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 1,052 53,898 SH   DFND 1 53,898 0 0
3M CO COM 88579Y101 52,155 338,009 SH   DFND 1 338,009 0 0
3M CO COM 88579Y101 6,095 39,500 SH   SOLE 3 39,500 0 0
ABBOTT LABS COM 002824100 40,250 820,089 SH   DFND 1 820,089 0 0
ABBOTT LABS COM 002824100 4,331 88,241 SH   SOLE 3 88,241 0 0
ABBVIE INC COM 00287Y109 65,545 975,533 SH   DFND 1 975,533 0 0
ABBVIE INC COM 00287Y109 6,613 98,428 SH   SOLE 3 98,428 0 0
ABBVIE INC COM 00287Y109 837 12,450 SH   SOLE   0 12,450 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 31,998 330,626 SH   DFND 1 330,626 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,539 46,902 SH   SOLE 3 46,902 0 0
ACE LTD SHS H0023R105 17,392 171,051 SH   DFND 1 171,051 0 0
ACTIVISION BLIZZARD INC COM 00507V109 8,399 346,915 SH   DFND 1 346,915 0 0
ADOBE SYS INC COM 00724F101 20,994 259,148 SH   DFND 1 259,148 0 0
ADOBE SYS INC COM 00724F101 1,888 23,300 SH   SOLE 3 23,300 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 5,849 36,718 SH   DFND 1 36,718 0 0
ADVANCED MICRO DEVICES INC COM 007903107 469 195,519 SH   DFND 1 195,519 0 0
ADVANCED MICRO DEVICES INC COM 007903107 505 210,419 SH   SOLE 3 210,419 0 0
AERCAP HOLDINGS NV SHS N00985106 3,022 65,988 SH   DFND 1 65,988 0 0
AES CORP COM 00130H105 5,881 443,517 SH   DFND 1 443,517 0 0
AETNA INC NEW COM 00817Y108 28,582 224,246 SH   DFND 1 224,246 0 0
AETNA INC NEW COM 00817Y108 2,205 17,300 SH   SOLE 3 17,300 0 0
AETNA INC NEW COM 00817Y108 280 2,200 SH   SOLE   0 2,200 0
AFFILIATED MANAGERS GROUP COM 008252108 5,990 27,401 SH   DFND 1 27,401 0 0
AFLAC INC COM 001055102 17,735 285,133 SH   DFND 1 285,133 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,669 172,850 SH   DFND 1 172,850 0 0
AGNICO EAGLE MINES LTD COM 008474108 3,251 113,930 SH   DFND 1 113,930 0 0
AGNICO EAGLE MINES LTD COM 008474108 851 30,000 SH   SOLE 3 30,000 0 0
AGRIUM INC COM 008916108 8,130 76,367 SH   DFND 1 76,367 0 0
AIR PRODS & CHEMS INC COM 009158106 15,152 110,739 SH   DFND 1 110,739 0 0
AIR PRODS & CHEMS INC COM 009158106 1,300 9,500 SH   SOLE 3 9,500 0 0
AIRGAS INC COM 009363102 3,153 29,805 SH   DFND 1 29,805 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 5,948 85,185 SH   DFND 1 85,185 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 13,164 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 6,977 625,737 SH   DFND 1 625,737 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 18,881 104,445 SH   DFND 1 104,445 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 1,772 9,800 SH   SOLE 3 9,800 0 0
ALLEGHENY CORP DEL COM 017175100 3,984 8,500 SH   DFND 1 8,500 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,741 57,638 SH   DFND 1 57,638 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 3,058 50,840 SH   DFND 1 50,840 0 0
ALLERGAN PLC SHS G0177J108 61,188 201,632 SH   DFND 1 201,632 0 0
ALLERGAN PLC SHS G0177J108 5,766 19,000 SH   SOLE 3 19,000 0 0
ALLERGAN PLC PFD CONV SE G0177J116 16,731 16,000 SH   DFND 1 16,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,546 32,699 SH   DFND 1 32,699 0 0
ALLIANT ENERGY CORP COM 018802108 3,371 58,394 SH   DFND 1 58,394 0 0
ALLSTATE CORP COM 020002101 16,550 255,120 SH   DFND 1 255,120 0 0
ALLY FINL INC COM 02005N100 5,361 238,990 SH   DFND 1 238,990 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 19 63,470 SH   SOLE 3 63,470 0 0
ALTERA CORP COM 021441100 7,986 155,972 SH   DFND 1 155,972 0 0
ALTERA CORP COM 021441100 753 14,700 SH   SOLE 3 14,700 0 0
ALTRIA GROUP INC COM 02209S103 88,942 1,818,490 SH   DFND 1 1,818,490 0 0
ALTRIA GROUP INC COM 02209S103 6,086 124,427 SH   SOLE 3 124,427 0 0
AMAZON COM INC COM 023135106 86,143 198,446 SH   DFND 1 198,446 0 0
AMAZON COM INC COM 023135106 10,170 23,429 SH   SOLE 3 23,429 0 0
AMBEV SA SPONSORED A 02319V103 462 75,800 SH   DFND 1 75,800 0 0
AMDOCS LTD ORD G02602103 4,403 80,654 SH   DFND 1 80,654 0 0
AMEREN CORP COM 023608102 5,527 146,671 SH   DFND 1 146,671 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,629 90,865 SH   DFND 1 90,865 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,518 38,000 SH   SOLE 3 38,000 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 3,485 189,693 SH   DFND 1 189,693 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 689 40,000 SH   SOLE 3 40,000 0 0
AMERICAN ELEC PWR INC COM 025537101 13,353 252,081 SH   DFND 1 252,081 0 0
AMERICAN ELEC PWR INC COM 025537101 1,252 23,640 SH   SOLE   0 23,640 0
AMERICAN EXPRESS CO COM 025816109 38,272 492,439 SH   DFND 1 492,439 0 0
AMERICAN EXPRESS CO COM 025816109 4,529 58,276 SH   SOLE 3 58,276 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 46,817 757,318 SH   DFND 1 757,318 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,535 73,362 SH   SOLE 3 73,362 0 0
AMERICAN RLTY CAP PPTYS IN COM 02917T104 3,922 482,452 SH   DFND 1 482,452 0 0
AMERICAN TOWER CORP NEW COM 03027X100 20,365 218,297 SH   DFND 1 218,297 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,931 20,700 SH   SOLE 3 20,700 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 4,560 93,776 SH   DFND 1 93,776 0 0
AMERIPRISE FINL INC COM 03076C106 14,725 117,867 SH   DFND 1 117,867 0 0
AMERISOURCEBERGEN CORP COM 03073E105 15,789 148,476 SH   DFND 1 148,476 0 0
AMETEK INC NEW COM 031100100 6,692 122,166 SH   DFND 1 122,166 0 0
AMGEN INC COM 031162100 100,696 655,914 SH   DFND 1 655,914 0 0
AMGEN INC COM 031162100 7,983 52,000 SH   SOLE 3 52,000 0 0
AMGEN INC COM 031162100 1,591 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 9,282 160,118 SH   DFND 1 160,118 0 0
ANADARKO PETE CORP COM 032511107 20,359 260,809 SH   DFND 1 260,809 0 0
ANADARKO PETE CORP COM 032511107 2,716 34,800 SH   SOLE 3 34,800 0 0
ANALOG DEVICES INC COM 032654105 10,384 161,776 SH   DFND 1 161,776 0 0
ANALOG DEVICES INC COM 032654105 982 15,300 SH   SOLE 3 15,300 0 0
ANALOG DEVICES INC COM 032654105 1,945 30,300 SH   SOLE   0 30,300 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,491 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 4,622 502,914 SH   DFND 1 502,914 0 0
ANSYS INC COM 03662Q105 4,197 45,999 SH   DFND 1 45,999 0 0
ANTERO RES CORP COM 03674X106 1,010 29,424 SH   DFND 1 29,424 0 0
ANTHEM INC COM 036752103 23,692 144,340 SH   DFND 1 144,340 0 0
ANTHEM INC COM 036752103 2,150 13,100 SH   SOLE 3 13,100 0 0
AON PLC SHS CL A G0408V102 14,666 147,127 SH   DFND 1 147,127 0 0
AON PLC SHS CL A G0408V102 10,646 106,800 SH   SOLE 3 106,800 0 0
APACHE CORP COM 037411105 12,250 212,557 SH   DFND 1 212,557 0 0
APACHE CORP COM 037411105 3,746 65,000 SH   SOLE 3 65,000 0 0
APOLLO GROUP INC CL A 037604105 409 31,735 SH   SOLE 3 31,735 0 0
APPLE INC COM 037833100 459,807 3,665,842 SH   DFND 1 3,665,842 0 0
APPLE INC COM 037833100 38,855 309,776 SH   SOLE 3 309,776 0 0
APPLE INC COM 037833100 3,030 24,160 SH   SOLE   0 24,160 0
APPLIED MATLS INC COM 038222105 12,115 630,322 SH   DFND 1 630,322 0 0
APPLIED MATLS INC COM 038222105 1,153 60,000 SH   SOLE 3 60,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 4,145 61,899 SH   DFND 1 61,899 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 15,547 322,422 SH   DFND 1 322,422 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,360 28,200 SH   SOLE 3 28,200 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,833 38,020 SH   SOLE   0 38,020 0
ARES CAP CORP NOTE 5.125% 04010LAD5 5,089 5,000,000 PRN   DFND 1 5,000,000 0 0
ARROW ELECTRS INC COM 042735100 2,882 51,653 SH   DFND 1 51,653 0 0
ASHLAND INC NEW COM 044209104 4,344 35,635 SH   DFND 1 35,635 0 0
ASSURANT INC COM 04621X108 2,496 37,247 SH   DFND 1 37,247 0 0
AT&T INC COM 00206R102 129,591 3,648,392 SH   DFND 1 3,648,392 0 0
AT&T INC COM 00206R102 11,148 313,861 SH   SOLE 3 313,861 0 0
ATLAS AIR WORLDWIDE HLDGS NOTE 2.25% 049164BH8 3,894 4,000,000 PRN   DFND 1 4,000,000 0 0
ATMEL CORP COM 049513104 782 79,337 SH   SOLE 3 79,337 0 0
AU OPTRONICS CORP SPONSORED A 002255107 72 16,221 SH   DFND 1 16,221 0 0
AUTODESK INC COM 052769106 5,705 113,921 SH   DFND 1 113,921 0 0
AUTOLIV INC COM 052800109 5,545 47,491 SH   DFND 1 47,491 0 0
AUTOMATIC DATA PROCESSING COM 053015103 19,679 245,288 SH   DFND 1 245,288 0 0
AUTOMATIC DATA PROCESSING COM 053015103 2,070 25,800 SH   SOLE 3 25,800 0 0
AUTONATION INC COM 05329W102 2,400 38,105 SH   DFND 1 38,105 0 0
AUTOZONE INC COM 053332102 11,045 16,561 SH   DFND 1 16,561 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 17,515 131,761 SH   DFND 1 131,761 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,675 12,600 SH   SOLE 3 12,600 0 0
AVALONBAY CMNTYS INC COM 053484101 10,859 67,925 SH   DFND 1 67,925 0 0
AVERY DENNISON CORP COM 053611109 2,968 48,697 SH   DFND 1 48,697 0 0
AVNET INC COM 053807103 3,011 73,248 SH   DFND 1 73,248 0 0
AVON PRODS INC COM 054303102 1,607 256,672 SH   DFND 1 256,672 0 0
AVON PRODS INC COM 054303102 282 45,030 SH   SOLE 3 45,030 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,519 47,194 SH   DFND 1 47,194 0 0
B/E AEROSPACE INC COM 073302101 4,287 78,092 SH   DFND 1 78,092 0 0
BAIDU INC SPON ADR RE 056752108 1,593 8,000 SH   DFND 1 8,000 0 0
BAKER HUGHES INC COM 057224107 13,788 223,461 SH   DFND 1 223,461 0 0
BAKER HUGHES INC COM 057224107 4,924 79,800 SH   SOLE 3 79,800 0 0
BALL CORP COM 058498106 5,018 71,534 SH   DFND 1 71,534 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 502 54,753 SH   DFND 1 54,753 0 0
BANK AMER CORP COM 060505104 97,413 5,723,468 SH   DFND 1 5,723,468 0 0
BANK AMER CORP COM 060505104 11,346 666,620 SH   SOLE 3 666,620 0 0
BANK AMER CORP COM 060505104 565 33,175 SH   SOLE   0 33,175 0
BANK MONTREAL QUE COM 063671101 20,090 337,305 SH   DFND 1 337,305 0 0
BANK N S HALIFAX COM 064149107 32,403 624,712 SH   DFND 1 624,712 0 0
BANK NEW YORK MELLON CORP COM 064058100 24,570 585,427 SH   DFND 1 585,427 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,535 36,572 SH   SOLE 3 36,572 0 0
BARD C R INC COM 067383109 6,368 37,305 SH   DFND 1 37,305 0 0
BARRICK GOLD CORP COM 067901108 6,637 617,815 SH   DFND 1 617,815 0 0
BARRICK GOLD CORP COM 067901108 2,445 229,337 SH   SOLE 3 229,337 0 0
BAXTER INTL INC COM 071813109 13,277 349,485 SH   DFND 1 349,485 0 0
BAXTER INTL INC COM 071813109 771 20,301 SH   SOLE 3 20,301 0 0
BAYTEX ENERGY CORP COM 07317Q105 297 19,041 SH   SOLE 3 19,041 0 0
BB&T CORP COM 054937107 14,978 371,572 SH   DFND 1 371,572 0 0
BB&T CORP COM 054937107 1,209 30,000 SH   SOLE 3 30,000 0 0
BCE INC COM NEW 05534B760 6,274 146,904 SH   DFND 1 146,904 0 0
BECTON DICKINSON & CO COM 075887109 15,209 107,373 SH   DFND 1 107,373 0 0
BECTON DICKINSON & CO COM 075887109 1,445 10,200 SH   SOLE 3 10,200 0 0
BED BATH & BEYOND INC COM 075896100 6,194 89,787 SH   DFND 1 89,787 0 0
BED BATH & BEYOND INC COM 075896100 690 10,000 SH   SOLE 3 10,000 0 0
BEMIS INC COM 081437105 2,362 52,471 SH   DFND 1 52,471 0 0
BERKLEY W R CORP COM 084423102 2,879 55,446 SH   DFND 1 55,446 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 53,466 261 SH   DFND 1 261 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 79,680 585,408 SH   DFND 1 585,408 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,155 89,300 SH   SOLE 3 89,300 0 0
BEST BUY INC COM 086516101 4,810 147,508 SH   DFND 1 147,508 0 0
BEST BUY INC COM 086516101 673 20,628 SH   SOLE 3 20,628 0 0
BIOGEN INC COM 09062X103 53,384 132,158 SH   DFND 1 132,158 0 0
BIOGEN INC COM 09062X103 4,686 11,600 SH   SOLE 3 11,600 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 10,962 80,146 SH   DFND 1 80,146 0 0
BIOMED REALTY TRUST INC COM 09063H107 916 47,355 SH   DFND 1 47,355 0 0
BLACKBERRY LTD COM 09228F103 2,242 272,916 SH   DFND 1 272,916 0 0
BLACKBERRY LTD COM 09228F103 1,876 229,337 SH   SOLE 3 229,337 0 0
BLACKROCK INC COM 09247X101 22,298 64,448 SH   DFND 1 64,448 0 0
BLACKROCK INC COM 09247X101 2,975 8,600 SH   SOLE 3 8,600 0 0
BLOCK H & R INC COM 093671105 4,334 146,172 SH   DFND 1 146,172 0 0
BOEING CO COM 097023105 102,347 737,794 SH   DFND 1 737,794 0 0
BOEING CO COM 097023105 4,439 32,000 SH   SOLE 3 32,000 0 0
BORGWARNER INC COM 099724106 6,676 117,454 SH   DFND 1 117,454 0 0
BOSTON PROPERTIES INC COM 101121101 9,560 78,979 SH   DFND 1 78,979 0 0
BOSTON PROPERTIES INC COM 101121101 13,544 111,900 SH   SOLE 3 111,900 0 0
BOSTON SCIENTIFIC CORP COM 101137107 12,138 685,760 SH   DFND 1 685,760 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,149 64,900 SH   SOLE 3 64,900 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 59,182 889,417 SH   DFND 1 889,417 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 7,785 117,000 SH   SOLE 3 117,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,215 33,295 SH   SOLE   0 33,295 0
BROADCOM CORP CL A 111320107 17,601 341,828 SH   DFND 1 341,828 0 0
BROADCOM CORP CL A 111320107 1,375 26,700 SH   SOLE 3 26,700 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 3,200 63,985 SH   DFND 1 63,985 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 16,119 459,236 SH   DFND 1 459,236 0 0
BROWN & BROWN INC COM 115236101 2,111 64,250 SH   DFND 1 64,250 0 0
BROWN FORMAN CORP CL B 115637209 6,389 63,774 SH   DFND 1 63,774 0 0
BUNGE LIMITED COM G16962105 6,382 72,687 SH   DFND 1 72,687 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,822 77,287 SH   DFND 1 77,287 0 0
CA INC COM 12673P105 4,859 165,882 SH   DFND 1 165,882 0 0
CA INC COM 12673P105 879 30,000 SH   SOLE 3 30,000 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 2,472 103,276 SH   DFND 1 103,276 0 0
CABOT OIL & GAS CORP COM 127097103 6,568 208,239 SH   DFND 1 208,239 0 0
CALIFORNIA RES CORP COM 13057Q107 68 11,327 SH   DFND 1 11,327 0 0
CALPINE CORP COM NEW 131347304 3,000 166,774 SH   DFND 1 166,774 0 0
CAMECO CORP COM 13321L108 3,008 209,453 SH   DFND 1 209,453 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,348 102,113 SH   DFND 1 102,113 0 0
CAMPBELL SOUP CO COM 134429109 4,577 96,064 SH   DFND 1 96,064 0 0
CAMPBELL SOUP CO COM 134429109 2,010 42,193 SH   SOLE 3 42,193 0 0
CAMPBELL SOUP CO COM 134429109 967 20,300 SH   SOLE   0 20,300 0
CANADIAN NAT RES LTD COM 136385101 15,482 567,232 SH   DFND 1 567,232 0 0
CANADIAN NATL RY CO COM 136375102 23,364 402,667 SH   DFND 1 402,667 0 0
CANADIAN PAC RY LTD COM 13645T100 12,587 78,208 SH   DFND 1 78,208 0 0
CANADIAN PAC RY LTD COM 13645T100 424 2,635 SH   SOLE   0 2,635 0
CAPITAL ONE FINL CORP COM 14040H105 27,878 316,898 SH   DFND 1 316,898 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,375 27,000 SH   SOLE 3 27,000 0 0
CARDINAL HEALTH INC COM 14149Y108 14,318 171,166 SH   DFND 1 171,166 0 0
CARDINAL HEALTH INC COM 14149Y108 1,355 16,200 SH   SOLE 3 16,200 0 0
CARMAX INC COM 143130102 7,216 108,987 SH   DFND 1 108,987 0 0
CARNIVAL CORP PAIRED CTF 143658300 11,950 241,961 SH   DFND 1 241,961 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,170 43,939 SH   SOLE 3 43,939 0 0
CATAMARAN CORP COM 148887102 6,400 104,209 SH   DFND 1 104,209 0 0
CATERPILLAR INC DEL COM 149123101 30,576 360,482 SH   DFND 1 360,482 0 0
CATERPILLAR INC DEL COM 149123101 8,852 104,361 SH   SOLE 3 104,361 0 0
CBRE GROUP INC CL A 12504L109 5,248 141,829 SH   DFND 1 141,829 0 0
CBS CORP NEW CL B 124857202 15,548 280,140 SH   DFND 1 280,140 0 0
CBS CORP NEW CL B 124857202 2,076 37,400 SH   SOLE 3 37,400 0 0
CDK GLOBAL INC COM 12508E101 4,558 84,435 SH   DFND 1 84,435 0 0
CDN IMPERIAL BK COMM TORON COM 136069101 16,693 225,255 SH   DFND 1 225,255 0 0
CELANESE CORP DEL COM SER A 150870103 7,719 107,388 SH   DFND 1 107,388 0 0
CELGENE CORP COM 151020104 47,934 414,156 SH   DFND 1 414,156 0 0
CELGENE CORP COM 151020104 4,525 39,100 SH   SOLE 3 39,100 0 0
CELGENE CORP COM 151020104 1,291 11,150 SH   SOLE   0 11,150 0
CEMEX SAB DE CV SPON ADR NE 151290889 213 23,265 SH   DFND 1 23,265 0 0
CEMEX SAB DE CV NOTE 3.25% 151290BB8 35,396 30,750,000 PRN   DFND 1 30,750,000 0 0
CENOVUS ENERGY INC COM 15135U109 7,502 466,621 SH   DFND 1 466,621 0 0
CENOVUS ENERGY INC COM 15135U109 406 25,388 SH   SOLE 3 25,388 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,288 225,325 SH   DFND 1 225,325 0 0
CENTURYLINK INC COM 156700106 9,392 319,669 SH   DFND 1 319,669 0 0
CERNER CORP COM 156782104 10,523 152,376 SH   DFND 1 152,376 0 0
CF INDS HLDGS INC COM 125269100 12,310 191,510 SH   DFND 1 191,510 0 0
CHART INDS INC COM PAR $0. 16115Q308 715 20,000 SH   SOLE 3 20,000 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 6,255 36,526 SH   DFND 1 36,526 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 5,626 70,725 SH   DFND 1 70,725 0 0
CHENIERE ENERGY INC COM NEW 16411R208 8,525 123,089 SH   DFND 1 123,089 0 0
CHENIERE ENERGY INC NOTE 4.25% 16411RAG4 15,064 20,000,000 PRN   DFND 1 20,000,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 4,517 404,426 SH   DFND 1 404,426 0 0
CHEVRON CORP NEW COM 166764100 101,399 1,051,091 SH   DFND 1 1,051,091 0 0
CHEVRON CORP NEW COM 166764100 9,811 101,700 SH   SOLE 3 101,700 0 0
CHEVRON CORP NEW COM 166764100 1,476 15,300 SH   SOLE   0 15,300 0
CHICAGO BRIDGE & IRON CO N COM 167250109 2,855 57,045 SH   DFND 1 57,045 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 600 12,000 SH   SOLE 3 12,000 0 0
CHINA DISTANCE ED HLDGS LT SPONS ADR 16944W104 1,665 103,781 SH   DFND 1 103,781 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 9,709 16,048 SH   DFND 1 16,048 0 0
CHUBB CORP COM 171232101 12,222 128,463 SH   DFND 1 128,463 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 266 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 5,435 66,986 SH   DFND 1 66,986 0 0
CIGNA CORPORATION COM 125509109 25,885 159,787 SH   DFND 1 159,787 0 0
CIGNA CORPORATION COM 125509109 2,398 14,800 SH   SOLE 3 14,800 0 0
CIMAREX ENERGY CO COM 171798101 5,207 47,200 SH   DFND 1 47,200 0 0
CINCINNATI FINL CORP COM 172062101 3,793 75,584 SH   DFND 1 75,584 0 0
CINTAS CORP COM 172908105 4,413 52,173 SH   DFND 1 52,173 0 0
CISCO SYS INC COM 17275R102 103,667 3,775,215 SH   DFND 1 3,775,215 0 0
CISCO SYS INC COM 17275R102 7,177 261,352 SH   SOLE 3 261,352 0 0
CIT GROUP INC COM NEW 125581801 4,284 92,158 SH   DFND 1 92,158 0 0
CITIGROUP INC COM NEW 172967424 92,430 1,673,235 SH   DFND 1 1,673,235 0 0
CITIGROUP INC COM NEW 172967424 11,401 206,394 SH   SOLE 3 206,394 0 0
CITIZENS FINL GROUP INC COM 174610105 4,207 154,044 SH   DFND 1 154,044 0 0
CITRIX SYS INC COM 177376100 5,824 83,015 SH   DFND 1 83,015 0 0
CITRIX SYS INC COM 177376100 702 10,000 SH   SOLE 3 10,000 0 0
CITRIX SYS INC NOTE 0.50% 177376AD2 28,620 27,000,000 PRN   DFND 1 27,000,000 0 0
CITY NATL CORP COM 178566105 2,237 24,746 SH   DFND 1 24,746 0 0
CLIFFS NAT RES INC COM 18683K101 59 13,680 SH   DFND 1 13,680 0 0
CLIFFS NAT RES INC COM 18683K101 112 25,867 SH   SOLE 3 25,867 0 0
CLOROX CO DEL COM 189054109 7,026 67,541 SH   DFND 1 67,541 0 0
CME GROUP INC COM 12572Q105 37,188 399,614 SH   DFND 1 399,614 0 0
CME GROUP INC COM 12572Q105 1,442 15,500 SH   SOLE 3 15,500 0 0
CMS ENERGY CORP COM 125896100 4,589 144,134 SH   DFND 1 144,134 0 0
CNA FINL CORP COM 126117100 538 14,085 SH   DFND 1 14,085 0 0
CNH INDL N V SHS N20944109 5,339 583,775 SH   DFND 1 583,775 0 0
CNH INDL N V SHS N20944109 915 100,000 SH   SOLE   0 100,000 0
COACH INC COM 189754104 4,992 144,250 SH   DFND 1 144,250 0 0
COACH INC COM 189754104 791 22,867 SH   SOLE 3 22,867 0 0
COBALT INTL ENERGY INC COM 19075F106 1,732 178,363 SH   DFND 1 178,363 0 0
COCA COLA CO COM 191216100 88,225 2,248,925 SH   DFND 1 2,248,925 0 0
COCA COLA CO COM 191216100 11,756 299,679 SH   SOLE 3 299,679 0 0
COCA COLA CO COM 191216100 2,374 60,520 SH   SOLE   0 60,520 0
COCA COLA ENTERPRISES INC COM 19122T109 7,188 165,463 SH   DFND 1 165,463 0 0
COEUR MNG INC COM NEW 192108504 343 60,000 SH   SOLE 3 60,000 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 19,196 314,225 SH   DFND 1 314,225 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 1,820 29,800 SH   SOLE 3 29,800 0 0
COLFAX CORP COM 194014106 2,591 56,144 SH   DFND 1 56,144 0 0
COLGATE PALMOLIVE CO COM 194162103 30,839 471,469 SH   DFND 1 471,469 0 0
COLGATE PALMOLIVE CO COM 194162103 2,767 42,300 SH   SOLE 3 42,300 0 0
COLGATE PALMOLIVE CO COM 194162103 1,960 29,960 SH   SOLE   0 29,960 0
COMCAST CORP NEW CL A 20030N101 73,674 1,225,047 SH   DFND 1 1,225,047 0 0
COMCAST CORP NEW CL A 20030N101 7,451 123,900 SH   SOLE 3 123,900 0 0
COMCAST CORP NEW CL A SPL 20030N200 11,919 198,848 SH   DFND 1 198,848 0 0
COMERICA INC COM 200340107 4,884 95,168 SH   DFND 1 95,168 0 0
COMMERCE BANCSHARES INC COM 200525103 2,260 48,327 SH   DFND 1 48,327 0 0
COMMUNICATIONS SALES&LEAS COM 20341J104 1,600 64,712 SH   DFND 1 64,712 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 59 15,368 SH   DFND 1 15,368 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 24 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 283 27,232 SH   DFND 1 27,232 0 0
COMPUTER SCIENCES CORP COM 205363104 4,874 74,247 SH   DFND 1 74,247 0 0
CONAGRA FOODS INC COM 205887102 11,481 262,611 SH   DFND 1 262,611 0 0
CONAGRA FOODS INC COM 205887102 700 16,000 SH   SOLE 3 16,000 0 0
CONCHO RES INC COM 20605P101 7,018 61,634 SH   DFND 1 61,634 0 0
CONOCOPHILLIPS COM 20825C104 71,510 1,164,473 SH   DFND 1 1,164,473 0 0
CONOCOPHILLIPS COM 20825C104 4,864 79,210 SH   SOLE 3 79,210 0 0
CONSOL ENERGY INC COM 20854P109 2,642 121,546 SH   DFND 1 121,546 0 0
CONSOLIDATED EDISON INC COM 209115104 8,687 150,091 SH   DFND 1 150,091 0 0
CONSTELLATION BRANDS INC CL A 21036P108 9,745 83,998 SH   DFND 1 83,998 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,005 47,309 SH   DFND 1 47,309 0 0
CORE LABORATORIES N V COM N22717107 2,628 23,042 SH   DFND 1 23,042 0 0
CORNING INC COM 219350105 14,913 755,873 SH   DFND 1 755,873 0 0
CORNING INC COM 219350105 4,927 249,746 SH   SOLE 3 249,746 0 0
COSTCO WHSL CORP NEW COM 22160K105 30,656 226,984 SH   DFND 1 226,984 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,904 21,500 SH   SOLE 3 21,500 0 0
CREDICORP LTD COM G2519Y108 1,365 9,829 SH   DFND 1 9,829 0 0
CREE INC COM 225447101 1,509 57,978 SH   DFND 1 57,978 0 0
CRESCENT PT ENERGY CORP COM 22576C101 4,752 230,599 SH   DFND 1 230,599 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 13,928 173,453 SH   DFND 1 173,453 0 0
CSX CORP COM 126408103 18,610 569,995 SH   DFND 1 569,995 0 0
CSX CORP COM 126408103 1,580 48,400 SH   SOLE 3 48,400 0 0
CTRIP COM INTL LTD NOTE 1.25%1 22943FAD2 25,243 22,000,000 PRN   DFND 1 22,000,000 0 0
CUMMINS INC COM 231021106 13,050 99,476 SH   DFND 1 99,476 0 0
CUMMINS INC COM 231021106 1,758 13,400 SH   SOLE   0 13,400 0
CVS HEALTH CORP COM 126650100 66,798 636,903 SH   DFND 1 636,903 0 0
CVS HEALTH CORP COM 126650100 6,261 59,700 SH   SOLE 3 59,700 0 0
CVS HEALTH CORP COM 126650100 2,813 26,820 SH   SOLE   0 26,820 0
D R HORTON INC COM 23331A109 4,827 176,431 SH   DFND 1 176,431 0 0
DANAHER CORP DEL COM 235851102 26,296 307,235 SH   DFND 1 307,235 0 0
DANAHER CORP DEL COM 235851102 3,073 35,900 SH   SOLE 3 35,900 0 0
DARDEN RESTAURANTS INC COM 237194105 5,839 82,152 SH   DFND 1 82,152 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 8,783 110,514 SH   DFND 1 110,514 0 0
DEERE & CO COM 244199105 19,698 202,971 SH   DFND 1 202,971 0 0
DEERE & CO COM 244199105 514 5,296 SH   SOLE 3 5,296 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 12,808 150,528 SH   DFND 1 150,528 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,395 106,980 SH   DFND 1 106,980 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,651 40,200 SH   SOLE 3 40,200 0 0
DENTSPLY INTL INC NEW COM 249030107 3,857 74,819 SH   DFND 1 74,819 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 26,690 881,526 SH   DFND 1 881,526 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23,497 776,036 SH   SOLE 3 776,036 0 0
DEVON ENERGY CORP NEW COM 25179M103 12,596 211,741 SH   DFND 1 211,741 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,594 26,798 SH   SOLE 3 26,798 0 0
DEVRY INC DEL COM 251893103 600 20,000 SH   SOLE 3 20,000 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 1,395 54,064 SH   DFND 1 54,064 0 0
DICKS SPORTING GOODS INC COM 253393102 828 16,000 SH   SOLE 3 16,000 0 0
DIGITAL RLTY TR INC COM 253868103 5,691 85,347 SH   DFND 1 85,347 0 0
DIRECTV COM 25490A309 27,608 297,537 SH   DFND 1 297,537 0 0
DIRECTV COM 25490A309 204 2,200 SH   SOLE 3 2,200 0 0
DISCOVER FINL SVCS COM 254709108 19,716 342,176 SH   DFND 1 342,176 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,611 78,510 SH   DFND 1 78,510 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,510 145,122 SH   DFND 1 145,122 0 0
DISH NETWORK CORP CL A 25470M109 7,143 105,495 SH   DFND 1 105,495 0 0
DISNEY WALT CO COM DISNEY 254687106 101,939 893,109 SH   DFND 1 893,109 0 0
DISNEY WALT CO COM DISNEY 254687106 10,311 90,340 SH   SOLE 3 90,340 0 0
DISNEY WALT CO COM DISNEY 254687106 1,935 16,950 SH   SOLE   0 16,950 0
DOLLAR GEN CORP NEW COM 256677105 11,320 145,612 SH   DFND 1 145,612 0 0
DOLLAR TREE INC COM 256746108 8,406 106,414 SH   DFND 1 106,414 0 0
DOMINION RES INC VA NEW COM 25746U109 20,327 303,978 SH   DFND 1 303,978 0 0
DOMINION RES INC VA NEW COM 25746U109 729 10,900 SH   SOLE 3 10,900 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 2,853 53,000 SH   DFND 1 53,000 0 0
DOVER CORP COM 260003108 7,770 110,717 SH   DFND 1 110,717 0 0
DOW CHEM CO COM 260543103 32,141 628,128 SH   DFND 1 628,128 0 0
DOW CHEM CO COM 260543103 7,031 137,400 SH   SOLE 3 137,400 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 7,121 97,685 SH   DFND 1 97,685 0 0
DR REDDYS LABS LTD ADR 256135203 1,582 28,606 SH   SOLE   0 28,606 0
DST SYS INC DEL COM 233326107 2,306 18,307 SH   DFND 1 18,307 0 0
DTE ENERGY CO COM 233331107 8,608 115,323 SH   DFND 1 115,323 0 0
DU PONT E I DE NEMOURS & C COM 263534109 28,411 467,670 SH   DFND 1 467,670 0 0
DU PONT E I DE NEMOURS & C COM 263534109 2,685 44,200 SH   SOLE 3 44,200 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 26,551 375,969 SH   DFND 1 375,969 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 219 3,100 SH   SOLE 3 3,100 0 0
DUKE REALTY CORP COM NEW 264411505 3,369 181,433 SH   DFND 1 181,433 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 2,369 19,419 SH   DFND 1 19,419 0 0
E M C CORP MASS COM 268648102 29,020 1,099,650 SH   DFND 1 1,099,650 0 0
E M C CORP MASS COM 268648102 3,209 121,586 SH   SOLE 3 121,586 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 375 12,505 SH   DFND 1 12,505 0 0
EASTGROUP PPTY INC COM 277276101 42,185 750,224 SH   DFND 1 750,224 0 0
EASTMAN CHEM CO COM 277432100 8,507 103,969 SH   DFND 1 103,969 0 0
EATON CORP PLC SHS G29183103 18,366 272,129 SH   DFND 1 272,129 0 0
EATON CORP PLC SHS G29183103 1,566 23,200 SH   SOLE 3 23,200 0 0
EATON CORP PLC SHS G29183103 1,623 24,050 SH   SOLE   0 24,050 0
EBAY INC COM 278642103 34,298 569,359 SH   DFND 1 569,359 0 0
EBAY INC COM 278642103 5,259 87,301 SH   SOLE 3 87,301 0 0
ECOLAB INC COM 278865100 15,813 139,850 SH   DFND 1 139,850 0 0
EDISON INTL COM 281020107 9,357 168,351 SH   DFND 1 168,351 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,659 67,816 SH   DFND 1 67,816 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,591 381,648 SH   DFND 1 381,648 0 0
ELDORADO GOLD CORP NEW COM 284902103 282 67,602 SH   SOLE 3 67,602 0 0
ELECTRONIC ARTS INC COM 285512109 10,292 154,773 SH   DFND 1 154,773 0 0
ELECTRONIC ARTS INC COM 285512109 924 13,900 SH   SOLE 3 13,900 0 0
EMERSON ELEC CO COM 291011104 19,250 347,277 SH   DFND 1 347,277 0 0
EMERSON ELEC CO COM 291011104 2,744 49,500 SH   SOLE 3 49,500 0 0
ENBRIDGE INC COM 29250N105 20,723 440,843 SH   DFND 1 440,843 0 0
ENCANA CORP COM 292505104 5,278 476,679 SH   DFND 1 476,679 0 0
ENCANA CORP COM 292505104 570 51,735 SH   SOLE 3 51,735 0 0
ENCORE CAP GROUP INC NOTE 3.00% 292554AF9 6,477 6,000,000 PRN   DFND 1 6,000,000 0 0
ENDO INTL PLC SHS G30401106 8,174 102,618 SH   DFND 1 102,618 0 0
ENDO INTL PLC SHS G30401106 629 7,900 SH   SOLE 3 7,900 0 0
ENERGIZER HLDGS INC COM 29266R108 4,302 32,701 SH   DFND 1 32,701 0 0
ENSCO PLC SHS CLASS A G3157S106 2,760 123,914 SH   DFND 1 123,914 0 0
ENSCO PLC SHS CLASS A G3157S106 223 10,000 SH   SOLE 3 10,000 0 0
ENTERGY CORP NEW COM 29364G103 7,468 105,926 SH   DFND 1 105,926 0 0
EOG RES INC COM 26875P101 24,700 282,121 SH   DFND 1 282,121 0 0
EOG RES INC COM 26875P101 3,222 36,800 SH   SOLE 3 36,800 0 0
EQT CORP COM 26884L109 6,223 76,508 SH   DFND 1 76,508 0 0
EQUIFAX INC COM 294429105 5,888 60,647 SH   DFND 1 60,647 0 0
EQUINIX INC COM PAR $0. 29444U700 7,405 29,155 SH   DFND 1 29,155 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,026 185,641 SH   DFND 1 185,641 0 0
ESSEX PPTY TR INC COM 297178105 7,062 33,232 SH   DFND 1 33,232 0 0
EVEREST RE GROUP LTD COM G3223R108 4,009 22,025 SH   DFND 1 22,025 0 0
EVERSOURCE ENERGY COM 30040W108 7,623 167,873 SH   DFND 1 167,873 0 0
EXELON CORP COM 30161N101 15,568 495,481 SH   DFND 1 495,481 0 0
EXELON CORP COM 30161N101 766 24,382 SH   SOLE 3 24,382 0 0
EXPEDIA INC DEL COM NEW 30212P303 7,343 67,149 SH   DFND 1 67,149 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,570 99,118 SH   DFND 1 99,118 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 38,030 427,593 SH   DFND 1 427,593 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,166 35,600 SH   SOLE 3 35,600 0 0
EXXON MOBIL CORP COM 30231G102 191,000 2,295,677 SH   DFND 1 2,295,677 0 0
EXXON MOBIL CORP COM 30231G102 18,653 224,200 SH   SOLE 3 224,200 0 0
EXXON MOBIL CORP COM 30231G102 907 10,900 SH   SOLE   0 10,900 0
F M C CORP COM NEW 302491303 3,702 70,442 SH   DFND 1 70,442 0 0
F5 NETWORKS INC COM 315616102 4,329 35,968 SH   DFND 1 35,968 0 0
F5 NETWORKS INC COM 315616102 1,811 15,050 SH   SOLE   0 15,050 0
FACEBOOK INC CL A 30303M102 94,844 1,105,800 SH   DFND 1 1,105,800 0 0
FACEBOOK INC CL A 30303M102 8,783 102,400 SH   SOLE 3 102,400 0 0
FAMILY DLR STORES INC COM 307000109 3,960 50,252 SH   DFND 1 50,252 0 0
FAMILY DLR STORES INC COM 307000109 2,041 25,900 SH   SOLE 3 25,900 0 0
FASTENAL CO COM 311900104 5,743 136,165 SH   DFND 1 136,165 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 4,383 34,215 SH   DFND 1 34,215 0 0
FEDEX CORP COM 31428X106 26,601 156,108 SH   DFND 1 156,108 0 0
FEDEX CORP COM 31428X106 2,215 13,000 SH   SOLE 3 13,000 0 0
FIAT CHRYSLER AUTOMOBILES SHS N31738102 8,157 555,211 SH   DFND 1 555,211 0 0
FIAT CHRYSLER AUTOMOBILES SHS N31738102 164 11,290 SH   DFND   11,290 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC N31738110 119 94,500 PRN   DFND   94,500 0 0
FIDELITY NATIONAL FINANCIA FNF GROUP C 31620R303 5,376 145,336 SH   DFND 1 145,336 0 0
FIDELITY NATL INFORMATION COM 31620M106 10,553 170,758 SH   DFND 1 170,758 0 0
FIFTH THIRD BANCORP COM 316773100 9,897 475,379 SH   DFND 1 475,379 0 0
FIFTH THIRD BANCORP COM 316773100 869 41,735 SH   SOLE 3 41,735 0 0
FIRST SOLAR INC COM 336433107 1,737 36,982 SH   DFND 1 36,982 0 0
FIRSTENERGY CORP COM 337932107 7,890 242,388 SH   DFND 1 242,388 0 0
FIRSTENERGY CORP COM 337932107 620 19,041 SH   SOLE 3 19,041 0 0
FISERV INC COM 337738108 10,468 126,374 SH   DFND 1 126,374 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,970 38,253 SH   DFND 1 38,253 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 3,458 305,761 SH   DFND 1 305,761 0 0
FLOWSERVE CORP COM 34354P105 3,819 72,521 SH   DFND 1 72,521 0 0
FLUOR CORP NEW COM 343412102 4,065 76,693 SH   DFND 1 76,693 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,108 123,120 SH   DFND 1 123,120 0 0
FOOT LOCKER INC COM 344849104 5,067 75,621 SH   DFND 1 75,621 0 0
FORD MTR CO DEL COM PAR $0. 345370860 62,832 4,186,037 SH   DFND 1 4,186,037 0 0
FORD MTR CO DEL COM PAR $0. 345370860 4,764 317,369 SH   SOLE 3 317,369 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 3,808 83,097 SH   DFND 1 83,097 0 0
FOSSIL GROUP INC COM 34988V106 1,715 24,728 SH   DFND 1 24,728 0 0
FRANCO NEVADA CORP COM 351858105 3,934 82,082 SH   DFND 1 82,082 0 0
FRANCO NEVADA CORP COM 351858105 953 20,000 SH   SOLE 3 20,000 0 0
FRANKLIN RES INC COM 354613101 10,316 210,406 SH   DFND 1 210,406 0 0
FREEPORT-MCMORAN INC CL B 35671D857 11,209 602,008 SH   DFND 1 602,008 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,881 101,000 SH   SOLE 3 101,000 0 0
FRONTIER COMMUNICATIONS CO COM 35906A108 2,861 577,883 SH   DFND 1 577,883 0 0
FRONTIER COMMUNICATIONS CO PFD CONV SE 35906A207 4,995 50,000 SH   DFND 1 50,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,064 85,927 SH   DFND 1 85,927 0 0
GAMESTOP CORP NEW CL A 36467W109 2,564 59,679 SH   DFND 1 59,679 0 0
GAP INC DEL COM 364760108 4,645 121,694 SH   DFND 1 121,694 0 0
GARMIN LTD SHS H2906T109 2,531 57,614 SH   DFND 1 57,614 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 905 45,867 SH   SOLE 3 45,867 0 0
GENERAL DYNAMICS CORP COM 369550108 937 6,610 SH   DFND 1 6,610 0 0
GENERAL ELECTRIC CO COM 369604103 151,704 5,709,611 SH   DFND 1 5,709,611 0 0
GENERAL ELECTRIC CO COM 369604103 16,965 638,495 SH   SOLE 3 638,495 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 58,127 2,265,287 SH   DFND 1 2,265,287 0 0
GENERAL MLS INC COM 370334104 18,264 327,778 SH   DFND 1 327,778 0 0
GENERAL MLS INC COM 370334104 5,117 91,829 SH   SOLE 3 91,829 0 0
GENERAL MTRS CO COM 37045V100 27,576 827,351 SH   DFND 1 827,351 0 0
GENERAL MTRS CO COM 37045V100 3,664 109,934 SH   SOLE 3 109,934 0 0
GENTEX CORP COM 371901109 2,533 154,278 SH   DFND 1 154,278 0 0
GENUINE PARTS CO COM 372460105 6,933 77,436 SH   DFND 1 77,436 0 0
GENWORTH FINL INC COM CL A 37247D106 3,008 397,350 SH   DFND 1 397,350 0 0
GERDAU S A SPONSORED A 373737105 42 17,300 SH   DFND 1 17,300 0 0
GILEAD SCIENCES INC COM 375558103 115,933 990,200 SH   DFND 1 990,200 0 0
GILEAD SCIENCES INC COM 375558103 10,572 90,300 SH   SOLE 3 90,300 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 1,289 250,000 PRN   DFND 1 250,000 0 0
GOLDCORP INC NEW COM 380956409 6,681 409,027 SH   DFND 1 409,027 0 0
GOLDCORP INC NEW COM 380956409 3,654 225,536 SH   SOLE 3 225,536 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 49,591 237,515 SH   DFND 1 237,515 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,326 39,878 SH   SOLE 3 39,878 0 0
GOOGLE INC CL A 38259P508 83,709 155,006 SH   DFND 1 155,006 0 0
GOOGLE INC CL A 38259P508 9,667 17,900 SH   SOLE 3 17,900 0 0
GOOGLE INC CL A 38259P508 335 620 SH   SOLE   0 620 0
GOOGLE INC CL C 38259P706 80,958 155,536 SH   DFND 1 155,536 0 0
GOOGLE INC CL C 38259P706 10,838 20,821 SH   SOLE 3 20,821 0 0
GRAINGER W W INC COM 384802104 7,055 29,810 SH   DFND 1 29,810 0 0
GROUPE CGI INC CL A SUB VT 39945C109 5,288 134,617 SH   DFND 1 134,617 0 0
HALLIBURTON CO COM 406216101 22,287 517,463 SH   DFND 1 517,463 0 0
HALLIBURTON CO COM 406216101 4,479 104,000 SH   SOLE 3 104,000 0 0
HANESBRANDS INC COM 410345102 6,316 189,566 SH   DFND 1 189,566 0 0
HARLEY DAVIDSON INC COM 412822108 6,050 107,363 SH   DFND 1 107,363 0 0
HARMAN INTL INDS INC COM 413086109 4,338 36,472 SH   DFND 1 36,472 0 0
HARMAN INTL INDS INC COM 413086109 2,617 22,000 SH   SOLE 3 22,000 0 0
HARRIS CORP DEL COM 413875105 4,753 61,797 SH   DFND 1 61,797 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 11,679 280,938 SH   DFND 1 280,938 0 0
HASBRO INC COM 418056107 4,465 59,703 SH   DFND 1 59,703 0 0
HCA HOLDINGS INC COM 40412C101 14,985 165,178 SH   DFND 1 165,178 0 0
HCA HOLDINGS INC COM 40412C101 1,306 14,400 SH   SOLE 3 14,400 0 0
HCP INC COM 40414L109 9,452 259,176 SH   DFND 1 259,176 0 0
HEALTH CARE REIT INC COM 42217K106 11,744 178,935 SH   DFND 1 178,935 0 0
HELMERICH & PAYNE INC COM 423452101 3,765 53,464 SH   DFND 1 53,464 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,743 49,786 SH   DFND 1 49,786 0 0
HERSHEY CO COM 427866108 7,346 82,702 SH   DFND 1 82,702 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 4,273 235,790 SH   DFND 1 235,790 0 0
HESS CORP COM 42809H107 10,562 157,932 SH   DFND 1 157,932 0 0
HESS CORP COM 42809H107 976 14,600 SH   SOLE 3 14,600 0 0
HEWLETT PACKARD CO COM 428236103 30,999 1,032,969 SH   DFND 1 1,032,969 0 0
HEWLETT PACKARD CO COM 428236103 4,053 135,069 SH   SOLE 3 135,069 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 7,327 265,963 SH   DFND 1 265,963 0 0
HOLLYFRONTIER CORP COM 436106108 4,370 102,358 SH   DFND 1 102,358 0 0
HOLOGIC INC FRNT 2.00%1 436440AB7 5,446 3,250,000 PRN   DFND 1 3,250,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 26,704 22,000,000 PRN   DFND 1 22,000,000 0 0
HOME DEPOT INC COM 437076102 112,989 1,016,724 SH   DFND 1 1,016,724 0 0
HOME DEPOT INC COM 437076102 13,536 121,800 SH   SOLE 3 121,800 0 0
HONEYWELL INTL INC COM 438516106 76,973 754,860 SH   DFND 1 754,860 0 0
HONEYWELL INTL INC COM 438516106 15,000 147,100 SH   SOLE 3 147,100 0 0
HORMEL FOODS CORP COM 440452100 4,087 72,500 SH   DFND 1 72,500 0 0
HOSPIRA INC COM 441060100 7,830 88,268 SH   DFND 1 88,268 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 2,297 79,714 SH   DFND 1 79,714 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,277 467,828 SH   DFND 1 467,828 0 0
HUDSON CITY BANCORP COM 443683107 2,310 233,762 SH   DFND 1 233,762 0 0
HUMANA INC COM 444859102 18,080 94,522 SH   DFND 1 94,522 0 0
HUMANA INC COM 444859102 2,123 11,100 SH   SOLE 3 11,100 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,998 48,701 SH   DFND 1 48,701 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,816 425,853 SH   DFND 1 425,853 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 3,033 38,073 SH   DFND 1 38,073 0 0
IAMGOLD CORP COM 450913108 280 140,000 SH   SOLE 3 140,000 0 0
IHS INC CL A 451734107 4,571 35,537 SH   DFND 1 35,537 0 0
ILLINOIS TOOL WKS INC COM 452308109 15,805 172,191 SH   DFND 1 172,191 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,560 17,000 SH   SOLE 3 17,000 0 0
ILLUMINA INC COM 452327109 16,044 73,474 SH   DFND 1 73,474 0 0
ILLUMINA INC NOTE 6/1 452327AF6 37,376 32,000,000 PRN   DFND 1 32,000,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,326 137,188 SH   DFND 1 137,188 0 0
INCYTE CORP COM 45337C102 7,601 72,940 SH   DFND 1 72,940 0 0
INFOSYS LTD SPONSORED A 456788108 2,973 187,544 SH   DFND 1 187,544 0 0
INGERSOLL-RAND PLC SHS G47791101 9,236 136,997 SH   DFND 1 136,997 0 0
INSULET CORP NOTE 2.00% 45784PAD3 4,820 4,000,000 PRN   DFND 1 4,000,000 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 10,946 9,000,000 PRN   DFND 1 9,000,000 0 0
INTEL CORP COM 458140100 79,243 2,604,976 SH   DFND 1 2,604,976 0 0
INTEL CORP COM 458140100 8,526 280,289 SH   SOLE 3 280,289 0 0
INTEL CORP SDCV 3.25% 458140AF7 24,724 16,250,000 PRN   DFND 1 16,250,000 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 12,966 57,984 SH   DFND 1 57,984 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 1,230 5,500 SH   SOLE 3 5,500 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 89,599 550,835 SH   DFND 1 550,835 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 10,638 65,402 SH   SOLE 3 65,402 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 4,660 42,639 SH   DFND 1 42,639 0 0
INTERNATIONAL GAME TECHNOL SHS USD G4863A108 632 35,563 SH   DFND 1 35,563 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,257 220,916 SH   DFND 1 220,916 0 0
INTL PAPER CO COM 460146103 12,901 271,093 SH   DFND 1 271,093 0 0
INTREPID POTASH INC COM 46121Y102 341 28,561 SH   SOLE 3 28,561 0 0
INTUIT COM 461202103 13,749 136,443 SH   DFND 1 136,443 0 0
INTUIT COM 461202103 1,350 13,400 SH   SOLE 3 13,400 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 9,135 18,854 SH   DFND 1 18,854 0 0
INVESCO LTD SHS G491BT108 8,399 224,028 SH   DFND 1 224,028 0 0
IRON MTN INC NEW COM 46284V101 3,064 98,853 SH   DFND 1 98,853 0 0
ISHARES MSCI SINGAP 464286673 11,659 927,500 SH   SOLE   0 927,500 0
ISHARES TR MSCI EMG MK 464287234 1,986 50,130 SH   DFND 1 50,130 0 0
ISHARES TR RUSSELL 300 464287689 65,474 528,105 SH   DFND 1 528,105 0 0
ISHARES TR PUT 464287954 251 150,000 SH   DFND 1 150,000 0 0
ISHARES TR MSCI INDONI 46429B309 6,907 298,105 SH   DFND 1 298,105 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 74 10,600 SH   DFND 1 10,600 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 591 53,941 SH   DFND 1 53,941 0 0
JABIL CIRCUIT INC COM 466313103 3,279 154,031 SH   DFND 1 154,031 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,844 70,027 SH   DFND 1 70,027 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 812 20,000 SH   SOLE 3 20,000 0 0
JARDEN CORP COM 471109108 4,531 87,551 SH   DFND 1 87,551 0 0
JARDEN CORP NOTE 1.125% 471109AM0 25,134 21,500,000 PRN   DFND 1 21,500,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,858 27,594 SH   DFND 1 27,594 0 0
JDS UNIPHASE CORP DBCV 0.625% 46612JAF8 12,219 12,500,000 PRN   DFND 1 12,500,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875% 472319AG7 5,038 4,900,000 PRN   DFND 1 4,900,000 0 0
JOHNSON & JOHNSON COM 478160104 148,160 1,520,209 SH   DFND 1 1,520,209 0 0
JOHNSON & JOHNSON COM 478160104 16,862 173,016 SH   SOLE 3 173,016 0 0
JOHNSON & JOHNSON COM 478160104 6,211 63,728 SH   SOLE   0 63,728 0
JOHNSON CTLS INC COM 478366107 19,277 389,206 SH   DFND 1 389,206 0 0
JOHNSON CTLS INC COM 478366107 5,589 112,841 SH   SOLE 3 112,841 0 0
JOY GLOBAL INC COM 481165108 1,891 52,243 SH   DFND 1 52,243 0 0
JOY GLOBAL INC COM 481165108 734 20,281 SH   SOLE 3 20,281 0 0
JPMORGAN CHASE & CO COM 46625H100 175,844 2,595,102 SH   DFND 1 2,595,102 0 0
JPMORGAN CHASE & CO COM 46625H100 14,692 216,826 SH   SOLE 3 216,826 0 0
JUNIPER NETWORKS INC COM 48203R104 5,547 213,600 SH   DFND 1 213,600 0 0
JUNIPER NETWORKS INC COM 48203R104 1,191 45,867 SH   SOLE 3 45,867 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 5,231 57,354 SH   DFND 1 57,354 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 244 7,408 SH   DFND 1 7,408 0 0
KB HOME COM 48666K109 996 60,000 SH   SOLE 3 60,000 0 0
KBR INC COM 48242W106 464 23,801 SH   SOLE 3 23,801 0 0
KELLOGG CO COM 487836108 7,984 127,342 SH   DFND 1 127,342 0 0
KELLOGG CO COM 487836108 752 12,000 SH   SOLE 3 12,000 0 0
KELLOGG CO COM 487836108 1,404 22,400 SH   SOLE   0 22,400 0
KEURIG GREEN MTN INC COM 49271M100 4,815 62,833 SH   DFND 1 62,833 0 0
KEURIG GREEN MTN INC COM 49271M100 1,312 17,120 SH   SOLE   0 17,120 0
KEYCORP NEW COM 493267108 6,506 433,174 SH   DFND 1 433,174 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,744 87,991 SH   DFND 1 87,991 0 0
KIMBERLY CLARK CORP COM 494368103 21,958 207,205 SH   DFND 1 207,205 0 0
KIMBERLY CLARK CORP COM 494368103 1,886 17,800 SH   SOLE 3 17,800 0 0
KIMCO REALTY CORP COM 49446R109 4,866 215,883 SH   DFND 1 215,883 0 0
KINDER MORGAN INC DEL COM 49456B101 36,453 949,540 SH   DFND 1 949,540 0 0
KINDER MORGAN INC DEL COM 49456B101 276 7,200 SH   SOLE 3 7,200 0 0
KINROSS GOLD CORP COM NO PAR 496902404 240 103,470 SH   SOLE 3 103,470 0 0
KLA-TENCOR CORP COM 482480100 4,586 81,589 SH   DFND 1 81,589 0 0
KNOWLES CORP COM 49926D109 244 13,491 SH   DFND 1 13,491 0 0
KOHLS CORP COM 500255104 8,062 128,771 SH   DFND 1 128,771 0 0
KOHLS CORP COM 500255104 751 12,000 SH   SOLE 3 12,000 0 0
KOREA ELECTRIC PWR SPONSORED A 500631106 201 9,860 SH   DFND 1 9,860 0 0
KRAFT FOODS GROUP INC COM 50076Q106 31,260 367,164 SH   DFND 1 367,164 0 0
KRAFT FOODS GROUP INC COM 50076Q106 2,444 28,700 SH   SOLE 3 28,700 0 0
KRAFT FOODS GROUP INC COM 50076Q106 1,104 12,966 SH   SOLE   0 12,966 0
KROGER CO COM 501044101 21,471 296,110 SH   DFND 1 296,110 0 0
KROGER CO COM 501044101 1,733 23,900 SH   SOLE 3 23,900 0 0
L BRANDS INC COM 501797104 13,122 153,059 SH   DFND 1 153,059 0 0
L-3 COMMUNICATIONS HLDGS I COM 502424104 207 1,830 SH   DFND 1 1,830 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,042 49,847 SH   DFND 1 49,847 0 0
LAM RESEARCH CORP COM 512807108 6,473 79,572 SH   DFND 1 79,572 0 0
LAM RESEARCH CORP NOTE 1.25% 512807AL2 11,478 8,000,000 PRN   DFND 1 8,000,000 0 0
LAS VEGAS SANDS CORP COM 517834107 10,926 207,836 SH   DFND 1 207,836 0 0
LAS VEGAS SANDS CORP COM 517834107 526 10,000 SH   SOLE 3 10,000 0 0
LAUDER ESTEE COS INC CL A 518439104 9,960 114,935 SH   DFND 1 114,935 0 0
LAUDER ESTEE COS INC CL A 518439104 536 6,190 SH   SOLE   0 6,190 0
LEGG MASON INC COM 524901105 2,824 54,812 SH   DFND 1 54,812 0 0
LEGG MASON INC COM 524901105 4,179 81,107 SH   SOLE 3 81,107 0 0
LEGGETT & PLATT INC COM 524660107 3,529 72,504 SH   DFND 1 72,504 0 0
LENNAR CORP CL A 526057104 4,636 90,822 SH   DFND 1 90,822 0 0
LEUCADIA NATL CORP COM 527288104 4,112 169,342 SH   DFND 1 169,342 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 7,563 143,593 SH   DFND 1 143,593 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 613 12,018 SH   DFND 1 12,018 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,507 29,447 SH   DFND 1 29,447 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 6,309 123,494 SH   DFND 1 123,494 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,130 22,121 SH   SOLE 3 22,121 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 15,232 322,910 SH   DFND 1 322,910 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,568 54,436 SH   SOLE 3 54,436 0 0
LIBERTY INTERACTIVE CORP INT COM SER 53071M104 6,349 228,802 SH   DFND 1 228,802 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 2,836 72,220 SH   DFND 1 72,220 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 1,782 49,440 SH   DFND 1 49,440 0 0
LIBERTY MEDIA CORP DELAWAR COM SER C 531229300 3,540 98,607 SH   DFND 1 98,607 0 0
LIBERTY MEDIA CORP DELAWAR NOTE 1.375% 531229AB8 18,612 20,000,000 PRN   DFND 1 20,000,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,550 79,142 SH   DFND 1 79,142 0 0
LILLY ELI & CO COM 532457108 53,407 639,686 SH   DFND 1 639,686 0 0
LILLY ELI & CO COM 532457108 6,551 78,459 SH   SOLE 3 78,459 0 0
LINCOLN NATL CORP IND COM 534187109 7,754 130,940 SH   DFND 1 130,940 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,398 122,052 SH   DFND 1 122,052 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,803 131,200 SH   SOLE 3 131,200 0 0
LINKEDIN CORP COM CL A 53578A108 11,566 55,976 SH   DFND 1 55,976 0 0
LKQ CORP COM 501889208 4,377 144,704 SH   DFND 1 144,704 0 0
LOCKHEED MARTIN CORP COM 539830109 1,241 6,676 SH   DFND 1 6,676 0 0
LOEWS CORP COM 540424108 5,684 147,610 SH   DFND 1 147,610 0 0
LOWES COS INC COM 548661107 35,550 530,836 SH   DFND 1 530,836 0 0
LOWES COS INC COM 548661107 10,916 163,000 SH   SOLE 3 163,000 0 0
LULULEMON ATHLETICA INC COM 550021109 3,558 54,487 SH   DFND 1 54,487 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 64,579 623,832 SH   DFND 1 623,832 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 1,998 19,300 SH   SOLE 3 19,300 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 3,100 29,950 SH   SOLE   0 29,950 0
M & T BK CORP COM 55261F104 7,304 58,463 SH   DFND 1 58,463 0 0
MACERICH CO COM 554382101 5,993 80,337 SH   DFND 1 80,337 0 0
MACYS INC COM 55616P104 12,042 178,477 SH   DFND 1 178,477 0 0
MACYS INC COM 55616P104 1,026 15,200 SH   SOLE 3 15,200 0 0
MACYS INC COM 55616P104 452 6,700 SH   SOLE   0 6,700 0
MAGNA INTL INC COM 559222401 11,528 204,556 SH   DFND 1 204,556 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 6,777 57,565 SH   DFND 1 57,565 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 600 5,100 SH   SOLE 3 5,100 0 0
MANITOWOC INC COM 563571108 510 26,000 SH   SOLE 3 26,000 0 0
MANPOWERGROUP INC COM 56418H100 3,751 41,965 SH   DFND 1 41,965 0 0
MANULIFE FINL CORP COM 56501R106 20,591 1,102,588 SH   DFND 1 1,102,588 0 0
MANULIFE FINL CORP COM 56501R106 590 31,735 SH   SOLE 3 31,735 0 0
MARATHON OIL CORP COM 565849106 9,557 360,106 SH   DFND 1 360,106 0 0
MARATHON OIL CORP COM 565849106 796 30,000 SH   SOLE 3 30,000 0 0
MARATHON PETE CORP COM 56585A102 46,992 898,331 SH   DFND 1 898,331 0 0
MARATHON PETE CORP COM 56585A102 1,381 26,400 SH   SOLE 3 26,400 0 0
MARATHON PETE CORP COM 56585A102 325 6,220 SH   SOLE   0 6,220 0
MARKEL CORP COM 570535104 5,458 6,817 SH   DFND 1 6,817 0 0
MARRIOTT INTL INC NEW CL A 571903202 8,480 113,999 SH   DFND 1 113,999 0 0
MARRIOTT INTL INC NEW CL A 571903202 692 9,300 SH   SOLE 3 9,300 0 0
MARSH & MCLENNAN COS INC COM 571748102 15,923 280,824 SH   DFND 1 280,824 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,310 23,100 SH   SOLE 3 23,100 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 2,965 224,772 SH   DFND 1 224,772 0 0
MASCO CORP COM 574599106 4,061 173,249 SH   DFND 1 173,249 0 0
MASCO CORP COM 574599106 703 30,000 SH   SOLE 3 30,000 0 0
MASTEC INC COM 576323109 596 30,000 SH   SOLE 3 30,000 0 0
MASTERCARD INC CL A 57636Q104 48,384 517,582 SH   DFND 1 517,582 0 0
MASTERCARD INC CL A 57636Q104 5,067 54,200 SH   SOLE 3 54,200 0 0
MATTEL INC COM 577081102 4,602 179,125 SH   DFND 1 179,125 0 0
MATTEL INC COM 577081102 480 18,694 SH   SOLE 3 18,694 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,209 150,646 SH   DFND 1 150,646 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 646 18,694 SH   SOLE 3 18,694 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5,000 61,770 SH   DFND 1 61,770 0 0
MCDERMOTT INTL INC COM 580037109 320 60,000 SH   SOLE 3 60,000 0 0
MCDONALDS CORP COM 580135101 80,403 845,726 SH   DFND 1 845,726 0 0
MCDONALDS CORP COM 580135101 5,927 62,347 SH   SOLE 3 62,347 0 0
MCGRAW HILL FINL INC COM 580645109 16,165 160,923 SH   DFND 1 160,923 0 0
MCGRAW HILL FINL INC COM 580645109 1,326 13,200 SH   SOLE 3 13,200 0 0
MCKESSON CORP COM 58155Q103 29,796 132,538 SH   DFND 1 132,538 0 0
MCKESSON CORP COM 58155Q103 2,518 11,200 SH   SOLE 3 11,200 0 0
MDU RES GROUP INC COM 552690109 2,021 103,457 SH   DFND 1 103,457 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 9,403 104,220 SH   DFND 1 104,220 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 803 8,900 SH   SOLE 3 8,900 0 0
MEADWESTVACO CORP COM 583334107 4,140 87,740 SH   DFND 1 87,740 0 0
MEDTRONIC PLC SHS G5960L103 58,629 791,211 SH   DFND 1 791,211 0 0
MEDTRONIC PLC SHS G5960L103 5,725 77,257 SH   SOLE 3 77,257 0 0
MERCK & CO INC NEW COM 58933Y105 91,124 1,600,626 SH   DFND 1 1,600,626 0 0
MERCK & CO INC NEW COM 58933Y105 9,905 173,980 SH   SOLE 3 173,980 0 0
MERCK & CO INC NEW COM 58933Y105 834 14,650 SH   SOLE   0 14,650 0
METLIFE INC COM 59156R108 31,830 568,500 SH   DFND 1 568,500 0 0
METLIFE INC COM 59156R108 4,384 78,300 SH   SOLE 3 78,300 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,171 228,551 SH   DFND 1 228,551 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4,044 96,082 SH   DFND 1 96,082 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4,993 105,264 SH   DFND 1 105,264 0 0
MICRON TECHNOLOGY INC COM 595112103 10,439 554,075 SH   DFND 1 554,075 0 0
MICRON TECHNOLOGY INC COM 595112103 985 52,300 SH   SOLE 3 52,300 0 0
MICROSOFT CORP COM 594918104 217,479 4,925,904 SH   DFND 1 4,925,904 0 0
MICROSOFT CORP COM 594918104 18,466 418,246 SH   SOLE 3 418,246 0 0
MICROSOFT CORP COM 594918104 2,410 54,590 SH   SOLE   0 54,590 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 6,141 627,888 SH   DFND 1 627,888 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4,943 92,960 SH   DFND 1 92,960 0 0
MOHAWK INDS INC COM 608190104 5,841 30,596 SH   DFND 1 30,596 0 0
MOLSON COORS BREWING CO CL B 60871R209 4,817 68,996 SH   DFND 1 68,996 0 0
MOLSON COORS BREWING CO CL B 60871R209 894 12,800 SH   SOLE   0 12,800 0
MONDELEZ INTL INC CL A 609207105 39,457 959,089 SH   DFND 1 959,089 0 0
MONDELEZ INTL INC CL A 609207105 6,212 151,000 SH   SOLE 3 151,000 0 0
MONDELEZ INTL INC CL A 609207105 947 23,020 SH   SOLE   0 23,020 0
MONSANTO CO NEW COM 61166W101 27,234 255,500 SH   DFND 1 255,500 0 0
MONSANTO CO NEW COM 61166W101 2,494 23,400 SH   SOLE 3 23,400 0 0
MONSANTO CO NEW COM 61166W101 637 5,975 SH   SOLE   0 5,975 0
MONSTER BEVERAGE CORP NEW COM 61174X109 9,546 71,134 SH   DFND 1 71,134 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 939 7,000 SH   SOLE 3 7,000 0 0
MOODYS CORP COM 615369105 11,550 106,980 SH   DFND 1 106,980 0 0
MORGAN STANLEY COM NEW 617446448 30,948 797,840 SH   DFND 1 797,840 0 0
MORGAN STANLEY COM NEW 617446448 6,207 160,006 SH   SOLE 3 160,006 0 0
MOSAIC CO NEW COM 61945C103 8,272 176,553 SH   DFND 1 176,553 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,052 105,541 SH   DFND 1 105,541 0 0
MURPHY OIL CORP COM 626717102 4,679 112,561 SH   DFND 1 112,561 0 0
MYLAN N V SHS EURO N59465109 14,987 220,849 SH   DFND 1 220,849 0 0
MYLAN N V SHS EURO N59465109 1,337 19,700 SH   SOLE 3 19,700 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,246 155,644 SH   DFND 1 155,644 0 0
NABORS INDUSTRIES LTD SHS G6359F103 577 40,000 SH   SOLE 3 40,000 0 0
NASDAQ OMX GROUP INC COM 631103108 2,265 46,400 SH   SOLE   0 46,400 0
NATIONAL OILWELL VARCO INC COM 637071101 10,380 214,992 SH   DFND 1 214,992 0 0
NATIONAL OILWELL VARCO INC COM 637071101 657 13,600 SH   SOLE 3 13,600 0 0
NAVIENT CORP COM 63938C108 5,143 282,404 SH   DFND 1 282,404 0 0
NAVISTAR INTL CORP NEW COM 63934E108 453 20,000 SH   SOLE 3 20,000 0 0
NCR CORP NEW COM 62886E108 2,669 88,676 SH   DFND 1 88,676 0 0
NETAPP INC COM 64110D104 5,086 161,140 SH   DFND 1 161,140 0 0
NETFLIX INC COM 64110L106 19,514 29,705 SH   DFND 1 29,705 0 0
NETFLIX INC COM 64110L106 1,839 2,800 SH   SOLE 3 2,800 0 0
NEW GOLD INC CDA COM 644535106 296 110,000 SH   SOLE 3 110,000 0 0
NEW MTN FIN CORP COM 647551100 22,064 1,522,732 SH   SOLE   0 0 1,522,732
NEW YORK CMNTY BANCORP INC COM 649445103 4,094 222,727 SH   DFND 1 222,727 0 0
NEWELL RUBBERMAID INC COM 651229106 5,595 136,107 SH   DFND 1 136,107 0 0
NEWFIELD EXPL CO COM 651290108 3,637 100,698 SH   DFND 1 100,698 0 0
NEWMONT MINING CORP COM 651639106 7,049 301,750 SH   DFND 1 301,750 0 0
NEWMONT MINING CORP COM 651639106 4,616 197,602 SH   SOLE 3 197,602 0 0
NEWS CORP NEW CL A 65249B109 2,978 204,117 SH   DFND 1 204,117 0 0
NEWS CORP NEW CL B 65249B208 794 55,749 SH   DFND 1 55,749 0 0
NEXTERA ENERGY INC COM 65339F101 22,476 229,280 SH   DFND 1 229,280 0 0
NEXTERA ENERGY INC COM 65339F101 14,724 150,200 SH   SOLE 3 150,200 0 0
NEXTERA ENERGY INC COM 65339F101 1,821 18,575 SH   SOLE   0 18,575 0
NEXTERA ENERGY INC UNIT 09/01/ 65339F887 1,728 28,000 SH   DFND 1 28,000 0 0
NIELSEN HOLDINGS N V COM N63218106 8,136 181,720 SH   DFND 1 181,720 0 0
NIKE INC CL B 654106103 31,571 292,273 SH   DFND 1 292,273 0 0
NIKE INC CL B 654106103 3,673 34,000 SH   SOLE 3 34,000 0 0
NISOURCE INC COM 65473P105 2,836 158,262 SH   DFND 1 158,262 0 0
NOBLE CORP PLC SHS USD G65431101 2,063 134,059 SH   DFND 1 134,059 0 0
NOBLE CORP PLC SHS USD G65431101 293 19,041 SH   SOLE 3 19,041 0 0
NOBLE ENERGY INC COM 655044105 8,497 199,085 SH   DFND 1 199,085 0 0
NOBLE ENERGY INC COM 655044105 2,902 68,000 SH   SOLE 3 68,000 0 0
NORDSTROM INC COM 655664100 5,382 72,239 SH   DFND 1 72,239 0 0
NORFOLK SOUTHERN CORP COM 655844108 16,148 184,840 SH   DFND 1 184,840 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,302 14,900 SH   SOLE 3 14,900 0 0
NORTHERN TR CORP COM 665859104 9,368 122,520 SH   DFND 1 122,520 0 0
NORTHERN TR CORP COM 665859104 971 12,694 SH   SOLE 3 12,694 0 0
NORTHROP GRUMMAN CORP COM 666807102 27,733 174,831 SH   DFND 1 174,831 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,506 22,100 SH   SOLE 3 22,100 0 0
NORWEGIAN CRUISE LINE HLDG SHS G66721104 4,045 72,189 SH   DFND 1 72,189 0 0
NRG ENERGY INC COM NEW 629377508 4,065 177,654 SH   DFND 1 177,654 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,400 137,083 SH   DFND 1 137,083 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 556 31,735 SH   SOLE 3 31,735 0 0
NUANCE COMMUNICATIONS INC NOTE 2.75%1 67020YAF7 6,545 6,450,000 PRN   DFND 1 6,450,000 0 0
NUCOR CORP COM 670346105 7,209 163,590 SH   DFND 1 163,590 0 0
NVIDIA CORP COM 67066G104 5,245 260,821 SH   DFND 1 260,821 0 0
NVIDIA CORP NOTE 1.00%1 67066GAC8 33,646 29,250,000 PRN   DFND 1 29,250,000 0 0
NVR INC COM 62944T105 2,521 1,881 SH   DFND 1 1,881 0 0
NXP SEMICONDUCTORS N V COM N6596X109 11,542 117,536 SH   DFND 1 117,536 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 11,857 52,470 SH   DFND 1 52,470 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 2,847 12,600 SH   SOLE 3 12,600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 35,875 461,290 SH   DFND 1 461,290 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,278 42,154 SH   SOLE 3 42,154 0 0
OCEANEERING INTL INC COM 675232102 2,386 51,217 SH   DFND 1 51,217 0 0
OLD REP INTL CORP COM 680223104 2,004 128,187 SH   DFND 1 128,187 0 0
OMNICARE INC COM 681904108 4,853 51,489 SH   DFND 1 51,489 0 0
OMNICOM GROUP INC COM 681919106 8,905 128,155 SH   DFND 1 128,155 0 0
ONEOK INC NEW COM 682680103 4,333 109,744 SH   DFND 1 109,744 0 0
ORACLE CORP COM 68389X105 75,418 1,871,405 SH   DFND 1 1,871,405 0 0
ORACLE CORP COM 68389X105 6,542 162,326 SH   SOLE 3 162,326 0 0
OWENS CORNING NEW COM 690742101 1,067 25,867 SH   SOLE 3 25,867 0 0
OWENS ILL INC COM NEW 690768403 1,995 86,980 SH   DFND 1 86,980 0 0
PACCAR INC COM 693718108 11,676 182,980 SH   DFND 1 182,980 0 0
PACCAR INC COM 693718108 1,002 15,700 SH   SOLE 3 15,700 0 0
PALL CORP COM 696429307 6,687 53,732 SH   DFND 1 53,732 0 0
PALO ALTO NETWORKS INC COM 697435105 3,749 21,457 SH   DFND 1 21,457 0 0
PANDORA MEDIA INC COM 698354107 404 26,000 SH   SOLE 3 26,000 0 0
PARKER HANNIFIN CORP COM 701094104 8,494 73,020 SH   DFND 1 73,020 0 0
PARKER HANNIFIN CORP COM 701094104 1,612 13,860 SH   SOLE   0 13,860 0
PARTNERRE LTD COM G6852T105 3,104 24,158 SH   DFND 1 24,158 0 0
PATTERSON COMPANIES INC COM 703395103 2,191 45,033 SH   DFND 1 45,033 0 0
PAYCHEX INC COM 704326107 7,968 169,973 SH   DFND 1 169,973 0 0
PDL BIOPHARMA INC NOTE 4.00% 69329YAF1 9,491 10,000,000 PRN   DFND 1 10,000,000 0 0
PEABODY ENERGY CORP COM 704549104 45 20,628 SH   SOLE 3 20,628 0 0
PEMBINA PIPELINE CORP COM 706327103 5,356 164,880 SH   DFND 1 164,880 0 0
PENNEY J C INC COM 708160106 290 34,281 SH   SOLE 3 34,281 0 0
PENTAIR PLC SHS G7S00T104 6,405 93,169 SH   DFND 1 93,169 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 2,682 165,464 SH   DFND 1 165,464 0 0
PEPCO HOLDINGS INC COM 713291102 3,556 131,988 SH   DFND 1 131,988 0 0
PEPSICO INC COM 713448108 74,098 793,846 SH   DFND 1 793,846 0 0
PEPSICO INC COM 713448108 7,274 77,928 SH   SOLE 3 77,928 0 0
PEPSICO INC COM 713448108 355 3,800 SH   SOLE   0 3,800 0
PERRIGO CO PLC SHS G97822103 12,973 70,188 SH   DFND 1 70,188 0 0
PERRIGO CO PLC SHS G97822103 1,257 6,800 SH   SOLE 3 6,800 0 0
PFIZER INC COM 717081103 148,468 4,427,928 SH   DFND 1 4,427,928 0 0
PFIZER INC COM 717081103 11,189 333,691 SH   SOLE 3 333,691 0 0
PFIZER INC COM 717081103 1,031 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 12,061 245,636 SH   DFND 1 245,636 0 0
PHILIP MORRIS INTL INC COM 718172109 71,409 890,724 SH   DFND 1 890,724 0 0
PHILIP MORRIS INTL INC COM 718172109 7,308 91,151 SH   SOLE 3 91,151 0 0
PHILIP MORRIS INTL INC COM 718172109 1,108 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 25,297 314,019 SH   DFND 1 314,019 0 0
PHILLIPS 66 COM 718546104 2,135 26,500 SH   SOLE 3 26,500 0 0
PINNACLE WEST CAP CORP COM 723484101 3,306 58,117 SH   DFND 1 58,117 0 0
PIONEER NAT RES CO COM 723787107 10,674 76,965 SH   DFND 1 76,965 0 0
PIONEER NAT RES CO COM 723787107 999 7,200 SH   SOLE 3 7,200 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3,806 93,819 SH   DFND 1 93,819 0 0
PNC FINL SVCS GROUP INC COM 693475105 28,629 299,309 SH   DFND 1 299,309 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,420 25,300 SH   SOLE 3 25,300 0 0
POLARIS INDS INC COM 731068102 4,695 31,700 SH   DFND 1 31,700 0 0
POSCO SPONSORED A 693483109 293 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 14,169 455,580 SH   DFND 1 455,580 0 0
POTASH CORP SASK INC COM 73755L107 786 25,388 SH   SOLE 3 25,388 0 0
PPG INDS INC COM 693506107 16,393 142,894 SH   DFND 1 142,894 0 0
PPG INDS INC COM 693506107 1,514 13,200 SH   SOLE 3 13,200 0 0
PPL CORP COM 69351T106 10,119 343,353 SH   DFND 1 343,353 0 0
PRAXAIR INC COM 74005P104 17,996 150,535 SH   DFND 1 150,535 0 0
PRECISION CASTPARTS CORP COM 740189105 20,206 101,097 SH   DFND 1 101,097 0 0
PRECISION DRILLING CORP COM 2010 74022D308 771 114,692 SH   SOLE 3 114,692 0 0
PRICE T ROWE GROUP INC COM 74144T108 9,998 128,624 SH   DFND 1 128,624 0 0
PRICELINE COM INC COM NEW 741503403 31,029 26,950 SH   DFND 1 26,950 0 0
PRICELINE COM INC COM NEW 741503403 2,878 2,500 SH   SOLE 3 2,500 0 0
PRICELINE COM INC DEBT 1.00% 741503AQ9 29,925 22,500,000 PRN   DFND 1 22,500,000 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 7,826 152,580 SH   DFND 1 152,580 0 0
PRINCIPLE FINL GROUP INC COM 74251V102 5,104 99,522 SH   SOLE 3 99,522 0 0
PROCTER & GAMBLE CO COM 742718109 114,998 1,469,814 SH   DFND 1 1,469,814 0 0
PROCTER & GAMBLE CO COM 742718109 12,059 154,128 SH   SOLE 3 154,128 0 0
PROCTER & GAMBLE CO COM 742718109 4,151 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 8,894 319,570 SH   DFND 1 319,570 0 0
PROLOGIS INC COM 74340W103 9,878 266,258 SH   DFND 1 266,258 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 20,656 236,020 SH   DFND 1 236,020 0 0
PRUDENTIAL FINL INC COM 744320102 3,151 36,000 SH   SOLE 3 36,000 0 0
PUBLIC STORAGE COM 74460D109 20,378 110,528 SH   DFND 1 110,528 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 10,326 262,871 SH   DFND 1 262,871 0 0
PULTE GROUP INC COM 745867101 3,226 160,094 SH   DFND 1 160,094 0 0
PVH CORP COM 693656100 4,746 41,202 SH   DFND 1 41,202 0 0
PVH CORP COM 693656100 202 1,750 SH   SOLE   0 1,750 0
QEP RES INC COM 74733V100 1,767 95,484 SH   DFND 1 95,484 0 0
QIAGEN NV REG SHS N72482107 3,676 148,313 SH   DFND 1 148,313 0 0
QUALCOMM INC COM 747525103 59,538 950,633 SH   DFND 1 950,633 0 0
QUALCOMM INC COM 747525103 7,534 120,300 SH   SOLE 3 120,300 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,284 72,861 SH   DFND 1 72,861 0 0
QUESTAR CORP COM 748356102 1,961 93,768 SH   DFND 1 93,768 0 0
RACKSPACE HOSTING INC COM 750086100 2,208 59,372 SH   DFND 1 59,372 0 0
RALPH LAUREN CORP CL A 751212101 4,272 32,274 SH   DFND 1 32,274 0 0
RALPH LAUREN CORP CL A 751212101 794 6,000 SH   SOLE 3 6,000 0 0
RANGE RES CORP COM 75281A109 4,409 89,284 SH   DFND 1 89,284 0 0
RANGE RES CORP COM 75281A109 1,481 30,000 SH   SOLE 3 30,000 0 0
RAYONIER INC COM 754907103 1,711 66,954 SH   DFND 1 66,954 0 0
RAYTHEON CO COM NEW 755111507 21,174 221,303 SH   DFND 1 221,303 0 0
RAYTHEON CO COM NEW 755111507 1,426 14,900 SH   SOLE 3 14,900 0 0
REALTY INCOME CORP COM 756109104 5,291 119,183 SH   DFND 1 119,183 0 0
RED HAT INC COM 756577102 7,289 95,993 SH   DFND 1 95,993 0 0
REGENCY CTRS CORP COM 758849103 2,919 49,488 SH   DFND 1 49,488 0 0
REGENERON PHARMACEUTICALS COM 75886F107 20,948 41,065 SH   DFND 1 41,065 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,785 3,500 SH   SOLE 3 3,500 0 0
REGIONS FINL CORP NEW COM 7591EP100 7,186 693,641 SH   DFND 1 693,641 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,364 23,291 SH   DFND 1 23,291 0 0
REPUBLIC SVCS INC COM 760759100 5,765 147,186 SH   DFND 1 147,186 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,561 118,743 SH   DFND 1 118,743 0 0
RESTORATION HARDWARE HLDGS DBCV 7/1 761283AB6 9,981 10,000,000 PRN   DFND 1 10,000,000 0 0
REYNOLDS AMERICAN INC COM 761713106 15,949 213,626 SH   DFND 1 213,626 0 0
REYNOLDS AMERICAN INC COM 761713106 1,359 18,200 SH   SOLE 3 18,200 0 0
ROBERT HALF INTL INC COM 770323103 3,854 69,444 SH   DFND 1 69,444 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,751 70,213 SH   DFND 1 70,213 0 0
ROCKWELL AUTOMATION INC COM 773903109 748 6,000 SH   SOLE 3 6,000 0 0
ROCKWELL COLLINS INC COM 774341101 8,807 95,366 SH   DFND 1 95,366 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 7,167 201,050 SH   DFND 1 201,050 0 0
ROPER TECHNOLOGIES INC COM 776696106 8,982 52,080 SH   DFND 1 52,080 0 0
ROSS STORES INC COM 778296103 12,585 258,898 SH   DFND 1 258,898 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 47,948 780,348 SH   DFND 1 780,348 0 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 6,033 76,672 SH   DFND 1 76,672 0 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 574 7,300 SH   SOLE 3 7,300 0 0
RYDER SYS INC COM 783549108 4,187 47,926 SH   DFND 1 47,926 0 0
SALESFORCE COM INC COM 79466L302 21,448 308,023 SH   DFND 1 308,023 0 0
SALESFORCE COM INC COM 79466L302 2,054 29,500 SH   SOLE 3 29,500 0 0
SALESFORCE COM INC NOTE 0.25% 79466LAD6 30,937 25,500,000 PRN   DFND 1 25,500,000 0 0
SANDISK CORP COM 80004C101 6,501 111,668 SH   DFND 1 111,668 0 0
SANDISK CORP COM 80004C101 600 10,300 SH   SOLE 3 10,300 0 0
SANDISK CORP NOTE 1.50% 80004CAD3 7,089 5,500,000 PRN   DFND 1 5,500,000 0 0
SANDISK CORP NOTE 0.50%1 80004CAF8 15,520 16,000,000 PRN   DFND 1 16,000,000 0 0
SBA COMMUNICATIONS CORP COM 78388J106 7,038 61,214 SH   DFND 1 61,214 0 0
SCANA CORP NEW COM 80589M102 3,426 67,631 SH   DFND 1 67,631 0 0
SCHEIN HENRY INC COM 806407102 5,938 41,783 SH   DFND 1 41,783 0 0
SCHLUMBERGER LTD COM 806857108 90,857 1,054,145 SH   DFND 1 1,054,145 0 0
SCHLUMBERGER LTD COM 806857108 6,033 70,000 SH   SOLE 3 70,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18,686 572,325 SH   DFND 1 572,325 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,832 56,100 SH   SOLE 3 56,100 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 2,470 37,780 SH   DFND 1 37,780 0 0
SEADRILL LIMITED SHS G7945E105 2,328 224,195 SH   DFND 1 224,195 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 9,280 195,375 SH   DFND 1 195,375 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 755 15,900 SH   SOLE 3 15,900 0 0
SEALED AIR CORP NEW COM 81211K100 5,573 108,471 SH   DFND 1 108,471 0 0
SEARS HLDGS CORP COM 812350106 530 19,856 SH   DFND 1 19,856 0 0
SEI INVESTMENTS CO COM 784117103 3,286 67,012 SH   DFND 1 67,012 0 0
SELECT SECTOR SPDR TR CALL 81369Y907 3,024 8,173,800 SH   DFND 1 8,173,800 0 0
SEMPRA ENERGY COM 816851109 12,588 127,231 SH   DFND 1 127,231 0 0
SEMPRA ENERGY COM 816851109 9,172 92,700 SH   SOLE 3 92,700 0 0
SENSATA TECHNOLOGIES HLDG SHS N7902X106 4,179 79,246 SH   DFND 1 79,246 0 0
SEQUENOM INC NOTE 5.00%1 817337AB4 1,957 2,000,000 PRN   DFND 1 2,000,000 0 0
SERVICENOW INC COM 81762P102 1,759 23,666 SH   DFND 1 23,666 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 14,176 12,000,000 PRN   DFND 1 12,000,000 0 0
SERVICESOURCE INTL LLC NOTE 1.50% 81763UAB6 4,220 5,000,000 PRN   DFND 1 5,000,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,956 226,461 SH   DFND 1 226,461 0 0
SHERWIN WILLIAMS CO COM 824348106 11,102 40,368 SH   DFND 1 40,368 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 334 9,000 SH   DFND 1 9,000 0 0
SIGMA ALDRICH CORP COM 826552101 8,514 61,097 SH   DFND 1 61,097 0 0
SIGNET JEWELERS LIMITED SHS G81276100 5,220 40,704 SH   DFND 1 40,704 0 0
SILVER WHEATON CORP COM 828336107 3,507 201,313 SH   DFND 1 201,313 0 0
SILVER WHEATON CORP COM 828336107 413 23,801 SH   SOLE 3 23,801 0 0
SIMON PPTY GROUP INC NEW COM 828806109 95,722 553,245 SH   DFND 1 553,245 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,613 15,100 SH   SOLE 3 15,100 0 0
SINA CORP NOTE 1.00%1 82922RAD5 11,502 12,000,000 PRN   DFND 1 12,000,000 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,147 1,379,814 SH   DFND 1 1,379,814 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 9,813 94,265 SH   DFND 1 94,265 0 0
SL GREEN RLTY CORP COM 78440X101 5,589 50,858 SH   DFND 1 50,858 0 0
SLM CORP COM 78442P106 2,978 301,675 SH   DFND 1 301,675 0 0
SMUCKER J M CO COM NEW 832696405 5,630 51,931 SH   DFND 1 51,931 0 0
SOUFUN HLDGS LTD NOTE 2.00%1 836034AB4 13,209 14,000,000 PRN   DFND 1 14,000,000 0 0
SOUTHERN CO COM 842587107 19,464 464,544 SH   DFND 1 464,544 0 0
SOUTHERN COPPER CORP COM 84265V105 3,219 109,463 SH   DFND 1 109,463 0 0
SOUTHWEST AIRLS CO COM 844741108 3,014 91,091 SH   DFND 1 91,091 0 0
SOUTHWEST AIRLS CO COM 844741108 1,105 33,400 SH   SOLE 3 33,400 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,368 192,161 SH   DFND 1 192,161 0 0
SOUTHWESTERN ENERGY CO COM 845467109 682 30,000 SH   SOLE 3 30,000 0 0
SPDR SERIES TRUST PUT 78464A957 206 200,000 SH   DFND 1 200,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 40,086 194,734 SH   DFND 1 194,734 0 0
SPECTRA ENERGY CORP COM 847560109 11,241 344,824 SH   DFND 1 344,824 0 0
SPECTRA ENERGY CORP COM 847560109 971 29,800 SH   SOLE 3 29,800 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 849 87,795 SH   DFND 1 87,795 0 0
SPRINT CORP COM SER 1 85207U105 2,001 438,923 SH   DFND 1 438,923 0 0
SPRINT CORP COM SER 1 85207U105 1,003 220,000 SH   SOLE 3 220,000 0 0
SPX CORP COM 784635104 1,625 22,441 SH   DFND 1 22,441 0 0
ST JUDE MED INC COM 790849103 12,728 174,190 SH   DFND 1 174,190 0 0
ST JUDE MED INC COM 790849103 994 13,600 SH   SOLE 3 13,600 0 0
STANDARD PAC CORP NEW NOTE 1.25% 85375CBC4 5,507 4,500,000 PRN   DFND 1 4,500,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 10,627 100,976 SH   DFND 1 100,976 0 0
STAPLES INC COM 855030102 4,932 322,153 SH   DFND 1 322,153 0 0
STAPLES INC COM 855030102 486 31,735 SH   SOLE 3 31,735 0 0
STARBUCKS CORP COM 855244109 40,086 747,602 SH   DFND 1 747,602 0 0
STARBUCKS CORP COM 855244109 3,909 72,900 SH   SOLE 3 72,900 0 0
STARBUCKS CORP COM 855244109 3,361 62,690 SH   SOLE   0 62,690 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 7,462 92,024 SH   DFND 1 92,024 0 0
STATE STR CORP COM 857477103 16,540 214,808 SH   DFND 1 214,808 0 0
STATE STR CORP COM 857477103 2,644 34,341 SH   SOLE 3 34,341 0 0
STERICYCLE INC COM 858912108 5,439 40,614 SH   DFND 1 40,614 0 0
STRYKER CORP COM 863667101 13,998 146,467 SH   DFND 1 146,467 0 0
STRYKER CORP COM 863667101 3,192 33,400 SH   SOLE 3 33,400 0 0
SUN LIFE FINL INC COM 866796105 10,567 314,610 SH   DFND 1 314,610 0 0
SUNCOR ENERGY INC NEW COM 867224107 21,323 770,785 SH   DFND 1 770,785 0 0
SUNCOR ENERGY INC NEW COM 867224107 446 16,108 SH   SOLE 3 16,108 0 0
SUNTRUST BKS INC COM 867914103 11,589 269,395 SH   DFND 1 269,395 0 0
SYMANTEC CORP COM 871503108 8,248 354,774 SH   DFND 1 354,774 0 0
SYMANTEC CORP COM 871503108 704 30,300 SH   SOLE 3 30,300 0 0
SYNCHRONY FINL COM 87165B103 2,237 67,928 SH   DFND 1 67,928 0 0
SYNOPSYS INC COM 871607107 4,023 79,430 SH   DFND 1 79,430 0 0
SYSCO CORP COM 871829107 10,960 303,613 SH   DFND 1 303,613 0 0
SYSCO CORP COM 871829107 834 23,107 SH   SOLE 3 23,107 0 0
T MOBILE US INC COM 872590104 5,233 134,974 SH   DFND 1 134,974 0 0
T MOBILE US INC CONV PFD SE 872590203 10,395 154,000 SH   DFND 1 154,000 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,136 94,043 SH   DFND 1 94,043 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,481 109,262 SH   SOLE   0 109,262 0
TALEN ENERGY CORP COM 87422J105 761 44,319 SH   DFND 1 44,319 0 0
TARGET CORP COM 87612E106 29,883 366,080 SH   DFND 1 366,080 0 0
TARGET CORP COM 87612E106 2,531 31,000 SH   SOLE 3 31,000 0 0
TARGET CORP COM 87612E106 1,522 18,650 SH   SOLE   0 18,650 0
TATA MTRS LTD SPONSORED A 876568502 644 18,680 SH   SOLE   0 18,680 0
TD AMERITRADE HLDG CORP COM 87236Y108 4,496 122,113 SH   DFND 1 122,113 0 0
TE CONNECTIVITY LTD REG SHS H84989104 13,656 212,380 SH   DFND 1 212,380 0 0
TECK RESOURCES LTD CL B 878742204 2,872 288,264 SH   DFND 1 288,264 0 0
TECO ENERGY INC COM 872375100 2,184 123,681 SH   DFND 1 123,681 0 0
TEGNA INC COM 87901J105 36,813 118,895 SH   DFND 1 118,895 0 0
TELUS CORP COM 87971M103 6,279 181,517 SH   DFND 1 181,517 0 0
TERADATA CORP DEL COM 88076W103 2,991 80,834 SH   DFND 1 80,834 0 0
TEREX CORP NEW COM 880779103 605 26,000 SH   SOLE 3 26,000 0 0
TESARO INC NOTE 3.00%1 881569AA5 4,545 2,500,000 PRN   DFND 1 2,500,000 0 0
TESLA MTRS INC COM 88160R101 12,364 46,090 SH   DFND 1 46,090 0 0
TESLA MTRS INC NOTE 0.25% 88160RAB7 28,629 29,000,000 PRN   DFND 1 29,000,000 0 0
TESLA MTRS INC NOTE 1.25% 88160RAC5 19,013 19,500,000 PRN   DFND 1 19,500,000 0 0
TESORO CORP COM 881609101 4,904 58,100 SH   DFND 1 58,100 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 1,007 17,035 SH   DFND 1 17,035 0 0
TEXAS INSTRS INC COM 882508104 60,128 1,167,315 SH   DFND 1 1,167,315 0 0
TEXAS INSTRS INC COM 882508104 2,627 51,000 SH   SOLE 3 51,000 0 0
TEXTRON INC COM 883203101 264 5,910 SH   DFND 1 5,910 0 0
THE ADT CORPORATION COM 00101J106 3,111 92,670 SH   DFND 1 92,670 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 26,592 204,934 SH   DFND 1 204,934 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 2,504 19,300 SH   SOLE 3 19,300 0 0
THOMSON REUTERS CORP COM 884903105 7,161 187,080 SH   DFND 1 187,080 0 0
TIFFANY & CO NEW COM 886547108 5,461 59,492 SH   DFND 1 59,492 0 0
TIME WARNER CABLE INC COM 88732J207 25,895 145,340 SH   DFND 1 145,340 0 0
TIME WARNER CABLE INC COM 88732J207 2,405 13,500 SH   SOLE 3 13,500 0 0
TIME WARNER INC COM NEW 887317303 73,480 840,636 SH   DFND 1 840,636 0 0
TIME WARNER INC COM NEW 887317303 3,531 40,400 SH   SOLE 3 40,400 0 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 4,125 5,000,000 PRN   DFND 1 5,000,000 0 0
TJX COS INC NEW COM 872540109 27,850 420,886 SH   DFND 1 420,886 0 0
TJX COS INC NEW COM 872540109 2,197 33,200 SH   SOLE 3 33,200 0 0
TOLL BROTHERS INC COM 889478103 3,282 85,933 SH   DFND 1 85,933 0 0
TORCHMARK CORP COM 891027104 5,539 95,144 SH   DFND 1 95,144 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 68,210 1,596,696 SH   DFND 1 1,596,696 0 0
TOTAL SYS SVCS INC COM 891906109 3,539 84,723 SH   DFND 1 84,723 0 0
TOWERS WATSON & CO CL A 891894107 4,346 34,544 SH   DFND 1 34,544 0 0
TRACTOR SUPPLY CO COM 892356106 4,874 54,195 SH   DFND 1 54,195 0 0
TRANSALTA CORP COM 89346D107 392 50,416 SH   DFND 1 50,416 0 0
TRANSCANADA CORP COM 89353D107 14,881 364,335 SH   DFND 1 364,335 0 0
TRANSDIGM GROUP INC COM 893641100 7,541 33,563 SH   DFND 1 33,563 0 0
TRANSOCEAN LTD REG SHS H8817H100 3,633 223,610 SH   DFND 1 223,610 0 0
TRANSOCEAN LTD REG SHS H8817H100 333 20,628 SH   SOLE 3 20,628 0 0
TRAVELERS COMPANIES INC COM 89417E109 18,910 195,633 SH   DFND 1 195,633 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,498 15,500 SH   SOLE 3 15,500 0 0
TRIMBLE NAVIGATION LTD COM 896239100 3,223 137,403 SH   DFND 1 137,403 0 0
TRIPADVISOR INC COM 896945201 4,628 53,106 SH   DFND 1 53,106 0 0
TURQUOISE HILL RES LTD COM 900435108 1,575 411,957 SH   DFND 1 411,957 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 21,278 653,712 SH   DFND 1 653,712 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,678 113,000 SH   SOLE 3 113,000 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 7,004 217,387 SH   DFND 1 217,387 0 0
TWITTER INC COM 90184L102 7,967 219,972 SH   DFND 1 219,972 0 0
TYCO INTL PLC SHS G91442106 8,344 216,840 SH   DFND 1 216,840 0 0
TYSON FOODS INC CL A 902494103 7,987 187,354 SH   DFND 1 187,354 0 0
TYSON FOODS INC CL A 902494103 1,108 26,000 SH   SOLE 3 26,000 0 0
UBS GROUP AG SHS H42097107 170,974 8,024,042 SH   DFND 1 8,024,042 0 0
UBS GROUP AG SHS H42097107 18,650 875,282 SH   SOLE 3 875,282 0 0
UBS GROUP AG SHS H42097107 1,134 53,235 SH   SOLE   0 53,235 0
UGI CORP NEW COM 902681105 725 21,047 SH   DFND 1 21,047 0 0
UNDER ARMOUR INC CL A 904311107 7,425 88,991 SH   DFND 1 88,991 0 0
UNILEVER N V N Y SHS NEW 904784709 404 9,650 SH   SOLE   0 9,650 0
UNION PAC CORP COM 907818108 65,045 682,027 SH   DFND 1 682,027 0 0
UNION PAC CORP COM 907818108 4,082 42,800 SH   SOLE 3 42,800 0 0
UNION PAC CORP COM 907818108 1,565 16,410 SH   SOLE   0 16,410 0
UNITED CONTL HLDGS INC COM 910047109 2,611 49,256 SH   DFND 1 49,256 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 103 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 35,355 364,820 SH   DFND 1 364,820 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,266 33,700 SH   SOLE 3 33,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,531 15,800 SH   SOLE   0 15,800 0
UNITED RENTALS INC COM 911363109 3,633 41,462 SH   DFND 1 41,462 0 0
UNITED STATES STL CORP NEW COM 912909108 1,582 76,729 SH   DFND 1 76,729 0 0
UNITED TECHNOLOGIES CORP COM 913017109 70,582 636,273 SH   DFND 1 636,273 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,733 69,710 SH   SOLE 3 69,710 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/ 913017117 1,261 22,000 SH   DFND 1 22,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 63,531 520,744 SH   DFND 1 520,744 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,649 46,300 SH   SOLE 3 46,300 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 6,504 45,770 SH   DFND 1 45,770 0 0
UNUM GROUP COM 91529Y106 7,199 201,376 SH   DFND 1 201,376 0 0
URBAN EDGE PPTYS COM 91704F104 982 47,244 SH   DFND 1 47,244 0 0
URBAN OUTFITTERS INC COM 917047102 1,943 55,526 SH   DFND 1 55,526 0 0
US BANCORP DEL COM NEW 902973304 41,214 949,635 SH   DFND 1 949,635 0 0
US BANCORP DEL COM NEW 902973304 3,758 86,600 SH   SOLE 3 86,600 0 0
V F CORP COM 918204108 14,099 202,164 SH   DFND 1 202,164 0 0
VALE S A ADR REPSTG 91912E204 208 41,140 SH   DFND 1 41,140 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 36,918 165,351 SH   DFND 1 165,351 0 0
VALERO ENERGY CORP NEW COM 91913Y100 23,499 375,379 SH   DFND 1 375,379 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,559 24,900 SH   SOLE 3 24,900 0 0
VARIAN MED SYS INC COM 92220P105 4,480 53,129 SH   DFND 1 53,129 0 0
VENTAS INC COM 92276F100 10,603 170,765 SH   DFND 1 170,765 0 0
VERISIGN INC COM 92343E102 3,762 60,948 SH   DFND 1 60,948 0 0
VERISK ANALYTICS INC CL A 92345Y106 5,409 74,341 SH   DFND 1 74,341 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 103,331 2,216,905 SH   DFND 1 2,216,905 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 10,517 225,632 SH   SOLE 3 225,632 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 15,444 125,069 SH   DFND 1 125,069 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,445 11,700 SH   SOLE 3 11,700 0 0
VIACOM INC NEW CL B 92553P201 14,195 219,594 SH   DFND 1 219,594 0 0
VIACOM INC NEW CL B 92553P201 1,144 17,700 SH   SOLE 3 17,700 0 0
VIPSHOP HLDGS LTD NOTE 1.50% 92763WAA1 5,048 4,000,000 PRN   DFND 1 4,000,000 0 0
VISA INC COM CL A 92826C839 72,206 1,075,295 SH   DFND 1 1,075,295 0 0
VISA INC COM CL A 92826C839 6,339 94,400 SH   SOLE 3 94,400 0 0
VISA INC COM CL A 92826C839 1,614 24,030 SH   SOLE   0 24,030 0
VMWARE INC CL A COM 928563402 3,357 39,150 SH   DFND 1 39,150 0 0
VMWARE INC CL A COM 928563402 1,094 12,760 SH   SOLE 3 12,760 0 0
VORNADO RLTY TR SH BEN INT 929042109 8,250 86,904 SH   DFND 1 86,904 0 0
VOYA FINL INC COM 929089100 5,262 113,235 SH   DFND 1 113,235 0 0
VULCAN MATLS CO COM 929160109 5,505 65,595 SH   DFND 1 65,595 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 38,753 458,938 SH   DFND 1 458,938 0 0
WALGREENS BOOTS ALLIANCE I COM 931427108 3,580 42,400 SH   SOLE 3 42,400 0 0
WAL-MART STORES INC COM 931142103 63,414 894,042 SH   DFND 1 894,042 0 0
WAL-MART STORES INC COM 931142103 5,646 79,600 SH   SOLE 3 79,600 0 0
WAL-MART STORES INC COM 931142103 398 5,612 SH   OTR   0 0 5,612
WASTE MGMT INC DEL COM 94106L109 11,016 237,666 SH   DFND 1 237,666 0 0
WATERS CORP COM 941848103 5,419 42,209 SH   DFND 1 42,209 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 4,727 385,257 SH   DFND 1 385,257 0 0
WEC ENERGY GROUP INC COM 92939U106 8,856 196,922 SH   DFND 1 196,922 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,927 58,943 SH   DFND 1 58,943 0 0
WELLS FARGO & CO NEW COM 949746101 161,333 2,868,644 SH   DFND 1 2,868,644 0 0
WELLS FARGO & CO NEW COM 949746101 14,808 263,300 SH   SOLE 3 263,300 0 0
WESTERN DIGITAL CORP COM 958102105 8,933 113,917 SH   DFND 1 113,917 0 0
WESTERN DIGITAL CORP COM 958102105 823 10,500 SH   SOLE 3 10,500 0 0
WESTERN UN CO COM 959802109 5,296 260,491 SH   DFND 1 260,491 0 0
WESTLAKE CHEM CORP COM 960413102 1,454 21,193 SH   DFND 1 21,193 0 0
WEYERHAEUSER CO COM 962166104 8,524 270,602 SH   DFND 1 270,602 0 0
WEYERHAEUSER CO PREF CONV S 962166872 1,040 20,000 SH   DFND 1 20,000 0 0
WHIRLPOOL CORP COM 963320106 6,769 39,114 SH   DFND 1 39,114 0 0
WHITING PETE CORP NEW COM 966387102 3,245 96,575 SH   DFND 1 96,575 0 0
WHOLE FOODS MKT INC COM 966837106 6,580 166,848 SH   DFND 1 166,848 0 0
WHOLE FOODS MKT INC COM 966837106 631 16,000 SH   SOLE 3 16,000 0 0
WILLIAMS COS INC DEL COM 969457100 22,139 385,765 SH   DFND 1 385,765 0 0
WILLIAMS COS INC DEL COM 969457100 1,877 32,700 SH   SOLE 3 32,700 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 4,397 93,756 SH   DFND 1 93,756 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 521 11,107 SH   SOLE 3 11,107 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 344 53,925 SH   DFND 1 53,925 0 0
WIPRO LTD SPON ADR 1 97651M109 1,273 106,321 SH   DFND 1 106,321 0 0
WORKDAY INC CL A 98138H101 4,274 55,953 SH   DFND 1 55,953 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR S 929352102 1,007 23,839 SH   DFND 1 23,839 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,083 62,054 SH   DFND 1 62,054 0 0
WYNN RESORTS LTD COM 983134107 4,279 43,367 SH   DFND 1 43,367 0 0
XCEL ENERGY INC COM 98389B100 8,399 261,010 SH   DFND 1 261,010 0 0
XEROX CORP COM 984121103 6,087 572,051 SH   DFND 1 572,051 0 0
XEROX CORP COM 984121103 422 39,669 SH   SOLE 3 39,669 0 0
XILINX INC COM 983919101 5,949 134,712 SH   DFND 1 134,712 0 0
XILINX INC COM 983919101 888 20,107 SH   SOLE 3 20,107 0 0
XL GROUP PLC SHS G98290102 6,968 187,317 SH   DFND 1 187,317 0 0
XYLEM INC COM 98419M100 3,605 97,250 SH   DFND 1 97,250 0 0
XYLEM INC COM 98419M100 895 24,156 SH   SOLE 3 24,156 0 0
YAHOO INC COM 984332106 17,883 455,151 SH   DFND 1 455,151 0 0
YAHOO INC COM 984332106 1,662 42,300 SH   SOLE 3 42,300 0 0
YAHOO INC NOTE 12/0 984332AF3 38,580 37,500,000 PRN   DFND 1 37,500,000 0 0
YAMANA GOLD INC COM 98462Y100 1,508 498,266 SH   DFND 1 498,266 0 0
YAMANA GOLD INC COM 98462Y100 242 80,000 SH   SOLE 3 80,000 0 0
YANDEX N V SHS CLASS A N97284108 1,848 121,442 SH   DFND 1 121,442 0 0
YUM BRANDS INC COM 988498101 20,339 225,786 SH   DFND 1 225,786 0 0
YUM BRANDS INC COM 988498101 3,747 41,596 SH   SOLE 3 41,596 0 0
YY INC NOTE 2.25% 98426TAB2 4,663 5,000,000 PRN   DFND 1 5,000,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 9,519 87,147 SH   DFND 1 87,147 0 0
ZIONS BANCORPORATION COM 989701107 3,391 106,852 SH   DFND 1 106,852 0 0
ZIONS BANCORPORATION COM 989701107 5,713 180,000 SH   SOLE 3 180,000 0 0
ZOETIS INC CL A 98978V103 12,462 258,431 SH   DFND 1 258,431 0 0