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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3-D SYS CORP DEL COM NEW 88554D205 1,478 53,898 SH   DFND 1 53,898 0 0
3M CO COM 88579Y101 58,330 353,628 SH   DFND 1 353,628 0 0
ABBOTT LABS COM 002824100 39,238 846,932 SH   DFND 1 846,932 0 0
ABBOTT LABS COM 002824100 4,088 88,241 SH   SOLE 3 88,241 0 0
ABBVIE INC COM 00287Y109 54,748 935,228 SH   DFND 1 935,228 0 0
ABBVIE INC COM 00287Y109 8,888 151,828 SH   SOLE 3 151,828 0 0
ABBVIE INC COM 00287Y109 729 12,450 SH   SOLE   0 12,450 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 32,253 344,255 SH   DFND 1 344,255 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 9,579 102,241 SH   SOLE 3 102,241 0 0
ACE LTD SHS H0023R105 19,842 177,971 SH   DFND 1 177,971 0 0
ACTAVIS PLC SHS G0083B108 62,147 208,814 SH   DFND 1 208,814 0 0
ACTAVIS PLC PFD CONV SE G0083B116 14,421 14,000 SH   DFND 1 14,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 8,111 356,835 SH   DFND 1 356,835 0 0
ADOBE SYS INC COM 00724F101 19,940 269,678 SH   DFND 1 269,678 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 5,871 39,218 SH   DFND 1 39,218 0 0
ADVANCED MICRO DEVICES INC COM 007903107 530 197,702 SH   DFND 1 197,702 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,358 1,626,121 SH   SOLE 3 1,626,121 0 0
AERCAP HOLDINGS NV SHS N00985106 1,886 43,208 SH   DFND 1 43,208 0 0
AES CORP COM 00130H105 5,708 444,239 SH   DFND 1 444,239 0 0
AETNA INC NEW COM 00817Y108 26,891 252,430 SH   DFND 1 252,430 0 0
AETNA INC NEW COM 00817Y108 234 2,200 SH   SOLE   0 2,200 0
AFFILIATED MANAGERS GROUP COM 008252108 6,295 29,311 SH   DFND 1 29,311 0 0
AFLAC INC COM 001055102 19,432 303,583 SH   DFND 1 303,583 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,468 179,740 SH   DFND 1 179,740 0 0
AGNICO EAGLE MINES LTD COM 008474108 3,159 113,750 SH   DFND 1 113,750 0 0
AGNICO EAGLE MINES LTD COM 008474108 5,448 195,000 SH   SOLE 3 195,000 0 0
AGRIUM INC COM 008916108 8,425 81,047 SH   DFND 1 81,047 0 0
AIR PRODS & CHEMS INC COM 009158106 17,321 114,499 SH   DFND 1 114,499 0 0
AIRGAS INC COM 009363102 3,179 29,955 SH   DFND 1 29,955 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6,469 91,045 SH   DFND 1 91,045 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 15,148 14,000,000 PRN   DFND 1 14,000,000 0 0
ALCATEL-LUCENT SPONSORED A 013904305 66 17,658 SH   DFND 1 17,658 0 0
ALCOA INC COM 013817101 8,317 643,727 SH   DFND 1 643,727 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 18,700 107,905 SH   DFND 1 107,905 0 0
ALLEGHENY CORP DEL COM 017175100 4,164 8,550 SH   DFND 1 8,550 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,727 57,538 SH   DFND 1 57,538 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 3,119 50,990 SH   DFND 1 50,990 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 10,028 33,849 SH   DFND 1 33,849 0 0
ALLIANT ENERGY CORP COM 018802108 3,713 58,944 SH   DFND 1 58,944 0 0
ALLSTATE CORP COM 020002101 18,877 265,241 SH   DFND 1 265,241 0 0
ALLY FINL INC COM 02005N100 5,348 254,920 SH   DFND 1 254,920 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 499 499,491 SH   SOLE 3 499,491 0 0
ALTERA CORP COM 021441100 6,985 162,772 SH   DFND 1 162,772 0 0
ALTRIA GROUP INC COM 02209S103 93,397 1,867,203 SH   DFND 1 1,867,203 0 0
ALTRIA GROUP INC COM 02209S103 6,224 124,427 SH   SOLE 3 124,427 0 0
AMAZON COM INC COM 023135106 75,766 203,617 SH   DFND 1 203,617 0 0
AMAZON COM INC COM 023135106 9,736 26,164 SH   SOLE 3 26,164 0 0
AMBEV SA SPONSORED A 02319V103 437 75,800 SH   DFND 1 75,800 0 0
AMDOCS LTD ORD G02602103 4,688 86,174 SH   DFND 1 86,174 0 0
AMEREN CORP COM 023608102 6,260 148,330 SH   DFND 1 148,330 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,868 92,235 SH   DFND 1 92,235 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 4,062 190,453 SH   DFND 1 190,453 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 4,441 260,000 SH   SOLE 3 260,000 0 0
AMERICAN ELEC PWR INC COM 025537101 14,720 261,691 SH   DFND 1 261,691 0 0
AMERICAN ELEC PWR INC COM 025537101 1,029 18,295 SH   SOLE   0 18,295 0
AMERICAN EXPRESS CO COM 025816109 40,485 518,245 SH   DFND 1 518,245 0 0
AMERICAN EXPRESS CO COM 025816109 5,312 68,000 SH   SOLE 3 68,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 44,831 818,234 SH   DFND 1 818,234 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,754 50,262 SH   SOLE 3 50,262 0 0
AMERICAN RLTY CAP PPTYS IN COM 02917T104 4,668 473,912 SH   DFND 1 473,912 0 0
AMERICAN TOWER CORP NEW COM 03027X100 21,314 226,387 SH   DFND 1 226,387 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 5,179 95,536 SH   DFND 1 95,536 0 0
AMERIPRISE FINL INC COM 03076C106 15,950 121,908 SH   DFND 1 121,908 0 0
AMERISOURCEBERGEN CORP COM 03073E105 17,511 154,050 SH   DFND 1 154,050 0 0
AMETEK INC NEW COM 031100100 6,846 130,306 SH   DFND 1 130,306 0 0
AMGEN INC COM 031162100 112,095 701,251 SH   DFND 1 701,251 0 0
AMGEN INC COM 031162100 8,312 52,000 SH   SOLE 3 52,000 0 0
AMGEN INC COM 031162100 1,657 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 9,751 165,468 SH   DFND 1 165,468 0 0
ANADARKO PETE CORP COM 032511107 22,316 269,489 SH   DFND 1 269,489 0 0
ANADARKO PETE CORP COM 032511107 5,383 65,000 SH   SOLE 3 65,000 0 0
ANALOG DEVICES INC COM 032654105 10,549 167,446 SH   DFND 1 167,446 0 0
ANALOG DEVICES INC COM 032654105 1,909 30,300 SH   SOLE   0 30,300 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,507 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 5,278 507,544 SH   DFND 1 507,544 0 0
ANSYS INC COM 03662Q105 4,103 46,519 SH   DFND 1 46,519 0 0
ANTERO RES CORP COM 03674X106 1,042 29,514 SH   DFND 1 29,514 0 0
ANTHEM INC COM 036752103 23,603 152,860 SH   DFND 1 152,860 0 0
AON PLC SHS CL A G0408V102 14,717 153,107 SH   DFND 1 153,107 0 0
APACHE CORP COM 037411105 13,498 223,734 SH   DFND 1 223,734 0 0
APACHE CORP COM 037411105 3,921 65,000 SH   SOLE 3 65,000 0 0
APOLLO GROUP INC CL A 037604105 4,720 249,490 SH   SOLE 3 249,490 0 0
APPLE INC COM 037833100 476,914 3,832,787 SH   DFND 1 3,832,787 0 0
APPLE INC COM 037833100 23,300 187,250 SH   SOLE 3 187,250 0 0
APPLE INC COM 037833100 3,006 24,160 SH   SOLE   0 24,160 0
APPLIED MATLS INC COM 038222105 14,672 650,352 SH   DFND 1 650,352 0 0
APPLIED MICRO CIRCUITS COR COM NEW 03822W406 128 25,000 SH   SOLE 3 25,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,896 63,239 SH   DFND 1 63,239 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 16,436 346,752 SH   DFND 1 346,752 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,802 38,020 SH   SOLE   0 38,020 0
ARROW ELECTRS INC COM 042735100 3,175 51,923 SH   DFND 1 51,923 0 0
ASHLAND INC NEW COM 044209104 4,826 37,905 SH   DFND 1 37,905 0 0
ASSURANT INC COM 04621X108 2,290 37,297 SH   DFND 1 37,297 0 0
AT&T INC COM 00206R102 122,870 3,763,232 SH   DFND 1 3,763,232 0 0
AT&T INC COM 00206R102 10,238 313,561 SH   SOLE 3 313,561 0 0
ATMEL CORP COM 049513104 5,128 623,083 SH   SOLE 3 623,083 0 0
AU OPTRONICS CORP SPONSORED A 002255107 81 16,221 SH   DFND 1 16,221 0 0
AUTODESK INC COM 052769106 7,117 121,361 SH   DFND 1 121,361 0 0
AUTOLIV INC COM 052800109 5,664 48,091 SH   DFND 1 48,091 0 0
AUTOMATIC DATA PROCESSING COM 053015103 21,895 255,668 SH   DFND 1 255,668 0 0
AUTONATION INC COM 05329W102 2,464 38,305 SH   DFND 1 38,305 0 0
AUTOZONE INC COM 053332102 11,679 17,121 SH   DFND 1 17,121 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 17,280 136,086 SH   DFND 1 136,086 0 0
AVALONBAY CMNTYS INC COM 053484101 12,279 70,465 SH   DFND 1 70,465 0 0
AVERY DENNISON CORP COM 053611109 2,590 48,947 SH   DFND 1 48,947 0 0
AVNET INC COM 053807103 3,272 73,528 SH   DFND 1 73,528 0 0
AVON PRODS INC COM 054303102 2,067 258,709 SH   DFND 1 258,709 0 0
AVON PRODS INC COM 054303102 2,245 280,930 SH   SOLE 3 280,930 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,740 53,124 SH   DFND 1 53,124 0 0
B/E AEROSPACE INC COM 073302101 4,980 78,272 SH   DFND 1 78,272 0 0
BAIDU INC SPON ADR RE 056752108 1,514 7,264 SH   DFND 1 7,264 0 0
BAKER HUGHES INC COM 057224107 14,802 232,811 SH   DFND 1 232,811 0 0
BALL CORP COM 058498106 5,172 73,214 SH   DFND 1 73,214 0 0
BALLARD PWR SYS INC NEW COM 058586108 25 12,000 SH   SOLE 3 12,000 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 798 86,003 SH   DFND 1 86,003 0 0
BANK AMER CORP COM 060505104 91,359 5,936,253 SH   DFND 1 5,936,253 0 0
BANK AMER CORP COM 060505104 17,819 1,157,820 SH   SOLE 3 1,157,820 0 0
BANK AMER CORP COM 060505104 631 41,000 SH   SOLE   0 41,000 0
BANK MONTREAL QUE COM 063671101 20,889 349,465 SH   DFND 1 349,465 0 0
BANK N S HALIFAX COM 064149107 32,466 649,012 SH   DFND 1 649,012 0 0
BANK NEW YORK MELLON CORP COM 064058100 24,519 609,327 SH   DFND 1 609,327 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,107 251,172 SH   SOLE 3 251,172 0 0
BARD C R INC COM 067383109 6,686 39,955 SH   DFND 1 39,955 0 0
BARRICK GOLD CORP COM 067901108 7,121 653,038 SH   DFND 1 653,038 0 0
BARRICK GOLD CORP COM 067901108 9,647 880,179 SH   SOLE 3 880,179 0 0
BAXTER INTL INC COM 071813109 24,720 360,874 SH   DFND 1 360,874 0 0
BAXTER INTL INC COM 071813109 8,754 127,801 SH   SOLE 3 127,801 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,352 148,880 SH   SOLE 3 148,880 0 0
BB&T CORP COM 054937107 15,046 385,892 SH   DFND 1 385,892 0 0
BB&T CORP COM 054937107 5,069 130,000 SH   SOLE 3 130,000 0 0
BCE INC COM NEW 05534B760 6,136 145,354 SH   DFND 1 145,354 0 0
BECTON DICKINSON & CO COM 075887109 15,953 111,103 SH   DFND 1 111,103 0 0
BED BATH & BEYOND INC COM 075896100 8,014 104,377 SH   DFND 1 104,377 0 0
BED BATH & BEYOND INC COM 075896100 4,991 65,000 SH   SOLE 3 65,000 0 0
BEMIS INC COM 081437105 2,446 52,811 SH   DFND 1 52,811 0 0
BERKLEY W R CORP COM 084423102 2,817 55,766 SH   DFND 1 55,766 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 59,813 275 SH   DFND 1 275 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 86,512 599,448 SH   DFND 1 599,448 0 0
BEST BUY INC COM 086516101 5,606 148,358 SH   DFND 1 148,358 0 0
BEST BUY INC COM 086516101 6,149 162,713 SH   SOLE 3 162,713 0 0
BIOGEN IDEC INC COM 09062X103 57,796 136,880 SH   DFND 1 136,880 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 10,164 81,556 SH   DFND 1 81,556 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,073 47,355 SH   DFND 1 47,355 0 0
BLACKBERRY LTD COM 09228F103 2,439 274,406 SH   DFND 1 274,406 0 0
BLACKBERRY LTD COM 09228F103 7,922 887,099 SH   SOLE 3 887,099 0 0
BLACKROCK INC COM 09247X101 24,576 67,178 SH   DFND 1 67,178 0 0
BLOCK H & R INC COM 093671105 4,716 147,042 SH   DFND 1 147,042 0 0
BOEING CO COM 097023105 113,392 755,543 SH   DFND 1 755,543 0 0
BORGWARNER INC COM 099724106 7,405 122,434 SH   DFND 1 122,434 0 0
BOSTON PROPERTIES INC COM 101121101 11,448 81,489 SH   DFND 1 81,489 0 0
BOSTON SCIENTIFIC CORP COM 101137107 12,618 710,850 SH   DFND 1 710,850 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 59,495 922,407 SH   DFND 1 922,407 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 15,093 234,000 SH   SOLE 3 234,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,148 33,295 SH   SOLE   0 33,295 0
BROADCOM CORP CL A 111320107 15,178 350,540 SH   DFND 1 350,540 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 3,537 64,295 SH   DFND 1 64,295 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 16,297 305,001 SH   DFND 1 305,001 0 0
BROWN & BROWN INC COM 115236101 2,133 64,420 SH   DFND 1 64,420 0 0
BROWN FORMAN CORP CL B 115637209 6,189 68,504 SH   DFND 1 68,504 0 0
BUNGE LIMITED COM G16962105 6,393 77,627 SH   DFND 1 77,627 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,737 78,357 SH   DFND 1 78,357 0 0
CA INC COM 12673P105 5,848 179,322 SH   DFND 1 179,322 0 0
CA INC COM 12673P105 7,076 217,000 SH   SOLE 3 217,000 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 1,896 103,596 SH   DFND 1 103,596 0 0
CABOT OIL & GAS CORP COM 127097103 6,523 220,889 SH   DFND 1 220,889 0 0
CABOT OIL & GAS CORP COM 127097103 5,636 190,854 SH   SOLE 3 190,854 0 0
CALIFORNIA RES CORP COM 13057Q107 86 11,327 SH   DFND 1 11,327 0 0
CALIFORNIA RES CORP COM 13057Q107 114 14,981 SH   SOLE 3 14,981 0 0
CALPINE CORP COM NEW 131347304 4,079 178,354 SH   DFND 1 178,354 0 0
CAMECO CORP COM 13321L108 2,925 210,483 SH   DFND 1 210,483 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 4,849 107,463 SH   DFND 1 107,463 0 0
CAMPBELL SOUP CO COM 134429109 4,519 97,084 SH   DFND 1 97,084 0 0
CAMPBELL SOUP CO COM 134429109 12,077 259,451 SH   SOLE 3 259,451 0 0
CAMPBELL SOUP CO COM 134429109 719 15,450 SH   SOLE   0 15,450 0
CANADIAN NAT RES LTD COM 136385101 18,027 589,682 SH   DFND 1 589,682 0 0
CANADIAN NATL RY CO COM 136375102 27,908 417,930 SH   DFND 1 417,930 0 0
CANADIAN PAC RY LTD COM 13645T100 14,985 82,078 SH   DFND 1 82,078 0 0
CANADIAN PAC RY LTD COM 13645T100 481 2,635 SH   SOLE   0 2,635 0
CAPITAL ONE FINL CORP COM 14040H105 25,939 329,092 SH   DFND 1 329,092 0 0
CARDINAL HEALTH INC COM 14149Y108 16,051 177,816 SH   DFND 1 177,816 0 0
CARMAX INC COM 143130102 7,824 113,377 SH   DFND 1 113,377 0 0
CARNIVAL CORP PAIRED CTF 143658300 11,916 249,071 SH   DFND 1 249,071 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,795 162,939 SH   SOLE 3 162,939 0 0
CATAMARAN CORP COM 148887102 6,550 110,319 SH   DFND 1 110,319 0 0
CATERPILLAR INC DEL COM 149123101 29,845 372,922 SH   DFND 1 372,922 0 0
CATERPILLAR INC DEL COM 149123101 5,522 69,000 SH   SOLE 3 69,000 0 0
CBRE GROUP INC CL A 12504L109 5,871 151,679 SH   DFND 1 151,679 0 0
CBS CORP NEW CL B 124857202 17,949 296,039 SH   DFND 1 296,039 0 0
CDK GLOBAL INC COM 12508E101 3,999 85,525 SH   DFND 1 85,525 0 0
CDN IMPERIAL BK COMM TORON COM 136069101 16,856 233,128 SH   DFND 1 233,128 0 0
CELANESE CORP DEL COM SER A 150870103 6,054 108,376 SH   DFND 1 108,376 0 0
CELGENE CORP COM 151020104 49,570 429,997 SH   DFND 1 429,997 0 0
CELGENE CORP COM 151020104 2,183 18,940 SH   SOLE   0 18,940 0
CEMEX SAB DE CV SPON ADR NE 151290889 212 22,371 SH   DFND 1 22,371 0 0
CEMEX SAB DE CV NOTE 3.25% 151290BB8 34,971 31,000,000 PRN   DFND 1 31,000,000 0 0
CEMEX SAB DE CV NOTE 3.75% 151290BC6 7,079 6,000,000 PRN   DFND 1 6,000,000 0 0
CENOVUS ENERGY INC COM 15135U109 8,136 484,287 SH   DFND 1 484,287 0 0
CENOVUS ENERGY INC COM 15135U109 3,366 199,397 SH   SOLE 3 199,397 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,650 227,835 SH   DFND 1 227,835 0 0
CENTURYLINK INC COM 156700106 11,765 340,514 SH   DFND 1 340,514 0 0
CEPHEID DBCV 1.25% 15670RAC1 5,002 4,500,000 PRN   DFND 1 4,500,000 0 0
CERNER CORP COM 156782104 11,536 157,466 SH   DFND 1 157,466 0 0
CF INDS HLDGS INC COM 125269100 11,172 39,382 SH   DFND 1 39,382 0 0
CHART INDS INC COM PAR $0. 16115Q308 4,560 130,000 SH   SOLE 3 130,000 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 7,492 38,796 SH   DFND 1 38,796 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 6,186 75,465 SH   DFND 1 75,465 0 0
CHENIERE ENERGY INC COM NEW 16411R208 9,908 128,009 SH   DFND 1 128,009 0 0
CHENIERE ENERGY INC NOTE 4.25% 16411RAG4 13,254 16,000,000 PRN   DFND 1 16,000,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 5,770 407,469 SH   DFND 1 407,469 0 0
CHEVRON CORP NEW COM 166764100 113,991 1,085,835 SH   DFND 1 1,085,835 0 0
CHEVRON CORP NEW COM 166764100 6,824 65,000 SH   SOLE 3 65,000 0 0
CHEVRON CORP NEW COM 166764100 1,606 15,300 SH   SOLE   0 15,300 0
CHICAGO BRIDGE & IRON CO N COM 167250109 2,844 57,725 SH   DFND 1 57,725 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 3,842 78,000 SH   SOLE 3 78,000 0 0
CHINA DISTANCE ED HLDGS LT SPONS ADR 16944W104 1,696 101,219 SH   DFND 1 101,219 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 10,765 16,548 SH   DFND 1 16,548 0 0
CHUBB CORP COM 171232101 13,525 133,775 SH   DFND 1 133,775 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 267 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 6,112 71,556 SH   DFND 1 71,556 0 0
CIGNA CORPORATION COM 125509109 21,579 166,708 SH   DFND 1 166,708 0 0
CIMAREX ENERGY CO COM 171798101 5,321 46,230 SH   DFND 1 46,230 0 0
CINCINNATI FINL CORP COM 172062101 4,042 75,864 SH   DFND 1 75,864 0 0
CINTAS CORP COM 172908105 4,318 52,893 SH   DFND 1 52,893 0 0
CISCO SYS INC COM 17275R102 103,360 3,754,451 SH   DFND 1 3,754,451 0 0
CISCO SYS INC COM 17275R102 275 10,000 SH   SOLE 3 10,000 0 0
CIT GROUP INC COM NEW 125581801 4,416 97,868 SH   DFND 1 97,868 0 0
CITIGROUP INC COM NEW 172967424 89,388 1,735,010 SH   DFND 1 1,735,010 0 0
CITIGROUP INC COM NEW 172967424 17,065 331,238 SH   SOLE 3 331,238 0 0
CITIGROUP INC COM NEW 172967424 358 6,950 SH   SOLE   0 6,950 0
CITIZENS FINL GROUP INC COM 174610105 1,695 70,244 SH   DFND 1 70,244 0 0
CITRIX SYS INC COM 177376100 5,505 86,195 SH   DFND 1 86,195 0 0
CITRIX SYS INC COM 177376100 4,152 65,000 SH   SOLE 3 65,000 0 0
CITY NATL CORP COM 178566105 2,210 24,806 SH   DFND 1 24,806 0 0
CLIFFS NAT RES INC COM 18683K101 66 13,825 SH   DFND 1 13,825 0 0
CLIFFS NAT RES INC COM 18683K101 910 189,156 SH   SOLE 3 189,156 0 0
CLOROX CO DEL COM 189054109 7,747 70,181 SH   DFND 1 70,181 0 0
CME GROUP INC COM 12572Q105 46,403 489,944 SH   DFND 1 489,944 0 0
CMS ENERGY CORP COM 125896100 5,127 146,854 SH   DFND 1 146,854 0 0
CNA FINL CORP COM 126117100 584 14,085 SH   DFND 1 14,085 0 0
CNH INDL N V SHS N20944109 4,243 516,865 SH   DFND 1 516,865 0 0
CNH INDL N V SHS N20944109 816 100,000 SH   SOLE   0 100,000 0
COACH INC COM 189754104 6,080 146,750 SH   DFND 1 146,750 0 0
COACH INC COM 189754104 6,884 166,159 SH   SOLE 3 166,159 0 0
COBALT INTL ENERGY INC COM 19075F106 1,677 178,193 SH   DFND 1 178,193 0 0
COCA COLA CO COM 191216100 94,596 2,332,814 SH   DFND 1 2,332,814 0 0
COCA COLA CO COM 191216100 11,204 276,296 SH   SOLE 3 276,296 0 0
COCA COLA CO COM 191216100 2,495 61,520 SH   SOLE   0 61,520 0
COCA COLA ENTERPRISES INC COM 19122T109 7,585 171,605 SH   DFND 1 171,605 0 0
COEUR MNG INC COM NEW 192108504 1,837 390,000 SH   SOLE 3 390,000 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 20,257 324,685 SH   DFND 1 324,685 0 0
COLFAX CORP COM 194014106 2,691 56,374 SH   DFND 1 56,374 0 0
COLGATE PALMOLIVE CO COM 194162103 33,988 490,169 SH   DFND 1 490,169 0 0
COLGATE PALMOLIVE CO COM 194162103 2,077 29,960 SH   SOLE   0 29,960 0
COMCAST CORP NEW CL A 20030N101 72,181 1,278,226 SH   DFND 1 1,278,226 0 0
COMCAST CORP NEW CL A SPL 20030N200 12,553 223,889 SH   DFND 1 223,889 0 0
COMERICA INC COM 200340107 4,358 96,558 SH   DFND 1 96,558 0 0
COMMERCE BANCSHARES INC COM 200525103 2,052 48,477 SH   DFND 1 48,477 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 177 43,298 SH   DFND 1 43,298 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 24 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 313 30,932 SH   DFND 1 30,932 0 0
COMPUTER SCIENCES CORP COM 205363104 4,908 75,177 SH   DFND 1 75,177 0 0
CONAGRA FOODS INC COM 205887102 9,925 271,708 SH   DFND 1 271,708 0 0
CONAGRA FOODS INC COM 205887102 3,799 104,000 SH   SOLE 3 104,000 0 0
CONCHO RES INC COM 20605P101 7,261 62,634 SH   DFND 1 62,634 0 0
CONOCOPHILLIPS COM 20825C104 74,601 1,198,218 SH   DFND 1 1,198,218 0 0
CONOCOPHILLIPS COM 20825C104 7,783 125,010 SH   SOLE 3 125,010 0 0
CONSOL ENERGY INC COM 20854P109 3,406 122,106 SH   DFND 1 122,106 0 0
CONSOLIDATED EDISON INC COM 209115104 9,473 155,291 SH   DFND 1 155,291 0 0
CONSTELLATION BRANDS INC CL A 21036P108 10,140 87,258 SH   DFND 1 87,258 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,069 47,379 SH   DFND 1 47,379 0 0
CORE LABORATORIES N V COM N22717107 2,417 23,132 SH   DFND 1 23,132 0 0
CORNING INC COM 219350105 17,793 784,539 SH   DFND 1 784,539 0 0
CORNING INC COM 219350105 5,664 249,746 SH   SOLE 3 249,746 0 0
COSTCO WHSL CORP NEW COM 22160K105 35,780 236,174 SH   DFND 1 236,174 0 0
CREDICORP LTD COM G2519Y108 1,804 12,830 SH   DFND 1 12,830 0 0
CREE INC COM 225447101 2,068 58,268 SH   DFND 1 58,268 0 0
CRESCENT PT ENERGY CORP COM 22576C101 5,267 236,589 SH   DFND 1 236,589 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 14,834 179,713 SH   DFND 1 179,713 0 0
CSX CORP COM 126408103 19,666 593,770 SH   DFND 1 593,770 0 0
CTRIP COM INTL LTD NOTE 1.25%1 22943FAD2 19,618 19,000,000 PRN   DFND 1 19,000,000 0 0
CUMMINS INC COM 231021106 14,326 103,333 SH   DFND 1 103,333 0 0
CUMMINS INC COM 231021106 1,858 13,400 SH   SOLE   0 13,400 0
CVS HEALTH CORP COM 126650100 68,449 663,202 SH   DFND 1 663,202 0 0
CVS HEALTH CORP COM 126650100 2,768 26,820 SH   SOLE   0 26,820 0
D R HORTON INC COM 23331A109 5,083 178,481 SH   DFND 1 178,481 0 0
DANAHER CORP DEL COM 235851102 27,163 319,945 SH   DFND 1 319,945 0 0
DARDEN RESTAURANTS INC COM 237194105 6,033 87,006 SH   DFND 1 87,006 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 9,284 114,224 SH   DFND 1 114,224 0 0
DEERE & CO COM 244199105 18,750 213,826 SH   DFND 1 213,826 0 0
DEERE & CO COM 244199105 263 3,000 SH   SOLE 3 3,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 12,482 156,538 SH   DFND 1 156,538 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,055 112,430 SH   DFND 1 112,430 0 0
DENTSPLY INTL INC NEW COM 249030107 3,863 75,909 SH   DFND 1 75,909 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 27,014 774,254 SH   DFND 1 774,254 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 26,972 776,036 SH   SOLE 3 776,036 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 254 7,300 SH   SOLE   0 7,300 0
DEVON ENERGY CORP NEW COM 25179M103 13,256 219,791 SH   DFND 1 219,791 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,818 63,298 SH   SOLE 3 63,298 0 0
DEVRY INC DEL COM 251893103 4,337 130,000 SH   SOLE 3 130,000 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 1,449 54,080 SH   DFND 1 54,080 0 0
DICKS SPORTING GOODS INC COM 253393102 7,181 126,000 SH   SOLE 3 126,000 0 0
DIGITAL RLTY TR INC COM 253868103 5,710 86,567 SH   DFND 1 86,567 0 0
DIRECTV COM 25490A309 26,255 308,515 SH   DFND 1 308,515 0 0
DISCOVER FINL SVCS COM 254709108 19,882 352,827 SH   DFND 1 352,827 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,429 78,960 SH   DFND 1 78,960 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,366 148,102 SH   DFND 1 148,102 0 0
DISH NETWORK CORP CL A 25470M109 7,851 112,065 SH   DFND 1 112,065 0 0
DISNEY WALT CO COM DISNEY 254687106 97,266 927,319 SH   DFND 1 927,319 0 0
DISNEY WALT CO COM DISNEY 254687106 6,822 65,044 SH   SOLE 3 65,044 0 0
DISNEY WALT CO COM DISNEY 254687106 2,232 21,280 SH   SOLE   0 21,280 0
DOLLAR GEN CORP NEW COM 256677105 11,330 150,302 SH   DFND 1 150,302 0 0
DOLLAR TREE INC COM 256746108 8,937 110,134 SH   DFND 1 110,134 0 0
DOMINION RES INC VA NEW COM 25746U109 22,225 313,598 SH   DFND 1 313,598 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 2,989 53,000 SH   DFND 1 53,000 0 0
DOVER CORP COM 260003108 7,996 115,677 SH   DFND 1 115,677 0 0
DOW CHEM CO COM 260543103 31,373 653,876 SH   DFND 1 653,876 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 8,206 104,565 SH   DFND 1 104,565 0 0
DR REDDYS LABS LTD ADR 256135203 1,782 31,205 SH   SOLE   0 31,205 0
DST SYS INC DEL COM 233326107 2,032 18,357 SH   DFND 1 18,357 0 0
DTE ENERGY CO COM 233331107 9,781 121,217 SH   DFND 1 121,217 0 0
DU PONT E I DE NEMOURS & C COM 263534109 34,735 486,010 SH   DFND 1 486,010 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 30,480 396,980 SH   DFND 1 396,980 0 0
DUKE REALTY CORP COM NEW 264411505 3,965 182,113 SH   DFND 1 182,113 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 2,496 19,449 SH   DFND 1 19,449 0 0
E M C CORP MASS COM 268648102 30,415 1,189,932 SH   DFND 1 1,189,932 0 0
E M C CORP MASS COM 268648102 4,818 188,486 SH   SOLE 3 188,486 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 361 12,656 SH   DFND 1 12,656 0 0
EASTGROUP PPTY INC COM 277276101 45,118 750,224 SH   DFND 1 750,224 0 0
EASTMAN CHEM CO COM 277432100 7,568 109,276 SH   DFND 1 109,276 0 0
EATON CORP PLC SHS G29183103 19,181 282,317 SH   DFND 1 282,317 0 0
EATON CORP PLC SHS G29183103 408 6,000 SH   SOLE   0 6,000 0
EBAY INC COM 278642103 34,447 597,209 SH   DFND 1 597,209 0 0
EBAY INC COM 278642103 11,246 194,974 SH   SOLE 3 194,974 0 0
ECOLAB INC COM 278865100 16,654 145,600 SH   DFND 1 145,600 0 0
EDISON INTL COM 281020107 10,932 174,991 SH   DFND 1 174,991 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,144 71,209 SH   DFND 1 71,209 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,748 382,088 SH   DFND 1 382,088 0 0
ELDORADO GOLD CORP NEW COM 284902103 2,283 499,063 SH   SOLE 3 499,063 0 0
ELECTRONIC ARTS INC COM 285512109 9,424 160,223 SH   DFND 1 160,223 0 0
EMERSON ELEC CO COM 291011104 20,916 369,417 SH   DFND 1 369,417 0 0
EMERSON ELEC CO COM 291011104 5,888 104,000 SH   SOLE 3 104,000 0 0
ENBRIDGE INC COM 29250N105 21,922 454,103 SH   DFND 1 454,103 0 0
ENCANA CORP COM 292505104 5,314 477,362 SH   DFND 1 477,362 0 0
ENCANA CORP COM 292505104 4,228 379,196 SH   SOLE 3 379,196 0 0
ENCORE CAP GROUP INC NOTE 3.00% 292554AF9 6,468 6,000,000 PRN   DFND 1 6,000,000 0 0
ENDO INTL PLC SHS G30401106 7,660 85,398 SH   DFND 1 85,398 0 0
ENDOLOGIX INC NOTE 2.25%1 29266SAA4 3,563 3,500,000 PRN   DFND 1 3,500,000 0 0
ENERGIZER HLDGS INC COM 29266R108 4,563 33,051 SH   DFND 1 33,051 0 0
ENERSIS S A SPONSORED A 29274F104 196 12,047 SH   DFND 1 12,047 0 0
ENSCO PLC SHS CLASS A G3157S106 2,626 124,624 SH   DFND 1 124,624 0 0
ENSCO PLC SHS CLASS A G3157S106 1,370 65,000 SH   SOLE 3 65,000 0 0
ENTERGY CORP NEW COM 29364G103 8,651 111,644 SH   DFND 1 111,644 0 0
EOG RES INC COM 26875P101 26,754 291,791 SH   DFND 1 291,791 0 0
EOG RES INC COM 26875P101 5,960 65,000 SH   SOLE 3 65,000 0 0
EQT CORP COM 26884L109 6,726 81,158 SH   DFND 1 81,158 0 0
EQUIFAX INC COM 294429105 6,037 64,917 SH   DFND 1 64,917 0 0
EQUINIX INC COM PAR $0. 29444U700 6,763 29,045 SH   DFND 1 29,045 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 14,916 191,581 SH   DFND 1 191,581 0 0
ESSEX PPTY TR INC COM 297178105 7,517 32,698 SH   DFND 1 32,698 0 0
EVEREST RE GROUP LTD COM G3223R108 4,217 24,235 SH   DFND 1 24,235 0 0
EVERSOURCE ENERGY COM 30040W108 8,543 169,093 SH   DFND 1 169,093 0 0
EXELON CORP COM 30161N101 17,245 513,088 SH   DFND 1 513,088 0 0
EXELON CORP COM 30161N101 5,538 164,782 SH   SOLE 3 164,782 0 0
EXPEDIA INC DEL COM NEW 30212P303 6,413 68,133 SH   DFND 1 68,133 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,004 103,858 SH   DFND 1 103,858 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 38,448 443,102 SH   DFND 1 443,102 0 0
EXXON MOBIL CORP COM 30231G102 202,569 2,383,166 SH   DFND 1 2,383,166 0 0
EXXON MOBIL CORP COM 30231G102 11,900 140,000 SH   SOLE 3 140,000 0 0
EXXON MOBIL CORP COM 30231G102 476 5,600 SH   SOLE   0 5,600 0
F M C CORP COM NEW 302491303 4,079 71,252 SH   DFND 1 71,252 0 0
F5 NETWORKS INC COM 315616102 4,523 39,348 SH   DFND 1 39,348 0 0
F5 NETWORKS INC COM 315616102 1,730 15,050 SH   SOLE   0 15,050 0
FACEBOOK INC CL A 30303M102 93,180 1,133,306 SH   DFND 1 1,133,306 0 0
FACEBOOK INC CL A 30303M102 206 2,500 SH   SOLE   0 2,500 0
FAMILY DLR STORES INC COM 307000109 4,001 50,492 SH   DFND 1 50,492 0 0
FASTENAL CO COM 311900104 6,024 145,355 SH   DFND 1 145,355 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 5,412 36,765 SH   DFND 1 36,765 0 0
FEDEX CORP COM 31428X106 26,752 161,691 SH   DFND 1 161,691 0 0
FIAT CHRYSLER AUTOMOBILES SHS N31738102 7,866 482,311 SH   DFND 1 482,311 0 0
FIAT CHRYSLER AUTOMOBILES MAN COV SEC N31738110 147 107,000 PRN   DFND 1 107,000 0 0
FIDELITY NATIONAL FINANCIA FNF GROUP C 31620R303 5,393 146,696 SH   DFND 1 146,696 0 0
FIDELITY NATL INFORMATION COM 31620M106 11,985 176,096 SH   DFND 1 176,096 0 0
FIFTH THIRD BANCORP COM 316773100 9,241 490,263 SH   DFND 1 490,263 0 0
FIFTH THIRD BANCORP COM 316773100 5,933 314,735 SH   SOLE 3 314,735 0 0
FIRST SOLAR INC COM 336433107 2,215 37,042 SH   DFND 1 37,042 0 0
FIRSTENERGY CORP COM 337932107 8,960 255,563 SH   DFND 1 255,563 0 0
FIRSTENERGY CORP COM 337932107 5,191 148,051 SH   SOLE 3 148,051 0 0
FISERV INC COM 337738108 10,373 130,644 SH   DFND 1 130,644 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 6,150 40,753 SH   DFND 1 40,753 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 3,930 309,951 SH   DFND 1 309,951 0 0
FLOWSERVE CORP COM 34354P105 4,156 73,571 SH   DFND 1 73,571 0 0
FLUOR CORP NEW COM 343412102 4,814 84,223 SH   DFND 1 84,223 0 0
FMC TECHNOLOGIES INC COM 30249U101 4,643 125,440 SH   DFND 1 125,440 0 0
FOOT LOCKER INC COM 344849104 4,819 76,491 SH   DFND 1 76,491 0 0
FORD MTR CO DEL COM PAR $0. 345370860 69,028 4,276,797 SH   DFND 1 4,276,797 0 0
FORD MTR CO DEL COM PAR $0. 345370860 8,304 514,491 SH   SOLE 3 514,491 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 4,002 84,297 SH   DFND 1 84,297 0 0
FOSSIL GROUP INC COM 34988V106 2,041 24,758 SH   DFND 1 24,758 0 0
FRANCO NEVADA CORP COM 351858105 4,011 83,002 SH   DFND 1 83,002 0 0
FRANCO NEVADA CORP COM 351858105 6,310 130,000 SH   SOLE 3 130,000 0 0
FRANKLIN RES INC COM 354613101 11,257 219,356 SH   DFND 1 219,356 0 0
FREEPORT-MCMORAN INC CL B 35671D857 11,949 630,548 SH   DFND 1 630,548 0 0
FRONTIER COMMUNICATIONS CO COM 35906A108 3,774 535,313 SH   DFND 1 535,313 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,047 86,557 SH   DFND 1 86,557 0 0
GAMESTOP CORP NEW CL A 36467W109 2,279 60,049 SH   DFND 1 60,049 0 0
GANNETT INC COM 364730101 4,459 120,255 SH   DFND 1 120,255 0 0
GAP INC DEL COM 364760108 5,748 132,654 SH   DFND 1 132,654 0 0
GARMIN LTD SHS H2906T109 2,749 57,844 SH   DFND 1 57,844 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 6,415 372,305 SH   SOLE 3 372,305 0 0
GENERAL DYNAMICS CORP COM 369550108 932 6,870 SH   DFND 1 6,870 0 0
GENERAL ELECTRIC CO COM 369604103 145,984 5,884,075 SH   DFND 1 5,884,075 0 0
GENERAL ELECTRIC CO COM 369604103 28,363 1,143,191 SH   SOLE 3 1,143,191 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 67,210 2,274,457 SH   DFND 1 2,274,457 0 0
GENERAL MLS INC COM 370334104 19,285 340,726 SH   DFND 1 340,726 0 0
GENERAL MLS INC COM 370334104 9,267 163,729 SH   SOLE 3 163,729 0 0
GENERAL MTRS CO COM 37045V100 28,982 772,848 SH   DFND 1 772,848 0 0
GENERAL MTRS CO COM 37045V100 9,750 260,012 SH   SOLE 3 260,012 0 0
GENTEX CORP COM 371901109 2,836 154,968 SH   DFND 1 154,968 0 0
GENUINE PARTS CO COM 372460105 7,654 82,136 SH   DFND 1 82,136 0 0
GENWORTH FINL INC COM CL A 37247D106 2,927 400,407 SH   DFND 1 400,407 0 0
GERDAU S A SPONSORED A 373737105 55 17,300 SH   DFND 1 17,300 0 0
GILEAD SCIENCES INC COM 375558103 102,101 1,040,467 SH   DFND 1 1,040,467 0 0
GILEAD SCIENCES INC COM 375558103 10,206 104,000 SH   SOLE 3 104,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 1,077 250,000 PRN   DFND 1 250,000 0 0
GOLDCORP INC NEW COM 380956409 7,782 431,107 SH   DFND 1 431,107 0 0
GOLDCORP INC NEW COM 380956409 13,011 718,060 SH   SOLE 3 718,060 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 46,283 246,225 SH   DFND 1 246,225 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,396 39,348 SH   SOLE 3 39,348 0 0
GOOGLE INC CL A 38259P508 89,123 160,669 SH   DFND 1 160,669 0 0
GOOGLE INC CL A 38259P508 14,422 26,000 SH   SOLE 3 26,000 0 0
GOOGLE INC CL A 38259P508 233 420 SH   SOLE   0 420 0
GOOGLE INC CL C 38259P706 86,885 158,549 SH   DFND 1 158,549 0 0
GOOGLE INC CL C 38259P706 11,234 20,500 SH   SOLE 3 20,500 0 0
GRAINGER W W INC COM 384802104 7,461 31,640 SH   DFND 1 31,640 0 0
GROUPE CGI INC CL A SUB VT 39945C109 6,013 142,207 SH   DFND 1 142,207 0 0
GRUPO TELEVISA SA SPON ADR RE 40049J206 331 10,021 SH   DFND 1 10,021 0 0
HALLIBURTON CO COM 406216101 23,468 534,826 SH   DFND 1 534,826 0 0
HALLIBURTON CO COM 406216101 4,564 104,000 SH   SOLE 3 104,000 0 0
HANESBRANDS INC COM 410345102 6,802 202,986 SH   DFND 1 202,986 0 0
HARLEY DAVIDSON INC COM 412822108 6,971 114,763 SH   DFND 1 114,763 0 0
HARMAN INTL INDS INC COM 413086109 4,851 36,302 SH   DFND 1 36,302 0 0
HARRIS CORP DEL COM 413875105 4,408 55,967 SH   DFND 1 55,967 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 12,083 288,920 SH   DFND 1 288,920 0 0
HASBRO INC COM 418056107 3,836 60,653 SH   DFND 1 60,653 0 0
HCA HOLDINGS INC COM 40412C101 13,309 176,908 SH   DFND 1 176,908 0 0
HCP INC COM 40414L109 11,622 268,966 SH   DFND 1 268,966 0 0
HEALTH CARE REIT INC COM 42217K106 14,270 184,463 SH   DFND 1 184,463 0 0
HELMERICH & PAYNE INC COM 423452101 3,696 54,294 SH   DFND 1 54,294 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,157 50,436 SH   DFND 1 50,436 0 0
HERSHEY CO COM 427866108 8,681 86,032 SH   DFND 1 86,032 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 5,288 243,920 SH   DFND 1 243,920 0 0
HESS CORP COM 42809H107 11,162 164,458 SH   DFND 1 164,458 0 0
HESS CORP COM 42809H107 4,412 65,000 SH   SOLE 3 65,000 0 0
HEWLETT PACKARD CO COM 428236103 33,603 1,078,407 SH   DFND 1 1,078,407 0 0
HEWLETT PACKARD CO COM 428236103 8,124 260,717 SH   SOLE 3 260,717 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 6,345 214,208 SH   DFND 1 214,208 0 0
HOLLYFRONTIER CORP COM 436106108 4,202 104,338 SH   DFND 1 104,338 0 0
HOLOGIC INC FRNT 2.00%1 436440AB7 23,590 16,000,000 PRN   DFND 1 16,000,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 10,571 9,000,000 PRN   DFND 1 9,000,000 0 0
HOME DEPOT INC COM 437076102 122,401 1,077,377 SH   DFND 1 1,077,377 0 0
HONEYWELL INTL INC COM 438516106 81,195 778,399 SH   DFND 1 778,399 0 0
HORMEL FOODS CORP COM 440452100 4,167 73,290 SH   DFND 1 73,290 0 0
HOSPIRA INC COM 441060100 7,941 90,398 SH   DFND 1 90,398 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 2,641 80,064 SH   DFND 1 80,064 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,756 483,470 SH   DFND 1 483,470 0 0
HUDSON CITY BANCORP COM 443683107 2,456 234,322 SH   DFND 1 234,322 0 0
HUMANA INC COM 444859102 17,453 98,038 SH   DFND 1 98,038 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,207 49,261 SH   DFND 1 49,261 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,794 433,823 SH   DFND 1 433,823 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 2,584 38,293 SH   DFND 1 38,293 0 0
IAMGOLD CORP COM 450913108 1,702 910,000 SH   SOLE 3 910,000 0 0
IHS INC CL A 451734107 4,083 35,887 SH   DFND 1 35,887 0 0
ILLINOIS TOOL WKS INC COM 452308109 17,998 185,281 SH   DFND 1 185,281 0 0
ILLUMINA INC COM 452327109 14,018 75,514 SH   DFND 1 75,514 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,608 140,908 SH   DFND 1 140,908 0 0
INCYTE CORP COM 45337C102 6,470 70,590 SH   DFND 1 70,590 0 0
INFOSYS LTD SPONSORED A 456788108 3,237 92,275 SH   DFND 1 92,275 0 0
INGERSOLL-RAND PLC SHS G47791101 9,651 141,757 SH   DFND 1 141,757 0 0
INGERSOLL-RAND PLC SHS G47791101 200 2,940 SH   SOLE   0 2,940 0
INSULET CORP NOTE 2.00% 45784PAD3 4,005 4,000,000 PRN   DFND 1 4,000,000 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 10,366 9,000,000 PRN   DFND 1 9,000,000 0 0
INTEL CORP COM 458140100 85,006 2,718,450 SH   DFND 1 2,718,450 0 0
INTEL CORP COM 458140100 8,365 267,500 SH   SOLE 3 267,500 0 0
INTEL CORP SDCV 3.25% 458140AF7 26,807 17,000,000 PRN   DFND 1 17,000,000 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 14,116 60,514 SH   DFND 1 60,514 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 92,745 577,851 SH   DFND 1 577,851 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 20,673 128,806 SH   SOLE 3 128,806 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 5,104 43,479 SH   DFND 1 43,479 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 2,304 132,362 SH   DFND 1 132,362 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 3,209 184,326 SH   SOLE 3 184,326 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,950 223,796 SH   DFND 1 223,796 0 0
INTL PAPER CO COM 460146103 15,481 278,993 SH   DFND 1 278,993 0 0
INTREPID POTASH INC COM 46121Y102 2,607 225,687 SH   SOLE 3 225,687 0 0
INTUIT COM 461202103 13,826 142,593 SH   DFND 1 142,593 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 9,855 19,514 SH   DFND 1 19,514 0 0
INVESCO LTD SHS G491BT108 9,189 231,528 SH   DFND 1 231,528 0 0
IRON MTN INC NEW COM 46284V101 3,625 99,363 SH   DFND 1 99,363 0 0
ISHARES MSCI SINGAP 464286673 11,872 927,500 SH   SOLE   0 927,500 0
ISHARES TR MSCI EMG MK 464287234 2,582 64,340 SH   DFND 1 64,340 0 0
ISHARES TR RUSSELL 300 464287689 68,621 554,067 SH   DFND 1 554,067 0 0
ISHARES TR MSCI INDONI 46429B309 9,621 346,700 SH   DFND 1 346,700 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 75 10,600 SH   DFND 1 10,600 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 597 53,941 SH   DFND 1 53,941 0 0
JABIL CIRCUIT INC COM 466313103 3,644 155,861 SH   DFND 1 155,861 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,179 70,387 SH   DFND 1 70,387 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 5,871 130,000 SH   SOLE 3 130,000 0 0
JARDEN CORP COM 471109108 5,007 94,651 SH   DFND 1 94,651 0 0
JARDEN CORP NOTE 1.125% 471109AM0 27,310 23,000,000 PRN   DFND 1 23,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,806 27,814 SH   DFND 1 27,814 0 0
JDS UNIPHASE CORP DBCV 0.625% 46612JAF8 17,573 17,000,000 PRN   DFND 1 17,000,000 0 0
JOHNSON & JOHNSON COM 478160104 158,374 1,574,293 SH   DFND 1 1,574,293 0 0
JOHNSON & JOHNSON COM 478160104 19,459 193,427 SH   SOLE 3 193,427 0 0
JOHNSON & JOHNSON COM 478160104 6,411 63,728 SH   SOLE   0 63,728 0
JOHNSON CTLS INC COM 478366107 20,367 403,781 SH   DFND 1 403,781 0 0
JOHNSON CTLS INC COM 478366107 5,692 112,841 SH   SOLE 3 112,841 0 0
JOY GLOBAL INC COM 481165108 2,062 52,633 SH   DFND 1 52,633 0 0
JOY GLOBAL INC COM 481165108 5,102 130,230 SH   SOLE 3 130,230 0 0
JPMORGAN CHASE & CO COM 46625H100 162,441 2,681,432 SH   DFND 1 2,681,432 0 0
JPMORGAN CHASE & CO COM 46625H100 11,516 190,100 SH   SOLE 3 190,100 0 0
JUNIPER NETWORKS INC COM 48203R104 5,238 231,970 SH   DFND 1 231,970 0 0
JUNIPER NETWORKS INC COM 48203R104 7,245 320,867 SH   SOLE 3 320,867 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 5,961 58,394 SH   DFND 1 58,394 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 260 7,408 SH   DFND 1 7,408 0 0
KB HOME COM 48666K109 6,092 390,000 SH   SOLE 3 390,000 0 0
KBR INC COM 48242W106 2,678 184,944 SH   SOLE 3 184,944 0 0
KELLOGG CO COM 487836108 8,724 132,282 SH   DFND 1 132,282 0 0
KELLOGG CO COM 487836108 5,144 78,000 SH   SOLE 3 78,000 0 0
KELLOGG CO COM 487836108 1,477 22,400 SH   SOLE   0 22,400 0
KEMET CORP COM NEW 488360207 83 20,000 SH   SOLE 3 20,000 0 0
KEURIG GREEN MTN INC COM 49271M100 7,586 67,893 SH   DFND 1 67,893 0 0
KEYCORP NEW COM 493267108 6,561 463,324 SH   DFND 1 463,324 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,274 88,141 SH   DFND 1 88,141 0 0
KEYW HLDG CORP NOTE 2.50% 493723AA8 2,254 2,800,000 PRN   DFND 1 2,800,000 0 0
KIMBERLY CLARK CORP COM 494368103 23,114 215,793 SH   DFND 1 215,793 0 0
KIMCO REALTY CORP COM 49446R109 5,894 219,523 SH   DFND 1 219,523 0 0
KINDER MORGAN INC DEL COM 49456B101 40,589 965,015 SH   DFND 1 965,015 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,701 759,491 SH   SOLE 3 759,491 0 0
KLA-TENCOR CORP COM 482480100 5,150 88,359 SH   DFND 1 88,359 0 0
KNOWLES CORP COM 49926D109 263 13,640 SH   DFND 1 13,640 0 0
KOFAX LTD COM USD G5307C105 3,311 304,319 SH   DFND 1 304,319 0 0
KOHLS CORP COM 500255104 10,459 133,662 SH   DFND 1 133,662 0 0
KOHLS CORP COM 500255104 6,104 78,000 SH   SOLE 3 78,000 0 0
KOREA ELECTRIC PWR SPONSORED A 500631106 202 9,860 SH   DFND 1 9,860 0 0
KRAFT FOODS GROUP INC COM 50076Q106 32,636 374,604 SH   DFND 1 374,604 0 0
KRAFT FOODS GROUP INC COM 50076Q106 1,130 12,966 SH   SOLE   0 12,966 0
KROGER CO COM 501044101 23,459 306,018 SH   DFND 1 306,018 0 0
L BRANDS INC COM 501797104 14,992 158,997 SH   DFND 1 158,997 0 0
L-3 COMMUNICATIONS HLDGS I COM 502424104 230 1,830 SH   DFND 1 1,830 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,759 53,607 SH   DFND 1 53,607 0 0
LAM RESEARCH CORP COM 512807108 5,984 85,192 SH   DFND 1 85,192 0 0
LAM RESEARCH CORP NOTE 1.25% 512807AL2 11,029 8,500,000 PRN   DFND 1 8,500,000 0 0
LAS VEGAS SANDS CORP COM 517834107 11,801 214,406 SH   DFND 1 214,406 0 0
LAS VEGAS SANDS CORP COM 517834107 3,578 65,000 SH   SOLE 3 65,000 0 0
LAUDER ESTEE COS INC CL A 518439104 9,887 118,895 SH   DFND 1 118,895 0 0
LAUDER ESTEE COS INC CL A 518439104 515 6,190 SH   SOLE   0 6,190 0
LEGG MASON INC COM 524901105 3,046 55,182 SH   DFND 1 55,182 0 0
LEGG MASON INC COM 524901105 4,861 88,063 SH   SOLE 3 88,063 0 0
LEGGETT & PLATT INC COM 524660107 3,369 73,094 SH   DFND 1 73,094 0 0
LENNAR CORP CL A 526057104 4,755 91,772 SH   DFND 1 91,772 0 0
LEUCADIA NATL CORP COM 527288104 3,818 171,272 SH   DFND 1 171,272 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 7,484 139,003 SH   DFND 1 139,003 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 679 12,018 SH   DFND 1 12,018 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,733 30,627 SH   DFND 1 30,627 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 6,651 129,224 SH   DFND 1 129,224 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,046 20,321 SH   SOLE 3 20,321 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 16,846 338,207 SH   DFND 1 338,207 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,492 50,036 SH   SOLE 3 50,036 0 0
LIBERTY INTERACTIVE CORP INT COM SER 53071M104 7,021 240,512 SH   DFND 1 240,512 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 3,050 72,600 SH   DFND 1 72,600 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 1,905 49,420 SH   DFND 1 49,420 0 0
LIBERTY MEDIA CORP DELAWAR COM SER C 531229300 3,810 99,747 SH   DFND 1 99,747 0 0
LIBERTY MEDIA CORP DELAWAR NOTE 1.375% 531229AB8 19,808 20,000,000 PRN   DFND 1 20,000,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,840 79,542 SH   DFND 1 79,542 0 0
LILLY ELI & CO COM 532457108 47,833 658,397 SH   DFND 1 658,397 0 0
LILLY ELI & CO COM 532457108 7,306 100,559 SH   SOLE 3 100,559 0 0
LINCOLN NATL CORP IND COM 534187109 8,020 139,570 SH   DFND 1 139,570 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,955 127,242 SH   DFND 1 127,242 0 0
LINKEDIN CORP COM CL A 53578A108 14,467 57,899 SH   DFND 1 57,899 0 0
LKQ CORP COM 501889208 3,736 146,154 SH   DFND 1 146,154 0 0
LOCKHEED MARTIN CORP COM 539830109 1,355 6,676 SH   DFND 1 6,676 0 0
LOEWS CORP COM 540424108 6,454 158,080 SH   DFND 1 158,080 0 0
LORILLARD INC COM 544147101 12,723 194,693 SH   DFND 1 194,693 0 0
LOWES COS INC COM 548661107 42,412 570,136 SH   DFND 1 570,136 0 0
LULULEMON ATHLETICA INC COM 550021109 3,484 54,417 SH   DFND 1 54,417 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 56,680 645,556 SH   DFND 1 645,556 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 2,630 29,950 SH   SOLE   0 29,950 0
M & T BK CORP COM 55261F104 7,882 62,063 SH   DFND 1 62,063 0 0
MACERICH CO COM 554382101 7,106 84,267 SH   DFND 1 84,267 0 0
MACYS INC COM 55616P104 12,143 187,077 SH   DFND 1 187,077 0 0
MACYS INC COM 55616P104 435 6,700 SH   SOLE   0 6,700 0
MAGNA INTL INC COM 559222401 11,424 214,056 SH   DFND 1 214,056 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 7,595 59,965 SH   DFND 1 59,965 0 0
MANITOWOC INC COM 563571108 3,644 169,000 SH   SOLE 3 169,000 0 0
MANPOWERGROUP INC COM 56418H100 3,675 42,655 SH   DFND 1 42,655 0 0
MANULIFE FINL CORP COM 56501R106 19,323 1,141,540 SH   DFND 1 1,141,540 0 0
MANULIFE FINL CORP COM 56501R106 4,282 251,744 SH   SOLE 3 251,744 0 0
MARATHON OIL CORP COM 565849106 9,771 374,216 SH   DFND 1 374,216 0 0
MARATHON PETE CORP COM 56585A102 49,579 484,218 SH   DFND 1 484,218 0 0
MARATHON PETE CORP COM 56585A102 318 3,110 SH   SOLE   0 3,110 0
MARKEL CORP COM 570535104 5,288 6,877 SH   DFND 1 6,877 0 0
MARRIOTT INTL INC NEW CL A 571903202 9,523 118,569 SH   DFND 1 118,569 0 0
MARSH & MCLENNAN COS INC COM 571748102 16,391 292,234 SH   DFND 1 292,234 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 3,319 225,812 SH   DFND 1 225,812 0 0
MASCO CORP COM 574599106 5,070 189,879 SH   DFND 1 189,879 0 0
MASCO CORP COM 574599106 5,207 195,000 SH   SOLE 3 195,000 0 0
MASTEC INC COM 576323109 3,764 195,000 SH   SOLE 3 195,000 0 0
MASTERCARD INC CL A 57636Q104 46,508 538,352 SH   DFND 1 538,352 0 0
MATTEL INC COM 577081102 4,136 180,995 SH   DFND 1 180,995 0 0
MATTEL INC COM 577081102 3,172 138,828 SH   SOLE 3 138,828 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,320 152,816 SH   DFND 1 152,816 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,796 137,772 SH   SOLE 3 137,772 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,822 62,540 SH   DFND 1 62,540 0 0
MCDERMOTT INTL INC COM 580037109 384 100,000 SH   SOLE 3 100,000 0 0
MCDONALDS CORP COM 580135101 86,620 888,955 SH   DFND 1 888,955 0 0
MCDONALDS CORP COM 580135101 6,622 67,956 SH   SOLE 3 67,956 0 0
MCGRAW HILL FINL INC COM 580645109 17,190 166,252 SH   DFND 1 166,252 0 0
MCKESSON CORP COM 58155Q103 31,087 137,430 SH   DFND 1 137,430 0 0
MDU RES GROUP INC COM 552690109 2,211 103,627 SH   DFND 1 103,627 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 10,898 108,410 SH   DFND 1 108,410 0 0
MEADWESTVACO CORP COM 583334107 4,442 89,080 SH   DFND 1 89,080 0 0
MEDTRONIC PLC SHS G5960L103 64,000 820,623 SH   DFND 1 820,623 0 0
MEDTRONIC PLC SHS G5960L103 4,840 62,057 SH   SOLE 3 62,057 0 0
MERCK & CO INC NEW COM 58933Y105 94,062 1,636,429 SH   DFND 1 1,636,429 0 0
MERCK & CO INC NEW COM 58933Y105 14,685 255,480 SH   SOLE 3 255,480 0 0
MERCK & CO INC NEW COM 58933Y105 842 14,650 SH   SOLE   0 14,650 0
METLIFE INC COM 59156R108 29,737 588,265 SH   DFND 1 588,265 0 0
METLIFE INC COM 59156R108 7,886 156,000 SH   SOLE 3 156,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,123 196,061 SH   DFND 1 196,061 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 6,939 105,542 SH   DFND 1 105,542 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,199 106,314 SH   DFND 1 106,314 0 0
MICRON TECHNOLOGY INC COM 595112103 15,519 572,025 SH   DFND 1 572,025 0 0
MICROSOFT CORP COM 594918104 211,011 5,189,637 SH   DFND 1 5,189,637 0 0
MICROSOFT CORP COM 594918104 2,220 54,590 SH   SOLE   0 54,590 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 4,891 484,275 SH   DFND 1 484,275 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 3,955 94,090 SH   DFND 1 94,090 0 0
MOHAWK INDS INC COM 608190104 6,055 32,596 SH   DFND 1 32,596 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 60855RAD2 8,320 6,500,000 PRN   DFND 1 6,500,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 5,510 74,016 SH   DFND 1 74,016 0 0
MOLSON COORS BREWING CO CL B 60871R209 637 8,550 SH   SOLE   0 8,550 0
MOLYCORP INC DEL COM 608753109 26 66,505 SH   SOLE 3 66,505 0 0
MONDELEZ INTL INC CL A 609207105 36,957 1,024,026 SH   DFND 1 1,024,026 0 0
MONDELEZ INTL INC CL A 609207105 5,630 156,000 SH   SOLE 3 156,000 0 0
MONDELEZ INTL INC CL A 609207105 1,270 35,200 SH   SOLE   0 35,200 0
MONSANTO CO NEW COM 61166W101 30,162 268,009 SH   DFND 1 268,009 0 0
MONSANTO CO NEW COM 61166W101 672 5,975 SH   SOLE   0 5,975 0
MONSTER BEVERAGE CORP COM 611740101 10,141 73,274 SH   DFND 1 73,274 0 0
MOODYS CORP COM 615369105 11,624 111,980 SH   DFND 1 111,980 0 0
MORGAN STANLEY COM NEW 617446448 29,535 827,531 SH   DFND 1 827,531 0 0
MORGAN STANLEY COM NEW 617446448 6,951 194,754 SH   SOLE 3 194,754 0 0
MOSAIC CO NEW COM 61945C103 8,371 181,743 SH   DFND 1 181,743 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 7,785 116,771 SH   DFND 1 116,771 0 0
MURPHY OIL CORP COM 626717102 5,302 113,770 SH   DFND 1 113,770 0 0
MYLAN N V SHS EURO N59465109 12,392 208,799 SH   DFND 1 208,799 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,075 151,984 SH   DFND 1 151,984 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,549 260,000 SH   SOLE 3 260,000 0 0
NASDAQ OMX GROUP INC COM 631103108 2,364 46,400 SH   SOLE   0 46,400 0
NATIONAL OILWELL VARCO INC COM 637071101 12,175 243,554 SH   DFND 1 243,554 0 0
NATIONAL OILWELL VARCO INC COM 637071101 3,249 65,000 SH   SOLE 3 65,000 0 0
NAVIENT CORP COM 63938C108 6,026 296,414 SH   DFND 1 296,414 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,835 130,000 SH   SOLE 3 130,000 0 0
NCR CORP NEW COM 62886E108 2,629 89,096 SH   DFND 1 89,096 0 0
NETAPP INC COM 64110D104 6,033 170,140 SH   DFND 1 170,140 0 0
NETFLIX INC COM 64110L106 12,778 30,665 SH   DFND 1 30,665 0 0
NETSUITE INC NOTE 0.25% 64118QAB3 10,437 10,000,000 PRN   DFND 1 10,000,000 0 0
NEW GOLD INC CDA COM 644535106 2,237 660,000 SH   SOLE 3 660,000 0 0
NEW MTN FIN CORP COM 647551100 19,574 1,340,682 SH   SOLE   0 1,340,682 0
NEW YORK CMNTY BANCORP INC COM 649445103 3,769 225,297 SH   DFND 1 225,297 0 0
NEWELL RUBBERMAID INC COM 651229106 5,678 145,337 SH   DFND 1 145,337 0 0
NEWFIELD EXPL CO COM 651290108 3,391 96,649 SH   DFND 1 96,649 0 0
NEWMONT MINING CORP COM 651639106 6,930 319,209 SH   DFND 1 319,209 0 0
NEWMONT MINING CORP COM 651639106 13,755 633,565 SH   SOLE 3 633,565 0 0
NEWS CORP NEW CL A 65249B109 3,279 204,807 SH   DFND 1 204,807 0 0
NEWS CORP NEW CL B 65249B208 885 55,749 SH   DFND 1 55,749 0 0
NEXTERA ENERGY INC COM 65339F101 24,314 233,680 SH   DFND 1 233,680 0 0
NEXTERA ENERGY INC COM 65339F101 1,330 12,790 SH   SOLE   0 12,790 0
NEXTERA ENERGY INC UNIT 09/01/ 65339F887 1,832 28,000 SH   DFND 1 28,000 0 0
NIELSEN HOLDINGS N V COM N63218106 7,882 176,851 SH   DFND 1 176,851 0 0
NIKE INC CL B 654106103 30,523 304,223 SH   DFND 1 304,223 0 0
NISOURCE INC COM 65473P105 7,408 167,752 SH   DFND 1 167,752 0 0
NOBLE CORP PLC SHS USD G65431101 1,931 135,259 SH   DFND 1 135,259 0 0
NOBLE CORP PLC SHS USD G65431101 2,128 149,045 SH   SOLE 3 149,045 0 0
NOBLE ENERGY INC COM 655044105 10,042 205,365 SH   DFND 1 205,365 0 0
NOBLE ENERGY INC COM 655044105 3,814 78,000 SH   SOLE 3 78,000 0 0
NORDSTROM INC COM 655664100 6,287 78,279 SH   DFND 1 78,279 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,693 191,345 SH   DFND 1 191,345 0 0
NORTHERN TR CORP COM 665859104 8,830 126,780 SH   DFND 1 126,780 0 0
NORTHERN TR CORP COM 665859104 8,456 121,401 SH   SOLE 3 121,401 0 0
NORTHROP GRUMMAN CORP COM 666807102 29,273 181,867 SH   DFND 1 181,867 0 0
NORWEGIAN CRUISE LINE HLDG SHS G66721104 3,697 68,459 SH   DFND 1 68,459 0 0
NRG ENERGY INC COM NEW 629377508 4,530 179,834 SH   DFND 1 179,834 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,970 137,263 SH   DFND 1 137,263 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,577 249,251 SH   SOLE 3 249,251 0 0
NUCOR CORP COM 670346105 8,043 169,210 SH   DFND 1 169,210 0 0
NVIDIA CORP COM 67066G104 5,833 278,691 SH   DFND 1 278,691 0 0
NVIDIA CORP NOTE 1.00%1 67066GAC8 50,762 43,000,000 PRN   DFND 1 43,000,000 0 0
NVR INC COM 62944T105 2,782 2,094 SH   DFND 1 2,094 0 0
NXP SEMICONDUCTORS N V COM N6596X109 12,457 124,126 SH   DFND 1 124,126 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 11,722 54,210 SH   DFND 1 54,210 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 34,657 474,751 SH   DFND 1 474,751 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,734 37,454 SH   SOLE 3 37,454 0 0
OCEANEERING INTL INC COM 675232102 2,813 52,157 SH   DFND 1 52,157 0 0
OLD REP INTL CORP COM 680223104 1,915 128,187 SH   DFND 1 128,187 0 0
OMNICARE INC COM 681904108 4,014 52,089 SH   DFND 1 52,089 0 0
OMNICOM GROUP INC COM 681919106 10,340 132,595 SH   DFND 1 132,595 0 0
ONEOK INC NEW COM 682680103 5,358 111,074 SH   DFND 1 111,074 0 0
ORACLE CORP COM 68389X105 84,860 1,966,638 SH   DFND 1 1,966,638 0 0
ORACLE CORP COM 68389X105 216 5,000 SH   SOLE 3 5,000 0 0
OWENS CORNING NEW COM 690742101 8,222 189,451 SH   SOLE 3 189,451 0 0
OWENS ILL INC COM NEW 690768403 2,063 88,445 SH   DFND 1 88,445 0 0
PACCAR INC COM 693718108 11,918 188,760 SH   DFND 1 188,760 0 0
PALL CORP COM 696429307 5,744 57,212 SH   DFND 1 57,212 0 0
PALO ALTO NETWORKS INC COM 697435105 3,022 20,687 SH   DFND 1 20,687 0 0
PANDORA MEDIA INC COM 698354107 2,739 169,000 SH   SOLE 3 169,000 0 0
PARKER HANNIFIN CORP COM 701094104 9,276 78,090 SH   DFND 1 78,090 0 0
PARKER HANNIFIN CORP COM 701094104 2,469 20,790 SH   SOLE   0 20,790 0
PARTNERRE LTD COM G6852T105 3,042 26,608 SH   DFND 1 26,608 0 0
PATTERSON COMPANIES INC COM 703395103 2,201 45,103 SH   DFND 1 45,103 0 0
PAYCHEX INC COM 704326107 8,708 175,493 SH   DFND 1 175,493 0 0
PEABODY ENERGY CORP COM 704549104 786 159,783 SH   SOLE 3 159,783 0 0
PEMBINA PIPELINE CORP COM 706327103 5,553 176,160 SH   DFND 1 176,160 0 0
PENNEY J C INC COM 708160106 2,024 240,690 SH   SOLE 3 240,690 0 0
PENTAIR PLC SHS G7S00T104 6,292 100,049 SH   DFND 1 100,049 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 2,528 166,294 SH   DFND 1 166,294 0 0
PEPCO HOLDINGS INC COM 713291102 3,584 133,578 SH   DFND 1 133,578 0 0
PEPSICO INC COM 713448108 79,062 826,831 SH   DFND 1 826,831 0 0
PEPSICO INC COM 713448108 4,573 47,828 SH   SOLE 3 47,828 0 0
PEPSICO INC COM 713448108 392 4,100 SH   SOLE   0 4,100 0
PERRIGO CO PLC SHS G97822103 11,547 69,751 SH   DFND 1 69,751 0 0
PFIZER INC COM 717081103 160,998 4,627,702 SH   DFND 1 4,627,702 0 0
PFIZER INC COM 717081103 8,909 256,091 SH   SOLE 3 256,091 0 0
PFIZER INC COM 717081103 1,070 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 13,517 254,696 SH   DFND 1 254,696 0 0
PHARMACYCLICS INC COM 716933106 7,910 30,905 SH   DFND 1 30,905 0 0
PHILIP MORRIS INTL INC COM 718172109 69,120 917,563 SH   DFND 1 917,563 0 0
PHILIP MORRIS INTL INC COM 718172109 9,375 124,451 SH   SOLE 3 124,451 0 0
PHILIP MORRIS INTL INC COM 718172109 1,041 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 26,229 333,700 SH   DFND 1 333,700 0 0
PINNACLE WEST CAP CORP COM 723484101 3,720 58,357 SH   DFND 1 58,357 0 0
PIONEER NAT RES CO COM 723787107 13,067 79,915 SH   DFND 1 79,915 0 0
PLUM CREEK TIMBER CO INC COM 729251108 4,126 94,959 SH   DFND 1 94,959 0 0
PNC FINL SVCS GROUP INC COM 693475105 28,966 310,662 SH   DFND 1 310,662 0 0
POLARIS INDS INC COM 731068102 4,589 32,520 SH   DFND 1 32,520 0 0
POSCO SPONSORED A 693483109 326 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 15,171 471,857 SH   DFND 1 471,857 0 0
POTASH CORP SASK INC COM 73755L107 6,427 199,290 SH   SOLE 3 199,290 0 0
PPG INDS INC COM 693506107 16,775 74,377 SH   DFND 1 74,377 0 0
PPL CORP COM 69351T106 12,000 356,513 SH   DFND 1 356,513 0 0
PRAXAIR INC COM 74005P104 18,925 156,745 SH   DFND 1 156,745 0 0
PRECISION CASTPARTS CORP COM 740189105 22,154 105,497 SH   DFND 1 105,497 0 0
PRECISION DRILLING CORP COM 2010 74022D308 4,409 695,393 SH   SOLE 3 695,393 0 0
PRICE T ROWE GROUP INC COM 74144T108 10,826 133,684 SH   DFND 1 133,684 0 0
PRICELINE COM INC COM NEW 741503403 32,585 27,990 SH   DFND 1 27,990 0 0
PRICELINE COM INC DEBT 1.00% 741503AQ9 31,318 23,300,000 PRN   DFND 1 23,300,000 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 8,105 157,770 SH   DFND 1 157,770 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 5,765 112,222 SH   SOLE 3 112,222 0 0
PROCTER & GAMBLE CO COM 742718109 124,878 1,524,012 SH   DFND 1 1,524,012 0 0
PROCTER & GAMBLE CO COM 742718109 10,163 124,028 SH   SOLE 3 124,028 0 0
PROCTER & GAMBLE CO COM 742718109 4,348 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 9,168 337,054 SH   DFND 1 337,054 0 0
PROLOGIS INC COM 74340W103 11,828 271,538 SH   DFND 1 271,538 0 0
PROSPECT CAPITAL CORPORATI NOTE 5.75% 74348TAL6 1,386 1,350,000 PRN   DFND 1 1,350,000 0 0
PRUDENTIAL FINL INC COM 744320102 19,730 245,670 SH   DFND 1 245,670 0 0
PRUDENTIAL FINL INC COM 744320102 7,308 91,000 SH   SOLE 3 91,000 0 0
PUBLIC STORAGE COM 74460D109 17,253 87,518 SH   DFND 1 87,518 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 11,454 273,231 SH   DFND 1 273,231 0 0
PULTE GROUP INC COM 745867101 3,608 162,324 SH   DFND 1 162,324 0 0
PVH CORP COM 693656100 4,437 41,642 SH   DFND 1 41,642 0 0
QEP RES INC COM 74733V100 2,002 96,024 SH   DFND 1 96,024 0 0
QIAGEN NV REG SHS N72482107 3,346 132,793 SH   DFND 1 132,793 0 0
QUALCOMM INC COM 747525103 100,178 1,444,734 SH   DFND 1 1,444,734 0 0
QUALCOMM INC COM 747525103 18,028 260,000 SH   SOLE 3 260,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,987 77,901 SH   DFND 1 77,901 0 0
QUESTAR CORP COM 748356102 2,242 93,968 SH   DFND 1 93,968 0 0
RACKSPACE HOSTING INC COM 750086100 3,081 59,712 SH   DFND 1 59,712 0 0
RALPH LAUREN CORP CL A 751212101 4,291 32,634 SH   DFND 1 32,634 0 0
RALPH LAUREN CORP CL A 751212101 5,129 39,000 SH   SOLE 3 39,000 0 0
RANGE RES CORP COM 75281A109 4,685 90,024 SH   DFND 1 90,024 0 0
RANGE RES CORP COM 75281A109 10,148 195,000 SH   SOLE 3 195,000 0 0
RAYONIER INC COM 754907103 1,820 67,504 SH   DFND 1 67,504 0 0
RAYTHEON CO COM NEW 755111507 24,987 228,713 SH   DFND 1 228,713 0 0
REALTY INCOME CORP COM 756109104 6,064 117,523 SH   DFND 1 117,523 0 0
RED HAT INC COM 756577102 7,659 101,113 SH   DFND 1 101,113 0 0
REGENCY CTRS CORP COM 758849103 3,383 49,718 SH   DFND 1 49,718 0 0
REGENERON PHARMACEUTICALS COM 75886F107 19,168 42,455 SH   DFND 1 42,455 0 0
REGIONS FINL CORP NEW COM 7591EP100 6,957 736,171 SH   DFND 1 736,171 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,328 23,341 SH   DFND 1 23,341 0 0
REPUBLIC SVCS INC COM 760759100 6,382 157,356 SH   DFND 1 157,356 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,555 118,963 SH   DFND 1 118,963 0 0
REYNOLDS AMERICAN INC COM 761713106 11,355 164,785 SH   DFND 1 164,785 0 0
ROBERT HALF INTL INC COM 770323103 4,223 69,774 SH   DFND 1 69,774 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,533 73,563 SH   DFND 1 73,563 0 0
ROCKWELL COLLINS INC COM 774341101 9,614 99,576 SH   DFND 1 99,576 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 7,066 211,682 SH   DFND 1 211,682 0 0
ROPER INDS INC NEW COM 776696106 9,348 54,350 SH   DFND 1 54,350 0 0
ROSS STORES INC COM 778296103 14,032 133,186 SH   DFND 1 133,186 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 48,714 810,429 SH   DFND 1 810,429 0 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 6,790 82,962 SH   DFND 1 82,962 0 0
RYDER SYS INC COM 783549108 4,581 48,278 SH   DFND 1 48,278 0 0
SALESFORCE COM INC COM 79466L302 20,643 308,985 SH   DFND 1 308,985 0 0
SALESFORCE COM INC NOTE 0.25% 79466LAD6 33,516 28,000,000 PRN   DFND 1 28,000,000 0 0
SANDISK CORP COM 80004C101 7,519 118,185 SH   DFND 1 118,185 0 0
SANDISK CORP NOTE 0.50%1 80004CAF8 33,208 33,000,000 PRN   DFND 1 33,000,000 0 0
SBA COMMUNICATIONS CORP COM 78388J106 7,606 64,954 SH   DFND 1 64,954 0 0
SCANA CORP NEW COM 80589M102 3,741 68,031 SH   DFND 1 68,031 0 0
SCHEIN HENRY INC COM 806407102 6,315 45,233 SH   DFND 1 45,233 0 0
SCHLUMBERGER LTD COM 806857108 91,466 1,096,187 SH   DFND 1 1,096,187 0 0
SCHLUMBERGER LTD COM 806857108 4,339 52,000 SH   SOLE 3 52,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18,041 592,665 SH   DFND 1 592,665 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 2,874 41,920 SH   DFND 1 41,920 0 0
SEADRILL LIMITED SHS G7945E105 1,824 194,205 SH   DFND 1 194,205 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 10,457 200,985 SH   DFND 1 200,985 0 0
SEALED AIR CORP NEW COM 81211K100 5,153 113,101 SH   DFND 1 113,101 0 0
SEARS HLDGS CORP COM 812350106 822 19,856 SH   DFND 1 19,856 0 0
SEI INVESTMENTS CO COM 784117103 2,966 67,262 SH   DFND 1 67,262 0 0
SELECT SECTOR SPDR TR CALL 81369Y907 3,351 5,404,600 SH   DFND 1 5,404,600 0 0
SEMPRA ENERGY COM 816851109 14,386 131,961 SH   DFND 1 131,961 0 0
SENSATA TECHNOLOGIES HLDG SHS N7902X106 4,931 85,826 SH   DFND 1 85,826 0 0
SEQUENOM INC NOTE 5.00%1 817337AB4 2,103 2,000,000 PRN   DFND 1 2,000,000 0 0
SERVICENOW INC COM 81762P102 1,794 22,766 SH   DFND 1 22,766 0 0
SERVICESOURCE INTL LLC NOTE 1.50% 81763UAB6 3,739 5,000,000 PRN   DFND 1 5,000,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 5,036 225,098 SH   DFND 1 225,098 0 0
SHERWIN WILLIAMS CO COM 824348106 11,971 42,078 SH   DFND 1 42,078 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 336 9,000 SH   DFND 1 9,000 0 0
SHIP FINANCE INTERNATIONAL NOTE 3.25% G81075AE6 5,996 6,000,000 PRN   DFND 1 6,000,000 0 0
SIGMA ALDRICH CORP COM 826552101 8,776 63,477 SH   DFND 1 63,477 0 0
SIGNET JEWELERS LIMITED SHS G81276100 5,756 41,474 SH   DFND 1 41,474 0 0
SILVER WHEATON CORP COM 828336107 3,696 195,143 SH   DFND 1 195,143 0 0
SILVER WHEATON CORP COM 828336107 3,482 183,093 SH   SOLE 3 183,093 0 0
SIMON PPTY GROUP INC NEW COM 828806109 106,793 545,864 SH   DFND 1 545,864 0 0
SINA CORP NOTE 1.00%1 82922RAD5 10,900 12,000,000 PRN   DFND 1 12,000,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,677 1,486,094 SH   DFND 1 1,486,094 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 9,465 96,295 SH   DFND 1 96,295 0 0
SL GREEN RLTY CORP COM 78440X101 6,632 51,658 SH   DFND 1 51,658 0 0
SLM CORP COM 78442P106 2,813 303,157 SH   DFND 1 303,157 0 0
SMUCKER J M CO COM NEW 832696405 6,056 52,331 SH   DFND 1 52,331 0 0
SOUFUN HLDGS LTD NOTE 2.00%1 836034AB4 12,530 14,000,000 PRN   DFND 1 14,000,000 0 0
SOUTHERN CO COM 842587107 21,198 478,734 SH   DFND 1 478,734 0 0
SOUTHERN COPPER CORP COM 84265V105 3,278 112,333 SH   DFND 1 112,333 0 0
SOUTHWEST AIRLS CO COM 844741108 4,067 91,801 SH   DFND 1 91,801 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,601 198,421 SH   DFND 1 198,421 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,522 195,000 SH   SOLE 3 195,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 40,860 197,934 SH   DFND 1 197,934 0 0
SPECTRA ENERGY CORP COM 847560109 12,888 356,314 SH   DFND 1 356,314 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,061 87,795 SH   DFND 1 87,795 0 0
SPRINT CORP COM SER 1 85207U105 2,083 439,543 SH   DFND 1 439,543 0 0
SPRINT CORP COM SER 1 85207U105 6,778 1,430,000 SH   SOLE 3 1,430,000 0 0
SPX CORP COM 784635104 1,918 22,591 SH   DFND 1 22,591 0 0
ST JUDE MED INC COM 790849103 11,782 180,160 SH   DFND 1 180,160 0 0
STANLEY BLACK & DECKER INC COM 854502101 9,912 103,943 SH   DFND 1 103,943 0 0
STAPLES INC COM 855030102 5,666 347,823 SH   DFND 1 347,823 0 0
STAPLES INC COM 855030102 4,045 248,319 SH   SOLE 3 248,319 0 0
STARBUCKS CORP COM 855244109 18,390 388,376 SH   DFND 1 388,376 0 0
STARBUCKS CORP COM 855244109 2,430 51,320 SH   SOLE   0 51,320 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 8,078 96,744 SH   DFND 1 96,744 0 0
STATE STR CORP COM 857477103 16,495 224,328 SH   DFND 1 224,328 0 0
STATE STR CORP COM 857477103 8,297 112,841 SH   SOLE 3 112,841 0 0
STERICYCLE INC COM 858912108 6,083 43,314 SH   DFND 1 43,314 0 0
STRYKER CORP COM 863667101 14,017 151,947 SH   DFND 1 151,947 0 0
SUN LIFE FINL INC COM 866796105 10,032 326,470 SH   DFND 1 326,470 0 0
SUNCOR ENERGY INC NEW COM 867224107 23,376 802,288 SH   DFND 1 802,288 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,695 126,811 SH   SOLE 3 126,811 0 0
SUNPOWER CORP DBCV 0.75% 867652AG4 6,981 5,000,000 PRN   DFND 1 5,000,000 0 0
SUNTRUST BKS INC COM 867914103 11,452 278,695 SH   DFND 1 278,695 0 0
SYMANTEC CORP COM 871503108 8,651 370,164 SH   DFND 1 370,164 0 0
SYNCHRONY FINL COM 87165B103 2,064 68,018 SH   DFND 1 68,018 0 0
SYNOPSYS INC COM 871607107 3,853 83,190 SH   DFND 1 83,190 0 0
SYSCO CORP COM 871829107 11,831 313,563 SH   DFND 1 313,563 0 0
SYSCO CORP COM 871829107 6,273 166,265 SH   SOLE 3 166,265 0 0
T MOBILE US INC COM 872590104 4,343 137,054 SH   DFND 1 137,054 0 0
T MOBILE US INC CONV PFD SE 872590203 9,034 154,000 SH   DFND 1 154,000 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,208 94,043 SH   DFND 1 94,043 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,801 119,292 SH   SOLE   0 119,292 0
TALISMAN ENERGY INC COM 87425E103 4,205 550,105 SH   DFND 1 550,105 0 0
TARGET CORP COM 87612E106 30,968 377,332 SH   DFND 1 377,332 0 0
TATA MTRS LTD SPONSORED A 876568502 909 20,402 SH   SOLE   0 20,402 0
TD AMERITRADE HLDG CORP COM 87236Y108 4,603 123,528 SH   DFND 1 123,528 0 0
TE CONNECTIVITY LTD REG SHS H84989104 15,780 220,330 SH   DFND 1 220,330 0 0
TECK RESOURCES LTD CL B 878742204 3,956 289,084 SH   DFND 1 289,084 0 0
TECO ENERGY INC COM 872375100 2,400 123,701 SH   DFND 1 123,701 0 0
TELEFONICA BRASIL SA SPONSORED A 87936R106 333 21,783 SH   DFND 1 21,783 0 0
TELUS CORP COM 87971M103 6,038 182,297 SH   DFND 1 182,297 0 0
TERADATA CORP DEL COM 88076W103 3,633 82,304 SH   DFND 1 82,304 0 0
TEREX CORP NEW COM 880779103 4,494 169,000 SH   SOLE 3 169,000 0 0
TESARO INC NOTE 3.00%1 881569AA5 4,459 2,500,000 PRN   DFND 1 2,500,000 0 0
TESLA MTRS INC COM 88160R101 8,974 47,540 SH   DFND 1 47,540 0 0
TESLA MTRS INC NOTE 0.25% 88160RAB7 36,813 42,000,000 PRN   DFND 1 42,000,000 0 0
TESORO CORP COM 881609101 5,637 61,750 SH   DFND 1 61,750 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 1,061 17,035 SH   DFND 1 17,035 0 0
TEXAS INSTRS INC COM 882508104 68,544 1,198,538 SH   DFND 1 1,198,538 0 0
TEXTRON INC COM 883203101 262 5,910 SH   DFND 1 5,910 0 0
THE ADT CORPORATION COM 00101J106 3,866 93,100 SH   DFND 1 93,100 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 28,636 213,164 SH   DFND 1 213,164 0 0
THOMSON REUTERS CORP COM 884903105 8,066 199,519 SH   DFND 1 199,519 0 0
TIFFANY & CO NEW COM 886547108 5,585 63,462 SH   DFND 1 63,462 0 0
TIME WARNER CABLE INC COM 88732J207 22,530 150,320 SH   DFND 1 150,320 0 0
TIME WARNER INC COM NEW 887317303 73,607 871,711 SH   DFND 1 871,711 0 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 3,550 5,000,000 PRN   DFND 1 5,000,000 0 0
TJX COS INC NEW COM 872540109 32,181 459,395 SH   DFND 1 459,395 0 0
TOLL BROS FIN CORP NOTE 0.50% 88947EAM2 10,563 10,000,000 PRN   DFND 1 10,000,000 0 0
TOLL BROTHERS INC COM 889478103 3,397 86,353 SH   DFND 1 86,353 0 0
TORCHMARK CORP COM 891027104 5,294 96,391 SH   DFND 1 96,391 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 70,326 1,647,820 SH   DFND 1 1,647,820 0 0
TOTAL SYS SVCS INC COM 891906109 3,251 85,223 SH   DFND 1 85,223 0 0
TOWERS WATSON & CO CL A 891894107 4,959 37,514 SH   DFND 1 37,514 0 0
TRACTOR SUPPLY CO COM 892356106 4,692 55,165 SH   DFND 1 55,165 0 0
TRANSALTA CORP COM 89346D107 471 50,931 SH   DFND 1 50,931 0 0
TRANSCANADA CORP COM 89353D107 16,087 377,485 SH   DFND 1 377,485 0 0
TRANSDIGM GROUP INC COM 893641100 7,783 35,583 SH   DFND 1 35,583 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,804 193,660 SH   DFND 1 193,660 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,377 162,042 SH   SOLE 3 162,042 0 0
TRAVELERS COMPANIES INC COM 89417E109 22,111 204,481 SH   DFND 1 204,481 0 0
TRIMBLE NAVIGATION LTD COM 896239100 3,476 137,953 SH   DFND 1 137,953 0 0
TRIPADVISOR INC COM 896945201 4,470 53,746 SH   DFND 1 53,746 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 6,130 58,462 SH   DFND 1 58,462 0 0
TURQUOISE HILL RES LTD COM 900435108 1,282 412,177 SH   DFND 1 412,177 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 24,262 716,972 SH   DFND 1 716,972 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 7,586 230,717 SH   DFND 1 230,717 0 0
TWITTER INC COM 90184L102 11,309 225,822 SH   DFND 1 225,822 0 0
TYCO INTL PLC SHS G91442106 9,868 229,180 SH   DFND 1 229,180 0 0
TYSON FOODS INC CL A 902494103 7,601 198,465 SH   DFND 1 198,465 0 0
TYSON FOODS INC CL A 902494103 6,473 169,000 SH   SOLE 3 169,000 0 0
TYSON FOODS INC UNIT 99/99/ 902494301 5,624 116,000 SH   DFND 1 116,000 0 0
UBS GROUP AG SHS H42097107 151,321 8,019,869 SH   DFND 1 8,019,869 0 0
UBS GROUP AG SHS H42097107 982 52,037 SH   SOLE   0 52,037 0
UGI CORP NEW COM 902681105 805 24,698 SH   DFND 1 24,698 0 0
UNDER ARMOUR INC CL A 904311107 7,285 90,211 SH   DFND 1 90,211 0 0
UNILEVER N V N Y SHS NEW 904784709 403 9,650 SH   SOLE   0 9,650 0
UNION PAC CORP COM 907818108 53,342 492,494 SH   DFND 1 492,494 0 0
UNION PAC CORP COM 907818108 1,777 16,410 SH   SOLE   0 16,410 0
UNITED CONTL HLDGS INC COM 910047109 3,314 49,276 SH   DFND 1 49,276 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 122 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 36,756 379,160 SH   DFND 1 379,160 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,532 15,800 SH   SOLE   0 15,800 0
UNITED RENTALS INC COM 911363109 4,162 45,652 SH   DFND 1 45,652 0 0
UNITED STATES STL CORP NEW COM 912909108 1,879 76,989 SH   DFND 1 76,989 0 0
UNITED TECHNOLOGIES CORP COM 913017109 78,349 668,507 SH   DFND 1 668,507 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,361 62,810 SH   SOLE 3 62,810 0 0
UNITED TECHNOLOGIES CORP COM 913017109 938 8,000 SH   SOLE   0 8,000 0
UNITED TECHNOLOGIES CORP UNIT 99/99/ 913017117 1,354 22,000 SH   DFND 1 22,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 63,960 540,709 SH   DFND 1 540,709 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 5,752 48,870 SH   DFND 1 48,870 0 0
UNUM GROUP COM 91529Y106 6,898 204,497 SH   DFND 1 204,497 0 0
URBAN EDGE PPTYS COM 91704F104 1,109 46,794 SH   DFND 1 46,794 0 0
URBAN OUTFITTERS INC COM 917047102 2,546 55,776 SH   DFND 1 55,776 0 0
US BANCORP DEL COM NEW 902973304 43,604 998,485 SH   DFND 1 998,485 0 0
V F CORP COM 918204108 15,771 209,414 SH   DFND 1 209,414 0 0
VALE S A ADR REPSTG 91912E204 200 41,140 SH   DFND 1 41,140 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 32,578 165,381 SH   DFND 1 165,381 0 0
VALERO ENERGY CORP NEW COM 91913Y100 24,687 388,038 SH   DFND 1 388,038 0 0
VARIAN MED SYS INC COM 92220P105 5,033 53,489 SH   DFND 1 53,489 0 0
VENTAS INC COM 92276F100 12,760 174,748 SH   DFND 1 174,748 0 0
VERISIGN INC COM 92343E102 4,515 67,418 SH   DFND 1 67,418 0 0
VERISK ANALYTICS INC CL A 92345Y106 5,211 72,981 SH   DFND 1 72,981 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 112,867 2,320,916 SH   DFND 1 2,320,916 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,877 182,532 SH   SOLE 3 182,532 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 15,179 128,669 SH   DFND 1 128,669 0 0
VIACOM INC NEW CL B 92553P201 15,650 229,134 SH   DFND 1 229,134 0 0
VIPSHOP HLDGS LTD NOTE 1.50% 92763WAA1 15,612 10,000,000 PRN   DFND 1 10,000,000 0 0
VISA INC COM CL A 92826C839 73,027 1,116,446 SH   DFND 1 1,116,446 0 0
VISA INC COM CL A 92826C839 2,271 34,720 SH   SOLE   0 34,720 0
VMWARE INC CL A COM 928563402 3,264 39,800 SH   DFND 1 39,800 0 0
VMWARE INC CL A COM 928563402 7,350 89,625 SH   SOLE 3 89,625 0 0
VORNADO RLTY TR SH BEN INT 929042109 10,094 90,124 SH   DFND 1 90,124 0 0
VOYA FINL INC COM 929089100 5,075 117,715 SH   DFND 1 117,715 0 0
VULCAN MATLS CO COM 929160109 5,886 69,825 SH   DFND 1 69,825 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 40,457 477,768 SH   DFND 1 477,768 0 0
WAL-MART STORES INC COM 931142103 76,224 926,736 SH   DFND 1 926,736 0 0
WAL-MART STORES INC COM 931142103 462 5,612 SH   SOLE   0 5,612 0
WASTE MGMT INC DEL COM 94106L109 13,359 246,346 SH   DFND 1 246,346 0 0
WATERS CORP COM 941848103 5,315 42,749 SH   DFND 1 42,749 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 5,070 412,187 SH   DFND 1 412,187 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,128 59,133 SH   DFND 1 59,133 0 0
WELLS FARGO & CO NEW COM 949746101 161,611 2,970,799 SH   DFND 1 2,970,799 0 0
WELLS FARGO & CO NEW COM 949746101 12,235 224,900 SH   SOLE 3 224,900 0 0
WESTERN DIGITAL CORP COM 958102105 10,800 118,667 SH   DFND 1 118,667 0 0
WESTERN UN CO COM 959802109 5,830 280,141 SH   DFND 1 280,141 0 0
WESTLAKE CHEM CORP COM 960413102 1,530 21,273 SH   DFND 1 21,273 0 0
WEYERHAEUSER CO COM 962166104 9,518 287,122 SH   DFND 1 287,122 0 0
WEYERHAEUSER CO PREF CONV S 962166872 1,094 20,000 SH   DFND 1 20,000 0 0
WHIRLPOOL CORP COM 963320106 8,376 41,454 SH   DFND 1 41,454 0 0
WHITING PETE CORP NEW COM 966387102 2,659 86,045 SH   DFND 1 86,045 0 0
WHOLE FOODS MKT INC COM 966837106 9,249 177,598 SH   DFND 1 177,598 0 0
WILLIAMS COS INC DEL COM 969457100 20,254 400,365 SH   DFND 1 400,365 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 4,569 94,836 SH   DFND 1 94,836 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 4,251 88,241 SH   SOLE 3 88,241 0 0
WINDSTREAM HLDGS INC COM 97382A101 2,388 322,641 SH   DFND 1 322,641 0 0
WISCONSIN ENERGY CORP COM 976657106 9,982 201,658 SH   DFND 1 201,658 0 0
WORKDAY INC CL A 98138H101 4,563 54,053 SH   DFND 1 54,053 0 0
WORKDAY INC NOTE 0.75% 98138HAC5 10,232 8,500,000 PRN   DFND 1 8,500,000 0 0
WP GLIMCHER IN COM 92939N102 1,065 64,034 SH   DFND 1 64,034 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR S 929352102 1,041 26,839 SH   DFND 1 26,839 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,908 65,304 SH   DFND 1 65,304 0 0
WYNN RESORTS LTD COM 983134107 5,487 43,587 SH   DFND 1 43,587 0 0
XCEL ENERGY INC COM 98389B100 9,390 269,760 SH   DFND 1 269,760 0 0
XEROX CORP COM 984121103 7,852 611,071 SH   DFND 1 611,071 0 0
XEROX CORP COM 984121103 4,034 313,923 SH   SOLE 3 313,923 0 0
XILINX INC COM 983919101 6,002 141,882 SH   DFND 1 141,882 0 0
XILINX INC COM 983919101 6,863 162,241 SH   SOLE 3 162,241 0 0
XL GROUP PLC SHS G98290102 5,077 137,964 SH   DFND 1 137,964 0 0
XYLEM INC COM 98419M100 3,421 97,680 SH   DFND 1 97,680 0 0
XYLEM INC COM 98419M100 4,348 124,156 SH   SOLE 3 124,156 0 0
YAHOO INC COM 984332106 21,063 473,961 SH   DFND 1 473,961 0 0
YAHOO INC NOTE 12/0 984332AF3 41,634 38,500,000 PRN   DFND 1 38,500,000 0 0
YAMANA GOLD INC COM 98462Y100 1,753 490,526 SH   DFND 1 490,526 0 0
YAMANA GOLD INC COM 98462Y100 1,859 520,000 SH   SOLE 3 520,000 0 0
YANDEX N V SHS CLASS A N97284108 1,855 122,302 SH   DFND 1 122,302 0 0
YUM BRANDS INC COM 988498101 18,531 235,406 SH   DFND 1 235,406 0 0
YUM BRANDS INC COM 988498101 9,255 117,570 SH   SOLE 3 117,570 0 0
ZIMMER HLDGS INC COM 98956P102 10,626 90,417 SH   DFND 1 90,417 0 0
ZIONS BANCORPORATION COM 989701107 2,899 107,352 SH   DFND 1 107,352 0 0
ZIONS BANCORPORATION COM 989701107 5,265 195,000 SH   SOLE 3 195,000 0 0
ZOETIS INC CL A 98978V103 12,342 266,631 SH   DFND 1 266,631 0 0