513153,739SH DFND1144,30409,435
FS INVT CORPCOM302635107777,859SH DFND1407,8590
FS INVT CORPCOM30263510745746,480SH DFND346,48000
FS INVT CORPCOM3026351076,652676,001SH DFND7676,00100
FS INVT CORPCOM30263510750050,852SH DFND7,950,85200
FS INVT CORPCOM3026351071,980201,202SH DFND9201,0560146
FS INVT CORPCOM30263510720220,535SH OTR119,23201,303
FACEBOOK INCCL A30303M1021,42416,609SH DFND114,06402,545
FACEBOOK INCCL A30303M1026,01070,080SH DFND1370,08000
FACEBOOK INCCL A30303M1022,89033,700SH DFND1433,70000
FACEBOOK INCCL A30303M1026807,934SH DFND37,93400
FACEBOOK INCCL A30303M1024,54753,015SH DFND751,89601,119
FACEBOOK INCCL A30303M1022382,778SH DFND7,92,696082
FACEBOOK INCCL A30303M1024,27249,814SH DFND944,56205,252
FACEBOOK INCCL A30303M1021001,161SH OTR18610300
FACEBOOK INCCL A30303M1022,20125,665SH OTR1325,66500
FACEBOOK INCCL A30303M102121,000SHCallDFND91,00000
FACTSET RESH SYS INCCOM3030751052501,540SH DFND131,54000
FACTSET RESH SYS INCCOM303075105141870SH DFND1487000
FACTSET RESH SYS INCCOM3030751057334,512SH DFND73,39901,113
FACTSET RESH SYS INCCOM303075105638SH DFND7,93800
FACTSET RESH SYS INCCOM3030751055123,148SH DFND93,14800
FAIR ISAAC CORPCOM3032501043153,475SH DFND133,47500
FAIR ISAAC CORPCOM30325010437408SH DFND1440800
FAIR ISAAC CORPCOM30325010434374SH DFND737400
FAIR ISAAC CORPCOM303250104115SH DFND91500
FAMILY DLR STORES INCCOM307000109333SH DFND13300
FAMILY DLR STORES INCCOM3070001093514,456SH DFND134,45600
FAMILY DLR STORES INCCOM3070001091531,942SH DFND141,94200
FAMILY DLR STORES INCCOM3070001096858,693SH DFND78,69300
FAMILY DLR STORES INCCOM30700010912155SH DFND7,915500
FAMILY DLR STORES INCCOM3070001092453,107SH DFND93,10700
FAMILY DLR STORES INCCOM307000109675SH OTR17500
FASTENAL COCOM311900104374SH DFND17400
FASTENAL COCOM3119001042886,820SH DFND136,82000
FASTENAL COCOM3119001042295,420SH DFND145,42000
FASTENAL COCOM31190010456213,333SH DFND712,4330900
FASTENAL COCOM31190010426616SH DFND7,9589027
FASTENAL COCOM3119001042,86267,856SH DFND961,85606,000
FEDERAL REALTY INVT TRSH BEN INT NEW31374720626200SH DFND120000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472061501,170SH DFND131,17000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472062882,251SH DFND142,25100
FEDERAL REALTY INVT TRSH BEN INT NEW3137472064093,193SH DFND73,19300
FEDERAL REALTY INVT TRSH BEN INT NEW313747206541SH DFND7,94100
FEDERAL REALTY INVT TRSH BEN INT NEW31374720697756SH DFND975600
FEDERAL REALTY INVT TRSH BEN INT NEW3137472066455,033SH OTR135,03300
FEDERATED INVS INC PACL B3142111031664,970SH DFND134,97000
FEDERATED INVS INC PACL B314211103461,380SH DFND141,38000
FEDERATED INVS INC PACL B3142111031,38341,288SH DFND741,27909
FEDERATED INVS INC PACL B314211103682,032SH DFND92,03200
FEDEX CORPCOM31428X1063,25019,070SH DFND118,7110359
FEDEX CORPCOM31428X1062,49314,630SH DFND1,314,63000
FEDEX CORPCOM31428X1069825,760SH DFND135,76000
FEDEX CORPCOM31428X1063682,160SH DFND142,16000
FEDEX CORPCOM31428X1061,72310,110SH DFND310,11000
FEDEX CORPCOM31428X10610,35660,776SH DFND760,77600
FEDEX CORPCOM31428X1063,47520,392SH DFND7,920,38705
FEDEX CORPCOM31428X1067,55344,324SH DFND942,11802,206
FEDEX CORPCOM31428X1063161,856SH OTR11,6610195
FELCOR LODGING TR INCCOM31430F101505,050SH DFND135,05000
FELCOR LODGING TR INCCOM31430F101313,185SH DFND143,18500
FELCOR LODGING TR INCCOM31430F101015SH DFND71500
FELCOR LODGING TR INCCOM31430F101838,425SH OTR138,42500
F5 NETWORKS INCCOM3156161024423,675SH DFND13,67500
F5 NETWORKS INCCOM3156161023122,590SH DFND132,59000
F5 NETWORKS INCCOM3156161021531,270SH DFND141,27000
F5 NETWORKS INCCOM3156161023823,173SH DFND72,13001,043
F5 NETWORKS INCCOM315616102651SH DFND7,95100
F5 NETWORKS INCCOM3156161021781,482SH DFND91,48200
F5 NETWORKS INCCOM3156161021321,094SH OTR11,09400
FIDELITY NATL INFORMATION SVCOM31620M1061001,620SH DFND11,62000
FIDELITY NATL INFORMATION SVCOM31620M10693915,200SH DFND1,30015,200
FIDELITY NATL INFORMATION SVCOM31620M1062624,243SH DFND134,24300
FIDELITY NATL INFORMATION SVCOM31620M106851,373SH DFND141,37300
FIDELITY NATL INFORMATION SVCOM31620M1063685,961SH DFND75,8060155
FIDELITY NATL INFORMATION SVCOM31620M10618297SH DFND7,9257040
FIDELITY NATL INFORMATION SVCOM31620M1062,84245,992SH DFND945,6300362
FIDELITY NATL INFORMATION SVCOM31620M106460SH OTR16000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303942,541SH DFND132,54100
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303681,828SH DFND141,82800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303581,558SH DFND71,545013
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303246SH DFND7,90046
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303581,574SH DFND91,57400
FIDELITY SOUTHERN CORP NEWCOM31639410517978SH DFND1397800
FIDELITY SOUTHERN CORP NEWCOM3163941053196SH DFND1419600
FIDELITY SOUTHERN CORP NEWCOM31639410542724,491SH DFND724,49100
FIFTH THIRD BANCORPCOM3167731001798,620SH DFND18,62000
FIFTH THIRD BANCORPCOM31677310023111,100SH DFND1311,10000
FIFTH THIRD BANCORPCOM3167731001105,300SH DFND145,30000
FIFTH THIRD BANCORPCOM31677310029214,018SH DFND713,7880230
FIFTH THIRD BANCORPCOM316773100211,023SH DFND7,91,02300
FIFTH THIRD BANCORPCOM31677310047322,728SH DFND922,72800
FIFTH STREET FINANCE CORPCOM31678A10312018,350SH DFND718,35000
FIREEYE INCCOM31816Q1017143SH DFND114300
FIREEYE INCCOM31816Q1011953,980SH DFND133,98000
FIREEYE INCCOM31816Q101982,000SH DFND142,00000
FIREEYE INCCOM31816Q10127559SH DFND7503056
FIREEYE INCCOM31816Q1011122,290SH DFND91,09001,200
FIRST AMERN FINL CORPCOM31847R1022366,337SH DFND136,33700
FIRST AMERN FINL CORPCOM31847R10228750SH DFND1475000
FIRST AMERN FINL CORPCOM31847R10218478SH DFND747800
FIRST AMERN FINL CORPCOM31847R102136SH DFND7,93600
FIRST AMERN FINL CORPCOM31847R10222580SH DFND958000
FIRST HORIZON NATL CORPCOM3205171051006,384SH DFND136,38400
FIRST HORIZON NATL CORPCOM32051710504SH DFND14400
FIRST HORIZON NATL CORPCOM320517105895,699SH DFND75,69900
FIRST INDUSTRIAL REALTY TRUSCOM32054K103351,863SH DFND11,86300
FIRST INDUSTRIAL REALTY TRUSCOM32054K103663,542SH DFND133,54200
FIRST INDUSTRIAL REALTY TRUSCOM32054K103382,039SH DFND142,03900
FIRST INDUSTRIAL REALTY TRUSCOM32054K103864,571SH DFND74,492079
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031347,142SH DFND7,97,14200
FIRST INDUSTRIAL REALTY TRUSCOM32054K10338420,526SH DFND920,52600
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031699,049SH OTR139,04900
FIRST NIAGARA FINL GP INCCOM33582V108404,223SH DFND14,22300
FIRST NIAGARA FINL GP INCCOM33582V108424,450SH DFND134,45000
FIRST NIAGARA FINL GP INCCOM33582V1088900SH DFND1490000
FIRST NIAGARA FINL GP INCCOM33582V1086634SH DFND7606028
FIRST NIAGARA FINL GP INCCOM33582V108180SH DFND98000
FIRST POTOMAC RLTY TRCOM33610F109242,324SH DFND132,32400
FIRST POTOMAC RLTY TRCOM33610F1097644SH DFND1464400
FIRST POTOMAC RLTY TRCOM33610F109161,534SH DFND71,53400
FIRST POTOMAC RLTY TRCOM33610F109414,000SH DFND9004,000
FIRST POTOMAC RLTY TRCOM33610F109454,414SH OTR134,41400
FIRST REP BK SAN FRANCISCO CCOM33616C1002473,915SH DFND73,818097
FIRST REP BK SAN FRANCISCO CCOM33616C10025392SH DFND9100382
FIRST TR US IPO INDEX FDSHS3369201032624,800SH DFND94,80000
FIRST TR INTER DUR PFD & INCOM33718W10322910,619SH DFND710,600019
FIRST TR INTER DUR PFD & INCOM33718W103152SH DFND90052
FIRST TR ISE WATER INDEX FDCOM33733B1001,22138,992SH DFND738,99200
FIRST TR EXCHANGE TRADED FDNY ARCA BIOTECH33733E2034063,272SH DFND73,27200
FIRST TR EXCHANGE TRADED FDDJ INTERNT IDX33733E3023785,623SH DFND75,62300
FIRST TR SR FLG RTE INCM FDCOM33733U10860546,000SH DFND1446,00000
FIRST TR LRGE CP CORE ALPHACOM SHS33734K10961413,400SH DFND712,5950805
FIRST TR EXCHANGE TRADED FDCONSUMR DISCRE33734X1013599,831SH DFND79,83100
FIRST TR EXCHANGE TRADED FDCONSUMR STAPLE33734X1193197,242SH DFND77,24200
FIRST TR EXCHANGE TRADED FDFINLS ALPHADEX33734X13528812,121SH DFND712,12100
FIRST TR EXCHANGE TRADED FDHLTH CARE ALPH33734X1434125,982SH DFND75,98200
FIRST TR EXCHANGE TRADED FDINDLS PROD DUR33734X1502157,213SH DFND77,21300
FIRST TR EXCHANGE TRADED FDTECH ALPHADEX33734X1762386,740SH DFND76,74000
FIRST TR EXCHANGE TRADED FDDJ GLBL DIVID33734X20039516,109SH DFND716,10900
FIRST TR EXCHANGE TRADED FDDJ GLBL DIVID33734X2001606,512SH DFND96,51200
FIRST TR STOXX EURO DIV FDCOMMON SHS33735T10916913,184SH DFND713,18400
FIRST TR ISE GLB WIND ENRG ECOM SHS33736G10621819,240SH DFND7,919,24000
FIRST TR EXCH TRD ALPHA FD IEUROPE ALPHA33737J11748615,694SH DFND715,69400
FIRST TR EXCH TRD ALPHA FD IEMERG MKT ALPH33737J18223610,285SH DFND710,28500
FIRST TR EXCHANGE TRADED FDNASD TECH DIV33738R11847217,868SH DFND717,86800
FISERV INCCOM3377381086347,660SH DFND137,66000
FISERV INCCOM3377381083504,220SH DFND144,22000
FISERV INCCOM3377381083,37540,745SH DFND734,72206,023
FISERV INCCOM33773810868819SH DFND7,9749070
FISERV INCCOM3377381081,99324,067SH DFND924,06700
FISERV INCCOM33773810833400SH OTR100400
FIRSTENERGY CORPCOM337932107641,966SH DFND11,96600
FIRSTENERGY CORPCOM3379321071334,100SH DFND134,10000
FIRSTENERGY CORPCOM337932107591,800SH DFND141,80000
FIRSTENERGY CORPCOM3379321071163,550SH DFND73,55000
FIRSTENERGY CORPCOM33793210712374SH DFND7,937400
FIRSTENERGY CORPCOM337932107371,145SH DFND91,14500
FIRSTENERGY CORPCOM337932107862,639SH OTR12,4390200
FIVE BELOW INCCOM33829M1011343,390SH DFND133,39000
FIVE BELOW INCCOM33829M101731,846SH DFND141,84600
FIVE BELOW INCCOM33829M10115384SH DFND7300084
FLEETCOR TECHNOLOGIES INCCOM33904110527170SH DFND100170
FLEETCOR TECHNOLOGIES INCCOM3390411054843,100SH DFND133,10000
FLEETCOR TECHNOLOGIES INCCOM3390411051871,200SH DFND141,20000
FLEETCOR TECHNOLOGIES INCCOM33904110510,75568,919SH DFND768,903016
FLEETCOR TECHNOLOGIES INCCOM33904110540255SH DFND925500
FLEETCOR TECHNOLOGIES INCCOM339041105322SH OTR12200
FLEXSHARES TRMORNSTAR UPSTR33939L4072719,105SH DFND78,4450660
FLEXSHARES TRMORNSTAR UPSTR33939L40719652SH DFND965200
FLEXSHARES TRIBOXX 3R TARGT33939L50673830,009SH DFND730,00900
FLEXSHARES TRIBOXX 3R TARGT33939L5069360SH DFND936000
FLEXSHARES TRIBOXX 5YR TRGT33939L6052158,660SH DFND78,66000
FLUOR CORP NEWCOM34341210223435SH DFND143500
FLUOR CORP NEWCOM343412102981,850SH DFND131,85000
FLUOR CORP NEWCOM34341210212230SH DFND1423000
FLUOR CORP NEWCOM3434121022,16240,789SH DFND740,6140175
FLUOR CORP NEWCOM3434121024358,200SH DFND7,98,20000
FLUOR CORP NEWCOM3434121021,08220,412SH DFND919,4320980
FLOWERS FOODS INCCOM343498101241,125SH DFND11,12500
FLOWERS FOODS INCCOM343498101813,837SH DFND133,83700
FLOWERS FOODS INCCOM3434981013125SH DFND1412500
FLOWERS FOODS INCCOM343498101763,585SH DFND724703,338
FLOWERS FOODS INCCOM34349810117802SH DFND980200
FLOWSERVE CORPCOM34354P105791,500SH DFND131,50000
FLOWSERVE CORPCOM34354P1051052,000SH DFND142,00000
FLOWSERVE CORPCOM34354P1051182,247SH DFND72,24700
FLOWSERVE CORPCOM34354P10524465SH DFND7,946500
FLOWSERVE CORPCOM34354P1052154,086SH DFND93,9780108
FLUIDIGM CORP DELCOM34385P108381,550SH DFND131,55000
FLUIDIGM CORP DELCOM34385P1088350SH DFND1435000
FLUIDIGM CORP DELCOM34385P10804SH DFND7400
FLUIDIGM CORP DELCOM34385P10837015,306SH OTR1315,30600
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS344419106889SH DFND78900
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS344419106225SH DFND7,92500
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191063353,763SH DFND96303,700
FOOT LOCKER INCCOM3448491042083,110SH DFND133,11000
FOOT LOCKER INCCOM3448491041512,260SH DFND142,26000
FOOT LOCKER INCCOM34484910499314,819SH DFND714,0200799
FOOT LOCKER INCCOM34484910410156SH DFND7,985071
FOOT LOCKER INCCOM3448491042083,100SH DFND93,10000
FOOT LOCKER INCCOM3448491047100SH OTR100100
FORD MTR CO DELCOM PAR $0.0134537086017911,945SH DFND111,94500
FORD MTR CO DELCOM PAR $0.0134537086059939,900SH DFND1339,90000
FORD MTR CO DELCOM PAR $0.0134537086029919,900SH DFND1419,90000
FORD MTR CO DELCOM PAR $0.013453708602,165144,239SH DFND7140,25203,987
FORD MTR CO DELCOM PAR $0.0134537086017711,791SH DFND7,99,33902,452
FORD MTR CO DELCOM PAR $0.0134537086044329,493SH DFND929,49300
FORD MTR CO DELCOM PAR $0.013453708607463SH OTR100463
FORD MTR CO DELCOM PAR $0.013453708600600SHCallDFND760000
FORD MTR CO DELCOM PAR $0.0134537086011,200SHPutDFND71,20000
FOREST CITY ENTERPRISES INCNOTE 3.625% 8/1345550AR84844,000PRN DFND944,00000
FOREST CITY ENTERPRISES INCCL A345550107954,300SH DFND134,30000
FOREST CITY ENTERPRISES INCCL A3455501071486,687SH DFND146,68700
FOREST CITY ENTERPRISES INCCL A3455501071336,000SH DFND36,00000
FOREST CITY ENTERPRISES INCCL A345550107813,666SH DFND73,652014
FOREST CITY ENTERPRISES INCCL A3455501074177SH DFND7,917700
FOREST CITY ENTERPRISES INCCL A3455501075243SH DFND924300
FOREST CITY ENTERPRISES INCCL A34555010770832,026SH OTR1332,02600
FORTINET INCCOM34959E1091654,000SH DFND134,00000
FORTINET INCCOM34959E109912,200SH DFND142,20000
FORTINET INCCOM34959E109531,287SH DFND71,194093
FORTINET INCCOM34959E1091092,635SH DFND92,63500
FORTUNE BRANDS HOME & SEC INCOM34964C10635760SH DFND176000
FORTUNE BRANDS HOME & SEC INCOM34964C1062184,760SH DFND134,76000
FORTUNE BRANDS HOME & SEC INCOM34964C106932,030SH DFND142,03000
FORTUNE BRANDS HOME & SEC INCOM34964C1063387,368SH DFND77,326042
FORTUNE BRANDS HOME & SEC INCOM34964C10622487SH DFND7,948700
FORTUNE BRANDS HOME & SEC INCOM34964C10646710,187SH DFND910,164023
FORTUNE BRANDS HOME & SEC INCOM34964C106501,083SH OTR11,08300
FORUM ENERGY TECHNOLOGIES INCOM34984V10017840SH DFND1384000
FORUM ENERGY TECHNOLOGIES INCOM34984V10024512,085SH DFND1412,08500
FORUM ENERGY TECHNOLOGIES INCOM34984V100814,016SH DFND731603,700
FORUM ENERGY TECHNOLOGIES INCOM34984V100482,355SH DFND92,35500
FOSSIL GROUP INCCOM34988V1061111,600SH DFND131,60000
FOSSIL GROUP INCCOM34988V10662900SH DFND1490000
FOSSIL GROUP INCCOM34988V10620284SH DFND7271013
FOSSIL GROUP INCCOM34988V10629420SH DFND942000
FRANKLIN RES INCCOM3546131013106,320SH DFND136,32000
FRANKLIN RES INCCOM3546131012615,322SH DFND145,32200
FRANKLIN RES INCCOM3546131011,07221,863SH DFND721,7190144
FRANKLIN RES INCCOM35461310131642SH DFND7,9570072
FRANKLIN RES INCCOM3546131011,01120,623SH DFND96,823013,800
FRANKLIN STREET PPTYS CORPCOM35471R106383,357SH DFND133,35700
FRANKLIN STREET PPTYS CORPCOM35471R1068741SH DFND1474100
FRANKLIN STREET PPTYS CORPCOM35471R1061049,236SH OTR139,23600
FREEPORT-MCMORAN INCCL B35671D85718810,117SH DFND110,11700
FREEPORT-MCMORAN INCCL B35671D8571276,845SH DFND136,84500
FREEPORT-MCMORAN INCCL B35671D85755829,952SH DFND1429,95200
FREEPORT-MCMORAN INCCL B35671D85770938,074SH DFND736,46601,608
FREEPORT-MCMORAN INCCL B35671D85723212,462SH DFND7,912,46200
FREEPORT-MCMORAN INCCL B35671D85770237,710SH DFND934,54503,165
FREEPORT-MCMORAN INCCL B35671D85718810,100SH OTR18,80001,300
FREEPORT-MCMORAN INCCL B35671D8570700SHCallDFND970000
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291061643,942SH DFND73,7330209
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291069212SH DFND7,921200
FRESENIUS MED CARE AG&CO KGASPONSORED ADR358029106791,892SH DFND91,89200
FRONTIER COMMUNICATIONS CORPCOM35906A108122,375SH DFND12,37500
FRONTIER COMMUNICATIONS CORPCOM35906A1085210,500SH DFND1310,50000
FRONTIER COMMUNICATIONS CORPCOM35906A108469,340SH DFND79,34000
FRONTIER COMMUNICATIONS CORPCOM35906A1081267SH DFND7,900267
FRONTIER COMMUNICATIONS CORPCOM35906A1086212,608SH DFND912,60800
FRONTIER COMMUNICATIONS CORPCOM35906A108255,104SH OTR14,6060498
FUELCELL ENERGY INCCOM35952H1061111,154SH DFND1311,15400
FUELCELL ENERGY INCCOM35952H1061930SH DFND1493000
FULLER H B COCOM3596941061283,159SH DFND133,15900
FULLER H B COCOM35969410627671SH DFND1467100
FULLER H B COCOM3596941061624,000SH DFND74,00000
FULTON FINL CORP PACOM3602711001,03178,909SH DFND178,90900
FULTON FINL CORP PACOM36027110016612,710SH DFND1312,71000
FULTON FINL CORP PACOM360271100524,010SH DFND144,01000
FULTON FINL CORP PACOM3602711005403SH DFND7376027
FULTON FINL CORP PACOM36027110010774SH OTR14320342
GATX CORPCOM36144810322412SH DFND141200
GATX CORPCOM361448103590SH DFND139000
GATX CORPCOM36144810377914,666SH DFND714,66600
GATX CORPCOM36144810317312SH DFND7,931200
GATX CORPCOM3614481032264,251SH DFND94,25100
GEO GROUP INC NEWCOM36162J1061725,028SH DFND135,02800
GEO GROUP INC NEWCOM36162J106702,045SH DFND142,04500
GEO GROUP INC NEWCOM36162J106862,518SH DFND72,51800
GEO GROUP INC NEWCOM36162J106010SH DFND91000
GEO GROUP INC NEWCOM36162J1061875,461SH OTR135,46100
GNC HLDGS INCCOM CL A36191G1071693,800SH DFND133,80000
GNC HLDGS INCCOM CL A36191G107581,300SH DFND141,30000
GNC HLDGS INCCOM CL A36191G1078169SH DFND7141028
GNC HLDGS INCCOM CL A36191G107130SH DFND93000
GP STRATEGIES CORPCOM36225V10455316,642SH DFND1316,64200
GP STRATEGIES CORPCOM36225V1047210SH DFND1421000
G-III APPAREL GROUP LTDCOM36237H1011662,354SH DFND132,35400
G-III APPAREL GROUP LTDCOM36237H10133472SH DFND1447200
G-III APPAREL GROUP LTDCOM36237H10129406SH DFND740600
GALENA BIOPHARMA INCCOM3632561081810,700SH DFND1310,70000
GALLAGHER ARTHUR J & COCOM3635761091,80538,166SH DFND134,75003,416
GALLAGHER ARTHUR J & COCOM3635761091843,880SH DFND133,88000
GALLAGHER ARTHUR J & COCOM3635761092495,269SH DFND142,3002,9690
GALLAGHER ARTHUR J & COCOM36357610980116,945SH DFND316,94500
GALLAGHER ARTHUR J & COCOM36357610913,319281,578SH DFND7281,4170161
GALLAGHER ARTHUR J & COCOM3635761091,00621,259SH DFND7,921,25900
GALLAGHER ARTHUR J & COCOM3635761094,26390,133SH DFND990,080053
GALLAGHER ARTHUR J & COCOM3635761093427,230SH OTR17,194036
GAMING & LEISURE PPTYS INCCOM36467J1085130SH DFND113000
GAMING & LEISURE PPTYS INCCOM36467J1084104SH DFND1310400
GAMING & LEISURE PPTYS INCCOM36467J10832881SH DFND1488100
GAMING & LEISURE PPTYS INCCOM36467J108114SH DFND71400
GAMING & LEISURE PPTYS INCCOM36467J108942,560SH DFND92,56000
GAMING & LEISURE PPTYS INCCOM36467J108441,194SH OTR11,19400
GAMING & LEISURE PPTYS INCCOM36467J1082867,800SH OTR137,80000
GAMESTOP CORP NEWCL A36467W109248SH DFND132016
GAMESTOP CORP NEWCL A36467W1093,03470,620SH DFND1370,62000
GAMESTOP CORP NEWCL A36467W10921500SH DFND1450000
GAMESTOP CORP NEWCL A36467W109245SH DFND34500
GAMESTOP CORP NEWCL A36467W1091,79141,691SH DFND739,59002,101
GAMESTOP CORP NEWCL A36467W1091543,596SH DFND7,93,59600
GAMESTOP CORP NEWCL A36467W1091633,799SH DFND93,706093
GAP INC DELCOM364760108381,000SH DFND11,00000
GAP INC DELCOM3647601082426,330SH DFND136,33000
GAP INC DELCOM3647601081844,810SH DFND144,81000
GAP INC DELCOM36476010872619,027SH DFND712,40106,626
GAP INC DELCOM36476010837962SH DFND7,996200
GAP INC DELCOM36476010849412,939SH DFND97,78105,158
GARTNER INCCOM3666511073003,500SH DFND133,50000
GARTNER INCCOM3666511071201,400SH DFND141,40000
GARTNER INCCOM3666511072092,431SH DFND72,43100
GARTNER INCCOM366651107785SH DFND98500
GENERAC HLDGS INCCOM36873610416400SH DFND140000
GENERAC HLDGS INCCOM36873610462415,697SH DFND1,30015,697
GENERAC HLDGS INCCOM3687361041132,850SH DFND132,85000
GENERAC HLDGS INCCOM36873610433830SH DFND1483000
GENERAC HLDGS INCCOM36873610426666SH DFND766600
GENERAC HLDGS INCCOM368736104364SH DFND7,951013
GENERAC HLDGS INCCOM36873610477119,405SH DFND91,925017,480
GENERAL AMERN INVS INCCOM3688021041,16033,328SH DFND1433,32800
GENERAL AMERN INVS INCCOM36880210418503SH DFND7436067
GENERAL DYNAMICS CORPCOM3695501084,60932,530SH DFND132,52307
GENERAL DYNAMICS CORPCOM3695501085433,830SH DFND133,83000
GENERAL DYNAMICS CORPCOM3695501082211,560SH DFND141,56000
GENERAL DYNAMICS CORPCOM3695501087415,233SH DFND35,23300
GENERAL DYNAMICS CORPCOM3695501083,73726,375SH DFND724,37502,000
GENERAL DYNAMICS CORPCOM3695501083312,338SH DFND7,92,33800
GENERAL DYNAMICS CORPCOM3695501083,86627,288SH DFND921,85805,430
GENERAL DYNAMICS CORPCOM3695501088495,992SH OTR15,99200
GENERAL ELECTRIC COCOM36960410322,822858,953SH DFND1845,150013,803
GENERAL ELECTRIC COCOM3696041032,07578,100SH DFND1,378,10000
GENERAL ELECTRIC COCOM3696041032,913109,620SH DFND13109,62000
GENERAL ELECTRIC COCOM3696041031,65762,367SH DFND1454,5887,7790
GENERAL ELECTRIC COCOM3696041032,41991,040SH DFND383,27507,765
GENERAL ELECTRIC COCOM36960410354,1362,037,473SH DFND71,995,742041,731
GENERAL ELECTRIC COCOM3696041039,402353,841SH DFND7,9349,99803,843
GENERAL ELECTRIC COCOM369604103104,4563,931,366SH DFND93,862,031069,335
GENERAL ELECTRIC COCOM36960410317,252649,312SH OTR1616,240033,072
GENERAL ELECTRIC COCOM369604103532,000SH OTR72,00000
GENERAL ELECTRIC COCOM3696041030100SHCallDFND700100
GENERAL ELECTRIC COCOM36960410326,800SHCallDFND96,80000
GENERAL FIN CORP DELCOM36982210113125,000SH DFND725,00000
GENERAL GROWTH PPTYS INC NEWCOM3700231032098,143SH DFND138,14300
GENERAL GROWTH PPTYS INC NEWCOM37002310344617,392SH DFND1417,39200
GENERAL GROWTH PPTYS INC NEWCOM3700231031716,678SH DFND76,67800
GENERAL GROWTH PPTYS INC NEWCOM370023103127SH DFND7,90027
GENERAL GROWTH PPTYS INC NEWCOM370023103288SH DFND98800
GENERAL GROWTH PPTYS INC NEWCOM3700231032,869111,801SH OTR13111,80100
GENERAL MLS INCCOM3703341043,28859,001SH DFND158,8670134
GENERAL MLS INCCOM37033410489416,044SH DFND1316,04400
GENERAL MLS INCCOM3703341045319,534SH DFND149,53400
GENERAL MLS INCCOM3703341045,575100,046SH DFND796,99503,051
GENERAL MLS INCCOM370334104631,136SH DFND7,91,096040
GENERAL MLS INCCOM3703341045,18893,113SH DFND991,88201,231
GENERAL MLS INCCOM3703341041,79132,139SH OTR132,13900
GENERAL MTRS COCOM37045V1008236SH DFND123600
GENERAL MTRS COCOM37045V10051015,300SH DFND1315,30000
GENERAL MTRS COCOM37045V1002838,500SH DFND148,50000
GENERAL MTRS COCOM37045V1006,400192,028SH DFND7191,935093
GENERAL MTRS COCOM37045V100832,505SH DFND7,91,08501,420
GENERAL MTRS COCOM37045V100378,59511,358,973SH DFND911,357,48401,489
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GENERAL MTRS CO*W EXP 07/10/20137045V118245,39310,323,661SH DFND910,323,66100
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GENERAL MTRS CO*W EXP 07/10/20137045V126164,66210,323,661SH DFND910,323,66100
GENESCO INCCOM3715321023274,951SH DFND1,3004,951
GENESCO INCCOM371532102661,001SH DFND131,00100
GENESCO INCCOM37153210211166SH DFND1416600
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GENTEX CORPCOM37190110915920SH DFND1492000
GENTEX CORPCOM37190110924915,147SH DFND714,6240523
GENTEX CORPCOM371901109291,750SH DFND7,91,6000150
GENTEX CORPCOM37190110927616,824SH DFND916,0240800
GENESIS ENERGY L PUNIT LTD PARTN37192710495621,771SH DFND721,77100
GENESIS ENERGY L PUNIT LTD PARTN37192710450611,540SH DFND911,54000
GENUINE PARTS COCOM37246010560675SH DFND167500
GENUINE PARTS COCOM3724601054144,620SH DFND134,62000
GENUINE PARTS COCOM3724601052472,760SH DFND142,76000
GENUINE PARTS COCOM37246010577865SH DFND300865
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GENUINE PARTS COCOM37246010559664SH DFND7,966400
GENUINE PARTS COCOM3724601051,51716,941SH DFND93,775013,166
GENUINE PARTS COCOM3724601051121,250SH OTR11,25000
GENTHERM INCCOM37253A1031232,247SH DFND132,24700
GENTHERM INCCOM37253A10327488SH DFND1448800
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GILEAD SCIENCES INCCOM3755581039,91284,659SH DFND182,44102,218
GILEAD SCIENCES INCCOM3755581032,40920,575SH DFND1,320,57500
GILEAD SCIENCES INCCOM3755581035,78849,434SH DFND1349,43400
GILEAD SCIENCES INCCOM3755581032,75323,514SH DFND1423,51400
GILEAD SCIENCES INCCOM3755581032,50021,354SH DFND321,35400
GILEAD SCIENCES INCCOM37555810319,343165,212SH DFND7163,31401,898
GILEAD SCIENCES INCCOM3755581033,81732,598SH DFND7,932,0130585
GILEAD SCIENCES INCCOM37555810323,739202,759SH DFND9192,050010,709
GILEAD SCIENCES INCCOM3755581032,40520,541SH OTR118,14302,398
GILEAD SCIENCES INCCOM3755581032952,517SH OTR132,51700
GILEAD SCIENCES INCCOM375558103562,800SHCallDFND92,80000
GLACIER BANCORP INC NEWCOM37637Q1051334,522SH DFND134,52200
GLACIER BANCORP INC NEWCOM37637Q10516560SH DFND1456000
GLACIER BANCORP INC NEWCOM37637Q105862,925SH DFND72,92500
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GLADSTONE LD CORPCOM37654910131723,049SH DFND1423,04900
GLATFELTERCOM37731610422310,150SH DFND110,15000
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GLAXOSMITHKLINE PLCSPONSORED ADR37733W10564415,461SH DFND114,8750586
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GLAXOSMITHKLINE PLCSPONSORED ADR37733W1051533,673SH DFND7,93,67300
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1054,472107,366SH DFND9106,4620904
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10598923,753SH OTR118,75305,000
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GLOBALSTAR INCCOM3789734083215,160SH DFND1315,16000
GLOBALSTAR INCCOM37897340862,840SH DFND142,84000
GLOBAL PMTS INCCOM37940X102222SH DFND11606
GLOBAL PMTS INCCOM37940X1026175,960SH DFND1,3005,960
GLOBAL PMTS INCCOM37940X1022,60225,150SH DFND1325,15000
GLOBAL PMTS INCCOM37940X1021141,100SH DFND141,10000
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GLOBAL PMTS INCCOM37940X1022262,186SH DFND72,097089
GLOBAL PMTS INCCOM37940X102441SH DFND7,94100
GLOBAL PMTS INCCOM37940X1021201,159SH DFND91,15900
GLOBAL PARTNERS LPCOM UNITS37946R10945414,000SH DFND1414,00000
GLOBAL X FDSGLB X MLP ENRG I37950E22656531,516SH DFND731,51600
GLOBUS MED INCCL A3795772081013,940SH DFND133,94000
GLOBUS MED INCCL A37957720823880SH DFND1488000
GLOBUS MED INCCL A37957720820764SH DFND7684080
GLOBUS MED INCCL A379577208692,707SH DFND92,70700
GLOBUS MED INCCL A37957720837414,553SH OTR1314,55300
GOLDCORP INC NEWCOM380956409452,784SH DFND142,78400
GOLDCORP INC NEWCOM380956409583,597SH DFND73,59700
GOLDCORP INC NEWCOM380956409573,525SH DFND920003,325
GOLDCORP INC NEWCOM3809564091217,461SH OTR137,46100
GOLDMAN SACHS GROUP INCCOM38141G1044,07019,493SH DFND119,1930300
GOLDMAN SACHS GROUP INCCOM38141G1041,0635,090SH DFND135,09000
GOLDMAN SACHS GROUP INCCOM38141G1044592,200SH DFND142,20000
GOLDMAN SACHS GROUP INCCOM38141G1043,83718,375SH DFND718,298077
GOLDMAN SACHS GROUP INCCOM38141G1044041,935SH DFND7,91,920015
GOLDMAN SACHS GROUP INCCOM38141G1043,44616,507SH DFND914,79401,713
GOLDMAN SACHS GROUP INCCOM38141G1043681,763SH OTR11,5130250
GOLDMAN SACHS MLP INC OPP FDCOM SHS38147W10326017,398SH DFND717,39800
GOLDMAN SACHS MLP ENERGY RENCOM38148G10719915,800SH DFND715,80000
GOLUB CAP BDC INCCOM38173M102291,750SH DFND71,75000
GOLUB CAP BDC INCCOM38173M1021589,550SH DFND93,00006,550
GOODRICH PETE CORPNOTE 5.000%10/0382410AG31325,000PRN DFND925,00000
GOODYEAR TIRE & RUBR COCOM3825501012207,300SH DFND137,30000
GOODYEAR TIRE & RUBR COCOM382550101842,800SH DFND142,80000
GOODYEAR TIRE & RUBR COCOM38255010127888SH DFND7818070
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GORMAN RUPP COCOM383082104331,178SH DFND131,17800
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GORMAN RUPP COCOM3830821042,984106,250SH DFND7106,25000
GORMAN RUPP COCOM383082104461,622SH DFND91,62200
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A103251,350SH DFND11,35000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A103432,320SH DFND132,32000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A103231,224SH DFND141,22400
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GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A103010SH DFND91000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A103372,000SH OTR12,00000
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GRACE W R & CO DEL NEWCOM38388F108329SH DFND12009
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GRACE W R & CO DEL NEWCOM38388F1081501,500SH DFND141,50000
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GRACE W R & CO DEL NEWCOM38388F1081671,665SH DFND91,66500
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GRAINGER W W INCCOM3848021041,0374,384SH DFND14,38400
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GRAPHIC PACKAGING HLDG COCOM38868910114910,691SH DFND1310,69100
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GREAT PLAINS ENERGY INCCOM39116410020848SH DFND184800
GREAT PLAINS ENERGY INCCOM391164100421,720SH DFND131,72000
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GREENBRIER COS INCNOTE 3.500% 4/0393657AH49677,000PRN DFND777,00000
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GROUPE CGI INCCL A SUB VTG39945C109902,302SH DFND12,30200
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GULFPORT ENERGY CORPCOM NEW40263530416400SH DFND1340000
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HCA HOLDINGS INCCOM40412C1011341,477SH DFND11,47700
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HARMAN INTL INDS INCCOM4130861092532,129SH DFND91,4420687
HARRIS CORP DELCOM4138751053885,039SH DFND15,03900
HARRIS CORP DELCOM4138751051511,959SH DFND131,95900
HARRIS CORP DELCOM41387510547610SH DFND1461000
HARRIS CORP DELCOM4138751055957,740SH DFND77,669071
HARRIS CORP DELCOM413875105841,089SH DFND7,91,08900
HARRIS CORP DELCOM4138751054936,412SH DFND96,364048
HARSCO CORPCOM41586410776346,258SH DFND146,25800
HARSCO CORPCOM415864107352,130SH DFND142,13000
HARSCO CORPCOM415864107181,116SH DFND71,106010
HARSCO CORPCOM4158641072100SH DFND910000
HARSCO CORPCOM415864107915,525SH OTR15,52500
HARTFORD FINL SVCS GROUP INCCOM416515104912,200SH DFND12,20000
HARTFORD FINL SVCS GROUP INCCOM4165151042826,790SH DFND136,79000
HARTFORD FINL SVCS GROUP INCCOM4165151041082,590SH DFND142,59000
HARTFORD FINL SVCS GROUP INCCOM4165151042746,588SH DFND76,2080380
HARTFORD FINL SVCS GROUP INCCOM416515104631,518SH DFND7,91,440078
HARTFORD FINL SVCS GROUP INCCOM41651510443310,411SH DFND99,9940417
HARTFORD FINL SVCS GROUP INCCOM41651510426625SH OTR162500
HASBRO INCCOM4180561072613,490SH DFND133,49000
HASBRO INCCOM4180561071552,070SH DFND142,07000
HASBRO INCCOM4180561073344,460SH DFND72,65901,801
HASBRO INCCOM41805610722300SH DFND7,930000
HASBRO INCCOM4180561071,50120,064SH DFND919,9640100
HAWAIIAN HOLDINGS INCCOM41987910148620,443SH DFND1320,44300
HAWAIIAN HOLDINGS INCCOM41987910116684SH DFND1468400
HEALTHCARE SVCS GRP INCCOM4219061082708,162SH DFND138,16200
HEALTHCARE SVCS GRP INCCOM42190610831951SH DFND1495100
HEALTHCARE SVCS GRP INCCOM4219061081795,407SH DFND75,2400167
HEALTHCARE SVCS GRP INCCOM4219061089270SH DFND7,927000
HEALTHCARE SVCS GRP INCCOM421906108912,750SH DFND92,6340116
HEALTHSOUTH CORPCOM NEW42192430951011,071SH DFND1311,07100
HEALTHSOUTH CORPCOM NEW42192430945973SH DFND1497300
HEALTHSOUTH CORPCOM NEW42192430922467SH DFND746700
HEALTHSOUTH CORPCOM NEW42192430946310,058SH OTR1310,05800
HEALTHCARE RLTY TRCOM421946104753,226SH DFND133,22600
HEALTHCARE RLTY TRCOM4219461041094,677SH DFND144,67700
HEALTHCARE RLTY TRCOM4219461049371SH DFND737100
HEALTHCARE RLTY TRCOM42194610468729,519SH OTR1329,51900
HEADWATERS INCCOM42210P10219610,765SH DFND1310,76500
HEADWATERS INCCOM42210P102181,000SH DFND141,00000
HEADWATERS INCCOM42210P102251,360SH DFND91,36000
HEALTH CARE REIT INCCOM42217K1061211,837SH DFND11,7300107
HEALTH CARE REIT INCCOM42217K1064286,520SH DFND136,52000
HEALTH CARE REIT INCCOM42217K10672311,015SH DFND1411,01500
HEALTH CARE REIT INCCOM42217K106881,335SH DFND3001,335
HEALTH CARE REIT INCCOM42217K1066539,948SH DFND79,5470401
HEALTH CARE REIT INCCOM42217K1061011,544SH DFND7,91,54400
HEALTH CARE REIT INCCOM42217K1062453,729SH DFND93,72900
HEALTH CARE REIT INCCOM42217K10612182SH OTR118200
HEALTH CARE REIT INCCOM42217K1063,57154,406SH OTR1354,40600
HEALTH NET INCCOM42222G10822344SH DFND1324020
HEALTH NET INCCOM42222G108781,220SH DFND131,22000
HEALTH NET INCCOM42222G10862970SH DFND1497000
HEALTH NET INCCOM42222G108661,028SH DFND71,02800
HEALTH NET INCCOM42222G10856866SH DFND986600
HEALTHCARE TR AMER INCCL A NEW42225P50112500SH DFND150000
HEALTHCARE TR AMER INCCL A NEW42225P5011215,050SH DFND145,05000
HEALTHCARE TR AMER INCCL A NEW42225P501923,839SH DFND73,83900
HEALTHCARE TR AMER INCCL A NEW42225P501143SH DFND915028
HEALTHCARE TR AMER INCCL A NEW42225P50165927,499SH OTR1327,49900
HECLA MNG COCOM4227041063211,978SH DFND1311,97800
HECLA MNG COCOM42270410672,497SH DFND142,49700
HECLA MNG COCOM42270410631,000SH DFND71,00000
HEICO CORP NEWCOM4228061092384,090SH DFND134,09000
HEICO CORP NEWCOM422806109951,638SH DFND141,63800
HEICO CORP NEWCOM422806109841,440SH DFND71,363077
HEICO CORP NEWCOM4228061098135SH DFND7,913500
HEICO CORP NEWCOM422806109681,170SH DFND91,0040166
HEICO CORP NEWCL A422806208350SH DFND134016
HEICO CORP NEWCL A4228062081,11722,003SH DFND1,30022,003
HEICO CORP NEWCL A4228062083,58570,610SH DFND1370,61000
HEICO CORP NEWCL A422806208245SH DFND34500
HEICO CORP NEWCL A422806208242SH DFND74200
HEICO CORP NEWCL A4228062081,66832,853SH DFND9333032,520
HELMERICH & PAYNE INCCOM42345210121300SH DFND1,330000
HELMERICH & PAYNE INCCOM4234521011171,660SH DFND131,66000
HELMERICH & PAYNE INCCOM42345210144620SH DFND1462000
HELMERICH & PAYNE INCCOM4234521013625,136SH DFND75,13600
HELMERICH & PAYNE INCCOM42345210112170SH DFND7,917000
HELMERICH & PAYNE INCCOM4234521011251,776SH DFND91,77600
HENRY JACK & ASSOC INCCOM4262811015328,226SH DFND138,22600
HENRY JACK & ASSOC INCCOM42628110145700SH DFND1470000
HENRY JACK & ASSOC INCCOM426281101931,434SH DFND71,399035
HENRY JACK & ASSOC INCCOM4262811018124SH DFND7,912400
HENRY JACK & ASSOC INCCOM4262811011091,679SH DFND91,67900
HERSHA HOSPITALITY TRPR SHS BEN INT4278255006250SH DFND125000
HERSHA HOSPITALITY TRPR SHS BEN INT4278255001686,537SH DFND136,53700
HERSHA HOSPITALITY TRPR SHS BEN INT427825500552,140SH DFND142,14000
HERSHA HOSPITALITY TRPR SHS BEN INT427825500020SH DFND72000
HERSHA HOSPITALITY TRPR SHS BEN INT42782550006SH DFND9600
HERSHA HOSPITALITY TRPR SHS BEN INT427825500933,610SH OTR133,61000
HERSHEY COCOM4278661081,61618,194SH DFND117,4940700
HERSHEY COCOM4278661083684,140SH DFND134,14000
HERSHEY COCOM4278661082222,498SH DFND142,49800
HERSHEY COCOM4278661084,79854,009SH DFND753,5590450
HERSHEY COCOM4278661081031,156SH DFND7,91,136020
HERSHEY COCOM4278661085,76264,867SH DFND963,69501,172
HERSHEY COCOM42786610890010,134SH OTR19,13401,000
HERTZ GLOBAL HOLDINGS INCCOM42805T10576542,214SH DFND1,30042,214
HERTZ GLOBAL HOLDINGS INCCOM42805T10520711,410SH DFND1311,41000
HERTZ GLOBAL HOLDINGS INCCOM42805T105653,600SH DFND143,60000
HERTZ GLOBAL HOLDINGS INCCOM42805T1051719,414SH DFND79,1340280
HERTZ GLOBAL HOLDINGS INCCOM42805T105995,436SH DFND95,43600
HERTZ GLOBAL HOLDINGS INCCOM42805T1052108SH OTR110800
HESS CORPCOM42809H107343SH DFND14300
HESS CORPCOM42809H10764950SH DFND1,395000
HESS CORPCOM42809H1072002,990SH DFND132,99000
HESS CORPCOM42809H10735530SH DFND1453000
HESS CORPCOM42809H1074887,301SH DFND77,1370164
HESS CORPCOM42809H107771,147SH DFND7,91,13809
HESS CORPCOM42809H1072373,543SH DFND93,54300
HEWLETT PACKARD COCOM4282361031,01433,799SH DFND133,79900
HEWLETT PACKARD COCOM42823610358519,490SH DFND1319,49000
HEWLETT PACKARD COCOM4282361032869,529SH DFND149,52900
HEWLETT PACKARD COCOM4282361033,031100,991SH DFND797,28703,704
HEWLETT PACKARD COCOM42823610385728,541SH DFND7,928,54100
HEWLETT PACKARD COCOM4282361034,790159,608SH DFND9158,15301,455
HEWLETT PACKARD COCOM42823610356318,759SH OTR115,55903,200
HEXCEL CORP NEWCOM428291108601,200SH DFND11,20000
HEXCEL CORP NEWCOM42829110860112,084SH DFND1312,08400
HEXCEL CORP NEWCOM428291108551,100SH DFND141,10000
HEXCEL CORP NEWCOM4282911083116,248SH DFND75,8790369
HHGREGG INCCOM42833L108075SH DFND137500
HHGREGG INCCOM42833L1081428SH DFND1442800
HHGREGG INCCOM42833L1087723,000SH DFND723,00000
HIBBETT SPORTS INCCOM428567101671,434SH DFND131,43400
HIBBETT SPORTS INCCOM42856710117362SH DFND1436200
HIBBETT SPORTS INCCOM4285671011292,765SH DFND71,49701,268
HIBBETT SPORTS INCCOM428567101495SH DFND7,99500
HIBBETT SPORTS INCCOM4285671011092,338SH DFND92,33800
HIGHWOODS PPTYS INCCOM4312841081333,335SH DFND133,33500
HIGHWOODS PPTYS INCCOM431284108781,946SH DFND141,94600
HIGHWOODS PPTYS INCCOM43128410865716,457SH OTR1316,45700
HILL ROM HLDGS INCCOM4314751021232,260SH DFND132,26000
HILL ROM HLDGS INCCOM4314751025100SH DFND1410000
HILL ROM HLDGS INCCOM4314751022304,227SH DFND74,22700
HILL ROM HLDGS INCCOM431475102480SH DFND98000
HILL ROM HLDGS INCCOM4314751023466,372SH OTR136,37200
HILLENBRAND INCCOM4315711081153,740SH DFND133,74000
HILLENBRAND INCCOM43157110823760SH DFND1476000
HILLENBRAND INCCOM431571108722,361SH DFND72,36100
HILLENBRAND INCCOM431571108411,323SH DFND91,32300
HILLTOP HOLDINGS INCCOM432748101652,694SH DFND132,69400
HILLTOP HOLDINGS INCCOM43274810115620SH DFND1462000
HILLTOP HOLDINGS INCCOM43274810171329,592SH DFND729,59200
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P10616921,000SH DFND721,00000
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P10614017,493SH DFND917,49300
HILTON WORLDWIDE HLDGS INCCOM43300A10443715,860SH DFND1315,86000
HILTON WORLDWIDE HLDGS INCCOM43300A1041987,200SH DFND147,20000
HILTON WORLDWIDE HLDGS INCCOM43300A1041374,956SH DFND74,95600
HILTON WORLDWIDE HLDGS INCCOM43300A104288SH DFND7,98800
HILTON WORLDWIDE HLDGS INCCOM43300A10420734SH DFND973400
HOLLYFRONTIER CORPCOM4361061081002,340SH DFND132,34000
HOLLYFRONTIER CORPCOM436106108872,036SH DFND142,03600
HOLLYFRONTIER CORPCOM4361061081092,551SH DFND72,55100
HOLLYFRONTIER CORPCOM436106108912,126SH DFND92,12600
HOLLYFRONTIER CORPCOM436106108431,000SH OTR11,00000
HOLOGIC INCDEBT 2.000% 3/0436440AC53023,000PRN DFND923,00000
HOLOGIC INCFRNT 12/1436440AG64436,000PRN DFND936,00000
HOLOGIC INCCOM4364401013068,040SH DFND138,04000
HOLOGIC INCCOM4364401011153,030SH DFND143,03000
HOLOGIC INCCOM4364401013178,342SH DFND78,34200
HOLOGIC INCCOM43644010177720,420SH DFND920,42000
HOLOGIC INCCOM436440101691,800SH OTR1001,800
HOME BANCSHARES INCCOM4368932001103,004SH DFND133,00400
HOME BANCSHARES INCCOM43689320022614SH DFND1461400
HOME BANCSHARES INCCOM4368932001464,000SH DFND74,00000
HOME DEPOT INCCOM4370761029,82888,441SH DFND187,8660575
HOME DEPOT INCCOM4370761024,74542,700SH DFND1342,70000
HOME DEPOT INCCOM4370761022,26020,340SH DFND1420,34000
HOME DEPOT INCCOM43707610215,008135,046SH DFND7129,40005,646
HOME DEPOT INCCOM4370761024,20637,848SH DFND7,937,798050
HOME DEPOT INCCOM43707610210,90898,152SH DFND995,42902,723
HOME DEPOT INCCOM4370761025,60750,453SH OTR146,65303,800
HOME DEPOT INCCOM43707610256500SH OTR750000
HOME DEPOT INCCOM4370761020100SHCallDFND710000
HOME DEPOT INCCOM437076102291,200SHCallDFND91,20000
HOME PROPERTIES INCCOM437306103731,000SH DFND131,00000
HOME PROPERTIES INCCOM43730610372988SH DFND1498800
HOME PROPERTIES INCCOM4373061031,07914,767SH DFND714,76700
HOME PROPERTIES INCCOM4373061031832,500SH OTR1002,500
HOME PROPERTIES INCCOM4373061033204,379SH OTR134,37900
HOMEAWAY INCNOTE 0.125% 4/043739QAB666,000PRN DFND76,00000
HOMEAWAY INCNOTE 0.125% 4/043739QAB67477,000PRN DFND977,00000
HONDA MOTOR LTDAMERN SHS4381283082206,804SH DFND76,6200184
HONDA MOTOR LTDAMERN SHS43812830845814,138SH DFND98,35205,786
HONDA MOTOR LTDAMERN SHS43812830822675SH OTR167500
HONEYWELL INTL INCCOM4385161061,26912,443SH DFND112,44300
HONEYWELL INTL INCCOM4385161062,58725,370SH DFND1325,37000
HONEYWELL INTL INCCOM4385161061,29212,675SH DFND1412,67500
HONEYWELL INTL INCCOM4385161064304,215SH DFND34,21500
HONEYWELL INTL INCCOM4385161067,83376,817SH DFND775,46801,349
HONEYWELL INTL INCCOM4385161069809,612SH DFND7,99,537075
HONEYWELL INTL INCCOM4385161065,60354,944SH DFND948,23606,708
HONEYWELL INTL INCCOM4385161062,88528,294SH OTR128,29400
HONEYWELL INTL INCCOM43851610620200SH OTR720000
HONEYWELL INTL INCCOM43851610621,500SHCallDFND91,50000
HORMEL FOODS CORPCOM4404521001953,460SH DFND133,46000
HORMEL FOODS CORPCOM4404521001312,320SH DFND142,32000
HORMEL FOODS CORPCOM4404521001,24422,061SH DFND722,06100
HORMEL FOODS CORPCOM44045210049861SH DFND7,986100
HORMEL FOODS CORPCOM4404521002364,178SH DFND94,17800
HORMEL FOODS CORPCOM44045210012210SH OTR121000
HORNBECK OFFSHORE SVCS INC NNOTE 1.500% 9/0440543AN656,000PRN DFND76,00000
HORNBECK OFFSHORE SVCS INC NNOTE 1.500% 9/0440543AN64758,000PRN DFND958,00000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10222750SH DFND1375000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1021053,658SH DFND143,65800
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022187,577SH DFND77,57700
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102259SH DFND7,90059
HOSPITALITY PPTYS TRCOM SH BEN INT44106M102361,237SH DFND91,23700
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10233811,737SH OTR1311,73700
HOSPIRA INCCOM4410601001061,195SH DFND11,19500
HOSPIRA INCCOM4410601003974,470SH DFND134,47000
HOSPIRA INCCOM4410601002092,360SH DFND142,36000
HOSPIRA INCCOM4410601001,25914,195SH DFND714,181014
HOSPIRA INCCOM4410601003754,225SH DFND7,94,212013
HOSPIRA INCCOM4410601001,02711,579SH DFND911,0790500
HOSPIRA INCCOM44106010063710SH OTR171000
HOST HOTELS & RESORTS INCCOM44107P1041718,640SH DFND138,64000
HOST HOTELS & RESORTS INCCOM44107P10450325,385SH DFND1425,38500
HOST HOTELS & RESORTS INCCOM44107P10422911,526SH DFND711,4030123
HOST HOTELS & RESORTS INCCOM44107P104281,387SH DFND7,91,288099
HOST HOTELS & RESORTS INCCOM44107P10418903SH DFND96030300
HOST HOTELS & RESORTS INCCOM44107P1042,678135,034SH OTR13135,03400
HOWARD HUGHES CORPCOM44267D10794658SH DFND1365800
HOWARD HUGHES CORPCOM44267D10782571SH DFND1457100
HOWARD HUGHES CORPCOM44267D1071881,307SH DFND71,30700
HOWARD HUGHES CORPCOM44267D10733227SH DFND7,922700
HOWARD HUGHES CORPCOM44267D10733228SH DFND922800
HOWARD HUGHES CORPCOM44267D1072241,559SH OTR131,55900
HUBBELL INCCL B4435102011721,590SH DFND131,59000
HUBBELL INCCL B4435102019228,514SH DFND77,06401,450
HUBBELL INCCL B4435102012,29721,218SH DFND921,21800
HUDSON CITY BANCORPCOM443683107373,732SH DFND133,73200
HUDSON CITY BANCORPCOM4436831071,553157,166SH DFND7157,16600
HUDSON CITY BANCORPCOM443683107161SH DFND7,90061
HUDSON CITY BANCORPCOM443683107141,377SH DFND91,37700
HUDSON PAC PPTYS INCCOM444097109712,490SH DFND132,49000
HUDSON PAC PPTYS INCCOM444097109471,660SH DFND141,66000
HUDSON PAC PPTYS INCCOM44409710910355SH DFND735500
HUDSON PAC PPTYS INCCOM444097109010SH DFND91000
HUDSON PAC PPTYS INCCOM4440971091174,127SH OTR134,12700
HUMANA INCCOM4448591021160SH DFND16000
HUMANA INCCOM4448591027904,130SH DFND134,13000
HUMANA INCCOM4448591024152,170SH DFND142,17000
HUMANA INCCOM4448591022491,300SH DFND71,30000
HUMANA INCCOM444859102181945SH DFND7,92500695
HUMANA INCCOM444859102179934SH DFND96640270
HUMANA INCCOM4448591026543,417SH OTR133,41700
HUNT J B TRANS SVCS INCCOM445658107895SH DFND19500
HUNT J B TRANS SVCS INCCOM4456581072452,980SH DFND132,98000
HUNT J B TRANS SVCS INCCOM4456581071291,570SH DFND141,57000
HUNT J B TRANS SVCS INCCOM4456581071631,985SH DFND71,951034
HUNT J B TRANS SVCS INCCOM44565810725300SH DFND930000
HUNTINGTON BANCSHARES INCCOM446150104181,580SH DFND11,58000
HUNTINGTON BANCSHARES INCCOM4461501041079,441SH DFND139,44100
HUNTINGTON BANCSHARES INCCOM446150104181,550SH DFND141,55000
HUNTINGTON BANCSHARES INCCOM446150104211,824SH DFND71,2850539
HUNTINGTON BANCSHARES INCCOM4461501045440SH DFND944000
HUNTINGTON INGALLS INDS INCCOM446413106653SH DFND15300
HUNTINGTON INGALLS INDS INCCOM4464131061851,645SH DFND131,64500
HUNTINGTON INGALLS INDS INCCOM446413106112991SH DFND1499100
HUNTINGTON INGALLS INDS INCCOM4464131061261,121SH DFND71,099022
HUNTINGTON INGALLS INDS INCCOM4464131061087SH DFND7,98700
HUNTINGTON INGALLS INDS INCCOM4464131061501,335SH DFND91,33500
HUNTINGTON INGALLS INDS INCCOM44641310628249SH OTR124900
HUNTSMAN CORPCOM4470111071135,100SH DFND135,10000
HUNTSMAN CORPCOM447011107713,200SH DFND143,20000
HUNTSMAN CORPCOM44701110752023,546SH DFND723,4240122
HUNTSMAN CORPCOM447011107753,412SH DFND7,93,41200
HUNTSMAN CORPCOM44701110710435SH DFND943500
IAC INTERACTIVECORPCOM PAR $.00144919P5081271,590SH DFND131,59000
IAC INTERACTIVECORPCOM PAR $.00144919P508921,150SH DFND141,15000
IAC INTERACTIVECORPCOM PAR $.00144919P508921,154SH DFND71,14806
IAC INTERACTIVECORPCOM PAR $.00144919P508225SH DFND7,92500
IAC INTERACTIVECORPCOM PAR $.00144919P50869870SH DFND987000
IAC INTERACTIVECORPCOM PAR $.00144919P5082,01925,351SH OTR1325,35100
ICU MED INCCOM44930G10748500SH DFND1350000
ICU MED INCCOM44930G10712123SH DFND1412300
ICU MED INCCOM44930G10718184SH DFND718400
ICU MED INCCOM44930G1071932,022SH DFND92,02200
IMS HEALTH HLDGS INCCOM44970B1093100SH DFND1310000
IMS HEALTH HLDGS INCCOM44970B10918600SH DFND1460000
IMS HEALTH HLDGS INCCOM44970B10925821SH DFND782100
IMS HEALTH HLDGS INCCOM44970B1091936,292SH DFND96,29200
IPG PHOTONICS CORPCOM44980X10913151SH DFND1139012
IPG PHOTONICS CORPCOM44980X1094,37451,353SH DFND1351,35300
IPG PHOTONICS CORPCOM44980X10934400SH DFND1440000
IPG PHOTONICS CORPCOM44980X109331SH DFND33100
IPG PHOTONICS CORPCOM44980X1095406,339SH DFND74,54401,795
IPG PHOTONICS CORPCOM44980X1091061,250SH DFND91,25000
IPC HEALTHCARE INCCOM44984A10548860SH DFND1386000
IPC HEALTHCARE INCCOM44984A10510180SH DFND1418000
IPC HEALTHCARE INCCOM44984A1052905,241SH DFND74,07601,165
IPC HEALTHCARE INCCOM44984A1058145SH DFND7,914500
IPC HEALTHCARE INCCOM44984A105731,323SH DFND91,32300
IBERIABANK CORPCOM450828108891,304SH DFND131,30400
IBERIABANK CORPCOM45082810817256SH DFND1425600
IBERIABANK CORPCOM45082810816240SH DFND724000
IBERIABANK CORPCOM45082810807SH DFND7,9007
IBERIABANK CORPCOM450828108781,143SH DFND91,14300
ITT CORP NEWCOM NEW450911201238SH DFND13800
ITT CORP NEWCOM NEW4509112011062,535SH DFND132,53500
ITT CORP NEWCOM NEW45091120133782SH DFND1478200
ITT CORP NEWCOM NEW4509112012826,744SH DFND76,5670177
ITT CORP NEWCOM NEW45091120136850SH DFND7,985000
ITT CORP NEWCOM NEW4509112011042,489SH DFND92,48900
ICICI BK LTDADR45104G10416015,343SH DFND713,79901,544
ICICI BK LTDADR45104G104131,279SH DFND7,91,27900
ICICI BK LTDADR45104G1041,00496,347SH DFND996,34700
ICICI BK LTDADR45104G10418818,000SH OTR1318,00000
IDACORP INCCOM451107106921,632SH DFND131,63200
IDACORP INCCOM45110710620362SH DFND1436200
IDACORP INCCOM45110710641726SH DFND772600
IDACORP INCCOM451107106561,000SH DFND91,00000
IDEX CORPCOM45167R1041,16714,845SH DFND1,30014,845
IDEX CORPCOM45167R1041672,120SH DFND132,12000
IDEX CORPCOM45167R1041291,640SH DFND141,64000
IDEX CORPCOM45167R1041902,418SH DFND71,29301,125
IDEX CORPCOM45167R1041,72621,970SH DFND920021,950
IDEXX LABS INCCOM45168D1046329,847SH DFND18,65301,194
IDEXX LABS INCCOM45168D1042423,780SH DFND133,78000
IDEXX LABS INCCOM45168D1041151,800SH DFND141,80000
IDEXX LABS INCCOM45168D1042694,200SH DFND34,20000
IDEXX LABS INCCOM45168D1045288,230SH DFND77,4320798
IDEXX LABS INCCOM45168D10456872SH DFND7,987200
IDEXX LABS INCCOM45168D1046349,888SH DFND99,5040384
IDEXX LABS INCCOM45168D10426400SH OTR140000
IGATE CORPCOM45169U10562813,177SH DFND1313,17700
IGATE CORPCOM45169U10521438SH DFND1443800
IGATE CORPCOM45169U105477SH DFND77700
IGATE CORPCOM45169U105235SH DFND93500
IHS INCCL A4517341072752,140SH DFND132,14000
IHS INCCL A4517341071411,100SH DFND141,10000
IHS INCCL A451734107128996SH DFND7927069
IHS INCCL A45173410716123SH DFND7,995028
IHS INCCL A4517341071881,458SH DFND91,2470211
ILLINOIS TOOL WKS INCCOM4523081092172,360SH DFND12,36000
ILLINOIS TOOL WKS INCCOM45230810997310,600SH DFND1310,60000
ILLINOIS TOOL WKS INCCOM4523081094454,850SH DFND144,85000
ILLINOIS TOOL WKS INCCOM4523081093,13634,168SH DFND732,34801,820
ILLINOIS TOOL WKS INCCOM45230810943473SH DFND7,947300
ILLINOIS TOOL WKS INCCOM4523081092,69529,356SH DFND923,69205,664
ILLINOIS TOOL WKS INCCOM4523081091011,100SH OTR11,10000
ILLUMINA INCNOTE 6/1452327AF67564,000PRN DFND964,00000
ILLUMINA INCCOM4523271091,0134,640SH DFND134,64000
ILLUMINA INCCOM4523271095022,300SH DFND142,30000
ILLUMINA INCCOM452327109158723SH DFND76140109
ILLUMINA INCCOM4523271091253SH DFND7,913040
ILLUMINA INCCOM452327109167764SH DFND94640300
IMAX CORPCOM45245E1092004,968SH DFND14,96800
IMAX CORPCOM45245E1091473,650SH DFND133,65000
IMAX CORPCOM45245E10928690SH DFND1469000
IMAX CORPCOM45245E1091,03725,755SH DFND725,75500
IMAX CORPCOM45245E10962115,430SH DFND7,915,43000
IMAX CORPCOM45245E10991322,673SH DFND922,67300
IMMUNOGEN INCCOM45253H101785,438SH DFND135,43800
IMMUNOGEN INCCOM45253H101151,073SH DFND141,07300
IMMUNOGEN INCCOM45253H10114810,303SH DFND710,1320171
IMPAX LABORATORIES INCCOM45256B1011934,210SH DFND134,21000
IMPAX LABORATORIES INCCOM45256B10137810SH DFND1481000
IMPAX LABORATORIES INCCOM45256B1019198SH DFND719800
IMPERIAL OIL LTDCOM NEW4530384081163,000SH DFND1,33,00000
IMPERIAL OIL LTDCOM NEW4530384082506,480SH DFND76,2420238
IMPERIAL OIL LTDCOM NEW4530384086168SH DFND7,916800
IMPERIAL OIL LTDCOM NEW4530384083098,000SH DFND98,00000
IMPERIAL OIL LTDCOM NEW453038408481,250SH OTR11,25000
INCYTE CORPCOM45337C1025174,960SH DFND134,96000
INCYTE CORPCOM45337C1022402,300SH DFND142,30000
INCYTE CORPCOM45337C10246442SH DFND743408
INCYTE CORPCOM45337C1026486,221SH DFND96,22100
INDIA FD INCCOM454089103341,300SH DFND11,30000
INDIA FD INCCOM45408910348418,273SH DFND918,27300
INDEXIQ ETF TRHEDGE MLTI ETF45409B10773124,708SH DFND724,70800
INFORMATICA CORPCOM45666Q1021703,500SH DFND133,50000
INFORMATICA CORPCOM45666Q102631,300SH DFND141,30000
INFORMATICA CORPCOM45666Q102651,345SH DFND71,34500
INFORMATICA CORPCOM45666Q102250SH DFND95000
INFINERA CORPORATIONCOM45667G10336117,196SH DFND1317,19600
INFINERA CORPORATIONCOM45667G103301,410SH DFND141,41000
INFINERA CORPORATIONCOM45667G103472,254SH DFND72,25400
INFOSYS LTDSPONSORED ADR45678810813800SH DFND180000
INFOSYS LTDSPONSORED ADR456788108523,280SH DFND143,28000
INFOSYS LTDSPONSORED ADR456788108634,000SH DFND74,00000
INFOSYS LTDSPONSORED ADR456788108895,590SH DFND95,59000
INFOSYS LTDSPONSORED ADR45678810833621,200SH OTR1321,20000
ING GROEP N VSPONSORED ADR45683710326916,196SH DFND116,19600
ING GROEP N VSPONSORED ADR45683710316950SH DFND1495000
ING GROEP N VSPONSORED ADR4568371031,44587,149SH DFND786,14301,006
ING GROEP N VSPONSORED ADR45683710374845,092SH DFND7,945,09200
ING GROEP N VSPONSORED ADR4568371031,48589,566SH DFND989,56600
ING GROEP N VSPONSORED ADR456837103241,450SH OTR11,45000
INGREDION INCCOM4571871021,21215,186SH DFND1,30015,186
INGREDION INCCOM45718710277970SH DFND1397000
INGREDION INCCOM45718710224300SH DFND1430000
INGREDION INCCOM4571871022102,637SH DFND72,63304
INGREDION INCCOM457187102222SH DFND7,92200
INGREDION INCCOM4571871023,22740,434SH DFND917,624022,810
INGREDION INCCOM45718710232400SH OTR140000
INTEGRA LIFESCIENCES HLDGS CNOTE 1.625%12/1457985AK54940,000PRN DFND940,00000
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852082964,401SH DFND134,40100
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520815221SH DFND1422100
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520822320SH DFND732000
INTEGRA LIFESCIENCES HLDGS CCOM NEW457985208120SH DFND92000
INTEGRATED DEVICE TECHNOLOGYCOM45811810632214,861SH DFND1314,86100
INTEGRATED DEVICE TECHNOLOGYCOM458118106331,520SH DFND141,52000
INTEGRATED DEVICE TECHNOLOGYCOM4581181062059,467SH DFND78,5830884
INTEGRATED DEVICE TECHNOLOGYCOM458118106140SH DFND94000
INTEL CORPSDCV 12/1458140AD21815,000PRN DFND715,00000
INTEL CORPSDCV 3.250% 8/0458140AF72919,000PRN DFND719,00000
INTEL CORPCOM4581401008,248271,191SH DFND1270,19101,000
INTEL CORPCOM4581401001,72756,770SH DFND1356,77000
INTEL CORPCOM45814010090629,790SH DFND1429,79000
INTEL CORPCOM45814010051016,782SH DFND313,04203,740
INTEL CORPCOM45814010013,989459,930SH DFND7442,208017,722
INTEL CORPCOM4581401002,92496,151SH DFND7,995,9980153
INTEL CORPCOM45814010032,3791,064,587SH DFND9999,441065,146
INTEL CORPCOM4581401005,668186,365SH OTR1164,925021,440
INTEL CORPCOM458140100913,000SH OTR73,00000
INTEL CORPCOM4581401000700SHCallDFND76000100
INTEL CORPCOM45814010011,000SHCallDFND91,00000
INSYS THERAPEUTICS INC NEWCOM NEW45824V20996826,952SH DFND1326,95200
INSYS THERAPEUTICS INC NEWCOM NEW45824V20911310SH DFND1431000
INSYS THERAPEUTICS INC NEWCOM NEW45824V20911302SH DFND730200
INTERCEPT PHARMACEUTICALS INCOM45845P108145600SH DFND1360000
INTERCEPT PHARMACEUTICALS INCOM45845P10851210SH DFND1421000
INTERCEPT PHARMACEUTICALS INCOM45845P10828118SH DFND767051
INTERCEPT PHARMACEUTICALS INCOM45845P10830126SH DFND912600
INTERCONTINENTAL EXCHANGE INCOM45866F1044451,990SH DFND11,8890101
INTERCONTINENTAL EXCHANGE INCOM45866F1045632,518SH DFND132,51800
INTERCONTINENTAL EXCHANGE INCOM45866F1042301,028SH DFND141,02800
INTERCONTINENTAL EXCHANGE INCOM45866F1042,0649,230SH DFND79,162068
INTERCONTINENTAL EXCHANGE INCOM45866F10460270SH DFND7,926703
INTERCONTINENTAL EXCHANGE INCOM45866F1043031,357SH DFND91,321036
INTERCONTINENTAL EXCHANGE INCOM45866F10445200SH OTR120000
INTERFACE INCCOM458665304993,955SH DFND133,95500
INTERFACE INCCOM45866530419768SH DFND1476800
INTERFACE INCCOM4586653041746,943SH DFND76,94300
INTERNATIONAL BUSINESS MACHSCOM45920010120,696127,235SH DFND1126,4450790
INTERNATIONAL BUSINESS MACHSCOM4592001013,34420,560SH DFND1320,56000
INTERNATIONAL BUSINESS MACHSCOM4592001011,68110,334SH DFND1410,33400
INTERNATIONAL BUSINESS MACHSCOM4592001013272,008SH DFND32,00800
INTERNATIONAL BUSINESS MACHSCOM45920010115,12993,009SH DFND792,5190490
INTERNATIONAL BUSINESS MACHSCOM4592001012,05912,658SH DFND7,912,590068
INTERNATIONAL BUSINESS MACHSCOM45920010136,631225,199SH DFND9211,135014,064
INTERNATIONAL BUSINESS MACHSCOM45920010110,74866,077SH OTR158,79707,280
INTERNATIONAL BUSINESS MACHSCOM45920010181500SH OTR750000
INTERNATIONAL BUSINESS MACHSCOM45920010105,800SHCallDFND15,80000
INTERNATIONAL BUSINESS MACHSCOM4592001011400SHCallDFND940000
INTERNATIONAL BUSINESS MACHSCOM45920010105,800SHPutDFND15,80000
INTERNATIONAL FLAVORS&FRAGRACOM45950610177700SH DFND170000
INTERNATIONAL FLAVORS&FRAGRACOM4595061013172,900SH DFND132,90000
INTERNATIONAL FLAVORS&FRAGRACOM4595061011221,120SH DFND141,12000
INTERNATIONAL FLAVORS&FRAGRACOM4595061012482,267SH DFND789201,375
INTERNATIONAL FLAVORS&FRAGRACOM459506101980SH DFND98000
INTL PAPER COCOM46014610364413,542SH DFND111,56601,976
INTL PAPER COCOM46014610356711,920SH DFND1311,92000
INTL PAPER COCOM4601461033296,917SH DFND145,1811,7360
INTL PAPER COCOM46014610311225SH DFND322500
INTL PAPER COCOM4601461037,721162,233SH DFND7160,89601,337
INTL PAPER COCOM46014610360612,735SH DFND7,912,73500
INTL PAPER COCOM4601461031,80337,895SH DFND935,06802,827
INTL PAPER COCOM4601461032785,835SH OTR13,89901,936
INTL PAPER COCOM46014610301,100SHCallDFND91,10000
INTERPUBLIC GROUP COS INCCOM4606901001,06955,500SH DFND1,30055,500
INTERPUBLIC GROUP COS INCCOM46069010024712,820SH DFND1312,82000
INTERPUBLIC GROUP COS INCCOM4606901001708,800SH DFND148,80000
INTERPUBLIC GROUP COS INCCOM46069010023412,157SH DFND711,8020355
INTERPUBLIC GROUP COS INCCOM460690100221,134SH DFND7,99150219
INTERPUBLIC GROUP COS INCCOM4606901001,63584,869SH DFND984,86900
INTERSECT ENT INCCOM46071F10323790SH DFND1379000
INTERSECT ENT INCCOM46071F1034150SH DFND1415000
INTERSECT ENT INCCOM46071F10354819,134SH OTR1319,13400
INTUITIVE SURGICAL INCCOM NEW46120E6023,2256,657SH DFND16,5560101
INTUITIVE SURGICAL INCCOM NEW46120E6023,3927,000SH DFND137,00000
INTUITIVE SURGICAL INCCOM NEW46120E602319659SH DFND1465900
INTUITIVE SURGICAL INCCOM NEW46120E602104214SH DFND321400
INTUITIVE SURGICAL INCCOM NEW46120E602350722SH DFND7707015
INTUITIVE SURGICAL INCCOM NEW46120E602419865SH DFND7,986500
INTUITIVE SURGICAL INCCOM NEW46120E602391806SH DFND980600
INTUITIVE SURGICAL INCCOM NEW46120E602104214SH OTR121400
INTUITIVE SURGICAL INCCOM NEW46120E602121250SH OTR725000
INTUITCOM46120210332316SH DFND1750241
INTUITCOM4612021031,00810,000SH DFND1310,00000
INTUITCOM4612021038758,680SH DFND148,68000
INTUITCOM4612021032,19521,787SH DFND721,0360751
INTUITCOM46120210362613SH DFND7,9562051
INTUITCOM4612021033543,516SH DFND93,0450471
INVESCO MORTGAGE CAPITAL INCCOM46131B100584,050SH DFND134,05000
INVESCO MORTGAGE CAPITAL INCCOM46131B10012850SH DFND1485000
INVESCO MORTGAGE CAPITAL INCCOM46131B10027419,153SH DFND719,129024
INVESCO MORTGAGE CAPITAL INCCOM46131B1001319,127SH DFND7,99,0000127
INVESCO SR INCOME TRCOM46131H1078519,000SH DFND719,00000
INVESCO PA VALUE MUN INCOMECOM46132K10916213,400SH DFND113,40000
INVESCO PA VALUE MUN INCOMECOM46132K10916713,763SH OTR113,76300
INVESTORS BANCORP INC NEWCOM46146L101735,898SH DFND135,89800
INVESTORS BANCORP INC NEWCOM46146L101221,778SH DFND141,77800
INVESTORS BANCORP INC NEWCOM46146L10121917,803SH DFND717,80300
INVESTORS BANCORP INC NEWCOM46146L101040SH DFND94000
INVESTORS REAL ESTATE TRSH BEN INT461730103436,057SH DFND136,05700
INVESTORS REAL ESTATE TRSH BEN INT4617301034550SH DFND1455000
INVESTORS REAL ESTATE TRSH BEN INT4617301039813,684SH OTR1313,68400
ION GEOPHYSICAL CORPCOM4620441081715,857SH DFND1315,85700
ION GEOPHYSICAL CORPCOM46204410822,096SH DFND142,09600
IRON MTN INC NEWCOM46284V101331,053SH DFND131,05300
IRON MTN INC NEWCOM46284V1011003,213SH DFND143,21300
IRON MTN INC NEWCOM46284V101642,080SH DFND72,08000
IRON MTN INC NEWCOM46284V101136SH DFND7,90036
IRON MTN INC NEWCOM46284V10166621,474SH DFND921,47400
IRON MTN INC NEWCOM46284V10112382SH OTR138200
IRON MTN INC NEWCOM46284V10131010,000SH OTR1310,00000
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X108998,230SH DFND138,23000
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X108171,400SH DFND141,40000
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10812993SH DFND799300
ISHARES SILVER TRUSTISHARES46428Q1099622SH DFND162200
ISHARES SILVER TRUSTISHARES46428Q10915110,067SH DFND710,06700
ISHARES SILVER TRUSTISHARES46428Q1091338,850SH DFND93,85005,000
ISHARES SILVER TRUSTISHARES46428Q1096400SH OTR140000
ISHARES GOLD TRUSTISHARES46428510510839SH DFND183900
ISHARES GOLD TRUSTISHARES46428510585375,256SH DFND1,375,25600
ISHARES GOLD TRUSTISHARES46428510564256,617SH DFND756,3340283
ISHARES GOLD TRUSTISHARES46428510536432,125SH DFND92,125030,000
ISHARES GOLD TRUSTISHARES464285105171,480SH OTR11,48000
ISHARESMSCI AUST ETF4642861038400SH DFND140000
ISHARESMSCI AUST ETF4642861031929,143SH DFND79,14300
ISHARESMSCI AUST ETF464286103884,200SH DFND94,20000
ISHARESMSCI CDA ETF464286509411,525SH DFND11,52500
ISHARESMSCI CDA ETF4642865092479,251SH DFND79,25100
ISHARESMSCI CDA ETF464286509142SH DFND7,94200
ISHARESMSCI CDA ETF464286509803,000SH DFND93,00000
ISHARESEM MK MINVOL ETF4642865331,25321,715SH DFND721,71500
ISHARESEM MK MINVOL ETF4642865339150SH DFND7,915000
ISHARESMSCI EURZONE ETF4642866081263,351SH DFND73,35100
ISHARESMSCI EURZONE ETF4642866082637,000SH DFND97,00000
ISHARESMSCI PAC JP ETF464286665651,501SH DFND11,50100
ISHARESMSCI PAC JP ETF46428666552712,144SH DFND712,14400
ISHARESMSCI PAC JP ETF4642866652786,400SH DFND96,40000
ISHARESMSCI SZ CAP ETF4642867492156,558SH DFND76,55800
ISHARESMSCI SZ CAP ETF464286749378SH DFND7,97800
ISHARESMSCI GERMANY ETF4642868061916,837SH DFND76,83700
ISHARESMSCI GERMANY ETF464286806411,469SH DFND7,91,46900
ISHARESMSCI GERMANY ETF464286806923,308SH DFND93,30800
ISHARESMSCI JAPAN ETF46428684839831,064SH DFND131,06400
ISHARESMSCI JAPAN ETF4642868482,367184,758SH DFND7183,9580800
ISHARESMSCI JAPAN ETF4642868481,22995,964SH DFND7,995,96400
ISHARESMSCI JAPAN ETF4642868482,510195,906SH DFND9182,906013,000
ISHARES TRS&P 100 ETF4642871012,28625,166SH DFND125,16600
ISHARES TRS&P 100 ETF46428710110,629117,012SH DFND7117,01200
ISHARES TRS&P 100 ETF4642871014,98554,878SH DFND954,5980280
ISHARES TRS&P 100 ETF4642871012002,207SH OTR12,20700
ISHARES TRMRNGSTR LG-CP GR4642871194303,623SH DFND73,62300
ISHARES TRSELECT DIVID ETF46428716881510,847SH DFND110,84700
ISHARES TRSELECT DIVID ETF4642871683084,096SH DFND1404,0960
ISHARES TRSELECT DIVID ETF46428716841,112547,062SH DFND7540,71206,350
ISHARES TRSELECT DIVID ETF4642871681,09214,537SH DFND7,914,53700
ISHARES TRSELECT DIVID ETF46428716810,187135,549SH DFND9135,54900
ISHARES TRSELECT DIVID ETF46428716844588SH OTR158800
ISHARES TRTIPS BD ETF4642871763,94135,171SH DFND135,17001
ISHARES TRTIPS BD ETF4642871762,94226,259SH DFND1326,25900
ISHARES TRTIPS BD ETF4642871761,49013,299SH DFND14013,2990
ISHARES TRTIPS BD ETF4642871762,63523,516SH DFND323,51600
ISHARES TRTIPS BD ETF46428717635,269314,759SH DFND7309,69305,066
ISHARES TRTIPS BD ETF4642871762,84825,418SH DFND7,925,41800
ISHARES TRTIPS BD ETF46428717631,854284,283SH DFND9282,18302,100
ISHARES TRTIPS BD ETF4642871761,35212,062SH OTR112,06200
ISHARES TRCHINA LG-CAP ETF4642871841252,706SH DFND72,3140392
ISHARES TRCHINA LG-CAP ETF4642871843537,660SH DFND97,66000
ISHARES TRTRANS AVG ETF4642871929326,429SH DFND76,42405
ISHARES TRCORE S&P500 ETF46428720015,38674,249SH DFND151,762022,487
ISHARES TRCORE S&P500 ETF464287200171825SH DFND382500
ISHARES TRCORE S&P500 ETF464287200106,771515,252SH DFND7515,162090
ISHARES TRCORE S&P500 ETF4642872002,78013,417SH DFND7,913,41700
ISHARES TRCORE S&P500 ETF46428720049,809240,366SH DFND9239,9710395
ISHARES TRCORE S&P500 ETF4642872003,52617,014SH OTR117,01400
ISHARES TRCORE US AGGBD ET4642872266,54760,184SH DFND759,7840400
ISHARES TRCORE US AGGBD ET4642872262171,996SH DFND91,99600
ISHARES TRCORE US AGGBD ET46428722651470SH OTR147000
ISHARES TRMSCI EMG MKT ETF4642872343,66192,406SH DFND192,40600
ISHARES TRMSCI EMG MKT ETF4642872344102SH DFND301020
ISHARES TRMSCI EMG MKT ETF46428723416,252410,196SH DFND7407,89602,300
ISHARES TRMSCI EMG MKT ETF4642872346,770170,885SH DFND7,9170,88500
ISHARES TRMSCI EMG MKT ETF46428723431,907805,329SH DFND9802,77002,559
ISHARES TRMSCI EMG MKT ETF4642872342225,599SH OTR15,59900
ISHARES TRMSCI EMG MKT ETF46428723424,800SHCallDFND14,80000
ISHARES TRMSCI EMG MKT ETF46428723446,800SHCallDFND76,80000
ISHARES TRMSCI EMG MKT ETF46428723423,500SHCallDFND93,50000
ISHARES TRMSCI EMG MKT ETF46428723444,800SHPutDFND14,80000
ISHARES TRMSCI EMG MKT ETF46428723486,800SHPutDFND76,80000
ISHARES TRMSCI EMG MKT ETF46428723464,900SHPutDFND94,90000
ISHARES TRIBOXX INV CP ETF4642872421461,265SH DFND1001,265
ISHARES TRIBOXX INV CP ETF4642872424,84941,899SH DFND741,4130486
ISHARES TRIBOXX INV CP ETF4642872422332,011SH DFND7,92,01100
ISHARES TRIBOXX INV CP ETF4642872421,31211,340SH DFND911,34000
ISHARES TRS&P 500 GRWT ETF4642873094,76441,837SH DFND141,4970340
ISHARES TRS&P 500 GRWT ETF464287309158,6781,393,626SH DFND141,312,97880,6480
ISHARES TRS&P 500 GRWT ETF464287309110,000966,098SH DFND7957,37408,724
ISHARES TRS&P 500 GRWT ETF46428730928,641251,548SH DFND7,9251,54800
ISHARES TRS&P 500 GRWT ETF464287309279,7232,456,724SH DFND92,455,8590865
ISHARES TRS&P 500 GRWT ETF4642873091801,582SH OTR11,58200
ISHARES TRGLOBAL ENERG ETF4642873417,792222,757SH DFND1222,0330724
ISHARES TRGLOBAL ENERG ETF4642873415130SH DFND1,313000
ISHARES TRGLOBAL ENERG ETF46428734175421,545SH DFND1321,54500
ISHARES TRGLOBAL ENERG ETF4642873416,801194,415SH DFND3187,8426,5730
ISHARES TRGLOBAL ENERG ETF46428734111,653333,147SH DFND7333,0470100
ISHARES TRGLOBAL ENERG ETF4642873411,64847,123SH DFND7,947,12300
ISHARES TRGLOBAL ENERG ETF46428734116,880482,569SH DFND9481,56901,000
ISHARES TRGLOBAL ENERG ETF46428734140711,645SH OTR111,4520193
ISHARES TRNA NAT RES4642873742747,554SH DFND76,7170837
ISHARES TRNA NAT RES4642873741093,000SH DFND93,00000
ISHARES TRS&P 500 VAL ETF4642874083764,076SH DFND13,8560220
ISHARES TRS&P 500 VAL ETF4642874083,56138,616SH DFND14038,6160
ISHARES TRS&P 500 VAL ETF46428740842,729463,391SH DFND7455,46407,927
ISHARES TRS&P 500 VAL ETF46428740819,361209,969SH DFND7,9209,96900
ISHARES TRS&P 500 VAL ETF46428740879,389860,964SH DFND9858,82902,135
ISHARES TR20+ YR TR BD ETF4642874323252,771SH DFND72,77100
ISHARES TR20+ YR TR BD ETF464287432546SH DFND7,94600
ISHARES TR20+ YR TR BD ETF4642874321171,000SH DFND91,00000
ISHARES TR7-10 Y TR BD ETF4642874407146,798SH DFND74,98301,815
ISHARES TR7-10 Y TR BD ETF464287440112SH DFND7,91200
ISHARES TR1-3 YR TR BD ETF4642874572152,529SH DFND12,52900
ISHARES TR1-3 YR TR BD ETF4642874575,68366,973SH DFND756,025010,948
ISHARES TR1-3 YR TR BD ETF4642874576347,477SH DFND97,47700
ISHARES TRMSCI EAFE ETF46428746526,380415,491SH DFND1411,11304,378
ISHARES TRMSCI EAFE ETF46428746599,5121,567,363SH DFND1,31,567,36300
ISHARES TRMSCI EAFE ETF4642874651,23519,449SH DFND14019,4490
ISHARES TRMSCI EAFE ETF46428746523,803374,911SH DFND3373,8751,0360
ISHARES TRMSCI EAFE ETF46428746581,3861,281,867SH DFND71,270,032011,835
ISHARES TRMSCI EAFE ETF46428746526,448416,571SH DFND7,9415,05401,517
ISHARES TRMSCI EAFE ETF464287465113,5051,787,765SH DFND91,745,309042,456
ISHARES TRMSCI EAFE ETF4642874656,10796,195SH OTR190,54705,648
ISHARES TRMSCI EAFE ETF464287465011,800SHCallDFND111,80000
ISHARES TRMSCI EAFE ETF464287465818,200SHCallDFND718,20000
ISHARES TRMSCI EAFE ETF464287465510,000SHCallDFND910,00000
ISHARES TRMSCI EAFE ETF4642874651411,800SHPutDFND111,80000
ISHARES TRMSCI EAFE ETF4642874653118,200SHPutDFND718,20000
ISHARES TRMSCI EAFE ETF4642874653016,800SHPutDFND916,80000
ISHARES TRRUS MDCP VAL ETF46428747332,038434,356SH DFND1396,201038,155
ISHARES TRRUS MDCP VAL ETF4642874731,26117,100SH DFND1317,10000
ISHARES TRRUS MDCP VAL ETF4642874734546,158SH DFND1406,1580
ISHARES TRRUS MDCP VAL ETF4642874732994,054SH DFND33,993610
ISHARES TRRUS MDCP VAL ETF46428747326,730362,387SH DFND7362,0850302
ISHARES TRRUS MDCP VAL ETF4642874733,39646,040SH DFND7,946,04000
ISHARES TRRUS MDCP VAL ETF46428747325,633347,514SH DFND9345,73701,777
ISHARES TRRUS MDCP VAL ETF4642874733,89652,824SH OTR152,1830641
ISHARES TRRUS MD CP GR ETF46428748138,036392,734SH DFND1337,679055,055
ISHARES TRRUS MD CP GR ETF46428748157,399592,660SH DFND1,3592,66000
ISHARES TRRUS MD CP GR ETF4642874817,99082,500SH DFND1382,50000
ISHARES TRRUS MD CP GR ETF4642874811,37714,216SH DFND14014,2160
ISHARES TRRUS MD CP GR ETF4642874815,98261,763SH DFND361,6511120
ISHARES TRRUS MD CP GR ETF46428748153,106548,329SH DFND7548,0990230
ISHARES TRRUS MD CP GR ETF4642874815,40055,758SH DFND7,955,75800
ISHARES TRRUS MD CP GR ETF46428748159,582615,197SH DFND9613,80201,395
ISHARES TRRUS MD CP GR ETF4642874812,30823,833SH OTR121,46302,370
ISHARES TRRUS MD CP GR ETF4642874811831,892SH OTR71,89200
ISHARES TRRUS MID-CAP ETF4642874999,23354,214SH DFND154,147067
ISHARES TRRUS MID-CAP ETF464287499138813SH DFND1,381300
ISHARES TRRUS MID-CAP ETF4642874994,88828,700SH DFND1328,70000
ISHARES TRRUS MID-CAP ETF46428749918,161106,634SH DFND3106,5031310
ISHARES TRRUS MID-CAP ETF46428749942,081247,084SH DFND7246,5640520
ISHARES TRRUS MID-CAP ETF4642874992,85016,734SH DFND7,916,73400
ISHARES TRRUS MID-CAP ETF46428749966,034387,731SH DFND9384,64403,087
ISHARES TRRUS MID-CAP ETF4642874991,70910,032SH OTR19,3930639
ISHARES TRCORE S&P MCP ETF4642875075483,656SH DFND13,65600
ISHARES TRCORE S&P MCP ETF4642875071,54910,329SH DFND310,32900
ISHARES TRCORE S&P MCP ETF46428750729,735198,263SH DFND7196,95001,313
ISHARES TRCORE S&P MCP ETF4642875075063,377SH DFND7,93,37700
ISHARES TRCORE S&P MCP ETF46428750742,981286,575SH DFND9277,23509,340
ISHARES TRCORE S&P MCP ETF46428750744293SH OTR1730220
ISHARES TRNA TEC-SFTWR ETF4642875152092,099SH DFND72,09900
ISHARES TRN AMER TECH ETF4642875491991,925SH DFND71,92500
ISHARES TRN AMER TECH ETF46428754935336SH DFND7,933600
ISHARES TRN AMER TECH ETF4642875492692,600SH DFND92,60000
ISHARES TRNASDQ BIOTEC ETF4642875561,1243,045SH DFND73,04500
ISHARES TRNASDQ BIOTEC ETF4642875561,0672,891SH DFND92,89100
ISHARES TRCOHEN&STEER REIT46428756495010,606SH DFND110,60600
ISHARES TRCOHEN&STEER REIT4642875641,12412,541SH DFND1312,54100
ISHARES TRCOHEN&STEER REIT4642875641,04511,660SH DFND14011,6600
ISHARES TRCOHEN&STEER REIT46428756424,513273,549SH DFND7271,04902,500
ISHARES TRCOHEN&STEER REIT4642875641,92721,503SH DFND7,921,50300
ISHARES TRCOHEN&STEER REIT46428756420,859232,772SH DFND9232,0220750
ISHARES TRCOHEN&STEER REIT4642875642863,195SH OTR13,19500
ISHARES TRGLOBAL 100 ETF4642875722,70035,878SH DFND735,87800
ISHARES TRGLOBAL 100 ETF4642875721,12915,000SH DFND915,00000
ISHARES TRU.S. CNSM SV ETF4642875802121,482SH DFND71,48200
ISHARES TRU.S. CNSM SV ETF4642875802151,500SH DFND91,50000
ISHARES TRRUS 1000 VAL ETF46428759819,980193,695SH DFND1193,2120483
ISHARES TRRUS 1000 VAL ETF4642875985845,661SH DFND1405,6610
ISHARES TRRUS 1000 VAL ETF4642875986,87166,608SH DFND366,2763320
ISHARES TRRUS 1000 VAL ETF46428759852,377507,776SH DFND7506,8930883
ISHARES TRRUS 1000 VAL ETF4642875985,80156,243SH DFND7,955,4120831
ISHARES TRRUS 1000 VAL ETF46428759870,007678,690SH DFND9666,831011,859
ISHARES TRRUS 1000 VAL ETF4642875984,79846,517SH OTR139,24107,276
ISHARES TRS&P MC 400GR ETF4642876064,47026,370SH DFND126,37000
ISHARES TRS&P MC 400GR ETF4642876064,91629,000SH DFND1329,00000
ISHARES TRS&P MC 400GR ETF4642876065,16030,444SH DFND330,44400
ISHARES TRS&P MC 400GR ETF4642876069,90958,459SH DFND757,05501,404
ISHARES TRS&P MC 400GR ETF4642876063,58121,125SH DFND7,921,12500
ISHARES TRS&P MC 400GR ETF4642876069,18954,215SH DFND954,21500
ISHARES TRS&P MC 400GR ETF4642876064532,674SH OTR12,67400
ISHARES TRRUS 1000 GRW ETF46428761438,249386,317SH DFND1345,594040,723
ISHARES TRRUS 1000 GRW ETF46428761479796SH DFND1,379600
ISHARES TRRUS 1000 GRW ETF4642876142062,080SH DFND132,08000
ISHARES TRRUS 1000 GRW ETF4642876142,51325,378SH DFND1410,10015,2780
ISHARES TRRUS 1000 GRW ETF46428761410,831109,396SH DFND3108,6707260
ISHARES TRRUS 1000 GRW ETF464287614111,9251,130,442SH DFND71,128,61801,824
ISHARES TRRUS 1000 GRW ETF4642876147,06471,350SH DFND7,970,4680882
ISHARES TRRUS 1000 GRW ETF464287614177,3011,790,740SH DFND91,769,106021,634
ISHARES TRRUS 1000 GRW ETF4642876143,78238,203SH OTR137,9910212
ISHARES TRRUS 1000 ETF4642876226,99860,304SH DFND160,30400
ISHARES TRRUS 1000 ETF4642876222392,060SH DFND132,06000
ISHARES TRRUS 1000 ETF4642876221,18410,200SH DFND1410,20000
ISHARES TRRUS 1000 ETF4642876221411,211SH DFND31,21100
ISHARES TRRUS 1000 ETF46428762220,563177,205SH DFND7177,20500
ISHARES TRRUS 1000 ETF4642876222,70623,316SH DFND7,923,31600
ISHARES TRRUS 1000 ETF46428762221,821188,047SH DFND9188,04700
ISHARES TRRUS 1000 ETF4642876223462,982SH OTR12,98200
ISHARES TRRUS 2000 VAL ETF46428763031,408308,046SH DFND1211,312096,734
ISHARES TRRUS 2000 VAL ETF46428763079775SH DFND1407750
ISHARES TRRUS 2000 VAL ETF464287630438SH DFND30380
ISHARES TRRUS 2000 VAL ETF46428763014,337140,610SH DFND7140,4400170
ISHARES TRRUS 2000 VAL ETF4642876302,33422,896SH DFND7,922,89600
ISHARES TRRUS 2000 VAL ETF46428763025,759252,638SH DFND9251,7210917
ISHARES TRRUS 2000 VAL ETF4642876302,38123,348SH OTR121,89601,452
ISHARES TRRUS 2000 GRW ETF46428764848,663314,805SH DFND1300,838013,967
ISHARES TRRUS 2000 GRW ETF46428764826,042168,470SH DFND1,3168,47000
ISHARES TRRUS 2000 GRW ETF46428764820130SH DFND1313000
ISHARES TRRUS 2000 GRW ETF46428764818,785121,520SH DFND14120,1761,3440
ISHARES TRRUS 2000 GRW ETF4642876488785,681SH DFND35,631500
ISHARES TRRUS 2000 GRW ETF46428764817,672114,322SH DFND7114,32200
ISHARES TRRUS 2000 GRW ETF4642876483,05519,766SH DFND7,919,76600
ISHARES TRRUS 2000 GRW ETF46428764853,703347,414SH DFND9346,4610953
ISHARES TRRUS 2000 GRW ETF4642876484,50429,134SH OTR125,27003,864
ISHARES TRRUSSELL 2000 ETF4642876554,65037,238SH DFND137,149089
ISHARES TRRUSSELL 2000 ETF46428765550400SH DFND1,340000
ISHARES TRRUSSELL 2000 ETF46428765557459SH DFND1345900
ISHARES TRRUSSELL 2000 ETF4642876551371,100SH DFND141,10000
ISHARES TRRUSSELL 2000 ETF46428765519,072152,747SH DFND3152,5771700
ISHARES TRRUSSELL 2000 ETF46428765531,153249,507SH DFND7248,7370770
ISHARES TRRUSSELL 2000 ETF4642876558,42567,477SH DFND7,967,47700
ISHARES TRRUSSELL 2000 ETF46428765527,490220,165SH DFND9219,3900775
ISHARES TRRUSSELL 2000 ETF4642876558606,884SH OTR16,88400
ISHARES TRRUSSELL 2000 ETF46428765511,000SHCallDFND11,00000
ISHARES TRRUSSELL 2000 ETF46428765521,800SHCallDFND71,80000
ISHARES TRRUSSELL 2000 ETF46428765522,300SHCallDFND92,30000
ISHARES TRRUSSELL 2000 ETF46428765511,000SHPutDFND11,00000
ISHARES TRRUSSELL 2000 ETF46428765541,800SHPutDFND71,80000
ISHARES TRRUSSELL 2000 ETF464287655103,200SHPutDFND93,20000
ISHARES TRCORE US VAL ETF4642876633912,900SH DFND72,90000
ISHARES TRCORE US GRW ETF4642876713944,842SH DFND74,84200
ISHARES TRCORE US GRW ETF46428767134419SH DFND941900
ISHARES TRRUSSELL 3000 ETF4642876892722,193SH DFND72,19300
ISHARES TRS&P MC 400VL ETF4642877053,58127,770SH DFND127,77000
ISHARES TRS&P MC 400VL ETF4642877057,98961,947SH DFND759,95701,990
ISHARES TRS&P MC 400VL ETF4642877052,82321,888SH DFND7,921,88800
ISHARES TRS&P MC 400VL ETF4642877056,25748,516SH DFND948,51600
ISHARES TRS&P MC 400VL ETF4642877056144,765SH OTR14,76500
ISHARES TRU.S. TECH ETF46428772115147SH DFND114700
ISHARES TRU.S. TECH ETF4642877214424,220SH DFND74,22000
ISHARES TRU.S. TECH ETF4642877211,25612,000SH DFND912,00000
ISHARES TRU.S. REAL ES ETF46428773983211,671SH DFND711,67100
ISHARES TRU.S. REAL ES ETF4642877391,10615,506SH DFND915,3520154
ISHARES TRUS HLTHCARE ETF4642877623161,989SH DFND71,98900
ISHARES TRU.S. FINLS ETF46428778815168SH DFND116800
ISHARES TRU.S. FINLS ETF4642877885065,640SH DFND75,64000
ISHARES TRU.S. FINLS ETF464287788981,088SH DFND91,08800
ISHARES TRCORE S&P SCP ETF4642878042,15718,301SH DFND118,30100
ISHARES TRCORE S&P SCP ETF4642878041,60813,638SH DFND313,63800
ISHARES TRCORE S&P SCP ETF46428780414,905126,438SH DFND7126,0230415
ISHARES TRCORE S&P SCP ETF4642878042,11817,969SH DFND7,917,96900
ISHARES TRCORE S&P SCP ETF46428780417,677149,958SH DFND9149,0580900
ISHARES TRCORE S&P SCP ETF46428780459500SH OTR150000
ISHARES TRDOW JONES US ETF4642878462202,108SH DFND72,10800
ISHARES TREUROPE ETF46428786159713,642SH DFND713,64200
ISHARES TREUROPE ETF464287861771,750SH DFND91,75000
ISHARES TREUROPE ETF464287861872,000SH OTR12,00000
ISHARES TRSP SMCP600VL ETF4642878792311,962SH DFND11,96101
ISHARES TRSP SMCP600VL ETF4642878794944,198SH DFND1404,1980
ISHARES TRSP SMCP600VL ETF46428787914,764125,376SH DFND7124,4530923
ISHARES TRSP SMCP600VL ETF4642878794,31536,644SH DFND7,936,64400
ISHARES TRSP SMCP600VL ETF46428787918,282155,249SH DFND9155,24900
ISHARES TRSP SMCP600VL ETF46428787937315SH OTR131500
ISHARES TRSP SMCP600GR ETF4642878876565,005SH DFND15,00401
ISHARES TRSP SMCP600GR ETF4642878879447,206SH DFND1407,2060
ISHARES TRSP SMCP600GR ETF46428788723,096176,303SH DFND7175,4740829
ISHARES TRSP SMCP600GR ETF4642878873,53426,978SH DFND7,926,97800
ISHARES TRSP SMCP600GR ETF46428788723,991183,135SH DFND9183,13500
ISHARES TRSP SMCP600GR ETF4642878871891,446SH OTR11,44600
ISHARESMRNGSTR LG-CP VL4642881093374,020SH DFND74,02000
ISHARESMSCI AC ASIA ETF4642881821732,741SH DFND72,74100
ISHARESMSCI AC ASIA ETF46428818249774SH DFND7,977400
ISHARESMSCI AC ASIA ETF46428818250800SH DFND980000
ISHARESMSCI ACWI US ETF4642882401282,904SH DFND1402,9040
ISHARESMSCI ACWI US ETF4642882401,76339,902SH DFND739,90200
ISHARESMSCI ACWI ETF4642882571272,140SH DFND12,14000
ISHARESMSCI ACWI ETF4642882573766,333SH DFND75,6830650
ISHARESEAFE SML CP ETF4642882733,71072,721SH DFND171,39601,325
ISHARESEAFE SML CP ETF46428827373114,336SH DFND14014,3360
ISHARESEAFE SML CP ETF4642882737134SH DFND301340
ISHARESEAFE SML CP ETF46428827326,154512,617SH DFND7512,61700
ISHARESEAFE SML CP ETF4642882733,65371,605SH DFND7,971,60500
ISHARESEAFE SML CP ETF46428827344,467871,569SH DFND9867,70703,862
ISHARESEAFE SML CP ETF4642882733356,565SH OTR16,4230142
ISHARESJP MOR EM MK ETF4642882818948,135SH DFND78,13500
ISHARESJP MOR EM MK ETF46428828119SH DFND7,9900
ISHARESNAT AMT FREE BD4642884149188,482SH DFND77,7270755
ISHARESNAT AMT FREE BD4642884143253,000SH DFND93,00000
ISHARESINTL SEL DIV ETF4642884487215SH DFND121500
ISHARESINTL SEL DIV ETF46428844875423,316SH DFND723,31600
ISHARESINTL SEL DIV ETF4642884481915,906SH DFND7,95,90600
ISHARESINTL SEL DIV ETF4642884485,866181,434SH DFND9181,43400
ISHARESINTL SEL DIV ETF46428844810300SH OTR130000
ISHARESIBOXX HI YD ETF46428851318200SH DFND120000
ISHARESIBOXX HI YD ETF4642885132,50428,203SH DFND728,20300
ISHARESIBOXX HI YD ETF46428851315172SH DFND7,917200
ISHARESIBOXX HI YD ETF4642885135546,235SH DFND96,23500
ISHARESIBOXX HI YD ETF46428851312136SH OTR113600
ISHARESMBS ETF4642885881,0439,603SH DFND79,60300
ISHARESMBS ETF46428858816SH DFND7,9600
ISHARESMBS ETF4642885881301,200SH DFND91,20000
ISHARESINTRM GOV/CR ETF4642886126,65560,189SH DFND360,18900
ISHARESINTRM GOV/CR ETF46428861282744SH DFND774400
ISHARESINTERM CR BD ETF46428863882752SH DFND175200
ISHARESINTERM CR BD ETF4642886386505,969SH DFND73,60702,362
ISHARESINTERM CR BD ETF4642886385795,320SH DFND95,0000320
ISHARESINTERM CR BD ETF46428863852480SH OTR148000
ISHARES1-3 YR CR BD ETF4642886462,52623,981SH DFND722,53101,450
ISHARES1-3 YR CR BD ETF4642886464113,900SH DFND93,90000
ISHARES3-7 YR TR BD ETF464288661105857SH DFND185700
ISHARES3-7 YR TR BD ETF4642886611,56212,700SH DFND312,70000
ISHARES3-7 YR TR BD ETF4642886611731,405SH DFND71,40500
ISHARES3-7 YR TR BD ETF46428866199806SH OTR180600
ISHARESSHRT TRS BD ETF4642886792662,410SH DFND72,41000
ISHARESU.S. PFD STK ETF464288687812,075SH DFND12,07500
ISHARESU.S. PFD STK ETF4642886873,26883,441SH DFND768,724014,717
ISHARESU.S. PFD STK ETF46428868740810,426SH DFND910,42600
ISHARESU.S. PHARMA ETF4642888362441,396SH DFND71,39600
ISHARESMICRO-CAP ETF4642888691261,543SH DFND71,54300
ISHARESMICRO-CAP ETF4642888695106,257SH DFND96,25700
ISHARESEAFE VALUE ETF4642888774,25981,382SH DFND181,0790303
ISHARESEAFE VALUE ETF46428887725,707491,244SH DFND7491,24400
ISHARESEAFE VALUE ETF4642888771,83435,051SH DFND7,935,05100
ISHARESEAFE VALUE ETF46428887732,984630,303SH DFND9627,49902,804
ISHARESEAFE VALUE ETF46428887777214,747SH OTR114,74700
ISHARESEAFE GRWTH ETF4642888854,99171,421SH DFND171,1840237
ISHARESEAFE GRWTH ETF46428888514,448206,761SH DFND14206,2405210
ISHARESEAFE GRWTH ETF46428888526,128373,900SH DFND7373,90000
ISHARESEAFE GRWTH ETF4642888851,36919,585SH DFND7,919,58500
ISHARESEAFE GRWTH ETF46428888545,263647,732SH DFND9645,48602,246
ISHARESEAFE GRWTH ETF4642888853304,724SH OTR12,96201,762
ISHARESRUS TP200 VL ETF46428942020,748475,044SH DFND115,6720459,372
ISHARESRUS TP200 VL ETF4642894203,28275,154SH DFND1375,15400
ISHARESRUS TP200 VL ETF464289420932,130SH DFND72,13000
ISHARESRUS TP200 VL ETF4642894201,01323,200SH DFND923,20000
ISHARESRUS TP200 GR ETF46428943891,8651,763,253SH DFND128,21101,735,042
ISHARESRUS TP200 GR ETF4642894389,992191,792SH DFND13191,79200
ISHARESRUS TP200 GR ETF4642894383,29263,188SH DFND14063,1880
ISHARESRUS TP200 GR ETF464289438761,450SH DFND71,45000
ISHARESRUS TP200 GR ETF4642894381,24223,841SH DFND923,84100
ISHARESRUS TP200 GR ETF46428943836700SH OTR170000
ISHARES TRMSCI INDIA ETF46429B5983,193105,527SH DFND7105,52700
ISHARES TRFLTG RATE BD ETF46429B65550991SH DFND100991
ISHARES TRFLTG RATE BD ETF46429B65581216,034SH DFND715,9280106
ISHARES TRCORE HIGH DV ETF46429B66331,585429,321SH DFND1295,9270133,394
ISHARES TRCORE HIGH DV ETF46429B6632152,921SH DFND1402,9210
ISHARES TRCORE HIGH DV ETF46429B6633554,831SH DFND34,83100
ISHARES TRCORE HIGH DV ETF46429B6636,15183,614SH DFND783,61400
ISHARES TRCORE HIGH DV ETF46429B6631842,500SH DFND7,92,50000
ISHARES TRCORE HIGH DV ETF46429B6632603,533SH DFND93,53300
ISHARES TRCORE HIGH DV ETF46429B6633,31044,996SH OTR144,0530943
ISHARES TRCORE HIGH DV ETF46429B6632763,750SH OTR73,75000
ISHARES TREAFE MIN VOL ETF46429B6894016,149SH DFND76,14900
ISHARES TRUSA MIN VOL ETF46429B69712297SH DFND129700
ISHARES TRUSA MIN VOL ETF46429B69759814,826SH DFND714,82600
ISHARES TRUSA MIN VOL ETF46429B6972626,500SH DFND9006,500
ISHARES TRCORE MSCITOTAL46432F83411,881215,596SH DFND1215,59600
ISHARES TRCORE MSCITOTAL46432F834831,500SH DFND31,50000
ISHARES TRCORE MSCITOTAL46432F83410,828196,483SH DFND7193,88302,600
ISHARES TRCORE MSCITOTAL46432F83410,992199,459SH DFND9199,45900
ISHARES TRCORE MSCITOTAL46432F8341,67830,452SH OTR129,7150737
ISHARES TRCORE MSCI EAFE46432F8422,40741,295SH DFND741,29500
ISIS PHARMACEUTICALS INCCOM464330109470SH DFND17000
ISIS PHARMACEUTICALS INCCOM46433010997016,852SH DFND1316,85200
ISIS PHARMACEUTICALS INCCOM4643301091172,028SH DFND142,02800
ISIS PHARMACEUTICALS INCCOM4643301092464,270SH DFND73,9030367
ISIS PHARMACEUTICALS INCCOM46433010910175SH DFND917500
ISHARES INCCORE MSCI EMKT46434G10383517,371SH DFND717,37100
ISHARES INCCORE MSCI EMKT46434G10353311,100SH DFND911,10000
ISHARES TR0-5YR HI YL CP46434V4073587,353SH DFND7007,353
ISHARES TRMSCI UTD KNGDM46434V54831016,969SH DFND716,96900
ISHARES TRMSCI UTD KNGDM46434V548764,180SH DFND91,18003,000
ISHARES TRCUR HD EURZN ETF46434V63977127,853SH DFND727,85300
ISHARES TRHDG MSCI EAFE46434V80314502SH DFND750200
ISHARES TRHDG MSCI EAFE46434V8031,37850,471SH DFND917,625032,846
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210624722,596SH DFND1422,59600
ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106504,526SH DFND73,7970729
ITAU UNIBANCO HLDG SASPON ADR REP PFD4655621067604SH DFND7,960400
ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106978,862SH DFND98,86200
ITC HLDGS CORPCOM4656851051273,960SH DFND133,96000
ITC HLDGS CORPCOM465685105842,600SH DFND142,60000
ITC HLDGS CORPCOM46568510540212,502SH DFND712,50200
ITC HLDGS CORPCOM46568510535411,000SH DFND99,35001,650
J & J SNACK FOODS CORPCOM4660321095524,990SH DFND134,99000
J & J SNACK FOODS CORPCOM46603210923204SH DFND1420400
J & J SNACK FOODS CORPCOM46603210914126SH DFND712600
J & J SNACK FOODS CORPCOM46603210949446SH DFND944600
JPMORGAN CHASE & COCOM46625H10014,662216,383SH DFND1209,89506,488
JPMORGAN CHASE & COCOM46625H1003,88057,265SH DFND1,357,26500
JPMORGAN CHASE & COCOM46625H1002,85442,120SH DFND1342,12000
JPMORGAN CHASE & COCOM46625H1001,58123,336SH DFND1420,1183,2180
JPMORGAN CHASE & COCOM46625H1003,58652,924SH DFND351,18401,740
JPMORGAN CHASE & COCOM46625H10059,175873,301SH DFND7861,278012,023
JPMORGAN CHASE & COCOM46625H10011,245165,953SH DFND7,9164,68401,269
JPMORGAN CHASE & COCOM46625H10048,490715,617SH DFND9667,051048,566
JPMORGAN CHASE & COCOM46625H1007,219106,539SH OTR198,19308,346
JPMORGAN CHASE & COCOM46625H1001,55823,000SH OTR1323,00000
JPMORGAN CHASE & COCOM46625H1001362,000SH OTR72,00000
JPMORGAN CHASE & COCOM46625H1006620,300SHCallDFND720,30000
JPMORGAN CHASE & COCOM46625H100282,600SHCallDFND92,60000
JPMORGAN CHASE & COALERIAN ML ETN46625H36573918,673SH DFND318,67300
JPMORGAN CHASE & COALERIAN ML ETN46625H3652,04451,611SH DFND751,4500161
JPMORGAN CHASE & COALERIAN ML ETN46625H3653,24281,865SH DFND979,36502,500
JACK IN THE BOX INCCOM4663671092072,346SH DFND132,34600
JACK IN THE BOX INCCOM46636710936413SH DFND1441300
JACK IN THE BOX INCCOM46636710936403SH DFND740300
JACK IN THE BOX INCCOM466367109220SH DFND92000
JACOBS ENGR GROUP INC DELCOM46981410720500SH DFND150000
JACOBS ENGR GROUP INC DELCOM46981410770317,300SH DFND1,30017,300
JACOBS ENGR GROUP INC DELCOM469814107671,650SH DFND131,65000
JACOBS ENGR GROUP INC DELCOM46981410742810,538SH DFND710,4340104
JACOBS ENGR GROUP INC DELCOM4698141076143SH DFND7,959084
JACOBS ENGR GROUP INC DELCOM4698141071263,096SH DFND93,09600
JACOBS ENGR GROUP INC DELCOM46981410732785SH OTR178500
JAMES HARDIE INDS PLCSPONSORED ADR47030M1064917,400SH DFND147,40000
JARDEN CORPNOTE 1.875% 9/1471109AH1106,000PRN DFND76,00000
JARDEN CORPNOTE 1.875% 9/1471109AH11710,000PRN DFND910,00000
JARDEN CORPCOM4711091081663,210SH DFND133,21000
JARDEN CORPCOM471109108981,902SH DFND141,90200
JARDEN CORPCOM4711091082334,500SH DFND34,50000
JARDEN CORPCOM471109108691,333SH DFND71,254079
JARDEN CORPCOM47110910844853SH DFND7,9826027
JARDEN CORPCOM471109108661,278SH DFND91,259019
JETBLUE AIRWAYS CORPCOM4771431012100SH DFND110000
JETBLUE AIRWAYS CORPCOM47714310117824SH DFND1382400
JETBLUE AIRWAYS CORPCOM477143101994,762SH DFND144,76200
JETBLUE AIRWAYS CORPCOM47714310115730SH DFND773000
JETBLUE AIRWAYS CORPCOM4771431014206SH DFND7,920600
JETBLUE AIRWAYS CORPCOM4771431011617,740SH DFND97,74000
JOHNSON & JOHNSONCOM47816010422,708232,998SH DFND1228,63904,359
JOHNSON & JOHNSONCOM4781601042,22922,875SH DFND1,322,87500
JOHNSON & JOHNSONCOM4781601043,75238,500SH DFND1338,50000
JOHNSON & JOHNSONCOM4781601042,00220,546SH DFND1418,7841,7620
JOHNSON & JOHNSONCOM4781601042,04320,964SH DFND319,80401,160
JOHNSON & JOHNSONCOM47816010464,265659,396SH DFND7637,171022,225
JOHNSON & JOHNSONCOM47816010424,275249,077SH DFND7,9248,9370140
JOHNSON & JOHNSONCOM478160104121,5331,247,003SH DFND91,171,701075,302
JOHNSON & JOHNSONCOM47816010422,443230,284SH OTR1219,525010,759
JOHNSON & JOHNSONCOM4781601041511,550SH OTR71,55000
JOHNSON & JOHNSONCOM47816010401,100SHCallDFND91,10000
JOHNSON CTLS INCCOM4783661073827,710SH DFND17,71000
JOHNSON CTLS INCCOM4783661074879,830SH DFND139,83000
JOHNSON CTLS INCCOM4783661072785,620SH DFND145,62000
JOHNSON CTLS INCCOM4783661071,49830,236SH DFND730,1320104
JOHNSON CTLS INCCOM478366107601,217SH DFND7,91,200017
JOHNSON CTLS INCCOM4783661072,84157,357SH DFND944,237013,120
JOHNSON CTLS INCCOM4783661073276,600SH OTR16,60000
JONES LANG LASALLE INCCOM48020Q10777450SH DFND1345000
JONES LANG LASALLE INCCOM48020Q10787510SH DFND1451000
JONES LANG LASALLE INCCOM48020Q1075983,495SH DFND72,7700725
JONES LANG LASALLE INCCOM48020Q1073241,893SH DFND91,89300
JONES LANG LASALLE INCCOM48020Q10723800SHCallDFND980000
JOY GLOBAL INCCOM4811651083118,597SH DFND18,59700
JOY GLOBAL INCCOM481165108391,080SH DFND131,08000
JOY GLOBAL INCCOM48116510814380SH DFND1438000
JOY GLOBAL INCCOM481165108972,674SH DFND72,66509
JOY GLOBAL INCCOM481165108126SH DFND7,90026
JOY GLOBAL INCCOM481165108120SH DFND92000
JOY GLOBAL INCCOM48116510813370SH OTR137000
J2 GLOBAL INCNOTE 3.250% 6/148123VAC61614,000PRN DFND914,00000
J2 GLOBAL INCCOM48123V1022012,965SH DFND132,96500
J2 GLOBAL INCCOM48123V10240587SH DFND1458700
J2 GLOBAL INCCOM48123V102455SH DFND75500
J2 GLOBAL INCCOM48123V10220290SH DFND9400250
JUNIPER NETWORKS INCCOM48203R10427110,440SH DFND1310,44000
JUNIPER NETWORKS INCCOM48203R104943,630SH DFND143,63000
JUNIPER NETWORKS INCCOM48203R1041,20146,243SH DFND743,44302,800
JUNIPER NETWORKS INCCOM48203R104843,232SH DFND7,93,210022
JUNIPER NETWORKS INCCOM48203R1041756,735SH DFND96,73500
JUNIPER NETWORKS INCCOM48203R10413503SH OTR150300
KAR AUCTION SVCS INCCOM48238T1091,38837,102SH DFND1,30037,102
KAR AUCTION SVCS INCCOM48238T1091534,100SH DFND134,10000
KAR AUCTION SVCS INCCOM48238T10930800SH DFND1480000
KAR AUCTION SVCS INCCOM48238T109391,031SH DFND73180713
KAR AUCTION SVCS INCCOM48238T1092,06555,224SH DFND990055,134
KKR & CO L P DELCOM UNITS48248M10255424,266SH DFND722,31601,950
KKR & CO L P DELCOM UNITS48248M102823,570SH DFND7,93,57000
KKR & CO L P DELCOM UNITS48248M10226711,702SH DFND95,70206,000
KKR & CO L P DELCOM UNITS48248M102462,000SH OTR1002,000
KKR & CO L P DELCOM UNITS48248M10203,300SHCallDFND93,30000
KLA-TENCOR CORPCOM4824801002334,150SH DFND134,15000
KLA-TENCOR CORPCOM4824801001011,790SH DFND141,79000
KLA-TENCOR CORPCOM48248010054960SH DFND796000
KLA-TENCOR CORPCOM4824801009155SH DFND7,915500
KLA-TENCOR CORPCOM48248010036633SH DFND963300
KAMAN CORPCOM48354810316383SH DFND138300
KAMAN CORPCOM48354810347311,276SH DFND1,30011,276
KAMAN CORPCOM483548103511,212SH DFND131,21200
KAMAN CORPCOM4835481038195SH DFND1419500
KAMAN CORPCOM48354810324574SH DFND7544030
KAMAN CORPCOM483548103591,406SH DFND7,91,40600
KAMAN CORPCOM48354810384420,128SH DFND94,828015,300
KANSAS CITY SOUTHERNCOM NEW485170302886SH DFND17808
KANSAS CITY SOUTHERNCOM NEW4851703023,63739,880SH DFND1339,88000
KANSAS CITY SOUTHERNCOM NEW485170302931,025SH DFND141,02500
KANSAS CITY SOUTHERNCOM NEW485170302223SH DFND32300
KANSAS CITY SOUTHERNCOM NEW4851703021281,405SH DFND71,376029
KANSAS CITY SOUTHERNCOM NEW48517030222240SH DFND7,924000
KANSAS CITY SOUTHERNCOM NEW4851703021,35014,807SH DFND9245014,562
KAPSTONE PAPER & PACKAGING CCOM48562P1031205,170SH DFND135,17000
KAPSTONE PAPER & PACKAGING CCOM48562P103251,098SH DFND141,09800
KAPSTONE PAPER & PACKAGING CCOM48562P10312510SH DFND751000
KAPSTONE PAPER & PACKAGING CCOM48562P103522,245SH DFND92,24500
KAYNE ANDERSON MLP INVT COCOM48660610679725,962SH DFND725,96200
KAYNE ANDERSON MLP INVT COCOM48660610633310,840SH DFND910,84000
KELLOGG COCOM48783610873911,785SH DFND111,78500
KELLOGG COCOM4878361083986,340SH DFND136,34000
KELLOGG COCOM48783610895715,260SH DFND1415,26000
KELLOGG COCOM4878361085318,477SH DFND78,403074
KELLOGG COCOM48783610828450SH DFND7,9415035
KELLOGG COCOM48783610898115,650SH DFND915,65000
KELLOGG COCOM4878361084857,731SH OTR17,73100
KENNAMETAL INCCOM4891701002437,111SH DFND1,3007,111
KENNAMETAL INCCOM489170100902,650SH DFND132,65000
KENNAMETAL INCCOM489170100266SH DFND76600
KENNAMETAL INCCOM48917010035010,244SH DFND9120010,124
KERYX BIOPHARMACEUTICALS INCCOM49251510116316,324SH DFND1316,32400
KERYX BIOPHARMACEUTICALS INCCOM492515101131,280SH DFND141,28000
KERYX BIOPHARMACEUTICALS INCCOM4925151019897SH DFND7798099
KEURIG GREEN MTN INCCOM49271M10013167SH DFND115908
KEURIG GREEN MTN INCCOM49271M1003,36943,960SH DFND1343,96000
KEURIG GREEN MTN INCCOM49271M1001532,000SH DFND142,00000
KEURIG GREEN MTN INCCOM49271M100223SH DFND32300
KEURIG GREEN MTN INCCOM49271M1002282,975SH DFND72,960015
KEURIG GREEN MTN INCCOM49271M1001151,500SH DFND91,50000
KEYCORP NEWCOM49326710817411,570SH DFND1311,57000
KEYCORP NEWCOM4932671081238,160SH DFND148,16000
KEYCORP NEWCOM49326710818912,598SH DFND712,59800
KEYCORP NEWCOM493267108151,025SH DFND7,98820143
KEYCORP NEWCOM49326710821614,368SH DFND914,321047
KEYSIGHT TECHNOLOGIES INCCOM49338L10315489SH DFND148900
KEYSIGHT TECHNOLOGIES INCCOM49338L103862,745SH DFND132,74500
KEYSIGHT TECHNOLOGIES INCCOM49338L103682,190SH DFND142,19000
KEYSIGHT TECHNOLOGIES INCCOM49338L1031886,032SH DFND76,021011
KEYSIGHT TECHNOLOGIES INCCOM49338L10316498SH DFND7,949206
KEYSIGHT TECHNOLOGIES INCCOM49338L1031013,399SH DFND93,39900
KEYSIGHT TECHNOLOGIES INCCOM49338L10313426SH OTR11210305
KFORCE INCCOM49373210124210,563SH DFND1310,56300
KFORCE INCCOM4937321019374SH DFND1437400
KILROY RLTY CORPCOM49427F1081342,000SH DFND132,00000
KILROY RLTY CORPCOM49427F1082714,033SH DFND144,03300
KILROY RLTY CORPCOM49427F1087110SH DFND711000
KILROY RLTY CORPCOM49427F108226SH DFND7,92600
KILROY RLTY CORPCOM49427F108338SH DFND926012
KILROY RLTY CORPCOM49427F1081,57523,461SH OTR1323,46100
KIMBERLY CLARK CORPCOM4943681033,24330,604SH DFND130,524080
KIMBERLY CLARK CORPCOM4943681031,10610,440SH DFND1310,44000
KIMBERLY CLARK CORPCOM4943681035495,181SH DFND145,18100
KIMBERLY CLARK CORPCOM49436810375710SH DFND300710
KIMBERLY CLARK CORPCOM4943681038,92784,240SH DFND783,9200320
KIMBERLY CLARK CORPCOM4943681033453,254SH DFND7,93,24905
KIMBERLY CLARK CORPCOM4943681037,74873,117SH DFND958,944014,173
KIMBERLY CLARK CORPCOM4943681032,68925,372SH OTR122,87202,500
KIMBERLY CLARK CORPCOM4943681030500SHCallDFND750000
KIMCO RLTY CORPCOM49446R1091556,880SH DFND136,88000
KIMCO RLTY CORPCOM49446R10934515,315SH DFND1415,31500
KIMCO RLTY CORPCOM49446R10931313,876SH DFND713,87600
KIMCO RLTY CORPCOM49446R10917740SH DFND7,974000
KIMCO RLTY CORPCOM49446R1091526,737SH DFND96,73700
KIMCO RLTY CORPCOM49446R1091,80079,837SH OTR1379,83700
KINDER MORGAN INC DELCOM49456B1011,85148,225SH DFND145,53302,692
KINDER MORGAN INC DELCOM49456B10142711,134SH DFND1,311,13400
KINDER MORGAN INC DELCOM49456B10164116,705SH DFND1316,70500
KINDER MORGAN INC DELCOM49456B1012917,587SH DFND146,0271,5600
KINDER MORGAN INC DELCOM49456B10198625,690SH DFND325,69000
KINDER MORGAN INC DELCOM49456B10114,164368,948SH DFND7362,10806,840
KINDER MORGAN INC DELCOM49456B10146612,147SH DFND7,912,101046
KINDER MORGAN INC DELCOM49456B1019,988260,177SH DFND9241,692018,485
KINDER MORGAN INC DELCOM49456B1012987,753SH OTR17,3380415
KINDRED HEALTHCARE INCCOM494580103633,108SH DFND133,10800
KINDRED HEALTHCARE INCCOM49458010312613SH DFND1461300
KINDRED HEALTHCARE INCCOM49458010313619SH DFND761900
KINDRED HEALTHCARE INCCOM494580103022SH DFND7,90022
KINDRED HEALTHCARE INCCOM49458010372735,817SH OTR1335,81700
KINGSTONE COS INCCOM49671910522830,000SH DFND730,00000
KIRBY CORPCOM4972661061151,500SH DFND131,50000
KIRBY CORPCOM49726610631400SH DFND1440000
KIRBY CORPCOM497266106901,179SH DFND71,17900
KIRBY CORPCOM49726610631400SH DFND9150385
KITE PHARMA INCCOM49803L1091041,710SH DFND131,71000
KITE PHARMA INCCOM49803L10921340SH DFND1434000
KITE PHARMA INCCOM49803L1093105,091SH DFND75,09100
KITE PHARMA INCCOM49803L109110SH DFND91000
KITE PHARMA INCCOM49803L1092273,724SH OTR133,72400
KITE RLTY GROUP TRCOM NEW49803T300381,537SH DFND131,53700
KITE RLTY GROUP TRCOM NEW49803T30018731SH DFND1473100
KITE RLTY GROUP TRCOM NEW49803T30023948SH DFND794800
KITE RLTY GROUP TRCOM NEW49803T300017SH DFND7,90017
KITE RLTY GROUP TRCOM NEW49803T3001506,126SH OTR136,12600
KNOWLES CORPCOM49926D109472,600SH DFND12,60000
KNOWLES CORPCOM49926D10995252,574SH DFND1,30052,574
KNOWLES CORPCOM49926D109844,660SH DFND134,66000
KNOWLES CORPCOM49926D1091588,715SH DFND148,71500
KNOWLES CORPCOM49926D10964635,697SH DFND735,3230374
KNOWLES CORPCOM49926D109211,160SH DFND7,91,16000
KNOWLES CORPCOM49926D10990049,718SH DFND949,668050
KNOWLES CORPCOM49926D109142SH OTR14200
KOHLS CORPCOM5002551041051,683SH DFND11,68300
KOHLS CORPCOM50025510470711,300SH DFND1,30011,300
KOHLS CORPCOM5002551041512,410SH DFND132,41000
KOHLS CORPCOM500255104110SH DFND141000
KOHLS CORPCOM5002551041,70227,176SH DFND726,9130263
KOHLS CORPCOM50025510456893SH DFND7,989300
KOHLS CORPCOM5002551043525,620SH DFND95,62000
KOHLS CORPCOM5002551041272,030SH OTR12,03000
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230319760SH DFND176000
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031837,202SH DFND147,20200
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230370227,567SH DFND727,3640203
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230327310,730SH DFND7,910,73000
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723031,01239,752SH DFND939,5520200
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723035200SH OTR120000
KONINKLIJKE PHILIPS N VNY REG SH NEW5004723032007,868SH OTR137,86800
KRAFT FOODS GROUP INCCOM50076Q1063,87345,487SH DFND145,1650322
KRAFT FOODS GROUP INCCOM50076Q1061,62619,102SH DFND1319,10200
KRAFT FOODS GROUP INCCOM50076Q1067819,178SH DFND149,17800
KRAFT FOODS GROUP INCCOM50076Q1064,38551,500SH DFND750,7790721
KRAFT FOODS GROUP INCCOM50076Q1065826,831SH DFND7,96,817014
KRAFT FOODS GROUP INCCOM50076Q10611,301132,738SH DFND9130,63102,107
KRAFT FOODS GROUP INCCOM50076Q1061,69619,921SH OTR119,2690652
KRAFT FOODS GROUP INCCOM50076Q10617200SH OTR720000
KRISPY KREME DOUGHNUTS INCCOM50101410420010,400SH DFND1310,40000
KRISPY KREME DOUGHNUTS INCCOM50101410417898SH DFND1489800
KROGER COCOM5010441016218,571SH DFND18,550021
KROGER COCOM5010441011,38319,076SH DFND1319,07600
KROGER COCOM5010441015717,875SH DFND147,87500
KROGER COCOM5010441014,53362,512SH DFND759,50503,007
KROGER COCOM5010441013524,850SH DFND7,94,85000
KROGER COCOM50104410185011,722SH DFND911,72200
KROGER COCOM5010441011091,506SH OTR150601,000
KRONOS WORLDWIDE INCCOM50105F105141,300SH DFND131,30000
KRONOS WORLDWIDE INCCOM50105F10511010,035SH DFND710,03500
KRONOS WORLDWIDE INCCOM50105F1056556SH DFND955600
KULICKE & SOFFA INDS INCCOM50124210124120,568SH DFND1,30020,568
KULICKE & SOFFA INDS INCCOM501242101201,716SH DFND71,71600
KULICKE & SOFFA INDS INCCOM50124210135129,957SH DFND90029,957
L BRANDS INCCOM5017971041992,320SH DFND12,307013
L BRANDS INCCOM5017971044,25349,610SH DFND1349,61000
L BRANDS INCCOM5017971043363,920SH DFND143,92000
L BRANDS INCCOM501797104335SH DFND33500
L BRANDS INCCOM5017971045456,362SH DFND76,307055
L BRANDS INCCOM5017971041962,282SH DFND7,92,28200
L BRANDS INCCOM5017971045396,282SH DFND94,09502,187
L BRANDS INCCOM50179710426300SH OTR11000200
LDR HLDG CORPCOM50185U105461,060SH DFND131,06000
LDR HLDG CORPCOM50185U10511260SH DFND1426000
LDR HLDG CORPCOM50185U105246SH DFND74600
LDR HLDG CORPCOM50185U105010SH DFND91000
LDR HLDG CORPCOM50185U10598322,737SH OTR1322,73700
LKQ CORPCOM50188920813418SH DFND1386032
LKQ CORPCOM5018892084,273141,280SH DFND13141,28000
LKQ CORPCOM5018892081545,100SH DFND145,10000
LKQ CORPCOM501889208385SH DFND38500
LKQ CORPCOM50188920839413,012SH DFND710,08902,923
LKQ CORPCOM50188920816515SH DFND7,951500
LKQ CORPCOM50188920834211,306SH DFND911,30600
LPL FINL HLDGS INCCOM50212V10014300SH DFND1330000
LPL FINL HLDGS INCCOM50212V100681,456SH DFND76560800
LPL FINL HLDGS INCCOM50212V1001433,073SH DFND91,87301,200
LTC PPTYS INCCOM502175102651,572SH DFND131,57200
LTC PPTYS INCCOM50217510239934SH DFND1493400
LTC PPTYS INCCOM50217510237878SH DFND787800
LTC PPTYS INCCOM5021751021082,588SH OTR132,58800
L-3 COMMUNICATIONS HLDGS INCCOM50242410427234SH DFND123400
L-3 COMMUNICATIONS HLDGS INCCOM50242410469610SH DFND1361000
L-3 COMMUNICATIONS HLDGS INCCOM502424104980SH DFND148000
L-3 COMMUNICATIONS HLDGS INCCOM5024241041,24911,012SH DFND710,8020210
L-3 COMMUNICATIONS HLDGS INCCOM50242410484741SH DFND7,92660475
L-3 COMMUNICATIONS HLDGS INCCOM5024241041561,379SH DFND91,0410338
LA QUINTA HLDGS INCCOM50420D1081305,710SH DFND135,71000
LA QUINTA HLDGS INCCOM50420D10821930SH DFND1493000
LA QUINTA HLDGS INCCOM50420D10814608SH DFND7529079
LA QUINTA HLDGS INCCOM50420D1081,28856,361SH OTR1356,36100
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,27910,550SH DFND1,30010,550
LABORATORY CORP AMER HLDGSCOM NEW50540R4092371,957SH DFND131,95700
LABORATORY CORP AMER HLDGSCOM NEW50540R4091261,042SH DFND141,04200
LABORATORY CORP AMER HLDGSCOM NEW50540R4094,09933,811SH DFND733,0150796
LABORATORY CORP AMER HLDGSCOM NEW50540R4096745,559SH DFND7,95,529030
LABORATORY CORP AMER HLDGSCOM NEW50540R4095264,342SH DFND94,282060
LABORATORY CORP AMER HLDGSCOM NEW50540R4098096,671SH OTR136,67100
LACLEDE GROUP INCCOM505597104871,678SH DFND131,67800
LACLEDE GROUP INCCOM505597104841,623SH DFND141,62300
LACLEDE GROUP INCCOM50559710439750SH DFND775000
LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ72418,000PRN DFND718,00000
LAM RESEARCH CORPNOTE 0.500% 5/1512807AJ71612,000PRN DFND912,00000
LAM RESEARCH CORPCOM51280710824294SH DFND128608
LAM RESEARCH CORPCOM5128071082,75533,860SH DFND1333,86000
LAM RESEARCH CORPCOM5128071081231,518SH DFND141,51800
LAM RESEARCH CORPCOM512807108222SH DFND32200
LAM RESEARCH CORPCOM5128071081,12513,834SH DFND713,83400
LAM RESEARCH CORPCOM51280710853650SH DFND7,9604046
LAM RESEARCH CORPCOM5128071083344,102SH DFND93,6800422
LAMAR ADVERTISING CO NEWCL A5128161091382,400SH DFND132,40000
LAMAR ADVERTISING CO NEWCL A512816109761,320SH DFND141,32000
LAMAR ADVERTISING CO NEWCL A5128161091222,129SH DFND71,9610168
LAMAR ADVERTISING CO NEWCL A512816109117SH DFND7,90017
LAMAR ADVERTISING CO NEWCL A5128161091021,768SH DFND99680800
LANCASTER COLONY CORPCOM513847103921,012SH DFND131,01200
LANCASTER COLONY CORPCOM51384710320220SH DFND1422000
LANCASTER COLONY CORPCOM5138471031281,408SH DFND71,40800
LANCASTER COLONY CORPCOM51384710305SH DFND9500
LANDEC CORPCOM51476610421614,986SH DFND1314,98600
LANDEC CORPCOM5147661043220SH DFND1422000
LANDEC CORPCOM514766104034SH DFND73400
LANDSTAR SYS INCCOM5150981011061,590SH DFND131,59000
LANDSTAR SYS INCCOM515098101801,200SH DFND141,20000
LANDSTAR SYS INCCOM51509810156840SH DFND784000
LANDSTAR SYS INCCOM515098101696SH DFND7,99600
LANDSTAR SYS INCCOM515098101851,265SH DFND91,26500
LANNET INCCOM5160121014066,830SH DFND136,83000
LANNET INCCOM51601210118310SH DFND1431000
LANNET INCCOM5160121018132SH DFND713200
LAS VEGAS SANDS CORPCOM51783410760011,420SH DFND1311,42000
LAS VEGAS SANDS CORPCOM5178341071,23223,430SH DFND1423,43000
LAS VEGAS SANDS CORPCOM51783410781515,508SH DFND715,50800
LAS VEGAS SANDS CORPCOM517834107477SH DFND7,947030
LAS VEGAS SANDS CORPCOM5178341071332,538SH DFND92,4380100
LAS VEGAS SANDS CORPCOM51783410714270SH OTR127000
LASALLE HOTEL PPTYSCOM SH BEN INT5179421081323,711SH DFND133,71100
LASALLE HOTEL PPTYSCOM SH BEN INT5179421081343,778SH DFND143,77800
LASALLE HOTEL PPTYSCOM SH BEN INT51794210813375SH DFND737500
LASALLE HOTEL PPTYSCOM SH BEN INT51794210821590SH DFND7,900590
LASALLE HOTEL PPTYSCOM SH BEN INT517942108010SH DFND91000
LASALLE HOTEL PPTYSCOM SH BEN INT5179421082787,852SH OTR137,85200
LAUDER ESTEE COS INCCL A51843910493710,813SH DFND110,5820231
LAUDER ESTEE COS INCCL A5184391045886,780SH DFND136,78000
LAUDER ESTEE COS INCCL A5184391043263,758SH DFND143,75800
LAUDER ESTEE COS INCCL A5184391041,21614,031SH DFND713,7530278
LAUDER ESTEE COS INCCL A518439104951,098SH DFND7,91,054044
LAUDER ESTEE COS INCCL A5184391048159,405SH DFND91,45507,950
LAUDER ESTEE COS INCCL A5184391041782,050SH OTR12,05000
LEAPFROG ENTERPRISES INCCL A52186N10653,377SH DFND133,37700
LEAPFROG ENTERPRISES INCCL A52186N1061715SH DFND1471500
LEAPFROG ENTERPRISES INCCL A52186N1061410,000SH DFND90010,000
LEAR CORPCOM NEW5218652042812,500SH DFND132,50000
LEAR CORPCOM NEW5218652041461,300SH DFND141,30000
LEAR CORPCOM NEW5218652041571,399SH DFND71,371028
LEAR CORPCOM NEW52186520415132SH DFND7,913200
LEAR CORPCOM NEW52186520414123SH DFND912300
LEGGETT & PLATT INCCOM5246601071,05421,654SH DFND119,51102,143
LEGGETT & PLATT INCCOM5246601071793,670SH DFND133,67000
LEGGETT & PLATT INCCOM5246601072765,662SH DFND143,7221,9400
LEGGETT & PLATT INCCOM52466010752310,735SH DFND310,73500
LEGGETT & PLATT INCCOM5246601078,737179,472SH DFND7179,47200
LEGGETT & PLATT INCCOM52466010771214,629SH DFND7,914,62900
LEGGETT & PLATT INCCOM5246601074,53193,067SH DFND989,43103,636
LEGGETT & PLATT INCCOM5246601072174,467SH OTR14,445022
LEGACY TEX FINL GROUP INCCOM52471Y10651016,889SH DFND1,30016,889
LEGACY TEX FINL GROUP INCCOM52471Y106391,291SH DFND131,29100
LEGACY TEX FINL GROUP INCCOM52471Y10611369SH DFND1436900
LEGACY TEX FINL GROUP INCCOM52471Y10605SH DFND7500
LEGACY TEX FINL GROUP INCCOM52471Y10672123,880SH DFND90023,880
LEGG MASON INCCOM5249011051933,750SH DFND13,75000
LEGG MASON INCCOM524901105571,110SH DFND131,11000
LEGG MASON INCCOM524901105571,110SH DFND141,11000
LEGG MASON INCCOM524901105731,425SH DFND71,42500
LEGG MASON INCCOM52490110511210SH DFND7,921000
LEGG MASON INCCOM524901105350SH DFND95000
LEGG MASON INCCOM5249011051032,000SH OTR12,00000
LEGG MASON INCCOM52490110539750SH OTR775000
LENNAR CORPCL A52605710411220SH DFND122000
LENNAR CORPCL A5260571041132,210SH DFND132,21000
LENNAR CORPCL A526057104751,460SH DFND141,46000
LENNAR CORPCL A5260571042795,458SH DFND75,45107
LENNAR CORPCL A52605710434666SH DFND7,966600
LENNAR CORPCL A52605710473314,360SH DFND96,99707,363
LENNAR CORPCL A5260571043500SHCallDFND950000
LENNOX INTL INCCOM52610710704SH DFND1004
LENNOX INTL INCCOM5261071072,42222,490SH DFND1322,49000
LENNOX INTL INCCOM52610710775700SH DFND1470000
LENNOX INTL INCCOM526107107113SH DFND31300
LENNOX INTL INCCOM526107107875SH DFND748027
LENNOX INTL INCCOM52610710717160SH DFND916000
LEUCADIA NATL CORPCOM5272881042,04084,030SH DFND1,30084,030
LEUCADIA NATL CORPCOM527288104803,310SH DFND133,31000
LEUCADIA NATL CORPCOM527288104642,628SH DFND142,62800
LEUCADIA NATL CORPCOM5272881041034,250SH DFND34,25000
LEUCADIA NATL CORPCOM5272881041,35355,741SH DFND755,1830558
LEUCADIA NATL CORPCOM5272881049390SH DFND7,939000
LEUCADIA NATL CORPCOM527288104753,105SH DFND93,10500
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3083767,138SH DFND137,13800
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081422,700SH DFND142,70000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3081162,199SH DFND72,19900
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30842789SH DFND978900
LEXINGTON REALTY TRUSTCOM529043101516,000SH DFND16,00000
LEXINGTON REALTY TRUSTCOM529043101566,601SH DFND136,60100
LEXINGTON REALTY TRUSTCOM529043101323,718SH DFND143,71800
LEXINGTON REALTY TRUSTCOM529043101546,402SH DFND76,40200
LEXINGTON REALTY TRUSTCOM529043101516,000SH DFND9006,000
LEXINGTON REALTY TRUSTCOM52904310115418,108SH OTR1318,10800
LIBERTY ALL STAR EQUITY FDSH BEN INT53015810418932,829SH DFND732,4580371
LIBERTY BROADBAND CORPCOM SER C53030730524471SH DFND1347100
LIBERTY BROADBAND CORPCOM SER C53030730526499SH DFND1449900
LIBERTY BROADBAND CORPCOM SER C53030730530589SH DFND358900
LIBERTY BROADBAND CORPCOM SER C530307305751,475SH DFND71,451024
LIBERTY BROADBAND CORPCOM SER C53030730510191SH DFND7,918704
LIBERTY BROADBAND CORPCOM SER C530307305671,310SH DFND91,254056
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1044155SH DFND115500
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M10432311,650SH DFND1311,65000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1041284,600SH DFND144,60000
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M10465723,666SH DFND723,3190347
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1047265SH DFND7,926500
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1041023,674SH DFND994802,726
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801614,102SH DFND134,10200
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801092,778SH DFND142,77800
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8801634,143SH DFND74,095048
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8808191SH DFND7,9108083
LIBERTY INTERACTIVE CORPLBT VENT COM A53071M8809228SH DFND9163065
LIBERTY PPTY TRSH BEN INT531172104431,340SH DFND131,34000
LIBERTY PPTY TRSH BEN INT531172104822,558SH DFND142,55800
LIBERTY PPTY TRSH BEN INT531172104371,152SH DFND71,15200
LIBERTY PPTY TRSH BEN INT53117210423700SH DFND970000
LIBERTY PPTY TRSH BEN INT53117210470021,723SH OTR1321,72300
LIBERTY MEDIA CORP DELAWARECL A53122910211315SH DFND131500
LIBERTY MEDIA CORP DELAWARECL A53122910234943SH DFND1394300
LIBERTY MEDIA CORP DELAWARECL A53122910236998SH DFND1499800
LIBERTY MEDIA CORP DELAWARECL A5312291021032,852SH DFND72,802050
LIBERTY MEDIA CORP DELAWARECL A5312291026177SH DFND7,916908
LIBERTY MEDIA CORP DELAWARECL A531229102942,614SH DFND92,529085
LIBERTY MEDIA CORP DELAWARECOM SER C53122930024670SH DFND167000
LIBERTY MEDIA CORP DELAWARECOM SER C531229300681,886SH DFND131,88600
LIBERTY MEDIA CORP DELAWARECOM SER C531229300721,996SH DFND141,99600
LIBERTY MEDIA CORP DELAWARECOM SER C531229300651,800SH DFND31,80000
LIBERTY MEDIA CORP DELAWARECOM SER C5312293002,23862,348SH DFND762,2480100
LIBERTY MEDIA CORP DELAWARECOM SER C53122930018509SH DFND7,9493016
LIBERTY MEDIA CORP DELAWARECOM SER C53122930055715,528SH DFND97,35808,170
LIBERTY TRIPADVISOR HLDGS INCOM SER A5314651021755,426SH DFND135,42600
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510224754SH DFND1475400
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510227844SH DFND784400
LILLY ELI & COCOM5324571088,535102,232SH DFND198,08904,143
LILLY ELI & COCOM5324571082,43229,130SH DFND1329,13000
LILLY ELI & COCOM5324571081,43717,213SH DFND1414,2103,0030
LILLY ELI & COCOM5324571082,24526,894SH DFND326,0840810
LILLY ELI & COCOM53245710828,674343,448SH DFND7343,2760172
LILLY ELI & COCOM5324571082,33828,002SH DFND7,927,99309
LILLY ELI & COCOM53245710811,361136,078SH DFND9135,1960882
LILLY ELI & COCOM5324571085,19762,242SH OTR161,10301,139
LINCOLN ELEC HLDGS INCCOM5339001061582,600SH DFND132,60000
LINCOLN ELEC HLDGS INCCOM53390010621340SH DFND1434000
LINCOLN ELEC HLDGS INCCOM5339001062774,555SH DFND71,45503,100
LINCOLN ELEC HLDGS INCCOM533900106228SH DFND7,92800
LINCOLN ELEC HLDGS INCCOM5339001061,09317,957SH DFND917,95700
LINCOLN NATL CORP INDCOM5341871091953,288SH DFND13,28800
LINCOLN NATL CORP INDCOM5341871091,36823,100SH DFND1,30023,100
LINCOLN NATL CORP INDCOM5341871091883,170SH DFND133,17000
LINCOLN NATL CORP INDCOM5341871091242,100SH DFND142,10000
LINCOLN NATL CORP INDCOM5341871093,27555,295SH DFND754,9940301
LINCOLN NATL CORP INDCOM5341871093175,360SH DFND7,95,341019
LINCOLN NATL CORP INDCOM5341871091,70128,721SH DFND928,0960625
LINCOLN NATL CORP INDCOM53418710941688SH OTR168800
LINDSAY CORPCOM53555510674838SH DFND1383800
LINDSAY CORPCOM53555510610109SH DFND1410900
LINDSAY CORPCOM5355551061822,069SH DFND71,2440825
LINDSAY CORPCOM53555510662700SH DFND7,970000
LINEAR TECHNOLOGY CORPCOM5356781061914,310SH DFND134,31000
LINEAR TECHNOLOGY CORPCOM5356781061944,390SH DFND144,39000
LINEAR TECHNOLOGY CORPCOM53567810676717,339SH DFND717,1920147
LINEAR TECHNOLOGY CORPCOM53567810640896SH DFND7,989600
LINEAR TECHNOLOGY CORPCOM53567810697622,077SH DFND919,37702,700
LINEAR TECHNOLOGY CORPCOM5356781065110SH OTR100110
LINKEDIN CORPCOM CL A53578A10823112SH DFND100112
LINKEDIN CORPCOM CL A53578A1087073,420SH DFND133,42000
LINKEDIN CORPCOM CL A53578A1083311,600SH DFND141,60000
LINKEDIN CORPCOM CL A53578A1083961,916SH DFND71,6160300
LINKEDIN CORPCOM CL A53578A10829SH DFND7,9405
LINKEDIN CORPCOM CL A53578A1082511,215SH DFND91,21500
LINKEDIN CORPCOM CL A53578A10833160SH OTR116000
LIONS GATE ENTMNT CORPCOM NEW535919203263SH DFND140023
LIONS GATE ENTMNT CORPCOM NEW5359192033,759101,468SH DFND13101,46800
LIONS GATE ENTMNT CORPCOM NEW535919203371,000SH DFND141,00000
LIONS GATE ENTMNT CORPCOM NEW535919203260SH DFND36000
LIONS GATE ENTMNT CORPCOM NEW5359192039233SH DFND723300
LIONS GATE ENTMNT CORPCOM NEW535919203393SH DFND99300
LINN ENERGY LLCUNIT LTD LIAB536020100101,170SH DFND11,17000
LINN ENERGY LLCUNIT LTD LIAB53602010028431,850SH DFND731,85000
LINN ENERGY LLCUNIT LTD LIAB536020100262,935SH DFND92,4350500
LINN ENERGY LLCUNIT LTD LIAB5360201001100SH OTR100100
LIONBRIDGE TECHNOLOGIES INCCOM5362521097111,527SH DFND1311,52700
LIONBRIDGE TECHNOLOGIES INCCOM5362521096910SH DFND1491000
LIQUIDITY SERVICES INCCOM53635B1076580SH DFND1358000
LIQUIDITY SERVICES INCCOM53635B1073319SH DFND1431900
LIQUIDITY SERVICES INCCOM53635B10716417,000SH DFND717,00000
LITHIA MTRS INCCL A5367971031451,280SH DFND131,28000
LITHIA MTRS INCCL A53679710333290SH DFND1429000
LITHIA MTRS INCCL A53679710350445SH DFND72210224
LITHIA MTRS INCCL A53679710394835SH DFND983500
LITTELFUSE INCCOM5370081041271,335SH DFND131,33500
LITTELFUSE INCCOM53700810423247SH DFND1424700
LITTELFUSE INCCOM5370081042482,615SH DFND72,61500
LITTELFUSE INCCOM53700810412130SH DFND913000
LIVE NATION ENTERTAINMENT INDBCV 2.500% 5/1538034AJ85551,000PRN DFND951,00000
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910932760,130SH DFND1460,13000
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910921138,948SH DFND738,6030345
LLOYDS BANKING GROUP PLCSPONSORED ADR539439109254,583SH DFND7,92,59801,985
LLOYDS BANKING GROUP PLCSPONSORED ADR5394391094764SH DFND976400
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910951093,834SH OTR1393,83400
LOCKHEED MARTIN CORPCOM5398301097,61140,940SH DFND139,9770963
LOCKHEED MARTIN CORPCOM5398301096163,315SH DFND1,33,31500
LOCKHEED MARTIN CORPCOM5398301091,5158,150SH DFND138,15000
LOCKHEED MARTIN CORPCOM5398301098344,486SH DFND143,7007860
LOCKHEED MARTIN CORPCOM5398301098004,305SH DFND34,30500
LOCKHEED MARTIN CORPCOM53983010919,116102,831SH DFND7102,1820649
LOCKHEED MARTIN CORPCOM5398301094,17022,429SH DFND7,922,42900
LOCKHEED MARTIN CORPCOM53983010910,14154,551SH DFND954,511040
LOCKHEED MARTIN CORPCOM5398301091,88510,138SH OTR110,0290109
LOCKHEED MARTIN CORPCOM53983010993500SH OTR750000
LOEWS CORPCOM5404241081042,700SH DFND12,70000
LOEWS CORPCOM5404241081945,050SH DFND135,05000
LOEWS CORPCOM540424108761,975SH DFND141,97500
LOEWS CORPCOM5404241081463,788SH DFND73,78800
LOEWS CORPCOM54042410883421,660SH DFND96,580015,080
LOEWS CORPCOM54042410816405SH OTR140500
LOUISIANA PAC CORPCOM5463471051418,276SH DFND138,27600
LOUISIANA PAC CORPCOM546347105261,540SH DFND141,54000
LOUISIANA PAC CORPCOM546347105191,096SH DFND71,09600
LOUISIANA PAC CORPCOM546347105148SH DFND94800
LOWES COS INCCOM5486611076,30594,140SH DFND193,4370703
LOWES COS INCCOM5486611071,97629,505SH DFND1,329,50500
LOWES COS INCCOM5486611072,09631,300SH DFND1331,30000
LOWES COS INCCOM54866110799914,910SH DFND1414,91000
LOWES COS INCCOM5486611071,62724,294SH DFND324,29400
LOWES COS INCCOM54866110711,158166,605SH DFND7166,4370168
LOWES COS INCCOM5486611073,75156,008SH DFND7,956,00008
LOWES COS INCCOM54866110712,847191,838SH DFND9148,581043,257
LOWES COS INCCOM5486611075668,458SH OTR17,10601,352
LOWES COS INCCOM54866110750750SH OTR775000
LULULEMON ATHLETICA INCCOM550021109582SH DFND17408
LULULEMON ATHLETICA INCCOM5500211092,43037,220SH DFND1337,22000
LULULEMON ATHLETICA INCCOM550021109981,500SH DFND141,50000
LULULEMON ATHLETICA INCCOM550021109120SH DFND32000
LULULEMON ATHLETICA INCCOM5500211092023,100SH DFND73,10000
LUXOTTICA GROUP S P ASPONSORED ADR55068R2021281,925SH DFND71,92500
LUXOTTICA GROUP S P ASPONSORED ADR55068R20266710,043SH DFND910,04300
M & T BK CORPCOM55261F1047,46259,732SH DFND10059,732
M & T BK CORPCOM55261F104153,4041,227,923SH DFND1,31,227,92300
M & T BK CORPCOM55261F1042011,610SH DFND131,61000
M & T BK CORPCOM55261F104112900SH DFND1490000
M & T BK CORPCOM55261F1041,41911,357SH DFND311,35700
M & T BK CORPCOM55261F1044343,472SH DFND7003,472
M & T BK CORPCOM55261F1044303,444SH DFND7,9003,444
M & T BK CORPCOM55261F1042,41319,312SH DFND90019,312
M & T BK CORPCOM55261F10410,13681,135SH OTR10081,135
M & T BK CORPCOM55261F10419150SH OTR700150
MBIA INCCOM55262C100152,489SH DFND12,48900
MBIA INCCOM55262C100376,110SH DFND136,11000
MBIA INCCOM55262C100304,920SH DFND144,92000
MBIA INCCOM55262C100233,773SH DFND73,680093
MBIA INCCOM55262C100477,740SH DFND7,97,74000
MBIA INCCOM55262C10014524,055SH DFND924,05500
MDU RES GROUP INCCOM552690109844,280SH DFND134,28000
MDU RES GROUP INCCOM552690109150SH DFND145000
MDU RES GROUP INCCOM55269010920910,709SH DFND710,4660243
MDU RES GROUP INCCOM5526901097,142365,693SH DFND9365,69300
MDC PARTNERS INCCL A SUB VTG55269710425813,072SH DFND1313,07200
MDC PARTNERS INCCL A SUB VTG5526971048415SH DFND1441500
MDC PARTNERS INCCL A SUB VTG5526971048386SH DFND738600
MFA FINL INCCOM55272X102395,300SH DFND145,30000
MFA FINL INCCOM55272X10223231,415SH DFND731,41500
MFA FINL INCCOM55272X1021188SH DFND7,900188
MFA FINL INCCOM55272X102040SH DFND94000
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD5128112,000PRN DFND7112,00000
MGIC INVT CORP WISCOM55284810332428,510SH DFND1328,51000
MGIC INVT CORP WISCOM552848103363,125SH DFND143,12500
MGIC INVT CORP WISCOM552848103585,062SH DFND75,06200
MGIC INVT CORP WISCOM552848103160SH DFND96000
MFS GOVT MKTS INCOME TRSH BEN INT552939100448,165SH DFND78,16500
MFS GOVT MKTS INCOME TRSH BEN INT552939100285,246SH DFND95,24600
MGM RESORTS INTERNATIONALCOM552953101824,510SH DFND134,51000
MGM RESORTS INTERNATIONALCOM552953101442,400SH DFND142,40000
MGM RESORTS INTERNATIONALCOM552953101864,716SH DFND73,21601,500
MGM RESORTS INTERNATIONALCOM552953101341,862SH DFND91,824038
MKS INSTRUMENT INCCOM55306N104661,729SH DFND131,72900
MKS INSTRUMENT INCCOM55306N10415385SH DFND1438500
MKS INSTRUMENT INCCOM55306N1041273,348SH DFND73,34800
MKS INSTRUMENT INCCOM55306N10410264SH DFND926400
MRC GLOBAL INCCOM55345K103181,187SH DFND11,18700
MRC GLOBAL INCCOM55345K103442,880SH DFND132,88000
MRC GLOBAL INCCOM55345K10310680SH DFND1468000
MRC GLOBAL INCCOM55345K103352,244SH DFND72,196048
MRC GLOBAL INCCOM55345K103523,368SH DFND7,93,36800
MRC GLOBAL INCCOM55345K1031489,566SH DFND99,56600
MSA SAFETY INCCOM553498106241SH DFND128013
MSA SAFETY INCCOM5534981062,84358,613SH DFND1358,61300
MSA SAFETY INCCOM55349810617344SH DFND1434400
MSA SAFETY INCCOM553498106235SH DFND33500
MSA SAFETY INCCOM5534981065113SH DFND711300
MSA SAFETY INCCOM55349810612257SH DFND925700
MSC INDL DIRECT INCCL A553530106971,390SH DFND131,39000
MSC INDL DIRECT INCCL A5535301063014,309SH DFND144,30900
MSC INDL DIRECT INCCL A55353010624349SH DFND7335014
MSC INDL DIRECT INCCL A55353010630428SH DFND91000328
MSCI INCCOM55354G1001552,520SH DFND132,52000
MSCI INCCOM55354G100681,100SH DFND141,10000
MSCI INCCOM55354G10035568SH DFND756800
MSCI INCCOM55354G10014230SH DFND923000
MACERICH COCOM5543821011952,610SH DFND132,61000
MACERICH COCOM5543821012563,429SH DFND143,42900
MACERICH COCOM554382101781,048SH DFND71,04800
MACERICH COCOM554382101568SH DFND7,947021
MACERICH COCOM55438210118237SH DFND923700
MACERICH COCOM5543821011,11614,960SH OTR1314,96000
MACK CALI RLTY CORPCOM554489104653,504SH DFND143,50400
MACK CALI RLTY CORPCOM554489104221,167SH DFND71,0600107
MACK CALI RLTY CORPCOM5544891041789,666SH OTR139,66600
MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA376,000PRN DFND76,00000
MACQUARIE INFRASTRUCTURE CORNOTE 2.875% 7/155608BAA36555,000PRN DFND955,00000
MACQUARIE INFRASTRUCTURE CORCOM55608B10582987SH DFND1498700
MACQUARIE INFRASTRUCTURE CORCOM55608B1052603,145SH DFND73,14500
MACQUARIE INFRASTRUCTURE CORCOM55608B10536430SH DFND943000
MACYS INCCOM55616P1043064,536SH DFND14,53600
MACYS INCCOM55616P10476811,380SH DFND1311,38000
MACYS INCCOM55616P1043274,850SH DFND144,85000
MACYS INCCOM55616P1044,30363,781SH DFND759,01604,765
MACYS INCCOM55616P1042633,897SH DFND7,93,89700
MACYS INCCOM55616P1041,01915,110SH DFND912,11902,991
MACYS INCCOM55616P10425371SH OTR137100
MADDEN STEVEN LTDCOM55626910875317,608SH DFND1317,60800
MADDEN STEVEN LTDCOM55626910830702SH DFND1470200
MADDEN STEVEN LTDCOM5562691081212,822SH DFND72,82200
MADISON CVRED CALL & EQ STRCOM55743710017722,175SH DFND722,17500
MADISON SQUARE GARDEN COCL A55826P1001832,187SH DFND132,18700
MADISON SQUARE GARDEN COCL A55826P100110SH DFND7,90010
MADISON SQUARE GARDEN COCL A55826P1001922,294SH DFND92,29400
MAGELLAN HEALTH INCCOM NEW55907920768975SH DFND1397500
MAGELLAN HEALTH INCCOM NEW55907920716222SH DFND1422200
MAGELLAN HEALTH INCCOM NEW5590792071812,585SH DFND72,2590326
MAGELLAN HEALTH INCCOM NEW55907920726367SH DFND900367
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801061952,659SH DFND12,65900
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010647636SH DFND1406360
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010623315SH DFND331500
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010617,397237,078SH DFND7237,07800
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP55908010689012,130SH DFND7,912,13000
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801067,09896,729SH DFND983,123013,606
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801061171,601SH OTR11,60100
MAGNA INTL INCCOM5592224013876,906SH DFND16,90600
MAGNA INTL INCCOM5592224014,52680,696SH DFND780,69204
MAGNA INTL INCCOM5592224011,05918,880SH DFND7,918,88000
MAGNA INTL INCCOM5592224011,64829,386SH DFND929,38600
MAGNA INTL INCCOM559222401831,485SH OTR11,48500
MANHATTAN ASSOCS INCCOM5627501091,56026,148SH DFND1326,14800
MANHATTAN ASSOCS INCCOM56275010955928SH DFND1492800
MANHATTAN ASSOCS INCCOM56275010949817SH DFND781700
MANHATTAN ASSOCS INCCOM562750109110SH DFND91000
MANNKIND CORPCOM56400P20161,075SH DFND11,07500
MANNKIND CORPCOM56400P201417,137SH DFND137,13700
MANNKIND CORPCOM56400P201162,780SH DFND142,78000
MANNKIND CORPCOM56400P201173,000SH DFND73,00000
MANPOWERGROUP INCCOM56418H1001341,500SH DFND11,50000
MANPOWERGROUP INCCOM56418H1001661,860SH DFND131,86000
MANPOWERGROUP INCCOM56418H10046510SH DFND1451000
MANPOWERGROUP INCCOM56418H10025285SH DFND728203
MANPOWERGROUP INCCOM56418H10072804SH DFND980400
MANULIFE FINL CORPCOM56501R106331,762SH DFND11,76200
MANULIFE FINL CORPCOM56501R10626914,491SH DFND1414,49100
MANULIFE FINL CORPCOM56501R106764,075SH DFND73,9630112
MANULIFE FINL CORPCOM56501R1066323SH DFND7,932300
MANULIFE FINL CORPCOM56501R10693750,393SH DFND949,5680825
MANULIFE FINL CORPCOM56501R106201,055SH OTR11,05500
MARATHON OIL CORPCOM5658491062,45592,518SH DFND191,16901,349
MARATHON OIL CORPCOM5658491061,61560,857SH DFND1,360,85700
MARATHON OIL CORPCOM5658491061957,330SH DFND137,33000
MARATHON OIL CORPCOM565849106833,110SH DFND143,11000
MARATHON OIL CORPCOM5658491061,39052,382SH DFND352,38200
MARATHON OIL CORPCOM56584910610,846408,656SH DFND7408,1810475
MARATHON OIL CORPCOM5658491062,63899,389SH DFND7,999,2890100
MARATHON OIL CORPCOM5658491067,658288,539SH DFND9283,95404,585
MARATHON OIL CORPCOM56584910629010,911SH OTR19,52701,384
MARATHON OIL CORPCOM5658491060100SHCallDFND700100
MARATHON PETE CORPCOM56585A1022013,850SH DFND13,85000
MARATHON PETE CORPCOM56585A1021573,000SH DFND1,33,00000
MARATHON PETE CORPCOM56585A10255110,530SH DFND1310,53000
MARATHON PETE CORPCOM56585A1022104,010SH DFND144,01000
MARATHON PETE CORPCOM56585A1021,21223,167SH DFND722,9850182
MARATHON PETE CORPCOM56585A102771,463SH DFND7,91,393070
MARATHON PETE CORPCOM56585A10288816,978SH DFND916,97800
MARATHON PETE CORPCOM56585A10220374SH OTR137400
MARKEL CORPCOM5705351042,0412,549SH DFND1,3002,549
MARKEL CORPCOM5705351046480SH DFND138000
MARKEL CORPCOM570535104104130SH DFND1413000
MARKEL CORPCOM5705351041,9902,486SH DFND72,469017
MARKEL CORPCOM570535104911SH DFND7,9902
MARKEL CORPCOM5705351041,0001,249SH DFND923901,010
MARKETAXESS HLDGS INCCOM57060D108337SH DFND124013
MARKETAXESS HLDGS INCCOM57060D1084,55749,119SH DFND1349,11900
MARKETAXESS HLDGS INCCOM57060D10837399SH DFND1439900
MARKETAXESS HLDGS INCCOM57060D108335SH DFND33500
MARKETAXESS HLDGS INCCOM57060D1081281,377SH DFND76520725
MARKETAXESS HLDGS INCCOM57060D10811116SH DFND7,911600
MARKETAXESS HLDGS INCCOM57060D1082612,816SH DFND92,81600
MARKET VECTORS ETF TRGOLD MINER ETF57060U10037621,172SH DFND721,17200
MARKET VECTORS ETF TRGOLD MINER ETF57060U100804,500SH DFND9004,500
MARKET VECTORS ETF TRHG YLD MUN ETF57060U878331,100SH DFND11,10000
MARKET VECTORS ETF TRHG YLD MUN ETF57060U87838512,885SH DFND712,88500
MARKET VECTORS ETF TRINDIA SMALL CP57061R5511,20228,395SH DFND728,39500
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN57075910058010,282SH DFND110,28200
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN57075910018323SH DFND1403230
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591009160SH DFND316000
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591004,56781,002SH DFND780,9020100
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591003075,446SH DFND7,95,44600
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN57075910092716,440SH DFND916,2400200
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN57075910031552SH OTR155200
MARSH & MCLENNAN COS INCCOM57174810277913,740SH DFND1313,74000
MARSH & MCLENNAN COS INCCOM5717481023486,140SH DFND146,14000
MARSH & MCLENNAN COS INCCOM5717481023385,961SH DFND75,4770484
MARSH & MCLENNAN COS INCCOM571748102671,183SH DFND7,91,18300
MARSH & MCLENNAN COS INCCOM57174810285415,069SH DFND914,5840485
MARSH & MCLENNAN COS INCCOM5717481021021,800SH OTR11,80000
MARRIOTT INTL INC NEWCL A571903202851,137SH DFND19430194
MARRIOTT INTL INC NEWCL A5719032025196,972SH DFND136,97200
MARRIOTT INTL INC NEWCL A5719032022503,355SH DFND143,35500
MARRIOTT INTL INC NEWCL A5719032026608,867SH DFND78,86304
MARRIOTT INTL INC NEWCL A57190320224320SH DFND7,932000
MARRIOTT INTL INC NEWCL A57190320287911,811SH DFND910,8610950
MARRIOTT INTL INC NEWCL A57190320230400SH OTR100400
MARTIN MARIETTA MATLS INCCOM5732841062121,500SH DFND131,50000
MARTIN MARIETTA MATLS INCCOM57328410692648SH DFND1464800
MARTIN MARIETTA MATLS INCCOM5732841061651,166SH DFND71,091075
MARTIN MARIETTA MATLS INCCOM573284106129910SH DFND991000
MASCO CORPCOM574599106267SH DFND16700
MASCO CORPCOM57459910641715,630SH DFND1315,63000
MASCO CORPCOM5745991061595,950SH DFND145,95000
MASCO CORPCOM57459910621785SH DFND778500
MASCO CORPCOM574599106672,495SH DFND91,48001,015
MASCO CORPCOM574599106271,000SH OTR11,00000
MASIMO CORPCOM5747951001062,741SH DFND132,74100
MASIMO CORPCOM57479510022570SH DFND1457000
MASIMO CORPCOM5747951002696,934SH DFND75,43401,500
MASIMO CORPCOM574795100010SH DFND91000
MASTERCARD INCCL A57636Q1042,50326,780SH DFND126,0360744
MASTERCARD INCCL A57636Q1042,17323,250SH DFND1,323,25000
MASTERCARD INCCL A57636Q1042,90931,120SH DFND1331,12000
MASTERCARD INCCL A57636Q1041,47715,800SH DFND1415,80000
MASTERCARD INCCL A57636Q1041,58416,946SH DFND316,94600
MASTERCARD INCCL A57636Q10410,961117,255SH DFND7112,18805,067
MASTERCARD INCCL A57636Q1046016,431SH DFND7,96,341090
MASTERCARD INCCL A57636Q1048,08086,432SH DFND982,92203,510
MASTERCARD INCCL A57636Q1044124,409SH OTR13,5250884
MATSON INCCOM57686G10528661SH DFND166100
MATSON INCCOM57686G105952,260SH DFND132,26000
MATSON INCCOM57686G10514330SH DFND1433000
MATSON INCCOM57686G105511,218SH DFND71,187031
MATSON INCCOM57686G1051212,870SH DFND7,92,87000
MATSON INCCOM57686G1053277,773SH DFND97,77300
MATTEL INCCOM57708110224917SH DFND191700
MATTEL INCCOM5770811021174,550SH DFND134,55000
MATTEL INCCOM577081102873,391SH DFND143,39100
MATTEL INCCOM5770811021,70966,512SH DFND766,2130299
MATTEL INCCOM57708110271727,910SH DFND7,927,91000
MATTEL INCCOM57708110280031,132SH DFND931,071061
MATTEL INCCOM577081102572,215SH OTR11,5650650
MAXIM INTEGRATED PRODS INCCOM57772K1011,50143,402SH DFND139,49603,906
MAXIM INTEGRATED PRODS INCCOM57772K10169620,130SH DFND1,320,13000
MAXIM INTEGRATED PRODS INCCOM57772K1012326,720SH DFND136,72000
MAXIM INTEGRATED PRODS INCCOM57772K1012266,543SH DFND143,6002,9430
MAXIM INTEGRATED PRODS INCCOM57772K10168519,820SH DFND319,82000
MAXIM INTEGRATED PRODS INCCOM57772K10112,894372,927SH DFND7372,5660361
MAXIM INTEGRATED PRODS INCCOM57772K1014,176120,773SH DFND7,9120,77300
MAXIM INTEGRATED PRODS INCCOM57772K1017,645221,113SH DFND9221,048065
MAXIM INTEGRATED PRODS INCCOM57772K1012828,160SH OTR18,127033
MAXIMUS INCCOM5779331041,24318,918SH DFND1318,91800
MAXIMUS INCCOM57793310451782SH DFND1478200
MAXIMUS INCCOM5779331043305,025SH DFND74,5970428
MCCORMICK & CO INCCOM NON VTG5797802063,44742,580SH DFND142,58000
MCCORMICK & CO INCCOM NON VTG5797802064155,130SH DFND135,13000
MCCORMICK & CO INCCOM NON VTG5797802061782,200SH DFND142,20000
MCCORMICK & CO INCCOM NON VTG5797802061,06013,099SH DFND711,42201,677
MCCORMICK & CO INCCOM NON VTG5797802063664,524SH DFND7,94,480044
MCCORMICK & CO INCCOM NON VTG5797802062,60732,210SH DFND927,21005,000
MCCORMICK & CO INCCOM NON VTG5797802062873,550SH OTR13,55000
MCDONALDS CORPCOM5801351016,58569,267SH DFND168,16501,102
MCDONALDS CORPCOM5801351012,95731,099SH DFND1331,09900
MCDONALDS CORPCOM5801351011,53616,158SH DFND1415,3787800
MCDONALDS CORPCOM5801351014144,350SH DFND34,35000
MCDONALDS CORPCOM58013510116,871177,456SH DFND7176,5030953
MCDONALDS CORPCOM5801351011,05311,074SH DFND7,911,037037
MCDONALDS CORPCOM5801351019,962104,789SH DFND985,404019,385
MCDONALDS CORPCOM5801351013,18833,537SH OTR131,46302,074
MCDONALDS CORPCOM5801351011711,800SH OTR71,80000
MCDONALDS CORPCOM5801351011800SHCallDFND980000
MCGRAW HILL FINL INCCOM5806451098088,046SH DFND17,1640882
MCGRAW HILL FINL INCCOM5806451099089,040SH DFND139,04000
MCGRAW HILL FINL INCCOM5806451094574,545SH DFND144,54500
MCGRAW HILL FINL INCCOM5806451094,62045,997SH DFND745,99700
MCGRAW HILL FINL INCCOM58064510997966SH DFND7,996600
MCGRAW HILL FINL INCCOM5806451095,18151,578SH DFND951,57800
MCGRAW HILL FINL INCCOM5806451097827,784SH OTR17,78400
MCGRAW HILL FINL INCCOM5806451098408,365SH OTR138,36500
MCKESSON CORPCOM58155Q103163727SH DFND16220105
MCKESSON CORPCOM58155Q1031,5967,100SH DFND137,10000
MCKESSON CORPCOM58155Q1038523,790SH DFND143,79000
MCKESSON CORPCOM58155Q1034,73521,061SH DFND720,5980463
MCKESSON CORPCOM58155Q1033761,672SH DFND7,91,637035
MCKESSON CORPCOM58155Q1035,17823,031SH DFND922,7930238
MCKESSON CORPCOM58155Q103178791SH OTR15910200
MCKESSON CORPCOM58155Q1034892,173SH OTR132,17300
MEAD JOHNSON NUTRITION COCOM58283910612135SH DFND113500
MEAD JOHNSON NUTRITION COCOM5828391066096,750SH DFND136,75000
MEAD JOHNSON NUTRITION COCOM5828391062983,300SH DFND143,30000
MEAD JOHNSON NUTRITION COCOM5828391063373,737SH DFND73,657080
MEAD JOHNSON NUTRITION COCOM58283910637407SH DFND7,940700
MEAD JOHNSON NUTRITION COCOM5828391061,18113,095SH DFND912,09501,000
MEADWESTVACO CORPCOM58333410713270SH DFND127000
MEADWESTVACO CORPCOM583334107701,480SH DFND131,48000
MEADWESTVACO CORPCOM583334107921,956SH DFND71,933023
MEADWESTVACO CORPCOM58333410723493SH DFND7,949300
MEADWESTVACO CORPCOM5833341079194SH OTR119400
MEDIA GEN INC NEWCOM58441K100201,220SH DFND131,22000
MEDIA GEN INC NEWCOM58441K1008,031486,130SH DFND14486,13000
MEDICAL PPTYS TRUST INCCOM58463J304886,675SH DFND136,67500
MEDICAL PPTYS TRUST INCCOM58463J304231,726SH DFND141,72600
MEDICAL PPTYS TRUST INCCOM58463J30416812,826SH DFND712,82600
MEDICAL PPTYS TRUST INCCOM58463J30427521,000SH DFND7,921,00000
MEDICAL PPTYS TRUST INCCOM58463J3044300SH OTR130000
MEDICAL PPTYS TRUST INCCOM58463J30416912,856SH OTR1312,85600
MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB11210,000PRN DFND710,00000
MEDIDATA SOLUTIONS INCNOTE 1.000% 8/058471AAB13933,000PRN DFND933,00000
MEDIDATA SOLUTIONS INCCOM58471A1051813,330SH DFND133,33000
MEDIDATA SOLUTIONS INCCOM58471A10534630SH DFND1463000
MEDIDATA SOLUTIONS INCCOM58471A105581,063SH DFND71,06300
MEDIDATA SOLUTIONS INCCOM58471A105631,152SH DFND91,15200
MEDIVATION INCCOM58501N1012862,500SH DFND132,50000
MEDIVATION INCCOM58501N1011141,000SH DFND141,00000
MEDIVATION INCCOM58501N10141357SH DFND735700
MEDIVATION INCCOM58501N1012562,240SH DFND92,24000
MEDNAX INCCOM58502B1062032,740SH DFND132,74000
MEDNAX INCCOM58502B1061201,620SH DFND141,62000
MEDNAX INCCOM58502B1064125,558SH DFND74,14601,412
MEDNAX INCCOM58502B10614190SH DFND7,919000
MEDNAX INCCOM58502B10649666SH DFND966600
MEDLEY CAP CORPCOM58503F1066719SH DFND171900
MEDLEY CAP CORPCOM58503F1068910,000SH DFND710,00000
MEDLEY CAP CORPCOM58503F106040SH DFND94000
MENS WEARHOUSE INCCOM5871181001672,609SH DFND132,60900
MENS WEARHOUSE INCCOM58711810039616SH DFND1461600
MENS WEARHOUSE INCCOM58711810015231SH DFND7760155
MENTOR GRAPHICS CORPSDCV 4.000% 4/0587200AK212794,000PRN DFND794,00000
MENTOR GRAPHICS CORPCOM58720010630211,415SH DFND1311,41500
MENTOR GRAPHICS CORPCOM58720010619724SH DFND1472400
MENTOR GRAPHICS CORPCOM58720010613485SH DFND748500
MENTOR GRAPHICS CORPCOM587200106271,010SH DFND91,01000
MERCK & CO INC NEWCOM58933Y10513,247232,688SH DFND1226,05206,636
MERCK & CO INC NEWCOM58933Y1053,11954,785SH DFND1,354,78500
MERCK & CO INC NEWCOM58933Y1052,10436,966SH DFND1336,96600
MERCK & CO INC NEWCOM58933Y1051,26722,256SH DFND1418,9803,2760
MERCK & CO INC NEWCOM58933Y1052,64446,447SH DFND344,08702,360
MERCK & CO INC NEWCOM58933Y105164,9342,897,134SH DFND72,866,210030,924
MERCK & CO INC NEWCOM58933Y10510,917191,769SH DFND7,9190,40401,365
MERCK & CO INC NEWCOM58933Y10579,7141,400,208SH DFND91,336,477063,731
MERCK & CO INC NEWCOM58933Y1057,348129,073SH OTR1115,352013,721
MERCK & CO INC NEWCOM58933Y10543750SH OTR775000
MERCK & CO INC NEWCOM58933Y10501,200SHCallDFND71,20000
MERCK & CO INC NEWCOM58933Y10502,000SHCallDFND92,00000
MEREDITH CORPCOM589433101681,310SH DFND131,31000
MEREDITH CORPCOM58943310111210SH DFND1421000
MEREDITH CORPCOM5894331011092,086SH DFND72,08600
MEREDITH CORPCOM58943310143825SH DFND982500
MERITOR INCCOM59001K10070253,542SH DFND1353,54200
MERITOR INCCOM59001K100141,080SH DFND141,08000
MERITOR INCCOM59001K100473,560SH DFND93,56000
METHODE ELECTRS INCCOM59152020029410,716SH DFND1310,71600
METHODE ELECTRS INCCOM59152020013471SH DFND1447100
METHODE ELECTRS INCCOM5915202006202SH DFND720200
METLIFE INCCOM59156R1082,04436,512SH DFND135,16901,343
METLIFE INCCOM59156R1081,82132,525SH DFND1,332,52500
METLIFE INCCOM59156R1084988,901SH DFND138,90100
METLIFE INCCOM59156R1082754,920SH DFND144,92000
METLIFE INCCOM59156R1081,06919,100SH DFND317,57501,525
METLIFE INCCOM59156R10817,754317,095SH DFND7313,49803,597
METLIFE INCCOM59156R1085,56399,349SH DFND7,998,33501,014
METLIFE INCCOM59156R10810,902194,719SH DFND9191,66703,052
METLIFE INCCOM59156R1082454,373SH OTR13,6830690
METLIFE INCCOM59156R1080500SHCallDFND74000100
METLIFE INCCOM59156R10832,000SHCallDFND92,00000
METTLER TOLEDO INTERNATIONALCOM592688105137400SH DFND140000
METTLER TOLEDO INTERNATIONALCOM592688105314920SH DFND1392000
METTLER TOLEDO INTERNATIONALCOM592688105164480SH DFND1448000
METTLER TOLEDO INTERNATIONALCOM5926881052,1826,390SH DFND75,6430747
METTLER TOLEDO INTERNATIONALCOM592688105122358SH DFND9336022
MICROSOFT CORPCOM59491810413,302301,301SH DFND1298,34602,955
MICROSOFT CORPCOM5949181048,426190,849SH DFND13190,84900
MICROSOFT CORPCOM5949181044,04791,661SH DFND1491,66100
MICROSOFT CORPCOM59491810455112,478SH DFND39,68802,790
MICROSOFT CORPCOM59491810426,048589,978SH DFND7560,543029,435
MICROSOFT CORPCOM5949181043,25573,722SH DFND7,971,67402,048
MICROSOFT CORPCOM59491810433,062748,859SH DFND9678,943069,916
MICROSOFT CORPCOM5949181046,189140,177SH OTR1118,656021,521
MICROSOFT CORPCOM5949181041212,750SH OTR72,75000
MICROSOFT CORPCOM59491810411,900SHCallDFND71,8000100
MICROSOFT CORPCOM59491810441,300SHCallDFND91,30000
MICROSTRATEGY INCCL A NEW5949724088124,775SH DFND1,3004,775
MICROSTRATEGY INCCL A NEW594972408100589SH DFND1358900
MICROSTRATEGY INCCL A NEW59497240817100SH DFND1410000
MICROSTRATEGY INCCL A NEW594972408148872SH DFND7839033
MICROSTRATEGY INCCL A NEW59497240822129SH DFND912900
MICROCHIP TECHNOLOGY INCCOM5950171041,19425,187SH DFND123,14402,043
MICROCHIP TECHNOLOGY INCCOM5950171042064,340SH DFND134,34000
MICROCHIP TECHNOLOGY INCCOM5950171042575,422SH DFND143,6201,8020
MICROCHIP TECHNOLOGY INCCOM59501710448310,195SH DFND310,19500
MICROCHIP TECHNOLOGY INCCOM5950171049,440199,058SH DFND7198,9210137
MICROCHIP TECHNOLOGY INCCOM59501710496620,372SH DFND7,920,37200
MICROCHIP TECHNOLOGY INCCOM5950171045,225110,184SH DFND9110,152032
MICROCHIP TECHNOLOGY INCCOM5950171042605,486SH OTR15,465021
MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY94145,000PRN DFND745,00000
MICRON TECHNOLOGY INCCOM5951121035285SH DFND128500
MICRON TECHNOLOGY INCCOM59511210321911,610SH DFND1311,61000
MICRON TECHNOLOGY INCCOM5951121031588,400SH DFND148,40000
MICRON TECHNOLOGY INCCOM59511210322612,015SH DFND711,9010114
MICRON TECHNOLOGY INCCOM595112103351,851SH DFND7,91,1740677
MICRON TECHNOLOGY INCCOM59511210319310,260SH DFND910,230030
MICROSEMI CORPCOM59513710044312,668SH DFND1312,66800
MICROSEMI CORPCOM595137100381,098SH DFND141,09800
MICROSEMI CORPCOM595137100451,279SH DFND79440335
MICROSEMI CORPCOM595137100732,080SH DFND92,08000
MID-AMER APT CMNTYS INCCOM59522J1034265,854SH DFND1,3005,854
MID-AMER APT CMNTYS INCCOM59522J1031311,800SH DFND131,80000
MID-AMER APT CMNTYS INCCOM59522J1037100SH DFND1410000
MID-AMER APT CMNTYS INCCOM59522J1031161,598SH DFND71,59800
MID-AMER APT CMNTYS INCCOM59522J10375110,321SH DFND91,61108,710
MID-AMER APT CMNTYS INCCOM59522J1034135,677SH OTR135,67700
MIDDLEBY CORPCOM5962781011831,632SH DFND131,63200
MIDDLEBY CORPCOM59627810190800SH DFND1480000
MIDDLEBY CORPCOM5962781011321,172SH DFND71,0490123
MIDDLEBY CORPCOM5962781016916,160SH DFND96,16000
MILLER HERMAN INCCOM6005441001274,406SH DFND134,40600
MILLER HERMAN INCCOM60054410022777SH DFND1477700
MILLER HERMAN INCCOM6005441001846,376SH DFND74,15102,225
MILLER INDS INC TENNCOM NEW6005512049460SH DFND1346000
MILLER INDS INC TENNCOM NEW6005512044200SH DFND1420000
MILLER INDS INC TENNCOM NEW60055120425112,600SH DFND711,20001,400
MILLER INDS INC TENNCOM NEW6005512046312SH DFND931200
MIMEDX GROUP INCCOM60249610132928,400SH DFND1328,40000
MIMEDX GROUP INCCOM602496101171,460SH DFND141,46000
MINERALS TECHNOLOGIES INCCOM6031581061181,730SH DFND131,73000
MINERALS TECHNOLOGIES INCCOM60315810623334SH DFND1433400
MINERALS TECHNOLOGIES INCCOM6031581062203,223SH DFND72,12301,100
MITEK SYS INCCOM NEW6067102006417,000SH DFND717,00000
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR60682210419226,651SH DFND126,65100
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR60682210469796,524SH DFND795,30501,219
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR60682210433446,303SH DFND7,946,30300
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR606822104898124,441SH DFND9119,25105,190
MITSUBISHI UFJ FINL GROUP INSPONSORED ADR606822104233,180SH OTR13,18000
MOBILE MINI INCCOM60740F1052475,883SH DFND135,88300
MOBILE MINI INCCOM60740F10517400SH DFND1440000
MOBILE MINI INCCOM60740F10511271SH DFND71520119
MOBILE MINI INCCOM60740F1052185,193SH DFND95,19300
MOBILE TELESYSTEMS OJSCSPONSORED ADR607409109232,319SH DFND72,31900
MOBILE TELESYSTEMS OJSCSPONSORED ADR6074091094426SH DFND7,91140312
MOBILE TELESYSTEMS OJSCSPONSORED ADR607409109424,250SH DFND94,25000
MOBILE TELESYSTEMS OJSCSPONSORED ADR607409109939,500SH OTR139,50000
MODINE MFG COCOM607828100686,291SH DFND136,29100
MODINE MFG COCOM6078281005509SH DFND1450900
MODINE MFG COCOM607828100413,825SH DFND93,82500
MOHAWK INDS INCCOM608190104162850SH DFND1385000
MOHAWK INDS INCCOM60819010490470SH DFND1447000
MOHAWK INDS INCCOM6081901043061,604SH DFND71,60103
MOHAWK INDS INCCOM608190104160839SH DFND96540185
MOLINA HEALTHCARE INCDBCV 1.625% 8/160855RAD24030,000PRN DFND930,00000
MOLINA HEALTHCARE INCCOM60855R1001422,022SH DFND132,02200
MOLINA HEALTHCARE INCCOM60855R1001552,201SH DFND142,20100
MOLINA HEALTHCARE INCCOM60855R10033463SH DFND71340329
MOLINA HEALTHCARE INCCOM60855R10014200SH OTR100200
MOLSON COORS BREWING COCL B60871R2091782,550SH DFND132,55000
MOLSON COORS BREWING COCL B60871R20936520SH DFND1452000
MOLSON COORS BREWING COCL B60871R2093424,892SH DFND74,793099
MOLSON COORS BREWING COCL B60871R2093184,553SH DFND7,94,527026
MOLSON COORS BREWING COCL B60871R20943620SH DFND93910229
MONDELEZ INTL INCCL A6092071053,58587,151SH DFND186,7030448
MONDELEZ INTL INCCL A60920710577318,787SH DFND1318,78700
MONDELEZ INTL INCCL A6092071053648,836SH DFND148,83600
MONDELEZ INTL INCCL A6092071058,349202,935SH DFND7201,9700965
MONDELEZ INTL INCCL A60920710566616,182SH DFND7,916,144038
MONDELEZ INTL INCCL A6092071056,089148,004SH DFND9132,204015,800
MONDELEZ INTL INCCL A6092071052,16452,603SH OTR150,64301,960
MONDELEZ INTL INCCL A60920710511,400SHCallDFND71,40000
MONOLITHIC PWR SYS INCCOM6098391053346,592SH DFND136,59200
MONOLITHIC PWR SYS INCCOM60983910526506SH DFND1450600
MONOLITHIC PWR SYS INCCOM60983910549967SH DFND796700
MONOLITHIC PWR SYS INCCOM60983910505SH DFND9500
MONRO MUFFLER BRAKE INCCOM6102361014276,862SH DFND136,86200
MONRO MUFFLER BRAKE INCCOM61023610127428SH DFND1442800
MONRO MUFFLER BRAKE INCCOM61023610116262SH DFND7220042
MONRO MUFFLER BRAKE INCCOM61023610132515SH DFND951500
MONSANTO CO NEWCOM61166W1014534,252SH DFND14,0370215
MONSANTO CO NEWCOM61166W1011,65315,510SH DFND1315,51000
MONSANTO CO NEWCOM61166W1018447,916SH DFND147,91600
MONSANTO CO NEWCOM61166W1012,77726,054SH DFND724,10801,946
MONSANTO CO NEWCOM61166W1011301,221SH DFND7,91,168053
MONSANTO CO NEWCOM61166W1013,25130,503SH DFND924,20806,295
MONSANTO CO NEWCOM61166W1018377,851SH OTR17,85100
MONSTER BEVERAGE CORP NEWCOM61174X1099216,875SH DFND15,72301,152
MONSTER BEVERAGE CORP NEWCOM61174X1097465,568SH DFND135,56800
MONSTER BEVERAGE CORP NEWCOM61174X1093392,530SH DFND142,53000
MONSTER BEVERAGE CORP NEWCOM61174X1095864,370SH DFND34,37000
MONSTER BEVERAGE CORP NEWCOM61174X1094933,680SH DFND73,4460234
MONSTER BEVERAGE CORP NEWCOM61174X1091341,002SH DFND7,91,00200
MONSTER BEVERAGE CORP NEWCOM61174X1091,46610,936SH DFND910,93600
MONSTER BEVERAGE CORP NEWCOM61174X10970526SH OTR13260200
MOODYS CORPCOM61536910558540SH DFND154000
MOODYS CORPCOM6153691057496,940SH DFND136,94000
MOODYS CORPCOM6153691053363,110SH DFND143,11000
MOODYS CORPCOM6153691055885,449SH DFND75,44900
MOODYS CORPCOM6153691058157,545SH DFND97,54500
MOODYS CORPCOM61536910583772SH OTR177200
MOOG INCCL A6153942021,48120,959SH DFND120,95900
MOOG INCCL A6153942021011,426SH DFND131,42600
MOOG INCCL A61539420221302SH DFND1430200
MOOG INCCL A615394202337SH DFND73700
MORGAN STANLEYCOM NEW61744644869317,867SH DFND117,3870480
MORGAN STANLEYCOM NEW61744644867517,396SH DFND1317,39600
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MORGAN STANLEYCOM NEW6174464481,28733,173SH DFND732,8830290
MORGAN STANLEYCOM NEW6174464483509,012SH DFND7,99,01200
MORGAN STANLEYCOM NEW6174464483,16081,470SH DFND937,025044,445
MORGAN STANLEYCOM NEW617446448731,892SH OTR11,3800512
MORNINGSTAR INCCOM617700109881,100SH DFND131,10000
MORNINGSTAR INCCOM6177001098100SH DFND1410000
MORNINGSTAR INCCOM6177001091852,321SH DFND72,32100
MORNINGSTAR INCCOM617700109230SH DFND93000
MOSAIC CO NEWCOM61945C10387818,748SH DFND118,74800
MOSAIC CO NEWCOM61945C1031763,750SH DFND133,75000
MOSAIC CO NEWCOM61945C103861,840SH DFND141,84000
MOSAIC CO NEWCOM61945C1034379,322SH DFND39,32200
MOSAIC CO NEWCOM61945C1031853,953SH DFND73,95300
MOSAIC CO NEWCOM61945C10326563SH DFND7,956300
MOSAIC CO NEWCOM61945C1034128,804SH DFND98,4290375
MOSAIC CO NEWCOM61945C103651,379SH OTR18790500
MOTOROLA SOLUTIONS INCCOM NEW62007630736627SH DFND162700
MOTOROLA SOLUTIONS INCCOM NEW6200763072203,830SH DFND133,83000
MOTOROLA SOLUTIONS INCCOM NEW620076307911,586SH DFND141,58600
MOTOROLA SOLUTIONS INCCOM NEW620076307991,727SH DFND71,4190308
MOTOROLA SOLUTIONS INCCOM NEW62007630731542SH DFND7,9477065
MOTOROLA SOLUTIONS INCCOM NEW6200763073776,575SH DFND96,565010
MOTOROLA SOLUTIONS INCCOM NEW6200763071011,755SH OTR11,75500
MUELLER WTR PRODS INCCOM SER A62475810818420,178SH DFND1320,17800
MUELLER WTR PRODS INCCOM SER A624758108202,168SH DFND142,16800
MUELLER WTR PRODS INCCOM SER A6247581088856SH DFND785600
MURPHY OIL CORPCOM62671710215350SH DFND1,335000
MURPHY OIL CORPCOM626717102811,950SH DFND131,95000
MURPHY OIL CORPCOM626717102441,050SH DFND141,05000
MURPHY OIL CORPCOM6267171021182,838SH DFND72,7060132
MURPHY OIL CORPCOM62671710225607SH DFND7,960700
MURPHY OIL CORPCOM6267171021363,275SH DFND93,27500
MURPHY OIL CORPCOM62671710227650SH OTR165000
MYRIAD GENETICS INCCOM62855J1043100SH DFND110000
MYRIAD GENETICS INCCOM62855J1042186,410SH DFND136,41000
MYRIAD GENETICS INCCOM62855J104481,400SH DFND141,40000
MYRIAD GENETICS INCCOM62855J1041745,114SH DFND75,097017
MYRIAD GENETICS INCCOM62855J10425728SH DFND91350593
NCR CORP NEWCOM62886E10874624,800SH DFND1,30024,800
NCR CORP NEWCOM62886E1081605,320SH DFND135,32000
NCR CORP NEWCOM62886E1082347,781SH DFND77,6000181
NCR CORP NEWCOM62886E10829964SH DFND996400
NVR INCCOM62944T105174130SH DFND1313000
NVR INCCOM62944T1059470SH DFND147000
NVR INCCOM62944T10512190SH DFND79000
NVR INCCOM62944T1054433SH DFND7,97026
NVR INCCOM62944T105440328SH DFND932800
NASDAQ OMX GROUP INCCOM63110310826530SH DFND1353000
NASDAQ OMX GROUP INCCOM63110310865613,431SH DFND713,0730358
NASDAQ OMX GROUP INCCOM6311031081483,034SH DFND7,93,000034
NASDAQ OMX GROUP INCCOM6311031081493,057SH DFND93,05700
NATIONAL BEVERAGE CORPCOM63501710622710,113SH DFND1310,11300
NATIONAL BEVERAGE CORPCOM6350171066260SH DFND1426000
NATIONAL BEVERAGE CORPCOM635017106295SH DFND79500
NATIONAL CINEMEDIA INCCOM635309107402,512SH DFND132,51200
NATIONAL CINEMEDIA INCCOM63530910710633SH DFND1463300
NATIONAL CINEMEDIA INCCOM63530910727517,250SH DFND917,25000
NATIONAL HEALTHCARE CORPCOM63590610021320SH DFND1332000
NATIONAL HEALTHCARE CORPCOM63590610022333SH DFND733300
NATIONAL HEALTHCARE CORPCOM6359061001953,000SH DFND93,00000
NATIONAL FUEL GAS CO N JCOM636180101831,410SH DFND131,41000
NATIONAL FUEL GAS CO N JCOM6361801018130SH DFND1413000
NATIONAL FUEL GAS CO N JCOM63618010162810,659SH DFND710,65900
NATIONAL FUEL GAS CO N JCOM636180101911,552SH DFND91,55200
NATIONAL FUEL GAS CO N JCOM63618010169811,860SH OTR111,86000
NATIONAL GRID PLCSPON ADR NEW636274300821,268SH DFND19710297
NATIONAL GRID PLCSPON ADR NEW6362743001,53123,710SH DFND723,637073
NATIONAL GRID PLCSPON ADR NEW6362743001,00115,509SH DFND7,915,50900
NATIONAL GRID PLCSPON ADR NEW63627430092414,309SH DFND914,30900
NATIONAL GRID PLCSPON ADR NEW636274300911,414SH OTR11,41400
NATIONAL HEALTH INVS INCNOTE 3.250% 4/063633DAE45657,000PRN DFND957,00000
NATIONAL HEALTH INVS INCCOM63633D1041021,644SH DFND131,64400
NATIONAL HEALTH INVS INCCOM63633D10459952SH DFND1495200
NATIONAL HEALTH INVS INCCOM63633D1041111,774SH DFND71,77400
NATIONAL HEALTH INVS INCCOM63633D104651,051SH DFND91,05100
NATIONAL HEALTH INVS INCCOM63633D1041372,193SH OTR132,19300
NATIONAL INSTRS CORPCOM636518102259SH DFND136023
NATIONAL INSTRS CORPCOM6365181023,193108,380SH DFND13108,38000
NATIONAL INSTRS CORPCOM636518102491,650SH DFND141,65000
NATIONAL INSTRS CORPCOM636518102261SH DFND36100
NATIONAL INSTRS CORPCOM6365181021675,661SH DFND75,4200241
NATIONAL INSTRS CORPCOM63651810210355SH DFND7,935500
NATIONAL INSTRS CORPCOM63651810214487SH DFND948700
NATIONAL OILWELL VARCO INCCOM63707110187818,194SH DFND118,19400
NATIONAL OILWELL VARCO INCCOM637071101972,000SH DFND1,32,00000
NATIONAL OILWELL VARCO INCCOM6370711011332,755SH DFND132,75500
NATIONAL OILWELL VARCO INCCOM6370711011312,715SH DFND142,71500
NATIONAL OILWELL VARCO INCCOM6370711011,02921,322SH DFND715,51005,812
NATIONAL OILWELL VARCO INCCOM6370711011913,947SH DFND7,93,923024
NATIONAL OILWELL VARCO INCCOM6370711014138,547SH DFND95,61802,929
NATIONAL OILWELL VARCO INCCOM637071101531,105SH OTR19050200
NATIONAL PENN BANCSHARES INCCOM637138108171,500SH DFND11,50000
NATIONAL PENN BANCSHARES INCCOM637138108474,141SH DFND134,14100
NATIONAL PENN BANCSHARES INCCOM637138108121,096SH DFND141,09600
NATIONAL PENN BANCSHARES INCCOM63713810814012,431SH DFND712,43100
NATIONAL PENN BANCSHARES INCCOM6371381081039,154SH DFND99,15400
NATIONAL RETAIL PPTYS INCCOM637417106772,200SH DFND12,20000
NATIONAL RETAIL PPTYS INCCOM6374171064100SH DFND1310000
NATIONAL RETAIL PPTYS INCCOM637417106762,170SH DFND142,17000
NATIONAL RETAIL PPTYS INCCOM637417106381,075SH DFND71,07500
NATIONAL RETAIL PPTYS INCCOM637417106265SH DFND7,951014
NATIONAL RETAIL PPTYS INCCOM637417106401,152SH DFND91,15200
NATIONAL RETAIL PPTYS INCCOM6374171063249,262SH OTR139,26200
NAVIGANT CONSULTING INCCOM63935N10731521,154SH DFND1321,15400
NAVIGANT CONSULTING INCCOM63935N1077460SH DFND1446000
NAVIGANT CONSULTING INCCOM63935N1076379SH DFND737900
NAVIENT CORPCOM63938C108985,360SH DFND135,36000
NAVIENT CORPCOM63938C108211,170SH DFND141,17000
NAVIENT CORPCOM63938C108442,424SH DFND72,42400
NAVIENT CORPCOM63938C10810530SH DFND7,953000
NAVIENT CORPCOM63938C108271,477SH DFND91,47700
NAVIENT CORPCOM63938C1081,11161,033SH OTR1361,03300
NEENAH PAPER INCCOM6400791091903,219SH DFND133,21900
NEENAH PAPER INCCOM64007910911190SH DFND1419000
NEENAH PAPER INCCOM64007910935600SH DFND760000
NEOGEN CORPCOM64049110668114,351SH DFND1314,35100
NEOGEN CORPCOM64049110623482SH DFND1448200
NEOGEN CORPCOM6404911061102,328SH DFND72,243085
NEOGEN CORPCOM6404911068175SH DFND7,917500
NEOGEN CORPCOM6404911068175SH DFND917500
NEOVASC INCCOM64065J10631345,783SH OTR1345,78300
NETAPP INCCOM64110D1041173,703SH DFND133,70300
NETAPP INCCOM64110D1041183,737SH DFND143,73700
NETAPP INCCOM64110D1041,97062,419SH DFND760,39702,022
NETAPP INCCOM64110D10445714,483SH DFND7,914,432051
NETAPP INCCOM64110D1042708,557SH DFND98,55700
NETFLIX INCCOM64110L1061,3142,000SH DFND132,00000
NETFLIX INCCOM64110L1066571,000SH DFND141,00000
NETFLIX INCCOM64110L106518789SH DFND778405
NETFLIX INCCOM64110L1064975SH DFND7,97500
NETFLIX INCCOM64110L106192293SH DFND929300
NETEASE INCSPONSORED ADR64110W10229200SH DFND1420000
NETEASE INCSPONSORED ADR64110W1021591,099SH DFND71,073026
NETEASE INCSPONSORED ADR64110W102319SH DFND7,91900
NETEASE INCSPONSORED ADR64110W10225175SH DFND900175
NETEASE INCSPONSORED ADR64110W1021591,100SH OTR131,10000
NETSUITE INCNOTE 0.250% 6/064118QAB36562,000PRN DFND962,00000
NEUROCRINE BIOSCIENCES INCCOM64125C1092445,117SH DFND135,11700
NEUROCRINE BIOSCIENCES INCCOM64125C109491,025SH DFND141,02500
NEUROCRINE BIOSCIENCES INCCOM64125C10919408SH DFND740800
NEUROCRINE BIOSCIENCES INCCOM64125C10905SH DFND9500
NEUSTAR INCCL A64126X20132611,168SH DFND1,30011,168
NEUSTAR INCCL A64126X201642,200SH DFND132,20000
NEUSTAR INCCL A64126X201541,840SH DFND141,84000
NEUSTAR INCCL A64126X2012478,445SH DFND78,361084
NEUSTAR INCCL A64126X20110347SH DFND934700
NEVSUN RES LTDCOM64156L1014311,300SH DFND1411,30000
NEVSUN RES LTDCOM64156L101235,991SH DFND9005,991
NEW JERSEY RESCOM646025106792,854SH DFND132,85400
NEW JERSEY RESCOM64602510613482SH DFND1448200
NEW JERSEY RESCOM6460251061445,241SH DFND73,54101,700
NEW RESIDENTIAL INVT CORPCOM NEW64828T201573,750SH DFND133,75000
NEW RESIDENTIAL INVT CORPCOM NEW64828T201161,050SH DFND141,05000
NEW RESIDENTIAL INVT CORPCOM NEW64828T201342,212SH DFND72,21200
NEW RESIDENTIAL INVT CORPCOM NEW64828T201583,800SH DFND92,55001,250
NEW YORK CMNTY BANCORP INCCOM649445103502,740SH DFND132,74000
NEW YORK CMNTY BANCORP INCCOM64944510315800SH DFND1480000
NEW YORK CMNTY BANCORP INCCOM64944510321211,541SH DFND711,507034
NEW YORK CMNTY BANCORP INCCOM6494451033,696201,068SH DFND9201,06800
NEW YORK MTG TR INCCOM PAR $.02649604501222,900SH DFND132,90000
NEW YORK MTG TR INCCOM PAR $.026496045017980SH DFND1498000
NEW YORK MTG TR INCCOM PAR $.02649604501486,451SH DFND76,45100
NEW YORK MTG TR INCCOM PAR $.02649604501025SH DFND92500
NEW YORK REIT INCCOM64976L109585,800SH DFND135,80000
NEW YORK REIT INCCOM64976L109464,634SH DFND144,63400
NEW YORK REIT INCCOM64976L1094385SH DFND738500
NEW YORK REIT INCCOM64976L109180SH DFND98000
NEW YORK REIT INCCOM64976L10912112,191SH OTR1312,19100
NEW YORK TIMES COCL A650111107805,860SH DFND135,86000
NEW YORK TIMES COCL A650111107161,170SH DFND141,17000
NEW YORK TIMES COCL A65011110719714,442SH DFND714,44200
NEWELL RUBBERMAID INCCOM65122910629700SH DFND170000
NEWELL RUBBERMAID INCCOM6512291063217,820SH DFND137,82000
NEWELL RUBBERMAID INCCOM6512291061263,070SH DFND143,07000
NEWELL RUBBERMAID INCCOM65122910693722,785SH DFND722,78500
NEWELL RUBBERMAID INCCOM65122910630718SH DFND7,971800
NEWELL RUBBERMAID INCCOM6512291061814,398SH DFND94,39800
NEWELL RUBBERMAID INCCOM6512291061233,000SH OTR13,00000
NEWMARKET CORPCOM6515871071,4213,202SH DFND13,20200
NEWMARKET CORPCOM651587107178400SH DFND1340000
NEWMARKET CORPCOM65158710744100SH DFND1410000
NEWMARKET CORPCOM6515871076901,554SH DFND31,55400
NEWMARKET CORPCOM6515871071,4733,319SH DFND73,31405
NEWMARKET CORPCOM651587107317715SH DFND7,971500
NEWMARKET CORPCOM6515871072,7906,286SH DFND96,28600
NEWMARKET CORPCOM6515871072,8396,396SH OTR16,39600
NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ52727,000PRN DFND727,00000
NEWMONT MINING CORPNOTE 1.625% 7/1651639AJ54747,000PRN DFND947,00000
NEWMONT MINING CORPCOM6516391061215,170SH DFND135,17000
NEWMONT MINING CORPCOM651639106401,700SH DFND141,70000
NEWMONT MINING CORPCOM651639106502,125SH DFND72,12500
NEWMONT MINING CORPCOM65163910612495SH DFND7,949500
NEWMONT MINING CORPCOM65163910631813,600SH DFND913,60000
NEWS CORP NEWCL A65249B1092169SH DFND116900
NEWS CORP NEWCL A65249B10916311,157SH DFND1311,15700
NEWS CORP NEWCL A65249B109281,930SH DFND141,93000
NEWS CORP NEWCL A65249B10911750SH DFND7690060
NEWS CORP NEWCL A65249B10910659SH DFND7,9624035
NEWS CORP NEWCL A65249B109916,210SH DFND92,52403,686
NEWS CORP NEWCL A65249B1092130SH OTR113000
NEWS CORP NEWCL B65249B2081,21685,400SH DFND1,30085,400
NEWS CORP NEWCL B65249B20821515,097SH DFND714,5780519
NEWS CORP NEWCL B65249B208392,719SH DFND92,71900
NEXSTAR BROADCASTING GROUP ICL A65336K1035038,988SH DFND138,98800
NEXSTAR BROADCASTING GROUP ICL A65336K10322390SH DFND1439000
NEXSTAR BROADCASTING GROUP ICL A65336K1036100SH OTR100100
NEXTERA ENERGY INCCOM65339F1015,45455,635SH DFND154,6650970
NEXTERA ENERGY INCCOM65339F1013273,340SH DFND133,34000
NEXTERA ENERGY INCCOM65339F1013373,434SH DFND142,6907440
NEXTERA ENERGY INCCOM65339F1015635,740SH DFND34,47001,270
NEXTERA ENERGY INCCOM65339F10112,827130,850SH DFND7130,0480802
NEXTERA ENERGY INCCOM65339F1011,70417,386SH DFND7,917,38006
NEXTERA ENERGY INCCOM65339F1019,26194,469SH DFND992,33302,136
NEXTERA ENERGY INCCOM65339F1013,98140,609SH OTR134,74005,869
NIDEC CORPSPONSORED ADR6540901095252SH DFND725200
NIDEC CORPSPONSORED ADR6540901091869,942SH DFND99,94200
NIKE INCCL B6541061034,30139,821SH DFND139,3690452
NIKE INCCL B6541061031,83116,950SH DFND1,316,95000
NIKE INCCL B6541061032,41122,320SH DFND1322,32000
NIKE INCCL B6541061031,16010,740SH DFND1410,74000
NIKE INCCL B6541061031,38412,808SH DFND312,80800
NIKE INCCL B6541061039,84891,166SH DFND787,65203,514
NIKE INCCL B6541061034023,723SH DFND7,93,637086
NIKE INCCL B6541061035,78953,590SH DFND953,1050485
NIKE INCCL B6541061035975,523SH OTR14,9590564
NIKE INCCL B6541061031621,500SH OTR71,50000
NIPPON TELEG & TEL CORPSPONSORED ADR6546241054122SH DFND112200
NIPPON TELEG & TEL CORPSPONSORED ADR6546241052456,745SH DFND76,2340511
NIPPON TELEG & TEL CORPSPONSORED ADR65462410511298SH DFND7,929800
NIPPON TELEG & TEL CORPSPONSORED ADR65462410589524,655SH DFND924,65500
NIPPON TELEG & TEL CORPSPONSORED ADR65462410527745SH OTR174500
NISOURCE INCCOM65473P1051272,778SH DFND12,746032
NISOURCE INCCOM65473P1052144,700SH DFND134,70000
NISOURCE INCCOM65473P105531,160SH DFND141,16000
NISOURCE INCCOM65473P1052866,279SH DFND76,1360143
NISOURCE INCCOM65473P1051583,471SH DFND7,93,397074
NISOURCE INCCOM65473P10537805SH DFND9160789
NISOURCE INCCOM65473P1051854,049SH OTR14,04900
NOKIA CORPSPONSORED ADR6549022043400SH DFND140000
NOKIA CORPSPONSORED ADR654902204517,384SH DFND77,334050
NOKIA CORPSPONSORED ADR654902204172,460SH DFND92,46000
NOKIA CORPSPONSORED ADR654902204223,245SH OTR13,24500
NOBLE ENERGY INCCOM6550441051493,487SH DFND13,2860201
NOBLE ENERGY INCCOM6550441051724,020SH DFND134,02000
NOBLE ENERGY INCCOM6550441051252,940SH DFND142,94000
NOBLE ENERGY INCCOM65504410559713,990SH DFND713,900090
NOBLE ENERGY INCCOM65504410518420SH DFND7,9410010
NOBLE ENERGY INCCOM65504410558913,806SH DFND9348013,458
NORDSON CORPCOM6556631021562,000SH DFND132,00000
NORDSON CORPCOM655663102861,100SH DFND141,10000
NORDSON CORPCOM6556631021521,948SH DFND764801,300
NORDSON CORPCOM655663102340SH DFND94000
NORDSTROM INCCOM6556641001,19816,082SH DFND115,3980684
NORDSTROM INCCOM6556641002,08728,010SH DFND1,328,01000
NORDSTROM INCCOM6556641004,01453,880SH DFND1353,88000
NORDSTROM INCCOM6556641001892,540SH DFND142,54000
NORDSTROM INCCOM6556641001,16615,652SH DFND315,65200
NORDSTROM INCCOM6556641008,512114,261SH DFND7109,65704,604
NORDSTROM INCCOM6556641003,69149,546SH DFND7,949,54600
NORDSTROM INCCOM6556641006,39385,818SH DFND985,81800
NORDSTROM INCCOM655664100891,199SH OTR17880411
NORFOLK SOUTHERN CORPCOM6558441081,59318,238SH DFND118,0380200
NORFOLK SOUTHERN CORPCOM6558441083634,160SH DFND134,16000
NORFOLK SOUTHERN CORPCOM6558441081792,045SH DFND142,04500
NORFOLK SOUTHERN CORPCOM6558441085,58563,934SH DFND761,19302,741
NORFOLK SOUTHERN CORPCOM6558441084234,844SH DFND7,94,84400
NORFOLK SOUTHERN CORPCOM65584410810,340118,361SH DFND9112,54905,812
NORFOLK SOUTHERN CORPCOM6558441083423,920SH OTR11,22002,700
NORTHERN TR CORPCOM6658591041972,580SH DFND132,58000
NORTHERN TR CORPCOM6658591041,17715,399SH DFND713,19202,207
NORTHERN TR CORPCOM66585910417224SH DFND7,922400
NORTHERN TR CORPCOM6658591041461,904SH DFND982401,080
NORTHROP GRUMMAN CORPCOM6668071021931,218SH DFND11,21800
NORTHROP GRUMMAN CORPCOM6668071024392,770SH DFND132,77000
NORTHROP GRUMMAN CORPCOM6668071021821,150SH DFND141,15000
NORTHROP GRUMMAN CORPCOM6668071022,17713,727SH DFND713,4910236
NORTHROP GRUMMAN CORPCOM66680710286539SH DFND7,9509030
NORTHROP GRUMMAN CORPCOM6668071021,73010,908SH DFND97,84703,061
NORTHROP GRUMMAN CORPCOM6668071023332,098SH OTR11,8980200
NORTHSTAR RLTY FIN CORPCOM NEW66704R70411722SH DFND172200
NORTHSTAR RLTY FIN CORPCOM NEW66704R704583,665SH DFND133,66500
NORTHSTAR RLTY FIN CORPCOM NEW66704R704321,998SH DFND141,99800
NORTHSTAR RLTY FIN CORPCOM NEW66704R7041066,637SH DFND76,1780459
NORTHSTAR RLTY FIN CORPCOM NEW66704R704152SH DFND7,90052
NORTHSTAR RLTY FIN CORPCOM NEW66704R704201,230SH DFND91,23000
NORTHSTAR RLTY FIN CORPCOM NEW66704R70415910,013SH OTR1310,01300
NOVADAQ TECHNOLOGIES INCCOM66987G102180SH DFND134046
NOVADAQ TECHNOLOGIES INCCOM66987G1022,406198,700SH DFND13198,70000
NOVADAQ TECHNOLOGIES INCCOM66987G1022125SH DFND312500
NOVARTIS A GSPONSORED ADR66987V1092,35123,905SH DFND123,90500
NOVARTIS A GSPONSORED ADR66987V1098,50386,466SH DFND785,08401,382
NOVARTIS A GSPONSORED ADR66987V1091,47514,999SH DFND7,914,7850214
NOVARTIS A GSPONSORED ADR66987V10916,326166,014SH DFND9153,324012,690
NOVARTIS A GSPONSORED ADR66987V1098698,837SH OTR18,752085
NOVAVAX INCCOM67000210466459,623SH DFND1359,62300
NOVAVAX INCCOM670002104383,370SH DFND143,37000
NOVO-NORDISK A SADR6701002052183,973SH DFND13,97300
NOVO-NORDISK A SADR6701002052,35643,024SH DFND742,3210703
NOVO-NORDISK A SADR67010020569212,637SH DFND7,912,4540183
NOVO-NORDISK A SADR6701002052,66848,720SH DFND927,054021,666
NOVO-NORDISK A SADR67010020544810SH OTR181000
NOW INCCOM67011P10011549SH DFND154900
NOW INCCOM67011P100211,063SH DFND131,06300
NOW INCCOM67011P10017878SH DFND1487800
NOW INCCOM67011P1001085,424SH DFND75,403021
NOW INCCOM67011P10012611SH DFND7,960506
NOW INCCOM67011P100653,262SH DFND976202,500
NOW INCCOM67011P1003150SH OTR114703
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF71616,000PRN DFND916,00000
NUANCE COMMUNICATIONS INCCOM67020Y100422,400SH DFND12,40000
NUANCE COMMUNICATIONS INCCOM67020Y1007400SH DFND1340000
NUANCE COMMUNICATIONS INCCOM67020Y10045225,825SH DFND725,3580467
NUANCE COMMUNICATIONS INCCOM67020Y1003150SH DFND915000
NUCOR CORPCOM670346105731,646SH DFND11,64600
NUCOR CORPCOM6703461051393,150SH DFND133,15000
NUCOR CORPCOM670346105250SH DFND145000
NUCOR CORPCOM6703461051,08224,543SH DFND724,1610382
NUCOR CORPCOM67034610518415SH DFND7,9375040
NUCOR CORPCOM6703461052,77462,938SH DFND962,93800
NUCOR CORPCOM67034610518400SH OTR140000
NUSTAR ENERGY LPUNIT COM67058H1021,53625,886SH DFND725,88600
NUSTAR ENERGY LPUNIT COM67058H102591,000SH DFND7,91,00000
NUSTAR ENERGY LPUNIT COM67058H1021,67428,200SH DFND928,20000
NUSTAR ENERGY LPUNIT COM67058H1026100SH OTR110000
NUSTAR GP HOLDINGS LLCUNIT RESTG LLC67059L1022807,365SH DFND77,36500
NUVEEN FLTNG RTE INCM OPP FDCOM SHS6706EN10011610,794SH DFND710,79400
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER1014320SH DFND132000
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER10147436,978SH DFND736,947031
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER101544,209SH DFND7,94,20900
NUVEEN S&P 500 BUY-WRITE INCCOM6706ER1012129SH DFND900129
NVIDIA CORPNOTE 1.000%12/067066GAC84640,000PRN DFND940,00000
NVIDIA CORPCOM67066G1041226,080SH DFND136,08000
NVIDIA CORPCOM67066G104914,510SH DFND144,51000
NVIDIA CORPCOM67066G104683,367SH DFND73,36700
NVIDIA CORPCOM67066G10416810SH DFND7,96600150
NVIDIA CORPCOM67066G1041688,331SH DFND98,33100
NVIDIA CORPCOM67066G10417850SH OTR185000
NUVEEN SR INCOME FDCOM67067Y10411517,985SH DFND717,971014
NUVEEN SR INCOME FDCOM67067Y104029SH DFND90029
NUVASIVE INCNOTE 2.750% 7/0670704AC94737,000PRN DFND937,00000
NUVASIVE INCCOM6707041051392,930SH DFND132,93000
NUVASIVE INCCOM67070410528590SH DFND1459000
NUVASIVE INCCOM670704105244SH DFND74400
NUVASIVE INCCOM6707041053848,096SH OTR138,09600
NUVEEN QUALITY PFD INCOME FDCOM67072C1059411,089SH DFND710,7500339
NUVEEN QUALITY PFD INCOME FDCOM67072C1057869SH DFND900869
NUVEEN QUALITY PFD INCOME FDCOM67072C105172,000SH OTR12,00000
OGE ENERGY CORPCOM670837103863,020SH DFND133,02000
OGE ENERGY CORPCOM670837103431,520SH DFND141,52000
OGE ENERGY CORPCOM67083710343415,195SH DFND715,18609
OGE ENERGY CORPCOM670837103260SH DFND96000
OHA INVT CORPCOM67091U1029716,977SH DFND716,97700
NUVEEN MUN VALUE FD INCCOM670928100292,975SH DFND12,97500
NUVEEN MUN VALUE FD INCCOM670928100676,950SH DFND76,95000
NUVEEN MUN VALUE FD INCCOM670928100434,504SH DFND94,50400
NUVEEN MUN VALUE FD INCCOM670928100242,500SH OTR12,50000
NUVEEN PA INVT QUALITY MUN FCOM67097210828121,402SH DFND121,40200
NUVEEN PA INVT QUALITY MUN FCOM670972108473,600SH OTR13,60000
O REILLY AUTOMOTIVE INC NEWCOM67103H1078143,600SH DFND133,60000
O REILLY AUTOMOTIVE INC NEWCOM67103H1073841,700SH DFND141,70000
O REILLY AUTOMOTIVE INC NEWCOM67103H1072,40610,645SH DFND79,9930652
O REILLY AUTOMOTIVE INC NEWCOM67103H107628SH DFND7,98020
O REILLY AUTOMOTIVE INC NEWCOM67103H107180795SH DFND95600235
O REILLY AUTOMOTIVE INC NEWCOM67103H10723100SH OTR110000
OCCIDENTAL PETE CORP DELCOM6745991052,69534,657SH DFND132,94301,714
OCCIDENTAL PETE CORP DELCOM6745991052,32829,935SH DFND1,329,93500
OCCIDENTAL PETE CORP DELCOM6745991056228,000SH DFND138,00000
OCCIDENTAL PETE CORP DELCOM6745991053794,879SH DFND143,8601,0190
OCCIDENTAL PETE CORP DELCOM6745991051,77422,814SH DFND322,81400
OCCIDENTAL PETE CORP DELCOM67459910518,207234,108SH DFND7232,20101,907
OCCIDENTAL PETE CORP DELCOM6745991053,45144,379SH DFND7,944,1810198
OCCIDENTAL PETE CORP DELCOM67459910512,162156,381SH DFND9139,760016,621
OCCIDENTAL PETE CORP DELCOM6745991055677,285SH OTR16,4810804
OCCIDENTAL PETE CORP DELCOM6745991050400SHCallDFND740000
OCCIDENTAL PETE CORP DELCOM67459910501,000SHCallDFND91,00000
OCEANEERING INTL INCCOM675232102125SH DFND114011
OCEANEERING INTL INCCOM6752321022,56254,980SH DFND1354,98000
OCEANEERING INTL INCCOM675232102471,000SH DFND141,00000
OCEANEERING INTL INCCOM675232102130SH DFND33000
OCEANEERING INTL INCCOM6752321021252,683SH DFND71,05201,631
OCEANEERING INTL INCCOM675232102244SH DFND7,90044
OCEANEERING INTL INCCOM6752321021382,958SH DFND92,95800
OCWEN FINL CORPCOM NEW675746309636,220SH DFND136,22000
OCWEN FINL CORPCOM NEW675746309393,840SH DFND143,84000
OCWEN FINL CORPCOM NEW675746309302,981SH DFND72,8630118
ODYSSEY MARINE EXPLORATION ICOM67611810247,581SH DFND17,58100
ODYSSEY MARINE EXPLORATION ICOM67611810212,666SH DFND7002,666
OFFICE DEPOT INCCOM676220106171,949SH DFND131,94900
OFFICE DEPOT INCCOM6762201062254SH DFND1425400
OFFICE DEPOT INCCOM676220106333,782SH DFND73,2690513
OFFICE DEPOT INCCOM676220106192,140SH DFND7,91,9230217
OFFICE DEPOT INCCOM676220106637,286SH DFND97,28600
OIL STS INTL INCCOM6780261051143,070SH DFND133,07000
OIL STS INTL INCCOM678026105441,180SH DFND141,18000
OIL STS INTL INCCOM678026105762,041SH DFND72,04100
OIL STS INTL INCCOM678026105115SH DFND91500
OLD DOMINION FGHT LINES INCCOM6795801007104SH DFND192012
OLD DOMINION FGHT LINES INCCOM6795801003,44450,200SH DFND1350,20000
OLD DOMINION FGHT LINES INCCOM679580100691,000SH DFND141,00000
OLD DOMINION FGHT LINES INCCOM679580100232SH DFND33200
OLD DOMINION FGHT LINES INCCOM679580100741,083SH DFND79620121
OLD DOMINION FGHT LINES INCCOM679580100120SH DFND92000
OLD REP INTL CORPCOM6802231041,958125,243SH DFND1115,44309,800
OLD REP INTL CORPCOM6802231041036,600SH DFND136,60000
OLD REP INTL CORPCOM68022310422514,416SH DFND145,5878,8290
OLD REP INTL CORPCOM68022310476248,760SH DFND348,76000
OLD REP INTL CORPCOM68022310417,3191,108,069SH DFND71,108,06900
OLD REP INTL CORPCOM6802231042,174139,090SH DFND7,9139,09000
OLD REP INTL CORPCOM6802231045,180331,389SH DFND9331,2370152
OLD REP INTL CORPCOM68022310426416,902SH OTR116,8000102
OLIN CORPCOM PAR $1680665205612,269SH DFND12,26900
OLIN CORPCOM PAR $16806652051164,315SH DFND134,31500
OLIN CORPCOM PAR $168066520518652SH DFND1465200
OLIN CORPCOM PAR $1680665205702,596SH DFND72,534062
OLIN CORPCOM PAR $16806652051515,605SH DFND7,95,60500
OLIN CORPCOM PAR $168066520542515,773SH DFND915,77300
OMNICARE INCDBCV 3.250%12/1681904AL27359,000PRN DFND959,00000
OMNICARE INCCOM6819041081851,959SH DFND131,95900
OMNICARE INCCOM68190410831330SH DFND1433000
OMNICARE INCCOM6819041083884,115SH DFND74,11500
OMNICARE INCCOM68190410814146SH DFND7,914600
OMNICARE INCCOM6819041081431,519SH DFND91,51900
OMNICOM GROUP INCCOM6819191063074,413SH DFND14,0290384
OMNICOM GROUP INCCOM6819191062,51236,150SH DFND1,311,150025,000
OMNICOM GROUP INCCOM6819191064937,090SH DFND137,09000
OMNICOM GROUP INCCOM6819191062773,980SH DFND143,98000
OMNICOM GROUP INCCOM6819191061472,110SH DFND32,11000
OMNICOM GROUP INCCOM6819191065,25775,653SH DFND770,03805,615
OMNICOM GROUP INCCOM6819191063,76354,154SH DFND7,954,144010
OMNICOM GROUP INCCOM6819191068,128116,966SH DFND9116,7550211
OMNICOM GROUP INCCOM681919106781,119SH OTR11,11900
OMEGA HEALTHCARE INVS INCCOM6819361001373,986SH DFND13,8360150
OMEGA HEALTHCARE INVS INCCOM6819361002818,191SH DFND138,19100
OMEGA HEALTHCARE INVS INCCOM6819361001755,100SH DFND145,10000
OMEGA HEALTHCARE INVS INCCOM6819361002,19563,942SH DFND763,860082
OMEGA HEALTHCARE INVS INCCOM6819361002256,541SH DFND7,96,54100
OMEGA HEALTHCARE INVS INCCOM6819361003399,883SH DFND99,88300
OMEGA HEALTHCARE INVS INCCOM68193610030867SH OTR186700
OMEGA HEALTHCARE INVS INCCOM68193610038311,146SH OTR1311,14600
OMEGA PROTEIN CORPCOM68210P10724617,881SH DFND1317,88100
OMEGA PROTEIN CORPCOM68210P1073200SH DFND1420000
OMNIVISION TECHNOLOGIES INCCOM682128103411,571SH DFND131,57100
OMNIVISION TECHNOLOGIES INCCOM6821281039334SH DFND1433400
OMNIVISION TECHNOLOGIES INCCOM682128103155SH DFND75500
OMNIVISION TECHNOLOGIES INCCOM6821281032619,946SH DFND99,3290617
ON ASSIGNMENT INCCOM6821591082867,269SH DFND137,26900
ON ASSIGNMENT INCCOM68215910826660SH DFND1466000
ON ASSIGNMENT INCCOM68215910835887SH DFND71900697
ON SEMICONDUCTOR CORPCOM682189105201,672SH DFND11,67200
ON SEMICONDUCTOR CORPCOM68218910512410,570SH DFND1310,57000
ON SEMICONDUCTOR CORPCOM682189105554,700SH DFND144,70000
ON SEMICONDUCTOR CORPCOM68218910566456,823SH DFND756,746077
ON SEMICONDUCTOR CORPCOM682189105201,720SH DFND7,91,72000
ON SEMICONDUCTOR CORPCOM68218910531827,202SH DFND927,20200
ONE GAS INCCOM68235P10815350SH DFND135000
ONE GAS INCCOM68235P108761,790SH DFND131,79000
ONE GAS INCCOM68235P108511,190SH DFND141,19000
ONE GAS INCCOM68235P1082014,715SH DFND761504,100
ONE GAS INCCOM68235P1087161SH DFND916100
ONEOK PARTNERS LPUNIT LTD PARTN68268N1031,28137,669SH DFND737,5660103
ONEOK PARTNERS LPUNIT LTD PARTN68268N103682,000SH DFND92,00000
ONEOK INC NEWCOM682680103551,400SH DFND11,40000
ONEOK INC NEWCOM6826801031924,860SH DFND134,86000
ONEOK INC NEWCOM6826801031092,760SH DFND142,76000
ONEOK INC NEWCOM6826801031042,639SH DFND72,63900
ONEOK INC NEWCOM68268010331786SH DFND96860100
ORACLE CORPCOM68389X1053,46786,032SH DFND182,33003,702
ORACLE CORPCOM68389X1052,60264,575SH DFND1,364,57500
ORACLE CORPCOM68389X1053,03375,260SH DFND1375,26000
ORACLE CORPCOM68389X1051,51737,633SH DFND1437,63300
ORACLE CORPCOM68389X1051,83945,645SH DFND345,64500
ORACLE CORPCOM68389X10522,579560,274SH DFND7548,261012,013
ORACLE CORPCOM68389X1053,27181,176SH DFND7,980,9210255
ORACLE CORPCOM68389X10521,374530,374SH DFND9485,293045,081
ORACLE CORPCOM68389X10567316,712SH OTR113,73802,974
ORBITZ WORLDWIDE INCCOM68557K10911610,189SH DFND1310,18900
ORBITZ WORLDWIDE INCCOM68557K109151,310SH DFND141,31000
ORBITZ WORLDWIDE INCCOM68557K109161,400SH DFND91,40000
ORBITAL ATK INCCOM68557N10358784SH DFND178400
ORBITAL ATK INCCOM68557N10316220SH DFND1322000
ORBITAL ATK INCCOM68557N10320272SH DFND1427200
ORBITAL ATK INCCOM68557N1031221,667SH DFND71,638029
ORBITAL ATK INCCOM68557N1032313,154SH DFND7,93,15400
ORBITAL ATK INCCOM68557N1035998,160SH DFND98,16000
ORBITAL ATK INCCOM68557N10330405SH OTR140500
OREXIGEN THERAPEUTICS INCCOM68616410412024,167SH DFND1324,16700
OREXIGEN THERAPEUTICS INCCOM68616410451,040SH DFND141,04000
OREXIGEN THERAPEUTICS INCCOM6861641044844SH DFND784400
ORIX CORPSPONSORED ADR6863301011001,341SH DFND71,2270114
ORIX CORPSPONSORED ADR6863301011071,432SH DFND91,43200
ORMAT TECHNOLOGIES INCCOM68668810232850SH DFND1385000
ORMAT TECHNOLOGIES INCCOM6866881023,08081,740SH DFND1481,74000
ORMAT TECHNOLOGIES INCCOM6866881021122,984SH DFND72,98400
OTONOMY INCCOM68906L10521910SH DFND1391000
OTONOMY INCCOM68906L10538316,663SH OTR1316,66300
OTTER TAIL CORPCOM68964810319710SH DFND1371000
OTTER TAIL CORPCOM689648103278SH DFND147800
OTTER TAIL CORPCOM6896481032619,798SH DFND79,79800
OTTER TAIL CORPCOM68964810311400SH DFND7,940000
OTTER TAIL CORPCOM6896481033110SH DFND911000
OUTFRONT MEDIA INCCOM69007J1065196SH DFND119600
OUTFRONT MEDIA INCCOM69007J1061315,201SH DFND75,0450156
OUTFRONT MEDIA INCCOM69007J106923,648SH DFND93,64800
OUTERWALL INCCOM690070107931,228SH DFND131,22800
OUTERWALL INCCOM69007010719252SH DFND1425200
OUTERWALL INCCOM6900701071642,151SH DFND72,15100
OUTERWALL INCCOM69007010714188SH DFND900188
OXFORD INDS INCCOM69149730983950SH DFND1395000
OXFORD INDS INCCOM69149730916185SH DFND1418500
OXFORD INDS INCCOM69149730961694SH DFND769400
OXFORD INDS INCCOM69149730972818SH DFND981800
PDF SOLUTIONS INCCOM69328210540225,127SH DFND1,30025,127
PDF SOLUTIONS INCCOM69328210513810SH DFND1381000
PDF SOLUTIONS INCCOM6932821054270SH DFND1427000
PDF SOLUTIONS INCCOM69328210555934,951SH DFND90034,951
PDL BIOPHARMA INCCOM69329Y10461,000SH DFND11,00000
PDL BIOPHARMA INCCOM69329Y10431649,071SH DFND1349,07100
PDL BIOPHARMA INCCOM69329Y1045703SH DFND1470300
PDL BIOPHARMA INCCOM69329Y104152,387SH DFND949001,897
PG&E CORPCOM69331C1081963,990SH DFND13,99000
PG&E CORPCOM69331C1081533,120SH DFND133,12000
PG&E CORPCOM69331C108591,200SH DFND141,20000
PG&E CORPCOM69331C10874815,238SH DFND715,221017
PG&E CORPCOM69331C10838784SH DFND7,978400
PG&E CORPCOM69331C1082044,145SH DFND94,14500
PG&E CORPCOM69331C1081503,063SH OTR11,56301,500
PMC-SIERRA INCCOM69344F106779,010SH DFND139,01000
PMC-SIERRA INCCOM69344F106141,680SH DFND141,68000
PNC FINL SVCS GROUP INCCOM69347510510,452109,271SH DFND1108,4440827
PNC FINL SVCS GROUP INCCOM6934751052,66127,825SH DFND1,327,82500
PNC FINL SVCS GROUP INCCOM6934751055135,360SH DFND135,36000
PNC FINL SVCS GROUP INCCOM6934751053043,180SH DFND143,18000
PNC FINL SVCS GROUP INCCOM6934751051,58516,575SH DFND316,57500
PNC FINL SVCS GROUP INCCOM69347510517,110178,884SH DFND7175,55603,328
PNC FINL SVCS GROUP INCCOM6934751054,39045,893SH DFND7,945,1630730
PNC FINL SVCS GROUP INCCOM69347510513,943145,770SH DFND9144,57901,191
PNC FINL SVCS GROUP INCCOM6934751051,30413,629SH OTR19,14704,482
PPG INDS INCCOM6935061071,39812,190SH DFND112,19000
PPG INDS INCCOM6935061077896,880SH DFND136,88000
PPG INDS INCCOM6935061075144,480SH DFND144,48000
PPG INDS INCCOM6935061072,47421,566SH DFND719,01402,552
PPG INDS INCCOM6935061076185,388SH DFND7,95,378010
PPG INDS INCCOM6935061075,27245,956SH DFND945,95600
PPG INDS INCCOM6935061071,50913,152SH OTR113,15200
PPL CORPCOM69351T1062,73292,721SH DFND190,58202,139
PPL CORPCOM69351T10641314,005SH DFND1,314,00500
PPL CORPCOM69351T1062659,000SH DFND139,00000
PPL CORPCOM69351T10613430SH DFND1443000
PPL CORPCOM69351T1061063,600SH DFND33,60000
PPL CORPCOM69351T1064,772161,916SH DFND7160,91601,000
PPL CORPCOM69351T1062,23575,827SH DFND7,975,82700
PPL CORPCOM69351T1064,635157,294SH DFND9142,694014,600
PPL CORPCOM69351T10686429,330SH OTR126,73002,600
PRA GROUP INCCOM69354N106821,317SH DFND131,31700
PRA GROUP INCCOM69354N10638611SH DFND1461100
PRA GROUP INCCOM69354N1062143,428SH DFND72,8510577
PRA GROUP INCCOM69354N10610165SH DFND7,916500
PRA GROUP INCCOM69354N106891,426SH DFND91,42600
PS BUSINESS PKS INC CALIFCOM69360J10761839SH DFND1383900
PS BUSINESS PKS INC CALIFCOM69360J10735492SH DFND1449200
PS BUSINESS PKS INC CALIFCOM69360J107678SH DFND77800
PS BUSINESS PKS INC CALIFCOM69360J1071101,520SH OTR131,52000
PVH CORPCOM693656100322SH DFND11507
PVH CORPCOM6936561003,37329,280SH DFND1329,28000
PVH CORPCOM69365610069600SH DFND1460000
PVH CORPCOM693656100220SH DFND32000
PVH CORPCOM6936561007166,214SH DFND76,166048
PVH CORPCOM693656100111SH DFND7,91100
PVH CORPCOM69365610069595SH DFND959500
PTC INCCOM69370C1003007,310SH DFND137,31000
PTC INCCOM69370C100621,500SH DFND141,50000
PTC INCCOM69370C1001934,703SH DFND74,692011
PTC INCCOM69370C100010SH DFND91000
PACCAR INCCOM69371810816250SH DFND125000
PACCAR INCCOM69371810868910,790SH DFND1310,79000
PACCAR INCCOM6937181082944,606SH DFND144,60600
PACCAR INCCOM6937181082764,325SH DFND74,295030
PACCAR INCCOM69371810831490SH DFND7,9438052
PACCAR INCCOM69371810896715,147SH DFND914,5220625
PACIFIC MERCANTILE BANCORPCOM6945521008010,500SH DFND310,50000
PACIRA PHARMACEUTICALS INCCOM6951271004356,148SH DFND136,14800
PACIRA PHARMACEUTICALS INCCOM69512710032450SH DFND1445000
PACIRA PHARMACEUTICALS INCCOM69512710071998SH DFND7985013
PACKAGING CORP AMERCOM69515610948771SH DFND177100
PACKAGING CORP AMERCOM6951561091782,850SH DFND132,85000
PACKAGING CORP AMERCOM6951561091221,950SH DFND141,95000
PACKAGING CORP AMERCOM6951561094887,805SH DFND77,80500
PACKAGING CORP AMERCOM69515610934550SH DFND7,955000
PACKAGING CORP AMERCOM6951561093,47655,624SH DFND955,62400
PALL CORPCOM69642930730238SH DFND123602
PALL CORPCOM6964293073953,170SH DFND133,17000
PALL CORPCOM6964293072291,840SH DFND141,84000
PALL CORPCOM6964293071961,576SH DFND71,4700106
PALL CORPCOM6964293071921,544SH DFND91,0230521
PALO ALTO NETWORKS INCCOM6974351053742,140SH DFND132,14000
PALO ALTO NETWORKS INCCOM6974351051751,000SH DFND141,00000
PALO ALTO NETWORKS INCCOM6974351054802,748SH DFND72,74800
PALO ALTO NETWORKS INCCOM6974351051060SH DFND96000
PALO ALTO NETWORKS INCCOM69743510570400SH OTR100400
PANDORA MEDIA INCCOM698354107704,500SH DFND134,50000
PANDORA MEDIA INCCOM698354107442,800SH DFND142,80000
PANDORA MEDIA INCCOM698354107623,968SH DFND73,96800
PANDORA MEDIA INCCOM6983541075297SH DFND929700
PANDORA MEDIA INCCOM6983541071500SHPutDFND750000
PANERA BREAD COCL A69840W108951SH DFND14803
PANERA BREAD COCL A69840W1081,94811,145SH DFND1311,14500
PANERA BREAD COCL A69840W10880458SH DFND1445800
PANERA BREAD COCL A69840W10829SH DFND3900
PANERA BREAD COCL A69840W1085373,074SH DFND73,07400
PANERA BREAD COCL A69840W1081372SH DFND7,97200
PANERA BREAD COCL A69840W108635SH DFND93500
PAPA JOHNS INTL INCCOM69881310286211,402SH DFND1311,40200
PAPA JOHNS INTL INCCOM69881310229380SH DFND1438000
PAPA JOHNS INTL INCCOM69881310222286SH DFND728600
PARAMOUNT GROUP INCCOM69924R108704,100SH DFND144,10000
PARAMOUNT GROUP INCCOM69924R108180SH DFND78000
PARAMOUNT GROUP INCCOM69924R1083154SH DFND7,915400
PARAMOUNT GROUP INCCOM69924R1085294SH DFND929400
PARAMOUNT GROUP INCCOM69924R10855932,600SH OTR1332,60000
PAREXEL INTL CORPCOM6994621075738,915SH DFND138,91500
PAREXEL INTL CORPCOM69946210746713SH DFND1471300
PAREXEL INTL CORPCOM69946210718284SH DFND7227057
PAREXEL INTL CORPCOM699462107110SH DFND91000
PARK OHIO HLDGS CORPCOM7006661003386,983SH DFND136,98300
PARK OHIO HLDGS CORPCOM7006661007150SH DFND1415000
PARKER HANNIFIN CORPCOM701094104100857SH DFND185700
PARKER HANNIFIN CORPCOM7010941042982,560SH DFND132,56000
PARKER HANNIFIN CORPCOM7010941041741,500SH DFND141,50000
PARKER HANNIFIN CORPCOM7010941041,35411,636SH DFND711,62709
PARKER HANNIFIN CORPCOM7010941045384,623SH DFND7,94,603020
PARKER HANNIFIN CORPCOM7010941042141,840SH DFND91,84000
PARKER HANNIFIN CORPCOM7010941041331,141SH OTR11,14100
PARKERVISION INCCOM701354102411,130SH DFND1311,13000
PARKERVISION INCCOM70135410211,760SH DFND141,76000
PARKWAY PPTYS INCCOM70159Q104291,650SH DFND131,65000
PARKWAY PPTYS INCCOM70159Q10412672SH DFND1467200
PARKWAY PPTYS INCCOM70159Q104180SH DFND78000
PARKWAY PPTYS INCCOM70159Q1041578,992SH OTR138,99200
PAYCHEX INCCOM7043261071,40229,898SH DFND129,89800
PAYCHEX INCCOM7043261074539,670SH DFND139,67000
PAYCHEX INCCOM7043261072244,770SH DFND144,77000
PAYCHEX INCCOM7043261071,72536,789SH DFND734,28102,508
PAYCHEX INCCOM7043261071022,178SH DFND7,92,166012
PAYCHEX INCCOM7043261073,41572,840SH DFND969,84502,995
PAYCHEX INCCOM70432610749610,585SH OTR110,58500
PAYCHEX INCCOM70432610738800SH OTR780000
PEABODY ENERGY CORPCOM70454910442,000SH DFND12,00000
PEABODY ENERGY CORPCOM7045491042310,700SH DFND1310,70000
PEABODY ENERGY CORPCOM704549104167,330SH DFND147,33000
PEABODY ENERGY CORPCOM70454910431,550SH DFND71,55000
PEABODY ENERGY CORPCOM7045491041400SH DFND7,940000
PEABODY ENERGY CORPCOM704549104061SH DFND96100
PEABODY ENERGY CORPCOM7045491041520SH OTR152000
PEBBLEBROOK HOTEL TRCOM70509V1001112,580SH DFND132,58000
PEBBLEBROOK HOTEL TRCOM70509V1001092,544SH DFND142,54400
PEBBLEBROOK HOTEL TRCOM70509V1004019,359SH DFND78,7610598
PEBBLEBROOK HOTEL TRCOM70509V10023530SH DFND7,900530
PEBBLEBROOK HOTEL TRCOM70509V100801,857SH DFND91,85700
PEBBLEBROOK HOTEL TRCOM70509V10062514,573SH OTR1314,57300
PEMBINA PIPELINE CORPCOM7063271031925,950SH DFND1,35,95000
PEMBINA PIPELINE CORPCOM70632710311340SH DFND734000
PENNEY J C INCCOM708160106202,330SH DFND132,33000
PENNEY J C INCCOM708160106222,610SH DFND142,61000
PENNEY J C INCCOM70816010621625,553SH DFND725,55300
PENNEY J C INCCOM7081601062248SH DFND7,924800
PENNEY J C INCCOM708160106171,960SH DFND91,96000
PENNSYLVANIA RL ESTATE INVTSH BEN INT709102107452,131SH DFND132,13100
PENNSYLVANIA RL ESTATE INVTSH BEN INT709102107411,935SH DFND141,93500
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021079407SH DFND740700
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021071105,171SH OTR135,17100
PEOPLES UNITED FINANCIAL INCCOM7127041052,397147,849SH DFND1134,345013,504
PEOPLES UNITED FINANCIAL INCCOM71270410526316,225SH DFND1,316,22500
PEOPLES UNITED FINANCIAL INCCOM7127041051237,600SH DFND137,60000
PEOPLES UNITED FINANCIAL INCCOM71270410522513,860SH DFND142,11911,7410
PEOPLES UNITED FINANCIAL INCCOM7127041051,09167,330SH DFND367,33000
PEOPLES UNITED FINANCIAL INCCOM71270410519,1661,182,348SH DFND71,182,34800
PEOPLES UNITED FINANCIAL INCCOM7127041052,975183,498SH DFND7,9183,49800
PEOPLES UNITED FINANCIAL INCCOM7127041058,517525,418SH DFND9525,2170201
PEOPLES UNITED FINANCIAL INCCOM71270410552632,434SH OTR130,89901,535
PEPCO HOLDINGS INCCOM71329110232512,059SH DFND111,2960763
PEPCO HOLDINGS INCCOM713291102491,820SH DFND141,82000
PEPCO HOLDINGS INCCOM7132911021294,780SH DFND74,78000
PEPCO HOLDINGS INCCOM713291102119SH DFND7,90019
PEPCO HOLDINGS INCCOM71329110229210,830SH DFND99,9300900
PEPCO HOLDINGS INCCOM7132911022027,510SH OTR15,22702,283
PEPSICO INCCOM71344810818,486198,047SH DFND1196,75101,296
PEPSICO INCCOM7134481082,77329,710SH DFND1,329,71000
PEPSICO INCCOM7134481084,29045,959SH DFND1345,95900
PEPSICO INCCOM7134481082,02321,677SH DFND1421,67700
PEPSICO INCCOM7134481081,83919,702SH DFND319,70200
PEPSICO INCCOM71344810835,332378,526SH DFND7358,262020,264
PEPSICO INCCOM7134481089,506101,848SH DFND7,9101,1100738
PEPSICO INCCOM71344810850,853544,816SH DFND9515,970028,846
PEPSICO INCCOM71344810811,502123,225SH OTR1112,831010,394
PEPSICO INCCOM7134481081491,600SH OTR71,60000
PEPSICO INCCOM7134481080500SHCallDFND750000
PEPSICO INCCOM713448108921,600SHCallDFND921,60000
PEPSICO INCCOM7134481082020,000SHPutDFND920,00000
PERKINELMER INCCOM71404610946870SH DFND1387000
PERKINELMER INCCOM714046109841,600SH DFND141,60000
PERKINELMER INCCOM7140461092093,970SH DFND73,97000
PERKINELMER INCCOM7140461099169SH DFND9250144
PERKINELMER INCCOM7140461091713,250SH OTR13,25000
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841061132,606SH DFND72,582024
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841069210SH DFND7,9430167
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841061052,410SH DFND91,7100700
PETROCHINA CO LTDSPONSORED ADR71646E1001551,400SH DFND1,31,40000
PETROCHINA CO LTDSPONSORED ADR71646E10092828SH DFND782800
PETROCHINA CO LTDSPONSORED ADR71646E1008287,474SH DFND97,47400
PETROCHINA CO LTDSPONSORED ADR71646E10011100SH OTR110000
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10117020,800SH DFND1,320,80000
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1017881SH DFND788100
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V101657,980SH DFND9007,980
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4083300SH DFND130000
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V408262,899SH DFND72,89900
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V40830133,286SH DFND933,28600
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4087760SH OTR176000
PFIZER INCCOM71708110314,738439,547SH DFND1433,06406,483
PFIZER INCCOM71708110395028,345SH DFND1,328,34500
PFIZER INCCOM7170811032,38771,203SH DFND1371,20300
PFIZER INCCOM7170811031,28238,235SH DFND1433,6494,5860
PFIZER INCCOM7170811031,43842,884SH DFND340,63402,250
PFIZER INCCOM71708110345,9391,370,090SH DFND71,359,842010,248
PFIZER INCCOM7170811037,718230,193SH DFND7,9228,38401,809
PFIZER INCCOM71708110331,158929,259SH DFND9864,888064,371
PFIZER INCCOM7170811039,963297,150SH OTR1256,427040,723
PFIZER INCCOM71708110301,000SHCallDFND71,00000
PFIZER INCCOM71708110314,400SHCallDFND94,40000
PHARMERICA CORPCOM71714F10429859SH DFND1385900
PHARMERICA CORPCOM71714F1049270SH DFND1427000
PHARMERICA CORPCOM71714F10413386SH DFND938600
PHARMERICA CORPCOM71714F10439411,828SH OTR1311,82800
PHILIP MORRIS INTL INCCOM71817210912,602157,194SH DFND1154,28902,905
PHILIP MORRIS INTL INCCOM7181721091,28716,055SH DFND1,316,05500
PHILIP MORRIS INTL INCCOM7181721092,72734,020SH DFND1334,02000
PHILIP MORRIS INTL INCCOM7181721091,44818,068SH DFND1416,7361,3320
PHILIP MORRIS INTL INCCOM7181721091,33516,651SH DFND315,6710980
PHILIP MORRIS INTL INCCOM71817210923,973299,028SH DFND7298,4550573
PHILIP MORRIS INTL INCCOM7181721094,11751,350SH DFND7,951,2360114
PHILIP MORRIS INTL INCCOM71817210932,786408,962SH DFND9361,442047,520
PHILIP MORRIS INTL INCCOM7181721096,04175,354SH OTR170,85204,502
PHILIP MORRIS INTL INCCOM71817210960750SH OTR775000
PHILIP MORRIS INTL INCCOM7181721090400SHCallDFND740000
PHILLIPS 66COM7185461045847,251SH DFND17,25100
PHILLIPS 66COM7185461042463,050SH DFND1,33,05000
PHILLIPS 66COM7185461045316,590SH DFND136,59000
PHILLIPS 66COM7185461042753,412SH DFND143,41200
PHILLIPS 66COM7185461043,87348,071SH DFND746,44401,627
PHILLIPS 66COM7185461041,23415,318SH DFND7,915,0480270
PHILLIPS 66COM71854610467,933843,264SH DFND9814,589028,675
PHILLIPS 66COM7185461045006,212SH OTR15,8870325
PHILLIPS 66COM71854610413,100SHCallDFND93,10000
PHILLIPS 66 PARTNERS LPCOM UNIT REP INT7185492072363,277SH DFND73,27700
PIEDMONT NAT GAS INCCOM720186105541,540SH DFND11,54000
PIEDMONT NAT GAS INCCOM7201861051012,864SH DFND132,86400
PIEDMONT NAT GAS INCCOM72018610520554SH DFND1455400
PIEDMONT NAT GAS INCCOM72018610531871SH DFND787100
PIEDMONT NAT GAS INCCOM720186105461,300SH DFND91,30000
PIEDMONT NAT GAS INCCOM72018610514400SH OTR140000
PIEDMONT OFFICE REALTY TR INCOM CL A720190206211,200SH DFND11,20000
PIEDMONT OFFICE REALTY TR INCOM CL A720190206583,300SH DFND133,30000
PIEDMONT OFFICE REALTY TR INCOM CL A720190206211,222SH DFND141,22200
PIEDMONT OFFICE REALTY TR INCOM CL A72019020622312,702SH DFND712,70200
PIEDMONT OFFICE REALTY TR INCOM CL A7201902065292SH DFND7,9230062
PIEDMONT OFFICE REALTY TR INCOM CL A7201902067412SH DFND9386026
PIEDMONT OFFICE REALTY TR INCOM CL A72019020620311,569SH OTR1311,56900
PILGRIMS PRIDE CORP NEWCOM72147K108150SH DFND135000
PILGRIMS PRIDE CORP NEWCOM72147K10839817,331SH DFND1417,33100
PILGRIMS PRIDE CORP NEWCOM72147K10824110,486SH DFND710,48600
PILGRIMS PRIDE CORP NEWCOM72147K1083124SH DFND7,900124
PILGRIMS PRIDE CORP NEWCOM72147K108381,659SH DFND91,65900
PIMCO ETF TR1-5 US TIP IDX72201R2051,05120,132SH DFND720,13200
PIMCO ETF TRTTL RTN ACTV ETF72201R7754023,760SH DFND757503,185
PIMCO ETF TR0-5 HIGH YIELD72201R7835015,014SH DFND73,04401,970
PIMCO ETF TR0-5 HIGH YIELD72201R783111SH DFND7,91100
PIMCO ETF TR0-5 HIGH YIELD72201R7832002,000SH DFND9002,000
PIMCO ETF TRENHAN SHRT MA AC72201R8337917,820SH DFND72,29005,530
PINNACLE ENTMT INCCOM7234561091383,707SH DFND133,70700
PINNACLE ENTMT INCCOM72345610929775SH DFND1477500
PINNACLE ENTMT INCCOM723456109371,000SH DFND9001,000
PINNACLE WEST CAP CORPCOM723484101911,600SH DFND131,60000
PINNACLE WEST CAP CORPCOM72348410143750SH DFND1475000
PINNACLE WEST CAP CORPCOM7234841012684,706SH DFND74,70600
PINNACLE WEST CAP CORPCOM723484101240SH DFND7,94000
PINNACLE WEST CAP CORPCOM723484101681,200SH DFND91,20000
PINNACLE WEST CAP CORPCOM7234841016100SH OTR110000
PIONEER NAT RES COCOM723787107118850SH DFND1,385000
PIONEER NAT RES COCOM7237871074303,100SH DFND133,10000
PIONEER NAT RES COCOM7237871071501,080SH DFND141,08000
PIONEER NAT RES COCOM7237871073882,799SH DFND72,79900
PIONEER NAT RES COCOM72378710719135SH DFND7,913500
PIONEER NAT RES COCOM72378710791658SH DFND9579079
PITNEY BOWES INCCOM724479100482,330SH DFND132,33000
PITNEY BOWES INCCOM724479100462,200SH DFND142,20000
PITNEY BOWES INCCOM72447910021410,271SH DFND710,193078
PITNEY BOWES INCCOM724479100241,140SH DFND7,91,14000
PITNEY BOWES INCCOM72447910075736,378SH DFND936,37800
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054,27498,095SH DFND797,5190576
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310575717,371SH DFND915,87101,500
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN72650310522500SH OTR150000
PLAINS GP HLDGS L PSHS A REP LTPN72651A10848618,823SH DFND718,82300
PLAINS GP HLDGS L PSHS A REP LTPN72651A1088300SH DFND900300
PLANTRONICS INC NEWCOM7274931081322,336SH DFND132,33600
PLANTRONICS INC NEWCOM72749310829507SH DFND1450700
PLANTRONICS INC NEWCOM7274931082123,773SH DFND71,97301,800
PLUG POWER INCCOM NEW72919P2022510,010SH DFND1310,01000
PLUG POWER INCCOM NEW72919P20241,600SH DFND141,60000
PLUM CREEK TIMBER CO INCCOM7292511081,49536,841SH DFND133,61103,230
PLUM CREEK TIMBER CO INCCOM729251108922,270SH DFND132,27000
PLUM CREEK TIMBER CO INCCOM7292511081513,729SH DFND148342,8950
PLUM CREEK TIMBER CO INCCOM72925110865816,225SH DFND316,22500
PLUM CREEK TIMBER CO INCCOM72925110811,569285,170SH DFND7285,17000
PLUM CREEK TIMBER CO INCCOM72925110892722,853SH DFND7,922,85300
PLUM CREEK TIMBER CO INCCOM7292511084,473110,259SH DFND9109,7900469
PLUM CREEK TIMBER CO INCCOM7292511082215,447SH OTR15,413034
POLARIS INDS INCCOM7310681026024,062SH DFND134,06200
POLARIS INDS INCCOM7310681021481,000SH DFND141,00000
POLARIS INDS INCCOM7310681028655,839SH DFND75,789050
POLARIS INDS INCCOM73106810266446SH DFND944600
POLYONE CORPCOM73179P1062195,582SH DFND135,58200
POLYONE CORPCOM73179P106451,148SH DFND141,14800
POLYONE CORPCOM73179P1065130SH DFND713000
POOL CORPORATIONCOM73278L1051812,575SH DFND132,57500
POOL CORPORATIONCOM73278L10538544SH DFND1454400
POOL CORPORATIONCOM73278L10511153SH DFND715300
POOL CORPORATIONCOM73278L105567SH DFND7,96700
POOL CORPORATIONCOM73278L10556800SH DFND980000
POPEYES LA KITCHEN INCCOM7328721062444,067SH DFND134,06700
POPEYES LA KITCHEN INCCOM73287210620334SH DFND1433400
POPEYES LA KITCHEN INCCOM732872106357SH DFND75700
PORTLAND GEN ELEC COCOM NEW736508847982,967SH DFND132,96700
PORTLAND GEN ELEC COCOM NEW73650884718546SH DFND1454600
PORTLAND GEN ELEC COCOM NEW73650884718546SH DFND754600
PORTLAND GEN ELEC COCOM NEW736508847130SH DFND7,90030
PORTLAND GEN ELEC COCOM NEW7365088471213,640SH DFND93,64000
PORTOLA PHARMACEUTICALS INCCOM7370101081152,530SH DFND132,53000
PORTOLA PHARMACEUTICALS INCCOM73701010826560SH DFND1456000
PORTOLA PHARMACEUTICALS INCCOM73701010833733SH DFND773300
PORTOLA PHARMACEUTICALS INCCOM73701010856812,464SH OTR1312,46400
POST PPTYS INCCOM73746410738700SH DFND1370000
POST PPTYS INCCOM7374641071202,209SH DFND142,20900
POST PPTYS INCCOM7374641072544,679SH DFND74,67900
POST PPTYS INCCOM737464107114SH DFND90014
POST PPTYS INCCOM73746410757610,596SH OTR1310,59600
POTASH CORP SASK INCCOM73755L10719600SH DFND160000
POTASH CORP SASK INCCOM73755L10737912,231SH DFND712,23100
POTASH CORP SASK INCCOM73755L10780525,985SH DFND912,815013,170
POTASH CORP SASK INCCOM73755L10718595SH OTR11950400
POTLATCH CORP NEWCOM737630103431,231SH DFND131,23100
POTLATCH CORP NEWCOM7376301038219SH DFND1421900
POTLATCH CORP NEWCOM737630103992,796SH DFND72,79600
POTLATCH CORP NEWCOM7376301031,72048,697SH DFND927,197021,500
POWER INTEGRATIONS INCCOM73927610349410,934SH DFND1,30010,934
POWER INTEGRATIONS INCCOM739276103601,324SH DFND131,32400
POWER INTEGRATIONS INCCOM73927610317366SH DFND1436600
POWER INTEGRATIONS INCCOM739276103741,644SH DFND741901,225
POWER INTEGRATIONS INCCOM73927610377217,083SH DFND91,403015,680
POWERSHARES QQQ TRUSTUNIT SER 173935A1041081,011SH DFND11,01100
POWERSHARES QQQ TRUSTUNIT SER 173935A1042,81526,295SH DFND726,29500
POWERSHARES QQQ TRUSTUNIT SER 173935A10412,907120,551SH DFND9120,55100
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1053,235179,740SH DFND1178,44001,300
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S105613,365SH DFND1403,3650
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S10544424,644SH DFND324,64400
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1056,403355,712SH DFND7344,563011,149
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S10528215,673SH DFND7,915,67300
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S1057,538418,782SH DFND9418,78200
POWERSHARES DB CMDTY IDX TRAUNIT BEN INT73935S10554330,164SH OTR130,16400
POWERSHARES ETF TRUSTDWA MOMENTUM PTF73935X1532285,284SH DFND75,28400
POWERSHARES ETF TRUSTFINL PFD PTFL73935X229553,000SH DFND143,00000
POWERSHARES ETF TRUSTFINL PFD PTFL73935X22920711,383SH DFND711,38300
POWERSHARES ETF TRUSTDYNA BUYBK ACH73935X2865,088104,665SH DFND7104,66500
POWERSHARES ETF TRUSTDYNA BUYBK ACH73935X2864358,950SH DFND98,95000
POWERSHARES ETF TRUSTFTSE US1500 SM73935X5672442,349SH DFND72,0950254
POWERSHARES ETF TRUSTFTSE RAFI 100073935X5836286,920SH DFND76,5090411
POWERSHARES ETF TRUSTAERSPC DEF PTF73935X690401,139SH DFND71,13900
POWERSHARES ETF TRUSTAERSPC DEF PTF73935X6901775,000SH DFND9005,000
POWERSHARES ETF TRUSTINTL DIV ACHV73935X71667339,356SH DFND739,35600
POWERSHARES ETF TRUSTINTL DIV ACHV73935X716362,095SH DFND92,09500
POWERSHARES ETF TRUSTDIV ACHV PRTF73935X73241420,000SH DFND710,000010,000
POWERSHARES ETF TRUSTDYN PHRMA PORT73935X7994746,045SH DFND76,04500
POWERSHARES ETF TRUSTDYN PHRMA PORT73935X79955700SH DFND970000
POWERSHS DB MULTI SECT COMMPS DB AGRICUL FD73936B4081426,100SH DFND76,10000
POWERSHS DB MULTI SECT COMMPS DB AGRICUL FD73936B4081175,000SH DFND95,00000
POWERSHARES ETF TRUST IIGLOBL AGRI ETF73936Q7022628,819SH DFND78,81900
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q7691,15348,474SH DFND731,913016,561
POWERSHARES ETF TRUST IISENIOR LN PORT73936Q7691,51463,622SH DFND91,422062,200
POWERSHARES GLOBAL ETF TRUSTAGG PFD PORT73936T56510700SH DFND170000
POWERSHARES GLOBAL ETF TRUSTAGG PFD PORT73936T56517211,806SH DFND711,80600
POWERSHARES GLOBAL ETF TRUSTSOVEREIGN DEBT73936T57343815,815SH DFND715,81500
POWERSHARES ETF TR IIBUILD AMER ETF73937B40750817,661SH DFND717,66100
POWERSHARES ETF TR IIKBW BK PORT73937B74663816,058SH DFND716,05800
POWERSHARES ETF TR IIS&P500 LOW VOL73937B77972819,881SH DFND719,88100
PRAXAIR INCCOM74005P1043192,667SH DFND12,66700
PRAXAIR INCCOM74005P1049277,750SH DFND137,75000
PRAXAIR INCCOM74005P10426,404220,861SH DFND14220,86100
PRAXAIR INCCOM74005P1044,43837,125SH DFND730,73706,388
PRAXAIR INCCOM74005P104103858SH DFND7,9827031
PRAXAIR INCCOM74005P1042,52321,105SH DFND98,724012,381
PRAXAIR INCCOM74005P1046765,655SH OTR15,4550200
PRECISION CASTPARTS CORPCOM7401891056623,314SH DFND13,31202
PRECISION CASTPARTS CORPCOM7401891052,07710,390SH DFND1310,39000
PRECISION CASTPARTS CORPCOM7401891052441,220SH DFND141,22000
PRECISION CASTPARTS CORPCOM74018910516SH DFND3600
PRECISION CASTPARTS CORPCOM7401891052,17810,897SH DFND710,3980499
PRECISION CASTPARTS CORPCOM74018910586429SH DFND7,9400029
PRECISION CASTPARTS CORPCOM74018910510,70153,542SH DFND953,54200
PRECISION CASTPARTS CORPCOM74018910528140SH OTR114000
PRESTIGE BRANDS HLDGS INCCOM74112D1013477,511SH DFND137,51100
PRESTIGE BRANDS HLDGS INCCOM74112D10131680SH DFND1468000
PRESTIGE BRANDS HLDGS INCCOM74112D1011733,750SH DFND33,75000
PRESTIGE BRANDS HLDGS INCCOM74112D10110210SH DFND721000
PRICE T ROWE GROUP INCCOM74144T1086,57084,523SH DFND183,15701,366
PRICE T ROWE GROUP INCCOM74144T1083,20141,185SH DFND1,327,935013,250
PRICE T ROWE GROUP INCCOM74144T1082,61833,680SH DFND1333,68000
PRICE T ROWE GROUP INCCOM74144T1083594,622SH DFND144,62200
PRICE T ROWE GROUP INCCOM74144T1081,31916,969SH DFND316,96900
PRICE T ROWE GROUP INCCOM74144T10813,191169,709SH DFND7162,16407,545
PRICE T ROWE GROUP INCCOM74144T1085,08865,455SH DFND7,965,44906
PRICE T ROWE GROUP INCCOM74144T10821,650278,524SH DFND9278,469055
PRICE T ROWE GROUP INCCOM74144T1081,72222,151SH OTR119,14403,007
PRICE T ROWE GROUP INCCOM74144T1081091,400SH OTR71,40000
PRICELINE GRP INCDEBT 1.000% 3/1741503AQ91511,000PRN DFND711,00000
PRICELINE GRP INCNOTE 0.350% 6/1741503AS53229,000PRN DFND929,00000
PRICELINE GRP INCCOM NEW7415034032,5942,253SH DFND12,166087
PRICELINE GRP INCCOM NEW7415034031,070929SH DFND1,392900
PRICELINE GRP INCCOM NEW7415034031,8771,630SH DFND131,63000
PRICELINE GRP INCCOM NEW741503403921800SH DFND1480000
PRICELINE GRP INCCOM NEW7415034031,6021,391SH DFND31,39100
PRICELINE GRP INCCOM NEW7415034035,4794,758SH DFND74,6490109
PRICELINE GRP INCCOM NEW741503403301261SH DFND7,926100
PRICELINE GRP INCCOM NEW7415034035,0024,344SH DFND94,317027
PRICELINE GRP INCCOM NEW741503403198172SH OTR187085
PRICESMART INCCOM74151110946502SH DFND149606
PRICESMART INCCOM7415111091,91621,000SH DFND1321,00000
PRICESMART INCCOM74151110919206SH DFND1420600
PRICESMART INCCOM741511109217SH DFND31700
PRICESMART INCCOM74151110985934SH DFND7915019
PRICESMART INCCOM7415111091711,875SH DFND7,91,87500
PRICESMART INCCOM7415111095355,869SH DFND95,86900
PRIMORIS SVCS CORPCOM74164F10328014,126SH DFND1314,12600
PRIMORIS SVCS CORPCOM74164F10310500SH DFND1450000
PRIMORIS SVCS CORPCOM74164F1033175SH DFND717500
PRIMORIS SVCS CORPCOM74164F103512,588SH DFND92,58800
PRIMERICA INCCOM74164M108841,830SH DFND131,83000
PRIMERICA INCCOM74164M10818400SH DFND1440000
PRIMERICA INCCOM74164M10828614SH DFND761400
PRIMERICA INCCOM74164M1089195SH DFND7,919500
PRIMERICA INCCOM74164M1081142,488SH DFND92,48800
PRINCIPAL FINL GROUP INCCOM74251V10241795SH DFND179500
PRINCIPAL FINL GROUP INCCOM74251V1021843,590SH DFND133,59000
PRINCIPAL FINL GROUP INCCOM74251V10241800SH DFND1480000
PRINCIPAL FINL GROUP INCCOM74251V1021372,669SH DFND72,658011
PRINCIPAL FINL GROUP INCCOM74251V10227520SH DFND7,9505015
PRINCIPAL FINL GROUP INCCOM74251V1028155SH DFND915500
PROCTER & GAMBLE COCOM74271810921,179270,693SH DFND1269,9990694
PROCTER & GAMBLE COCOM7427181092,24328,666SH DFND1328,66600
PROCTER & GAMBLE COCOM7427181096828,711SH DFND148,71100
PROCTER & GAMBLE COCOM7427181091471,884SH DFND31,88400
PROCTER & GAMBLE COCOM74271810927,372349,851SH DFND7328,898020,953
PROCTER & GAMBLE COCOM7427181094,37755,943SH DFND7,955,7730170
PROCTER & GAMBLE COCOM74271810951,134653,555SH DFND9629,381024,174
PROCTER & GAMBLE COCOM74271810920,850266,486SH OTR1192,564073,922
PROCTER & GAMBLE COCOM7427181092353,000SH OTR73,00000
PROCTER & GAMBLE COCOM7427181091200SHCallDFND720000
PROCTER & GAMBLE COCOM74271810957,400SHCallDFND97,40000
PRIVATEBANCORP INCCOM7429621031042,610SH DFND132,61000
PRIVATEBANCORP INCCOM74296210321517SH DFND1451700
PRIVATEBANCORP INCCOM7429621031794,492SH DFND74,49200
PROGRESSIVE CORP OHIOCOM7433151031224,400SH DFND14,40000
PROGRESSIVE CORP OHIOCOM7433151032759,880SH DFND139,88000
PROGRESSIVE CORP OHIOCOM743315103652,345SH DFND142,34500
PROGRESSIVE CORP OHIOCOM74331510386130,945SH DFND730,6750270
PROGRESSIVE CORP OHIOCOM743315103471,682SH DFND7,91,68200
PROGRESSIVE CORP OHIOCOM74331510319683SH DFND968300
PROGRESSIVE CORP OHIOCOM74331510320711SH OTR171100
PROLOGIS INCCOM74340W103138SH DFND13800
PROLOGIS INCCOM74340W1031784,790SH DFND134,79000
PROLOGIS INCCOM74340W10352514,140SH DFND1414,14000
PROLOGIS INCCOM74340W1032747,380SH DFND77,38000
PROLOGIS INCCOM74340W1031102,957SH DFND7,92,95700
PROLOGIS INCCOM74340W103381,025SH DFND97350290
PROLOGIS INCCOM74340W1032,50567,512SH OTR1367,51200
PROOFPOINT INCCOM7434241031502,350SH DFND132,35000
PROOFPOINT INCCOM74342410329460SH DFND1446000
PROOFPOINT INCCOM74342410343682SH DFND75090173
PROOFPOINT INCCOM743424103761,200SH DFND91,0000200
PROSHARES TRPSHS ULTSH 20YRS74347B20162812,607SH DFND712,60700
PROSHARES TRPSHS ULTSH 20YRS74347B20121,000SHCallDFND71,00000
PROSHARES TRPSHS ULTSH 20YRS74347B2011500SHPutDFND750000
PROSHARES TRPSHS ULSHT SP50074347B30030014,225SH DFND714,22500
PROSHARES TRPSHS ULSHT SP50074347B300125SH OTR12500
PROSHARES TRINVT INT RT HG74347B6072553,329SH DFND73,32900
PROSHARES TRINVT INT RT HG74347B6074826,300SH DFND9006,300
PROSHARES TRSHRT 20+YR TRE74347X84986633,002SH DFND733,00200
PROSHARES TRS&P 500 DV ARIST74348A4672,91359,200SH DFND1459,20000
PROSHARES TRS&P 500 DV ARIST74348A4671032,085SH DFND72,08500
PROSHARES TRS&P 500 DV ARIST74348A467521,050SH DFND91,05000
PROSHARES TRHGH YLD INT RATE74348A5415627,766SH DFND77,76600
PROSHARES TRHGH YLD INT RATE74348A5414856,700SH DFND9006,700
PROSPECT CAPITAL CORPORATIONNOTE 5.500% 8/174348TAD4205200,000PRN DFND7200,00000
PROSPECT CAPITAL CORPORATIONCOM74348T10227637,500SH DFND10037,500
PROSPECT CAPITAL CORPORATIONCOM74348T102263,467SH DFND73,46700
PROTO LABS INCCOM74371310948710SH DFND1371000
PROTO LABS INCCOM74371310916240SH DFND1424000
PROTO LABS INCCOM7437131091552,290SH DFND72,192098
PROTO LABS INCCOM7437131098125SH DFND7,912500
PROTO LABS INCCOM74371310967994SH DFND999400
PROVIDENCE SVC CORPCOM7438151023578,053SH DFND138,05300
PROVIDENCE SVC CORPCOM7438151027150SH DFND1415000
PROVIDENCE SVC CORPCOM7438151028170SH DFND700170
PRUDENTIAL FINL INCCOM7443201022442,788SH DFND12,78800
PRUDENTIAL FINL INCCOM7443201024144,730SH DFND134,73000
PRUDENTIAL FINL INCCOM7443201021782,030SH DFND142,03000
PRUDENTIAL FINL INCCOM74432010295410,897SH DFND77,55303,344
PRUDENTIAL FINL INCCOM7443201021411,614SH DFND7,91,0760538
PRUDENTIAL FINL INCCOM7443201021,20513,770SH DFND911,80301,967
PRUDENTIAL FINL INCCOM74432010238437SH OTR143700
PRUDENTIAL FINL INCCOM7443201024600SHCallDFND960000
PRUDENTIAL PLCADR74435K2041974,059SH DFND14,05900
PRUDENTIAL PLCADR74435K2041,22925,310SH DFND725,31000
PRUDENTIAL PLCADR74435K20460712,495SH DFND7,912,2150280
PRUDENTIAL PLCADR74435K20487518,012SH DFND918,01200
PUBLIC SVC ENTERPRISE GROUPCOM74457310644411,306SH DFND111,30600
PUBLIC SVC ENTERPRISE GROUPCOM7445731062446,200SH DFND136,20000
PUBLIC SVC ENTERPRISE GROUPCOM744573106441,110SH DFND141,11000
PUBLIC SVC ENTERPRISE GROUPCOM74457310696724,610SH DFND716,32008,290
PUBLIC SVC ENTERPRISE GROUPCOM7445731061634,156SH DFND7,93,6660490
PUBLIC SVC ENTERPRISE GROUPCOM74457310643311,031SH DFND910,6110420
PUBLIC SVC ENTERPRISE GROUPCOM744573106822,100SH OTR12,10000
PUBLIC STORAGECOM74460D1097123,860SH DFND133,86000
PUBLIC STORAGECOM74460D1098574,649SH DFND144,64900
PUBLIC STORAGECOM74460D1092801,519SH DFND71,51900
PUBLIC STORAGECOM74460D10958313SH DFND7,931300
PUBLIC STORAGECOM74460D1092101,137SH DFND91,13700
PUBLIC STORAGECOM74460D1093,16017,137SH OTR1317,13700
PULTE GROUP INCCOM745867101814,040SH DFND134,04000
PULTE GROUP INCCOM745867101552,730SH DFND142,73000
PULTE GROUP INCCOM745867101723,579SH DFND73,57900
PULTE GROUP INCCOM7458671017325SH DFND932500
QUAKER CHEM CORPCOM7473161074705,294SH DFND135,29400
QUAKER CHEM CORPCOM74731610715174SH DFND1417400
QUAKER CHEM CORPCOM7473161071131,273SH DFND717301,100
QLIK TECHNOLOGIES INCCOM74733T1052296,540SH DFND136,54000
QLIK TECHNOLOGIES INCCOM74733T105361,040SH DFND141,04000
QLIK TECHNOLOGIES INCCOM74733T1054120SH DFND786034
QEP RES INCCOM74733V100442,400SH DFND132,40000
QEP RES INCCOM74733V100392,120SH DFND142,12000
QEP RES INCCOM74733V10018710,117SH DFND710,11700
QEP RES INCCOM74733V1009498SH DFND7,949800
QEP RES INCCOM74733V10011571SH DFND93150256
QEP RES INCCOM74733V100593,200SH OTR13,20000
QORVO INCCOM74736K1011381,725SH DFND11,71609
QORVO INCCOM74736K1011,10813,806SH DFND1313,80600
QORVO INCCOM74736K1012252,800SH DFND142,80000
QORVO INCCOM74736K1012,53131,529SH DFND731,516013
QORVO INCCOM74736K1012813,504SH DFND7,93,50400
QORVO INCCOM74736K1013954,923SH DFND94,92300
QORVO INCCOM74736K10147589SH OTR14890100
QUALCOMM INCCOM7475251033,21251,281SH DFND150,16601,115
QUALCOMM INCCOM7475251032,06532,975SH DFND1,332,97500
QUALCOMM INCCOM7475251031,65226,380SH DFND1326,38000
QUALCOMM INCCOM74752510374011,820SH DFND1411,82000
QUALCOMM INCCOM7475251031,28320,491SH DFND320,49100
QUALCOMM INCCOM74752510316,917270,104SH DFND7264,97205,132
QUALCOMM INCCOM7475251033,13250,008SH DFND7,949,951057
QUALCOMM INCCOM74752510328,497455,003SH DFND9447,81607,187
QUALCOMM INCCOM7475251035598,919SH OTR16,15902,760
QUALCOMM INCCOM7475251030400SHCallDFND940000
QUALITY SYS INCCOM747582104412,496SH DFND132,49600
QUALITY SYS INCCOM7475821049542SH DFND1454200
QUALITY SYS INCCOM74758210485551,600SH DFND751,60000
QUALITY SYS INCCOM7475821041509,029SH DFND98,4000629
QUANTA SVCS INCCOM74762E1021445,010SH DFND135,01000
QUANTA SVCS INCCOM74762E102371,300SH DFND141,30000
QUANTA SVCS INCCOM74762E1022227,709SH DFND77,70009
QUANTA SVCS INCCOM74762E10220705SH DFND970500
QUANTUM CORPCOM DSSG7479062041911,560SH DFND1311,56000
QUANTUM CORPCOM DSSG7479062041560SH DFND1456000
QUEST DIAGNOSTICS INCCOM74834L10020282SH DFND128200
QUEST DIAGNOSTICS INCCOM74834L1001341,850SH DFND131,85000
QUEST DIAGNOSTICS INCCOM74834L10044600SH DFND1460000
QUEST DIAGNOSTICS INCCOM74834L1001,11315,350SH DFND715,2300120
QUEST DIAGNOSTICS INCCOM74834L10054743SH DFND7,974300
QUEST DIAGNOSTICS INCCOM74834L1005517,601SH DFND96,60101,000
QUEST DIAGNOSTICS INCCOM74834L10022300SH OTR100300
QUESTAR CORPCOM7483561021366,500SH DFND136,50000
QUESTAR CORPCOM748356102361,720SH DFND141,72000
QUESTAR CORPCOM74835610236417,407SH DFND710,13207,275
QUESTAR CORPCOM7483561026290SH DFND7,929000
QUESTAR CORPCOM74835610212565SH DFND956500
QUESTAR CORPCOM748356102793,800SH OTR13,80000
QUIKSILVER INCCOM74838C106812,094SH DFND1312,09400
QUIKSILVER INCCOM74838C10622,530SH DFND142,53000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1011371,880SH DFND131,88000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1011311,800SH DFND141,80000
QUINTILES TRANSNATIO HLDGS ICOM74876Y1011822,504SH DFND71,05201,452
QUINTILES TRANSNATIO HLDGS ICOM74876Y10119264SH DFND7,926400
QUINTILES TRANSNATIO HLDGS ICOM74876Y101821,130SH DFND91,13000
RLI CORPCOM74960710767413,106SH DFND1,30013,106
RLI CORPCOM749607107841,632SH DFND131,63200
RLI CORPCOM74960710712236SH DFND1423600
RLI CORPCOM74960710744858SH DFND785800
RLI CORPCOM7496071078161SH DFND7,916100
RLI CORPCOM74960710798219,105SH DFND92,545016,560
RLJ LODGING TRCOM74965L1011515,080SH DFND135,08000
RLJ LODGING TRCOM74965L101441,478SH DFND141,47800
RLJ LODGING TRCOM74965L10113449SH DFND744900
RLJ LODGING TRCOM74965L101385SH DFND7,98500
RLJ LODGING TRCOM74965L101395SH DFND99500
RLJ LODGING TRCOM74965L1012939,851SH OTR139,85100
RPM INTL INCCOM7496851031843,760SH DFND133,76000
RPM INTL INCCOM7496851031382,810SH DFND142,81000
RPM INTL INCCOM74968510383817,115SH DFND717,11500
RPM INTL INCCOM74968510332650SH DFND7,965000
RPM INTL INCCOM7496851031,06221,681SH DFND921,68100
RPM INTL INCCOM74968510317350SH OTR135000
RTI INTL METALS INCNOTE 1.625%10/174973WAB34743,000PRN DFND943,00000
RADIUS HEALTH INCCOM NEW75046920710150SH DFND115000
RADIUS HEALTH INCCOM NEW7504692071171,730SH DFND131,73000
RADIUS HEALTH INCCOM NEW75046920724350SH DFND1435000
RADIUS HEALTH INCCOM NEW7504692071221,800SH DFND91,80000
RALPH LAUREN CORPCL A751212101325SH DFND12500
RALPH LAUREN CORPCL A75121210164480SH DFND1448000
RALPH LAUREN CORPCL A751212101101760SH DFND776000
RALPH LAUREN CORPCL A75121210114105SH DFND7,910500
RALPH LAUREN CORPCL A7512121011,0437,880SH DFND91,88006,000
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT751452202372,244SH DFND132,24400
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT751452202794,860SH DFND144,86000
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT751452202301,861SH DFND71,86100
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220241625,505SH OTR1325,50500
RANGE RES CORPCOM75281A10912250SH DFND1,325000
RANGE RES CORPCOM75281A1091002,030SH DFND132,03000
RANGE RES CORPCOM75281A10946940SH DFND1494000
RANGE RES CORPCOM75281A109621,250SH DFND31,25000
RANGE RES CORPCOM75281A1091783,613SH DFND73,61300
RANGE RES CORPCOM75281A10911224SH DFND7,9190034
RANGE RES CORPCOM75281A1092304,654SH DFND93,55401,100
RANGE RES CORPCOM75281A10954311,000SH OTR1311,00000
RAYMOND JAMES FINANCIAL INCCOM75473010924411SH DFND140209
RAYMOND JAMES FINANCIAL INCCOM7547301092,36039,610SH DFND1339,61000
RAYMOND JAMES FINANCIAL INCCOM754730109125SH DFND32500
RAYMOND JAMES FINANCIAL INCCOM75473010983213,971SH DFND713,935036
RAYMOND JAMES FINANCIAL INCCOM75473010938635SH DFND7,963500
RAYMOND JAMES FINANCIAL INCCOM7547301092474,141SH DFND94,14100
RAYONIER INCCOM7549071031003,915SH DFND133,91500
RAYONIER INCCOM754907103592,295SH DFND142,29500
RAYONIER INCCOM7549071031626,338SH DFND76,33800
RAYONIER INCCOM754907103803,124SH DFND92,8240300
RAYONIER ADVANCED MATLS INCCOM75508B10431419,300SH DFND1,30019,300
RAYONIER ADVANCED MATLS INCCOM75508B104422,585SH DFND132,58500
RAYONIER ADVANCED MATLS INCCOM75508B104161,005SH DFND141,00500
RAYONIER ADVANCED MATLS INCCOM75508B10494458,043SH DFND757,8770166
RAYONIER ADVANCED MATLS INCCOM75508B1041147,000SH DFND7,97,00000
RAYONIER ADVANCED MATLS INCCOM75508B1041348,234SH DFND98,1340100
RAYTHEON COCOM NEW7551115073453,607SH DFND13,60700
RAYTHEON COCOM NEW7551115073373,520SH DFND133,52000
RAYTHEON COCOM NEW75511150779830SH DFND1483000
RAYTHEON COCOM NEW75511150790945SH DFND300945
RAYTHEON COCOM NEW7551115072,46725,786SH DFND722,97502,811
RAYTHEON COCOM NEW7551115077657,999SH DFND7,97,99900
RAYTHEON COCOM NEW7551115073,91440,907SH DFND930,98809,919
RAYTHEON COCOM NEW75511150716171SH OTR117100
RAYTHEON COCOM NEW7551115070500SHCallDFND950000
RBC BEARINGS INCCOM75524B1041,06314,815SH DFND1,30014,815
RBC BEARINGS INCCOM75524B1041021,417SH DFND131,41700
RBC BEARINGS INCCOM75524B10423327SH DFND1432700
RBC BEARINGS INCCOM75524B10465902SH DFND790200
RBC BEARINGS INCCOM75524B104678SH DFND7,97800
RBC BEARINGS INCCOM75524B1041,64722,945SH DFND91,891021,054
REALOGY HLDGS CORPCOM75605Y10622470SH DFND1360434
REALOGY HLDGS CORPCOM75605Y1063,22068,920SH DFND1368,92000
REALOGY HLDGS CORPCOM75605Y106243SH DFND34300
REALOGY HLDGS CORPCOM75605Y106551,170SH DFND71,17000
REALOGY HLDGS CORPCOM75605Y106235SH DFND93500
REALTY INCOME CORPCOM7561091041252,827SH DFND12,7240103
REALTY INCOME CORPCOM7561091041743,910SH DFND133,91000
REALTY INCOME CORPCOM7561091041493,349SH DFND143,34900
REALTY INCOME CORPCOM75610910453512,048SH DFND712,04800
REALTY INCOME CORPCOM75610910432727SH DFND95520175
REALTY INCOME CORPCOM756109104491,103SH OTR11,10300
REALTY INCOME CORPCOM75610910474316,728SH OTR1316,72800
RED HAT INCCOM75657710212154SH DFND1140014
RED HAT INCCOM7565771024,59660,530SH DFND1360,53000
RED HAT INCCOM7565771022293,010SH DFND143,01000
RED HAT INCCOM756577102335SH DFND33500
RED HAT INCCOM7565771022933,863SH DFND73,5970266
RED HAT INCCOM75657710228366SH DFND7,9280086
RED HAT INCCOM7565771021111,466SH DFND91,46600
REDWOOD TR INCCOM758075402483,089SH DFND133,08900
REDWOOD TR INCCOM75807540211710SH DFND1471000
REDWOOD TR INCCOM7580754022158SH DFND715800
REDWOOD TR INCCOM7580754021,37387,426SH DFND90087,426
REED ELSEVIER N VSPONS ADR NEW7582042001763,765SH DFND73,76500
REED ELSEVIER N VSPONS ADR NEW758204200115SH DFND7,91500
REED ELSEVIER N VSPONS ADR NEW7582042001613,443SH DFND93,44300
REGENCY CTRS CORPCOM7588491031212,060SH DFND132,06000
REGENCY CTRS CORPCOM7588491031151,951SH DFND141,95100
REGENCY CTRS CORPCOM758849103801,356SH DFND71,35600
REGENCY CTRS CORPCOM75884910319SH DFND7,9009
REGENCY CTRS CORPCOM758849103230SH DFND93000
REGENCY CTRS CORPCOM7588491034096,927SH OTR136,92700
REGENERON PHARMACEUTICALSCOM75886F1071,6743,282SH DFND13,184098
REGENERON PHARMACEUTICALSCOM75886F1072,1814,275SH DFND1,34,27500
REGENERON PHARMACEUTICALSCOM75886F1074,9999,800SH DFND139,80000
REGENERON PHARMACEUTICALSCOM75886F1076631,300SH DFND141,30000
REGENERON PHARMACEUTICALSCOM75886F1071,7883,505SH DFND33,50500
REGENERON PHARMACEUTICALSCOM75886F1079,05417,749SH DFND717,4040345
REGENERON PHARMACEUTICALSCOM75886F107417817SH DFND7,981700
REGENERON PHARMACEUTICALSCOM75886F1074,9709,743SH DFND99,711032
REGENERON PHARMACEUTICALSCOM75886F107107210SH OTR1153057
REGIONS FINL CORP NEWCOM7591EP100101,000SH DFND11,00000
REGIONS FINL CORP NEWCOM7591EP10018017,356SH DFND1317,35600
REGIONS FINL CORP NEWCOM7591EP100666,362SH DFND146,36200
REGIONS FINL CORP NEWCOM7591EP1001,828176,418SH DFND7176,41800
REGIONS FINL CORP NEWCOM7591EP100201,915SH DFND7,91,5150400
REGIONS FINL CORP NEWCOM7591EP10010979SH DFND997900
REINSURANCE GROUP AMER INCCOM NEW7593516041601,690SH DFND131,69000
REINSURANCE GROUP AMER INCCOM NEW75935160442440SH DFND1444000
REINSURANCE GROUP AMER INCCOM NEW7593516042392,521SH DFND72,52100
REINSURANCE GROUP AMER INCCOM NEW75935160424252SH DFND924507
RELIANCE STEEL & ALUMINUM COCOM75950910245750SH DFND1375000
RELIANCE STEEL & ALUMINUM COCOM75950910225410SH DFND1441000
RELIANCE STEEL & ALUMINUM COCOM7595091024076,731SH DFND76,686045
RELIANCE STEEL & ALUMINUM COCOM75950910213215SH DFND921500
RELIANCE STEEL & ALUMINUM COCOM7595091020200SHCallDFND920000
RELYPSA INCCOM759531106641,940SH DFND131,94000
RELYPSA INCCOM75953110613380SH DFND1438000
RELYPSA INCCOM75953110638111,500SH OTR1311,50000
RENTECH INCCOM760112102119,960SH DFND139,96000
RENTECH INCCOM7601121021880SH DFND1488000
REPUBLIC SVCS INCCOM7607591002015,140SH DFND135,14000
REPUBLIC SVCS INCCOM76075910028710SH DFND1471000
REPUBLIC SVCS INCCOM760759100541,378SH DFND71,37800
REPUBLIC SVCS INCCOM76075910014366SH DFND7,9350016
REPUBLIC SVCS INCCOM760759100254SH DFND938016
RESMED INCCOM7611521079163SH DFND1152011
RESMED INCCOM7611521073,11855,320SH DFND1355,32000
RESMED INCCOM7611521071693,000SH DFND143,00000
RESMED INCCOM761152107231SH DFND33100
RESMED INCCOM761152107731,303SH DFND712801,175
RESMED INCCOM76115210714248SH DFND924800
RESMED INCCOM761152107242SH OTR14200
RESTORATION HARDWARE HLDGS ICOM76128310010100SH DFND110000
RESTORATION HARDWARE HLDGS ICOM7612831001821,860SH DFND131,86000
RESTORATION HARDWARE HLDGS ICOM76128310036370SH DFND1437000
RESTORATION HARDWARE HLDGS ICOM76128310013132SH DFND713200
RESTAURANT BRANDS INTL INCCOM76131D1031363,553SH DFND13,55300
RESTAURANT BRANDS INTL INCCOM76131D1031784,652SH DFND134,65200
RESTAURANT BRANDS INTL INCCOM76131D103451,168SH DFND141,16800
RESTAURANT BRANDS INTL INCCOM76131D103922,397SH DFND72,39700
RESTAURANT BRANDS INTL INCCOM76131D103249SH DFND94900
RETAIL OPPORTUNITY INVTS CORCOM76131N101533,420SH DFND133,42000
RETAIL OPPORTUNITY INVTS CORCOM76131N101402,532SH DFND142,53200
RETAIL OPPORTUNITY INVTS CORCOM76131N10114916SH DFND791600
RETAIL OPPORTUNITY INVTS CORCOM76131N1012107SH DFND7,910700
RETAIL OPPORTUNITY INVTS CORCOM76131N1013168SH DFND916800
RETAIL OPPORTUNITY INVTS CORCOM76131N1011348,569SH OTR138,56900
RETAIL PPTYS AMER INCCL A76131V202282,000SH DFND142,00000
RETAIL PPTYS AMER INCCL A76131V2025384SH DFND738400
RETAIL PPTYS AMER INCCL A76131V2023201SH DFND9120081
RETAIL PPTYS AMER INCCL A76131V20224517,621SH OTR1317,62100
REYNOLDS AMERICAN INCCOM7617131062263,032SH DFND12,7800252
REYNOLDS AMERICAN INCCOM76171310682110,994SH DFND1310,99400
REYNOLDS AMERICAN INCCOM7617131064235,667SH DFND145,66700
REYNOLDS AMERICAN INCCOM7617131064,55961,057SH DFND760,8740183
REYNOLDS AMERICAN INCCOM7617131062733,661SH DFND7,93,66100
REYNOLDS AMERICAN INCCOM7617131061,60221,454SH DFND921,45400
REYNOLDS AMERICAN INCCOM7617131061702,276SH OTR11,7760500
RIO TINTO PLCSPONSORED ADR7672041001363,299SH DFND13,29900
RIO TINTO PLCSPONSORED ADR7672041001543,734SH DFND143,73400
RIO TINTO PLCSPONSORED ADR7672041001,12527,288SH DFND722,12805,160
RIO TINTO PLCSPONSORED ADR76720410042210,241SH DFND7,910,24100
RIO TINTO PLCSPONSORED ADR7672041001,11026,926SH DFND922,37004,556
RIO TINTO PLCSPONSORED ADR76720410025605SH OTR160500
RITCHIE BROS AUCTIONEERSCOM76774410515522SH DFND152200
RITCHIE BROS AUCTIONEERSCOM7677441051485,297SH DFND75,0180279
RITCHIE BROS AUCTIONEERSCOM767744105652,343SH DFND7,92,34300
RITCHIE BROS AUCTIONEERSCOM7677441052258,051SH DFND98,05100
RITE AID CORPCOM76775410434341,130SH DFND1341,13000
RITE AID CORPCOM7677541048610,280SH DFND1410,28000
RITE AID CORPCOM76775410431637,805SH DFND737,80500
RITE AID CORPCOM767754104293,458SH DFND93,45800
ROBERT HALF INTL INCCOM7703231032785,010SH DFND135,01000
ROBERT HALF INTL INCCOM7703231031542,770SH DFND142,77000
ROBERT HALF INTL INCCOM7703231033285,902SH DFND75,90200
ROBERT HALF INTL INCCOM77032310317300SH DFND7,9240060
ROBERT HALF INTL INCCOM7703231032805,053SH DFND95,05300
ROCK-TENN COCL A7727392072414,000SH DFND134,00000
ROCK-TENN COCL A77273920730500SH DFND1450000
ROCK-TENN COCL A7727392072784,616SH DFND74,60808
ROCK-TENN COCL A77273920742700SH DFND970000
ROCKWELL AUTOMATION INCCOM7739031097596,088SH DFND16,08008
ROCKWELL AUTOMATION INCCOM7739031093,66729,420SH DFND1329,42000
ROCKWELL AUTOMATION INCCOM7739031093102,490SH DFND142,49000
ROCKWELL AUTOMATION INCCOM773903109322SH DFND32200
ROCKWELL AUTOMATION INCCOM7739031091581,264SH DFND71,26400
ROCKWELL AUTOMATION INCCOM77390310917137SH DFND7,913700
ROCKWELL AUTOMATION INCCOM7739031093682,954SH DFND92,95400
ROCKWELL AUTOMATION INCCOM7739031093642,920SH OTR12,92000
ROCKWELL COLLINS INCCOM7743411012172,347SH DFND12,34700
ROCKWELL COLLINS INCCOM7743411014134,470SH DFND134,47000
ROCKWELL COLLINS INCCOM7743411011922,080SH DFND142,08000
ROCKWELL COLLINS INCCOM7743411011892,047SH DFND72,03908
ROCKWELL COLLINS INCCOM774341101335SH DFND7,90035
ROCKWELL COLLINS INCCOM774341101921,000SH DFND91,00000
ROCKWELL COLLINS INCCOM7743411011751,900SH OTR11,820080
ROGERS COMMUNICATIONS INCCL B77510920014400SH DFND140000
ROGERS COMMUNICATIONS INCCL B7751092003,596101,211SH DFND7101,189022
ROGERS COMMUNICATIONS INCCL B7751092001,25335,269SH DFND7,935,26900
ROGERS COMMUNICATIONS INCCL B77510920057616,206SH DFND916,181025
ROGERS CORPCOM77513310166992SH DFND1399200
ROGERS CORPCOM7751331012814,255SH DFND144,25500
ROGERS CORPCOM77513310146697SH DFND769700
ROPER TECHNOLOGIES INCCOM77669610629171SH DFND100171
ROPER TECHNOLOGIES INCCOM7766961065173,000SH DFND133,00000
ROPER TECHNOLOGIES INCCOM7766961061851,070SH DFND141,07000
ROPER TECHNOLOGIES INCCOM7766961068264,787SH DFND74,747040
ROPER TECHNOLOGIES INCCOM7766961061270SH DFND7,96505
ROPER TECHNOLOGIES INCCOM7766961062,10112,185SH DFND912,18500
ROSS STORES INCCOM77829610346938SH DFND100938
ROSS STORES INCCOM77829610353210,940SH DFND1310,94000
ROSS STORES INCCOM7782961033407,000SH DFND147,00000
ROSS STORES INCCOM7782961031,71935,353SH DFND729,13506,218
ROSS STORES INCCOM7782961031503,082SH DFND7,92,994088
ROSS STORES INCCOM7782961031,09922,602SH DFND912,502010,100
ROSS STORES INCCOM7782961033898,000SH OTR18,00000
ROYAL BK CDA MONTREAL QUECOM78008710224400SH DFND140000
ROYAL BK CDA MONTREAL QUECOM78008710263210,337SH DFND710,32809
ROYAL BK CDA MONTREAL QUECOM7800871025929,684SH DFND7,99,68400
ROYAL BK CDA MONTREAL QUECOM78008710264510,550SH DFND910,55000
ROYAL BK CDA MONTREAL QUECOM78008710220320SH OTR132000
ROYAL BK SCOTLAND GROUP PLCSPONS ADR 20 ORD780097689696,213SH DFND146,21300
ROYAL BK SCOTLAND GROUP PLCSPONS ADR 20 ORD780097689262,308SH DFND72,30800
ROYAL BK SCOTLAND GROUP PLCSPONS ADR 20 ORD7800976893281SH OTR128100
ROYAL BK SCOTLAND GROUP PLCSPONS ADR 20 ORD7800976891049,368SH OTR139,36800
ROYAL DUTCH SHELL PLCSPON ADR B780259107611,066SH DFND18840182
ROYAL DUTCH SHELL PLCSPON ADR B78025910778313,650SH DFND1,313,65000
ROYAL DUTCH SHELL PLCSPON ADR B78025910765211,376SH DFND1411,37600
ROYAL DUTCH SHELL PLCSPON ADR B780259107731,270SH DFND3001,270
ROYAL DUTCH SHELL PLCSPON ADR B7802591071,72430,064SH DFND730,038026
ROYAL DUTCH SHELL PLCSPON ADR B78025910743755SH DFND7,975500
ROYAL DUTCH SHELL PLCSPON ADR B78025910765811,480SH DFND95,38006,100
ROYAL DUTCH SHELL PLCSPON ADR B78025910719340SH OTR134000
ROYAL DUTCH SHELL PLCSPON ADR B78025910789415,596SH OTR1315,59600
ROYAL DUTCH SHELL PLCSPONS ADR A7802592062,68347,062SH DFND145,69601,366
ROYAL DUTCH SHELL PLCSPONS ADR A7802592063626,350SH DFND1,36,35000
ROYAL DUTCH SHELL PLCSPONS ADR A7802592065439,527SH DFND148,3641,1630
ROYAL DUTCH SHELL PLCSPONS ADR A7802592063806,657SH DFND36,65700
ROYAL DUTCH SHELL PLCSPONS ADR A7802592069,102159,648SH DFND7159,4950153
ROYAL DUTCH SHELL PLCSPONS ADR A7802592062,23039,123SH DFND7,939,058065
ROYAL DUTCH SHELL PLCSPONS ADR A78025920615,284268,101SH DFND9253,870014,231
ROYAL DUTCH SHELL PLCSPONS ADR A7802592062,15237,746SH OTR134,73203,014
ROYAL DUTCH SHELL PLCSPONS ADR A7802592064728,283SH OTR138,28300
ROYAL GOLD INCNOTE 2.875% 6/1780287AA688,000PRN DFND78,00000
ROYAL GOLD INCNOTE 2.875% 6/1780287AA66362,000PRN DFND962,00000
RYANAIR HLDGS PLCSPONSORED ADR7835131042012,818SH DFND72,770048
RYANAIR HLDGS PLCSPONSORED ADR783513104690SH DFND7,920070
RYDER SYS INCCOM78354910822247SH DFND124700
RYDER SYS INCCOM783549108340SH DFND134000
RYDER SYS INCCOM7835491087358,408SH DFND78,40800
RYDER SYS INCCOM78354910815175SH DFND7,917500
RYDER SYS INCCOM7835491082993,423SH DFND93,42300
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W1061752,196SH DFND12,19600
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W10691811,506SH DFND711,50600
RYDEX ETF TRUSTGUG S&P500 EQ WT78355W1067789,745SH DFND99,74500
RYDEX ETF TRUSTGUG S&P500 PU GR78355W4032342,888SH DFND72,88800
RYDEX ETF TRUSTGUG S&P500EQWTTE78355W8175996,638SH DFND76,63800
RYLAND GROUP INCNOTE 0.250% 6/0783764AS27477,000PRN DFND977,00000
RYLAND GROUP INCCOM78376410347310,200SH DFND1310,20000
RYLAND GROUP INCCOM78376410318387SH DFND1438700
RYLAND GROUP INCCOM78376410310209SH DFND720900
RYLAND GROUP INCCOM783764103831,796SH DFND91,79600
RYMAN HOSPITALITY PPTYS INCCOM78377T10721404SH DFND140400
RYMAN HOSPITALITY PPTYS INCCOM78377T1071,04119,600SH DFND1,30019,600
RYMAN HOSPITALITY PPTYS INCCOM78377T1071292,432SH DFND132,43200
RYMAN HOSPITALITY PPTYS INCCOM78377T107801,501SH DFND141,50100
RYMAN HOSPITALITY PPTYS INCCOM78377T10793317,567SH DFND717,4310136
RYMAN HOSPITALITY PPTYS INCCOM78377T10715287SH DFND7,928700
RYMAN HOSPITALITY PPTYS INCCOM78377T1073095,817SH DFND95,81700
RYMAN HOSPITALITY PPTYS INCCOM78377T1072,00337,713SH OTR1337,71300
S & T BANCORP INCCOM7838591013,444116,392SH DFND1116,39200
S & T BANCORP INCCOM783859101361,220SH DFND131,22000
S & T BANCORP INCCOM783859101270SH DFND147000
SBA COMMUNICATIONS CORPCOM78388J1065194,510SH DFND134,51000
SBA COMMUNICATIONS CORPCOM78388J1061931,680SH DFND141,68000
SBA COMMUNICATIONS CORPCOM78388J1061901,655SH DFND71,65500
SBA COMMUNICATIONS CORPCOM78388J10617150SH DFND7,900150
SBA COMMUNICATIONS CORPCOM78388J10660520SH DFND93870133
SEI INVESTMENTS COCOM7841171033066,240SH DFND136,24000
SEI INVESTMENTS COCOM7841171031412,870SH DFND142,87000
SEI INVESTMENTS COCOM7841171033066,231SH DFND74,03102,200
SEI INVESTMENTS COCOM7841171033296,720SH DFND96,72000
SL GREEN RLTY CORPCOM78440X10187790SH DFND1379000
SL GREEN RLTY CORPCOM78440X1013112,834SH DFND142,83400
SL GREEN RLTY CORPCOM78440X10139357SH DFND735700
SL GREEN RLTY CORPCOM78440X10117SH DFND9007
SL GREEN RLTY CORPCOM78440X1012,16119,662SH OTR1319,66200
SLM CORPCOM78442P106535,360SH DFND135,36000
SLM CORPCOM78442P106575,770SH DFND145,77000
SLM CORPCOM78442P106454,555SH DFND74,3210234
SLM CORPCOM78442P1065530SH DFND7,953000
SLM CORPCOM78442P1063315SH DFND931500
SM ENERGY COCOM78454L1007150SH DFND1315000
SM ENERGY COCOM78454L1001823,945SH DFND143,94500
SM ENERGY COCOM78454L10024510SH DFND7456054
SM ENERGY COCOM78454L10014297SH DFND7,929700
SM ENERGY COCOM78454L100891,937SH DFND91,93700
SPDR S&P 500 ETF TRTR UNIT78462F10318,72390,953SH DFND189,95301,000
SPDR S&P 500 ETF TRTR UNIT78462F1035,47326,585SH DFND326,58500
SPDR S&P 500 ETF TRTR UNIT78462F10395,158462,271SH DFND7461,3800891
SPDR S&P 500 ETF TRTR UNIT78462F1038,00138,870SH DFND7,938,87000
SPDR S&P 500 ETF TRTR UNIT78462F10350,354244,614SH DFND9236,03908,575
SPDR S&P 500 ETF TRTR UNIT78462F1037823,801SH OTR13,80100
SPDR S&P 500 ETF TRTR UNIT78462F1031,6478,000SH OTR78,00000
SPDR S&P 500 ETF TRTR UNIT78462F103115,300SHCallDFND115,30000
SPDR S&P 500 ETF TRTR UNIT78462F10319,100SHCallDFND79,10000
SPDR S&P 500 ETF TRTR UNIT78462F10316,200SHCallDFND96,20000
SPDR S&P 500 ETF TRTR UNIT78462F10338042,500SHPutDFND142,50000
SPDR S&P 500 ETF TRTR UNIT78462F10321731,500SHPutDFND731,50000
SPDR S&P 500 ETF TRTR UNIT78462F1034412,900SHPutDFND912,90000
SPDR S&P 500 ETF TRTR UNIT78462F1039214,400SHPutOTR114,40000
SPDR GOLD TRUSTGOLD SHS78463V1071211,075SH DFND11,07500
SPDR GOLD TRUSTGOLD SHS78463V1078467,532SH DFND1,37,53200
SPDR GOLD TRUSTGOLD SHS78463V1074,62441,150SH DFND740,7990351
SPDR GOLD TRUSTGOLD SHS78463V1073383,006SH DFND7,93,00600
SPDR GOLD TRUSTGOLD SHS78463V1072,66323,699SH DFND923,69900
SPDR GOLD TRUSTGOLD SHS78463V10722200SH OTR120000
SPDR INDEX SHS FDSEURO STOXX 5078463X2023078,197SH DFND76,69701,500
SPDR INDEX SHS FDSEURO STOXX 5078463X2021333,557SH DFND7,93,55700
SPDR INDEX SHS FDSEURO STOXX 5078463X20263817,033SH DFND912,53304,500
SPDR INDEX SHS FDSS&P EM MKT DIV78463X5332728,300SH DFND18,0000300
SPDR INDEX SHS FDSS&P EM MKT DIV78463X5334,289131,035SH DFND7131,03500
SPDR INDEX SHS FDSS&P EM MKT DIV78463X53340412,350SH DFND7,912,35000
SPDR INDEX SHS FDSS&P EM MKT DIV78463X5333,834117,147SH DFND9117,14700
SPDR INDEX SHS FDSGLB NAT RESRCE78463X541481,130SH DFND11,13000
SPDR INDEX SHS FDSGLB NAT RESRCE78463X541451,061SH DFND1,31,06100
SPDR INDEX SHS FDSGLB NAT RESRCE78463X54198723,467SH DFND323,46700
SPDR INDEX SHS FDSGLB NAT RESRCE78463X5411974,689SH DFND74,68900
SPDR INDEX SHS FDSGLB NAT RESRCE78463X5418200SH DFND7,920000
SPDR INDEX SHS FDSGLB NAT RESRCE78463X54123552SH DFND955200
SPDR INDEX SHS FDSGLB NAT RESRCE78463X54127650SH OTR165000
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X74927596SH DFND159600
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X7491,54833,786SH DFND732,67501,111
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X749922,000SH DFND7,92,00000
SPDR INDEX SHS FDSDJ GLB RL ES ETF78463X7491984,320SH DFND94,32000
SPDR INDEX SHS FDSS&P INTL ETF78463X7724129,923SH DFND79,92300
SPDR INDEX SHS FDSMSCI ACWI EXUS78463X848451,308SH DFND11,30800
SPDR INDEX SHS FDSMSCI ACWI EXUS78463X848591,702SH DFND141,70200
SPDR INDEX SHS FDSMSCI ACWI EXUS78463X848982,841SH DFND72,84100
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8631,63639,083SH DFND138,06201,021
SPDR INDEX SHS FDSDJ INTL RL ETF78463X863461,092SH DFND1,31,09200
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8634,473106,850SH DFND13106,85000
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8632,25653,890SH DFND353,89000
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86310,146242,383SH DFND7236,35806,025
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8631,54936,998SH DFND7,936,99800
SPDR INDEX SHS FDSDJ INTL RL ETF78463X86312,265292,999SH DFND9292,7540245
SPDR INDEX SHS FDSDJ INTL RL ETF78463X8634179,967SH OTR19,96700
SPDR INDEX SHS FDSS&P INTL SMLCP78463X8711565,114SH DFND74,6390475
SPDR INDEX SHS FDSS&P INTL SMLCP78463X87155818,298SH DFND918,29800
SPX CORPCOM7846351042904,000SH DFND14,00000
SPX CORPCOM784635104891,230SH DFND131,23000
SPX CORPCOM78463510435480SH DFND747604
SPX CORPCOM78463510405SH DFND7,9005
SPX CORPCOM7846351041702,351SH DFND92,35100
SPDR SERIES TRUSTNUV HGHYLD MUN78464A2842895,205SH DFND74,2350970
SPDR SERIES TRUSTBRC CNV SECS ETF78464A35976015,976SH DFND715,97600
SPDR SERIES TRUSTBRC CNV SECS ETF78464A3594369,160SH DFND99,16000
SPDR SERIES TRUSTBRC HGH YLD BD78464A4172,72270,825SH DFND768,90001,925
SPDR SERIES TRUSTBRC HGH YLD BD78464A41740510,530SH DFND7,910,53000
SPDR SERIES TRUSTBRC HGH YLD BD78464A41723610SH DFND961000
SPDR SERIES TRUSTNUVN BR SHT MUNI78464A42562325,640SH DFND725,64000
SPDR SERIES TRUSTNUVN BRCLY MUNI78464A45828011,821SH DFND711,82100
SPDR SERIES TRUSTBARC SHT TR CP78464A4742457,994SH DFND77,99400
SPDR SERIES TRUSTDB INT GVT ETF78464A4903536,423SH DFND76,351072
SPDR SERIES TRUSTBRCLYS INTL ETF78464A5165179,947SH DFND79,94700
SPDR SERIES TRUSTBRCLYS INTL ETF78464A516112SH DFND7,91200
SPDR SERIES TRUSTDJ REIT ETF78464A6075296,265SH DFND16,26500
SPDR SERIES TRUSTDJ REIT ETF78464A6072,72432,282SH DFND732,28200
SPDR SERIES TRUSTDJ REIT ETF78464A6073604,261SH DFND7,93,4550806
SPDR SERIES TRUSTDJ REIT ETF78464A6077,86293,170SH DFND993,17000
SPDR SERIES TRUSTBARCLYS TIPS ETF78464A6562143,847SH DFND13,84700
SPDR SERIES TRUSTBARCLYS TIPS ETF78464A656474SH DFND77400
SPDR SERIES TRUSTBARCLYS TIPS ETF78464A6563,49762,747SH DFND962,74700
SPDR SERIES TRUSTS&P REGL BKG78464A6983718,391SH DFND78,39100
SPDR SERIES TRUSTS&P REGL BKG78464A6984019,078SH DFND99,07800
SPDR SERIES TRUSTS&P REGL BKG78464A6989200SH OTR120000
SPDR SERIES TRUSTS&P DIVID ETF78464A76315,191199,336SH DFND1197,81101,525
SPDR SERIES TRUSTS&P DIVID ETF78464A76361806SH DFND380600
SPDR SERIES TRUSTS&P DIVID ETF78464A7632,31230,341SH DFND729,09401,247
SPDR SERIES TRUSTS&P DIVID ETF78464A7632743,600SH DFND93,60000
SPDR SERIES TRUSTS&P DIVID ETF78464A7632,96538,910SH OTR137,43201,478
SPDR SERIES TRUSTS&P DIVID ETF78464A7632102,750SH OTR72,75000
SPDR SERIES TRUSTS&P BK ETF78464A79740811,246SH DFND711,24600
SPDR SERIES TRUSTS&P BK ETF78464A797772,135SH DFND92,0000135
SPDR SERIES TRUSTS&P BIOTECH78464A870196776SH DFND777600
SPDR SERIES TRUSTS&P BIOTECH78464A8701,0094,000SH OTR14,00000
SSGA ACTIVE ETF TRBLKSTN GSOSRLN78467V6081012,045SH DFND72,04500
SSGA ACTIVE ETF TRBLKSTN GSOSRLN78467V6081,49230,300SH DFND90030,300
SSGA ACTIVE ETF TRSPDR TR TACTIC78467V84829593SH DFND759300
SSGA ACTIVE ETF TRSPDR TR TACTIC78467V84899020,000SH DFND98,000012,000
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1095,29130,093SH DFND130,09300
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1091,5768,963SH DFND78,96300
SPDR DOW JONES INDL AVRG ETFUT SER 178467X1097654,350SH DFND94,35000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1072386SH DFND18600
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1074,89017,900SH DFND1317,90000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1074,13815,147SH DFND715,127020
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y107232850SH DFND7,985000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1078,70431,858SH DFND931,85800
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y107109400SH OTR140000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10721,800SHCallDFND71,80000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y1071900SHCallDFND990000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10751,800SHPutDFND71,80000
SPDR S&P MIDCAP 400 ETF TRUTSER1 S&PDCRP78467Y10731,200SHPutDFND91,20000
SPDR SER TRSHT TRM HGH YLD78468R40852618,203SH DFND710,32807,875
SVB FINL GROUPCOM78486Q101322SH DFND11408
SVB FINL GROUPCOM78486Q1013,31223,000SH DFND1323,00000
SVB FINL GROUPCOM78486Q10143300SH DFND1430000
SVB FINL GROUPCOM78486Q101323SH DFND32300
SVB FINL GROUPCOM78486Q1011721,192SH DFND71,19200
SVB FINL GROUPCOM78486Q10181561SH DFND91250436
SABRA HEALTH CARE REIT INCCOM78573L106341,313SH DFND131,31300
SABRA HEALTH CARE REIT INCCOM78573L106381,470SH DFND141,47000
SABRA HEALTH CARE REIT INCCOM78573L1064138SH DFND713800
SABRA HEALTH CARE REIT INCCOM78573L106783,020SH DFND93,02000
SABRA HEALTH CARE REIT INCCOM78573L1062339,058SH OTR139,05800
ST JUDE MED INCCOM79084910351700SH DFND170000
ST JUDE MED INCCOM7908491035397,370SH DFND137,37000
ST JUDE MED INCCOM7908491032353,210SH DFND143,21000
ST JUDE MED INCCOM7908491031,73923,795SH DFND718,88004,915
ST JUDE MED INCCOM79084910333449SH DFND7,944900
ST JUDE MED INCCOM7908491034756,496SH DFND96,49600
ST JUDE MED INCCOM790849103731,000SH OTR11,00000
SALESFORCE COM INCNOTE 0.250% 4/079466LAD665,000PRN DFND75,00000
SALESFORCE COM INCNOTE 0.250% 4/079466LAD64739,000PRN DFND939,00000
SALESFORCE COM INCCOM79466L3021301,861SH DFND11,5080353
SALESFORCE COM INCCOM79466L3021,45420,880SH DFND1320,88000
SALESFORCE COM INCCOM79466L3026829,800SH DFND149,80000
SALESFORCE COM INCCOM79466L3026859,835SH DFND79,83500
SALESFORCE COM INCCOM79466L30240576SH DFND7,9500076
SALESFORCE COM INCCOM79466L3024356,246SH DFND96,24600
SALESFORCE COM INCCOM79466L302731,055SH OTR11,05500
SALESFORCE COM INCCOM79466L30270310,100SH OTR1310,10000
SALLY BEAUTY HLDGS INCCOM79546E104431,360SH DFND131,36000
SALLY BEAUTY HLDGS INCCOM79546E104882,800SH DFND142,80000
SALLY BEAUTY HLDGS INCCOM79546E1041504,736SH DFND71,78302,953
SALLY BEAUTY HLDGS INCCOM79546E1045173SH DFND7,9138035
SALLY BEAUTY HLDGS INCCOM79546E1044114SH DFND900114
SAN JUAN BASIN RTY TRUNIT BEN INT7982411051009,320SH DFND79,32000
SAN JUAN BASIN RTY TRUNIT BEN INT798241105111,000SH DFND91,00000
SANDISK CORPNOTE 0.500%10/180004CAF81212,000PRN DFND712,00000
SANDISK CORPNOTE 0.500%10/180004CAF84748,000PRN DFND948,00000
SANDISK CORPCOM80004C10132553SH DFND155300
SANDISK CORPCOM80004C1012714,650SH DFND134,65000
SANDISK CORPCOM80004C101811,390SH DFND141,39000
SANDISK CORPCOM80004C10175012,881SH DFND712,6790202
SANDISK CORPCOM80004C101110SH DFND7,91000
SANDISK CORPCOM80004C1014477,675SH DFND97,5750100
SANDRIDGE ENERGY INCCOM80007P30722,500SH DFND12,50000
SANDRIDGE ENERGY INCCOM80007P3071820,610SH DFND1320,61000
SANDRIDGE ENERGY INCCOM80007P3070200SH DFND1420000
SANDRIDGE ENERGY INCCOM80007P3074652,669SH DFND752,66900
SANDRIDGE ENERGY INCCOM80007P3072630,000SH DFND7,930,00000
SANDRIDGE ENERGY INCCOM80007P307080SH DFND98000
SANDSTORM GOLD LTDCOM NEW80013R2068027,021SH DFND1427,02100
SANDY SPRING BANCORP INCCOM80036310321767SH DFND1376700
SANDY SPRING BANCORP INCCOM8003631035165SH DFND1416500
SANDY SPRING BANCORP INCCOM800363103121SH DFND7,90021
SANDY SPRING BANCORP INCCOM80036310347116,829SH OTR116,82900
SANOFISPONSORED ADR80105N10512243SH DFND1147096
SANOFISPONSORED ADR80105N1051,30626,367SH DFND720,52505,842
SANOFISPONSORED ADR80105N10516331SH DFND7,933100
SANOFISPONSORED ADR80105N10567113,550SH DFND9846012,704
SANOFISPONSORED ADR80105N1051653,324SH OTR13,32400
SAP SESPON ADR80305420449700SH DFND170000
SAP SESPON ADR80305420486812,364SH DFND1412,36400
SAP SESPON ADR8030542044746,752SH DFND76,4480304
SAP SESPON ADR80305420425350SH DFND7,935000
SAP SESPON ADR8030542043765,347SH DFND92,60702,740
SCANA CORP NEWCOM80589M1021162,296SH DFND12,29600
SCANA CORP NEWCOM80589M1021593,140SH DFND133,14000
SCANA CORP NEWCOM80589M1023,10761,339SH DFND1461,33900
SCANA CORP NEWCOM80589M1024829,512SH DFND79,472040
SCANA CORP NEWCOM80589M10208SH DFND7,9008
SCANA CORP NEWCOM80589M1023,45868,270SH DFND968,27000
SCANA CORP NEWCOM80589M10223450SH OTR145000
SCHEIN HENRY INCCOM806407102128900SH DFND190000
SCHEIN HENRY INCCOM8064071023502,460SH DFND132,46000
SCHEIN HENRY INCCOM8064071022001,410SH DFND141,41000
SCHEIN HENRY INCCOM8064071021,4049,879SH DFND79,87603
SCHLUMBERGER LTDCOM8068571089,758113,210SH DFND1112,3800830
SCHLUMBERGER LTDCOM8068571085776,700SH DFND1,36,70000
SCHLUMBERGER LTDCOM8068571081,68419,544SH DFND1319,54400
SCHLUMBERGER LTDCOM8068571081,33215,455SH DFND1415,45500
SCHLUMBERGER LTDCOM8068571082763,197SH DFND33,19700
SCHLUMBERGER LTDCOM80685710815,990185,521SH DFND7173,414012,107
SCHLUMBERGER LTDCOM8068571081,21714,122SH DFND7,914,0170105
SCHLUMBERGER LTDCOM80685710819,856230,370SH DFND9215,208015,162
SCHLUMBERGER LTDCOM8068571084,26249,445SH OTR145,19004,255
SCHLUMBERGER LTDCOM8068571081161,350SH OTR71,35000
SCHLUMBERGER LTDCOM80685710801,000SHCallDFND91,00000
SCHWAB CHARLES CORP NEWCOM8085131051,06632,661SH DFND128,56804,093
SCHWAB CHARLES CORP NEWCOM80851310590627,750SH DFND1327,75000
SCHWAB CHARLES CORP NEWCOM80851310541012,550SH DFND1412,55000
SCHWAB CHARLES CORP NEWCOM80851310559218,120SH DFND318,12000
SCHWAB CHARLES CORP NEWCOM8085131051,51346,328SH DFND740,22006,108
SCHWAB CHARLES CORP NEWCOM8085131051454,426SH DFND7,94,2190207
SCHWAB CHARLES CORP NEWCOM8085131051,46744,942SH DFND944,0240918
SCHWAB CHARLES CORP NEWCOM808513105571,739SH OTR11,73900
SCIENCE APPLICATNS INTL CP NCOM8086251072013,807SH DFND133,80700
SCIENCE APPLICATNS INTL CP NCOM80862510744831SH DFND1483100
SCIENCE APPLICATNS INTL CP NCOM808625107591,107SH DFND71,10700
SCIENCE APPLICATNS INTL CP NCOM808625107128SH DFND7,92800
SCIENCE APPLICATNS INTL CP NCOM808625107110SH DFND91000
SCIENTIFIC GAMES CORPCL A80874P10934622,270SH DFND1322,27000
SCIENTIFIC GAMES CORPCL A80874P10911700SH DFND1470000
SCOTTS MIRACLE GRO COCL A8101861062,31239,049SH DFND136,65402,395
SCOTTS MIRACLE GRO COCL A8101861061,73929,370SH DFND1,329,37000
SCOTTS MIRACLE GRO COCL A810186106871,470SH DFND131,47000
SCOTTS MIRACLE GRO COCL A8101861061422,397SH DFND148521,5450
SCOTTS MIRACLE GRO COCL A8101861061,68728,497SH DFND328,49700
SCOTTS MIRACLE GRO COCL A81018610613,708231,512SH DFND7229,99701,515
SCOTTS MIRACLE GRO COCL A8101861062,33939,502SH DFND7,939,50200
SCOTTS MIRACLE GRO COCL A8101861066,959117,539SH DFND9117,3610178
SCOTTS MIRACLE GRO COCL A8101861062343,949SH OTR13,4170532
SCRIPPS NETWORKS INTERACT INCL A COM81106510185513,084SH DFND113,07608
SCRIPPS NETWORKS INTERACT INCL A COM8110651012,43737,280SH DFND1337,28000
SCRIPPS NETWORKS INTERACT INCL A COM8110651011121,710SH DFND141,71000
SCRIPPS NETWORKS INTERACT INCL A COM81106510136557SH DFND355700
SCRIPPS NETWORKS INTERACT INCL A COM8110651012333,566SH DFND73,539027
SCRIPPS NETWORKS INTERACT INCL A COM81106510125389SH DFND7,938900
SCRIPPS NETWORKS INTERACT INCL A COM8110651014687,153SH DFND97,093060
SCRIPPS NETWORKS INTERACT INCL A COM81106510139599SH OTR159900
SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM34140,000PRN DFND940,00000
SEALED AIR CORP NEWCOM81211K10023455SH DFND145500
SEALED AIR CORP NEWCOM81211K1003857,500SH DFND137,50000
SEALED AIR CORP NEWCOM81211K1001633,180SH DFND143,18000
SEALED AIR CORP NEWCOM81211K10056811,057SH DFND710,988069
SEALED AIR CORP NEWCOM81211K1006115SH DFND7,911500
SEALED AIR CORP NEWCOM81211K1002234,333SH DFND94,33300
SEALED AIR CORP NEWCOM81211K10026498SH OTR149800
SEATTLE GENETICS INCCOM8125781022374,897SH DFND134,89700
SEATTLE GENETICS INCCOM812578102581,200SH DFND141,20000
SEATTLE GENETICS INCCOM81257810216329SH DFND732900
SEATTLE GENETICS INCCOM812578102120SH DFND92000
SELECT SECTOR SPDR TRSBI MATERIALS81369Y1003186,570SH DFND76,57000
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y20928376SH DFND137600
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2092,86938,563SH DFND738,56300
SELECT SECTOR SPDR TRSBI HEALTHCARE81369Y2092233,000SH DFND93,00000
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y30867114,105SH DFND714,10500
SELECT SECTOR SPDR TRSBI CONS STPLS81369Y308561,180SH DFND7,91,18000
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4079117SH DFND111700
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4076388,347SH DFND78,34700
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y40766864SH DFND7,986400
SELECT SECTOR SPDR TRSBI CONS DISCR81369Y4071932,526SH DFND92,52600
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5062,52633,612SH DFND132,9600652
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5064,69062,404SH DFND762,1980206
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y50657761SH DFND7,976100
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5062,99239,808SH DFND939,717091
SELECT SECTOR SPDR TRSBI INT-ENERGY81369Y5064756,323SH OTR12,54303,780
SELECT SECTOR SPDR TRSBI INT-FINL81369Y60538115,635SH DFND115,63500
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,63366,972SH DFND766,97200
SELECT SECTOR SPDR TRSBI INT-FINL81369Y605391,612SH DFND7,91,61200
SELECT SECTOR SPDR TRSBI INT-FINL81369Y6051,16347,695SH DFND924,813022,882
SELECT SECTOR SPDR TRSBI INT-FINL81369Y60546819,190SH OTR119,19000
SELECT SECTOR SPDR TRSBI INT-INDS81369Y7045,572103,073SH DFND7103,07300
SELECT SECTOR SPDR TRTECHNOLOGY81369Y80333800SH DFND180000
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8033,47783,991SH DFND781,84702,144
SELECT SECTOR SPDR TRTECHNOLOGY81369Y803561,350SH DFND7,91,35000
SELECT SECTOR SPDR TRTECHNOLOGY81369Y8031,59938,624SH DFND928,038010,586
SELECT SECTOR SPDR TRTECHNOLOGY81369Y80329700SH OTR170000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8863468,338SH DFND18,33800
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88667316,227SH DFND716,22700
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y886671,620SH DFND7,91,62000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8864100SH DFND910000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88634825SH OTR182500
SELECT MED HLDGS CORPCOM81619Q105955,840SH DFND135,84000
SELECT MED HLDGS CORPCOM81619Q105171,070SH DFND141,07000
SELECT MED HLDGS CORPCOM81619Q1055312SH DFND731200
SELECT MED HLDGS CORPCOM81619Q105493,000SH DFND7,93,00000
SEMGROUP CORPCL A81663A1052192,760SH DFND132,76000
SEMGROUP CORPCL A81663A10544550SH DFND1455000
SEMGROUP CORPCL A81663A1051441,813SH DFND71,81300
SEMTECH CORPCOM81685010146623,469SH DFND1,30023,469
SEMTECH CORPCOM816850101261,290SH DFND131,29000
SEMTECH CORPCOM81685010114710SH DFND1471000
SEMTECH CORPCOM816850101296SH DFND79600
SEMTECH CORPCOM81685010174137,351SH DFND920037,331
SEMPRA ENERGYCOM81685110910100SH DFND110000
SEMPRA ENERGYCOM8168511093223,250SH DFND133,25000
SEMPRA ENERGYCOM8168511091561,580SH DFND141,58000
SEMPRA ENERGYCOM8168511091,32113,354SH DFND713,0880266
SEMPRA ENERGYCOM81685110923237SH DFND7,923700
SEMPRA ENERGYCOM8168511091381,392SH DFND91,2920100
SENIOR HSG PPTYS TRSH BEN INT81721M109563,185SH DFND143,18500
SENIOR HSG PPTYS TRSH BEN INT81721M1091066,036SH DFND75,952084
SENIOR HSG PPTYS TRSH BEN INT81721M1093150SH DFND915000
SENIOR HSG PPTYS TRSH BEN INT81721M1091428,085SH OTR138,08500
SERVICE CORP INTLCOM817565104742,507SH DFND12,50700
SERVICE CORP INTLCOM8175651041234,170SH DFND134,17000
SERVICE CORP INTLCOM8175651041194,060SH DFND144,06000
SERVICE CORP INTLCOM8175651041715,824SH DFND75,7220102
SERVICE CORP INTLCOM8175651042829,572SH DFND7,99,57200
SERVICE CORP INTLCOM81756510485429,025SH DFND929,02500
SERVICE CORP INTLCOM81756510450117,023SH OTR1317,02300
SERVICENOW INCCOM81762P1024165,600SH DFND135,60000
SERVICENOW INCCOM81762P1021411,900SH DFND141,90000
SERVICENOW INCCOM81762P1022152,896SH DFND72,6340262
SERVICENOW INCCOM81762P1029126SH DFND7,912600
SERVICENOW INCCOM81762P10240537SH DFND953700
SERVICESOURCE INTL LLCCOM81763U100183,330SH DFND133,33000
SERVICESOURCE INTL LLCCOM81763U1003550SH DFND1455000
SERVICESOURCE INTL LLCCOM81763U100376,822SH DFND76,82200
SHERWIN WILLIAMS COCOM8243481061,2304,471SH DFND13,5970874
SHERWIN WILLIAMS COCOM8243481067862,858SH DFND132,85800
SHERWIN WILLIAMS COCOM8243481063821,390SH DFND141,39000
SHERWIN WILLIAMS COCOM8243481066332,300SH DFND32,30000
SHERWIN WILLIAMS COCOM8243481061,9367,039SH DFND76,6660373
SHERWIN WILLIAMS COCOM824348106187680SH DFND7,9660020
SHERWIN WILLIAMS COCOM8243481061,7016,186SH DFND96,095091
SHERWIN WILLIAMS COCOM8243481061,4295,195SH OTR119505,000
SHIRE PLCSPONSORED ADR82481R1065032,083SH DFND72,001082
SHIRE PLCSPONSORED ADR82481R1061979SH DFND7,947032
SHIRE PLCSPONSORED ADR82481R1067693,185SH DFND93,18500
SHUTTERFLY INCNOTE 0.250% 5/182568PAB22525,000PRN DFND925,00000
SHUTTERSTOCK INCCOM825690100741,260SH DFND131,26000
SHUTTERSTOCK INCCOM82569010013220SH DFND1422000
SHUTTERSTOCK INCCOM82569010019327SH DFND732700
SHUTTERSTOCK INCCOM8256901007114SH DFND7,911400
SHUTTERSTOCK INCCOM825690100911,554SH DFND91,55400
SIGMA ALDRICH CORPCOM8265521014863,490SH DFND133,49000
SIGMA ALDRICH CORPCOM8265521012021,450SH DFND141,45000
SIGMA ALDRICH CORPCOM8265521011,2328,840SH DFND78,785055
SIGMA ALDRICH CORPCOM82655210148345SH DFND7,934500
SIGMA ALDRICH CORPCOM8265521019987,161SH DFND97,16100
SIGNATURE BK NEW YORK N YCOM82669G10416SH DFND1006
SIGNATURE BK NEW YORK N YCOM82669G1043,51324,000SH DFND1324,00000
SIGNATURE BK NEW YORK N YCOM82669G10488600SH DFND1460000
SIGNATURE BK NEW YORK N YCOM82669G104318SH DFND31800
SIGNATURE BK NEW YORK N YCOM82669G104126864SH DFND73150549
SIGNATURE BK NEW YORK N YCOM82669G104320SH DFND92000
SILICON LABORATORIES INCCOM8269191021152,120SH DFND132,12000
SILICON LABORATORIES INCCOM82691910217310SH DFND1431000
SILICON LABORATORIES INCCOM826919102931,715SH DFND71,680035
SILICON LABORATORIES INCCOM826919102110SH DFND91000
SILGAN HOLDINGS INCCOM8270481091001,900SH DFND131,90000
SILGAN HOLDINGS INCCOM82704810937700SH DFND1470000
SILGAN HOLDINGS INCCOM827048109611,163SH DFND72880875
SILGAN HOLDINGS INCCOM827048109751,420SH DFND91,42000
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1081002,895SH DFND72,89500
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1081283,712SH DFND93,71200
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1082700SHCallDFND970000
SILICONWARE PRECISION INDS LSPONSD ADR SPL827084864608,060SH DFND78,06000
SILICONWARE PRECISION INDS LSPONSD ADR SPL827084864506,645SH DFND96,64500
SIMON PPTY GROUP INC NEWCOM8288061097304,221SH DFND14,22100
SIMON PPTY GROUP INC NEWCOM8288061091,5218,793SH DFND138,79300
SIMON PPTY GROUP INC NEWCOM8288061091,77010,231SH DFND1410,23100
SIMON PPTY GROUP INC NEWCOM8288061091,1936,898SH DFND76,5730325
SIMON PPTY GROUP INC NEWCOM82880610996556SH DFND7,9526030
SIMON PPTY GROUP INC NEWCOM8288061092,09912,132SH DFND912,122010
SIMON PPTY GROUP INC NEWCOM8288061097584,381SH OTR14,38100
SIMON PPTY GROUP INC NEWCOM8288061096,85939,641SH OTR1339,64100
SIMPSON MANUFACTURING CO INCCOM82907310566919,689SH DFND1,30019,689
SIMPSON MANUFACTURING CO INCCOM829073105481,421SH DFND131,42100
SIMPSON MANUFACTURING CO INCCOM8290731059253SH DFND1425300
SIMPSON MANUFACTURING CO INCCOM829073105399SH DFND79900
SIMPSON MANUFACTURING CO INCCOM82907310593227,426SH DFND90027,426
SINCLAIR BROADCAST GROUP INCCL A8292261093100SH DFND110000
SINCLAIR BROADCAST GROUP INCCL A82922610959421,270SH DFND1321,27000
SINCLAIR BROADCAST GROUP INCCL A82922610925893SH DFND1489300
SINCLAIR BROADCAST GROUP INCCL A8292261091134,040SH DFND74,04000
SIRONA DENTAL SYSTEMS INCCOM82966C1033403,389SH DFND133,38900
SIRONA DENTAL SYSTEMS INCCOM82966C10320200SH DFND1420000
SIRONA DENTAL SYSTEMS INCCOM82966C1035265,237SH DFND75,224013
SIRONA DENTAL SYSTEMS INCCOM82966C103881SH DFND7,98100
SIRONA DENTAL SYSTEMS INCCOM82966C1031101,099SH DFND91,09900
SIRIUS XM HLDGS INCCOM82968B103133,588SH DFND13,58800
SIRIUS XM HLDGS INCCOM82968B10334692,640SH DFND1392,64000
SIRIUS XM HLDGS INCCOM82968B10317948,000SH DFND1448,00000
SIRIUS XM HLDGS INCCOM82968B10341,000SH DFND71,00000
SIRIUS XM HLDGS INCCOM82968B103349,009SH DFND99,00900
SIX FLAGS ENTMT CORP NEWCOM83001A1021393,100SH DFND133,10000
SIX FLAGS ENTMT CORP NEWCOM83001A10236800SH DFND1480000
SIX FLAGS ENTMT CORP NEWCOM83001A10244982SH DFND798200
SIX FLAGS ENTMT CORP NEWCOM83001A1027162SH DFND7,916200
SIX FLAGS ENTMT CORP NEWCOM83001A10228625SH DFND962500
SKECHERS U S A INCCL A83056610521187SH DFND1176011
SKECHERS U S A INCCL A83056610517153SH DFND1315300
SKECHERS U S A INCCL A8305661051131,028SH DFND141,02800
SKECHERS U S A INCCL A83056610557519SH DFND751900
SKECHERS U S A INCCL A8305661053182,900SH DFND7,92,90000
SKECHERS U S A INCCL A830566105870SH DFND97000
SKYWORKS SOLUTIONS INCCOM83088M1021,18011,332SH DFND19,80201,530
SKYWORKS SOLUTIONS INCCOM83088M1027917,600SH DFND137,60000
SKYWORKS SOLUTIONS INCCOM83088M1023022,900SH DFND142,90000
SKYWORKS SOLUTIONS INCCOM83088M1025935,700SH DFND35,70000
SKYWORKS SOLUTIONS INCCOM83088M1025,10949,077SH DFND748,8840193
SKYWORKS SOLUTIONS INCCOM83088M1023913,753SH DFND7,93,75300
SKYWORKS SOLUTIONS INCCOM83088M1021,95918,819SH DFND918,81900
SKYWORKS SOLUTIONS INCCOM83088M1021701,637SH OTR18370800
SMITH & NEPHEW PLCSPDN ADR NEW83175M2054127SH DFND112700
SMITH & NEPHEW PLCSPDN ADR NEW83175M205892,619SH DFND72,4530166
SMITH & NEPHEW PLCSPDN ADR NEW83175M20515436SH DFND7,943600
SMITH & NEPHEW PLCSPDN ADR NEW83175M20595328,079SH DFND928,07900
SMUCKER J M COCOM NEW83269640560550SH DFND155000
SMUCKER J M COCOM NEW8326964051951,799SH DFND131,79900
SMUCKER J M COCOM NEW83269640591835SH DFND1483500
SMUCKER J M COCOM NEW8326964051,96118,089SH DFND717,6980391
SMUCKER J M COCOM NEW8326964053593,311SH DFND7,93,31100
SMUCKER J M COCOM NEW8326964055,66952,296SH DFND950,19402,102
SMUCKER J M COCOM NEW8326964051491,378SH OTR17800598
SNAP ON INCCOM8330341012041,280SH DFND131,28000
SNAP ON INCCOM8330341011,0356,497SH DFND76,474023
SNAP ON INCCOM83303410147298SH DFND7,929800
SNAP ON INCCOM8330341018515,344SH DFND95,34400
SNAP ON INCCOM8330341011273SH OTR17300
SNYDERS-LANCE INCCOM8335511041,25438,850SH DFND138,85000
SNYDERS-LANCE INCCOM833551104361,121SH DFND131,12100
SNYDERS-LANCE INCCOM8335511045149SH DFND1414900
SNYDERS-LANCE INCCOM8335511042377,356SH DFND77,35600
SOLARCITY CORPCOM83416T1009162SH DFND116200
SOLARCITY CORPCOM83416T100971,820SH DFND131,82000
SOLARCITY CORPCOM83416T10048900SH DFND1490000
SOLARCITY CORPCOM83416T100761,422SH DFND71,384038
SOLARCITY CORPCOM83416T10034632SH DFND963200
SOLARCITY CORPCOM83416T10019360SH OTR136000
SOLERA HOLDINGS INCCOM83421A1041202,700SH DFND132,70000
SOLERA HOLDINGS INCCOM83421A1044100SH DFND1410000
SOLERA HOLDINGS INCCOM83421A104881,974SH DFND770001,274
SOLERA HOLDINGS INCCOM83421A10444987SH DFND998700
SONIC CORPCOM83545110551017,691SH DFND1317,69100
SONIC CORPCOM83545110517600SH DFND1460000
SONOCO PRODS COCOM8354951021,04624,397SH DFND122,23702,160
SONOCO PRODS COCOM8354951021032,410SH DFND132,41000
SONOCO PRODS COCOM835495102831,934SH DFND1401,9340
SONOCO PRODS COCOM83549510246210,780SH DFND310,78000
SONOCO PRODS COCOM8354951027,909184,535SH DFND7184,53500
SONOCO PRODS COCOM83549510273717,186SH DFND7,917,18600
SONOCO PRODS COCOM8354951023,54182,616SH DFND982,4550161
SONOCO PRODS COCOM8354951022104,899SH OTR14,876023
SONY CORPADR NEW8356993072087,312SH DFND17,31200
SONY CORPADR NEW8356993071,10238,811SH DFND738,5610250
SONY CORPADR NEW83569930762722,081SH DFND7,921,8120269
SONY CORPADR NEW8356993071,67158,844SH DFND958,84400
SORRENTO THERAPEUTICS INCCOM NEW83587F202291,660SH DFND131,66000
SORRENTO THERAPEUTICS INCCOM NEW83587F2026340SH DFND1434000
SORRENTO THERAPEUTICS INCCOM NEW83587F2021599,000SH DFND99,00000
SOTHEBYSCOM8358981071673,702SH DFND133,70200
SOTHEBYSCOM83589810736793SH DFND1479300
SOTHEBYSCOM8358981071583,485SH DFND72,48501,000
SOTHEBYSCOM835898107130SH DFND93000
SOUTHERN COCOM8425871072,10250,158SH DFND146,24403,914
SOUTHERN COCOM8425871074039,620SH DFND1,39,62000
SOUTHERN COCOM8425871072886,881SH DFND136,88100
SOUTHERN COCOM8425871072566,107SH DFND144,1042,0030
SOUTHERN COCOM84258710753212,705SH DFND312,70500
SOUTHERN COCOM84258710711,746280,325SH DFND7280,2250100
SOUTHERN COCOM8425871072,75365,704SH DFND7,965,69509
SOUTHERN COCOM8425871076,640158,462SH DFND9149,04109,421
SOUTHERN COCOM8425871071,26530,189SH OTR130,166023
SOUTHERN COPPER CORPCOM84265V10524823SH DFND182300
SOUTHERN COPPER CORPCOM84265V1051364,610SH DFND134,61000
SOUTHERN COPPER CORPCOM84265V1051434,872SH DFND144,87200
SOUTHERN COPPER CORPCOM84265V1052568,708SH DFND78,70800
SOUTHERN COPPER CORPCOM84265V1051485,032SH DFND7,95,000032
SOUTHERN COPPER CORPCOM84265V1051,56753,278SH DFND953,27800
SOUTHERN COPPER CORPCOM84265V1052117,159SH OTR137,15900
SOUTHWEST AIRLS COCOM844741108351,069SH DFND11,010059
SOUTHWEST AIRLS COCOM84474110870321,230SH DFND1321,23000
SOUTHWEST AIRLS COCOM84474110834210,330SH DFND1410,33000
SOUTHWEST AIRLS COCOM8447411083019,100SH DFND39,10000
SOUTHWEST AIRLS COCOM84474110867820,482SH DFND720,408074
SOUTHWEST AIRLS COCOM8447411082,73882,757SH DFND982,75700
SOUTHWEST AIRLS COCOM844741108581,752SH OTR115201,600
SOUTHWEST AIRLS COCOM84474110801,000SHCallDFND91,00000
SOUTHWEST GAS CORPCOM844895102871,638SH DFND131,63800
SOUTHWEST GAS CORPCOM84489510219359SH DFND1435900
SOUTHWEST GAS CORPCOM8448951021061,986SH DFND71,98600
SOUTHWESTERN ENERGY COCOM845467109612,704SH DFND12,70400
SOUTHWESTERN ENERGY COCOM84546710920900SH DFND1,390000
SOUTHWESTERN ENERGY COCOM845467109268SH DFND136800
SOUTHWESTERN ENERGY COCOM845467109280SH DFND148000
SOUTHWESTERN ENERGY COCOM8454671091215,331SH DFND75,1310200
SOUTHWESTERN ENERGY COCOM84546710913552SH DFND7,9500052
SOUTHWESTERN ENERGY COCOM845467109974,263SH DFND93,9130350
SOUTHWESTERN ENERGY COCOM84546710911485SH OTR148500
SOUTHWESTERN ENERGY CODEP SHS 1/20 B845467208114SH DFND10014
SOUTHWESTERN ENERGY CODEP SHS 1/20 B8454672083,40868,200SH DFND1368,20000
SOUTHWESTERN ENERGY CODEP SHS 1/20 B845467208240SH DFND34000
SOUTHWESTERN ENERGY CODEP SHS 1/20 B84546720810193SH DFND719300
SOVRAN SELF STORAGE INCCOM84610H1081741,997SH DFND131,99700
SOVRAN SELF STORAGE INCCOM84610H10879904SH DFND1490400
SOVRAN SELF STORAGE INCCOM84610H10877882SH DFND788200
SOVRAN SELF STORAGE INCCOM84610H1082142,465SH OTR132,46500
SPARTANNASH COCOM847215100521,604SH DFND131,60400
SPARTANNASH COCOM84721510011338SH DFND1433800
SPARTANNASH COCOM8472151001,95560,070SH DFND760,07000
SPARTANNASH COCOM847215100421,296SH DFND91,29600
SPECTRA ENERGY CORPCOM8475601091,31140,207SH DFND135,80804,399
SPECTRA ENERGY CORPCOM847560109641,950SH DFND1,31,95000
SPECTRA ENERGY CORPCOM8475601091735,300SH DFND135,30000
SPECTRA ENERGY CORPCOM8475601092377,285SH DFND143,4523,8330
SPECTRA ENERGY CORPCOM84756010940812,515SH DFND312,51500
SPECTRA ENERGY CORPCOM8475601099,891303,408SH DFND7302,9890419
SPECTRA ENERGY CORPCOM84756010979024,230SH DFND7,924,214016
SPECTRA ENERGY CORPCOM84756010910,694328,028SH DFND9323,02805,000
SPECTRA ENERGY CORPCOM84756010945914,090SH OTR113,4140676
SPECTRUM BRANDS HLDGS INCCOM84763R1013593,521SH DFND133,52100
SPECTRUM BRANDS HLDGS INCCOM84763R101220SH DFND142000
SPECTRUM BRANDS HLDGS INCCOM84763R10130295SH DFND729500
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410920363SH DFND1341022
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741092504,540SH DFND134,54000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741091162,100SH DFND142,10000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A848574109601,090SH DFND71,053037
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410931570SH DFND957000
SPIRIT AIRLS INCCOM8485771021372,201SH DFND132,20100
SPIRIT AIRLS INCCOM84857710250800SH DFND1480000
SPIRIT AIRLS INCCOM84857710236586SH DFND758204
SPIRIT AIRLS INCCOM848577102110SH DFND91000
SPIRIT RLTY CAP INC NEWCOM84860W10212613,000SH DFND1313,00000
SPIRIT RLTY CAP INC NEWCOM84860W10213213,600SH DFND1413,60000
SPIRIT RLTY CAP INC NEWCOM84860W1021131SH DFND713100
SPIRIT RLTY CAP INC NEWCOM84860W1024425SH DFND942500
SPIRIT RLTY CAP INC NEWCOM84860W1021,111114,894SH OTR13114,89400
SPLUNK INCCOM8486371042924,200SH DFND134,20000
SPLUNK INCCOM8486371041532,200SH DFND142,20000
SPLUNK INCCOM8486371041482,124SH DFND71,8460278
SPLUNK INCCOM84863710415214SH DFND921400
SPLUNK INCCOM84863710422320SH OTR132000
SPRINT CORPCOM SER 185207U105296,460SH DFND136,46000
SPRINT CORPCOM SER 185207U105429,199SH DFND149,19900
SPRINT CORPCOM SER 185207U1055011,050SH DFND711,05000
SPRINT CORPCOM SER 185207U105153,335SH DFND93,33500
SPROUTS FMRS MKT INCCOM85208M102722,660SH DFND132,66000
SPROUTS FMRS MKT INCCOM85208M102572,100SH DFND142,10000
SPROUTS FMRS MKT INCCOM85208M10254220,094SH DFND720,09400
SPROUTS FMRS MKT INCCOM85208M102120SH DFND92000
STAAR SURGICAL COCOM PAR $0.01852312305101,000SH DFND11,00000
STAAR SURGICAL COCOM PAR $0.01852312305474,905SH DFND134,90500
STAAR SURGICAL COCOM PAR $0.018523123055480SH DFND1448000
STAAR SURGICAL COCOM PAR $0.0185231230513814,300SH DFND914,30000
STAG INDL INCCOM85254J102422,110SH DFND132,11000
STAG INDL INCCOM85254J102311,574SH DFND141,57400
STAG INDL INCCOM85254J102297SH DFND79700
STAG INDL INCCOM85254J102169SH DFND7,90069
STAG INDL INCCOM85254J102572,851SH DFND92,85100
STAG INDL INCCOM85254J102824,083SH OTR134,08300
STAMPS COM INCCOM NEW8528572006528,861SH DFND138,86100
STAMPS COM INCCOM NEW85285720013177SH DFND1417700
STANLEY BLACK & DECKER INCCOM8545021012031,933SH DFND11,93300
STANLEY BLACK & DECKER INCCOM8545021011921,820SH DFND131,82000
STANLEY BLACK & DECKER INCCOM8545021011091,032SH DFND141,03200
STANLEY BLACK & DECKER INCCOM8545021011,46613,927SH DFND713,882045
STANLEY BLACK & DECKER INCCOM85450210194895SH DFND7,989500
STANLEY BLACK & DECKER INCCOM8545021012,62024,896SH DFND921,78203,114
STANLEY BLACK & DECKER INCCOM8545021017397,018SH OTR17,01800
STAPLES INCCOM85503010240626,496SH DFND126,49600
STAPLES INCCOM8550301021248,110SH DFND138,11000
STAPLES INCCOM855030102332,140SH DFND142,14000
STAPLES INCCOM85503010216210,549SH DFND710,4090140
STAPLES INCCOM855030102301,956SH DFND7,91,95600
STAPLES INCCOM8550301022,415157,749SH DFND9157,74900
STAPLES INCCOM85503010215610,163SH OTR110,16300
STARBUCKS CORPCOM8552441094,41282,296SH DFND176,05506,241
STARBUCKS CORPCOM8552441092,23641,700SH DFND1,341,70000
STARBUCKS CORPCOM8552441092,56547,840SH DFND1347,84000
STARBUCKS CORPCOM8552441091,26723,640SH DFND1423,64000
STARBUCKS CORPCOM8552441092,54547,459SH DFND347,45900
STARBUCKS CORPCOM85524410912,317229,735SH DFND7227,55302,182
STARBUCKS CORPCOM85524410976014,181SH DFND7,914,0210160
STARBUCKS CORPCOM85524410910,193190,114SH DFND9176,982013,132
STARBUCKS CORPCOM8552441094939,196SH OTR18,4900706
STARBUCKS CORPCOM8552441093400SHCallDFND940000
STARWOOD PPTY TR INCNOTE 4.550% 3/085571BAA36461,000PRN DFND961,00000
STARWOOD PPTY TR INCCOM85571B1051,16654,038SH DFND148,95205,086
STARWOOD PPTY TR INCCOM85571B1055220SH DFND1322000
STARWOOD PPTY TR INCCOM85571B1051557,195SH DFND142,7004,4950
STARWOOD PPTY TR INCCOM85571B10552924,510SH DFND324,51000
STARWOOD PPTY TR INCCOM85571B1058,774406,769SH DFND7405,57901,190
STARWOOD PPTY TR INCCOM85571B10572433,545SH DFND7,933,54500
STARWOOD PPTY TR INCCOM85571B1052,753127,650SH DFND9126,9990651
STARWOOD PPTY TR INCCOM85571B10533115,332SH OTR115,281051
STARZCOM SER A85571Q10214315SH DFND131500
STARZCOM SER A85571Q1021052,343SH DFND132,34300
STARZCOM SER A85571Q1029198SH DFND1419800
STARZCOM SER A85571Q1021332,981SH DFND72,8480133
STARZCOM SER A85571Q10225566SH DFND7,955808
STARZCOM SER A85571Q1021854,128SH DFND94,12800
STARWOOD HOTELS&RESORTS WRLDCOM85590A4011922,372SH DFND12,37200
STARWOOD HOTELS&RESORTS WRLDCOM85590A4013594,430SH DFND134,43000
STARWOOD HOTELS&RESORTS WRLDCOM85590A4011802,220SH DFND142,22000
STARWOOD HOTELS&RESORTS WRLDCOM85590A4012633,248SH DFND73,24800
STARWOOD HOTELS&RESORTS WRLDCOM85590A40123278SH DFND7,9234044
STARWOOD HOTELS&RESORTS WRLDCOM85590A40176942SH DFND94920450
STARWOOD HOTELS&RESORTS WRLDCOM85590A40124300SH OTR130000
STATE STR CORPCOM85747710346599SH DFND159900
STATE STR CORPCOM8574771033484,520SH DFND134,52000
STATE STR CORPCOM8574771031552,010SH DFND142,01000
STATE STR CORPCOM8574771033,32643,200SH DFND731,102012,098
STATE STR CORPCOM85747710358759SH DFND7,975900
STATE STR CORPCOM8574771032,02926,353SH DFND914,909011,444
STATE STR CORPCOM8574771034,42857,500SH OTR157,50000
STATOIL ASASPONSORED ADR85771P10221011,737SH DFND1411,73700
STATOIL ASASPONSORED ADR85771P1021236,852SH DFND76,764088
STATOIL ASASPONSORED ADR85771P102311,746SH DFND91,74600
STEEL DYNAMICS INCCOM8581191001185,700SH DFND135,70000
STEEL DYNAMICS INCCOM858119100623,010SH DFND143,01000
STEEL DYNAMICS INCCOM85811910014680SH DFND7657023
STEEL DYNAMICS INCCOM8581191001467,066SH DFND97,06600
STEMCELLS INCCOM NEW85857R2041833,171SH DFND733,17100
STEMCELLS INCCOM NEW85857R2040200SH DFND920000
STERICYCLE INCCOM858912108642SH DFND14200
STERICYCLE INCCOM8589121083692,752SH DFND132,75200
STERICYCLE INCCOM8589121081881,407SH DFND141,40700
STERICYCLE INCCOM8589121081,3379,986SH DFND79,912074
STERICYCLE INCCOM85891210814108SH DFND7,910800
STERICYCLE INCCOM85891210846340SH DFND933307
STERIS CORPCOM85915210066510,324SH DFND1310,32400
STERIS CORPCOM85915210048738SH DFND1473800
STERIS CORPCOM8591521001842,855SH DFND71,55501,300
STERIS CORPCOM859152100230SH DFND93000
STERLING BANCORP DELCOM85917A100543,654SH DFND133,65400
STERLING BANCORP DELCOM85917A100946,387SH DFND146,38700
STIFEL FINL CORPCOM8606301021312,276SH DFND132,27600
STIFEL FINL CORPCOM86063010228480SH DFND1448000
STIFEL FINL CORPCOM8606301021893,279SH DFND73,27900
STIFEL FINL CORPCOM860630102881,526SH DFND91,52600
STMICROELECTRONICS N VNY REGISTRY86101210212315,098SH DFND1415,09800
STMICROELECTRONICS N VNY REGISTRY86101210227433,695SH DFND733,3500345
STMICROELECTRONICS N VNY REGISTRY86101210218522,751SH DFND7,922,75100
STMICROELECTRONICS N VNY REGISTRY861012102799,707SH DFND99,70700
STRATEGIC GLOBAL INCOME FDCOM8627191018410,147SH DFND1410,14700
STRATEGIC HOTELS & RESORTS ICOM86272T10637130,651SH DFND1330,65100
STRATEGIC HOTELS & RESORTS ICOM86272T10614812,192SH DFND1412,19200
STRATEGIC HOTELS & RESORTS ICOM86272T1067582SH DFND758200
STRATEGIC HOTELS & RESORTS ICOM86272T1062130SH DFND913000
STRATEGIC HOTELS & RESORTS ICOM86272T10680466,315SH OTR1366,31500
STRYKER CORPCOM8636671018228,597SH DFND18,3710226
STRYKER CORPCOM8636671011,44815,150SH DFND1,315,15000
STRYKER CORPCOM8636671016987,300SH DFND137,30000
STRYKER CORPCOM8636671013513,670SH DFND143,67000
STRYKER CORPCOM8636671017267,593SH DFND37,59300
STRYKER CORPCOM8636671015,43656,881SH DFND755,58101,300
STRYKER CORPCOM8636671012332,443SH DFND7,92,397046
STRYKER CORPCOM8636671012,41025,214SH DFND925,0640150
STRYKER CORPCOM8636671012903,038SH OTR11,90401,134
STURM RUGER & CO INCCOM864159108991,718SH DFND11,71800
STURM RUGER & CO INCCOM864159108711,240SH DFND131,24000
STURM RUGER & CO INCCOM86415910812210SH DFND1421000
STURM RUGER & CO INCCOM8641591085,805101,036SH DFND7101,017019
STURM RUGER & CO INCCOM8641591081031,795SH DFND7,91,79500
STURM RUGER & CO INCCOM8641591083456,002SH DFND96,00200
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210416390SH DFND139000
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN8644821042385,980SH DFND75,98000
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210455814,000SH DFND914,00000
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN864482104401,000SH OTR11,00000
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20921924,628SH DFND124,62800
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M2091,400157,486SH DFND7155,64601,840
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M20968577,091SH DFND7,975,93501,156
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M2092,372266,812SH DFND9235,132031,680
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M209182,012SH OTR12,01200
SUMMIT HOTEL PPTYSCOM866082100372,880SH DFND132,88000
SUMMIT HOTEL PPTYSCOM866082100342,592SH DFND142,59200
SUMMIT HOTEL PPTYSCOM866082100856,545SH OTR136,54500
SUN CMNTYS INCCOM8666741041051,691SH DFND131,69100
SUN CMNTYS INCCOM8666741041342,165SH DFND142,16500
SUN CMNTYS INCCOM86667410412200SH DFND720000
SUN CMNTYS INCCOM86667410470211,346SH OTR1311,34600
SUN LIFE FINL INCCOM866796105451,345SH DFND141,34500
SUN LIFE FINL INCCOM86679610511317SH DFND731700
SUN LIFE FINL INCCOM8667961051273,788SH DFND7,93,78800
SUN LIFE FINL INCCOM8667961051,02330,633SH DFND930,63300
SUN LIFE FINL INCCOM86679610523703SH OTR1370300
SUNCOR ENERGY INC NEWCOM86722410784030,527SH DFND130,52700
SUNCOR ENERGY INC NEWCOM86722410791129,800SH DFND1,329,80000
SUNCOR ENERGY INC NEWCOM86722410789432,468SH DFND1432,46800
SUNCOR ENERGY INC NEWCOM86722410749818,110SH DFND318,11000
SUNCOR ENERGY INC NEWCOM8672241077,483271,929SH DFND7271,4260503
SUNCOR ENERGY INC NEWCOM8672241072,45289,096SH DFND7,989,09600
SUNCOR ENERGY INC NEWCOM8672241074,116149,569SH DFND9146,91902,650
SUNCOR ENERGY INC NEWCOM8672241071204,367SH OTR14,36700
SUNCOR ENERGY INC NEWCOM8672241071023,698SH OTR133,69800
SUNEDISON INCCOM86732Y1092357,860SH DFND137,86000
SUNEDISON INCCOM86732Y1091123,730SH DFND143,73000
SUNEDISON INCCOM86732Y109642,146SH DFND765101,495
SUNEDISON INCCOM86732Y1098264SH DFND7,900264
SUNEDISON INCCOM86732Y109632,122SH DFND92,12200
SUNEDISON INCCOM86732Y10921700SH OTR170000
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L108441,150SH DFND11,15000
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1081604,201SH DFND74,20100
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1086150SH OTR115000
SUNOCO LPCOM U REP LP86765K1091,84840,784SH DFND1440,78400
SUNOCO LPCOM U REP LP86765K109360SH DFND76000
SUNSTONE HOTEL INVS INC NEWCOM8678921011077,129SH DFND137,12900
SUNSTONE HOTEL INVS INC NEWCOM8678921011409,337SH DFND149,33700
SUNSTONE HOTEL INVS INC NEWCOM8678921012134SH DFND713400
SUNSTONE HOTEL INVS INC NEWCOM86789210178752,408SH OTR1352,40800
SUNTRUST BKS INCCOM8679141032535,887SH DFND15,88700
SUNTRUST BKS INCCOM8679141032876,680SH DFND136,68000
SUNTRUST BKS INCCOM8679141031132,630SH DFND142,63000
SUNTRUST BKS INCCOM8679141034,04193,922SH DFND791,55602,366
SUNTRUST BKS INCCOM8679141032806,501SH DFND7,96,50100
SUNTRUST BKS INCCOM86791410363014,641SH DFND914,64100
SUNTRUST BKS INCCOM8679141032365,481SH OTR13,78101,700
SUPER MICRO COMPUTER INCCOM86800U104632,128SH DFND132,12800
SUPER MICRO COMPUTER INCCOM86800U10411388SH DFND1438800
SUPER MICRO COMPUTER INCCOM86800U10421712SH DFND72220490
SUPER MICRO COMPUTER INCCOM86800U1041,23041,570SH OTR1341,57000
SUPERIOR ENERGY SVCS INCCOM868157108371,770SH DFND11,77000
SUPERIOR ENERGY SVCS INCCOM868157108321,500SH DFND141,50000
SUPERIOR ENERGY SVCS INCCOM868157108723,424SH DFND73,338086
SUPERIOR ENERGY SVCS INCCOM8681571081376,500SH DFND7,96,50000
SUPERIOR ENERGY SVCS INCCOM86815710838618,343SH DFND918,34300
SUPERIOR INDS INTL INCCOM8681681055296SH DFND1329600
SUPERIOR INDS INTL INCCOM8681681055283SH DFND1428300
SUPERIOR INDS INTL INCCOM86816810527314,888SH DFND914,1500738
SUPERVALU INCCOM86853610330938,233SH DFND1338,23300
SUPERVALU INCCOM868536103121,510SH DFND141,51000
SUPERVALU INCCOM8685361032276SH DFND7240036
SUPERVALU INCCOM868536103121,455SH DFND7,91,45500
SUPERVALU INCCOM868536103015SH DFND91500
SURGICAL CARE AFFILIATES INCCOM86881L106451,180SH DFND131,18000
SURGICAL CARE AFFILIATES INCCOM86881L1067180SH DFND1418000
SURGICAL CARE AFFILIATES INCCOM86881L106010SH DFND91000
SURGICAL CARE AFFILIATES INCCOM86881L10639410,270SH OTR1310,27000
SUSQUEHANNA BANCSHARES INC PCOM86909910147833,821SH DFND133,82100
SUSQUEHANNA BANCSHARES INC PCOM869099101916,442SH DFND136,44200
SUSQUEHANNA BANCSHARES INC PCOM869099101191,375SH DFND141,37500
SUSQUEHANNA BANCSHARES INC PCOM869099101614,350SH DFND94,35000
SUSQUEHANNA BANCSHARES INC PCOM8690991011258,878SH OTR18,87800
SWEDISH EXPT CR CORPROG TTL ETN 228702978017912,700SH DFND90012,700
SWIFT TRANSN COCL A87074U10131213,777SH DFND1313,77700
SWIFT TRANSN COCL A87074U101241,050SH DFND141,05000
SWIFT TRANSN COCL A87074U10115652SH DFND72700382
SWIFT TRANSN COCL A87074U101159SH DFND7,90059
SWIFT TRANSN COCL A87074U101582,572SH DFND92,57200
SYMANTEC CORPCOM871503108753,210SH DFND13,21000
SYMANTEC CORPCOM87150310863527,300SH DFND1,30027,300
SYMANTEC CORPCOM87150310828212,120SH DFND1312,12000
SYMANTEC CORPCOM871503108652,800SH DFND142,80000
SYMANTEC CORPCOM871503108753,215SH DFND3003,215
SYMANTEC CORPCOM87150310872731,260SH DFND730,8440416
SYMANTEC CORPCOM871503108502,163SH DFND7,92,16300
SYMANTEC CORPCOM87150310841517,848SH DFND917,84800
SYNCHRONOSS TECHNOLOGIES INCNOTE 0.750% 8/187157BAA11715,000PRN DFND915,00000
SYNAPTICS INCCOM87157D1092012,323SH DFND132,32300
SYNAPTICS INCCOM87157D10933385SH DFND1438500
SYNAPTICS INCCOM87157D1092633,034SH DFND72,2590775
SYNAPTICS INCCOM87157D1092873,310SH DFND93,31000
SYNAPTICS INCCOM87157D10916800SHCallDFND980000
SYNGENTA AGSPONSORED ADR87160A100451SH DFND15100
SYNGENTA AGSPONSORED ADR87160A1004425,412SH DFND75,1470265
SYNGENTA AGSPONSORED ADR87160A10016194SH DFND7,919400
SYNGENTA AGSPONSORED ADR87160A1001,47618,090SH DFND918,005085
SYNGENTA AGSPONSORED ADR87160A1001632,000SH OTR12,00000
SYNOPSYS INCCOM8716071071322,600SH DFND132,60000
SYNOPSYS INCCOM8716071071072,116SH DFND72,073043
SYNOPSYS INCCOM871607107240SH DFND94000
SYNOVUS FINL CORPCOM NEW87161C50112394SH DFND1339400
SYNOVUS FINL CORPCOM NEW87161C501341,101SH DFND141,10100
SYNOVUS FINL CORPCOM NEW87161C50135711,576SH DFND711,57600
SYNOVUS FINL CORPCOM NEW87161C501270SH DFND97000
SYNTEL INCCOM87162H103711,488SH DFND1,3001,488
SYNTEL INCCOM87162H1031002,100SH DFND132,10000
SYNTEL INCCOM87162H10320412SH DFND1441200
SYNTEL INCCOM87162H1033938,274SH DFND74,07404,200
SYNTEL INCCOM87162H103641,345SH DFND91,34500
SYNTHETIC BIOLOGICS INCCOM87164U10210436,451SH DFND736,45100
SYNCHRONY FINLCOM87165B1031655,000SH DFND135,00000
SYNCHRONY FINLCOM87165B10316500SH DFND1450000
SYNCHRONY FINLCOM87165B1031484,492SH DFND74,2710221
SYPRIS SOLUTIONS INCCOM8716551061812,369SH DFND1312,36900
SYSCO CORPCOM8718291073,01883,604SH DFND181,52602,078
SYSCO CORPCOM87182910737110,290SH DFND1310,29000
SYSCO CORPCOM8718291072526,993SH DFND145,0401,9530
SYSCO CORPCOM87182910737610,405SH DFND310,40500
SYSCO CORPCOM8718291078,469234,600SH DFND7232,47102,129
SYSCO CORPCOM8718291071,26635,064SH DFND7,935,06400
SYSCO CORPCOM87182910712,203338,041SH DFND9298,608039,433
SYSCO CORPCOM8718291071,11030,735SH OTR128,61302,122
SYSCO CORPCOM87182910701,400SHCallDFND91,40000
TD AMERITRADE HLDG CORPCOM87236Y1082607,050SH DFND137,05000
TD AMERITRADE HLDG CORPCOM87236Y1081012,730SH DFND142,73000
TD AMERITRADE HLDG CORPCOM87236Y108521,414SH DFND71,352062
TD AMERITRADE HLDG CORPCOM87236Y1081103,000SH DFND93,00000
TECO ENERGY INCCOM872375100251,400SH DFND11,40000
TECO ENERGY INCCOM8723751008430SH DFND1343000
TECO ENERGY INCCOM872375100462,620SH DFND142,62000
TECO ENERGY INCCOM872375100905,074SH DFND75,053021
TECO ENERGY INCCOM87237510012670SH DFND7,967000
TECO ENERGY INCCOM872375100130SH DFND93000
TECO ENERGY INCCOM872375100442,482SH OTR12,48200
TJX COS INC NEWCOM87254010911160SH DFND116000
TJX COS INC NEWCOM8725401091,40521,240SH DFND1321,24000
TJX COS INC NEWCOM87254010969710,540SH DFND1410,54000
TJX COS INC NEWCOM8725401093,04345,991SH DFND744,67501,316
TJX COS INC NEWCOM8725401091131,704SH DFND7,91,611093
TJX COS INC NEWCOM8725401091,43221,645SH DFND919,96601,679
TJX COS INC NEWCOM872540109731,110SH OTR11,11000
TRI POINTE HOMES INCCOM87265H109815,280SH DFND135,28000
TRI POINTE HOMES INCCOM87265H109191,250SH DFND141,25000
TRI POINTE HOMES INCCOM87265H109936,064SH DFND76,06400
TRI POINTE HOMES INCCOM87265H1099556SH DFND7,955600
TRI POINTE HOMES INCCOM87265H1099596SH DFND959600
TABLEAU SOFTWARE INCCL A87336U1052191,900SH DFND131,90000
TABLEAU SOFTWARE INCCL A87336U1051271,100SH DFND141,10000
TABLEAU SOFTWARE INCCL A87336U10536309SH DFND7290019
TABLEAU SOFTWARE INCCL A87336U10523200SH DFND920000
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391001,60870,801SH DFND769,10001,701
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910074932,992SH DFND7,932,3150677
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR8740391003,772166,079SH DFND9164,57901,500
TAKE-TWO INTERACTIVE SOFTWARCOM8740541092659,616SH DFND139,61600
TAKE-TWO INTERACTIVE SOFTWARCOM87405410919683SH DFND1468300
TAKE-TWO INTERACTIVE SOFTWARCOM87405410914500SH DFND750000
TALEN ENERGY CORPCOM87422J1051317,638SH DFND17,4380200
TALEN ENERGY CORPCOM87422J105191,124SH DFND131,12400
TALEN ENERGY CORPCOM87422J105153SH DFND145300
TALEN ENERGY CORPCOM87422J1058449SH DFND344900
TALEN ENERGY CORPCOM87422J1051579,170SH DFND79,0430127
TALEN ENERGY CORPCOM87422J1059541SH DFND7,954100
TALEN ENERGY CORPCOM87422J1051367,900SH DFND97,90000
TALEN ENERGY CORPCOM87422J105593,433SH OTR13,1110322
TANGER FACTORY OUTLET CTRS ICOM875465106983,100SH DFND133,10000
TANGER FACTORY OUTLET CTRS ICOM875465106451,405SH DFND141,40500
TANGER FACTORY OUTLET CTRS ICOM875465106752,365SH DFND7002,365
TANGER FACTORY OUTLET CTRS ICOM875465106268SH DFND7,96800
TANGER FACTORY OUTLET CTRS ICOM875465106268SH DFND96800
TANGER FACTORY OUTLET CTRS ICOM8754651062297,218SH OTR137,21800
TARGA RESOURCES PARTNERS LPCOM UNIT87611X10565717,012SH DFND717,01200
TARGA RESOURCES PARTNERS LPCOM UNIT87611X1051,23532,000SH DFND932,00000
TARGET CORPCOM87612E1064,66457,139SH DFND157,13900
TARGET CORPCOM87612E1066668,160SH DFND138,16000
TARGET CORPCOM87612E1063173,883SH DFND143,88300
TARGET CORPCOM87612E1067,59993,097SH DFND789,60203,495
TARGET CORPCOM87612E10682710,134SH DFND7,910,13400
TARGET CORPCOM87612E10613,948170,874SH DFND9155,208015,666
TARGET CORPCOM87612E1065656,917SH OTR16,6420275
TARGET CORPCOM87612E106212,000SHCallDFND92,00000
TATA MTRS LTDSPONSORED ADR87656850224700SH DFND1470000
TATA MTRS LTDSPONSORED ADR876568502451,315SH DFND71,219096
TATA MTRS LTDSPONSORED ADR876568502269SH DFND7,96900
TATA MTRS LTDSPONSORED ADR876568502962,799SH DFND92,79900
TATA MTRS LTDSPONSORED ADR876568502822,390SH OTR132,39000
TAUBMAN CTRS INCCOM8766641039130SH DFND1313000
TAUBMAN CTRS INCCOM8766641031852,658SH DFND142,65800
TAUBMAN CTRS INCCOM87666410326372SH DFND737200
TAUBMAN CTRS INCCOM876664103566SH DFND7,96600
TAUBMAN CTRS INCCOM876664103576SH DFND97600
TAUBMAN CTRS INCCOM8766641035357,691SH OTR137,69100
TEAM INCCOM8781551002556,330SH DFND136,33000
TEAM INCCOM87815510012305SH DFND1430500
TEAM INCCOM878155100631,553SH DFND75301,500
TEAM HEALTH HOLDINGS INCCOM87817A10798615,100SH DFND1315,10000
TEAM HEALTH HOLDINGS INCCOM87817A10758890SH DFND1489000
TEAM HEALTH HOLDINGS INCCOM87817A107771,185SH DFND77830402
TEAM HEALTH HOLDINGS INCCOM87817A1074767,290SH OTR137,29000
TECH DATA CORPCOM8782371061522,640SH DFND132,64000
TECH DATA CORPCOM8782371069160SH DFND1416000
TECH DATA CORPCOM8782371061302,250SH DFND32,25000
TECH DATA CORPCOM878237106354SH DFND75400
TECH DATA CORPCOM87823710635611SH DFND961100
TECK RESOURCES LTDCL B878742204242,396SH DFND72,39600
TECK RESOURCES LTDCL B8787422045475SH DFND900475
TECK RESOURCES LTDCL B8787422041120SH OTR112000
TECK RESOURCES LTDCL B878742204878,809SH OTR138,80900
TEJON RANCH COCOM87908010915595SH DFND159500
TEJON RANCH COCOM87908010913508SH DFND1350800
TEJON RANCH COCOM879080109261,019SH DFND141,01900
TEJON RANCH COCOM87908010919748SH DFND7727021
TEJON RANCH COCOM879080109511,968SH DFND7,91,96800
TEJON RANCH COCOM8790801091445,594SH DFND95,59400
TEJON RANCH COCOM879080109321,252SH OTR131,25200
TELECOM ITALIA S P A NEWSPON ADR ORD87927Y102413,212SH DFND73,21200
TELECOM ITALIA S P A NEWSPON ADR ORD87927Y102362,810SH DFND9002,810
TELECOM ITALIA S P A NEWSPON ADR ORD87927Y102191,519SH OTR11,51900
TELECOM ITALIA S P A NEWSPON ADR ORD87927Y102604,715SH OTR134,71500
TELEDYNE TECHNOLOGIES INCCOM8793601056926,561SH DFND1,3006,561
TELEDYNE TECHNOLOGIES INCCOM8793601052892,742SH DFND132,74200
TELEDYNE TECHNOLOGIES INCCOM87936010527256SH DFND1425600
TELEDYNE TECHNOLOGIES INCCOM879360105655SH DFND75500
TELEDYNE TECHNOLOGIES INCCOM879360105876SH DFND7,97600
TELEDYNE TECHNOLOGIES INCCOM8793601051,24211,771SH DFND9971010,800
TELEFLEX INCCOM87936910637275SH DFND127500
TELEFLEX INCCOM879369106860SH DFND136000
TELEFLEX INCCOM87936910635260SH DFND1426000
TELEFLEX INCCOM87936910687645SH DFND763807
TELEFLEX INCCOM8793691063932,902SH DFND92,3110591
TELEFONICA S ASPONSORED ADR87938220817512,353SH DFND712,268085
TELEFONICA S ASPONSORED ADR8793822087482SH DFND7,948200
TELEFONICA S ASPONSORED ADR87938220828219,893SH DFND919,89300
TELEFONICA S ASPONSORED ADR879382208211,477SH OTR11,47700
TEMPLETON GLOBAL INCOME FDCOM88019810626938,250SH DFND138,25000
TEMPLETON GLOBAL INCOME FDCOM880198106253,500SH DFND73,50000
TEMPUR SEALY INTL INCCOM88023U10155831SH DFND183100
TEMPUR SEALY INTL INCCOM88023U1011652,500SH DFND132,50000
TEMPUR SEALY INTL INCCOM88023U10159900SH DFND1490000
TEMPUR SEALY INTL INCCOM88023U101901,362SH DFND71,327035
TEMPUR SEALY INTL INCCOM88023U1011852,802SH DFND7,92,790012
TEMPUR SEALY INTL INCCOM88023U10170710,724SH DFND910,5670157
TENET HEALTHCARE CORPCOM NEW88033G407631,097SH DFND11,09700
TENET HEALTHCARE CORPCOM NEW88033G4071402,425SH DFND132,42500
TENET HEALTHCARE CORPCOM NEW88033G40730525SH DFND1452500
TENET HEALTHCARE CORPCOM NEW88033G4071141,974SH DFND71,935039
TENET HEALTHCARE CORPCOM NEW88033G4072153,723SH DFND7,93,72300
TENET HEALTHCARE CORPCOM NEW88033G40761510,625SH DFND910,62500
TENET HEALTHCARE CORPCOM NEW88033G40771112,281SH OTR1312,28100
TENNECO INCCOM880349105120SH DFND12000
TENNECO INCCOM8803491052113,680SH DFND133,68000
TENNECO INCCOM88034910543742SH DFND1474200
TENNECO INCCOM880349105831,452SH DFND722201,230
TENNECO INCCOM880349105701,225SH DFND91,22500
TERADATA CORP DELCOM88076W1031363,670SH DFND133,67000
TERADATA CORP DELCOM88076W10365317,649SH DFND1417,64900
TERADATA CORP DELCOM88076W1031834,953SH DFND72,61002,343
TERADATA CORP DELCOM88076W10312325SH DFND7,9285040
TERADATA CORP DELCOM88076W103451,222SH DFND99970225
TERADYNE INCCOM880770102673,450SH DFND133,45000
TERADYNE INCCOM8807701028400SH DFND1440000
TERADYNE INCCOM8807701021769,142SH DFND79,14200
TERADYNE INCCOM8807701028390SH DFND939000
TEREX CORP NEWCOM8807791033150SH DFND115000
TEREX CORP NEWCOM880779103472,030SH DFND132,03000
TEREX CORP NEWCOM880779103140SH DFND144000
TEREX CORP NEWCOM88077910358925,346SH DFND724,5460800
TEREX CORP NEWCOM880779103130SH DFND90030
TERRA NITROGEN CO L PCOM UNIT88100520118150SH DFND715000
TERRA NITROGEN CO L PCOM UNIT8810052011,74914,441SH DFND914,44100
TESLA MTRS INCNOTE 0.250% 3/088160RAB76162,000PRN DFND962,00000
TESLA MTRS INCNOTE 1.250% 3/088160RAC52222,000PRN DFND722,00000
TESLA MTRS INCCOM88160R101134500SH DFND150000
TESLA MTRS INCCOM88160R1018373,120SH DFND133,12000
TESLA MTRS INCCOM88160R1014291,600SH DFND141,60000
TESLA MTRS INCCOM88160R101257959SH DFND7908051
TESLA MTRS INCCOM88160R1017052,628SH DFND92,62800
TESLA MTRS INCCOM88160R10154200SH OTR120000
TESORO CORPCOM881609101901,068SH DFND11,06800
TESORO CORPCOM88160910176900SH DFND1,390000
TESORO CORPCOM8816091011982,340SH DFND132,34000
TESORO CORPCOM88160910153630SH DFND1463000
TESORO CORPCOM8816091011,45317,210SH DFND717,192018
TESORO CORPCOM8816091011681,992SH DFND7,91,938054
TESORO CORPCOM8816091016507,703SH DFND97,70300
TESORO CORPCOM88160910119222SH OTR122200
TESORO CORPCOM881609101203,200SHCallDFND93,20000
TETRA TECH INC NEWCOM88162G10386733,800SH DFND1,30033,800
TETRA TECH INC NEWCOM88162G103522,044SH DFND132,04400
TETRA TECH INC NEWCOM88162G10312463SH DFND1446300
TETRA TECH INC NEWCOM88162G1031877,300SH DFND77,0350265
TETRA TECH INC NEWCOM88162G103261,021SH DFND91,02100
TEVA PHARMACEUTICAL INDS LTDADR8816242095479,250SH DFND18,9840266
TEVA PHARMACEUTICAL INDS LTDADR8816242094567,710SH DFND1,37,71000
TEVA PHARMACEUTICAL INDS LTDADR88162420957959SH DFND1495900
TEVA PHARMACEUTICAL INDS LTDADR881624209891,500SH DFND31,50000
TEVA PHARMACEUTICAL INDS LTDADR8816242097,039119,096SH DFND7118,7280368
TEVA PHARMACEUTICAL INDS LTDADR8816242092,98950,577SH DFND7,950,3440233
TEVA PHARMACEUTICAL INDS LTDADR8816242097,274123,083SH DFND9120,71902,364
TEVA PHARMACEUTICAL INDS LTDADR881624209971,649SH OTR11,64900
TEVA PHARMACEUTICAL INDS LTDADR881624209831,406SH OTR131,40600
TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE92417,000PRN DFND917,00000
TEXAS CAPITAL BANCSHARES INCCOM88224Q1071051,688SH DFND131,68800
TEXAS CAPITAL BANCSHARES INCCOM88224Q10723363SH DFND1436300
TEXAS CAPITAL BANCSHARES INCCOM88224Q107661,052SH DFND72270825
TEXAS CAPITAL BANCSHARES INCCOM88224Q107781,255SH DFND91,25500
TEXAS INSTRS INCCOM8825081041,81835,298SH DFND135,29800
TEXAS INSTRS INCCOM8825081041,75434,050SH DFND1334,05000
TEXAS INSTRS INCCOM88250810485016,500SH DFND1416,50000
TEXAS INSTRS INCCOM8825081041,85035,912SH DFND731,24104,671
TEXAS INSTRS INCCOM8825081041462,837SH DFND7,92,792045
TEXAS INSTRS INCCOM8825081042,05839,949SH DFND925,789014,160
TEXAS INSTRS INCCOM8825081041,75834,128SH OTR132,82801,300
TEXAS ROADHOUSE INCCOM8826811091654,395SH DFND134,39500
TEXAS ROADHOUSE INCCOM88268110932857SH DFND1485700
TEXAS ROADHOUSE INCCOM882681109752,014SH DFND710101,913
TEXAS ROADHOUSE INCCOM8826811091794,781SH DFND94,78100
TEXTRON INCCOM8832031013056,836SH DFND16,83600
TEXTRON INCCOM8832031011463,270SH DFND133,27000
TEXTRON INCCOM883203101451,010SH DFND141,01000
TEXTRON INCCOM8832031012435,450SH DFND75,45000
TEXTRON INCCOM88320310117376SH DFND7,9282094
TEXTRON INCCOM88320310192820,791SH DFND920,5910200
TEXTURA CORPCOM883211104311,120SH DFND131,12000
TEXTURA CORPCOM8832111048270SH DFND1427000
TEXTURA CORPCOM8832111042097,500SH DFND77,50000
THERMO FISHER SCIENTIFIC INCCOM8835561021311,010SH DFND17450265
THERMO FISHER SCIENTIFIC INCCOM8835561029247,120SH DFND137,12000
THERMO FISHER SCIENTIFIC INCCOM8835561023983,070SH DFND143,07000
THERMO FISHER SCIENTIFIC INCCOM8835561022,35518,152SH DFND717,5120640
THERMO FISHER SCIENTIFIC INCCOM88355610271546SH DFND7,9475071
THERMO FISHER SCIENTIFIC INCCOM8835561022,42418,680SH DFND912,26306,417
THERMO FISHER SCIENTIFIC INCCOM88355610284644SH OTR11440500
THERMO FISHER SCIENTIFIC INCCOM8835561025744,421SH OTR134,42100
THERMON GROUP HLDGS INCCOM88362T10362525,946SH DFND1,30025,946
THERMON GROUP HLDGS INCCOM88362T103261,100SH DFND131,10000
THERMON GROUP HLDGS INCCOM88362T1039370SH DFND1437000
THERMON GROUP HLDGS INCCOM88362T1037281SH DFND728100
THERMON GROUP HLDGS INCCOM88362T10381333,771SH DFND91,506032,265
THOMSON REUTERS CORPCOM8849031051333,500SH DFND133,50000
THOMSON REUTERS CORPCOM88490310515400SH DFND1440000
THOMSON REUTERS CORPCOM88490310584622,226SH DFND722,22600
THOMSON REUTERS CORPCOM88490310574619,607SH DFND7,919,60700
THOMSON REUTERS CORPCOM88490310543511,438SH DFND911,423015
THORATEC CORPCOM NEW8851753071433,210SH DFND133,21000
THORATEC CORPCOM NEW88517530730680SH DFND1468000
THORATEC CORPCOM NEW8851753071563,492SH DFND72,31701,175
THORATEC CORPCOM NEW885175307130SH DFND93000
3M COCOM88579Y10113,01684,352SH DFND184,2520100
3M COCOM88579Y1012,96419,210SH DFND1319,21000
3M COCOM88579Y1011,56110,117SH DFND1410,11700
3M COCOM88579Y1012501,620SH DFND31,0000620
3M COCOM88579Y10113,47387,318SH DFND786,02001,298
3M COCOM88579Y1015,07632,895SH DFND7,932,855040
3M COCOM88579Y10142,623276,236SH DFND9251,799024,437
3M COCOM88579Y10111,06471,705SH OTR164,20507,500
3M COCOM88579Y101131850SH OTR785000
3M COCOM88579Y1010300SHCallDFND930000
TIFFANY & CO NEWCOM88654710874804SH DFND180400
TIFFANY & CO NEWCOM8865471083263,550SH DFND133,55000
TIFFANY & CO NEWCOM8865471081791,950SH DFND141,95000
TIFFANY & CO NEWCOM8865471081,57517,155SH DFND716,8300325
TIFFANY & CO NEWCOM88654710822235SH DFND7,9205030
TIFFANY & CO NEWCOM8865471081,94721,212SH DFND921,0570155
TIFFANY & CO NEWCOM886547108921,000SH OTR11,00000
TILE SHOP HLDGS INCCOM88677Q1092106SH DFND172034
TILE SHOP HLDGS INCCOM88677Q1092,006141,340SH DFND13141,34000
TILE SHOP HLDGS INCCOM88677Q1097490SH DFND1449000
TILE SHOP HLDGS INCCOM88677Q109190SH DFND39000
TILE SHOP HLDGS INCCOM88677Q109715,000SH DFND75,00000
TIME INC NEWCOM887228104298SH DFND19800
TIME INC NEWCOM887228104672,910SH DFND132,91000
TIME INC NEWCOM887228104321,372SH DFND141,37200
TIME INC NEWCOM8872281041245,372SH DFND75,37200
TIME INC NEWCOM8872281045219SH DFND7,921801
TIME INC NEWCOM8872281044191SH DFND919100
TIME INC NEWCOM8872281043136SH OTR113600
TIME WARNER INCCOM NEW8873173031802,055SH DFND11,7850270
TIME WARNER INCCOM NEW8873173031,47916,916SH DFND1316,91600
TIME WARNER INCCOM NEW8873173036657,603SH DFND147,60300
TIME WARNER INCCOM NEW8873173034,17047,703SH DFND747,2960407
TIME WARNER INCCOM NEW8873173033093,538SH DFND7,93,528010
TIME WARNER INCCOM NEW8873173031,49917,150SH DFND914,66302,487
TIME WARNER INCCOM NEW8873173031401,604SH OTR11,60400
TIME WARNER CABLE INCCOM88732J20754304SH DFND130400
TIME WARNER CABLE INCCOM88732J2071,5018,424SH DFND138,42400
TIME WARNER CABLE INCCOM88732J2078164,581SH DFND144,58100
TIME WARNER CABLE INCCOM88732J2076533,666SH DFND72,34501,321
TIME WARNER CABLE INCCOM88732J207123693SH DFND7,95400153
TIME WARNER CABLE INCCOM88732J2071,3967,836SH DFND93,97703,859
TIME WARNER CABLE INCCOM88732J20747265SH OTR126500
TIME WARNER CABLE INCCOM88732J2071,4718,256SH OTR138,25600
TIMKEN COCOM88738910411300SH DFND1330000
TIMKEN COCOM887389104390SH DFND149000
TIMKEN COCOM88738910437410,238SH DFND710,23107
TIMKEN COCOM88738910412334SH DFND933400
TIVO INCCOM888706108626,070SH DFND136,07000
TIVO INCCOM88870610810938SH DFND1493800
TIVO INCCOM888706108414,092SH DFND93,00001,092
TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM21010,000PRN DFND710,00000
TOLL BROS FIN CORPNOTE 0.500% 9/188947EAM26563,000PRN DFND963,00000
TOLL BROTHERS INCCOM8894781031554,050SH DFND134,05000
TOLL BROTHERS INCCOM88947810377820,369SH DFND719,31901,050
TOLL BROTHERS INCCOM8894781031985,190SH DFND95,19000
TORCHMARK CORPCOM891027104991,695SH DFND131,69500
TORCHMARK CORPCOM8910271042484,266SH DFND74,214052
TORCHMARK CORPCOM891027104113SH DFND7,90013
TORO COCOM8910921081592,340SH DFND132,34000
TORO COCOM891092108731,080SH DFND141,08000
TORO COCOM891092108911,341SH DFND78660475
TORO COCOM8910921087104SH DFND7,910400
TORO COCOM8910921081722,542SH DFND92,528014
TORONTO DOMINION BK ONTCOM NEW8911605097164SH DFND116400
TORONTO DOMINION BK ONTCOM NEW89116050945410,676SH DFND79,8620814
TORONTO DOMINION BK ONTCOM NEW8911605096134SH DFND7,913400
TORONTO DOMINION BK ONTCOM NEW8911605092014,719SH DFND94,71900
TORONTO DOMINION BK ONTCOM NEW89116050937864SH OTR17000164
TORTOISE ENERGY INFRSTRCTR CCOM89147L1003589,696SH DFND79,69600
TORTOISE ENERGY INFRSTRCTR CCOM89147L1002947,960SH DFND96,96001,000
TORTOISE MLP FD INCCOM89148B101552,575SH DFND12,57500
TORTOISE MLP FD INCCOM89148B10124011,320SH DFND711,32000
TOTAL S ASPONSORED ADR89151E1092004,062SH DFND13,8160246
TOTAL S ASPONSORED ADR89151E10959012,000SH DFND1,312,00000
TOTAL S ASPONSORED ADR89151E1091,38528,159SH DFND727,9010258
TOTAL S ASPONSORED ADR89151E1093066,218SH DFND7,96,21800
TOTAL S ASPONSORED ADR89151E1096,584133,895SH DFND9116,174017,721
TOTAL S ASPONSORED ADR89151E10945913SH OTR191300
TOTAL S ASPONSORED ADR89151E10901,000SHCallDFND91,00000
TOWERS WATSON & COCL A8918941071641,300SH DFND131,30000
TOWERS WATSON & COCL A8918941072191,739SH DFND71,649090
TOWERS WATSON & COCL A891894107215SH DFND7,90015
TOWERS WATSON & COCL A8918941072622,083SH DFND92,08300
TOTAL SYS SVCS INCCOM8919061091894,520SH DFND134,52000
TOTAL SYS SVCS INCCOM891906109992,373SH DFND142,37300
TOTAL SYS SVCS INCCOM8919061093077,348SH DFND77,34800
TOTAL SYS SVCS INCCOM891906109237SH DFND7,93700
TOTAL SYS SVCS INCCOM891906109601,447SH DFND91,44700
TOWNSQUARE MEDIA INCCL A89223110117713,046SH DFND713,04600
TOWNSQUARE MEDIA INCCL A8922311012150SH DFND915000
TOYOTA MOTOR CORPSP ADR REP2COM8923313072341,748SH DFND11,74800
TOYOTA MOTOR CORPSP ADR REP2COM8923313071,75113,091SH DFND713,080011
TOYOTA MOTOR CORPSP ADR REP2COM8923313076464,828SH DFND7,94,82800
TOYOTA MOTOR CORPSP ADR REP2COM8923313071,43510,730SH DFND910,73000
TOYOTA MOTOR CORPSP ADR REP2COM89233130727200SH OTR120000
TRACTOR SUPPLY COCOM8923561068379,307SH DFND17,83301,474
TRACTOR SUPPLY COCOM8923561061,23213,697SH DFND1313,69700
TRACTOR SUPPLY COCOM8923561062342,600SH DFND142,60000
TRACTOR SUPPLY COCOM8923561065375,966SH DFND35,96600
TRACTOR SUPPLY COCOM8923561063604,005SH DFND73,8110194
TRACTOR SUPPLY COCOM89235610688979SH DFND7,997900
TRACTOR SUPPLY COCOM8923561061,07611,969SH DFND911,96900
TRACTOR SUPPLY COCOM89235610640448SH OTR144800
TRANSCANADA CORPCOM89353D1072977,300SH DFND1,37,30000
TRANSCANADA CORPCOM89353D1071844,540SH DFND74,54000
TRANSCANADA CORPCOM89353D10752612,950SH DFND912,95000
TRANSDIGM GROUP INCCOM8936411004251,890SH DFND131,89000
TRANSDIGM GROUP INCCOM8936411002251,000SH DFND141,00000
TRANSDIGM GROUP INCCOM8936411001,2685,643SH DFND75,631012
TRANSDIGM GROUP INCCOM8936411003611,605SH DFND948501,120
TRANSPORTADORA DE GAS SURSPON ADR B8938702044710,400SH OTR1310,40000
TRAVELERS COMPANIES INCCOM89417E1091,19112,322SH DFND112,32200
TRAVELERS COMPANIES INCCOM89417E1094915,080SH DFND135,08000
TRAVELERS COMPANIES INCCOM89417E1091681,737SH DFND141,73700
TRAVELERS COMPANIES INCCOM89417E1092152,220SH DFND31,21001,010
TRAVELERS COMPANIES INCCOM89417E1092,99330,962SH DFND730,0800882
TRAVELERS COMPANIES INCCOM89417E1092872,971SH DFND7,92,96506
TRAVELERS COMPANIES INCCOM89417E1099,20495,223SH DFND994,5150708
TRAVELERS COMPANIES INCCOM89417E1099299,609SH OTR19,60900
TREDEGAR CORPCOM89465010018833SH DFND183300
TREDEGAR CORPCOM89465010019860SH DFND1386000
TREDEGAR CORPCOM894650100140SH DFND144000
TREDEGAR CORPCOM89465010020889SH DFND7874015
TREDEGAR CORPCOM894650100512,316SH DFND7,92,31600
TREDEGAR CORPCOM89465010046721,137SH DFND921,13700
TREEHOUSE FOODS INCCOM89469A1041111,372SH DFND131,37200
TREEHOUSE FOODS INCCOM89469A10426315SH DFND1431500
TREEHOUSE FOODS INCCOM89469A1041091,340SH DFND71,34000
TREEHOUSE FOODS INCCOM89469A10416200SH DFND920000
TREX CO INCCOM89531P10588117,827SH DFND1317,82700
TREX CO INCCOM89531P10522436SH DFND1443600
TREX CO INCCOM89531P1051442,918SH DFND72,91800
TRIMAS CORPCOM NEW8962152092147,219SH DFND137,21900
TRIMAS CORPCOM NEW89621520912420SH DFND1442000
TRIMAS CORPCOM NEW8962152091926,500SH DFND36,50000
TRIMAS CORPCOM NEW8962152096195SH DFND7137058
TRIMBLE NAVIGATION LTDCOM896239100351,500SH DFND11,50000
TRIMBLE NAVIGATION LTDCOM8962391001004,280SH DFND134,28000
TRIMBLE NAVIGATION LTDCOM896239100592,500SH DFND142,50000
TRIMBLE NAVIGATION LTDCOM89623910023810,135SH DFND73,90006,235
TRIMBLE NAVIGATION LTDCOM896239100733,120SH DFND92,7890331
TRINITY INDS INCCOM896522109933,537SH DFND13,53700
TRINITY INDS INCCOM89652210915560SH DFND1356000
TRINITY INDS INCCOM896522109532,000SH DFND142,00000
TRINITY INDS INCCOM8965221092,05977,907SH DFND777,878029
TRINITY INDS INCCOM89652210931511,922SH DFND7,911,92200
TRINITY INDS INCCOM89652210928410,742SH DFND98,39202,350
TRINITY INDS INCCOM89652210919735SH OTR173500
TRINITY INDS INCCOM89652210901,100SHPutDFND71,10000
TRIPLEPOINT VENTR GRW BDC COCOM89677Y10018914,000SH DFND714,00000
TRIPADVISOR INCCOM896945201219SH DFND11207
TRIPADVISOR INCCOM8969452012,91733,480SH DFND1333,48000
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TRIPADVISOR INCCOM8969452012392,745SH DFND72,74500
TRIPADVISOR INCCOM89694520112140SH DFND7,914000
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TUPPERWARE BRANDS CORPCOM899896104711,100SH DFND131,10000
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TWENTY FIRST CENTY FOX INCCL A90130A101491,504SH DFND18000704
TWENTY FIRST CENTY FOX INCCL A90130A1011,22137,530SH DFND1337,53000
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TWENTY FIRST CENTY FOX INCCL A90130A1011,82756,138SH DFND916,463039,675
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TWENTY FIRST CENTY FOX INCCL A90130A1010900SHCallDFND990000
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TWITTER INCCOM90184L102361,000SH DFND11,00000
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TWITTER INCCOM90184L102942,600SH OTR12,60000
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TWO HBRS INVT CORPCOM90187B101141,415SH DFND11,41500
TWO HBRS INVT CORPCOM90187B10115115,465SH DFND715,46500
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USANA HEALTH SCIENCES INCCOM90328M10740295SH DFND1329500
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UMPQUA HLDGS CORPCOM9042141031,32473,610SH DFND166,08607,524
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UNION BANKSHARES CORP NEWCOM90539J109451,955SH DFND131,95500
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UNITED PARCEL SERVICE INCCL B9113121062,51825,981SH DFND125,7810200
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UTAH MED PRODS INCCOM9174881084116,888SH DFND136,88800
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VCA INCCOM91819410147870SH DFND1387000
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VAIL RESORTS INCCOM91879Q1092332,130SH DFND132,13000
VAIL RESORTS INCCOM91879Q1098537,807SH DFND147,80700
VAIL RESORTS INCCOM91879Q1091141,045SH DFND71,04500
VALEANT PHARMACEUTICALS INTLCOM91911K1021357SH DFND10057
VALEANT PHARMACEUTICALS INTLCOM91911K1023621,629SH DFND71,62603
VALEANT PHARMACEUTICALS INTLCOM91911K1021,1675,254SH DFND980904,445
VALEANT PHARMACEUTICALS INTLCOM91911K1024452,005SH OTR132,00500
VALE S AADR91912E10591,600SH DFND11,60000
VALE S AADR91912E105111,799SH DFND71,79900
VALE S AADR91912E1059816,600SH DFND914,00002,600
VALE S AADR91912E10561,075SH OTR11,07500
VALERO ENERGY CORP NEWCOM91913Y10055879SH DFND187900
VALERO ENERGY CORP NEWCOM91913Y1001943,100SH DFND1,33,10000
VALERO ENERGY CORP NEWCOM91913Y1004747,570SH DFND137,57000
VALERO ENERGY CORP NEWCOM91913Y1002083,330SH DFND143,33000
VALERO ENERGY CORP NEWCOM91913Y1002,02732,385SH DFND731,5580827
VALERO ENERGY CORP NEWCOM91913Y10078112,469SH DFND7,912,451018
VALERO ENERGY CORP NEWCOM91913Y1001,03116,473SH DFND912,97303,500
VALLEY NATL BANCORPCOM919794107535,098SH DFND135,09800
VALLEY NATL BANCORPCOM919794107504,841SH DFND144,84100
VALLEY NATL BANCORPCOM919794107161SH DFND7,90061
VALLEY NATL BANCORPCOM9197941072210SH DFND921000
VALMONT INDS INCCOM9202531011751,473SH DFND131,47300
VALMONT INDS INCCOM9202531012011,687SH DFND71,1370550
VALMONT INDS INCCOM920253101216SH DFND91600
VALSPAR CORPCOM920355104228SH DFND116012
VALSPAR CORPCOM9203551043,00436,720SH DFND1336,72000
VALSPAR CORPCOM9203551041331,620SH DFND141,62000
VALSPAR CORPCOM920355104332SH DFND33200
VALSPAR CORPCOM92035510436438SH DFND743701
VALSPAR CORPCOM92035510425309SH DFND930900
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884410,382132,124SH DFND1132,12400
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884435440SH DFND344000
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884416,051204,266SH DFND7197,41606,850
VANGUARD SPECIALIZED PORTFOLDIV APP ETF9219088447419,432SH DFND7,99,43200
VANGUARD SPECIALIZED PORTFOLDIV APP ETF92190884411,353144,473SH DFND9144,47300
VANGUARD SPECIALIZED PORTFOLDIV APP ETF9219088441,01512,923SH OTR112,5130410
VANGUARD STAR FDVG TL INTL STK F9219097684859,633SH DFND76,73302,900
VANGUARD WORLD FDMEGA GRWTH IND9219108163,22538,871SH DFND738,87100
VANGUARD WORLD FDMEGA GRWTH IND92191081666798SH DFND979800
VANGUARD WORLD FDMEGA CAP VAL ETF9219108402,12235,438SH DFND735,43800
VANGUARD WORLD FDMEGA CAP VAL ETF92191084064110,699SH DFND910,69900
VANGUARD BD INDEX FD INCINTERMED TERM9219378197158,526SH DFND18,52600
VANGUARD BD INDEX FD INCINTERMED TERM9219378192,79533,330SH DFND733,33000
VANGUARD BD INDEX FD INCINTERMED TERM9219378191982,355SH DFND92,35500
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378271,09713,674SH DFND18,77004,904
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378277,76396,809SH DFND396,80900
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378276,30678,637SH DFND777,8870750
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378271,12314,000SH DFND7,914,00000
VANGUARD BD INDEX FD INCSHORT TRM BOND9219378271081,350SH OTR11,35000
VANGUARD BD INDEX FD INCTOTAL BND MRKT92193783530,058369,901SH DFND167,4480302,453
VANGUARD BD INDEX FD INCTOTAL BND MRKT92193783510,888133,991SH DFND7132,29101,700
VANGUARD BD INDEX FD INCTOTAL BND MRKT9219378355777,096SH OTR17,09600
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385826,321663,837SH DFND1422,8100241,027
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438585,016126,509SH DFND13126,50900
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438587,593191,500SH DFND140191,5000
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385867216,951SH DFND316,95100
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858100,2892,529,347SH DFND72,520,71808,629
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF92194385837,421943,772SH DFND7,9943,77200
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF921943858275,9866,960,560SH DFND96,945,433015,127
VANGUARD TAX MANAGED INTL FDFTSE DEV MKT ETF9219438581,60540,489SH OTR138,74001,749
VANGUARD WHITEHALL FDS INCHIGH DIV YLD9219464068,820131,023SH DFND155,134075,889
VANGUARD WHITEHALL FDS INCHIGH DIV YLD9219464062503,709SH DFND33,70900
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640698514,632SH DFND714,63200
VANGUARD WHITEHALL FDS INCHIGH DIV YLD92194640684912,605SH OTR112,60500
VANGUARD MALVERN FDSSTRM INFPROIDX9220208052094,301SH DFND72,18102,120
VANGUARD WORLD FDSENERGY ETF92204A30653500SH DFND150000
VANGUARD WORLD FDSENERGY ETF92204A3061,0479,789SH DFND79,78900
VANGUARD WORLD FDSENERGY ETF92204A3064814,500SH DFND7,94,50000
VANGUARD WORLD FDSENERGY ETF92204A3062,13019,915SH DFND919,91500
VANGUARD WORLD FDSENERGY ETF92204A306550SH OTR15000
VANGUARD WORLD FDSFINANCIALS ETF92204A40541,988845,338SH DFND1377,5940467,744
VANGUARD WORLD FDSFINANCIALS ETF92204A4051713,437SH DFND1,33,43700
VANGUARD WORLD FDSFINANCIALS ETF92204A4053,83677,235SH DFND14077,2350
VANGUARD WORLD FDSFINANCIALS ETF92204A40512,739256,479SH DFND3256,0554240
VANGUARD WORLD FDSFINANCIALS ETF92204A40513,341268,601SH DFND7268,60100
VANGUARD WORLD FDSFINANCIALS ETF92204A4051,06821,503SH DFND7,921,50300
VANGUARD WORLD FDSFINANCIALS ETF92204A40539,936804,034SH DFND9804,03400
VANGUARD WORLD FDSFINANCIALS ETF92204A4051,05821,307SH OTR114,84806,459
VANGUARD WORLD FDSHEALTH CAR ETF92204A50432,296230,754SH DFND1108,3650122,389
VANGUARD WORLD FDSHEALTH CAR ETF92204A504116829SH DFND1,382900
VANGUARD WORLD FDSHEALTH CAR ETF92204A5042,93220,950SH DFND14020,9500
VANGUARD WORLD FDSHEALTH CAR ETF92204A5049,34566,771SH DFND366,6541170
VANGUARD WORLD FDSHEALTH CAR ETF92204A50410,39674,276SH DFND774,27600
VANGUARD WORLD FDSHEALTH CAR ETF92204A5041,0537,521SH DFND7,97,52100
VANGUARD WORLD FDSHEALTH CAR ETF92204A50429,791212,856SH DFND9212,85600
VANGUARD WORLD FDSHEALTH CAR ETF92204A5049446,743SH OTR14,03802,705
VANGUARD WORLD FDSINF TECH ETF92204A7025,71153,760SH DFND753,2470513
VANGUARD WORLD FDSINF TECH ETF92204A7021701,600SH DFND7,91,60000
VANGUARD WORLD FDSINF TECH ETF92204A7021701,600SH DFND91,60000
VANGUARD WORLD FDSMATERIALS ETF92204A8019228,563SH DFND78,56300
VANGUARD WORLD FDSUTILITIES ETF92204A87648535SH DFND753500
VANGUARD WORLD FDSUTILITIES ETF92204A8761,34915,000SH DFND915,00000
VANGUARD WORLD FDSUTILITIES ETF92204A87620225SH OTR122500
VANGUARD INTL EQUITY INDEX FGLB EX US ETF9220426762324,179SH DFND74,17900
VANGUARD INTL EQUITY INDEX FGLB EX US ETF9220426766100SH DFND910000
VANGUARD INTL EQUITY INDEX FFTSE SMCAP ETF92204271864630SH DFND763000
VANGUARD INTL EQUITY INDEX FFTSE SMCAP ETF922042718328SH DFND7,92800
VANGUARD INTL EQUITY INDEX FFTSE SMCAP ETF9220427181,35413,283SH DFND91,600011,683
VANGUARD INTL EQUITY INDEX FALLWRLD EX US9220427753,10363,917SH DFND763,91700
VANGUARD INTL EQUITY INDEX FALLWRLD EX US9220427758,089166,609SH DFND9166,60900
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428583,09975,796SH DFND175,3070489
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428581,96548,080SH DFND14048,0800
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285873,7741,804,657SH DFND71,797,16407,493
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF92204285813,125321,050SH DFND7,9321,05000
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858132,3763,238,151SH DFND93,222,211015,940
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF9220428581,38133,789SH OTR133,78900
VANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF9220428665228,550SH DFND78,55000
VANGUARD INTL EQUITY INDEX FFTSE PACIFIC ETF922042866693SH DFND7,99300
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428741,30924,247SH DFND723,00001,247
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF922042874671,249SH DFND7,91,24900
VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF9220428741212,240SH DFND92,24000
VANGUARD NAT RES LLCCOM UNIT92205F10612800SH DFND780000
VANGUARD NAT RES LLCCOM UNIT92205F10629920,000SH DFND920,00000
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C4091,14514,390SH DFND714,0400350
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C40958725SH DFND7,900725
VANGUARD SCOTTSDALE FDSSHRT TRM CORP BD92206C4091,01612,770SH DFND9270012,500
VANGUARD SCOTTSDALE FDSMORTG-BACK SEC92206C7714117,782SH DFND7007,782
VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C8703604,222SH DFND74,22200
VANTIV INCCL A92210H1051493,900SH DFND133,90000
VANTIV INCCL A92210H10534900SH DFND1490000
VANTIV INCCL A92210H1052396,268SH DFND76,205063
VANTIV INCCL A92210H105120SH DFND92000
VARIAN MED SYS INCCOM92220P1051351,600SH DFND11,60000
VARIAN MED SYS INCCOM92220P1053584,250SH DFND134,25000
VARIAN MED SYS INCCOM92220P1051381,640SH DFND141,64000
VARIAN MED SYS INCCOM92220P1053273,875SH DFND72,9360939
VARIAN MED SYS INCCOM92220P10541490SH DFND7,949000
VARIAN MED SYS INCCOM92220P1051,49717,753SH DFND917,75300
VECTREN CORPCOM92240G101651,680SH DFND131,68000
VECTREN CORPCOM92240G101541,400SH DFND141,40000
VECTREN CORPCOM92240G101932,409SH DFND72,40900
VECTREN CORPCOM92240G101113SH DFND7,90013
VECTREN CORPCOM92240G101501,290SH DFND91,29000
VECTOR GROUP LTDCOM92240M108863,647SH DFND133,64700
VECTOR GROUP LTDCOM92240M10811479SH DFND1447900
VECTOR GROUP LTDCOM92240M10844318,890SH DFND718,89000
VECTOR GROUP LTDCOM92240M108280SH DFND98000
VENTAS INCCOM92276F10057924SH DFND18040120
VENTAS INCCOM92276F1002053,300SH DFND133,30000
VENTAS INCCOM92276F1004286,897SH DFND146,89700
VENTAS INCCOM92276F1004807,731SH DFND77,5820149
VENTAS INCCOM92276F10022353SH DFND7,935300
VENTAS INCCOM92276F10082913,357SH DFND97,70705,650
VENTAS INCCOM92276F1009153SH OTR115300
VENTAS INCCOM92276F1001,28520,701SH OTR1320,70100
VANGUARD INDEX FDSS&P 500 ETF SHS9229083633291,740SH DFND11,74000
VANGUARD INDEX FDSS&P 500 ETF SHS9229083634,82625,554SH DFND725,483071
VANGUARD INDEX FDSS&P 500 ETF SHS9229083631475SH DFND7,97500
VANGUARD INDEX FDSS&P 500 ETF SHS9229083634,72625,026SH DFND925,02600
VANGUARD INDEX FDSMCAP VL IDXVIP9229085121731,909SH DFND71,90900
VANGUARD INDEX FDSMCAP VL IDXVIP92290851258644SH DFND964400
VANGUARD INDEX FDSMCAP GR IDXVIP9229085384163,903SH DFND71,90302,000
VANGUARD INDEX FDSMCAP GR IDXVIP92290853872672SH DFND967200
VANGUARD INDEX FDSREIT ETF92290855313,609182,201SH DFND1178,43803,763
VANGUARD INDEX FDSREIT ETF92290855363840SH DFND1,384000
VANGUARD INDEX FDSREIT ETF9229085533,14442,100SH DFND1342,10000
VANGUARD INDEX FDSREIT ETF9229085532,73236,579SH DFND336,57900
VANGUARD INDEX FDSREIT ETF92290855315,813211,721SH DFND7205,24706,474
VANGUARD INDEX FDSREIT ETF92290855378410,497SH DFND7,910,49700
VANGUARD INDEX FDSREIT ETF9229085532,66235,639SH DFND935,63900
VANGUARD INDEX FDSREIT ETF9229085532,73736,642SH OTR135,7360906
VANGUARD INDEX FDSSML CP GRW ETF9229085956494,835SH DFND74,7050130
VANGUARD INDEX FDSSML CP GRW ETF922908595429SH DFND7,92900
VANGUARD INDEX FDSSML CP GRW ETF9229085952601,935SH DFND91,93500
VANGUARD INDEX FDSSM CP VAL ETF92290861123216SH DFND121600
VANGUARD INDEX FDSSM CP VAL ETF9229086118557,930SH DFND77,93000
VANGUARD INDEX FDSSM CP VAL ETF922908611328SH DFND7,92800
VANGUARD INDEX FDSSM CP VAL ETF9229086117436,891SH DFND96,89100
VANGUARD INDEX FDSMID CAP ETF9229086292451,921SH DFND11,92100
VANGUARD INDEX FDSMID CAP ETF9229086295,42042,530SH DFND742,518012
VANGUARD INDEX FDSMID CAP ETF9229086293322,604SH DFND7,92,60400
VANGUARD INDEX FDSMID CAP ETF9229086293192,500SH DFND92,50000
VANGUARD INDEX FDSMID CAP ETF92290862925200SH OTR120000
VANGUARD INDEX FDSLARGE CAP ETF9229086372913,066SH DFND13,06600
VANGUARD INDEX FDSLARGE CAP ETF9229086374755,012SH DFND75,01200
VANGUARD INDEX FDSLARGE CAP ETF9229086371091,150SH DFND91,15000
VANGUARD INDEX FDSEXTEND MKT ETF92290865237400SH DFND740000
VANGUARD INDEX FDSEXTEND MKT ETF9229086521992,160SH DFND92,16000
VANGUARD INDEX FDSGROWTH ETF9229087361121,043SH DFND11,04300
VANGUARD INDEX FDSGROWTH ETF9229087361,42413,303SH DFND711,30302,000
VANGUARD INDEX FDSGROWTH ETF922908736874SH DFND7,97400
VANGUARD INDEX FDSGROWTH ETF92290873690839SH DFND983900
VANGUARD INDEX FDSVALUE ETF92290874458693SH DFND169300
VANGUARD INDEX FDSVALUE ETF9229087447388,853SH DFND78,85300
VANGUARD INDEX FDSVALUE ETF9229087449113SH DFND7,911300
VANGUARD INDEX FDSVALUE ETF922908744911,086SH DFND91,08600
VANGUARD INDEX FDSSMALL CP ETF9229087511,59713,145SH DFND113,14500
VANGUARD INDEX FDSSMALL CP ETF92290875132,140264,595SH DFND7263,58001,015
VANGUARD INDEX FDSSMALL CP ETF92290875112100SH DFND7,910000
VANGUARD INDEX FDSSMALL CP ETF9229087518,47769,785SH DFND969,78500
VANGUARD INDEX FDSSMALL CP ETF9229087512151,770SH OTR11,5020268
VANGUARD INDEX FDSSMALL CP ETF92290875179650SH OTR765000
VANGUARD INDEX FDSTOTAL STK MKT92290876972670SH DFND167000
VANGUARD INDEX FDSTOTAL STK MKT9229087691,66715,575SH DFND714,9430632
VANGUARD INDEX FDSTOTAL STK MKT9229087696786,336SH DFND96,33600
VANGUARD INDEX FDSTOTAL STK MKT9229087697867,344SH OTR17,34400
VERIFONE SYS INCCOM92342Y109882,600SH DFND132,60000
VERIFONE SYS INCCOM92342Y109782,300SH DFND142,30000
VERIFONE SYS INCCOM92342Y109702,057SH DFND72,05700
VERIFONE SYS INCCOM92342Y109393SH DFND950043
VERISIGN INCCOM92343E1022443,950SH DFND133,95000
VERISIGN INCCOM92343E1021232,000SH DFND142,00000
VERISIGN INCCOM92343E1021322,138SH DFND72,13800
VERISIGN INCCOM92343E10222355SH DFND7,935500
VERISIGN INCCOM92343E102226SH DFND90026
VERIZON COMMUNICATIONS INCCOM92343V10412,931277,423SH DFND1275,34502,078
VERIZON COMMUNICATIONS INCCOM92343V1045,919126,980SH DFND13126,98000
VERIZON COMMUNICATIONS INCCOM92343V1042,71058,144SH DFND1458,14400
VERIZON COMMUNICATIONS INCCOM92343V1044459,547SH DFND39,0210526
VERIZON COMMUNICATIONS INCCOM92343V10415,908341,290SH DFND7324,988016,302
VERIZON COMMUNICATIONS INCCOM92343V1042,39351,344SH DFND7,950,5210823
VERIZON COMMUNICATIONS INCCOM92343V10419,250413,012SH DFND9392,507020,505
VERIZON COMMUNICATIONS INCCOM92343V1046,681143,341SH OTR1138,32405,017
VERIZON COMMUNICATIONS INCCOM92343V10415315SH OTR731500
VERINT SYS INCCOM92343X1002233,667SH DFND133,66700
VERINT SYS INCCOM92343X10046765SH DFND1476500
VERINT SYS INCCOM92343X1001853,043SH DFND73,04300
VERINT SYS INCCOM92343X100751,230SH DFND91,23000
VERISK ANALYTICS INCCOM92345Y1064376,000SH DFND136,00000
VERISK ANALYTICS INCCOM92345Y1061241,700SH DFND141,70000
VERISK ANALYTICS INCCOM92345Y1063955,425SH DFND75,3100115
VERISK ANALYTICS INCCOM92345Y10610140SH DFND7,914000
VERISK ANALYTICS INCCOM92345Y1063835,270SH DFND94,4450825
VERMILLION INCCOM NEW92407M20615675,500SH DFND975,50000
VERTEX PHARMACEUTICALS INCCOM92532F10028229SH DFND122405
VERTEX PHARMACEUTICALS INCCOM92532F1003,96932,143SH DFND1332,14300
VERTEX PHARMACEUTICALS INCCOM92532F1004563,689SH DFND143,68900
VERTEX PHARMACEUTICALS INCCOM92532F100216SH DFND31600
VERTEX PHARMACEUTICALS INCCOM92532F1005554,498SH DFND74,1860312
VERTEX PHARMACEUTICALS INCCOM92532F100647SH DFND7,90047
VERTEX PHARMACEUTICALS INCCOM92532F1002251,823SH DFND91,6620161
VIACOM INC NEWCL B92553P2011011,567SH DFND11,56700
VIACOM INC NEWCL B92553P2015989,250SH DFND1,3009,250
VIACOM INC NEWCL B92553P2015047,800SH DFND137,80000
VIACOM INC NEWCL B92553P2013735,770SH DFND145,77000
VIACOM INC NEWCL B92553P201971,500SH DFND31,50000
VIACOM INC NEWCL B92553P2011,95430,224SH DFND729,4700754
VIACOM INC NEWCL B92553P2011402,173SH DFND7,91,3580815
VIACOM INC NEWCL B92553P2015818,993SH DFND98,99300
VIACOM INC NEWCL B92553P2012794,309SH OTR11,90902,400
VIMPELCOM LTDSPONSORED ADR92719A106244,900SH DFND144,90000
VIMPELCOM LTDSPONSORED ADR92719A10610621,300SH OTR1321,30000
VIPSHOP HLDGS LTDSPONSORED ADR92763W10336016,165SH DFND716,16500
VIPSHOP HLDGS LTDSPONSORED ADR92763W10330013,485SH DFND7,913,48500
VIPSHOP HLDGS LTDSPONSORED ADR92763W10335515,976SH DFND915,97600
VIPSHOP HLDGS LTDSPONSORED ADR92763W10323110,400SH OTR10010,400
VISA INCCOM CL A92826C8393,62053,915SH DFND150,30603,609
VISA INCCOM CL A92826C8394,30664,120SH DFND1364,12000
VISA INCCOM CL A92826C8392,11731,524SH DFND1431,52400
VISA INCCOM CL A92826C8391,38120,572SH DFND320,57200
VISA INCCOM CL A92826C8396,35594,634SH DFND789,92604,708
VISA INCCOM CL A92826C8393214,783SH DFND7,94,6110172
VISA INCCOM CL A92826C8396,61698,532SH DFND987,268011,264
VISA INCCOM CL A92826C8391,13716,930SH OTR116,93000
VISHAY INTERTECHNOLOGY INCCOM928298108766,470SH DFND136,47000
VISHAY INTERTECHNOLOGY INCCOM928298108242,020SH DFND142,02000
VISHAY INTERTECHNOLOGY INCCOM928298108161,410SH DFND71,41000
VISHAY INTERTECHNOLOGY INCCOM928298108242,097SH DFND92,09700
VISTA OUTDOOR INCCOM92837710041908SH DFND190800
VISTA OUTDOOR INCCOM92837710020440SH DFND1344000
VISTA OUTDOOR INCCOM92837710021460SH DFND1446000
VISTA OUTDOOR INCCOM9283771001022,276SH DFND72,245031
VISTA OUTDOOR INCCOM9283771001603,558SH DFND7,93,55800
VISTA OUTDOOR INCCOM9283771004489,977SH DFND99,97700
VISTA OUTDOOR INCCOM92837710036810SH OTR181000
VISTEON CORPCOM NEW92839U2061571,500SH DFND131,50000
VISTEON CORPCOM NEW92839U20697925SH DFND792500
VISTEON CORPCOM NEW92839U2061094SH DFND919075
VITAMIN SHOPPE INCCOM92849E101129SH DFND12009
VITAMIN SHOPPE INCCOM92849E1011,63443,830SH DFND1343,83000
VITAMIN SHOPPE INCCOM92849E10111290SH DFND1429000
VITAMIN SHOPPE INCCOM92849E101125SH DFND32500
VITAMIN SHOPPE INCCOM92849E1011634,371SH DFND72,89601,475
VITAMIN SHOPPE INCCOM92849E10180621,639SH OTR1321,63900
VMWARE INCCL A COM9285634026617,714SH DFND16,55101,163
VMWARE INCCL A COM9285634021982,310SH DFND132,31000
VMWARE INCCL A COM9285634021061,240SH DFND141,24000
VMWARE INCCL A COM9285634024164,848SH DFND34,84800
VMWARE INCCL A COM9285634025836,802SH DFND76,5710231
VMWARE INCCL A COM928563402931,080SH DFND7,91,057023
VMWARE INCCL A COM9285634028219,571SH DFND99,57100
VMWARE INCCL A COM92856340231362SH OTR136200
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W3081,27635,016SH DFND134,3290687
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W30895026,076SH DFND1,326,07600
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W3086,698183,753SH DFND14183,75300
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W30887924,109SH DFND321,35002,759
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W3089,477259,989SH DFND7257,25702,732
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W30897326,689SH DFND7,926,68900
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W3085,960163,515SH DFND9158,32405,191
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W3081835,014SH OTR14,6520362
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W30886623,770SH OTR1323,77000
VODAFONE GROUP PLC NEWSPNSR ADR NO PAR92857W30824653SH OTR765300
VORNADO RLTY TRSH BEN INT9290421093493,673SH DFND133,67300
VORNADO RLTY TRSH BEN INT9290421095465,756SH DFND145,75600
VORNADO RLTY TRSH BEN INT92904210986908SH DFND790800
VORNADO RLTY TRSH BEN INT92904210927284SH DFND7,928400
VORNADO RLTY TRSH BEN INT92904210911113SH DFND911300
VORNADO RLTY TRSH BEN INT9290421092,57127,083SH OTR1327,08300
VOYA FINL INCCOM92908910037800SH DFND1480000
VOYA FINL INCCOM9290891002,51254,050SH DFND754,039011
VOYA FINL INCCOM92908910095320,500SH DFND7,920,50000
VOYA FINL INCCOM929089100841,800SH DFND91,80000
VULCAN MATLS COCOM929160109450SH DFND15000
VULCAN MATLS COCOM9291601091181,400SH DFND131,40000
VULCAN MATLS COCOM92916010960710SH DFND1471000
VULCAN MATLS COCOM92916010957683SH DFND7643040
VULCAN MATLS COCOM92916010920241SH DFND7,924100
VULCAN MATLS COCOM92916010937439SH DFND943900
VULCAN MATLS COCOM92916010947560SH OTR156000
WD-40 COCOM92923610717200SH DFND120000
WD-40 COCOM9292361075035,774SH DFND135,77400
WD-40 COCOM92923610712141SH DFND1414100
WD-40 COCOM92923610710119SH DFND711900
WD-40 COCOM92923610758671SH DFND967100
WD-40 COCOM92923610717200SH OTR120000
WGL HLDGS INCCOM92924F106851,570SH DFND131,57000
WGL HLDGS INCCOM92924F10621382SH DFND1438200
WGL HLDGS INCCOM92924F1061492,748SH DFND72,74800
WGL HLDGS INCCOM92924F106125SH DFND92500
WABCO HLDGS INCCOM92927K1022542,050SH DFND132,05000
WABCO HLDGS INCCOM92927K1021241,000SH DFND141,00000
WABCO HLDGS INCCOM92927K1021821,473SH DFND71,463010
WABCO HLDGS INCCOM92927K10269554SH DFND9457097
W P CAREY INCCOM92936U1091121,900SH DFND131,90000
W P CAREY INCCOM92936U1092173,677SH DFND73,67700
W P CAREY INCCOM92936U1091632,760SH DFND92,76000
WPP PLC NEWADR92937A102437SH DFND13700
WPP PLC NEWADR92937A1021,0319,145SH DFND78,9170228
WPP PLC NEWADR92937A10239342SH DFND7,934200
WPP PLC NEWADR92937A1021,35612,033SH DFND99,03303,000
WP GLIMCHER INCOM92939N10211777SH DFND177700
WP GLIMCHER INCOM92939N102302,184SH DFND132,18400
WP GLIMCHER INCOM92939N102987,210SH DFND147,21000
WP GLIMCHER INCOM92939N102282,056SH DFND72,05600
WP GLIMCHER INCOM92939N1023224SH DFND7,9209015
WP GLIMCHER INCOM92939N10213987SH DFND998502
WP GLIMCHER INCOM92939N102151,113SH OTR11,11300
WP GLIMCHER INCOM92939N10216211,993SH OTR1311,99300
WEC ENERGY GROUP INCCOM92939U1061212,700SH DFND12,70000
WEC ENERGY GROUP INCCOM92939U1062806,225SH DFND136,22500
WEC ENERGY GROUP INCCOM92939U106902,010SH DFND142,01000
WEC ENERGY GROUP INCCOM92939U10674016,457SH DFND716,1910266
WEC ENERGY GROUP INCCOM92939U10613293SH DFND7,928508
WEC ENERGY GROUP INCCOM92939U10648210,716SH DFND98,71602,000
WEC ENERGY GROUP INCCOM92939U10636800SH OTR180000
WABTEC CORPCOM9297401082032,150SH DFND12,15000
WABTEC CORPCOM9297401083133,320SH DFND133,32000
WABTEC CORPCOM9297401081411,500SH DFND141,50000
WABTEC CORPCOM9297401081,15512,251SH DFND710,15102,100
WABTEC CORPCOM92974010845475SH DFND7,947500
WABTEC CORPCOM9297401083183,377SH DFND93,37700
WABTEC CORPCOM92974010811116SH OTR111600
WADDELL & REED FINL INCCL A93005910043918SH DFND191800
WADDELL & REED FINL INCCL A9300591001302,740SH DFND132,74000
WADDELL & REED FINL INCCL A930059100831,760SH DFND141,76000
WADDELL & REED FINL INCCL A9300591001002,117SH DFND72,075042
WADDELL & REED FINL INCCL A9300591001603,383SH DFND7,93,38300
WADDELL & REED FINL INCCL A93005910056111,860SH DFND911,86000
WAL-MART STORES INCCOM9311421035,66379,843SH DFND179,3430500
WAL-MART STORES INCCOM9311421031,17716,593SH DFND1316,59300
WAL-MART STORES INCCOM9311421035958,394SH DFND148,39400
WAL-MART STORES INCCOM9311421034796,760SH DFND36,76000
WAL-MART STORES INCCOM9311421037,097100,058SH DFND799,7690289
WAL-MART STORES INCCOM93114210387812,375SH DFND7,912,2560119
WAL-MART STORES INCCOM9311421036,08185,726SH DFND968,491017,235
WAL-MART STORES INCCOM9311421033,28846,354SH OTR144,38901,965
WAL-MART STORES INCCOM9311421030100SHCallDFND710000
WALGREENS BOOTS ALLIANCE INCCOM93142710892911,002SH DFND111,00200
WALGREENS BOOTS ALLIANCE INCCOM9314271081,25014,800SH DFND1314,80000
WALGREENS BOOTS ALLIANCE INCCOM9314271085406,396SH DFND146,39600
WALGREENS BOOTS ALLIANCE INCCOM9314271087,51989,049SH DFND788,7680281
WALGREENS BOOTS ALLIANCE INCCOM9314271082,37428,112SH DFND7,928,10408
WALGREENS BOOTS ALLIANCE INCCOM93142710817,039201,789SH DFND9166,604035,185
WALGREENS BOOTS ALLIANCE INCCOM9314271083834,531SH OTR14,461070
WALGREENS BOOTS ALLIANCE INCCOM9314271080400SHCallDFND740000
WALGREENS BOOTS ALLIANCE INCCOM93142710811,100SHCallDFND91,10000
WALTER INVT MGMT CORPNOTE 4.500%11/093317WAA02025,000PRN DFND925,00000
WASHINGTON FED INCCOM938824109472,020SH DFND132,02000
WASHINGTON FED INCCOM938824109431,830SH DFND141,83000
WASHINGTON FED INCCOM9388241091245,303SH DFND75,30300
WASHINGTON FED INCCOM938824109130SH DFND93000
WASHINGTON REAL ESTATE INVTSH BEN INT939653101481,842SH DFND131,84200
WASHINGTON REAL ESTATE INVTSH BEN INT9396531015190SH DFND1419000
WASHINGTON REAL ESTATE INVTSH BEN INT939653101491,904SH DFND71,90400
WASHINGTON REAL ESTATE INVTSH BEN INT939653101120SH DFND92000
WASHINGTON REAL ESTATE INVTSH BEN INT93965310113500SH OTR100500
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011304,991SH OTR134,99100
WASTE CONNECTIONS INCCOM941053100246SH DFND130016
WASTE CONNECTIONS INCCOM9410531001,14424,270SH DFND1,30024,270
WASTE CONNECTIONS INCCOM9410531003,20467,995SH DFND1367,99500
WASTE CONNECTIONS INCCOM94105310026550SH DFND1455000
WASTE CONNECTIONS INCCOM941053100245SH DFND34500
WASTE CONNECTIONS INCCOM941053100661,409SH DFND71,358051
WASTE CONNECTIONS INCCOM9410531001,71836,460SH DFND920036,440
WASTE MGMT INC DELCOM94106L1092,18247,077SH DFND144,03503,042
WASTE MGMT INC DELCOM94106L1092064,440SH DFND134,44000
WASTE MGMT INC DELCOM94106L1092515,423SH DFND143,1302,2930
WASTE MGMT INC DELCOM94106L10958612,635SH DFND312,63500
WASTE MGMT INC DELCOM94106L10916,929365,250SH DFND7365,25000
WASTE MGMT INC DELCOM94106L1091,84339,765SH DFND7,939,722043
WASTE MGMT INC DELCOM94106L1096,476139,718SH DFND9137,49902,219
WASTE MGMT INC DELCOM94106L10972615,668SH OTR111,34204,326
WASTE MGMT INC DELCOM94106L1090400SHCallDFND740000
WATERS CORPCOM94184810364500SH DFND150000
WATERS CORPCOM9418481033352,610SH DFND132,61000
WATERS CORPCOM9418481031811,410SH DFND141,41000
WATERS CORPCOM9418481033702,883SH DFND795801,925
WATERS CORPCOM94184810322170SH DFND7,9150020
WAUSAU PAPER CORPCOM943315101242,650SH DFND132,65000
WAUSAU PAPER CORPCOM9433151014472SH DFND1447200
WAUSAU PAPER CORPCOM94331510122,7822,481,672SH DFND92,481,67200
WEB COM GROUP INCNOTE 1.000% 8/194733AAA25050,000PRN DFND950,00000
WEBMD HEALTH CORPNOTE 2.500% 1/394770VAF92424,000PRN DFND924,00000
WEBMD HEALTH CORPNOTE 1.500%12/094770VAK84037,000PRN DFND937,00000
WEBSTER FINL CORP CONNCOM9478901091233,100SH DFND133,10000
WEBSTER FINL CORP CONNCOM94789010925640SH DFND1464000
WEBSTER FINL CORP CONNCOM94789010930767SH DFND72830484
WEBSTER FINL CORP CONNCOM94789010938954SH DFND995400
WEINGARTEN RLTY INVSSH BEN INT9487411031163,560SH DFND133,56000
WEINGARTEN RLTY INVSSH BEN INT948741103732,224SH DFND142,22400
WEINGARTEN RLTY INVSSH BEN INT948741103571,736SH DFND71,73600
WEINGARTEN RLTY INVSSH BEN INT9487411033119,526SH DFND93,52606,000
WEINGARTEN RLTY INVSSH BEN INT9487411032758,402SH OTR138,40200
WEIS MKTS INCCOM94884910411250SH DFND100250
WEIS MKTS INCCOM94884910420480SH DFND1348000
WEIS MKTS INCCOM948849104491SH DFND149100
WEIS MKTS INCCOM94884910421500SH DFND750000
WEIS MKTS INCCOM9488491041,39433,083SH DFND933,08300
WELLCARE HEALTH PLANS INCCOM94946T1062202,590SH DFND132,59000
WELLCARE HEALTH PLANS INCCOM94946T10642500SH DFND1450000
WELLCARE HEALTH PLANS INCCOM94946T106110SH DFND91000
WELLCARE HEALTH PLANS INCCOM94946T1061852,177SH OTR132,17700
WELLS FARGO & CO NEWCOM94974610116,322290,225SH DFND1285,07205,153
WELLS FARGO & CO NEWCOM9497461013,93870,025SH DFND1,370,02500
WELLS FARGO & CO NEWCOM9497461012,97752,925SH DFND1352,92500
WELLS FARGO & CO NEWCOM9497461011,56827,888SH DFND1425,1892,6990
WELLS FARGO & CO NEWCOM9497461013,91569,611SH DFND367,82101,790
WELLS FARGO & CO NEWCOM94974610144,741795,531SH DFND7790,26905,262
WELLS FARGO & CO NEWCOM9497461017,970141,716SH DFND7,9139,73801,978
WELLS FARGO & CO NEWCOM94974610123,931425,516SH DFND9406,400019,116
WELLS FARGO & CO NEWCOM9497461014,32376,873SH OTR172,69904,174
WELLS FARGO & CO NEWCOM9497461011352,400SH OTR72,40000
WELLS FARGO & CO NEWCOM9497461010500SHCallDFND750000
WELLS FARGO & CO NEWPERP PFD CNV A9497468042219SH DFND71900
WELLS FARGO & CO NEWPERP PFD CNV A949746804588500SH DFND91500350
WELLS FARGO & CO NEWPERP PFD CNV A9497468045950SH OTR15000
WENDYS COCOM95058W10015313,600SH DFND113,60000
WENDYS COCOM95058W100141,200SH DFND131,20000
WENDYS COCOM95058W100494,300SH DFND144,30000
WENDYS COCOM95058W100148SH DFND74800
WENDYS COCOM95058W100232,025SH DFND7,92,02500
WENDYS COCOM95058W100232,025SH DFND92,02500
WERNER ENTERPRISES INCCOM950755108371,421SH DFND131,42100
WERNER ENTERPRISES INCCOM9507551084148SH DFND1414800
WERNER ENTERPRISES INCCOM950755108833,174SH DFND73,17400
WERNER ENTERPRISES INCCOM9507551081064,020SH DFND94,02000
WEST PHARMACEUTICAL SVSC INCCOM955306105236SH DFND124012
WEST PHARMACEUTICAL SVSC INCCOM9553061053,81665,694SH DFND1365,69400
WEST PHARMACEUTICAL SVSC INCCOM95530610551876SH DFND1487600
WEST PHARMACEUTICAL SVSC INCCOM955306105230SH DFND33000
WEST PHARMACEUTICAL SVSC INCCOM95530610581013,954SH DFND712,15401,800
WEST PHARMACEUTICAL SVSC INCCOM9553061054658,000SH DFND7,98,00000
WEST PHARMACEUTICAL SVSC INCCOM9553061054,12971,088SH DFND971,08800
WESTAR ENERGY INCCOM95709T10074721,840SH DFND120,04901,791
WESTAR ENERGY INCCOM95709T1001012,960SH DFND132,96000
WESTAR ENERGY INCCOM95709T100842,451SH DFND148001,6510
WESTAR ENERGY INCCOM95709T1003078,985SH DFND38,98500
WESTAR ENERGY INCCOM95709T1005,296154,762SH DFND7154,746016
WESTAR ENERGY INCCOM95709T10055116,105SH DFND7,916,091014
WESTAR ENERGY INCCOM95709T1005,240153,115SH DFND9153,11500
WESTAR ENERGY INCCOM95709T1001033,017SH OTR12,998019
WESTERN DIGITAL CORPCOM9581021051792,280SH DFND132,28000
WESTERN DIGITAL CORPCOM9581021051071,370SH DFND141,37000
WESTERN DIGITAL CORPCOM9581021052092,670SH DFND72,642028
WESTERN DIGITAL CORPCOM95810210544560SH DFND7,9505055
WESTERN DIGITAL CORPCOM9581021053093,936SH DFND93,8160120
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541043625,708SH DFND15,70800
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541044396,930SH DFND146,1018290
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410428440SH DFND344000
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541046,711105,900SH DFND7105,90000
WESTERN GAS PARTNERS LPCOM UNIT LP IN95825410497615,404SH DFND7,915,40400
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541042,83644,756SH DFND923,756021,000
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541041742,740SH OTR12,74000
WESTERN REFNG INCCOM9593191041844,215SH DFND134,21500
WESTERN REFNG INCCOM95931910434779SH DFND1477900
WESTERN REFNG INCCOM9593191045115SH DFND711500
WESTERN UN COCOM9598021091035,045SH DFND15,04500
WESTERN UN COCOM95980210978338,500SH DFND1,30038,500
WESTERN UN COCOM95980210942120,690SH DFND1320,69000
WESTERN UN COCOM9598021091638,029SH DFND148,02900
WESTERN UN COCOM95980210936317,876SH DFND717,4490427
WESTERN UN COCOM95980210911563SH DFND7,956300
WESTERN UN COCOM95980210920710,159SH DFND910,15900
WESTERN UN COCOM959802109602,935SH OTR12,93500
WESTFIELD FINANCIAL INC NEWCOM96008P10412716,290SH DFND1416,29000
WESTPORT INNOVATIONS INCCOM NEW960908309347,221SH DFND77,22100
WESTPORT INNOVATIONS INCCOM NEW96090830951,000SH DFND7,91,00000
WESTPORT INNOVATIONS INCCOM NEW96090830910622,280SH DFND922,28000
WEX INCCOM96208T1041551,357SH DFND131,35700
WEX INCCOM96208T104326SH DFND142600
WEX INCCOM96208T1041321,156SH DFND71960960
WEYERHAEUSER COCOM962166104652,068SH DFND12,06800
WEYERHAEUSER COCOM96216610441013,010SH DFND1313,01000
WEYERHAEUSER COCOM9621661041334,211SH DFND144,21100
WEYERHAEUSER COCOM9621661041,51147,966SH DFND742,26305,703
WEYERHAEUSER COCOM96216610414443SH DFND7,944300
WEYERHAEUSER COCOM9621661042,60182,557SH DFND935,010047,547
WEYERHAEUSER COCOM9621661041484,692SH OTR12,44302,249
WHIRLPOOL CORPCOM9633201062341,350SH DFND131,35000
WHIRLPOOL CORPCOM96332010695550SH DFND1455000
WHIRLPOOL CORPCOM9633201066293,636SH DFND73,605031
WHIRLPOOL CORPCOM96332010619110SH DFND7,911000
WHIRLPOOL CORPCOM9633201062971,715SH DFND91,5900125
WHIRLPOOL CORPCOM96332010637214SH OTR121400
WHITEWAVE FOODS COCOM9662441052384,860SH DFND134,86000
WHITEWAVE FOODS COCOM9662441051663,400SH DFND143,40000
WHITEWAVE FOODS COCOM96624410560512,379SH DFND712,37900
WHITEWAVE FOODS COCOM9662441056130SH DFND7,913000
WHITEWAVE FOODS COCOM9662441051012,071SH DFND92,07100
WHITING PETE CORP NEWCOM966387102142SH DFND128014
WHITING PETE CORP NEWCOM9663871022,05161,056SH DFND1361,05600
WHITING PETE CORP NEWCOM966387102451,337SH DFND141,33700
WHITING PETE CORP NEWCOM966387102137SH DFND33700
WHITING PETE CORP NEWCOM966387102982,927SH DFND72,92205
WHOLE FOODS MKT INCCOM96683710629733SH DFND173300
WHOLE FOODS MKT INCCOM9668371063839,720SH DFND139,72000
WHOLE FOODS MKT INCCOM9668371061975,000SH DFND145,00000
WHOLE FOODS MKT INCCOM96683710688922,539SH DFND719,75202,787
WHOLE FOODS MKT INCCOM96683710632800SH DFND7,980000
WHOLE FOODS MKT INCCOM9668371061,05626,771SH DFND926,77100
WHOLE FOODS MKT INCCOM966837106461,170SH OTR11,17000
WILEY JOHN & SONS INCCL A9682232061142,100SH DFND132,10000
WILEY JOHN & SONS INCCL A96822320629540SH DFND1454000
WILEY JOHN & SONS INCCL A9682232061132,087SH DFND72,08700
WILEY JOHN & SONS INCCL A968223206350SH DFND95000
WILLIAMS COS INC DELCOM96945710029503SH DFND150300
WILLIAMS COS INC DELCOM9694571002183,800SH DFND1,33,80000
WILLIAMS COS INC DELCOM9694571001,40424,470SH DFND1324,47000
WILLIAMS COS INC DELCOM96945710061510,712SH DFND1410,71200
WILLIAMS COS INC DELCOM9694571001,38424,112SH DFND722,46801,644
WILLIAMS COS INC DELCOM969457100751,299SH DFND7,91,245054
WILLIAMS COS INC DELCOM96945710072512,636SH DFND99,07203,564
WILLIAMS COS INC DELCOM969457100691,200SH OTR1001,200
WILLIAMS COS INC DELCOM96945710021,000SHCallDFND71,00000
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1051162,387SH DFND12,2280159
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L1052,16444,673SH DFND744,2730400
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L105595SH DFND7,99500
WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L10569814,405SH DFND99,20605,199
WILLIAMS SONOMA INCCOM9699041012673,240SH DFND133,24000
WILLIAMS SONOMA INCCOM9699041011091,330SH DFND141,33000
WILLIAMS SONOMA INCCOM9699041014996,068SH DFND74,85801,210
WILLIAMS SONOMA INCCOM9699041013924,761SH DFND94,5030258
WINDSTREAM HLDGS INCCOM NEW97382A2004666SH DFND166600
WINDSTREAM HLDGS INCCOM NEW97382A200345,296SH DFND135,29600
WINDSTREAM HLDGS INCCOM NEW97382A2006872SH DFND1487200
WINDSTREAM HLDGS INCCOM NEW97382A200203,110SH DFND73,11000
WINDSTREAM HLDGS INCCOM NEW97382A2001157SH DFND7,915700
WINDSTREAM HLDGS INCCOM NEW97382A2004597SH DFND959700
WINMARK CORPCOM9742501022762,806SH DFND132,80600
WINMARK CORPCOM974250102660SH DFND146000
WINMARK CORPCOM974250102988SH DFND78800
WIPRO LTDSPON ADR 1 SH97651M109131,100SH DFND141,10000
WIPRO LTDSPON ADR 1 SH97651M1097580SH DFND7529051
WIPRO LTDSPON ADR 1 SH97651M109332,767SH DFND92,76700
WIPRO LTDSPON ADR 1 SH97651M109897,400SH OTR137,40000
WISDOMTREE INVTS INCCOM97717P1041516,860SH DFND136,86000
WISDOMTREE INVTS INCCOM97717P104291,310SH DFND141,31000
WISDOMTREE INVTS INCCOM97717P1041878,516SH DFND78,51600
WISDOMTREE TREQTY INC FD97717W2082283,828SH DFND73,82800
WISDOMTREE TRLARGECAP DIVID97717W3072873,955SH DFND143,95500
WISDOMTREE TRLARGECAP DIVID97717W3072863,949SH DFND73,94900
WISDOMTREE TRLARGECAP DIVID97717W3071,07714,852SH DFND914,85200
WISDOMTREE TREMERG MKTS ETF97717W3152,86766,025SH DFND122,825043,200
WISDOMTREE TREMERG MKTS ETF97717W3151463,360SH DFND33,36000
WISDOMTREE TREMERG MKTS ETF97717W3153,83988,393SH DFND788,39300
WISDOMTREE TREMERG MKTS ETF97717W3153,78387,100SH DFND7,987,10000
WISDOMTREE TREMERG MKTS ETF97717W3152,49357,411SH DFND957,41100
WISDOMTREE TREMERG MKTS ETF97717W315861,979SH OTR11,97900
WISDOMTREE TRDIV EX-FINL FD97717W4062533,445SH DFND93,44500
WISDOMTREE TRMDCP EARN FUND97717W5702953,100SH DFND73,10000
WISDOMTREE TRDEFA FD97717W70361712,079SH DFND712,07900
WISDOMTREE TRINTL SMCAP DIV97717W7603,78262,676SH DFND17,862054,814
WISDOMTREE TRINTL SMCAP DIV97717W760661,097SH DFND1401,0970
WISDOMTREE TRINTL SMCAP DIV97717W7602183,610SH DFND33,61000
WISDOMTREE TRINTL SMCAP DIV97717W7608,253136,775SH DFND7136,77500
WISDOMTREE TRINTL SMCAP DIV97717W7601,85230,701SH DFND7,930,70100
WISDOMTREE TRINTL SMCAP DIV97717W7601,50124,870SH DFND924,87000
WISDOMTREE TRINTL SMCAP DIV97717W7601252,079SH OTR12,058021
WISDOMTREE TRINTL DIV EX FINL97717W7861,51435,576SH DFND735,57600
WISDOMTREE TRINTL LRGCAP DV97717W7941102,300SH DFND142,30000
WISDOMTREE TRINTL LRGCAP DV97717W79485717,952SH DFND317,95200
WISDOMTREE TRINTL LRGCAP DV97717W7944,23188,662SH DFND788,66200
WISDOMTREE TRINTL LRGCAP DV97717W7943,01163,100SH DFND7,963,10000
WISDOMTREE TRINTL LRGCAP DV97717W79413,027272,983SH DFND9272,98300
WISDOMTREE TRJAPN HEDGE EQT97717W85124417SH DFND141700
WISDOMTREE TRJAPN HEDGE EQT97717W85110,437182,465SH DFND7179,62302,842
WISDOMTREE TRJAPN HEDGE EQT97717W8514477,820SH DFND7,97,82000
WISDOMTREE TRJAPN HEDGE EQT97717W85186815,176SH DFND9376014,800
WISDOMTREE TREUROPE HEDGED EQ97717X7016,882111,737SH DFND7109,68802,049
WISDOMTREE TREUROPE HEDGED EQ97717X7013425,560SH DFND7,95,56000
WISDOMTREE TREUROPE HEDGED EQ97717X7011,28820,907SH DFND98,567012,340
WISDOMTREE TREUROPE HEDGED EQ97717X70125400SH OTR140000
WISDOMTREE TREM LCL DEBT FD97717X8672386,121SH DFND146,12100
WISDOMTREE TREM LCL DEBT FD97717X86717428SH DFND742800
WOLVERINE WORLD WIDE INCCOM97809710379427,882SH DFND1327,88200
WOLVERINE WORLD WIDE INCCOM978097103381,326SH DFND141,32600
WOLVERINE WORLD WIDE INCCOM9780971031003,505SH DFND71,79601,709
WOLVERINE WORLD WIDE INCCOM978097103893,133SH DFND93,0100123
WOODWARD INCCOM98074510381114,752SH DFND1,30014,752
WOODWARD INCCOM9807451031783,241SH DFND133,24100
WOODWARD INCCOM98074510338683SH DFND1468300
WOODWARD INCCOM9807451039168SH DFND716800
WOODWARD INCCOM9807451031,12220,410SH DFND910020,400
WORKDAY INCNOTE 0.750% 7/198138HAC52320,000PRN DFND920,00000
WORKDAY INCCL A98138H1011762,300SH DFND132,30000
WORKDAY INCCL A98138H101921,200SH DFND141,20000
WORKDAY INCCL A98138H101797SH DFND79700
WORLD FUEL SVCS CORPCOM981475106891,856SH DFND11,85600
WORLD FUEL SVCS CORPCOM9814751061012,100SH DFND132,10000
WORLD FUEL SVCS CORPCOM9814751065100SH DFND1410000
WORLD FUEL SVCS CORPCOM98147510628578SH DFND7566012
WORLD FUEL SVCS CORPCOM981475106651,362SH DFND7,91,341021
WORLD FUEL SVCS CORPCOM9814751061633,397SH DFND93,39700
WORTHINGTON INDS INCCOM981811102471,579SH DFND131,57900
WORTHINGTON INDS INCCOM98181110214478SH DFND1447800
WORTHINGTON INDS INCCOM98181110230410,121SH DFND710,12100
WORTHINGTON INDS INCCOM98181110219620SH DFND962000
WORTHINGTON INDS INCCOM9818111022719,000SH OTR1009,000
WPX ENERGY INCCOM98212B103033SH DFND13300
WPX ENERGY INCCOM98212B103635,116SH DFND135,11600
WPX ENERGY INCCOM98212B1035404SH DFND1440400
WPX ENERGY INCCOM98212B103877,058SH DFND76,8540204
WPX ENERGY INCCOM98212B1034305SH DFND7,930500
WPX ENERGY INCCOM98212B103171,384SH DFND91,1330251
WPX ENERGY INCCOM98212B1035400SH OTR100400
WYNDHAM WORLDWIDE CORPCOM98310W1084315,260SH DFND135,26000
WYNDHAM WORLDWIDE CORPCOM98310W1081892,308SH DFND142,30800
WYNDHAM WORLDWIDE CORPCOM98310W1084074,973SH DFND74,944029
WYNDHAM WORLDWIDE CORPCOM98310W10814177SH DFND7,917700
WYNDHAM WORLDWIDE CORPCOM98310W1081812,212SH DFND92,21200
WYNDHAM WORLDWIDE CORPCOM98310W10827333SH OTR133300
WYNN RESORTS LTDCOM9831341072492,520SH DFND132,52000
WYNN RESORTS LTDCOM9831341074624,684SH DFND144,68400
WYNN RESORTS LTDCOM9831341072252,283SH DFND72,28300
WYNN RESORTS LTDCOM983134107115SH DFND7,91500
WYNN RESORTS LTDCOM9831341071731,757SH DFND91,740017
WYNN RESORTS LTDCOM9831341072300SHPutDFND730000
XPO LOGISTICS INCCOM9837931003638,030SH DFND138,03000
XPO LOGISTICS INCCOM98379310035764SH DFND1476400
XPO LOGISTICS INCCOM98379310018402SH DFND740200
XPO LOGISTICS INCCOM98379310013288SH DFND9780210
XCEL ENERGY INCCOM98389B1001394,320SH DFND14,32000
XCEL ENERGY INCCOM98389B1002507,770SH DFND137,77000
XCEL ENERGY INCCOM98389B1001173,630SH DFND143,63000
XCEL ENERGY INCCOM98389B1001,60449,839SH DFND749,83900
XCEL ENERGY INCCOM98389B1001795,556SH DFND7,95,541015
XCEL ENERGY INCCOM98389B1001645,091SH DFND95,09100
XCEL ENERGY INCCOM98389B100802,479SH OTR12,47900
XILINX INCCOM983919101125SH DFND12500
XILINX INCCOM9839191012696,100SH DFND136,10000
XILINX INCCOM9839191011292,930SH DFND142,93000
XILINX INCCOM9839191014279,661SH DFND79,3420319
XILINX INCCOM98391910111253SH DFND7,9210043
XILINX INCCOM9839191012345,291SH DFND95,29100
XEROX CORPCOM984121103272,575SH DFND12,57500
XEROX CORPCOM98412110316915,860SH DFND1315,86000
XEROX CORPCOM984121103514,756SH DFND144,75600
XEROX CORPCOM98412110327926,215SH DFND724,50801,707
XEROX CORPCOM98412110360256,582SH DFND7,956,58200
XEROX CORPCOM984121103615,758SH DFND95,3080450
XYLEM INCCOM98419M10021576SH DFND157600
XYLEM INCCOM98419M100521,410SH DFND131,41000
XYLEM INCCOM98419M10032864SH DFND1486400
XYLEM INCCOM98419M100369SH DFND76900
XYLEM INCCOM98419M1008221SH DFND7,922100
XYLEM INCCOM98419M1006160SH DFND916000
XYLEM INCCOM98419M100882,370SH OTR12,2200150
XOOM CORPCOM98419Q101275SH DFND146029
XOOM CORPCOM98419Q1012,327110,500SH DFND13110,50000
XOOM CORPCOM98419Q1017340SH DFND1434000
XOOM CORPCOM98419Q101278SH DFND37800
YAHOO INCNOTE 12/0984332AF32625,000PRN DFND725,00000
YAHOO INCNOTE 12/0984332AF33938,000PRN DFND938,00000
YAHOO INCCOM9843321068200SH DFND120000
YAHOO INCCOM9843321063358,530SH DFND138,53000
YAHOO INCCOM9843321061924,890SH DFND144,89000
YAHOO INCCOM98433210652013,241SH DFND713,222019
YAHOO INCCOM984332106641,631SH DFND7,91,607024
YAHOO INCCOM98433210631793SH DFND9773020
YORK WTR COCOM9871841081,15055,128SH DFND155,12800
YORK WTR COCOM9871841083130SH DFND1313000
YORK WTR COCOM98718410872934,944SH OTR134,6940250
YUM BRANDS INCCOM9884981018899,865SH DFND19,86500
YUM BRANDS INCCOM9884981011,19413,250SH DFND1313,25000
YUM BRANDS INCCOM9884981016347,040SH DFND147,04000
YUM BRANDS INCCOM9884981011,89521,033SH DFND720,0630970
YUM BRANDS INCCOM9884981014845,374SH DFND7,95,289085
YUM BRANDS INCCOM9884981015,63362,535SH DFND959,38403,151
YUM BRANDS INCCOM9884981015656,276SH OTR14,27602,000
ZBB ENERGY CORPORATIONCOM NEW98876R303112127,529SH DFND1127,52900
ZEBRA TECHNOLOGIES CORPCL A98920710566590SH DFND1359000
ZEBRA TECHNOLOGIES CORPCL A98920710578700SH DFND1470000
ZEBRA TECHNOLOGIES CORPCL A9892071051931,737SH DFND71,73700
ZEBRA TECHNOLOGIES CORPCL A989207105440SH DFND7,90040
ZEBRA TECHNOLOGIES CORPCL A989207105110SH DFND91000
ZIMMER BIOMET HLDGS INCCOM98956P1024744,338SH DFND14,33800
ZIMMER BIOMET HLDGS INCCOM98956P1021,26711,600SH DFND1,30011,600
ZIMMER BIOMET HLDGS INCCOM98956P1022522,310SH DFND132,31000
ZIMMER BIOMET HLDGS INCCOM98956P10288802SH DFND1480200
ZIMMER BIOMET HLDGS INCCOM98956P1021,84516,888SH DFND716,840048
ZIMMER BIOMET HLDGS INCCOM98956P10239354SH DFND7,935400
ZIMMER BIOMET HLDGS INCCOM98956P1021,77916,288SH DFND914,59601,692
ZIMMER BIOMET HLDGS INCCOM98956P1024604,214SH OTR13,21401,000
ZIONS BANCORPORATIONCOM989701107581,830SH DFND11,83000
ZIONS BANCORPORATIONCOM98970110728890SH DFND1389000
ZIONS BANCORPORATIONCOM98970110722700SH DFND1470000
ZIONS BANCORPORATIONCOM9897011071374,307SH DFND74,30700
ZIONS BANCORPORATIONCOM98970110713405SH DFND7,940500
ZIONS BANCORPORATIONCOM989701107265SH DFND96500
ZIOPHARM ONCOLOGY INCCOM98973P10121918,217SH DFND1318,21700
ZIOPHARM ONCOLOGY INCCOM98973P101161,325SH DFND141,32500
ZOGENIX INCCOM98978L1051710,000SH DFND1310,00000
ZOGENIX INCCOM98978L10521,280SH DFND141,28000
ZOETIS INCCL A98978V1031,09022,609SH DFND122,1380471
ZOETIS INCCL A98978V1031,02721,300SH DFND1,321,30000
ZOETIS INCCL A98978V10384817,581SH DFND1317,58100
ZOETIS INCCL A98978V1033978,226SH DFND148,22600
ZOETIS INCCL A98978V10353811,166SH DFND311,16600
ZOETIS INCCL A98978V1037,979165,462SH DFND7164,6890773
ZOETIS INCCL A98978V10359912,413SH DFND7,912,357056
ZOETIS INCCL A98978V1033,84379,690SH DFND978,56001,130
ZOETIS INCCL A98978V1032124,402SH OTR13,5520850
ZYNGA INCCL A98986T1084315,000SH DFND1315,00000
ZYNGA INCCL A98986T108217,200SH DFND147,20000
ZYNGA INCCL A98986T10831,000SH DFND71,00000
ZYNGA INCCL A98986T10851,649SH DFND91,64900