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
3M CO COM 88579Y101 45,919 323,901 SH   DFND 1 323,901 0 0
3M CO COM 88579Y101 5,600 39,500 SH   SOLE 3 39,500 0 0
ABBOTT LABS COM 002824100 30,421 756,364 SH   DFND 1 756,364 0 0
ABBOTT LABS COM 002824100 3,549 88,241 SH   SOLE 3 88,241 0 0
ABBVIE INC COM 00287Y109 50,033 919,552 SH   DFND 1 919,552 0 0
ABBVIE INC COM 00287Y109 5,355 98,428 SH   SOLE 3 98,428 0 0
ABBVIE INC COM 00287Y109 1,180 21,690 SH   SOLE   0 21,690 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 31,596 321,553 SH   DFND 1 321,553 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,609 46,902 SH   SOLE 3 46,902 0 0
ACE LTD SHS H0023R105 17,024 164,643 SH   DFND 1 164,643 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,482 339,348 SH   DFND 1 339,348 0 0
ADOBE SYS INC COM 00724F101 20,798 252,960 SH   DFND 1 252,960 0 0
ADOBE SYS INC COM 00724F101 1,916 23,300 SH   SOLE 3 23,300 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 6,820 35,985 SH   DFND 1 35,985 0 0
ADVANCED MICRO DEVICES INC COM 007903107 362 210,419 SH   SOLE 3 210,419 0 0
AERCAP HOLDINGS NV SHS N00985106 2,957 77,339 SH   DFND 1 77,339 0 0
AES CORP COM 00130H105 3,400 347,341 SH   DFND 1 347,341 0 0
AETNA INC NEW COM 00817Y108 20,051 183,264 SH   DFND 1 183,264 0 0
AETNA INC NEW COM 00817Y108 1,893 17,300 SH   SOLE 3 17,300 0 0
AETNA INC NEW COM 00817Y108 241 2,200 SH   SOLE   0 2,200 0
AFFILIATED MANAGERS GROUP COM 008252108 4,588 26,833 SH   DFND 1 26,833 0 0
AFLAC INC COM 001055102 14,188 244,068 SH   DFND 1 244,068 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,814 169,354 SH   DFND 1 169,354 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,816 111,555 SH   DFND 1 111,555 0 0
AGNICO EAGLE MINES LTD COM 008474108 760 30,000 SH   SOLE 3 30,000 0 0
AGRIUM INC COM 008916108 6,510 72,952 SH   DFND 1 72,952 0 0
AIR PRODS & CHEMS INC COM 009158106 13,771 107,944 SH   DFND 1 107,944 0 0
AIR PRODS & CHEMS INC COM 009158106 1,212 9,500 SH   SOLE 3 9,500 0 0
AIRGAS INC COM 009363102 2,577 28,847 SH   DFND 1 28,847 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,771 83,572 SH   DFND 1 83,572 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 13,227 12,600,000 PRN   DFND 1 12,600,000 0 0
ALCATEL-LUCENT SPONSORED A 013904305 64 17,658 SH   DFND 1 17,658 0 0
ALCOA INC COM 013817101 6,314 653,624 SH   DFND 1 653,624 0 0
ALEXANDRIA REAL ESTATE EQ COM 015271109 4,509 53,259 SH   DFND 1 53,259 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 17,592 112,488 SH   DFND 1 112,488 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 1,533 9,800 SH   SOLE 3 9,800 0 0
ALKERMES PLC SHS G01767105 3,895 66,380 SH   DFND 1 66,380 0 0
ALLEGHENY CORP DEL COM 017175100 3,856 8,237 SH   DFND 1 8,237 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 796 56,128 SH   DFND 1 56,128 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,847 49,384 SH   DFND 1 49,384 0 0
ALLERGAN PLC SHS G0177J108 53,441 196,610 SH   DFND 1 196,610 0 0
ALLERGAN PLC SHS G0177J108 5,164 19,000 SH   SOLE 3 19,000 0 0
ALLERGAN PLC SHS G0177J108 814 2,994 SH   SOLE   0 2,994 0
ALLERGAN PLC PFD CONV SER A G0177J116 6,132 6,500 SH   DFND 1 6,500 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 8,038 31,036 SH   DFND 1 31,036 0 0
ALLIANT ENERGY CORP COM 018802108 3,368 57,586 SH   DFND 1 57,586 0 0
ALLSTATE CORP COM 020002101 11,788 202,410 SH   DFND 1 202,410 0 0
ALLY FINL INC COM 02005N100 4,774 234,245 SH   DFND 1 234,245 0 0
ALNYLAM PHARMACEUTICALS IN COM 02043Q107 2,936 36,530 SH   DFND 1 36,530 0 0
ALTERA CORP COM 021441100 7,612 152,004 SH   DFND 1 152,004 0 0
ALTERA CORP COM 021441100 736 14,700 SH   SOLE 3 14,700 0 0
ALTRIA GROUP INC COM 02209S103 83,649 1,537,665 SH   DFND 1 1,537,665 0 0
ALTRIA GROUP INC COM 02209S103 6,769 124,427 SH   SOLE 3 124,427 0 0
AMAZON COM INC COM 023135106 97,223 189,930 SH   DFND 1 189,930 0 0
AMAZON COM INC COM 023135106 11,993 23,429 SH   SOLE 3 23,429 0 0
AMBEV SA SPONSORED A 02319V103 371 75,800 SH   DFND 1 75,800 0 0
AMDOCS LTD ORD G02602103 4,449 78,220 SH   DFND 1 78,220 0 0
AMEREN CORP COM 023608102 5,179 122,523 SH   DFND 1 122,523 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,172 81,701 SH   DFND 1 81,701 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,476 38,000 SH   SOLE 3 38,000 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 3,313 177,147 SH   DFND 1 177,147 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 625 40,000 SH   SOLE 3 40,000 0 0
AMERICAN ELEC PWR INC COM 025537101 13,931 244,997 SH   DFND 1 244,997 0 0
AMERICAN ELEC PWR INC COM 025537101 1,344 23,640 SH   SOLE   0 23,640 0
AMERICAN EXPRESS CO COM 025816109 32,576 439,438 SH   DFND 1 439,438 0 0
AMERICAN EXPRESS CO COM 025816109 4,320 58,276 SH   SOLE 3 58,276 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 37,759 664,538 SH   DFND 1 664,538 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,168 73,362 SH   SOLE 3 73,362 0 0
AMERICAN TOWER CORP NEW COM 03027X100 18,747 213,085 SH   DFND 1 213,085 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,821 20,700 SH   SOLE 3 20,700 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 4,977 90,367 SH   DFND 1 90,367 0 0
AMERIPRISE FINL INC COM 03076C106 9,845 90,212 SH   DFND 1 90,212 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,407 109,564 SH   DFND 1 109,564 0 0
AMETEK INC NEW COM 031100100 6,239 119,243 SH   DFND 1 119,243 0 0
AMGEN INC COM 031162100 72,302 522,712 SH   DFND 1 522,712 0 0
AMGEN INC COM 031162100 7,193 52,000 SH   SOLE 3 52,000 0 0
AMGEN INC COM 031162100 1,434 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 7,956 156,113 SH   DFND 1 156,113 0 0
ANADARKO PETE CORP COM 032511107 15,526 257,098 SH   DFND 1 257,098 0 0
ANADARKO PETE CORP COM 032511107 2,102 34,800 SH   SOLE 3 34,800 0 0
ANALOG DEVICES INC COM 032654105 8,933 158,354 SH   DFND 1 158,354 0 0
ANALOG DEVICES INC COM 032654105 863 15,300 SH   SOLE 3 15,300 0 0
ANALOG DEVICES INC COM 032654105 1,278 22,650 SH   SOLE   0 22,650 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,314 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 4,737 479,929 SH   DFND 1 479,929 0 0
ANSYS INC COM 03662Q105 3,902 44,274 SH   DFND 1 44,274 0 0
ANTERO RES CORP COM 03674X106 615 29,044 SH   DFND 1 29,044 0 0
ANTHEM INC COM 036752103 18,615 132,966 SH   DFND 1 132,966 0 0
ANTHEM INC COM 036752103 1,834 13,100 SH   SOLE 3 13,100 0 0
AON PLC SHS CL A G0408V102 12,675 143,038 SH   DFND 1 143,038 0 0
AON PLC SHS CL A G0408V102 9,464 106,800 SH   SOLE 3 106,800 0 0
APACHE CORP COM 037411105 7,443 190,058 SH   DFND 1 190,058 0 0
APACHE CORP COM 037411105 2,545 65,000 SH   SOLE 3 65,000 0 0
APOLLO GROUP INC CL A 037604105 351 31,735 SH   SOLE 3 31,735 0 0
APPLE INC COM 037833100 353,126 3,201,504 SH   DFND 1 3,201,504 0 0
APPLE INC COM 037833100 33,931 307,625 SH   SOLE 3 307,625 0 0
APPLE INC COM 037833100 2,665 24,160 SH   SOLE   0 24,160 0
APPLIED MATLS INC COM 038222105 9,021 614,075 SH   DFND 1 614,075 0 0
APPLIED MATLS INC COM 038222105 881 60,000 SH   SOLE 3 60,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 4,181 56,910 SH   DFND 1 56,910 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 12,805 308,934 SH   DFND 1 308,934 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,169 28,200 SH   SOLE 3 28,200 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,576 38,020 SH   SOLE   0 38,020 0
ARES CAP CORP NOTE 5.125% 04010LAD5 7,583 7,500,000 PRN   DFND 1 7,500,000 0 0
ARROW ELECTRS INC COM 042735100 2,751 49,763 SH   DFND 1 49,763 0 0
ASHLAND INC NEW COM 044209104 3,448 34,268 SH   DFND 1 34,268 0 0
ASSURANT INC COM 04621X108 2,813 35,597 SH   DFND 1 35,597 0 0
AT&T INC COM 00206R102 120,116 3,686,792 SH   DFND 1 3,686,792 0 0
AT&T INC COM 00206R102 10,361 318,023 SH   SOLE 3 318,023 0 0
ATLAS AIR WORLDWIDE HLDGS NOTE 2.25% 049164BH8 3,178 4,000,000 PRN   DFND 1 4,000,000 0 0
ATMEL CORP COM 049513104 640 79,337 SH   SOLE 3 79,337 0 0
AU OPTRONICS CORP SPONSORED A 002255107 48 16,221 SH   DFND 1 16,221 0 0
AUTODESK INC COM 052769106 4,928 111,649 SH   DFND 1 111,649 0 0
AUTOLIV INC COM 052800109 4,793 43,971 SH   DFND 1 43,971 0 0
AUTOMATIC DATA PROCESSING COM 053015103 19,177 238,637 SH   DFND 1 238,637 0 0
AUTOMATIC DATA PROCESSING COM 053015103 2,073 25,800 SH   SOLE 3 25,800 0 0
AUTONATION INC COM 05329W102 2,161 37,148 SH   DFND 1 37,148 0 0
AUTOZONE INC COM 053332102 11,227 15,510 SH   DFND 1 15,510 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 16,141 129,119 SH   DFND 1 129,119 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,575 12,600 SH   SOLE 3 12,600 0 0
AVALONBAY CMNTYS INC COM 053484101 11,535 65,985 SH   DFND 1 65,985 0 0
AVERY DENNISON CORP COM 053611109 2,601 45,977 SH   DFND 1 45,977 0 0
AVNET INC COM 053807103 3,025 70,868 SH   DFND 1 70,868 0 0
AVON PRODS INC COM 054303102 181 55,793 SH   SOLE 3 55,793 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,431 45,262 SH   DFND 1 45,262 0 0
B/E AEROSPACE INC COM 073302101 3,368 76,722 SH   DFND 1 76,722 0 0
BAIDU INC SPON ADR RE 056752108 1,043 7,593 SH   DFND 1 7,593 0 0
BAKER HUGHES INC COM 057224107 11,365 218,396 SH   DFND 1 218,396 0 0
BAKER HUGHES INC COM 057224107 4,153 79,800 SH   SOLE 3 79,800 0 0
BAKER HUGHES INC COM 057224107 219 4,200 SH   SOLE   0 4,200 0
BALL CORP COM 058498106 4,264 68,555 SH   DFND 1 68,555 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 293 54,753 SH   DFND 1 54,753 0 0
BANK AMER CORP COM 060505104 81,884 5,255,705 SH   DFND 1 5,255,705 0 0
BANK AMER CORP COM 060505104 10,386 666,620 SH   SOLE 3 666,620 0 0
BANK MONTREAL QUE COM 063671101 17,443 321,223 SH   DFND 1 321,223 0 0
BANK N S HALIFAX COM 064149107 26,746 609,320 SH   DFND 1 609,320 0 0
BANK NEW YORK MELLON CORP COM 064058100 21,859 558,348 SH   DFND 1 558,348 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,432 36,572 SH   SOLE 3 36,572 0 0
BARD C R INC COM 067383109 7,018 37,666 SH   DFND 1 37,666 0 0
BARRICK GOLD CORP COM 067901108 3,636 574,032 SH   DFND 1 574,032 0 0
BARRICK GOLD CORP COM 067901108 1,459 229,337 SH   SOLE 3 229,337 0 0
BAXALTA INC COM 07177M103 8,594 272,744 SH   DFND 1 272,744 0 0
BAXALTA INC COM 07177M103 640 20,301 SH   SOLE 3 20,301 0 0
BAXTER INTL INC COM 071813109 8,960 272,754 SH   DFND 1 272,754 0 0
BAXTER INTL INC COM 071813109 667 20,301 SH   SOLE 3 20,301 0 0
BAYTEX ENERGY CORP COM 07317Q105 61 19,041 SH   SOLE 3 19,041 0 0
BB&T CORP COM 054937107 13,753 386,333 SH   DFND 1 386,333 0 0
BB&T CORP COM 054937107 1,068 30,000 SH   SOLE 3 30,000 0 0
BCE INC COM NEW 05534B760 5,748 141,034 SH   DFND 1 141,034 0 0
BECTON DICKINSON & CO COM 075887109 13,915 104,892 SH   DFND 1 104,892 0 0
BECTON DICKINSON & CO COM 075887109 1,353 10,200 SH   SOLE 3 10,200 0 0
BED BATH & BEYOND INC COM 075896100 4,935 86,548 SH   DFND 1 86,548 0 0
BED BATH & BEYOND INC COM 075896100 570 10,000 SH   SOLE 3 10,000 0 0
BEMIS INC COM 081437105 1,998 50,504 SH   DFND 1 50,504 0 0
BERKLEY W R CORP COM 084423102 2,750 50,578 SH   DFND 1 50,578 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 47,834 245 SH   DFND 1 245 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 74,848 573,988 SH   DFND 1 573,988 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,645 89,300 SH   SOLE 3 89,300 0 0
BEST BUY INC COM 086516101 5,365 144,528 SH   DFND 1 144,528 0 0
BEST BUY INC COM 086516101 766 20,628 SH   SOLE 3 20,628 0 0
BIOGEN INC COM 09062X103 34,715 118,965 SH   DFND 1 118,965 0 0
BIOGEN INC COM 09062X103 3,385 11,600 SH   SOLE 3 11,600 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 8,235 78,186 SH   DFND 1 78,186 0 0
BLACKBERRY LTD COM 09228F103 1,538 251,698 SH   DFND 1 251,698 0 0
BLACKBERRY LTD COM 09228F103 1,406 229,337 SH   SOLE 3 229,337 0 0
BLACKROCK INC COM 09247X101 18,523 62,270 SH   DFND 1 62,270 0 0
BLACKROCK INC COM 09247X101 2,558 8,600 SH   SOLE 3 8,600 0 0
BLOCK H & R INC COM 093671105 5,019 138,651 SH   DFND 1 138,651 0 0
BOEING CO COM 097023105 80,553 615,146 SH   DFND 1 615,146 0 0
BOEING CO COM 097023105 4,190 32,000 SH   SOLE 3 32,000 0 0
BORGWARNER INC COM 099724106 4,749 114,197 SH   DFND 1 114,197 0 0
BOSTON PROPERTIES INC COM 101121101 9,113 76,972 SH   DFND 1 76,972 0 0
BOSTON PROPERTIES INC COM 101121101 13,249 111,900 SH   SOLE 3 111,900 0 0
BOSTON SCIENTIFIC CORP COM 101137107 11,027 671,980 SH   DFND 1 671,980 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,065 64,900 SH   SOLE 3 64,900 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 49,564 837,228 SH   DFND 1 837,228 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 6,926 117,000 SH   SOLE 3 117,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,971 33,295 SH   SOLE   0 33,295 0
BROADCOM CORP CL A 111320107 14,143 274,996 SH   DFND 1 274,996 0 0
BROADCOM CORP CL A 111320107 1,373 26,700 SH   SOLE 3 26,700 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 3,427 61,924 SH   DFND 1 61,924 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 14,111 450,404 SH   DFND 1 450,404 0 0
BROWN & BROWN INC COM 115236101 1,915 61,840 SH   DFND 1 61,840 0 0
BROWN FORMAN CORP CL B 115637209 7,651 63,494 SH   DFND 1 63,494 0 0
BUNGE LIMITED COM G16962105 5,199 70,931 SH   DFND 1 70,931 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,899 72,279 SH   DFND 1 72,279 0 0
CA INC COM 12673P105 4,425 162,075 SH   DFND 1 162,075 0 0
CA INC COM 12673P105 819 30,000 SH   SOLE 3 30,000 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 3,268 100,648 SH   DFND 1 100,648 0 0
CABOT OIL & GAS CORP COM 127097103 4,447 203,441 SH   DFND 1 203,441 0 0
CALPINE CORP COM NEW 131347304 2,308 158,059 SH   DFND 1 158,059 0 0
CAMECO CORP COM 13321L108 2,478 204,111 SH   DFND 1 204,111 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 6,013 98,064 SH   DFND 1 98,064 0 0
CAMPBELL SOUP CO COM 134429109 4,741 93,544 SH   DFND 1 93,544 0 0
CAMPBELL SOUP CO COM 134429109 2,138 42,193 SH   SOLE 3 42,193 0 0
CAMPBELL SOUP CO COM 134429109 1,029 20,300 SH   SOLE   0 20,300 0
CANADIAN NAT RES LTD COM 136385101 10,716 552,820 SH   DFND 1 552,820 0 0
CANADIAN NATL RY CO COM 136375102 20,330 359,554 SH   DFND 1 359,554 0 0
CANADIAN PAC RY LTD COM 13645T100 10,613 74,263 SH   DFND 1 74,263 0 0
CANADIAN PAC RY LTD COM 13645T100 377 2,635 SH   SOLE   0 2,635 0
CAPITAL ONE FINL CORP COM 14040H105 17,988 248,038 SH   DFND 1 248,038 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,958 27,000 SH   SOLE 3 27,000 0 0
CARDINAL HEALTH INC COM 14149Y108 12,815 166,813 SH   DFND 1 166,813 0 0
CARDINAL HEALTH INC COM 14149Y108 1,244 16,200 SH   SOLE 3 16,200 0 0
CARE CAP PPTYS INC COM 141624106 1,370 41,610 SH   DFND 1 41,610 0 0
CARMAX INC COM 143130102 6,277 105,812 SH   DFND 1 105,812 0 0
CARNIVAL CORP PAIRED CTF 143658300 10,430 209,851 SH   DFND 1 209,851 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,184 43,939 SH   SOLE 3 43,939 0 0
CATERPILLAR INC DEL COM 149123101 19,939 305,062 SH   DFND 1 305,062 0 0
CATERPILLAR INC DEL COM 149123101 6,821 104,361 SH   SOLE 3 104,361 0 0
CBRE GROUP INC CL A 12504L109 4,441 138,768 SH   DFND 1 138,768 0 0
CBS CORP NEW CL B 124857202 9,007 225,746 SH   DFND 1 225,746 0 0
CBS CORP NEW CL B 124857202 1,492 37,400 SH   SOLE 3 37,400 0 0
CDK GLOBAL INC COM 12508E101 3,949 82,646 SH   DFND 1 82,646 0 0
CDN IMPERIAL BK COMM TORON COM 136069101 14,409 201,269 SH   DFND 1 201,269 0 0
CELANESE CORP DEL COM SER A 150870103 4,576 77,333 SH   DFND 1 77,333 0 0
CELGENE CORP COM 151020104 43,206 399,427 SH   DFND 1 399,427 0 0
CELGENE CORP COM 151020104 4,229 39,100 SH   SOLE 3 39,100 0 0
CELGENE CORP COM 151020104 1,206 11,150 SH   SOLE   0 11,150 0
CEMEX SAB DE CV SPON ADR NE 151290889 163 23,265 SH   DFND 1 23,265 0 0
CEMEX SAB DE CV NOTE 3.75% 151290BC6 20,091 19,500,000 PRN   DFND 1 19,500,000 0 0
CENOVUS ENERGY INC COM 15135U109 6,273 415,401 SH   DFND 1 415,401 0 0
CENOVUS ENERGY INC COM 15135U109 385 25,388 SH   SOLE 3 25,388 0 0
CENTENE CORP DEL COM 15135B101 2,925 53,930 SH   DFND 1 53,930 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,996 221,510 SH   DFND 1 221,510 0 0
CENTURYLINK INC COM 156700106 6,962 277,137 SH   DFND 1 277,137 0 0
CERNER CORP COM 156782104 8,903 148,482 SH   DFND 1 148,482 0 0
CF INDS HLDGS INC COM 125269100 5,788 128,918 SH   DFND 1 128,918 0 0
CHART INDS INC COM PAR $0. 16115Q308 384 20,000 SH   SOLE 3 20,000 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 6,575 37,387 SH   DFND 1 37,387 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 5,464 68,883 SH   DFND 1 68,883 0 0
CHEMOURS CO COM 163851108 592 91,452 SH   DFND 1 91,452 0 0
CHENIERE ENERGY INC COM NEW 16411R208 5,791 119,890 SH   DFND 1 119,890 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,527 344,713 SH   DFND 1 344,713 0 0
CHEVRON CORP NEW COM 166764100 77,006 976,246 SH   DFND 1 976,246 0 0
CHEVRON CORP NEW COM 166764100 8,022 101,700 SH   SOLE 3 101,700 0 0
CHEVRON CORP NEW COM 166764100 1,207 15,300 SH   SOLE   0 15,300 0
CHICAGO BRIDGE & IRON CO N COM 167250109 2,187 55,156 SH   DFND 1 55,156 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 476 12,000 SH   SOLE 3 12,000 0 0
CHINA DISTANCE ED HLDGS LT SPONS ADR 16944W104 1,360 106,400 SH   DFND 1 106,400 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 11,301 15,691 SH   DFND 1 15,691 0 0
CHUBB CORP COM 171232101 14,062 114,653 SH   DFND 1 114,653 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 252 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 5,441 64,849 SH   DFND 1 64,849 0 0
CIGNA CORPORATION COM 125509109 17,520 129,758 SH   DFND 1 129,758 0 0
CIGNA CORPORATION COM 125509109 1,998 14,800 SH   SOLE 3 14,800 0 0
CIMAREX ENERGY CO COM 171798101 4,740 46,250 SH   DFND 1 46,250 0 0
CINCINNATI FINL CORP COM 172062101 3,946 73,352 SH   DFND 1 73,352 0 0
CINTAS CORP COM 172908105 4,107 47,893 SH   DFND 1 47,893 0 0
CISCO SYS INC COM 17275R102 87,101 3,318,144 SH   DFND 1 3,318,144 0 0
CISCO SYS INC COM 17275R102 6,860 261,352 SH   SOLE 3 261,352 0 0
CIT GROUP INC COM NEW 125581801 3,947 98,597 SH   DFND 1 98,597 0 0
CITIGROUP INC COM NEW 172967424 75,193 1,515,675 SH   DFND 1 1,515,675 0 0
CITIGROUP INC COM NEW 172967424 10,239 206,394 SH   SOLE 3 206,394 0 0
CITIZENS FINL GROUP INC COM 174610105 4,731 198,275 SH   DFND 1 198,275 0 0
CITRIX SYS INC COM 177376100 5,634 81,322 SH   DFND 1 81,322 0 0
CITRIX SYS INC COM 177376100 693 10,000 SH   SOLE 3 10,000 0 0
CITRIX SYS INC NOTE 0.50% 177376AD2 33,248 31,000,000 PRN   DFND 1 31,000,000 0 0
CITY NATL CORP COM 178566105 2,130 24,186 SH   DFND 1 24,186 0 0
CLIFFS NAT RES INC COM 18683K101 63 25,867 SH   SOLE 3 25,867 0 0
CLOROX CO DEL COM 189054109 7,645 66,170 SH   DFND 1 66,170 0 0
CME GROUP INC COM 12572Q105 15,784 170,196 SH   DFND 1 170,196 0 0
CME GROUP INC COM 12572Q105 1,437 15,500 SH   SOLE 3 15,500 0 0
CMS ENERGY CORP COM 125896100 4,997 141,490 SH   DFND 1 141,490 0 0
CNA FINL CORP COM 126117100 475 13,595 SH   DFND 1 13,595 0 0
CNH INDL N V SHS N20944109 3,808 582,445 SH   DFND 1 582,445 0 0
CNH INDL N V SHS N20944109 654 100,000 SH   SOLE   0 100,000 0
COACH INC COM 189754104 4,097 141,605 SH   DFND 1 141,605 0 0
COACH INC COM 189754104 662 22,867 SH   SOLE 3 22,867 0 0
COBALT INTL ENERGY INC COM 19075F106 1,233 174,163 SH   DFND 1 174,163 0 0
COCA COLA CO COM 191216100 83,479 2,080,735 SH   DFND 1 2,080,735 0 0
COCA COLA CO COM 191216100 12,023 299,679 SH   SOLE 3 299,679 0 0
COCA COLA CO COM 191216100 2,428 60,520 SH   SOLE   0 60,520 0
COCA COLA ENTERPRISES INC COM 19122T109 5,698 117,840 SH   DFND 1 117,840 0 0
COEUR MNG INC COM NEW 192108504 169 60,000 SH   SOLE 3 60,000 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 19,160 306,023 SH   DFND 1 306,023 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 1,866 29,800 SH   SOLE 3 29,800 0 0
COLFAX CORP COM 194014106 1,633 54,596 SH   DFND 1 54,596 0 0
COLGATE PALMOLIVE CO COM 194162103 28,790 453,664 SH   DFND 1 453,664 0 0
COLGATE PALMOLIVE CO COM 194162103 2,684 42,300 SH   SOLE 3 42,300 0 0
COLGATE PALMOLIVE CO COM 194162103 2,288 36,060 SH   SOLE   0 36,060 0
COLUMBIA PIPELINE GROUP IN COM 198280109 2,826 154,508 SH   DFND 1 154,508 0 0
COMCAST CORP NEW CL A 20030N101 61,627 1,083,449 SH   DFND 1 1,083,449 0 0
COMCAST CORP NEW CL A 20030N101 7,047 123,900 SH   SOLE 3 123,900 0 0
COMCAST CORP NEW CL A SPL 20030N200 10,648 186,020 SH   DFND 1 186,020 0 0
COMERICA INC COM 200340107 3,676 89,442 SH   DFND 1 89,442 0 0
COMMERCE BANCSHARES INC COM 200525103 2,139 46,957 SH   DFND 1 46,957 0 0
COMMUNICATIONS SALES&LEAS COM 20341J104 1,130 63,132 SH   DFND 1 63,132 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 27 15,368 SH   DFND 1 15,368 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 14 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 171 28,732 SH   DFND 1 28,732 0 0
COMPUTER SCIENCES CORP COM 205363104 4,404 71,742 SH   DFND 1 71,742 0 0
CONAGRA FOODS INC COM 205887102 8,663 213,845 SH   DFND 1 213,845 0 0
CONAGRA FOODS INC COM 205887102 648 16,000 SH   SOLE 3 16,000 0 0
CONCHO RES INC COM 20605P101 5,906 60,085 SH   DFND 1 60,085 0 0
CONOCOPHILLIPS COM 20825C104 29,656 618,358 SH   DFND 1 618,358 0 0
CONOCOPHILLIPS COM 20825C104 3,799 79,210 SH   SOLE 3 79,210 0 0
CONSOL ENERGY INC COM 20854P109 1,167 119,042 SH   DFND 1 119,042 0 0
CONSOLIDATED EDISON INC COM 209115104 9,770 146,154 SH   DFND 1 146,154 0 0
CONSTELLATION BRANDS INC CL A 21036P108 10,329 82,497 SH   DFND 1 82,497 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,340 46,269 SH   DFND 1 46,269 0 0
CORE LABORATORIES N V COM N22717107 2,213 22,174 SH   DFND 1 22,174 0 0
CORNING INC COM 219350105 10,853 633,932 SH   DFND 1 633,932 0 0
CORNING INC COM 219350105 4,276 249,746 SH   SOLE 3 249,746 0 0
COSTCO WHSL CORP NEW COM 22160K105 32,031 221,560 SH   DFND 1 221,560 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,108 21,500 SH   SOLE 3 21,500 0 0
CREDICORP LTD COM G2519Y108 1,088 10,229 SH   DFND 1 10,229 0 0
CRESCENT PT ENERGY CORP COM 22576C101 2,583 226,754 SH   DFND 1 226,754 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 13,309 168,747 SH   DFND 1 168,747 0 0
CSX CORP COM 126408103 13,429 499,233 SH   DFND 1 499,233 0 0
CSX CORP COM 126408103 1,302 48,400 SH   SOLE 3 48,400 0 0
CTRIP COM INTL LTD NOTE 1.25%1 22943FAD2 24,006 22,000,000 PRN   DFND 1 22,000,000 0 0
CUMMINS INC COM 231021106 9,853 90,742 SH   DFND 1 90,742 0 0
CUMMINS INC COM 231021106 1,455 13,400 SH   SOLE   0 13,400 0
CVS HEALTH CORP COM 126650100 55,386 574,070 SH   DFND 1 574,070 0 0
CVS HEALTH CORP COM 126650100 5,760 59,700 SH   SOLE 3 59,700 0 0
CVS HEALTH CORP COM 126650100 2,327 24,120 SH   SOLE   0 24,120 0
D R HORTON INC COM 23331A109 4,943 168,357 SH   DFND 1 168,357 0 0
DANAHER CORP DEL COM 235851102 24,831 291,411 SH   DFND 1 291,411 0 0
DANAHER CORP DEL COM 235851102 3,059 35,900 SH   SOLE 3 35,900 0 0
DARDEN RESTAURANTS INC COM 237194105 4,321 63,047 SH   DFND 1 63,047 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 7,806 107,925 SH   DFND 1 107,925 0 0
DEERE & CO COM 244199105 12,145 164,122 SH   DFND 1 164,122 0 0
DEERE & CO COM 244199105 392 5,296 SH   SOLE 3 5,296 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 10,996 144,613 SH   DFND 1 144,613 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,629 103,162 SH   DFND 1 103,162 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,804 40,200 SH   SOLE 3 40,200 0 0
DENTSPLY INTL INC NEW COM 249030107 3,681 72,789 SH   DFND 1 72,789 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23,431 869,002 SH   DFND 1 869,002 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 20,924 776,036 SH   SOLE 3 776,036 0 0
DEVON ENERGY CORP NEW COM 25179M103 7,658 206,466 SH   DFND 1 206,466 0 0
DEVON ENERGY CORP NEW COM 25179M103 994 26,798 SH   SOLE 3 26,798 0 0
DEVRY INC DEL COM 251893103 544 20,000 SH   SOLE 3 20,000 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 621 35,878 SH   DFND 1 35,878 0 0
DICKS SPORTING GOODS INC COM 253393102 794 16,000 SH   SOLE 3 16,000 0 0
DIGITAL RLTY TR INC COM 253868103 5,585 85,502 SH   DFND 1 85,502 0 0
DISCOVER FINL SVCS COM 254709108 12,136 233,438 SH   DFND 1 233,438 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,990 76,450 SH   DFND 1 76,450 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,217 132,440 SH   DFND 1 132,440 0 0
DISH NETWORK CORP CL A 25470M109 6,275 107,560 SH   DFND 1 107,560 0 0
DISNEY WALT CO COM DISNEY 254687106 87,216 853,385 SH   DFND 1 853,385 0 0
DISNEY WALT CO COM DISNEY 254687106 9,371 91,693 SH   SOLE 3 91,693 0 0
DISNEY WALT CO COM DISNEY 254687106 800 7,825 SH   SOLE   0 7,825 0
DOLLAR GEN CORP NEW COM 256677105 10,254 141,547 SH   DFND 1 141,547 0 0
DOLLAR TREE INC COM 256746108 7,473 112,104 SH   DFND 1 112,104 0 0
DOLLAR TREE INC COM 256746108 429 6,433 SH   SOLE 3 6,433 0 0
DOMINION RES INC VA NEW COM 25746U109 21,071 299,392 SH   DFND 1 299,392 0 0
DOMINION RES INC VA NEW COM 25746U109 767 10,900 SH   SOLE 3 10,900 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 2,967 53,000 SH   DFND 1 53,000 0 0
DOVER CORP COM 260003108 4,551 79,583 SH   DFND 1 79,583 0 0
DOW CHEM CO COM 260543103 24,721 583,040 SH   DFND 1 583,040 0 0
DOW CHEM CO COM 260543103 5,826 137,400 SH   SOLE 3 137,400 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 7,509 94,985 SH   DFND 1 94,985 0 0
DR REDDYS LABS LTD ADR 256135203 1,856 29,042 SH   SOLE   0 29,042 0
DST SYS INC DEL COM 233326107 1,821 17,324 SH   DFND 1 17,324 0 0
DTE ENERGY CO COM 233331107 7,262 90,355 SH   DFND 1 90,355 0 0
DU PONT E I DE NEMOURS & C COM 263534109 21,996 456,350 SH   DFND 1 456,350 0 0
DU PONT E I DE NEMOURS & C COM 263534109 2,130 44,200 SH   SOLE 3 44,200 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 25,058 348,317 SH   DFND 1 348,317 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 223 3,100 SH   SOLE 3 3,100 0 0
DUKE REALTY CORP COM NEW 264411505 3,364 176,605 SH   DFND 1 176,605 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 1,978 18,839 SH   DFND 1 18,839 0 0
E M C CORP MASS COM 268648102 24,084 996,837 SH   DFND 1 996,837 0 0
E M C CORP MASS COM 268648102 2,938 121,586 SH   SOLE 3 121,586 0 0
EASTGROUP PPTY INC COM 277276101 28,445 525,000 SH   DFND 1 525,000 0 0
EASTMAN CHEM CO COM 277432100 4,726 73,020 SH   DFND 1 73,020 0 0
EATON CORP PLC SHS G29183103 12,154 236,923 SH   DFND 1 236,923 0 0
EATON CORP PLC SHS G29183103 1,190 23,200 SH   SOLE 3 23,200 0 0
EATON CORP PLC SHS G29183103 1,438 28,040 SH   SOLE   0 28,040 0
EBAY INC COM 278642103 13,605 556,681 SH   DFND 1 556,681 0 0
EBAY INC COM 278642103 2,134 87,301 SH   SOLE 3 87,301 0 0
ECOLAB INC COM 278865100 14,804 134,924 SH   DFND 1 134,924 0 0
EDGEWELL PERS CARE CO COM 28035Q102 2,611 32,001 SH   DFND 1 32,001 0 0
EDISON INTL COM 281020107 10,344 164,001 SH   DFND 1 164,001 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,687 54,070 SH   DFND 1 54,070 0 0
ELDORADO GOLD CORP NEW COM 284902103 216 67,602 SH   SOLE 3 67,602 0 0
ELECTRONIC ARTS INC COM 285512109 10,267 151,536 SH   DFND 1 151,536 0 0
ELECTRONIC ARTS INC COM 285512109 942 13,900 SH   SOLE 3 13,900 0 0
EMERSON ELEC CO COM 291011104 14,702 332,843 SH   DFND 1 332,843 0 0
EMERSON ELEC CO COM 291011104 2,186 49,500 SH   SOLE 3 49,500 0 0
ENBRIDGE INC COM 29250N105 15,873 429,355 SH   DFND 1 429,355 0 0
ENCANA CORP COM 292505104 2,704 421,845 SH   DFND 1 421,845 0 0
ENCANA CORP COM 292505104 333 51,735 SH   SOLE 3 51,735 0 0
ENCORE CAP GROUP INC NOTE 3.00% 292554AF9 5,957 6,000,000 PRN   DFND 1 6,000,000 0 0
ENDO INTL PLC SHS G30401106 7,122 102,794 SH   DFND 1 102,794 0 0
ENDO INTL PLC SHS G30401106 547 7,900 SH   SOLE 3 7,900 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,242 32,096 SH   DFND 1 32,096 0 0
ENSCO PLC SHS CLASS A G3157S106 1,698 120,620 SH   DFND 1 120,620 0 0
ENSCO PLC SHS CLASS A G3157S106 141 10,000 SH   SOLE 3 10,000 0 0
ENTERGY CORP NEW COM 29364G103 5,772 88,659 SH   DFND 1 88,659 0 0
EOG RES INC COM 26875P101 20,036 275,224 SH   DFND 1 275,224 0 0
EOG RES INC COM 26875P101 2,679 36,800 SH   SOLE 3 36,800 0 0
EQT CORP COM 26884L109 4,834 74,641 SH   DFND 1 74,641 0 0
EQUIFAX INC COM 294429105 5,744 59,108 SH   DFND 1 59,108 0 0
EQUINIX INC COM PAR $0. 29444U700 7,808 28,558 SH   DFND 1 28,558 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,552 180,403 SH   DFND 1 180,403 0 0
ESSEX PPTY TR INC COM 297178105 7,258 32,485 SH   DFND 1 32,485 0 0
EVEREST RE GROUP LTD COM G3223R108 3,669 21,164 SH   DFND 1 21,164 0 0
EVERSOURCE ENERGY COM 30040W108 8,069 159,408 SH   DFND 1 159,408 0 0
EXELON CORP COM 30161N101 12,825 431,810 SH   DFND 1 431,810 0 0
EXELON CORP COM 30161N101 724 24,382 SH   SOLE 3 24,382 0 0
EXPEDIA INC DEL COM NEW 30212P303 6,124 52,043 SH   DFND 1 52,043 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,552 96,758 SH   DFND 1 96,758 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 28,174 347,998 SH   DFND 1 347,998 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,882 35,600 SH   SOLE 3 35,600 0 0
EXXON MOBIL CORP COM 30231G102 156,995 2,111,571 SH   DFND 1 2,111,571 0 0
EXXON MOBIL CORP COM 30231G102 16,669 224,200 SH   SOLE 3 224,200 0 0
EXXON MOBIL CORP COM 30231G102 1,202 16,170 SH   SOLE   0 16,170 0
F M C CORP COM NEW 302491303 2,339 68,977 SH   DFND 1 68,977 0 0
F5 NETWORKS INC COM 315616102 4,206 36,323 SH   DFND 1 36,323 0 0
F5 NETWORKS INC COM 315616102 1,563 13,500 SH   SOLE   0 13,500 0
FACEBOOK INC CL A 30303M102 96,649 1,075,072 SH   DFND 1 1,075,072 0 0
FACEBOOK INC CL A 30303M102 9,206 102,400 SH   SOLE 3 102,400 0 0
FASTENAL CO COM 311900104 4,867 132,948 SH   DFND 1 132,948 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 4,577 33,542 SH   DFND 1 33,542 0 0
FEDEX CORP COM 31428X106 19,360 134,463 SH   DFND 1 134,463 0 0
FEDEX CORP COM 31428X106 1,872 13,000 SH   SOLE 3 13,000 0 0
FIAT CHRYSLER AUTOMOBILES SHS N31738102 7,143 548,561 SH   DFND 1 548,561 0 0
FIAT CHRYSLER AUTOMOBILES SHS N31738102 423 32,041 SH   SOLE   0 32,041 0
FIAT CHRYSLER AUTOMOBILES MAN COV SEC N31738110 74 62,000 PRN   DFND 1 62,000 0 0
FIDELITY NATIONAL FINANCIA FNF GROUP C 31620R303 4,913 138,525 SH   DFND 1 138,525 0 0
FIDELITY NATL INFORMATION COM 31620M106 9,592 142,987 SH   DFND 1 142,987 0 0
FIFTH THIRD BANCORP COM 316773100 7,800 412,455 SH   DFND 1 412,455 0 0
FIFTH THIRD BANCORP COM 316773100 789 41,735 SH   SOLE 3 41,735 0 0
FIRST REP BK SAN FRANCISCO COM 33616C100 4,476 71,310 SH   DFND 1 71,310 0 0
FIRST SOLAR INC COM 336433107 1,546 36,172 SH   DFND 1 36,172 0 0
FIRSTENERGY CORP COM 337932107 6,625 211,606 SH   DFND 1 211,606 0 0
FIRSTENERGY CORP COM 337932107 596 19,041 SH   SOLE 3 19,041 0 0
FISERV INC COM 337738108 10,353 119,533 SH   DFND 1 119,533 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,295 38,475 SH   DFND 1 38,475 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 3,147 298,602 SH   DFND 1 298,602 0 0
FLOWSERVE CORP COM 34354P105 2,804 68,156 SH   DFND 1 68,156 0 0
FLUOR CORP NEW COM 343412102 3,124 73,760 SH   DFND 1 73,760 0 0
FMC TECHNOLOGIES INC COM 30249U101 3,601 116,149 SH   DFND 1 116,149 0 0
FOOT LOCKER INC COM 344849104 5,055 70,242 SH   DFND 1 70,242 0 0
FORD MTR CO DEL COM PAR $0. 345370860 44,806 3,301,828 SH   DFND 1 3,301,828 0 0
FORD MTR CO DEL COM PAR $0. 345370860 4,307 317,369 SH   SOLE 3 317,369 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 3,866 81,442 SH   DFND 1 81,442 0 0
FOSSIL GROUP INC COM 34988V106 1,306 23,378 SH   DFND 1 23,378 0 0
FRANCO NEVADA CORP COM 351858105 3,528 80,192 SH   DFND 1 80,192 0 0
FRANCO NEVADA CORP COM 351858105 880 20,000 SH   SOLE 3 20,000 0 0
FRANKLIN RES INC COM 354613101 7,643 205,114 SH   DFND 1 205,114 0 0
FREEPORT-MCMORAN INC CL B 35671D857 5,083 524,605 SH   DFND 1 524,605 0 0
FREEPORT-MCMORAN INC CL B 35671D857 979 101,000 SH   SOLE 3 101,000 0 0
FREESCALE SEMICONDUCTOR LT SHS G3727Q101 1,676 45,820 SH   DFND 1 45,820 0 0
FRONTIER COMMUNICATIONS CO COM 35906A108 2,740 576,761 SH   DFND 1 576,761 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,522 85,319 SH   DFND 1 85,319 0 0
GAMESTOP CORP NEW CL A 36467W109 2,362 57,317 SH   DFND 1 57,317 0 0
GANNETT CO INC COM 36473H104 859 58,335 SH   DFND 1 58,335 0 0
GAP INC DEL COM 364760108 3,315 116,312 SH   DFND 1 116,312 0 0
GARMIN LTD SHS H2906T109 2,010 56,034 SH   DFND 1 56,034 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 546 45,867 SH   SOLE 3 45,867 0 0
GENERAL DYNAMICS CORP COM 369550108 857 6,210 SH   DFND 1 6,210 0 0
GENERAL ELECTRIC CO COM 369604103 133,786 5,304,760 SH   DFND 1 5,304,760 0 0
GENERAL ELECTRIC CO COM 369604103 16,103 638,495 SH   SOLE 3 638,495 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 58,639 2,257,963 SH   DFND 1 2,257,963 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 216 8,310 SH   SOLE   0 8,310 0
GENERAL MLS INC COM 370334104 16,989 302,671 SH   DFND 1 302,671 0 0
GENERAL MLS INC COM 370334104 5,154 91,829 SH   SOLE 3 91,829 0 0
GENERAL MTRS CO COM 37045V100 22,545 751,004 SH   DFND 1 751,004 0 0
GENERAL MTRS CO COM 37045V100 3,300 109,934 SH   SOLE 3 109,934 0 0
GENTEX CORP COM 371901109 2,326 150,088 SH   DFND 1 150,088 0 0
GENUINE PARTS CO COM 372460105 6,416 77,404 SH   DFND 1 77,404 0 0
GENWORTH FINL INC COM CL A 37247D106 1,182 255,924 SH   DFND 1 255,924 0 0
GERDAU S A SPONSORED A 373737105 24 17,300 SH   DFND 1 17,300 0 0
GILEAD SCIENCES INC COM 375558103 89,098 907,408 SH   DFND 1 907,408 0 0
GILEAD SCIENCES INC COM 375558103 8,867 90,300 SH   SOLE 3 90,300 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 1,083 250,000 PRN   DFND 1 250,000 0 0
GOLDCORP INC NEW COM 380956409 5,193 416,057 SH   DFND 1 416,057 0 0
GOLDCORP INC NEW COM 380956409 2,824 225,536 SH   SOLE 3 225,536 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 36,324 209,046 SH   DFND 1 209,046 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,929 39,878 SH   SOLE 3 39,878 0 0
GOOGLE INC CL A 38259P508 92,209 144,445 SH   DFND 1 144,445 0 0
GOOGLE INC CL A 38259P508 11,427 17,900 SH   SOLE 3 17,900 0 0
GOOGLE INC CL A 38259P508 396 620 SH   SOLE   0 620 0
GOOGLE INC CL C 38259P706 88,012 144,656 SH   DFND 1 144,656 0 0
GOOGLE INC CL C 38259P706 12,668 20,821 SH   SOLE 3 20,821 0 0
GRAINGER W W INC COM 384802104 6,166 28,676 SH   DFND 1 28,676 0 0
GROUPE CGI INC CL A SUB VT 39945C109 4,722 130,905 SH   DFND 1 130,905 0 0
HALLIBURTON CO COM 406216101 15,399 435,604 SH   DFND 1 435,604 0 0
HALLIBURTON CO COM 406216101 3,676 104,000 SH   SOLE 3 104,000 0 0
HANESBRANDS INC COM 410345102 5,545 191,617 SH   DFND 1 191,617 0 0
HARLEY DAVIDSON INC COM 412822108 5,709 103,983 SH   DFND 1 103,983 0 0
HARMAN INTL INDS INC COM 413086109 3,405 35,472 SH   DFND 1 35,472 0 0
HARMAN INTL INDS INC COM 413086109 2,112 22,000 SH   SOLE 3 22,000 0 0
HARRIS CORP DEL COM 413875105 4,524 61,844 SH   DFND 1 61,844 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 9,599 209,674 SH   DFND 1 209,674 0 0
HASBRO INC COM 418056107 4,215 58,427 SH   DFND 1 58,427 0 0
HCA HOLDINGS INC COM 40412C101 12,439 160,792 SH   DFND 1 160,792 0 0
HCA HOLDINGS INC COM 40412C101 1,114 14,400 SH   SOLE 3 14,400 0 0
HCP INC COM 40414L109 8,611 231,171 SH   DFND 1 231,171 0 0
HELMERICH & PAYNE INC COM 423452101 2,469 52,247 SH   DFND 1 52,247 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,515 46,146 SH   DFND 1 46,146 0 0
HERSHEY CO COM 427866108 7,375 80,271 SH   DFND 1 80,271 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 3,860 230,716 SH   DFND 1 230,716 0 0
HESS CORP COM 42809H107 6,591 131,654 SH   DFND 1 131,654 0 0
HESS CORP COM 42809H107 731 14,600 SH   SOLE 3 14,600 0 0
HEWLETT PACKARD CO COM 428236103 23,495 917,426 SH   DFND 1 917,426 0 0
HEWLETT PACKARD CO COM 428236103 3,459 135,069 SH   SOLE 3 135,069 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 5,982 260,752 SH   DFND 1 260,752 0 0
HOLLYFRONTIER CORP COM 436106108 4,669 95,606 SH   DFND 1 95,606 0 0
HOLOGIC INC COM 436440101 14,166 141,430 SH   DFND 1 141,430 0 0
HOLOGIC INC FRNT 12/1 436440AG6 31,110 24,500,000 PRN   DFND 1 24,500,000 0 0
HOME DEPOT INC COM 437076102 98,006 848,614 SH   DFND 1 848,614 0 0
HOME DEPOT INC COM 437076102 14,067 121,800 SH   SOLE 3 121,800 0 0
HONEYWELL INTL INC COM 438516106 56,313 594,714 SH   DFND 1 594,714 0 0
HONEYWELL INTL INC COM 438516106 13,929 147,100 SH   SOLE 3 147,100 0 0
HORMEL FOODS CORP COM 440452100 4,488 70,883 SH   DFND 1 70,883 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 1,988 77,714 SH   DFND 1 77,714 0 0
HOST HOTELS & RESORTS INC COM 44107P104 6,028 381,307 SH   DFND 1 381,307 0 0
HUDSON CITY BANCORP COM 443683107 2,313 227,452 SH   DFND 1 227,452 0 0
HUMANA INC COM 444859102 13,424 74,996 SH   DFND 1 74,996 0 0
HUMANA INC COM 444859102 1,987 11,100 SH   SOLE 3 11,100 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,396 47,558 SH   DFND 1 47,558 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,282 403,999 SH   DFND 1 403,999 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 2,401 36,781 SH   DFND 1 36,781 0 0
IAMGOLD CORP COM 450913108 228 140,000 SH   SOLE 3 140,000 0 0
IHS INC CL A 451734107 4,043 34,853 SH   DFND 1 34,853 0 0
ILLINOIS TOOL WKS INC COM 452308109 13,742 166,951 SH   DFND 1 166,951 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,399 17,000 SH   SOLE 3 17,000 0 0
ILLUMINA INC COM 452327109 12,768 72,617 SH   DFND 1 72,617 0 0
ILLUMINA INC NOTE 6/1 452327AF6 12,099 11,000,000 PRN   DFND 1 11,000,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 4,231 134,132 SH   DFND 1 134,132 0 0
IMS HEALTH HLDGS INC COM 44970B109 2,181 74,960 SH   DFND 1 74,960 0 0
INCYTE CORP COM 45337C102 7,879 71,417 SH   DFND 1 71,417 0 0
INFOSYS LTD SPONSORED A 456788108 2,893 151,540 SH   DFND 1 151,540 0 0
INGERSOLL-RAND PLC SHS G47791101 6,779 133,520 SH   DFND 1 133,520 0 0
INGERSOLL-RAND PLC SHS G47791101 517 10,190 SH   SOLE   0 10,190 0
INSULET CORP NOTE 2.00% 45784PAD3 3,687 4,000,000 PRN   DFND 1 4,000,000 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 10,734 9,000,000 PRN   DFND 1 9,000,000 0 0
INTEL CORP COM 458140100 72,020 2,389,519 SH   DFND 1 2,389,519 0 0
INTEL CORP COM 458140100 8,448 280,289 SH   SOLE 3 280,289 0 0
INTEL CORP SDCV 3.25% 458140AF7 29,077 19,250,000 PRN   DFND 1 19,250,000 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 13,264 56,445 SH   DFND 1 56,445 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 1,292 5,500 SH   SOLE 3 5,500 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 71,871 495,762 SH   DFND 1 495,762 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 9,481 65,402 SH   SOLE 3 65,402 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 4,189 40,565 SH   DFND 1 40,565 0 0
INTERNATIONAL GAME TECHNOL SHS USD G4863A108 802 52,333 SH   DFND 1 52,333 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,987 208,441 SH   DFND 1 208,441 0 0
INTL PAPER CO COM 460146103 8,076 213,701 SH   DFND 1 213,701 0 0
INTREPID POTASH INC COM 46121Y102 158 28,561 SH   SOLE 3 28,561 0 0
INTUIT COM 461202103 11,539 130,014 SH   DFND 1 130,014 0 0
INTUIT COM 461202103 1,189 13,400 SH   SOLE 3 13,400 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 8,511 18,518 SH   DFND 1 18,518 0 0
INVESCO LTD SHS G491BT108 6,798 217,660 SH   DFND 1 217,660 0 0
IRON MTN INC NEW COM 46284V101 2,973 95,831 SH   DFND 1 95,831 0 0
ISHARES MSCI SINGAP 464286673 9,433 927,500 SH   SOLE   0 927,500 0
ISHARES MSCI TURKEY 464286715 502 13,750 SH   DFND 1 13,750 0 0
ISHARES TR MSCI EMG MK 464287234 1,643 50,130 SH   DFND 1 50,130 0 0
ISHARES TR RUSSELL 300 464287689 59,582 523,156 SH   DFND 1 523,156 0 0
ISHARES TR PUT 464287954 229 30,000 SH   DFND 1 30,000 0 0
ISHARES TR MSCI INDONI 46429B309 5,321 300,815 SH   DFND 1 300,815 0 0
ISHARES TR MSCI DENMRK 46429B523 395 7,440 SH   DFND 1 7,440 0 0
ISHARES TR MSCI POL CA 46429B606 510 24,449 SH   DFND 1 24,449 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 54 10,600 SH   DFND 1 10,600 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 393 59,335 SH   DFND 1 59,335 0 0
JABIL CIRCUIT INC COM 466313103 2,065 92,309 SH   DFND 1 92,309 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,349 62,757 SH   DFND 1 62,757 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 749 20,000 SH   SOLE 3 20,000 0 0
JARDEN CORP COM 471109108 4,821 98,635 SH   DFND 1 98,635 0 0
JARDEN CORP NOTE 1.125% 471109AM0 21,292 18,500,000 PRN   DFND 1 18,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 472145AB7 8,022 8,000,000 PRN   DFND 1 8,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,715 27,972 SH   DFND 1 27,972 0 0
JDS UNIPHASE CORP DBCV 0.625% 46612JAF8 3,001 3,200,000 PRN   DFND 1 3,200,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875% 472319AG7 4,996 4,900,000 PRN   DFND 1 4,900,000 0 0
JOHNSON & JOHNSON COM 478160104 132,853 1,423,174 SH   DFND 1 1,423,174 0 0
JOHNSON & JOHNSON COM 478160104 16,151 173,016 SH   SOLE 3 173,016 0 0
JOHNSON & JOHNSON COM 478160104 6,049 64,798 SH   SOLE   0 64,798 0
JOHNSON CTLS INC COM 478366107 13,704 331,337 SH   DFND 1 331,337 0 0
JOHNSON CTLS INC COM 478366107 4,667 112,841 SH   SOLE 3 112,841 0 0
JOY GLOBAL INC COM 481165108 760 50,873 SH   DFND 1 50,873 0 0
JOY GLOBAL INC COM 481165108 303 20,281 SH   SOLE 3 20,281 0 0
JPMORGAN CHASE & CO COM 46625H100 136,966 2,246,454 SH   DFND 1 2,246,454 0 0
JPMORGAN CHASE & CO COM 46625H100 13,220 216,826 SH   SOLE 3 216,826 0 0
JUNIPER NETWORKS INC COM 48203R104 5,216 202,867 SH   DFND 1 202,867 0 0
JUNIPER NETWORKS INC COM 48203R104 1,179 45,867 SH   SOLE 3 45,867 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,998 54,999 SH   DFND 1 54,999 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 218 7,408 SH   DFND 1 7,408 0 0
KB HOME COM 48666K109 813 60,000 SH   SOLE 3 60,000 0 0
KBR INC COM 48242W106 397 23,801 SH   SOLE 3 23,801 0 0
KELLOGG CO COM 487836108 8,251 123,979 SH   DFND 1 123,979 0 0
KELLOGG CO COM 487836108 799 12,000 SH   SOLE 3 12,000 0 0
KELLOGG CO COM 487836108 1,491 22,400 SH   SOLE   0 22,400 0
KEURIG GREEN MTN INC COM 49271M100 3,136 60,155 SH   DFND 1 60,155 0 0
KEURIG GREEN MTN INC COM 49271M100 893 17,120 SH   SOLE   0 17,120 0
KEYCORP NEW COM 493267108 5,478 421,037 SH   DFND 1 421,037 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,663 86,363 SH   DFND 1 86,363 0 0
KIMBERLY CLARK CORP COM 494368103 21,152 193,981 SH   DFND 1 193,981 0 0
KIMBERLY CLARK CORP COM 494368103 1,941 17,800 SH   SOLE 3 17,800 0 0
KIMCO REALTY CORP COM 49446R109 5,173 211,740 SH   DFND 1 211,740 0 0
KINDER MORGAN INC DEL COM 49456B101 25,780 931,347 SH   DFND 1 931,347 0 0
KINROSS GOLD CORP COM NO PAR 496902404 178 103,470 SH   SOLE 3 103,470 0 0
KLA-TENCOR CORP COM 482480100 3,913 78,267 SH   DFND 1 78,267 0 0
KOHLS CORP COM 500255104 4,392 94,844 SH   DFND 1 94,844 0 0
KOHLS CORP COM 500255104 556 12,000 SH   SOLE 3 12,000 0 0
KOREA ELECTRIC PWR SPONSORED A 500631106 202 9,860 SH   DFND 1 9,860 0 0
KRAFT HEINZ CO COM 500754106 25,788 365,376 SH   DFND 1 365,376 0 0
KRAFT HEINZ CO COM 500754106 2,026 28,700 SH   SOLE 3 28,700 0 0
KRAFT HEINZ CO COM 500754106 915 12,966 SH   SOLE   0 12,966 0
KROGER CO COM 501044101 17,611 488,239 SH   DFND 1 488,239 0 0
KROGER CO COM 501044101 1,724 47,800 SH   SOLE 3 47,800 0 0
L BRANDS INC COM 501797104 26,804 297,395 SH   DFND 1 297,395 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,476 50,485 SH   DFND 1 50,485 0 0
LAM RESEARCH CORP COM 512807108 5,102 78,093 SH   DFND 1 78,093 0 0
LAM RESEARCH CORP NOTE 0.50% 512807AJ7 3,972 3,500,000 PRN   DFND 1 3,500,000 0 0
LAM RESEARCH CORP NOTE 1.25% 512807AL2 15,092 12,000,000 PRN   DFND 1 12,000,000 0 0
LAS VEGAS SANDS CORP COM 517834107 7,681 202,296 SH   DFND 1 202,296 0 0
LAS VEGAS SANDS CORP COM 517834107 380 10,000 SH   SOLE 3 10,000 0 0
LAUDER ESTEE COS INC CL A 518439104 9,028 111,905 SH   DFND 1 111,905 0 0
LAUDER ESTEE COS INC CL A 518439104 499 6,190 SH   SOLE   0 6,190 0
LEAR CORP COM NEW 521865204 4,180 38,430 SH   DFND 1 38,430 0 0
LEGG MASON INC COM 524901105 2,212 53,162 SH   DFND 1 53,162 0 0
LEGG MASON INC COM 524901105 3,375 81,107 SH   SOLE 3 81,107 0 0
LEGGETT & PLATT INC COM 524660107 2,900 70,309 SH   DFND 1 70,309 0 0
LENNAR CORP CL A 526057104 4,274 88,802 SH   DFND 1 88,802 0 0
LEUCADIA NATL CORP COM 527288104 3,353 165,496 SH   DFND 1 165,496 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 6,180 141,452 SH   DFND 1 141,452 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 607 11,808 SH   DFND 1 11,808 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,524 29,787 SH   DFND 1 29,787 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 5,222 121,621 SH   DFND 1 121,621 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 893 20,803 SH   SOLE 3 20,803 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 12,705 309,732 SH   DFND 1 309,732 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,104 51,284 SH   SOLE 3 51,284 0 0
LIBERTY GLOBAL PLC LILAC SHS C G5480U138 208 6,169 SH   DFND 1 6,169 0 0
LIBERTY GLOBAL PLC LILAC SHS C G5480U153 540 15,775 SH   DFND 1 15,775 0 0
LIBERTY INTERACTIVE CORP INT COM SER 53071M104 5,754 219,374 SH   DFND 1 219,374 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 2,841 70,418 SH   DFND 1 70,418 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 1,709 47,850 SH   DFND 1 47,850 0 0
LIBERTY MEDIA CORP DELAWAR COM SER C 531229300 3,197 92,778 SH   DFND 1 92,778 0 0
LIBERTY MEDIA CORP DELAWAR NOTE 1.375% 531229AB8 15,360 16,000,000 PRN   DFND 1 16,000,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,442 77,496 SH   DFND 1 77,496 0 0
LILLY ELI & CO COM 532457108 46,014 549,817 SH   DFND 1 549,817 0 0
LILLY ELI & CO COM 532457108 6,566 78,459 SH   SOLE 3 78,459 0 0
LINCOLN NATL CORP IND COM 534187109 6,017 126,785 SH   DFND 1 126,785 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,821 119,489 SH   DFND 1 119,489 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,294 131,200 SH   SOLE 3 131,200 0 0
LINKEDIN CORP COM CL A 53578A108 10,677 56,155 SH   DFND 1 56,155 0 0
LKQ CORP COM 501889208 4,010 141,405 SH   DFND 1 141,405 0 0
LOCKHEED MARTIN CORP COM 539830109 1,318 6,356 SH   DFND 1 6,356 0 0
LOEWS CORP COM 540424108 5,210 144,168 SH   DFND 1 144,168 0 0
LOWES COS INC COM 548661107 32,436 470,626 SH   DFND 1 470,626 0 0
LOWES COS INC COM 548661107 11,234 163,000 SH   SOLE 3 163,000 0 0
LULULEMON ATHLETICA INC COM 550021109 2,671 52,741 SH   DFND 1 52,741 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 39,538 474,309 SH   DFND 1 474,309 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 1,609 19,300 SH   SOLE 3 19,300 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 1,434 17,200 SH   SOLE   0 17,200 0
M & T BK CORP COM 55261F104 7,159 58,708 SH   DFND 1 58,708 0 0
M/I HOMES INC NOTE 3.00% 55292PAB1 985 1,000,000 PRN   DFND 1 1,000,000 0 0
MACERICH CO COM 554382101 6,058 78,858 SH   DFND 1 78,858 0 0
MACYS INC COM 55616P104 8,758 170,663 SH   DFND 1 170,663 0 0
MACYS INC COM 55616P104 780 15,200 SH   SOLE 3 15,200 0 0
MACYS INC COM 55616P104 303 5,900 SH   SOLE   0 5,900 0
MAGNA INTL INC COM 559222401 9,477 198,434 SH   DFND 1 198,434 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 3,759 58,784 SH   DFND 1 58,784 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 326 5,100 SH   SOLE 3 5,100 0 0
MANITOWOC INC COM 563571108 390 26,000 SH   SOLE 3 26,000 0 0
MANPOWERGROUP INC COM 56418H100 3,200 39,077 SH   DFND 1 39,077 0 0
MANULIFE FINL CORP COM 56501R106 15,301 993,539 SH   DFND 1 993,539 0 0
MANULIFE FINL CORP COM 56501R106 491 31,735 SH   SOLE 3 31,735 0 0
MARATHON OIL CORP COM 565849106 5,419 351,864 SH   DFND 1 351,864 0 0
MARATHON OIL CORP COM 565849106 462 30,000 SH   SOLE 3 30,000 0 0
MARATHON PETE CORP COM 56585A102 29,504 636,828 SH   DFND 1 636,828 0 0
MARATHON PETE CORP COM 56585A102 1,223 26,400 SH   SOLE 3 26,400 0 0
MARKEL CORP COM 570535104 5,205 6,491 SH   DFND 1 6,491 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,191 105,446 SH   DFND 1 105,446 0 0
MARRIOTT INTL INC NEW CL A 571903202 634 9,300 SH   SOLE 3 9,300 0 0
MARSH & MCLENNAN COS INC COM 571748102 14,028 268,638 SH   DFND 1 268,638 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,206 23,100 SH   SOLE 3 23,100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5,049 33,230 SH   DFND 1 33,230 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 1,981 218,918 SH   DFND 1 218,918 0 0
MASCO CORP COM 574599106 4,255 168,965 SH   DFND 1 168,965 0 0
MASCO CORP COM 574599106 755 30,000 SH   SOLE 3 30,000 0 0
MASTEC INC COM 576323109 475 30,000 SH   SOLE 3 30,000 0 0
MASTERCARD INC CL A 57636Q104 45,512 505,015 SH   DFND 1 505,015 0 0
MASTERCARD INC CL A 57636Q104 4,885 54,200 SH   SOLE 3 54,200 0 0
MATTEL INC COM 577081102 3,687 175,050 SH   DFND 1 175,050 0 0
MATTEL INC COM 577081102 394 18,694 SH   SOLE 3 18,694 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,914 147,123 SH   DFND 1 147,123 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 624 18,694 SH   SOLE 3 18,694 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,794 58,335 SH   DFND 1 58,335 0 0
MCDERMOTT INTL INC COM 580037109 258 60,000 SH   SOLE 3 60,000 0 0
MCDONALDS CORP COM 580135101 67,702 687,122 SH   DFND 1 687,122 0 0
MCDONALDS CORP COM 580135101 6,143 62,347 SH   SOLE 3 62,347 0 0
MCGRAW HILL FINL INC COM 580645109 11,889 137,443 SH   DFND 1 137,443 0 0
MCGRAW HILL FINL INC COM 580645109 1,142 13,200 SH   SOLE 3 13,200 0 0
MCKESSON CORP COM 58155Q103 21,496 116,178 SH   DFND 1 116,178 0 0
MCKESSON CORP COM 58155Q103 2,072 11,200 SH   SOLE 3 11,200 0 0
MDU RES GROUP INC COM 552690109 1,737 100,967 SH   DFND 1 100,967 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 7,174 101,907 SH   DFND 1 101,907 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 627 8,900 SH   SOLE 3 8,900 0 0
MEDIVATION INC COM 58501N101 3,219 75,730 SH   DFND 1 75,730 0 0
MEDTRONIC PLC SHS G5960L103 47,593 710,980 SH   DFND 1 710,980 0 0
MEDTRONIC PLC SHS G5960L103 5,172 77,257 SH   SOLE 3 77,257 0 0
MERCK & CO INC NEW COM 58933Y105 74,039 1,499,062 SH   DFND 1 1,499,062 0 0
MERCK & CO INC NEW COM 58933Y105 8,593 173,980 SH   SOLE 3 173,980 0 0
MERCK & CO INC NEW COM 58933Y105 724 14,650 SH   SOLE   0 14,650 0
METLIFE INC COM 59156R108 23,735 503,386 SH   DFND 1 503,386 0 0
METLIFE INC COM 59156R108 3,692 78,300 SH   SOLE 3 78,300 0 0
METTLER TOLEDO INTERNATION COM 592688105 3,235 11,360 SH   DFND 1 11,360 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,138 224,259 SH   DFND 1 224,259 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,950 93,511 SH   DFND 1 93,511 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4,484 104,071 SH   DFND 1 104,071 0 0
MICRON TECHNOLOGY INC COM 595112103 8,143 543,574 SH   DFND 1 543,574 0 0
MICRON TECHNOLOGY INC COM 595112103 783 52,300 SH   SOLE 3 52,300 0 0
MICROSOFT CORP COM 594918104 183,440 4,144,596 SH   DFND 1 4,144,596 0 0
MICROSOFT CORP COM 594918104 18,586 419,928 SH   SOLE 3 419,928 0 0
MICROSOFT CORP COM 594918104 2,416 54,590 SH   SOLE   0 54,590 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 640 88,709 SH   DFND 1 88,709 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4,138 90,994 SH   DFND 1 90,994 0 0
MOHAWK INDS INC COM 608190104 5,454 30,000 SH   DFND 1 30,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 5,622 67,718 SH   DFND 1 67,718 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,319 15,890 SH   SOLE   0 15,890 0
MONDELEZ INTL INC CL A 609207105 36,164 863,722 SH   DFND 1 863,722 0 0
MONDELEZ INTL INC CL A 609207105 6,322 151,000 SH   SOLE 3 151,000 0 0
MONDELEZ INTL INC CL A 609207105 964 23,020 SH   SOLE   0 23,020 0
MONSANTO CO NEW COM 61166W101 20,200 236,695 SH   DFND 1 236,695 0 0
MONSANTO CO NEW COM 61166W101 1,997 23,400 SH   SOLE 3 23,400 0 0
MONSANTO CO NEW COM 61166W101 510 5,975 SH   SOLE   0 5,975 0
MONSTER BEVERAGE CORP NEW COM 61174X109 10,243 75,797 SH   DFND 1 75,797 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 946 7,000 SH   SOLE 3 7,000 0 0
MOODYS CORP COM 615369105 10,022 102,057 SH   DFND 1 102,057 0 0
MORGAN STANLEY COM NEW 617446448 22,282 707,370 SH   DFND 1 707,370 0 0
MORGAN STANLEY COM NEW 617446448 5,040 160,006 SH   SOLE 3 160,006 0 0
MOSAIC CO NEW COM 61945C103 5,330 171,340 SH   DFND 1 171,340 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,103 89,244 SH   DFND 1 89,244 0 0
MURPHY OIL CORP COM 626717102 2,231 92,182 SH   DFND 1 92,182 0 0
MYLAN N V SHS EURO N59465109 8,669 215,320 SH   DFND 1 215,320 0 0
MYLAN N V SHS EURO N59465109 793 19,700 SH   SOLE 3 19,700 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,471 155,684 SH   DFND 1 155,684 0 0
NABORS INDUSTRIES LTD SHS G6359F103 378 40,000 SH   SOLE 3 40,000 0 0
NASDAQ OMX GROUP INC COM 631103108 2,475 46,400 SH   SOLE   0 46,400 0
NATIONAL OILWELL VARCO INC COM 637071101 7,335 194,833 SH   DFND 1 194,833 0 0
NATIONAL OILWELL VARCO INC COM 637071101 512 13,600 SH   SOLE 3 13,600 0 0
NAVIENT CORP COM 63938C108 2,185 194,398 SH   DFND 1 194,398 0 0
NAVISTAR INTL CORP NEW COM 63934E108 254 20,000 SH   SOLE 3 20,000 0 0
NCR CORP NEW COM 62886E108 1,965 86,368 SH   DFND 1 86,368 0 0
NETAPP INC COM 64110D104 4,626 156,300 SH   DFND 1 156,300 0 0
NETFLIX INC COM 64110L106 20,902 202,423 SH   DFND 1 202,423 0 0
NETFLIX INC COM 64110L106 2,024 19,600 SH   SOLE 3 19,600 0 0
NEW GOLD INC CDA COM 644535106 250 110,000 SH   SOLE 3 110,000 0 0
NEW MTN FIN CORP COM 647551100 21,237 1,562,732 SH   SOLE   0 1,562,732 0
NEW YORK CMNTY BANCORP INC COM 649445103 3,924 217,287 SH   DFND 1 217,287 0 0
NEWELL RUBBERMAID INC COM 651229106 5,293 133,291 SH   DFND 1 133,291 0 0
NEWFIELD EXPL CO COM 651290108 2,733 83,064 SH   DFND 1 83,064 0 0
NEWMONT MINING CORP COM 651639106 3,921 244,026 SH   DFND 1 244,026 0 0
NEWMONT MINING CORP COM 651639106 3,175 197,602 SH   SOLE 3 197,602 0 0
NEWS CORP NEW CL A 65249B109 2,501 198,211 SH   DFND 1 198,211 0 0
NEWS CORP NEW CL B 65249B208 695 54,219 SH   DFND 1 54,219 0 0
NEXTERA ENERGY INC COM 65339F101 21,871 224,207 SH   DFND 1 224,207 0 0
NEXTERA ENERGY INC COM 65339F101 14,652 150,200 SH   SOLE 3 150,200 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 7,900 177,640 SH   DFND 1 177,640 0 0
NIKE INC CL B 654106103 34,687 282,074 SH   DFND 1 282,074 0 0
NIKE INC CL B 654106103 4,181 34,000 SH   SOLE 3 34,000 0 0
NISOURCE INC COM 65473P105 2,882 155,388 SH   DFND 1 155,388 0 0
NOBLE CORP PLC SHS USD G65431101 15,925 127,809 SH   DFND 1 127,809 0 0
NOBLE CORP PLC SHS USD G65431101 2,373 19,041 SH   SOLE 3 19,041 0 0
NOBLE ENERGY INC COM 655044105 6,473 214,476 SH   DFND 1 214,476 0 0
NOBLE ENERGY INC COM 655044105 2,052 68,000 SH   SOLE 3 68,000 0 0
NORDSTROM INC COM 655664100 5,247 73,175 SH   DFND 1 73,175 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,635 152,287 SH   DFND 1 152,287 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,138 14,900 SH   SOLE 3 14,900 0 0
NORTHERN TR CORP COM 665859104 8,109 118,971 SH   DFND 1 118,971 0 0
NORTHERN TR CORP COM 665859104 865 12,694 SH   SOLE 3 12,694 0 0
NORTHROP GRUMMAN CORP COM 666807102 22,341 134,626 SH   DFND 1 134,626 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,667 22,100 SH   SOLE 3 22,100 0 0
NORWEGIAN CRUISE LINE HLDG SHS G66721104 4,120 71,894 SH   DFND 1 71,894 0 0
NRG ENERGY INC COM NEW 629377508 2,571 173,117 SH   DFND 1 173,117 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,168 132,453 SH   DFND 1 132,453 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 520 31,735 SH   SOLE 3 31,735 0 0
NUANCE COMMUNICATIONS INC NOTE 2.75%1 67020YAF7 6,518 6,450,000 PRN   DFND 1 6,450,000 0 0
NUCOR CORP COM 670346105 5,993 159,590 SH   DFND 1 159,590 0 0
NVIDIA CORP COM 67066G104 6,489 263,245 SH   DFND 1 263,245 0 0
NVIDIA CORP NOTE 1.00%1 67066GAC8 44,150 33,500,000 PRN   DFND 1 33,500,000 0 0
NVR INC COM 62944T105 2,784 1,825 SH   DFND 1 1,825 0 0
NXP SEMICONDUCTORS N V COM N6596X109 10,786 123,881 SH   DFND 1 123,881 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 12,566 50,264 SH   DFND 1 50,264 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 3,150 12,600 SH   SOLE 3 12,600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 27,892 421,654 SH   DFND 1 421,654 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,788 42,154 SH   SOLE 3 42,154 0 0
OCEANEERING INTL INC COM 675232102 1,936 49,287 SH   DFND 1 49,287 0 0
OLD REP INTL CORP COM 680223104 1,941 124,077 SH   DFND 1 124,077 0 0
OMNICOM GROUP INC COM 681919106 8,199 124,416 SH   DFND 1 124,416 0 0
ONEOK INC NEW COM 682680103 3,472 107,836 SH   DFND 1 107,836 0 0
ORACLE CORP COM 68389X105 61,164 1,693,360 SH   DFND 1 1,693,360 0 0
ORACLE CORP COM 68389X105 5,863 162,326 SH   SOLE 3 162,326 0 0
OWENS CORNING NEW COM 690742101 1,084 25,867 SH   SOLE 3 25,867 0 0
OWENS ILL INC COM NEW 690768403 1,731 83,550 SH   DFND 1 83,550 0 0
PACCAR INC COM 693718108 9,303 178,315 SH   DFND 1 178,315 0 0
PACCAR INC COM 693718108 819 15,700 SH   SOLE 3 15,700 0 0
PALO ALTO NETWORKS INC COM 697435105 3,637 21,143 SH   DFND 1 21,143 0 0
PANDORA MEDIA INC COM 698354107 555 26,000 SH   SOLE 3 26,000 0 0
PARKER HANNIFIN CORP COM 701094104 6,789 69,770 SH   DFND 1 69,770 0 0
PARTNERRE LTD COM G6852T105 3,254 23,427 SH   DFND 1 23,427 0 0
PATTERSON COMPANIES INC COM 703395103 1,887 43,623 SH   DFND 1 43,623 0 0
PAYCHEX INC COM 704326107 7,863 165,094 SH   DFND 1 165,094 0 0
PAYPAL HLDGS INC COM 70450Y103 17,280 556,701 SH   DFND 1 556,701 0 0
PAYPAL HLDGS INC COM 70450Y103 2,710 87,301 SH   SOLE 3 87,301 0 0
PDL BIOPHARMA INC NOTE 4.00% 69329YAF1 4,393 5,000,000 PRN   DFND 1 5,000,000 0 0
PEABODY ENERGY CORP COM 704549104 28 20,628 SH   SOLE 3 20,628 0 0
PEMBINA PIPELINE CORP COM 706327103 3,899 162,727 SH   DFND 1 162,727 0 0
PENNEY J C INC COM 708160106 318 34,281 SH   SOLE 3 34,281 0 0
PENTAIR PLC SHS G7S00T104 4,607 90,262 SH   DFND 1 90,262 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 2,533 161,044 SH   DFND 1 161,044 0 0
PEPCO HOLDINGS INC COM 713291102 3,130 129,215 SH   DFND 1 129,215 0 0
PEPSICO INC COM 713448108 70,390 746,448 SH   DFND 1 746,448 0 0
PEPSICO INC COM 713448108 7,349 77,928 SH   SOLE 3 77,928 0 0
PEPSICO INC COM 713448108 358 3,800 SH   SOLE   0 3,800 0
PERRIGO CO PLC SHS G97822103 10,745 68,320 SH   DFND 1 68,320 0 0
PERRIGO CO PLC SHS G97822103 1,069 6,800 SH   SOLE 3 6,800 0 0
PFIZER INC COM 717081103 120,041 3,821,729 SH   DFND 1 3,821,729 0 0
PFIZER INC COM 717081103 10,481 333,691 SH   SOLE 3 333,691 0 0
PFIZER INC COM 717081103 966 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 12,721 240,924 SH   DFND 1 240,924 0 0
PHILIP MORRIS INTL INC COM 718172109 64,518 813,288 SH   DFND 1 813,288 0 0
PHILIP MORRIS INTL INC COM 718172109 7,231 91,151 SH   SOLE 3 91,151 0 0
PHILIP MORRIS INTL INC COM 718172109 1,097 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 20,986 273,111 SH   DFND 1 273,111 0 0
PHILLIPS 66 COM 718546104 2,036 26,500 SH   SOLE 3 26,500 0 0
PINNACLE WEST CAP CORP COM 723484101 3,627 56,555 SH   DFND 1 56,555 0 0
PIONEER NAT RES CO COM 723787107 9,130 75,058 SH   DFND 1 75,058 0 0
PIONEER NAT RES CO COM 723787107 876 7,200 SH   SOLE 3 7,200 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3,615 91,507 SH   DFND 1 91,507 0 0
PNC FINL SVCS GROUP INC COM 693475105 23,260 260,763 SH   DFND 1 260,763 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,257 25,300 SH   SOLE 3 25,300 0 0
POLARIS INDS INC COM 731068102 3,730 31,113 SH   DFND 1 31,113 0 0
POSCO SPONSORED A 693483109 209 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 8,570 418,760 SH   DFND 1 418,760 0 0
POTASH CORP SASK INC COM 73755L107 522 25,388 SH   SOLE 3 25,388 0 0
PPG INDS INC COM 693506107 11,962 136,409 SH   DFND 1 136,409 0 0
PPG INDS INC COM 693506107 1,158 13,200 SH   SOLE 3 13,200 0 0
PPL CORP COM 69351T106 11,021 335,098 SH   DFND 1 335,098 0 0
PRAXAIR INC COM 74005P104 14,812 145,419 SH   DFND 1 145,419 0 0
PRECISION CASTPARTS CORP COM 740189105 22,645 98,582 SH   DFND 1 98,582 0 0
PRECISION DRILLING CORP COM 2010 74022D308 427 114,692 SH   SOLE 3 114,692 0 0
PRICE T ROWE GROUP INC COM 74144T108 8,707 125,276 SH   DFND 1 125,276 0 0
PRICELINE COM INC COM NEW 741503403 31,630 25,573 SH   DFND 1 25,573 0 0
PRICELINE COM INC COM NEW 741503403 3,092 2,500 SH   SOLE 3 2,500 0 0
PRICELINE COM INC DEBT 1.00% 741503AQ9 22,491 16,000,000 PRN   DFND 1 16,000,000 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 7,038 148,677 SH   DFND 1 148,677 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 4,711 99,522 SH   SOLE 3 99,522 0 0
PROCTER & GAMBLE CO COM 742718109 98,444 1,368,424 SH   DFND 1 1,368,424 0 0
PROCTER & GAMBLE CO COM 742718109 11,088 154,128 SH   SOLE 3 154,128 0 0
PROCTER & GAMBLE CO COM 742718109 3,817 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 8,276 270,094 SH   DFND 1 270,094 0 0
PROLOGIS INC COM 74340W103 11,004 282,875 SH   DFND 1 282,875 0 0
PROSPECT CAPITAL CORPORATI NOTE 5.75% 74348TAL6 1,320 1,350,000 PRN   DFND 1 1,350,000 0 0
PRUDENTIAL FINL INC COM 744320102 17,508 229,737 SH   DFND 1 229,737 0 0
PRUDENTIAL FINL INC COM 744320102 2,744 36,000 SH   SOLE 3 36,000 0 0
PUBLIC STORAGE COM 74460D109 15,512 73,297 SH   DFND 1 73,297 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 10,791 255,960 SH   DFND 1 255,960 0 0
PULTE GROUP INC COM 745867101 2,777 147,174 SH   DFND 1 147,174 0 0
PVH CORP COM 693656100 4,109 40,307 SH   DFND 1 40,307 0 0
QEP RES INC COM 74733V100 1,155 92,184 SH   DFND 1 92,184 0 0
QIAGEN NV REG SHS N72482107 3,569 138,003 SH   DFND 1 138,003 0 0
QIHOO 360 TECHNOLOGY CO LT NOTE 2.50% 74734MAB5 4,824 5,000,000 PRN   DFND 1 5,000,000 0 0
QIHOO 360 TECHNOLOGY CO LT NOTE 1.75% 74734MAF6 8,436 10,000,000 PRN   DFND 1 10,000,000 0 0
QORVO INC COM 74736K101 3,019 67,020 SH   DFND 1 67,020 0 0
QUALCOMM INC COM 747525103 43,185 803,746 SH   DFND 1 803,746 0 0
QUALCOMM INC COM 747525103 6,464 120,300 SH   SOLE 3 120,300 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4,363 70,975 SH   DFND 1 70,975 0 0
QUESTAR CORP COM 748356102 1,778 91,588 SH   DFND 1 91,588 0 0
QUINTILES TRANSNATIO HLDGS COM 74876Y101 2,941 42,280 SH   DFND 1 42,280 0 0
RACKSPACE HOSTING INC COM 750086100 1,433 58,072 SH   DFND 1 58,072 0 0
RALPH LAUREN CORP CL A 751212101 3,585 30,340 SH   DFND 1 30,340 0 0
RALPH LAUREN CORP CL A 751212101 709 6,000 SH   SOLE 3 6,000 0 0
RANGE RES CORP COM 75281A109 2,790 86,859 SH   DFND 1 86,859 0 0
RANGE RES CORP COM 75281A109 964 30,000 SH   SOLE 3 30,000 0 0
RAYONIER INC COM 754907103 1,447 65,544 SH   DFND 1 65,544 0 0
RAYTHEON CO COM NEW 755111507 23,915 218,883 SH   DFND 1 218,883 0 0
RAYTHEON CO COM NEW 755111507 1,628 14,900 SH   SOLE 3 14,900 0 0
REALTY INCOME CORP COM 756109104 5,516 116,406 SH   DFND 1 116,406 0 0
RED HAT INC COM 756577102 6,637 92,329 SH   DFND 1 92,329 0 0
REGENCY CTRS CORP COM 758849103 2,982 47,978 SH   DFND 1 47,978 0 0
REGENERON PHARMACEUTICALS COM 75886F107 18,663 40,124 SH   DFND 1 40,124 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,628 3,500 SH   SOLE 3 3,500 0 0
REGIONS FINL CORP NEW COM 7591EP100 5,994 665,283 SH   DFND 1 665,283 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,413 22,700 SH   DFND 1 22,700 0 0
REPUBLIC SVCS INC COM 760759100 5,912 143,497 SH   DFND 1 143,497 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,103 114,392 SH   DFND 1 114,392 0 0
REYNOLDS AMERICAN INC COM 761713106 18,472 417,256 SH   DFND 1 417,256 0 0
REYNOLDS AMERICAN INC COM 761713106 1,611 36,400 SH   SOLE 3 36,400 0 0
ROBERT HALF INTL INC COM 770323103 3,432 67,083 SH   DFND 1 67,083 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,898 67,979 SH   DFND 1 67,979 0 0
ROCKWELL AUTOMATION INC COM 773903109 609 6,000 SH   SOLE 3 6,000 0 0
ROCKWELL COLLINS INC COM 774341101 7,728 94,426 SH   DFND 1 94,426 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 6,123 178,482 SH   DFND 1 178,482 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,919 50,538 SH   DFND 1 50,538 0 0
ROSS STORES INC COM 778296103 10,244 211,347 SH   DFND 1 211,347 0 0
ROSS STORES INC COM 778296103 373 7,690 SH   SOLE   0 7,690 0
ROYAL BK CDA MONTREAL QUE COM 780087102 39,867 724,109 SH   DFND 1 724,109 0 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 6,671 74,882 SH   DFND 1 74,882 0 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 650 7,300 SH   SOLE 3 7,300 0 0
RTI INTL METALS INC NOTE 3.00% 74973WAA5 5,023 5,000,000 PRN   DFND 1 5,000,000 0 0
RYDER SYS INC COM 783549108 2,033 27,464 SH   DFND 1 27,464 0 0
SALESFORCE COM INC COM 79466L302 20,852 300,329 SH   DFND 1 300,329 0 0
SALESFORCE COM INC COM 79466L302 2,048 29,500 SH   SOLE 3 29,500 0 0
SALESFORCE COM INC NOTE 0.25% 79466LAD6 42,190 34,500,000 PRN   DFND 1 34,500,000 0 0
SANDISK CORP COM 80004C101 5,756 105,948 SH   DFND 1 105,948 0 0
SANDISK CORP COM 80004C101 560 10,300 SH   SOLE 3 10,300 0 0
SANDISK CORP NOTE 1.50% 80004CAD3 32,613 26,250,000 PRN   DFND 1 26,250,000 0 0
SANDISK CORP NOTE 0.50%1 80004CAF8 7,640 8,000,000 PRN   DFND 1 8,000,000 0 0
SANTANDER CONSUMER USA HDG COM 80283M101 839 41,100 SH   DFND 1 41,100 0 0
SBA COMMUNICATIONS CORP COM 78388J106 6,440 61,485 SH   DFND 1 61,485 0 0
SCANA CORP NEW COM 80589M102 3,724 66,190 SH   DFND 1 66,190 0 0
SCHEIN HENRY INC COM 806407102 5,610 42,266 SH   DFND 1 42,266 0 0
SCHLUMBERGER LTD COM 806857108 61,158 886,732 SH   DFND 1 886,732 0 0
SCHLUMBERGER LTD COM 806857108 4,828 70,000 SH   SOLE 3 70,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 15,993 559,975 SH   DFND 1 559,975 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,602 56,100 SH   SOLE 3 56,100 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 1,764 35,862 SH   DFND 1 35,862 0 0
SEADRILL LIMITED SHS G7945E105 1,308 223,725 SH   DFND 1 223,725 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 8,144 181,788 SH   DFND 1 181,788 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 712 15,900 SH   SOLE 3 15,900 0 0
SEALED AIR CORP NEW COM 81211K100 4,986 106,362 SH   DFND 1 106,362 0 0
SEI INVESTMENTS CO COM 784117103 3,130 64,906 SH   DFND 1 64,906 0 0
SELECT SECTOR SPDR TR SBI CONS DI 81369Y407 52,127 701,950 SH   DFND 1 701,950 0 0
SELECT SECTOR SPDR TR CALL 81369Y907 501 8,348,800 SH   DFND 1 8,348,800 0 0
SEMPRA ENERGY COM 816851109 12,002 124,092 SH   DFND 1 124,092 0 0
SEMPRA ENERGY COM 816851109 8,966 92,700 SH   SOLE 3 92,700 0 0
SENSATA TECHNOLOGIES HLDG SHS N7902X106 3,580 80,739 SH   DFND 1 80,739 0 0
SEQUENOM INC NOTE 5.00%1 817337AB4 1,654 2,000,000 PRN   DFND 1 2,000,000 0 0
SERVICENOW INC COM 81762P102 1,618 23,298 SH   DFND 1 23,298 0 0
SERVICESOURCE INTL LLC NOTE 1.50% 81763UAB6 4,299 5,000,000 PRN   DFND 1 5,000,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,023 208,683 SH   DFND 1 208,683 0 0
SHERWIN WILLIAMS CO COM 824348106 8,590 38,556 SH   DFND 1 38,556 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 313 9,000 SH   DFND 1 9,000 0 0
SHUTTERFLY INC NOTE 0.25% 82568PAB2 2,764 3,000,000 PRN   DFND 1 3,000,000 0 0
SIGMA ALDRICH CORP COM 826552101 8,300 59,749 SH   DFND 1 59,749 0 0
SIGNET JEWELERS LIMITED SHS G81276100 5,505 40,442 SH   DFND 1 40,442 0 0
SILVER WHEATON CORP COM 828336107 2,351 196,421 SH   DFND 1 196,421 0 0
SILVER WHEATON CORP COM 828336107 286 23,801 SH   SOLE 3 23,801 0 0
SIMON PPTY GROUP INC NEW COM 828806109 100,103 544,866 SH   DFND 1 544,866 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,774 15,100 SH   SOLE 3 15,100 0 0
SINA CORP NOTE 1.00%1 82922RAD5 11,341 12,000,000 PRN   DFND 1 12,000,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,008 1,338,978 SH   DFND 1 1,338,978 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 7,937 94,249 SH   DFND 1 94,249 0 0
SL GREEN RLTY CORP COM 78440X101 5,384 49,775 SH   DFND 1 49,775 0 0
SLM CORP COM 78442P106 1,621 219,033 SH   DFND 1 219,033 0 0
SMUCKER J M CO COM NEW 832696405 5,843 51,213 SH   DFND 1 51,213 0 0
SNAP ON INC COM 833034101 4,220 27,960 SH   DFND 1 27,960 0 0
SOUFUN HLDGS LTD NOTE 2.00%1 836034AB4 10,478 11,000,000 PRN   DFND 1 11,000,000 0 0
SOUTHERN CO COM 842587107 20,536 459,421 SH   DFND 1 459,421 0 0
SOUTHERN COPPER CORP COM 84265V105 2,868 107,333 SH   DFND 1 107,333 0 0
SOUTHWEST AIRLS CO COM 844741108 3,184 83,704 SH   DFND 1 83,704 0 0
SOUTHWEST AIRLS CO COM 844741108 1,271 33,400 SH   SOLE 3 33,400 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,374 187,037 SH   DFND 1 187,037 0 0
SOUTHWESTERN ENERGY CO COM 845467109 381 30,000 SH   SOLE 3 30,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 36,263 189,234 SH   DFND 1 189,234 0 0
SPDR SERIES TRUST PUT 78464A957 430 200,000 SH   DFND 1 200,000 0 0
SPECTRA ENERGY CORP COM 847560109 8,829 336,096 SH   DFND 1 336,096 0 0
SPECTRA ENERGY CORP COM 847560109 783 29,800 SH   SOLE 3 29,800 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 878 96,090 SH   DFND 1 96,090 0 0
SPLUNK INC COM 848637104 1,862 33,640 SH   DFND 1 33,640 0 0
SPRINT CORP COM SER 1 85207U105 1,644 428,173 SH   DFND 1 428,173 0 0
SPRINT CORP COM SER 1 85207U105 845 220,000 SH   SOLE 3 220,000 0 0
ST JUDE MED INC COM 790849103 9,023 143,022 SH   DFND 1 143,022 0 0
ST JUDE MED INC COM 790849103 858 13,600 SH   SOLE 3 13,600 0 0
STANDARD PAC CORP NEW NOTE 1.25% 85375CBC4 10,136 8,750,000 PRN   DFND 1 8,750,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 7,590 78,266 SH   DFND 1 78,266 0 0
STAPLES INC COM 855030102 3,652 311,298 SH   DFND 1 311,298 0 0
STAPLES INC COM 855030102 372 31,735 SH   SOLE 3 31,735 0 0
STARBUCKS CORP COM 855244109 40,790 717,636 SH   DFND 1 717,636 0 0
STARBUCKS CORP COM 855244109 4,144 72,900 SH   SOLE 3 72,900 0 0
STARBUCKS CORP COM 855244109 2,540 44,690 SH   SOLE   0 44,690 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 5,721 86,063 SH   DFND 1 86,063 0 0
STATE STR CORP COM 857477103 14,054 209,110 SH   DFND 1 209,110 0 0
STATE STR CORP COM 857477103 2,308 34,341 SH   SOLE 3 34,341 0 0
STERICYCLE INC COM 858912108 5,552 39,857 SH   DFND 1 39,857 0 0
STRYKER CORP COM 863667101 13,443 142,862 SH   DFND 1 142,862 0 0
STRYKER CORP COM 863667101 3,143 33,400 SH   SOLE 3 33,400 0 0
SUN LIFE FINL INC COM 866796105 9,852 306,796 SH   DFND 1 306,796 0 0
SUNCOR ENERGY INC NEW COM 867224107 19,582 735,379 SH   DFND 1 735,379 0 0
SUNCOR ENERGY INC NEW COM 867224107 430 16,108 SH   SOLE 3 16,108 0 0
SUNTRUST BKS INC COM 867914103 10,004 261,608 SH   DFND 1 261,608 0 0
SYMANTEC CORP COM 871503108 6,715 344,874 SH   DFND 1 344,874 0 0
SYMANTEC CORP COM 871503108 590 30,300 SH   SOLE 3 30,300 0 0
SYNCHRONY FINL COM 87165B103 2,058 65,766 SH   DFND 1 65,766 0 0
SYNOPSYS INC COM 871607107 3,576 77,443 SH   DFND 1 77,443 0 0
SYSCO CORP COM 871829107 11,538 296,075 SH   DFND 1 296,075 0 0
SYSCO CORP COM 871829107 900 23,107 SH   SOLE 3 23,107 0 0
T MOBILE US INC COM 872590104 5,282 132,689 SH   DFND 1 132,689 0 0
T MOBILE US INC CONV PFD SE 872590203 8,149 118,000 SH   DFND 1 118,000 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 1,881 90,643 SH   DFND 1 90,643 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 4,043 194,862 SH   SOLE   0 194,862 0
TALEN ENERGY CORP COM 87422J105 424 42,000 SH   DFND 1 42,000 0 0
TARGET CORP COM 87612E106 25,397 322,867 SH   DFND 1 322,867 0 0
TARGET CORP COM 87612E106 2,438 31,000 SH   SOLE 3 31,000 0 0
TATA MTRS LTD SPONSORED A 876568502 420 18,680 SH   SOLE   0 18,680 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,519 110,513 SH   DFND 1 110,513 0 0
TE CONNECTIVITY LTD REG SHS H84989104 12,194 203,609 SH   DFND 1 203,609 0 0
TECK RESOURCES LTD CL B 878742204 1,166 244,226 SH   DFND 1 244,226 0 0
TECO ENERGY INC COM 872375100 3,148 119,869 SH   DFND 1 119,869 0 0
TEGNA INC COM 87901J105 2,600 116,135 SH   DFND 1 116,135 0 0
TELUS CORP COM 87971M103 4,264 135,894 SH   DFND 1 135,894 0 0
TERADATA CORP DEL COM 88076W103 2,247 77,584 SH   DFND 1 77,584 0 0
TEREX CORP NEW COM 880779103 466 26,000 SH   SOLE 3 26,000 0 0
TESLA MTRS INC COM 88160R101 11,183 45,019 SH   DFND 1 45,019 0 0
TESLA MTRS INC NOTE 0.25% 88160RAB7 28,040 29,000,000 PRN   DFND 1 29,000,000 0 0
TESLA MTRS INC NOTE 1.25% 88160RAC5 18,453 19,500,000 PRN   DFND 1 19,500,000 0 0
TESORO CORP COM 881609101 5,701 58,623 SH   DFND 1 58,623 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 962 17,035 SH   DFND 1 17,035 0 0
TEXAS INSTRS INC COM 882508104 47,492 959,054 SH   DFND 1 959,054 0 0
TEXAS INSTRS INC COM 882508104 2,526 51,000 SH   SOLE 3 51,000 0 0
TEXTRON INC COM 883203101 222 5,910 SH   DFND 1 5,910 0 0
THE ADT CORPORATION COM 00101J106 2,681 89,652 SH   DFND 1 89,652 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 24,478 200,180 SH   DFND 1 200,180 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 2,360 19,300 SH   SOLE 3 19,300 0 0
THOMSON REUTERS CORP COM 884903105 7,055 176,257 SH   DFND 1 176,257 0 0
TIFFANY & CO NEW COM 886547108 4,494 58,201 SH   DFND 1 58,201 0 0
TIME WARNER CABLE INC COM 88732J207 25,375 141,465 SH   DFND 1 141,465 0 0
TIME WARNER CABLE INC COM 88732J207 2,421 13,500 SH   SOLE 3 13,500 0 0
TIME WARNER INC COM NEW 887317303 45,428 660,776 SH   DFND 1 660,776 0 0
TIME WARNER INC COM NEW 887317303 2,778 40,400 SH   SOLE 3 40,400 0 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 3,950 5,000,000 PRN   DFND 1 5,000,000 0 0
TJX COS INC NEW COM 872540109 25,203 352,883 SH   DFND 1 352,883 0 0
TJX COS INC NEW COM 872540109 2,371 33,200 SH   SOLE 3 33,200 0 0
TOLL BROTHERS INC COM 889478103 2,841 82,970 SH   DFND 1 82,970 0 0
TOPBUILD CORP COM 89055F103 581 18,751 SH   DFND 1 18,751 0 0
TORCHMARK CORP COM 891027104 3,517 62,367 SH   DFND 1 62,367 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 51,890 1,322,173 SH   DFND 1 1,322,173 0 0
TOTAL SYS SVCS INC COM 891906109 3,729 82,093 SH   DFND 1 82,093 0 0
TOWERS WATSON & CO CL A 891894107 3,958 33,723 SH   DFND 1 33,723 0 0
TRACTOR SUPPLY CO COM 892356106 4,485 53,192 SH   DFND 1 53,192 0 0
TRANSCANADA CORP COM 89353D107 11,190 355,384 SH   DFND 1 355,384 0 0
TRANSDIGM GROUP INC COM 893641100 7,233 34,053 SH   DFND 1 34,053 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,790 217,470 SH   DFND 1 217,470 0 0
TRANSOCEAN LTD REG SHS H8817H100 267 20,628 SH   SOLE 3 20,628 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,596 156,693 SH   DFND 1 156,693 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,543 15,500 SH   SOLE 3 15,500 0 0
TRIMBLE NAVIGATION LTD COM 896239100 2,185 133,039 SH   DFND 1 133,039 0 0
TRIPADVISOR INC COM 896945201 3,277 52,002 SH   DFND 1 52,002 0 0
TURQUOISE HILL RES LTD COM 900435108 1,017 399,567 SH   DFND 1 399,567 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 17,154 635,820 SH   DFND 1 635,820 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,049 113,000 SH   SOLE 3 113,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 5,738 211,976 SH   DFND 1 211,976 0 0
TWITTER INC COM 90184L102 5,847 217,036 SH   DFND 1 217,036 0 0
TYCO INTL PLC SHS G91442106 7,059 210,974 SH   DFND 1 210,974 0 0
TYSON FOODS INC CL A 902494103 6,444 149,520 SH   DFND 1 149,520 0 0
TYSON FOODS INC CL A 902494103 1,121 26,000 SH   SOLE 3 26,000 0 0
UBS GROUP AG SHS H42097107 45,601 2,464,919 SH   DFND 1 2,464,919 0 0
UBS GROUP AG SHS H42097107 16,193 875,282 SH   SOLE 3 875,282 0 0
UBS GROUP AG SHS H42097107 957 51,709 SH   SOLE   0 51,709 0
UGI CORP NEW COM 902681105 665 19,102 SH   DFND 1 19,102 0 0
ULTA SALON COSMETCS & FRAG COM 90384S303 4,958 30,350 SH   DFND 1 30,350 0 0
UNDER ARMOUR INC CL A 904311107 8,768 90,594 SH   DFND 1 90,594 0 0
UNILEVER N V N Y SHS NEW 904784709 388 9,650 SH   SOLE   0 9,650 0
UNION PAC CORP COM 907818108 50,531 571,552 SH   DFND 1 571,552 0 0
UNION PAC CORP COM 907818108 3,784 42,800 SH   SOLE 3 42,800 0 0
UNION PAC CORP COM 907818108 1,451 16,410 SH   SOLE   0 16,410 0
UNITED CONTL HLDGS INC COM 910047109 2,567 48,387 SH   DFND 1 48,387 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 81 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 34,720 351,808 SH   DFND 1 351,808 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,326 33,700 SH   SOLE 3 33,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,559 15,800 SH   SOLE   0 15,800 0
UNITED RENTALS INC COM 911363109 2,398 39,926 SH   DFND 1 39,926 0 0
UNITED TECHNOLOGIES CORP COM 913017109 52,902 594,474 SH   DFND 1 594,474 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,203 69,710 SH   SOLE 3 69,710 0 0
UNITEDHEALTH GROUP INC COM 91324P102 56,054 483,181 SH   DFND 1 483,181 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,371 46,300 SH   SOLE 3 46,300 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 5,593 44,809 SH   DFND 1 44,809 0 0
UNUM GROUP COM 91529Y106 4,015 125,158 SH   DFND 1 125,158 0 0
URBAN OUTFITTERS INC COM 917047102 1,546 52,636 SH   DFND 1 52,636 0 0
US BANCORP DEL COM NEW 902973304 36,665 894,059 SH   DFND 1 894,059 0 0
US BANCORP DEL COM NEW 902973304 3,551 86,600 SH   SOLE 3 86,600 0 0
V F CORP COM 918204108 11,649 170,785 SH   DFND 1 170,785 0 0
VALE S A ADR REPSTG 91912E204 138 41,140 SH   DFND 1 41,140 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 28,360 159,574 SH   DFND 1 159,574 0 0
VALERO ENERGY CORP NEW COM 91913Y100 18,044 300,241 SH   DFND 1 300,241 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,496 24,900 SH   SOLE 3 24,900 0 0
VANGUARD WORLD FDS CONSUM DIS 92204A108 49,211 417,606 SH   DFND 1 417,606 0 0
VARIAN MED SYS INC COM 92220P105 3,810 51,641 SH   DFND 1 51,641 0 0
VENTAS INC COM 92276F100 9,324 166,313 SH   DFND 1 166,313 0 0
VEREIT INC COM 92339V100 3,502 453,647 SH   DFND 1 453,647 0 0
VERISIGN INC COM 92343E102 4,148 58,784 SH   DFND 1 58,784 0 0
VERISK ANALYTICS INC CL A 92345Y106 5,729 77,510 SH   DFND 1 77,510 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 90,396 2,077,562 SH   DFND 1 2,077,562 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 9,817 225,632 SH   SOLE 3 225,632 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,836 123,261 SH   DFND 1 123,261 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,218 11,700 SH   SOLE 3 11,700 0 0
VIACOM INC NEW CL B 92553P201 7,922 183,598 SH   DFND 1 183,598 0 0
VIACOM INC NEW CL B 92553P201 764 17,700 SH   SOLE 3 17,700 0 0
VIPSHOP HLDGS LTD NOTE 1.50% 92763WAA1 13,648 12,250,000 PRN   DFND 1 12,250,000 0 0
VISA INC COM CL A 92826C839 68,439 982,466 SH   DFND 1 982,466 0 0
VISA INC COM CL A 92826C839 6,576 94,400 SH   SOLE 3 94,400 0 0
VISA INC COM CL A 92826C839 1,528 21,930 SH   SOLE   0 21,930 0
VMWARE INC CL A COM 928563402 2,785 35,352 SH   DFND 1 35,352 0 0
VMWARE INC CL A COM 928563402 1,005 12,760 SH   SOLE 3 12,760 0 0
VORNADO RLTY TR SH BEN INT 929042109 7,681 84,944 SH   DFND 1 84,944 0 0
VOYA FINL INC COM 929089100 4,300 110,908 SH   DFND 1 110,908 0 0
VULCAN MATLS CO COM 929160109 5,970 66,929 SH   DFND 1 66,929 0 0
WABTEC CORP COM 929740108 3,204 36,390 SH   DFND 1 36,390 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 37,227 447,981 SH   DFND 1 447,981 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 3,523 42,400 SH   SOLE 3 42,400 0 0
WAL-MART STORES INC COM 931142103 53,348 822,762 SH   DFND 1 822,762 0 0
WAL-MART STORES INC COM 931142103 5,161 79,600 SH   SOLE 3 79,600 0 0
WAL-MART STORES INC COM 931142103 364 5,612 SH   SOLE   0 5,612 0
WASTE MGMT INC DEL COM 94106L109 11,498 230,837 SH   DFND 1 230,837 0 0
WATERS CORP COM 941848103 4,843 40,967 SH   DFND 1 40,967 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 3,202 377,553 SH   DFND 1 377,553 0 0
WEC ENERGY GROUP INC COM 92939U106 12,834 245,759 SH   DFND 1 245,759 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,917 57,883 SH   DFND 1 57,883 0 0
WELLS FARGO & CO NEW COM 949746101 134,609 2,621,403 SH   DFND 1 2,621,403 0 0
WELLS FARGO & CO NEW COM 949746101 13,520 263,300 SH   SOLE 3 263,300 0 0
WELLTOWER INC COM 95040Q104 12,755 188,350 SH   DFND 1 188,350 0 0
WESTERN DIGITAL CORP COM 958102105 8,806 110,849 SH   DFND 1 110,849 0 0
WESTERN DIGITAL CORP COM 958102105 834 10,500 SH   SOLE 3 10,500 0 0
WESTERN UN CO COM 959802109 4,667 254,221 SH   DFND 1 254,221 0 0
WESTLAKE CHEM CORP COM 960413102 1,075 20,723 SH   DFND 1 20,723 0 0
WESTROCK CO COM 96145D105 6,755 131,312 SH   DFND 1 131,312 0 0
WEYERHAEUSER CO COM 962166104 7,188 262,904 SH   DFND 1 262,904 0 0
WEYERHAEUSER CO PREF CONV S 962166872 954 20,000 SH   DFND 1 20,000 0 0
WHIRLPOOL CORP COM 963320106 5,872 39,876 SH   DFND 1 39,876 0 0
WHITING PETE CORP NEW COM 966387102 1,445 94,627 SH   DFND 1 94,627 0 0
WHOLE FOODS MKT INC COM 966837106 5,297 167,372 SH   DFND 1 167,372 0 0
WHOLE FOODS MKT INC COM 966837106 506 16,000 SH   SOLE 3 16,000 0 0
WILLIAMS COS INC DEL COM 969457100 13,872 376,451 SH   DFND 1 376,451 0 0
WILLIAMS COS INC DEL COM 969457100 1,205 32,700 SH   SOLE 3 32,700 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 3,754 91,636 SH   DFND 1 91,636 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 455 11,107 SH   SOLE 3 11,107 0 0
WIPRO LTD SPON ADR 1 97651M109 1,240 100,912 SH   DFND 1 100,912 0 0
WORKDAY INC CL A 98138H101 3,764 54,661 SH   DFND 1 54,661 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR S 929352102 823 19,052 SH   DFND 1 19,052 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 4,336 60,300 SH   DFND 1 60,300 0 0
WYNN RESORTS LTD COM 983134107 2,251 42,385 SH   DFND 1 42,385 0 0
XCEL ENERGY INC COM 98389B100 9,033 255,089 SH   DFND 1 255,089 0 0
XEROX CORP COM 984121103 5,322 547,000 SH   DFND 1 547,000 0 0
XEROX CORP COM 984121103 386 39,669 SH   SOLE 3 39,669 0 0
XILINX INC COM 983919101 5,543 130,729 SH   DFND 1 130,729 0 0
XILINX INC COM 983919101 853 20,107 SH   SOLE 3 20,107 0 0
XL GROUP PLC SHS G98290102 5,576 153,532 SH   DFND 1 153,532 0 0
XYLEM INC COM 98419M100 3,098 94,311 SH   DFND 1 94,311 0 0
XYLEM INC COM 98419M100 794 24,156 SH   SOLE 3 24,156 0 0
YAHOO INC COM 984332106 12,848 444,399 SH   DFND 1 444,399 0 0
YAHOO INC COM 984332106 1,223 42,300 SH   SOLE 3 42,300 0 0
YAHOO INC NOTE 12/0 984332AF3 10,133 10,500,000 PRN   DFND 1 10,500,000 0 0
YAMANA GOLD INC COM 98462Y100 132 80,000 SH   SOLE 3 80,000 0 0
YANDEX N V SHS CLASS A N97284108 1,265 117,892 SH   DFND 1 117,892 0 0
YUM BRANDS INC COM 988498101 17,553 219,551 SH   DFND 1 219,551 0 0
YUM BRANDS INC COM 988498101 3,326 41,596 SH   SOLE 3 41,596 0 0
YY INC NOTE 2.25% 98426TAB2 4,669 5,000,000 PRN   DFND 1 5,000,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 8,290 88,258 SH   DFND 1 88,258 0 0
ZIONS BANCORPORATION COM 989701107 2,851 103,526 SH   DFND 1 103,526 0 0
ZIONS BANCORPORATION COM 989701107 4,957 180,000 SH   SOLE 3 180,000 0 0
ZOETIS INC CL A 98978V103 10,350 251,346 SH   DFND 1 251,346 0 0