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 1,342 40,837 SH   DFND 1 40,837 0 0
3M CO COM 88579Y101 45,338 275,913 SH   DFND 1 275,913 0 0
ABBOTT LABS COM 002824100 33,504 744,198 SH   DFND 1 744,198 0 0
ABBOTT LABS COM 002824100 3,973 88,241 SH   SOLE 3 88,241 0 0
ABBVIE INC COM 00287Y109 50,680 774,454 SH   DFND 1 774,454 0 0
ABBVIE INC COM 00287Y109 6,533 99,828 SH   SOLE 3 99,828 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 23,533 263,503 SH   DFND 1 263,503 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 9,131 102,241 SH   SOLE 3 102,241 0 0
ACE LTD SHS H0023R105 15,855 138,016 SH   DFND 1 138,016 0 0
ACTAVIS PLC SHS G0083B108 27,879 108,306 SH   DFND 1 108,306 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,525 274,186 SH   DFND 1 274,186 0 0
ADOBE SYS INC COM 00724F101 15,069 207,276 SH   DFND 1 207,276 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,759 29,880 SH   DFND 1 29,880 0 0
ADVANCED MICRO DEVICES INC COM 007903107 936 350,565 SH   DFND 1 350,565 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,342 1,626,121 SH   SOLE 3 1,626,121 0 0
AERCAP HOLDINGS NV SHS N00985106 367 9,460 SH   DFND 1 9,460 0 0
AES CORP COM 00130H105 6,002 435,854 SH   DFND 1 435,854 0 0
AETNA INC NEW COM 00817Y108 21,373 240,609 SH   DFND 1 240,609 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,778 22,510 SH   DFND 1 22,510 0 0
AFLAC INC COM 001055102 17,360 284,175 SH   DFND 1 284,175 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,555 135,693 SH   DFND 1 135,693 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,091 83,886 SH   DFND 1 83,886 0 0
AGNICO EAGLE MINES LTD COM 008474108 4,854 195,000 SH   SOLE 3 195,000 0 0
AGRIUM INC COM 008916108 6,226 65,661 SH   DFND 1 65,661 0 0
AIR PRODS & CHEMS INC COM 009158106 12,487 86,574 SH   DFND 1 86,574 0 0
AIRGAS INC COM 009363102 2,596 22,539 SH   DFND 1 22,539 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,384 69,628 SH   DFND 1 69,628 0 0
ALCATEL-LUCENT SPONSORED A 013904305 63 17,658 SH   DFND 1 17,658 0 0
ALCOA INC COM 013817101 7,585 480,342 SH   DFND 1 480,342 0 0
ALCOA INC DEP SHS 1/1 013817309 14,631 290,000 SH   DFND 1 290,000 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 14,984 80,979 SH   DFND 1 80,979 0 0
ALLEGHENY CORP DEL COM 017175100 3,162 6,821 SH   DFND 1 6,821 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,535 44,154 SH   DFND 1 44,154 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,212 39,890 SH   DFND 1 39,890 0 0
ALLERGAN INC COM 018490102 26,522 124,757 SH   DFND 1 124,757 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,406 22,394 SH   DFND 1 22,394 0 0
ALLIANT ENERGY CORP COM 018802108 2,999 45,147 SH   DFND 1 45,147 0 0
ALLSTATE CORP COM 020002101 17,626 250,905 SH   DFND 1 250,905 0 0
ALLY FINL INC COM 02005N100 3,869 163,810 SH   DFND 1 163,810 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 834 499,491 SH   SOLE 3 499,491 0 0
ALTERA CORP COM 021441100 4,780 129,399 SH   DFND 1 129,399 0 0
ALTERA CORP COM 021441100 6,890 186,529 SH   SOLE 3 186,529 0 0
ALTRIA GROUP INC COM 02209S103 99,290 2,015,231 SH   DFND 1 2,015,231 0 0
ALTRIA GROUP INC COM 02209S103 6,131 124,427 SH   SOLE 3 124,427 0 0
AMAZON COM INC COM 023135106 50,272 161,984 SH   DFND 1 161,984 0 0
AMAZON COM INC COM 023135106 12,155 39,164 SH   SOLE 3 39,164 0 0
AMBEV SA SPONSORED A 02319V103 471 75,800 SH   DFND 1 75,800 0 0
AMDOCS LTD ORD G02602103 3,088 66,186 SH   DFND 1 66,186 0 0
AMEREN CORP COM 023608102 6,189 134,161 SH   DFND 1 134,161 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,763 70,170 SH   DFND 1 70,170 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 3,209 147,014 SH   DFND 1 147,014 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 3,609 260,000 SH   SOLE 3 260,000 0 0
AMERICAN ELEC PWR INC COM 025537101 12,213 201,138 SH   DFND 1 201,138 0 0
AMERICAN ELEC PWR INC COM 025537101 1,111 18,295 SH   SOLE   0 18,295 0
AMERICAN EXPRESS CO COM 025816109 40,655 436,967 SH   DFND 1 436,967 0 0
AMERICAN EXPRESS CO COM 025816109 279 3,000 SH   SOLE 3 3,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 39,055 697,288 SH   DFND 1 697,288 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,815 50,262 SH   SOLE 3 50,262 0 0
AMERICAN RLTY CAP PPTYS IN COM 02917T104 3,199 353,440 SH   DFND 1 353,440 0 0
AMERICAN TOWER CORP NEW COM 03027X100 16,197 163,851 SH   DFND 1 163,851 0 0
AMERICAN TOWER CORP NEW PFD CONV SE 03027X308 20,635 179,500 SH   DFND 1 179,500 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 3,928 73,694 SH   DFND 1 73,694 0 0
AMERIPRISE FINL INC COM 03076C106 15,884 120,108 SH   DFND 1 120,108 0 0
AMERISOURCEBERGEN CORP COM 03073E105 13,833 153,424 SH   DFND 1 153,424 0 0
AMETEK INC NEW COM 031100100 5,251 99,771 SH   DFND 1 99,771 0 0
AMGEN INC COM 031162100 105,375 661,531 SH   DFND 1 661,531 0 0
AMGEN INC COM 031162100 4,142 26,000 SH   SOLE 3 26,000 0 0
AMGEN INC COM 031162100 1,651 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 6,996 130,010 SH   DFND 1 130,010 0 0
ANADARKO PETE CORP COM 032511107 17,071 206,920 SH   DFND 1 206,920 0 0
ANADARKO PETE CORP COM 032511107 5,363 65,000 SH   SOLE 3 65,000 0 0
ANALOG DEVICES INC COM 032654105 7,121 128,265 SH   DFND 1 128,265 0 0
ANALOG DEVICES INC COM 032654105 1,682 30,300 SH   SOLE   0 30,300 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,388 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 4,232 391,460 SH   DFND 1 391,460 0 0
ANNALY CAP MGMT INC NOTE 5.00% 035710AB8 10,094 10,000,000 PRN   DFND 1 10,000,000 0 0
ANSYS INC COM 03662Q105 2,920 35,609 SH   DFND 1 35,609 0 0
ANTERO RES CORP COM 03674X106 918 22,623 SH   DFND 1 22,623 0 0
ANTHEM INC COM 036752103 15,938 126,826 SH   DFND 1 126,826 0 0
AON PLC SHS CL A G0408V102 11,283 118,980 SH   DFND 1 118,980 0 0
APACHE CORP COM 037411105 12,415 198,095 SH   DFND 1 198,095 0 0
APACHE CORP COM 037411105 4,074 65,000 SH   SOLE 3 65,000 0 0
APOLLO GROUP INC CL A 037604105 8,510 249,490 SH   SOLE 3 249,490 0 0
APPLE INC COM 037833100 367,752 3,331,694 SH   DFND 1 3,331,694 0 0
APPLE INC COM 037833100 27,843 252,250 SH   SOLE 3 252,250 0 0
APPLE INC COM 037833100 2,667 24,160 SH   SOLE   0 24,160 0
APPLIED MATLS INC COM 038222105 12,375 496,590 SH   DFND 1 496,590 0 0
APPLIED MICRO CIRCUITS COR COM NEW 03822W406 163 25,000 SH   SOLE 3 25,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,916 49,340 SH   DFND 1 49,340 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 13,815 265,672 SH   DFND 1 265,672 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,977 38,020 SH   SOLE   0 38,020 0
ARROW ELECTRS INC COM 042735100 2,389 41,261 SH   DFND 1 41,261 0 0
ASHLAND INC NEW COM 044209104 3,718 31,047 SH   DFND 1 31,047 0 0
ASSURANT INC COM 04621X108 2,041 29,820 SH   DFND 1 29,820 0 0
AT&T INC COM 00206R102 111,712 3,325,745 SH   DFND 1 3,325,745 0 0
AT&T INC COM 00206R102 14,899 443,561 SH   SOLE 3 443,561 0 0
ATMEL CORP COM 049513104 5,234 623,083 SH   SOLE 3 623,083 0 0
AU OPTRONICS CORP SPONSORED A 002255107 83 16,221 SH   DFND 1 16,221 0 0
AUTODESK INC COM 052769106 5,633 93,797 SH   DFND 1 93,797 0 0
AUTOLIV INC COM 052800109 4,073 38,378 SH   DFND 1 38,378 0 0
AUTOMATIC DATA PROCESSING COM 053015103 16,571 198,763 SH   DFND 1 198,763 0 0
AUTONATION INC COM 05329W102 864 14,310 SH   DFND 1 14,310 0 0
AUTOZONE INC COM 053332102 8,461 13,666 SH   DFND 1 13,666 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 10,254 101,943 SH   DFND 1 101,943 0 0
AVALONBAY CMNTYS INC COM 053484101 8,756 53,587 SH   DFND 1 53,587 0 0
AVERY DENNISON CORP COM 053611109 2,051 39,531 SH   DFND 1 39,531 0 0
AVNET INC COM 053807103 2,425 56,364 SH   DFND 1 56,364 0 0
AVON PRODS INC COM 054303102 2,119 225,642 SH   DFND 1 225,642 0 0
AVON PRODS INC COM 054303102 2,638 280,930 SH   SOLE 3 280,930 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,193 42,932 SH   DFND 1 42,932 0 0
B/E AEROSPACE INC COM 073302101 3,289 56,680 SH   DFND 1 56,680 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 1,376 45,419 SH   DFND 1 45,419 0 0
BAKER HUGHES INC COM 057224107 10,081 179,792 SH   DFND 1 179,792 0 0
BALL CORP COM 058498106 3,888 57,029 SH   DFND 1 57,029 0 0
BALLARD PWR SYS INC NEW COM 058586108 24 12,000 SH   SOLE 3 12,000 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 1,012 75,689 SH   DFND 1 75,689 0 0
BANK AMER CORP COM 060505104 86,388 4,828,815 SH   DFND 1 4,828,815 0 0
BANK AMER CORP COM 060505104 18,388 1,027,820 SH   SOLE 3 1,027,820 0 0
BANK MONTREAL QUE COM 063671101 19,041 268,793 SH   DFND 1 268,793 0 0
BANK N S HALIFAX COM 064149107 28,477 498,212 SH   DFND 1 498,212 0 0
BANK NEW YORK MELLON CORP COM 064058100 18,990 468,069 SH   DFND 1 468,069 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,190 251,172 SH   SOLE 3 251,172 0 0
BARD C R INC COM 067383109 5,248 31,498 SH   DFND 1 31,498 0 0
BARRICK GOLD CORP COM 067901108 5,778 535,388 SH   DFND 1 535,388 0 0
BARRICK GOLD CORP COM 067901108 9,462 880,179 SH   SOLE 3 880,179 0 0
BAXTER INTL INC COM 071813109 24,486 334,096 SH   DFND 1 334,096 0 0
BAXTER INTL INC COM 071813109 9,367 127,801 SH   SOLE 3 127,801 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,473 148,880 SH   SOLE 3 148,880 0 0
BB&T CORP COM 054937107 11,474 295,038 SH   DFND 1 295,038 0 0
BB&T CORP COM 054937107 5,056 130,000 SH   SOLE 3 130,000 0 0
BCE INC COM NEW 05534B760 4,857 105,756 SH   DFND 1 105,756 0 0
BECTON DICKINSON & CO COM 075887109 11,016 79,164 SH   DFND 1 79,164 0 0
BED BATH & BEYOND INC COM 075896100 6,491 85,222 SH   DFND 1 85,222 0 0
BED BATH & BEYOND INC COM 075896100 4,951 65,000 SH   SOLE 3 65,000 0 0
BEMIS INC COM 081437105 1,907 42,185 SH   DFND 1 42,185 0 0
BERKLEY W R CORP COM 084423102 2,290 44,672 SH   DFND 1 44,672 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 52,206 231 SH   DFND 1 231 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 68,638 457,127 SH   DFND 1 457,127 0 0
BEST BUY INC COM 086516101 4,379 112,328 SH   DFND 1 112,328 0 0
BEST BUY INC COM 086516101 6,343 162,713 SH   SOLE 3 162,713 0 0
BIOGEN IDEC INC COM 09062X103 39,188 115,446 SH   DFND 1 115,446 0 0
BIOGEN IDEC INC COM 09062X103 6,619 19,500 SH   SOLE 3 19,500 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 5,147 56,933 SH   DFND 1 56,933 0 0
BIOMARIN PHARMACEUTICAL IN NOTE 1.50%1 09061GAF8 18,067 14,500,000 PRN   DFND 1 14,500,000 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,020 47,355 SH   DFND 1 47,355 0 0
BLACKBERRY LTD COM 09228F103 2,538 231,093 SH   DFND 1 231,093 0 0
BLACKBERRY LTD COM 09228F103 9,740 887,099 SH   SOLE 3 887,099 0 0
BLACKROCK INC COM 09247X101 18,514 51,780 SH   DFND 1 51,780 0 0
BLOCK H & R INC COM 093671105 3,748 111,296 SH   DFND 1 111,296 0 0
BOEING CO COM 097023105 97,568 750,635 SH   DFND 1 750,635 0 0
BORGWARNER INC COM 099724106 5,166 94,016 SH   DFND 1 94,016 0 0
BOSTON PROPERTIES INC COM 101121101 8,062 62,645 SH   DFND 1 62,645 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,145 539,222 SH   DFND 1 539,222 0 0
BPZ RESOURCES INC MTNF 6.50% 055639AB4 1,013 2,250,000 PRN   DFND 1 2,250,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 43,940 744,365 SH   DFND 1 744,365 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 13,813 234,000 SH   SOLE 3 234,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,965 33,295 SH   SOLE   0 33,295 0
BROADCOM CORP CL A 111320107 14,349 331,154 SH   DFND 1 331,154 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 2,270 49,149 SH   DFND 1 49,149 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 11,761 234,340 SH   DFND 1 234,340 0 0
BROWN & BROWN INC COM 115236101 1,635 49,668 SH   DFND 1 49,668 0 0
BROWN FORMAN CORP CL B 115637209 4,617 52,567 SH   DFND 1 52,567 0 0
BUNGE LIMITED COM G16962105 5,495 60,440 SH   DFND 1 60,440 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,608 61,530 SH   DFND 1 61,530 0 0
CA INC COM 12673P105 4,216 138,468 SH   DFND 1 138,468 0 0
CA INC COM 12673P105 6,608 217,000 SH   SOLE 3 217,000 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 1,624 78,695 SH   DFND 1 78,695 0 0
CABOT OIL & GAS CORP COM 127097103 5,068 171,149 SH   DFND 1 171,149 0 0
CABOT OIL & GAS CORP COM 127097103 5,651 190,854 SH   SOLE 3 190,854 0 0
CALIFORNIA RES CORP COM 13057Q107 878 159,416 SH   DFND 1 159,416 0 0
CALIFORNIA RES CORP COM 13057Q107 83 14,981 SH   SOLE 3 14,981 0 0
CALPINE CORP COM NEW 131347304 3,196 144,419 SH   DFND 1 144,419 0 0
CAMECO CORP COM 13321L108 2,629 160,116 SH   DFND 1 160,116 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 4,318 86,445 SH   DFND 1 86,445 0 0
CAMPBELL SOUP CO COM 134429109 3,308 75,178 SH   DFND 1 75,178 0 0
CAMPBELL SOUP CO COM 134429109 11,416 259,451 SH   SOLE 3 259,451 0 0
CANADIAN NAT RES LTD COM 136385101 13,980 451,512 SH   DFND 1 451,512 0 0
CANADIAN NATL RY CO COM 136375102 24,599 357,424 SH   DFND 1 357,424 0 0
CANADIAN PAC RY LTD COM 13645T100 12,472 64,663 SH   DFND 1 64,663 0 0
CANADIAN PAC RY LTD COM 13645T100 508 2,635 SH   SOLE   0 2,635 0
CAPITAL ONE FINL CORP COM 14040H105 24,743 299,738 SH   DFND 1 299,738 0 0
CARDINAL HEALTH INC COM 14149Y108 11,189 138,596 SH   DFND 1 138,596 0 0
CAREFUSION CORP COM 14170T101 5,088 85,743 SH   DFND 1 85,743 0 0
CARMAX INC COM 143130102 6,084 91,376 SH   DFND 1 91,376 0 0
CARNIVAL CORP PAIRED CTF 143658300 9,081 200,326 SH   DFND 1 200,326 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,386 162,939 SH   SOLE 3 162,939 0 0
CATAMARAN CORP COM 148887102 4,325 83,464 SH   DFND 1 83,464 0 0
CATAMARAN CORP COM 148887102 5,382 104,000 SH   SOLE 3 104,000 0 0
CATERPILLAR INC DEL COM 149123101 30,868 337,245 SH   DFND 1 337,245 0 0
CATERPILLAR INC DEL COM 149123101 366 4,000 SH   SOLE 3 4,000 0 0
CBRE GROUP INC CL A 12504L109 3,939 114,998 SH   DFND 1 114,998 0 0
CBS CORP NEW CL B 124857202 15,449 279,164 SH   DFND 1 279,164 0 0
CDK GLOBAL INC COM 12508E101 2,689 65,974 SH   DFND 1 65,974 0 0
CDN IMPERIAL BK COMM TORON COM 136069101 17,089 198,562 SH   DFND 1 198,562 0 0
CELANESE CORP DEL COM SER A 150870103 6,705 111,827 SH   DFND 1 111,827 0 0
CELGENE CORP COM 151020104 37,028 331,022 SH   DFND 1 331,022 0 0
CELGENE CORP COM 151020104 2,119 18,940 SH   SOLE   0 18,940 0
CEMEX SAB DE CV SPON ADR NE 151290889 228 22,371 SH   DFND 1 22,371 0 0
CEMEX SAB DE CV NOTE 4.875% 151290AV5 1,242 1,200,000 PRN   DFND 1 1,200,000 0 0
CEMEX SAB DE CV NOTE 3.25% 151290BB8 7,063 6,000,000 PRN   DFND 1 6,000,000 0 0
CENOVUS ENERGY INC COM 15135U109 7,948 384,685 SH   DFND 1 384,685 0 0
CENOVUS ENERGY INC COM 15135U109 4,112 199,397 SH   SOLE 3 199,397 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,119 175,805 SH   DFND 1 175,805 0 0
CENTURYLINK INC COM 156700106 11,619 293,559 SH   DFND 1 293,559 0 0
CERNER CORP COM 156782104 7,801 120,648 SH   DFND 1 120,648 0 0
CF INDS HLDGS INC COM 125269100 11,592 42,534 SH   DFND 1 42,534 0 0
CHART INDS INC COM PAR $0. 16115Q308 4,446 130,000 SH   SOLE 3 130,000 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 4,770 28,630 SH   DFND 1 28,630 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 4,743 60,364 SH   DFND 1 60,364 0 0
CHENIERE ENERGY INC COM NEW 16411R208 6,908 98,132 SH   DFND 1 98,132 0 0
CHESAPEAKE ENERGY CORP COM 165167107 7,156 365,658 SH   DFND 1 365,658 0 0
CHEVRON CORP NEW COM 166764100 100,512 895,990 SH   DFND 1 895,990 0 0
CHEVRON CORP NEW COM 166764100 1,542 13,750 SH   SOLE   0 13,750 0
CHICAGO BRIDGE & IRON CO N COM 167250109 1,827 43,510 SH   DFND 1 43,510 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 3,274 78,000 SH   SOLE 3 78,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 8,767 12,807 SH   DFND 1 12,807 0 0
CHUBB CORP COM 171232101 11,547 111,593 SH   DFND 1 111,593 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 245 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 4,440 56,336 SH   DFND 1 56,336 0 0
CIGNA CORPORATION COM 125509109 16,024 155,707 SH   DFND 1 155,707 0 0
CIMAREX ENERGY CO COM 171798101 3,758 35,453 SH   DFND 1 35,453 0 0
CINCINNATI FINL CORP COM 172062101 3,017 58,202 SH   DFND 1 58,202 0 0
CINTAS CORP COM 172908105 3,261 41,575 SH   DFND 1 41,575 0 0
CISCO SYS INC COM 17275R102 67,411 2,423,121 SH   DFND 1 2,423,121 0 0
CISCO SYS INC COM 17275R102 278 10,000 SH   SOLE 3 10,000 0 0
CIT GROUP INC COM NEW 125581801 3,755 78,507 SH   DFND 1 78,507 0 0
CITIGROUP INC COM NEW 172967424 77,831 1,438,391 SH   DFND 1 1,438,391 0 0
CITIGROUP INC COM NEW 172967424 17,923 331,238 SH   SOLE 3 331,238 0 0
CITRIX SYS INC COM 177376100 4,291 67,251 SH   DFND 1 67,251 0 0
CITY NATL CORP COM 178566105 1,532 18,957 SH   DFND 1 18,957 0 0
CLIFFS NAT RES INC COM 18683K101 179 25,036 SH   DFND 1 25,036 0 0
CLIFFS NAT RES INC COM 18683K101 1,351 189,156 SH   SOLE 3 189,156 0 0
CLOROX CO DEL COM 189054109 5,537 53,137 SH   DFND 1 53,137 0 0
CME GROUP INC COM 12572Q105 43,078 485,931 SH   DFND 1 485,931 0 0
CMS ENERGY CORP COM 125896100 3,870 111,360 SH   DFND 1 111,360 0 0
CNA FINL CORP COM 126117100 436 11,261 SH   DFND 1 11,261 0 0
CNH INDL N V SHS N20944109 3,607 443,425 SH   DFND 1 443,425 0 0
CNH INDL N V SHS N20944109 813 100,000 SH   SOLE   0 100,000 0
COACH INC COM 189754104 4,293 114,307 SH   DFND 1 114,307 0 0
COACH INC COM 189754104 6,241 166,159 SH   SOLE 3 166,159 0 0
COBALT INTL ENERGY INC COM 19075F106 1,204 135,390 SH   DFND 1 135,390 0 0
COCA COLA CO COM 191216100 80,363 1,903,428 SH   DFND 1 1,903,428 0 0
COCA COLA CO COM 191216100 16,309 386,296 SH   SOLE 3 386,296 0 0
COCA COLA CO COM 191216100 2,602 61,620 SH   SOLE   0 61,620 0
COCA COLA ENTERPRISES INC COM 19122T109 8,823 199,527 SH   DFND 1 199,527 0 0
COEUR MNG INC COM NEW 192108504 1,993 390,000 SH   SOLE 3 390,000 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 13,040 247,632 SH   DFND 1 247,632 0 0
COLFAX CORP COM 194014106 2,163 41,952 SH   DFND 1 41,952 0 0
COLGATE PALMOLIVE CO COM 194162103 25,958 375,169 SH   DFND 1 375,169 0 0
COLGATE PALMOLIVE CO COM 194162103 1,817 26,260 SH   SOLE   0 26,260 0
COMCAST CORP NEW CL A 20030N101 62,893 1,084,179 SH   DFND 1 1,084,179 0 0
COMCAST CORP NEW CL A SPL 20030N200 10,101 175,464 SH   DFND 1 175,464 0 0
COMERICA INC COM 200340107 3,491 74,526 SH   DFND 1 74,526 0 0
COMMERCE BANCSHARES INC COM 200525103 1,692 38,907 SH   DFND 1 38,907 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 215 43,298 SH   DFND 1 43,298 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 30 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 559 58,432 SH   DFND 1 58,432 0 0
COMPUTER SCIENCES CORP COM 205363104 3,792 60,145 SH   DFND 1 60,145 0 0
CONAGRA FOODS INC COM 205887102 9,235 254,536 SH   DFND 1 254,536 0 0
CONAGRA FOODS INC COM 205887102 3,773 104,000 SH   SOLE 3 104,000 0 0
CONCHO RES INC COM 20605P101 4,577 45,886 SH   DFND 1 45,886 0 0
CONOCOPHILLIPS COM 20825C104 68,947 998,365 SH   DFND 1 998,365 0 0
CONOCOPHILLIPS COM 20825C104 8,633 125,010 SH   SOLE 3 125,010 0 0
CONSOL ENERGY INC COM 20854P109 3,156 93,338 SH   DFND 1 93,338 0 0
CONSOLIDATED EDISON INC COM 209115104 7,929 120,122 SH   DFND 1 120,122 0 0
CONSTELLATION BRANDS INC CL A 21036P108 6,540 66,619 SH   DFND 1 66,619 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,395 36,362 SH   DFND 1 36,362 0 0
CORE LABORATORIES N V COM N22717107 2,153 17,890 SH   DFND 1 17,890 0 0
CORNING INC COM 219350105 16,189 706,036 SH   DFND 1 706,036 0 0
CORNING INC COM 219350105 5,727 249,746 SH   SOLE 3 249,746 0 0
COSTCO WHSL CORP NEW COM 22160K105 25,525 180,074 SH   DFND 1 180,074 0 0
COVIDIEN PLC SHS G2554F113 25,477 249,093 SH   DFND 1 249,093 0 0
CREDICORP LTD COM G2519Y108 3,337 20,830 SH   DFND 1 20,830 0 0
CREE INC COM 225447101 1,459 45,297 SH   DFND 1 45,297 0 0
CRESCENT PT ENERGY CORP COM 22576C101 3,920 168,985 SH   DFND 1 168,985 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 10,886 138,324 SH   DFND 1 138,324 0 0
CSX CORP COM 126408103 19,042 525,589 SH   DFND 1 525,589 0 0
CTRIP COM INTL LTD NOTE 1.25%1 22943FAD2 17,085 17,500,000 PRN   DFND 1 17,500,000 0 0
CUMMINS INC COM 231021106 12,219 84,756 SH   DFND 1 84,756 0 0
CUMMINS INC COM 231021106 1,932 13,400 SH   SOLE   0 13,400 0
CVS HEALTH CORP COM 126650100 55,596 577,262 SH   DFND 1 577,262 0 0
CVS HEALTH CORP COM 126650100 2,583 26,820 SH   SOLE   0 26,820 0
D R HORTON INC COM 23331A109 3,480 137,586 SH   DFND 1 137,586 0 0
DANAHER CORP DEL COM 235851102 20,736 241,934 SH   DFND 1 241,934 0 0
DARDEN RESTAURANTS INC COM 237194105 5,112 87,198 SH   DFND 1 87,198 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 6,660 87,928 SH   DFND 1 87,928 0 0
DEALERTRACK TECHNOLOGIES I NOTE 1.50% 242309AB8 3,907 3,000,000 PRN   DFND 1 3,000,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 8,523 439,777 SH   SOLE 3 439,777 0 0
DEERE & CO COM 244199105 18,052 204,052 SH   DFND 1 204,052 0 0
DEERE & CO COM 244199105 265 3,000 SH   SOLE 3 3,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 9,022 124,062 SH   DFND 1 124,062 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,299 87,389 SH   DFND 1 87,389 0 0
DENBURY RES INC COM NEW 247916208 1,221 150,237 SH   DFND 1 150,237 0 0
DENTSPLY INTL INC NEW COM 249030107 3,119 58,545 SH   DFND 1 58,545 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 20,479 672,509 SH   DFND 1 672,509 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23,631 776,036 SH   SOLE 3 776,036 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 301 9,887 SH   SOLE   0 9,887 0
DEVON ENERGY CORP NEW COM 25179M103 10,237 167,238 SH   DFND 1 167,238 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,874 63,298 SH   SOLE 3 63,298 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 2,168 59,071 SH   DFND 1 59,071 0 0
DICKS SPORTING GOODS INC COM 253393102 6,256 126,000 SH   SOLE 3 126,000 0 0
DIGITAL RLTY TR INC COM 253868103 4,630 69,839 SH   DFND 1 69,839 0 0
DIRECTV COM 25490A309 24,042 277,299 SH   DFND 1 277,299 0 0
DISCOVER FINL SVCS COM 254709108 23,253 355,068 SH   DFND 1 355,068 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,054 59,623 SH   DFND 1 59,623 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,914 116,073 SH   DFND 1 116,073 0 0
DISH NETWORK CORP CL A 25470M109 6,176 84,726 SH   DFND 1 84,726 0 0
DISNEY WALT CO COM DISNEY 254687106 72,009 764,511 SH   DFND 1 764,511 0 0
DISNEY WALT CO COM DISNEY 254687106 6,126 65,044 SH   SOLE 3 65,044 0 0
DISNEY WALT CO COM DISNEY 254687106 2,004 21,280 SH   SOLE   0 21,280 0
DOLLAR GEN CORP NEW COM 256677105 8,178 115,666 SH   DFND 1 115,666 0 0
DOLLAR TREE INC COM 256746108 5,994 85,170 SH   DFND 1 85,170 0 0
DOMINION RES INC VA NEW COM 25746U109 18,355 238,689 SH   DFND 1 238,689 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 3,186 53,000 SH   DFND 1 53,000 0 0
DOVER CORP COM 260003108 8,543 119,112 SH   DFND 1 119,112 0 0
DOW CHEM CO COM 260543103 24,859 545,038 SH   DFND 1 545,038 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 5,865 81,826 SH   DFND 1 81,826 0 0
DR REDDYS LABS LTD ADR 256135203 1,574 31,205 SH   SOLE   0 31,205 0
DST SYS INC DEL COM 233326107 1,394 14,806 SH   DFND 1 14,806 0 0
DTE ENERGY CO COM 233331107 10,543 122,068 SH   DFND 1 122,068 0 0
DU PONT E I DE NEMOURS & C COM 263534109 29,288 396,099 SH   DFND 1 396,099 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 27,025 323,502 SH   DFND 1 323,502 0 0
DUKE REALTY CORP COM NEW 264411505 2,755 136,389 SH   DFND 1 136,389 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 1,909 15,781 SH   DFND 1 15,781 0 0
E M C CORP MASS COM 268648102 29,867 1,004,271 SH   DFND 1 1,004,271 0 0
E M C CORP MASS COM 268648102 5,606 188,486 SH   SOLE 3 188,486 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 524 21,613 SH   DFND 1 21,613 0 0
EASTGROUP PPTY INC COM 277276101 47,504 750,224 SH   DFND 1 750,224 0 0
EASTMAN CHEM CO COM 277432100 8,821 116,282 SH   DFND 1 116,282 0 0
EATON CORP PLC SHS G29183103 17,348 255,271 SH   DFND 1 255,271 0 0
EATON CORP PLC SHS G29183103 564 8,300 SH   SOLE   0 8,300 0
EBAY INC COM 278642103 29,285 521,835 SH   DFND 1 521,835 0 0
EBAY INC COM 278642103 10,942 194,974 SH   SOLE 3 194,974 0 0
ECOLAB INC COM 278865100 11,683 111,782 SH   DFND 1 111,782 0 0
ECOPETROL S A SPONSORED A 279158109 3,769 220,126 SH   DFND 1 220,126 0 0
EDISON INTL COM 281020107 8,819 134,689 SH   DFND 1 134,689 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,070 71,208 SH   DFND 1 71,208 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,793 293,730 SH   DFND 1 293,730 0 0
ELDORADO GOLD CORP NEW COM 284902103 3,046 499,063 SH   SOLE 3 499,063 0 0
ELECTRONIC ARTS INC COM 285512109 5,693 121,082 SH   DFND 1 121,082 0 0
EMERSON ELEC CO COM 291011104 17,870 289,486 SH   DFND 1 289,486 0 0
ENBRIDGE INC COM 29250N105 17,684 343,399 SH   DFND 1 343,399 0 0
ENCANA CORP COM 292505104 5,376 385,685 SH   DFND 1 385,685 0 0
ENCANA CORP COM 292505104 5,259 379,196 SH   SOLE 3 379,196 0 0
ENCORE CAP GROUP INC NOTE 3.00% 292554AF9 6,817 6,000,000 PRN   DFND 1 6,000,000 0 0
ENDO INTL PLC SHS G30401106 3,836 53,190 SH   DFND 1 53,190 0 0
ENDOLOGIX INC NOTE 2.25%1 29266SAA4 4,987 5,000,000 PRN   DFND 1 5,000,000 0 0
ENERGIZER HLDGS INC COM 29266R108 3,269 25,424 SH   DFND 1 25,424 0 0
ENERSIS S A SPONSORED A 29274F104 180 11,241 SH   DFND 1 11,241 0 0
ENSCO PLC SHS CLASS A G3157S106 3,076 102,696 SH   DFND 1 102,696 0 0
ENSCO PLC SHS CLASS A G3157S106 1,947 65,000 SH   SOLE 3 65,000 0 0
ENTERGY CORP NEW COM 29364G103 8,822 100,850 SH   DFND 1 100,850 0 0
EOG RES INC COM 26875P101 20,641 224,192 SH   DFND 1 224,192 0 0
EQT CORP COM 26884L109 4,740 62,621 SH   DFND 1 62,621 0 0
EQUIFAX INC COM 294429105 4,018 49,686 SH   DFND 1 49,686 0 0
EQUINIX INC COM NEW 29444U502 4,715 20,796 SH   DFND 1 20,796 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,586 147,352 SH   DFND 1 147,352 0 0
ESSEX PPTY TR INC COM 297178105 5,107 24,720 SH   DFND 1 24,720 0 0
EVEREST RE GROUP LTD COM G3223R108 3,290 19,317 SH   DFND 1 19,317 0 0
EXELON CORP COM 30161N101 16,688 450,049 SH   DFND 1 450,049 0 0
EXELON CORP COM 30161N101 6,110 164,782 SH   SOLE 3 164,782 0 0
EXPEDIA INC DEL COM NEW 30212P303 5,787 67,798 SH   DFND 1 67,798 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,707 83,108 SH   DFND 1 83,108 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 32,928 388,901 SH   DFND 1 388,901 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,486 88,409 SH   SOLE 3 88,409 0 0
EXXON MOBIL CORP COM 30231G102 183,648 1,986,458 SH   DFND 1 1,986,458 0 0
EXXON MOBIL CORP COM 30231G102 327 3,540 SH   SOLE   0 3,540 0
F M C CORP COM NEW 302491303 3,108 54,496 SH   DFND 1 54,496 0 0
F5 NETWORKS INC COM 315616102 3,986 30,552 SH   DFND 1 30,552 0 0
F5 NETWORKS INC COM 315616102 1,964 15,050 SH   SOLE   0 15,050 0
FACEBOOK INC CL A 30303M102 68,773 881,477 SH   DFND 1 881,477 0 0
FAMILY DLR STORES INC COM 307000109 3,101 39,148 SH   DFND 1 39,148 0 0
FASTENAL CO COM 311900104 5,305 111,542 SH   DFND 1 111,542 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 3,691 27,657 SH   DFND 1 27,657 0 0
FEDEX CORP COM 31428X106 24,876 143,246 SH   DFND 1 143,246 0 0
FIAT CHRYSLER AUTOMOBILES SHS N31738102 4,757 408,081 SH   DFND 1 408,081 0 0
FIAT CHRYSLER AUTOMOBILES SHS N31738102 290 25,000 SH   SOLE   0 25,000 0
FIDELITY NATIONAL FINANCIA FNF GROUP C 31620R303 3,852 111,800 SH   DFND 1 111,800 0 0
FIDELITY NATIONAL FINANCIA FNFV GROUP 31620R402 449 37,384 SH   DFND 1 37,384 0 0
FIDELITY NATL INFORMATION COM 31620M106 10,187 163,785 SH   DFND 1 163,785 0 0
FIFTH THIRD BANCORP COM 316773100 8,872 435,351 SH   DFND 1 435,351 0 0
FIFTH THIRD BANCORP COM 316773100 6,414 314,735 SH   SOLE 3 314,735 0 0
FIRST SOLAR INC COM 336433107 1,274 28,565 SH   DFND 1 28,565 0 0
FIRSTENERGY CORP COM 337932107 8,981 230,346 SH   DFND 1 230,346 0 0
FIRSTENERGY CORP COM 337932107 5,773 148,051 SH   SOLE 3 148,051 0 0
FISERV INC COM 337738108 7,289 102,706 SH   DFND 1 102,706 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,263 28,665 SH   DFND 1 28,665 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,788 249,381 SH   DFND 1 249,381 0 0
FLOWSERVE CORP COM 34354P105 3,359 56,139 SH   DFND 1 56,139 0 0
FLUOR CORP NEW COM 343412102 4,002 66,003 SH   DFND 1 66,003 0 0
FMC TECHNOLOGIES INC COM 30249U101 4,533 96,785 SH   DFND 1 96,785 0 0
FOOT LOCKER INC COM 344849104 3,373 60,047 SH   DFND 1 60,047 0 0
FORD MTR CO DEL COM PAR $0. 345370860 30,628 1,975,989 SH   DFND 1 1,975,989 0 0
FORD MTR CO DEL COM PAR $0. 345370860 7,975 514,491 SH   SOLE 3 514,491 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 3,006 66,398 SH   DFND 1 66,398 0 0
FOSSIL GROUP INC COM 34988V106 2,206 19,917 SH   DFND 1 19,917 0 0
FRANCO NEVADA CORP COM 351858105 2,969 60,202 SH   DFND 1 60,202 0 0
FRANCO NEVADA CORP COM 351858105 6,395 130,000 SH   SOLE 3 130,000 0 0
FRANKLIN RES INC COM 354613101 9,366 169,156 SH   DFND 1 169,156 0 0
FREEPORT-MCMORAN INC CL B 35671D857 14,799 633,536 SH   DFND 1 633,536 0 0
FRONTIER COMMUNICATIONS CO COM 35906A108 2,559 383,620 SH   DFND 1 383,620 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,960 62,870 SH   DFND 1 62,870 0 0
GAMESTOP CORP NEW CL A 36467W109 1,640 48,513 SH   DFND 1 48,513 0 0
GANNETT INC COM 364730101 2,976 93,197 SH   DFND 1 93,197 0 0
GAP INC DEL COM 364760108 4,406 104,640 SH   DFND 1 104,640 0 0
GARMIN LTD SHS H2906T109 2,369 44,836 SH   DFND 1 44,836 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 4,579 307,305 SH   SOLE 3 307,305 0 0
GENERAL DYNAMICS CORP COM 369550108 945 6,870 SH   DFND 1 6,870 0 0
GENERAL ELECTRIC CO COM 369604103 123,181 4,874,612 SH   DFND 1 4,874,612 0 0
GENERAL ELECTRIC CO COM 369604103 28,888 1,143,191 SH   SOLE 3 1,143,191 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 62,209 2,211,486 SH   DFND 1 2,211,486 0 0
GENERAL MLS INC COM 370334104 15,096 283,072 SH   DFND 1 283,072 0 0
GENERAL MLS INC COM 370334104 8,732 163,729 SH   SOLE 3 163,729 0 0
GENERAL MTRS CO COM 37045V100 23,101 661,739 SH   DFND 1 661,739 0 0
GENERAL MTRS CO COM 37045V100 9,077 260,012 SH   SOLE 3 260,012 0 0
GENTEX CORP COM 371901109 1,073 59,369 SH   DFND 1 59,369 0 0
GENUINE PARTS CO COM 372460105 6,765 63,483 SH   DFND 1 63,483 0 0
GENWORTH FINL INC COM CL A 37247D106 3,838 451,527 SH   DFND 1 451,527 0 0
GERDAU S A SPONSORED A 373737105 61 17,300 SH   DFND 1 17,300 0 0
GILEAD SCIENCES INC COM 375558103 69,804 740,549 SH   DFND 1 740,549 0 0
GILEAD SCIENCES INC COM 375558103 4,902 52,000 SH   SOLE 3 52,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 1,035 250,000 PRN   DFND 1 250,000 0 0
GOLDCORP INC NEW COM 380956409 6,117 330,536 SH   DFND 1 330,536 0 0
GOLDCORP INC NEW COM 380956409 13,298 718,060 SH   SOLE 3 718,060 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 41,768 215,486 SH   DFND 1 215,486 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,627 39,348 SH   SOLE 3 39,348 0 0
GOOGLE INC CL A 38259P508 68,571 129,218 SH   DFND 1 129,218 0 0
GOOGLE INC CL A 38259P508 13,797 26,000 SH   SOLE 3 26,000 0 0
GOOGLE INC CL A 38259P508 223 420 SH   SOLE   0 420 0
GOOGLE INC CL C 38259P706 67,886 128,963 SH   DFND 1 128,963 0 0
GOOGLE INC CL C 38259P706 10,265 19,500 SH   SOLE 3 19,500 0 0
GRAINGER W W INC COM 384802104 6,231 24,445 SH   DFND 1 24,445 0 0
GROUPE CGI INC CL A SUB VT 39945C109 4,121 107,949 SH   DFND 1 107,949 0 0
GRUPO TELEVISA SA SPON ADR RE 40049J206 468 13,750 SH   DFND 1 13,750 0 0
HALLIBURTON CO COM 406216101 19,284 490,306 SH   DFND 1 490,306 0 0
HALLIBURTON CO COM 406216101 4,090 104,000 SH   SOLE 3 104,000 0 0
HALYARD HEALTH INC COM 40650V100 982 21,603 SH   DFND 1 21,603 0 0
HANESBRANDS INC COM 410345102 4,304 38,560 SH   DFND 1 38,560 0 0
HARLEY DAVIDSON INC COM 412822108 5,930 89,976 SH   DFND 1 89,976 0 0
HARMAN INTL INDS INC COM 413086109 2,963 27,771 SH   DFND 1 27,771 0 0
HARRIS CORP DEL COM 413875105 3,143 43,768 SH   DFND 1 43,768 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 11,999 287,809 SH   DFND 1 287,809 0 0
HASBRO INC COM 418056107 2,614 47,535 SH   DFND 1 47,535 0 0
HCA HOLDINGS INC COM 40412C101 9,922 135,197 SH   DFND 1 135,197 0 0
HCP INC COM 40414L109 9,340 212,133 SH   DFND 1 212,133 0 0
HEALTH CARE REIT INC COM 42217K106 9,587 126,697 SH   DFND 1 126,697 0 0
HELMERICH & PAYNE INC COM 423452101 2,775 41,162 SH   DFND 1 41,162 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,533 40,657 SH   DFND 1 40,657 0 0
HERSHEY CO COM 427866108 6,886 66,253 SH   DFND 1 66,253 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 4,622 185,333 SH   DFND 1 185,333 0 0
HESS CORP COM 42809H107 11,138 150,874 SH   DFND 1 150,874 0 0
HESS CORP COM 42809H107 4,798 65,000 SH   SOLE 3 65,000 0 0
HEWLETT PACKARD CO COM 428236103 37,544 935,568 SH   DFND 1 935,568 0 0
HEWLETT PACKARD CO COM 428236103 7,854 195,717 SH   SOLE 3 195,717 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 3,309 126,820 SH   DFND 1 126,820 0 0
HOLLYFRONTIER CORP COM 436106108 3,051 81,398 SH   DFND 1 81,398 0 0
HOLOGIC INC FRNT 2.00%1 436440AB7 21,826 17,500,000 PRN   DFND 1 17,500,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 24,321 22,000,000 PRN   DFND 1 22,000,000 0 0
HOME DEPOT INC COM 437076102 106,363 1,013,274 SH   DFND 1 1,013,274 0 0
HONEYWELL INTL INC COM 438516106 74,592 746,516 SH   DFND 1 746,516 0 0
HORMEL FOODS CORP COM 440452100 2,941 56,456 SH   DFND 1 56,456 0 0
HOSPIRA INC COM 441060100 4,153 67,797 SH   DFND 1 67,797 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 1,923 62,033 SH   DFND 1 62,033 0 0
HOST HOTELS & RESORTS INC COM 44107P104 10,685 449,523 SH   DFND 1 449,523 0 0
HUDSON CITY BANCORP COM 443683107 1,835 181,368 SH   DFND 1 181,368 0 0
HUMANA INC COM 444859102 13,095 91,171 SH   DFND 1 91,171 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,174 37,673 SH   DFND 1 37,673 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,539 336,401 SH   DFND 1 336,401 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 1,778 29,250 SH   DFND 1 29,250 0 0
IAMGOLD CORP COM 450913108 2,457 910,000 SH   SOLE 3 910,000 0 0
IHS INC CL A 451734107 3,107 27,282 SH   DFND 1 27,282 0 0
ILLINOIS TOOL WKS INC COM 452308109 13,859 146,350 SH   DFND 1 146,350 0 0
ILLUMINA INC COM 452327109 9,855 53,390 SH   DFND 1 53,390 0 0
IMPERIAL OIL LTD COM NEW 453038408 4,645 107,674 SH   DFND 1 107,674 0 0
INCYTE CORP COM 45337C102 3,834 52,444 SH   DFND 1 52,444 0 0
INFOSYS LTD SPONSORED A 456788108 3,134 99,618 SH   DFND 1 99,618 0 0
INGERSOLL-RAND PLC SHS G47791101 7,104 112,076 SH   DFND 1 112,076 0 0
INSULET CORP NOTE 2.00% 45784PAD3 6,025 5,000,000 PRN   DFND 1 5,000,000 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 25,611 23,960,000 PRN   DFND 1 23,960,000 0 0
INTEL CORP COM 458140100 82,798 2,281,557 SH   DFND 1 2,281,557 0 0
INTEL CORP COM 458140100 7,055 194,405 SH   SOLE 3 194,405 0 0
INTEL CORP SDCV 2.95% 458140AD2 59,342 45,000,000 PRN   DFND 1 45,000,000 0 0
INTEL CORP SDCV 3.25% 458140AF7 1,743 1,000,000 PRN   DFND 1 1,000,000 0 0
INTERCEPT PHARMACEUTICALS COM 45845P108 3,042 19,500 SH   SOLE 3 19,500 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 10,237 46,681 SH   DFND 1 46,681 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 77,609 483,726 SH   DFND 1 483,726 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 20,666 128,806 SH   SOLE 3 128,806 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 3,365 33,198 SH   DFND 1 33,198 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 1,750 101,427 SH   DFND 1 101,427 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 3,180 184,326 SH   SOLE 3 184,326 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,663 176,349 SH   DFND 1 176,349 0 0
INTL PAPER CO COM 460146103 14,474 270,134 SH   DFND 1 270,134 0 0
INTREPID POTASH INC COM 46121Y102 3,133 225,687 SH   SOLE 3 225,687 0 0
INTUIT COM 461202103 9,923 107,632 SH   DFND 1 107,632 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 7,816 14,776 SH   DFND 1 14,776 0 0
INVESCO LTD SHS G491BT108 7,069 178,869 SH   DFND 1 178,869 0 0
INVESTMENT TECHNOLOGY GRP COM 46145F105 3,742 179,744 SH   SOLE 3 179,744 0 0
IRON MTN INC COM 462846106 2,906 75,164 SH   DFND 1 75,164 0 0
ISHARES MSCI SINGAP 464286673 12,132 927,500 SH   SOLE   0 927,500 0
ISHARES TR MSCI EMG MK 464287234 2,817 71,710 SH   DFND 1 71,710 0 0
ISHARES TR RUSSELL 300 464287689 75,305 615,794 SH   DFND 1 615,794 0 0
ISHARES TR MSCI INDONI 46429B309 9,544 347,800 SH   DFND 1 347,800 0 0
ISHARES TR MSCI QATAR 46434V779 246 10,300 SH   DFND 1 10,300 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 77 10,600 SH   DFND 1 10,600 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 702 53,941 SH   DFND 1 53,941 0 0
IXIA NOTE 3.00%1 45071RAB5 10,043 10,000,000 PRN   DFND 1 10,000,000 0 0
JABIL CIRCUIT INC COM 466313103 4,077 186,763 SH   DFND 1 186,763 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,401 53,725 SH   DFND 1 53,725 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 5,810 130,000 SH   SOLE 3 130,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,451 21,080 SH   DFND 1 21,080 0 0
JDS UNIPHASE CORP DBCV 0.625% 46612JAF8 20,602 19,500,000 PRN   DFND 1 19,500,000 0 0
JOHNSON & JOHNSON COM 478160104 134,625 1,287,419 SH   DFND 1 1,287,419 0 0
JOHNSON & JOHNSON COM 478160104 13,430 128,427 SH   SOLE 3 128,427 0 0
JOHNSON & JOHNSON COM 478160104 6,664 63,728 SH   SOLE   0 63,728 0
JOHNSON CTLS INC COM 478366107 17,581 363,691 SH   DFND 1 363,691 0 0
JOHNSON CTLS INC COM 478366107 5,455 112,841 SH   SOLE 3 112,841 0 0
JOY GLOBAL INC COM 481165108 1,932 41,520 SH   DFND 1 41,520 0 0
JOY GLOBAL INC COM 481165108 6,058 130,230 SH   SOLE 3 130,230 0 0
JPMORGAN CHASE & CO COM 46625H100 149,841 2,394,393 SH   DFND 1 2,394,393 0 0
JPMORGAN CHASE & CO COM 46625H100 11,896 190,100 SH   SOLE 3 190,100 0 0
JUNIPER NETWORKS INC COM 48203R104 4,120 184,601 SH   DFND 1 184,601 0 0
JUNIPER NETWORKS INC COM 48203R104 7,162 320,867 SH   SOLE 3 320,867 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 5,445 44,621 SH   DFND 1 44,621 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 242 7,408 SH   DFND 1 7,408 0 0
KBR INC COM 48242W106 3,135 184,944 SH   SOLE 3 184,944 0 0
KELLOGG CO COM 487836108 6,628 101,276 SH   DFND 1 101,276 0 0
KELLOGG CO COM 487836108 5,104 78,000 SH   SOLE 3 78,000 0 0
KELLOGG CO COM 487836108 1,466 22,400 SH   SOLE   0 22,400 0
KEMET CORP COM NEW 488360207 84 20,000 SH   SOLE 3 20,000 0 0
KEURIG GREEN MTN INC COM 49271M100 7,185 54,270 SH   DFND 1 54,270 0 0
KEYCORP NEW COM 493267108 5,061 364,113 SH   DFND 1 364,113 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,275 67,353 SH   DFND 1 67,353 0 0
KEYW HLDG CORP NOTE 2.50% 493723AA8 2,539 2,800,000 PRN   DFND 1 2,800,000 0 0
KIMBERLY CLARK CORP COM 494368103 21,563 186,625 SH   DFND 1 186,625 0 0
KIMCO REALTY CORP COM 49446R109 4,204 167,238 SH   DFND 1 167,238 0 0
KINDER MORGAN INC DEL COM 49456B101 30,968 731,933 SH   DFND 1 731,933 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,308 465,365 SH   DFND 1 465,365 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,142 759,491 SH   SOLE 3 759,491 0 0
KLA-TENCOR CORP COM 482480100 4,771 67,847 SH   DFND 1 67,847 0 0
KLX INC COM 482539103 1,165 28,240 SH   DFND 1 28,240 0 0
KNOWLES CORP COM 49926D109 589 25,017 SH   DFND 1 25,017 0 0
KOFAX LTD COM USD G5307C105 1,987 282,934 SH   DFND 1 282,934 0 0
KOHLS CORP COM 500255104 8,531 139,753 SH   DFND 1 139,753 0 0
KOHLS CORP COM 500255104 4,761 78,000 SH   SOLE 3 78,000 0 0
KRAFT FOODS GROUP INC COM 50076Q106 18,603 296,887 SH   DFND 1 296,887 0 0
KRAFT FOODS GROUP INC COM 50076Q106 8,146 130,000 SH   SOLE 3 130,000 0 0
KRAFT FOODS GROUP INC COM 50076Q106 812 12,966 SH   SOLE   0 12,966 0
KROGER CO COM 501044101 18,612 289,859 SH   DFND 1 289,859 0 0
L BRANDS INC COM 501797104 14,328 165,541 SH   DFND 1 165,541 0 0
L-3 COMMUNICATIONS HLDGS I COM 502424104 244 1,930 SH   DFND 1 1,930 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,826 35,458 SH   DFND 1 35,458 0 0
LAM RESEARCH CORP COM 512807108 5,256 66,250 SH   DFND 1 66,250 0 0
LAM RESEARCH CORP NOTE 1.25% 512807AL2 28,450 20,000,000 PRN   DFND 1 20,000,000 0 0
LAS VEGAS SANDS CORP COM 517834107 9,741 167,494 SH   DFND 1 167,494 0 0
LAS VEGAS SANDS CORP COM 517834107 3,780 65,000 SH   SOLE 3 65,000 0 0
LAUDER ESTEE COS INC CL A 518439104 7,125 93,506 SH   DFND 1 93,506 0 0
LAUDER ESTEE COS INC CL A 518439104 472 6,190 SH   SOLE   0 6,190 0
LEGG MASON INC COM 524901105 2,373 44,468 SH   DFND 1 44,468 0 0
LEGG MASON INC COM 524901105 4,700 88,063 SH   SOLE 3 88,063 0 0
LEGGETT & PLATT INC COM 524660107 2,494 58,529 SH   DFND 1 58,529 0 0
LENNAR CORP CL A 526057104 3,143 70,140 SH   DFND 1 70,140 0 0
LEUCADIA NATL CORP COM 527288104 2,926 130,505 SH   DFND 1 130,505 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,729 75,510 SH   DFND 1 75,510 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 473 9,441 SH   DFND 1 9,441 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 952 19,106 SH   DFND 1 19,106 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 4,467 88,971 SH   DFND 1 88,971 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,020 20,321 SH   SOLE 3 20,321 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 11,276 233,419 SH   DFND 1 233,419 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,417 50,036 SH   SOLE 3 50,036 0 0
LIBERTY INTERACTIVE CORP INT COM SER 53071M104 5,675 192,892 SH   DFND 1 192,892 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 2,151 57,020 SH   DFND 1 57,020 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 1,337 37,921 SH   DFND 1 37,921 0 0
LIBERTY MEDIA CORP DELAWAR COM SER C 531229300 2,658 75,882 SH   DFND 1 75,882 0 0
LIBERTY MEDIA CORP DELAWAR NOTE 1.375% 531229AB8 49,500 50,000,000 PRN   DFND 1 50,000,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,311 61,420 SH   DFND 1 61,420 0 0
LIBERTY TRIPADVISOR HLDGS COM SER A 531465102 793 29,468 SH   DFND 1 29,468 0 0
LILLY ELI & CO COM 532457108 40,031 580,242 SH   DFND 1 580,242 0 0
LILLY ELI & CO COM 532457108 6,938 100,559 SH   SOLE 3 100,559 0 0
LINCOLN NATL CORP IND COM 534187109 6,221 107,869 SH   DFND 1 107,869 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,365 95,733 SH   DFND 1 95,733 0 0
LINKEDIN CORP COM CL A 53578A108 9,924 43,204 SH   DFND 1 43,204 0 0
LKQ CORP COM 501889208 3,120 110,951 SH   DFND 1 110,951 0 0
LOCKHEED MARTIN CORP COM 539830109 1,305 6,776 SH   DFND 1 6,776 0 0
LOEWS CORP COM 540424108 5,257 125,097 SH   DFND 1 125,097 0 0
LORILLARD INC COM 544147101 9,415 149,587 SH   DFND 1 149,587 0 0
LOWES COS INC COM 548661107 34,015 494,401 SH   DFND 1 494,401 0 0
LULULEMON ATHLETICA INC COM 550021109 2,326 41,698 SH   DFND 1 41,698 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 54,251 683,351 SH   DFND 1 683,351 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 2,378 29,950 SH   SOLE   0 29,950 0
M & T BK CORP COM 55261F104 5,912 47,066 SH   DFND 1 47,066 0 0
MACERICH CO COM 554382101 4,773 57,228 SH   DFND 1 57,228 0 0
MACYS INC COM 55616P104 9,796 148,982 SH   DFND 1 148,982 0 0
MACYS INC COM 55616P104 441 6,700 SH   SOLE   0 6,700 0
MAGNA INTL INC COM 559222401 9,338 86,055 SH   DFND 1 86,055 0 0
MANITOWOC INC COM 563571108 3,735 169,000 SH   SOLE 3 169,000 0 0
MANPOWERGROUP INC COM 56418H100 2,207 32,370 SH   DFND 1 32,370 0 0
MANULIFE FINL CORP COM 56501R106 17,576 919,282 SH   DFND 1 919,282 0 0
MANULIFE FINL CORP COM 56501R106 4,806 251,744 SH   SOLE 3 251,744 0 0
MARATHON OIL CORP COM 565849106 9,793 346,150 SH   DFND 1 346,150 0 0
MARATHON PETE CORP COM 56585A102 45,817 507,608 SH   DFND 1 507,608 0 0
MARATHON PETE CORP COM 56585A102 281 3,110 SH   SOLE   0 3,110 0
MARKEL CORP COM 570535104 3,577 5,238 SH   DFND 1 5,238 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,366 94,405 SH   DFND 1 94,405 0 0
MARSH & MCLENNAN COS INC COM 571748102 12,853 224,546 SH   DFND 1 224,546 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 2,433 167,825 SH   DFND 1 167,825 0 0
MASCO CORP COM 574599106 3,716 147,474 SH   DFND 1 147,474 0 0
MASCO CORP COM 574599106 4,914 195,000 SH   SOLE 3 195,000 0 0
MASTEC INC COM 576323109 4,409 195,000 SH   SOLE 3 195,000 0 0
MASTERCARD INC CL A 57636Q104 35,493 411,944 SH   DFND 1 411,944 0 0
MATTEL INC COM 577081102 4,296 138,817 SH   DFND 1 138,817 0 0
MATTEL INC COM 577081102 4,297 138,828 SH   SOLE 3 138,828 0 0
MATTEL INC COM 577081102 492 15,900 SH   SOLE   0 15,900 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,728 116,982 SH   DFND 1 116,982 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,391 137,772 SH   SOLE 3 137,772 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,629 48,840 SH   DFND 1 48,840 0 0
MCDERMOTT INTL INC COM 580037109 291 100,000 SH   SOLE 3 100,000 0 0
MCDONALDS CORP COM 580135101 78,952 842,602 SH   DFND 1 842,602 0 0
MCDONALDS CORP COM 580135101 14,894 158,956 SH   SOLE 3 158,956 0 0
MCGRAW HILL FINL INC COM 580645109 13,358 150,125 SH   DFND 1 150,125 0 0
MCKESSON CORP COM 58155Q103 24,872 119,818 SH   DFND 1 119,818 0 0
MDU RES GROUP INC COM 552690109 1,819 77,421 SH   DFND 1 77,421 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 8,379 83,338 SH   DFND 1 83,338 0 0
MEADWESTVACO CORP COM 583334107 3,152 71,012 SH   DFND 1 71,012 0 0
MEDTRONIC INC COM 585055106 32,441 449,318 SH   DFND 1 449,318 0 0
MEDTRONIC INC COM 585055106 4,481 62,057 SH   SOLE 3 62,057 0 0
MERCK & CO INC NEW COM 58933Y105 75,875 1,336,059 SH   DFND 1 1,336,059 0 0
MERCK & CO INC NEW COM 58933Y105 14,509 255,480 SH   SOLE 3 255,480 0 0
MERCK & CO INC NEW COM 58933Y105 832 14,650 SH   SOLE   0 14,650 0
METLIFE INC COM 59156R108 28,131 520,085 SH   DFND 1 520,085 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,209 150,099 SH   DFND 1 150,099 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 5,746 76,509 SH   DFND 1 76,509 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,642 80,741 SH   DFND 1 80,741 0 0
MICRON TECHNOLOGY INC COM 595112103 15,406 440,042 SH   DFND 1 440,042 0 0
MICROSOFT CORP COM 594918104 212,258 4,569,611 SH   DFND 1 4,569,611 0 0
MICROSOFT CORP COM 594918104 2,245 48,325 SH   SOLE   0 48,325 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 4,137 576,206 SH   DFND 1 576,206 0 0
MOHAWK INDS INC COM 608190104 3,876 24,951 SH   DFND 1 24,951 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 60855RAD2 16,736 15,000,000 PRN   DFND 1 15,000,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 4,117 55,253 SH   DFND 1 55,253 0 0
MOLYCORP INC DEL COM 608753109 287 326,505 SH   SOLE 3 326,505 0 0
MONDELEZ INTL INC CL A 609207105 32,076 882,911 SH   DFND 1 882,911 0 0
MONDELEZ INTL INC CL A 609207105 2,834 78,000 SH   SOLE 3 78,000 0 0
MONDELEZ INTL INC CL A 609207105 1,279 35,200 SH   SOLE   0 35,200 0
MONSANTO CO NEW COM 61166W101 25,505 213,487 SH   DFND 1 213,487 0 0
MONSANTO CO NEW COM 61166W101 714 5,975 SH   SOLE   0 5,975 0
MONSTER BEVERAGE CORP COM 611740101 6,028 55,634 SH   DFND 1 55,634 0 0
MONSTER WORLDWIDE INC COM 611742107 2,907 629,138 SH   SOLE 3 629,138 0 0
MOODYS CORP COM 615369105 8,361 87,266 SH   DFND 1 87,266 0 0
MORGAN STANLEY COM NEW 617446448 27,743 715,029 SH   DFND 1 715,029 0 0
MORGAN STANLEY COM NEW 617446448 7,556 194,754 SH   SOLE 3 194,754 0 0
MOSAIC CO NEW COM 61945C103 6,347 139,032 SH   DFND 1 139,032 0 0
MOSAIC CO NEW COM 61945C103 4,538 99,398 SH   SOLE 3 99,398 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,622 98,723 SH   DFND 1 98,723 0 0
MURPHY OIL CORP COM 626717102 5,508 109,029 SH   DFND 1 109,029 0 0
MYLAN INC COM 628530107 9,099 161,417 SH   DFND 1 161,417 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,456 112,182 SH   DFND 1 112,182 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,375 260,000 SH   SOLE 3 260,000 0 0
NASDAQ OMX GROUP INC COM 631103108 2,225 46,400 SH   SOLE   0 46,400 0
NATIONAL OILWELL VARCO INC COM 637071101 13,086 199,702 SH   DFND 1 199,702 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,259 65,000 SH   SOLE 3 65,000 0 0
NAVIENT CORP COM 63938C108 6,776 313,540 SH   DFND 1 313,540 0 0
NAVISTAR INTL CORP NEW COM 63934E108 4,352 130,000 SH   SOLE 3 130,000 0 0
NCR CORP NEW COM 62886E108 1,959 67,218 SH   DFND 1 67,218 0 0
NETAPP INC COM 64110D104 5,536 133,563 SH   DFND 1 133,563 0 0
NETFLIX INC COM 64110L106 7,938 23,236 SH   DFND 1 23,236 0 0
NETSUITE INC NOTE 0.25% 64118QAB3 26,880 24,000,000 PRN   DFND 1 24,000,000 0 0
NEW GOLD INC CDA COM 644535106 2,838 660,000 SH   SOLE 3 660,000 0 0
NEW MTN FIN CORP COM 647551100 20,030 1,340,682 SH   SOLE   0 1,340,682 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,760 172,488 SH   DFND 1 172,488 0 0
NEWELL RUBBERMAID INC COM 651229106 4,425 116,173 SH   DFND 1 116,173 0 0
NEWFIELD EXPL CO COM 651290108 2,277 83,964 SH   DFND 1 83,964 0 0
NEWMONT MINING CORP COM 651639106 5,719 302,570 SH   DFND 1 302,570 0 0
NEWMONT MINING CORP COM 651639106 11,974 633,565 SH   SOLE 3 633,565 0 0
NEWS CORP NEW CL A 65249B109 2,472 157,529 SH   DFND 1 157,529 0 0
NEWS CORP NEW CL B 65249B208 673 44,611 SH   DFND 1 44,611 0 0
NEXTERA ENERGY INC COM 65339F101 19,101 179,711 SH   DFND 1 179,711 0 0
NEXTERA ENERGY INC COM 65339F101 1,136 10,690 SH   SOLE   0 10,690 0
NEXTERA ENERGY INC UNIT 09/01/ 65339F887 1,874 28,000 SH   DFND 1 28,000 0 0
NIELSEN HOLDINGS N V COM N63218106 5,302 118,528 SH   DFND 1 118,528 0 0
NIKE INC CL B 654106103 22,456 233,553 SH   DFND 1 233,553 0 0
NISOURCE INC COM 65473P105 5,514 129,983 SH   DFND 1 129,983 0 0
NOBLE CORP PLC SHS USD G65431101 1,714 103,436 SH   DFND 1 103,436 0 0
NOBLE CORP PLC SHS USD G65431101 2,470 149,045 SH   SOLE 3 149,045 0 0
NOBLE ENERGY INC COM 655044105 6,972 147,006 SH   DFND 1 147,006 0 0
NOBLE ENERGY INC COM 655044105 3,700 78,000 SH   SOLE 3 78,000 0 0
NORDSTROM INC COM 655664100 4,828 60,816 SH   DFND 1 60,816 0 0
NORFOLK SOUTHERN CORP COM 655844108 18,941 172,803 SH   DFND 1 172,803 0 0
NORTHEAST UTILS COM 664397106 6,917 129,241 SH   DFND 1 129,241 0 0
NORTHERN TR CORP COM 665859104 6,519 96,714 SH   DFND 1 96,714 0 0
NORTHERN TR CORP COM 665859104 8,182 121,401 SH   SOLE 3 121,401 0 0
NORTHROP GRUMMAN CORP COM 666807102 25,899 175,715 SH   DFND 1 175,715 0 0
NOW INC COM 67011P100 1,269 49,324 SH   DFND 1 49,324 0 0
NRG ENERGY INC COM NEW 629377508 3,740 138,778 SH   DFND 1 138,778 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 906 20,740 SH   DFND 1 20,740 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 388 8,875 SH   SOLE   0 8,875 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,499 105,011 SH   DFND 1 105,011 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,557 249,251 SH   SOLE 3 249,251 0 0
NUCOR CORP COM 670346105 6,356 129,574 SH   DFND 1 129,574 0 0
NVIDIA CORP COM 67066G104 4,438 221,353 SH   DFND 1 221,353 0 0
NVIDIA CORP NOTE 1.00%1 67066GAC8 58,201 50,500,000 PRN   DFND 1 50,500,000 0 0
NVR INC COM 62944T105 2,149 1,685 SH   DFND 1 1,685 0 0
NXP SEMICONDUCTORS N V COM N6596X109 7,671 100,411 SH   DFND 1 100,411 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 8,282 42,996 SH   DFND 1 42,996 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 32,431 402,316 SH   DFND 1 402,316 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,019 37,454 SH   SOLE 3 37,454 0 0
OCEANEERING INTL INC COM 675232102 2,383 40,520 SH   DFND 1 40,520 0 0
OLD REP INTL CORP COM 680223104 1,449 99,067 SH   DFND 1 99,067 0 0
OMNICARE INC COM 681904108 3,051 41,831 SH   DFND 1 41,831 0 0
OMNICOM GROUP INC COM 681919106 8,106 104,632 SH   DFND 1 104,632 0 0
ONEOK INC NEW COM 682680103 4,277 85,904 SH   DFND 1 85,904 0 0
ORACLE CORP COM 68389X105 74,893 1,665,390 SH   DFND 1 1,665,390 0 0
ORACLE CORP COM 68389X105 225 5,000 SH   SOLE 3 5,000 0 0
OWENS CORNING NEW COM 690742101 6,784 189,451 SH   SOLE 3 189,451 0 0
OWENS ILL INC COM NEW 690768403 1,837 68,074 SH   DFND 1 68,074 0 0
PACCAR INC COM 693718108 9,828 144,510 SH   DFND 1 144,510 0 0
PALL CORP COM 696429307 4,504 44,500 SH   DFND 1 44,500 0 0
PANDORA MEDIA INC COM 698354107 3,013 169,000 SH   SOLE 3 169,000 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 95 34,241 SH   DFND 1 34,241 0 0
PARKER HANNIFIN CORP COM 701094104 7,874 61,062 SH   DFND 1 61,062 0 0
PARKER HANNIFIN CORP COM 701094104 2,681 20,790 SH   SOLE   0 20,790 0
PARTNERRE LTD COM G6852T105 2,444 21,412 SH   DFND 1 21,412 0 0
PATTERSON COMPANIES INC COM 703395103 1,697 35,275 SH   DFND 1 35,275 0 0
PATTERSON UTI ENERGY INC COM 703481101 988 59,569 SH   DFND 1 59,569 0 0
PAYCHEX INC COM 704326107 6,205 134,391 SH   DFND 1 134,391 0 0
PEABODY ENERGY CORP COM 704549104 860 111,056 SH   DFND 1 111,056 0 0
PEABODY ENERGY CORP COM 704549104 1,237 159,783 SH   SOLE 3 159,783 0 0
PEMBINA PIPELINE CORP COM 706327103 4,755 130,287 SH   DFND 1 130,287 0 0
PENN WEST PETE LTD NEW COM 707887105 423 201,946 SH   DFND 1 201,946 0 0
PENNEY J C INC COM 708160106 1,560 240,690 SH   SOLE 3 240,690 0 0
PENTAIR PLC SHS G7S00T104 5,345 80,473 SH   DFND 1 80,473 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 1,980 130,467 SH   DFND 1 130,467 0 0
PEPCO HOLDINGS INC COM 713291102 2,751 102,149 SH   DFND 1 102,149 0 0
PEPSICO INC COM 713448108 63,420 670,688 SH   DFND 1 670,688 0 0
PEPSICO INC COM 713448108 9,440 99,828 SH   SOLE 3 99,828 0 0
PEPSICO INC COM 713448108 388 4,100 SH   SOLE   0 4,100 0
PERRIGO CO PLC SHS G97822103 8,438 50,478 SH   DFND 1 50,478 0 0
PETSMART INC COM 716768106 3,405 41,881 SH   DFND 1 41,881 0 0
PFIZER INC COM 717081103 131,614 4,225,175 SH   DFND 1 4,225,175 0 0
PFIZER INC COM 717081103 31,402 1,008,091 SH   SOLE 3 1,008,091 0 0
PFIZER INC COM 717081103 958 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 10,180 191,205 SH   DFND 1 191,205 0 0
PHILIP MORRIS INTL INC COM 718172109 62,127 762,759 SH   DFND 1 762,759 0 0
PHILIP MORRIS INTL INC COM 718172109 10,137 124,451 SH   SOLE 3 124,451 0 0
PHILIP MORRIS INTL INC COM 718172109 1,126 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 20,823 290,424 SH   DFND 1 290,424 0 0
PINNACLE WEST CAP CORP COM 723484101 3,061 44,814 SH   DFND 1 44,814 0 0
PIONEER NAT RES CO COM 723787107 8,780 58,984 SH   DFND 1 58,984 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3,110 72,687 SH   DFND 1 72,687 0 0
PNC FINL SVCS GROUP INC COM 693475105 24,552 269,117 SH   DFND 1 269,117 0 0
POLARIS INDS INC COM 731068102 3,712 24,542 SH   DFND 1 24,542 0 0
POSCO SPONSORED A 693483109 380 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 13,932 393,528 SH   DFND 1 393,528 0 0
POTASH CORP SASK INC COM 73755L107 7,039 199,290 SH   SOLE 3 199,290 0 0
PPG INDS INC COM 693506107 13,196 57,090 SH   DFND 1 57,090 0 0
PPL CORP COM 69351T106 9,567 263,329 SH   DFND 1 263,329 0 0
PRAXAIR INC COM 74005P104 15,745 121,530 SH   DFND 1 121,530 0 0
PRECISION CASTPARTS CORP COM 740189105 19,591 81,331 SH   DFND 1 81,331 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3,426 565,393 SH   SOLE 3 565,393 0 0
PRICE T ROWE GROUP INC COM 74144T108 8,868 103,286 SH   DFND 1 103,286 0 0
PRICELINE COM INC COM NEW 741503403 24,504 21,491 SH   DFND 1 21,491 0 0
PRICELINE COM INC DEBT 1.00% 741503AQ9 30,480 23,000,000 PRN   DFND 1 23,000,000 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 6,272 120,763 SH   DFND 1 120,763 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 5,829 112,222 SH   SOLE 3 112,222 0 0
PROCTER & GAMBLE CO COM 742718109 112,761 1,237,906 SH   DFND 1 1,237,906 0 0
PROCTER & GAMBLE CO COM 742718109 11,298 124,028 SH   SOLE 3 124,028 0 0
PROCTER & GAMBLE CO COM 742718109 4,833 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 8,247 305,573 SH   DFND 1 305,573 0 0
PROLOGIS INC COM 74340W103 8,864 206,003 SH   DFND 1 206,003 0 0
PROSPECT CAPITAL CORPORATI NOTE 5.75% 74348TAL6 1,352 1,350,000 PRN   DFND 1 1,350,000 0 0
PRUDENTIAL FINL INC COM 744320102 17,025 188,200 SH   DFND 1 188,200 0 0
PUBLIC STORAGE COM 74460D109 14,184 76,735 SH   DFND 1 76,735 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 8,712 210,391 SH   DFND 1 210,391 0 0
PULTE GROUP INC COM 745867101 2,728 127,137 SH   DFND 1 127,137 0 0
PVH CORP COM 693656100 4,030 31,442 SH   DFND 1 31,442 0 0
PVH CORP COM 693656100 224 1,750 SH   SOLE   0 1,750 0
QEP RES INC COM 74733V100 1,495 73,932 SH   DFND 1 73,932 0 0
QIAGEN NV REG SHS N72482107 2,669 114,293 SH   DFND 1 114,293 0 0
QIAGEN NV REG SHS N72482107 32,815 1,405,437 SH   SOLE 3 1,405,437 0 0
QUALCOMM INC COM 747525103 101,505 1,365,596 SH   DFND 1 1,365,596 0 0
QUALCOMM INC COM 747525103 19,326 260,000 SH   SOLE 3 260,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,994 59,554 SH   DFND 1 59,554 0 0
QUESTAR CORP COM 748356102 1,836 72,611 SH   DFND 1 72,611 0 0
RACKSPACE HOSTING INC COM 750086100 2,100 44,872 SH   DFND 1 44,872 0 0
RALPH LAUREN CORP CL A 751212101 4,700 25,381 SH   DFND 1 25,381 0 0
RANGE RES CORP COM 75281A109 3,600 67,361 SH   DFND 1 67,361 0 0
RANGE RES CORP COM 75281A109 10,423 195,000 SH   SOLE 3 195,000 0 0
RAYONIER INC COM 754907103 1,448 51,827 SH   DFND 1 51,827 0 0
RAYTHEON CO COM NEW 755111507 19,028 175,906 SH   DFND 1 175,906 0 0
REALTY INCOME CORP COM 756109104 4,301 90,148 SH   DFND 1 90,148 0 0
RED HAT INC COM 756577102 5,380 77,807 SH   DFND 1 77,807 0 0
REGENCY CTRS CORP COM 758849103 2,410 37,780 SH   DFND 1 37,780 0 0
REGENERON PHARMACEUTICALS COM 75886F107 12,953 31,574 SH   DFND 1 31,574 0 0
REGIONS FINL CORP NEW COM 7591EP100 6,081 575,868 SH   DFND 1 575,868 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,637 16,835 SH   DFND 1 16,835 0 0
REPUBLIC SVCS INC COM 760759100 4,912 122,025 SH   DFND 1 122,025 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,408 86,886 SH   DFND 1 86,886 0 0
REYNOLDS AMERICAN INC COM 761713106 8,153 126,863 SH   DFND 1 126,863 0 0
ROBERT HALF INTL INC COM 770323103 3,158 54,092 SH   DFND 1 54,092 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,341 57,025 SH   DFND 1 57,025 0 0
ROCKWELL COLLINS INC COM 774341101 6,447 76,308 SH   DFND 1 76,308 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 7,027 180,466 SH   DFND 1 180,466 0 0
ROPER INDS INC NEW COM 776696106 6,436 41,165 SH   DFND 1 41,165 0 0
ROSS STORES INC COM 778296103 11,901 126,254 SH   DFND 1 126,254 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,191 51,061 SH   DFND 1 51,061 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 45,849 662,872 SH   DFND 1 662,872 0 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 5,305 64,359 SH   DFND 1 64,359 0 0
RYDER SYS INC COM 783549108 5,324 57,335 SH   DFND 1 57,335 0 0
SAFEWAY INC COM NEW 786514208 3,307 94,165 SH   DFND 1 94,165 0 0
SALESFORCE COM INC COM 79466L302 13,676 230,588 SH   DFND 1 230,588 0 0
SALESFORCE COM INC NOTE 0.25% 79466LAD6 43,286 38,000,000 PRN   DFND 1 38,000,000 0 0
SANDISK CORP COM 80004C101 9,156 93,447 SH   DFND 1 93,447 0 0
SANDISK CORP NOTE 0.50%1 80004CAF8 66,013 54,983,000 PRN   DFND 1 54,983,000 0 0
SBA COMMUNICATIONS CORP COM 78388J106 5,543 50,042 SH   DFND 1 50,042 0 0
SCANA CORP NEW COM 80589M102 3,175 52,564 SH   DFND 1 52,564 0 0
SCHEIN HENRY INC COM 806407102 4,769 35,028 SH   DFND 1 35,028 0 0
SCHLUMBERGER LTD COM 806857108 88,600 1,037,351 SH   DFND 1 1,037,351 0 0
SCHWAB CHARLES CORP NEW COM 808513105 13,739 455,088 SH   DFND 1 455,088 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 2,561 34,018 SH   DFND 1 34,018 0 0
SEADRILL LIMITED SHS G7945E105 1,935 166,685 SH   DFND 1 166,685 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 10,772 161,992 SH   DFND 1 161,992 0 0
SEALED AIR CORP NEW COM 81211K100 3,710 87,439 SH   DFND 1 87,439 0 0
SEARS HLDGS CORP COM 812350106 525 15,927 SH   DFND 1 15,927 0 0
SEI INVESTMENTS CO COM 784117103 2,136 53,348 SH   DFND 1 53,348 0 0
SEMPRA ENERGY COM 816851109 11,205 100,624 SH   DFND 1 100,624 0 0
SEQUENOM INC NOTE 5.00%1 817337AB4 2,067 2,000,000 PRN   DFND 1 2,000,000 0 0
SERVICENOW INC COM 81762P102 325 4,790 SH   DFND 1 4,790 0 0
SERVICESOURCE INTL LLC NOTE 1.50% 81763UAB6 3,877 5,000,000 PRN   DFND 1 5,000,000 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 141 26,144 SH   DFND 1 26,144 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,906 181,530 SH   DFND 1 181,530 0 0
SHERWIN WILLIAMS CO COM 824348106 8,815 33,513 SH   DFND 1 33,513 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 364 9,000 SH   DFND 1 9,000 0 0
SHIP FINANCE INTERNATIONAL NOTE 3.25% G81075AE6 14,696 15,000,000 PRN   DFND 1 15,000,000 0 0
SIGMA ALDRICH CORP COM 826552101 6,734 49,057 SH   DFND 1 49,057 0 0
SIGNET JEWELERS LIMITED SHS G81276100 4,144 31,500 SH   DFND 1 31,500 0 0
SILVER WHEATON CORP COM 828336107 2,948 144,731 SH   DFND 1 144,731 0 0
SILVER WHEATON CORP COM 828336107 3,722 183,093 SH   SOLE 3 183,093 0 0
SIMON PPTY GROUP INC NEW COM 828806109 93,497 513,411 SH   DFND 1 513,411 0 0
SINA CORP NOTE 1.00%1 82922RAD5 11,087 12,000,000 PRN   DFND 1 12,000,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 4,033 1,152,145 SH   DFND 1 1,152,145 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 5,313 73,070 SH   DFND 1 73,070 0 0
SL GREEN RLTY CORP COM 78440X101 4,635 38,943 SH   DFND 1 38,943 0 0
SLM CORP COM 78442P106 3,201 314,122 SH   DFND 1 314,122 0 0
SMUCKER J M CO COM NEW 832696405 4,082 40,424 SH   DFND 1 40,424 0 0
SOUFUN HLDGS LTD NOTE 2.00%1 836034AB4 12,488 14,000,000 PRN   DFND 1 14,000,000 0 0
SOUTHERN CO COM 842587107 18,060 367,739 SH   DFND 1 367,739 0 0
SOUTHERN COPPER CORP COM 84265V105 3,279 116,277 SH   DFND 1 116,277 0 0
SOUTHWEST AIRLS CO COM 844741108 3,050 72,075 SH   DFND 1 72,075 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,916 143,480 SH   DFND 1 143,480 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,322 195,000 SH   SOLE 3 195,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 49,382 240,254 SH   DFND 1 240,254 0 0
SPECTRA ENERGY CORP COM 847560109 10,004 275,580 SH   DFND 1 275,580 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,044 87,795 SH   DFND 1 87,795 0 0
SPRINT CORP COM SER 1 85207U105 1,401 337,654 SH   DFND 1 337,654 0 0
SPRINT CORP COM SER 1 85207U105 4,856 1,170,000 SH   SOLE 3 1,170,000 0 0
SPX CORP COM 784635104 1,573 18,302 SH   DFND 1 18,302 0 0
ST JUDE MED INC COM 790849103 10,927 168,033 SH   DFND 1 168,033 0 0
STANLEY BLACK & DECKER INC COM 854502101 9,778 101,766 SH   DFND 1 101,766 0 0
STAPLES INC COM 855030102 4,889 269,821 SH   DFND 1 269,821 0 0
STAPLES INC COM 855030102 4,500 248,319 SH   SOLE 3 248,319 0 0
STARBUCKS CORP COM 855244109 25,659 312,724 SH   DFND 1 312,724 0 0
STARBUCKS CORP COM 855244109 4,211 51,320 SH   SOLE   0 51,320 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 6,333 78,115 SH   DFND 1 78,115 0 0
STARZ COM SER A 85571Q102 1,120 37,720 SH   DFND 1 37,720 0 0
STATE STR CORP COM 857477103 13,637 173,714 SH   DFND 1 173,714 0 0
STATE STR CORP COM 857477103 8,858 112,841 SH   SOLE 3 112,841 0 0
STERICYCLE INC COM 858912108 4,383 33,441 SH   DFND 1 33,441 0 0
STRYKER CORP COM 863667101 10,938 115,954 SH   DFND 1 115,954 0 0
SUN LIFE FINL INC COM 866796105 9,086 251,432 SH   DFND 1 251,432 0 0
SUNCOR ENERGY INC NEW COM 867224107 20,376 640,607 SH   DFND 1 640,607 0 0
SUNCOR ENERGY INC NEW COM 867224107 4,003 125,854 SH   SOLE 3 125,854 0 0
SUNTRUST BKS INC COM 867914103 9,153 218,437 SH   DFND 1 218,437 0 0
SYMANTEC CORP COM 871503108 7,285 283,919 SH   DFND 1 283,919 0 0
SYNCHRONY FINL COM 87165B103 1,544 51,890 SH   DFND 1 51,890 0 0
SYNOPSYS INC COM 871607107 2,739 63,010 SH   DFND 1 63,010 0 0
SYSCO CORP COM 871829107 9,440 237,845 SH   DFND 1 237,845 0 0
SYSCO CORP COM 871829107 6,599 166,265 SH   SOLE 3 166,265 0 0
T MOBILE US INC CONV PFD SE 872590203 10,002 190,000 SH   DFND 1 190,000 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,105 94,043 SH   DFND 1 94,043 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,670 119,292 SH   SOLE   0 119,292 0
TALISMAN ENERGY INC COM 87425E103 3,311 422,093 SH   DFND 1 422,093 0 0
TARGET CORP COM 87612E106 25,024 329,660 SH   DFND 1 329,660 0 0
TATA MTRS LTD SPONSORED A 876568502 863 20,402 SH   SOLE   0 20,402 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,711 103,717 SH   DFND 1 103,717 0 0
TE CONNECTIVITY LTD REG SHS H84989104 10,711 169,343 SH   DFND 1 169,343 0 0
TECK RESOURCES LTD CL B 878742204 3,536 258,286 SH   DFND 1 258,286 0 0
TECO ENERGY INC COM 872375100 1,860 90,769 SH   DFND 1 90,769 0 0
TELEFONICA BRASIL SA SPONSORED A 87936R106 324 18,316 SH   DFND 1 18,316 0 0
TELUS CORP COM 87971M103 6,848 189,635 SH   DFND 1 189,635 0 0
TERADATA CORP DEL COM 88076W103 2,886 66,074 SH   DFND 1 66,074 0 0
TEREX CORP NEW COM 880779103 4,712 169,000 SH   SOLE 3 169,000 0 0
TESARO INC NOTE 3.00%1 881569AA5 4,990 4,000,000 PRN   DFND 1 4,000,000 0 0
TESLA MTRS INC COM 88160R101 8,060 36,241 SH   DFND 1 36,241 0 0
TESLA MTRS INC NOTE 0.25% 88160RAB7 63,526 68,000,000 PRN   DFND 1 68,000,000 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 980 17,035 SH   DFND 1 17,035 0 0
TEXAS INSTRS INC COM 882508104 66,070 1,235,643 SH   DFND 1 1,235,643 0 0
TEXTRON INC COM 883203101 249 5,910 SH   DFND 1 5,910 0 0
THE ADT CORPORATION COM 00101J106 2,668 73,641 SH   DFND 1 73,641 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 20,523 163,803 SH   DFND 1 163,803 0 0
THOMSON REUTERS CORP COM 884903105 6,543 161,952 SH   DFND 1 161,952 0 0
TIFFANY & CO NEW COM 886547108 5,152 48,208 SH   DFND 1 48,208 0 0
TIM PARTICIPACOES S A SPONSORED A 88706P205 265 11,951 SH   DFND 1 11,951 0 0
TIME INC NEW COM 887228104 280 11,396 SH   DFND 1 11,396 0 0
TIME WARNER CABLE INC COM 88732J207 17,317 113,881 SH   DFND 1 113,881 0 0
TIME WARNER INC COM NEW 887317303 73,038 855,043 SH   DFND 1 855,043 0 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 3,525 5,000,000 PRN   DFND 1 5,000,000 0 0
TJX COS INC NEW COM 872540109 29,155 425,130 SH   DFND 1 425,130 0 0
T-MOBILE US INC COM 872590104 2,828 104,984 SH   DFND 1 104,984 0 0
TOLL BROS FIN CORP NOTE 0.50% 88947EAM2 27,629 27,000,000 PRN   DFND 1 27,000,000 0 0
TOLL BROTHERS INC COM 889478103 2,252 65,714 SH   DFND 1 65,714 0 0
TOLL BROTHERS INC COM 889478103 5,644 164,694 SH   SOLE 3 164,694 0 0
TORCHMARK CORP COM 891027104 5,923 109,344 SH   DFND 1 109,344 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 81,127 1,695,464 SH   DFND 1 1,695,464 0 0
TOTAL SYS SVCS INC COM 891906109 2,274 66,954 SH   DFND 1 66,954 0 0
TOWERS WATSON & CO CL A 891894107 3,237 28,599 SH   DFND 1 28,599 0 0
TRACTOR SUPPLY CO COM 892356106 3,386 42,962 SH   DFND 1 42,962 0 0
TRANSALTA CORP COM 89346D107 1,833 202,186 SH   DFND 1 202,186 0 0
TRANSCANADA CORP COM 89353D107 14,214 288,778 SH   DFND 1 288,778 0 0
TRANSDIGM GROUP INC COM 893641100 5,270 26,838 SH   DFND 1 26,838 0 0
TRANSOCEAN LTD REG SHS H8817H100 3,072 165,720 SH   DFND 1 165,720 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,970 162,042 SH   SOLE 3 162,042 0 0
TRAVELERS COMPANIES INC COM 89417E109 20,544 194,088 SH   DFND 1 194,088 0 0
TRIMBLE NAVIGATION LTD COM 896239100 2,767 104,273 SH   DFND 1 104,273 0 0
TRIPADVISOR INC COM 896945201 3,092 41,410 SH   DFND 1 41,410 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4,730 45,989 SH   DFND 1 45,989 0 0
TURQUOISE HILL RES LTD COM 900435108 1,014 327,824 SH   DFND 1 327,824 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 21,885 569,770 SH   DFND 1 569,770 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 6,538 177,223 SH   DFND 1 177,223 0 0
TWITTER INC COM 90184L102 5,847 163,016 SH   DFND 1 163,016 0 0
TYCO INTL PLC SHS G91442106 8,127 185,287 SH   DFND 1 185,287 0 0
TYSON FOODS INC CL A 902494103 7,290 181,849 SH   DFND 1 181,849 0 0
TYSON FOODS INC CL A 902494103 6,775 169,000 SH   SOLE 3 169,000 0 0
TYSON FOODS INC UNIT 99/99/ 902494301 13,541 269,000 SH   DFND 1 269,000 0 0
UBS AG SHS NEW H89231338 724 43,617 SH   SOLE   0 43,617 0
UBS GROUP AG SHS H42097107 136,185 7,892,472 SH   DFND 1 7,892,472 0 0
UGI CORP NEW COM 902681105 39,403 1,037,465 SH   DFND 1 1,037,465 0 0
ULTRA PETROLEUM CORP COM 903914109 790 60,027 SH   DFND 1 60,027 0 0
UNDER ARMOUR INC CL A 904311107 4,595 67,670 SH   DFND 1 67,670 0 0
UNILEVER N V N Y SHS NEW 904784709 377 9,650 SH   SOLE   0 9,650 0
UNION PAC CORP COM 907818108 48,143 404,123 SH   DFND 1 404,123 0 0
UNION PAC CORP COM 907818108 2,098 17,610 SH   SOLE   0 17,610 0
UNITED CONTL HLDGS INC COM 910047109 2,548 38,098 SH   DFND 1 38,098 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 114 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 32,669 293,862 SH   DFND 1 293,862 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,756 15,800 SH   SOLE   0 15,800 0
UNITED RENTALS INC COM 911363109 3,432 33,640 SH   DFND 1 33,640 0 0
UNITED STATES STL CORP NEW COM 912909108 1,571 58,756 SH   DFND 1 58,756 0 0
UNITED TECHNOLOGIES CORP COM 913017109 67,047 583,019 SH   DFND 1 583,019 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,223 62,810 SH   SOLE 3 62,810 0 0
UNITED TECHNOLOGIES CORP COM 913017109 920 8,000 SH   SOLE   0 8,000 0
UNITED TECHNOLOGIES CORP UNIT 99/99/ 913017117 1,349 22,000 SH   DFND 1 22,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 45,030 445,449 SH   DFND 1 445,449 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,113 36,965 SH   DFND 1 36,965 0 0
UNUM GROUP COM 91529Y106 8,152 233,723 SH   DFND 1 233,723 0 0
URBAN OUTFITTERS INC COM 917047102 1,604 45,654 SH   DFND 1 45,654 0 0
US BANCORP DEL COM NEW 902973304 35,881 798,241 SH   DFND 1 798,241 0 0
V F CORP COM 918204108 14,155 188,988 SH   DFND 1 188,988 0 0
VALE S A ADR 91912E105 5,319 650,223 SH   DFND 1 650,223 0 0
VALE S A ADR REPSTG 91912E204 299 41,140 SH   DFND 1 41,140 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 18,295 127,598 SH   DFND 1 127,598 0 0
VALERO ENERGY CORP NEW COM 91913Y100 18,492 373,566 SH   DFND 1 373,566 0 0
VARIAN MED SYS INC COM 92220P105 3,642 42,104 SH   DFND 1 42,104 0 0
VENTAS INC COM 92276F100 8,709 121,466 SH   DFND 1 121,466 0 0
VERISIGN INC COM 92343E102 3,139 55,062 SH   DFND 1 55,062 0 0
VERISK ANALYTICS INC CL A 92345Y106 3,639 56,808 SH   DFND 1 56,808 0 0
VERITIV CORP COM 923454102 268 5,176 SH   DFND 1 5,176 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 92,408 1,974,842 SH   DFND 1 1,974,842 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 14,620 312,532 SH   SOLE 3 312,532 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 11,484 96,668 SH   DFND 1 96,668 0 0
VIACOM INC NEW CL B 92553P201 16,142 214,517 SH   DFND 1 214,517 0 0
VIPSHOP HLDGS LTD NOTE 1.50% 92763WAA1 17,937 15,000,000 PRN   DFND 1 15,000,000 0 0
VISA INC COM CL A 92826C839 60,418 230,426 SH   DFND 1 230,426 0 0
VISA INC COM CL A 92826C839 2,276 8,680 SH   SOLE   0 8,680 0
VMWARE INC CL A COM 928563402 2,492 30,200 SH   DFND 1 30,200 0 0
VMWARE INC CL A COM 928563402 7,396 89,625 SH   SOLE 3 89,625 0 0
VOLCANO CORPORATION NOTE 1.75%1 928645AB6 14,897 15,000,000 PRN   DFND 1 15,000,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 8,153 69,260 SH   DFND 1 69,260 0 0
VOYA FINL INC COM 929089100 2,533 59,761 SH   DFND 1 59,761 0 0
VULCAN MATLS CO COM 929160109 3,488 53,062 SH   DFND 1 53,062 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 27,791 364,709 SH   DFND 1 364,709 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 9,906 130,000 SH   SOLE 3 130,000 0 0
WAL-MART STORES INC COM 931142103 67,954 791,269 SH   DFND 1 791,269 0 0
WAL-MART STORES INC COM 931142103 482 5,612 SH   SOLE   0 5,612 0
WASHINGTON PRIME GROUP INC COM 939647103 1,155 67,092 SH   DFND 1 67,092 0 0
WASTE MGMT INC DEL COM 94106L109 9,885 192,616 SH   DFND 1 192,616 0 0
WASTE MGMT INC DEL COM 94106L109 5,791 112,841 SH   SOLE 3 112,841 0 0
WATERS CORP COM 941848103 3,744 33,217 SH   DFND 1 33,217 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 3,647 318,473 SH   DFND 1 318,473 0 0
WEBMD HEALTH CORP NOTE 2.25% 94770VAH5 10,069 10,000,000 PRN   DFND 1 10,000,000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,581 45,285 SH   DFND 1 45,285 0 0
WELLS FARGO & CO NEW COM 949746101 136,637 2,492,467 SH   DFND 1 2,492,467 0 0
WELLS FARGO & CO NEW COM 949746101 12,329 224,900 SH   SOLE 3 224,900 0 0
WESTERN DIGITAL CORP COM 958102105 10,246 92,557 SH   DFND 1 92,557 0 0
WESTERN UN CO COM 959802109 4,026 224,813 SH   DFND 1 224,813 0 0
WESTLAKE CHEM CORP COM 960413102 1,001 16,380 SH   DFND 1 16,380 0 0
WEYERHAEUSER CO COM 962166104 8,312 231,609 SH   DFND 1 231,609 0 0
WEYERHAEUSER CO PREF CONV S 962166872 1,154 20,000 SH   DFND 1 20,000 0 0
WHIRLPOOL CORP COM 963320106 6,131 31,645 SH   DFND 1 31,645 0 0
WHITING PETE CORP NEW COM 966387102 1,541 46,700 SH   DFND 1 46,700 0 0
WHOLE FOODS MKT INC COM 966837106 6,979 138,414 SH   DFND 1 138,414 0 0
WHOLE FOODS MKT INC COM 966837106 2,193 43,500 SH   SOLE   0 43,500 0
WILLIAMS COS INC DEL COM 969457100 13,686 304,549 SH   DFND 1 304,549 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 3,259 72,740 SH   DFND 1 72,740 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 3,954 88,241 SH   SOLE 3 88,241 0 0
WINDSTREAM HLDGS INC COM 97382A101 1,925 233,575 SH   DFND 1 233,575 0 0
WISCONSIN ENERGY CORP COM 976657106 7,265 137,748 SH   DFND 1 137,748 0 0
WORKDAY INC CL A 98138H101 3,017 36,970 SH   DFND 1 36,970 0 0
WORKDAY INC NOTE 0.75% 98138HAC5 5,934 5,000,000 PRN   DFND 1 5,000,000 0 0
WPX ENERGY INC COM 98212B103 952 81,877 SH   DFND 1 81,877 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR S 929352102 864 25,674 SH   DFND 1 25,674 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 4,505 52,530 SH   DFND 1 52,530 0 0
WYNN RESORTS LTD COM 983134107 5,008 33,664 SH   DFND 1 33,664 0 0
XCEL ENERGY INC COM 98389B100 7,396 205,915 SH   DFND 1 205,915 0 0
XEROX CORP COM 984121103 6,666 480,977 SH   DFND 1 480,977 0 0
XEROX CORP COM 984121103 4,351 313,923 SH   SOLE 3 313,923 0 0
XILINX INC COM 983919101 4,719 109,007 SH   DFND 1 109,007 0 0
XILINX INC COM 983919101 7,023 162,241 SH   SOLE 3 162,241 0 0
XILINX INC COM 983919101 366 8,450 SH   SOLE   0 8,450 0
XL GROUP PLC SHS G98290102 3,742 108,863 SH   DFND 1 108,863 0 0
XYLEM INC COM 98419M100 2,907 76,370 SH   DFND 1 76,370 0 0
XYLEM INC COM 98419M100 4,727 124,156 SH   SOLE 3 124,156 0 0
YAHOO INC COM 984332106 18,662 369,473 SH   DFND 1 369,473 0 0
YAHOO INC NOTE 12/0 984332AF3 54,302 48,000,000 PRN   DFND 1 48,000,000 0 0
YAMANA GOLD INC COM 98462Y100 1,443 356,961 SH   DFND 1 356,961 0 0
YAMANA GOLD INC COM 98462Y100 2,102 520,000 SH   SOLE 3 520,000 0 0
YANDEX N V SHS CLASS A N97284108 1,681 93,596 SH   DFND 1 93,596 0 0
YUM BRANDS INC COM 988498101 13,355 183,328 SH   DFND 1 183,328 0 0
YUM BRANDS INC COM 988498101 8,565 117,570 SH   SOLE 3 117,570 0 0
ZIMMER HLDGS INC COM 98956P102 7,812 68,877 SH   DFND 1 68,877 0 0
ZIONS BANCORPORATION COM 989701107 2,189 76,771 SH   DFND 1 76,771 0 0
ZIONS BANCORPORATION COM 989701107 5,559 195,000 SH   SOLE 3 195,000 0 0
ZOETIS INC CL A 98978V103 8,737 203,040 SH   DFND 1 203,040 0 0