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 1,887 40,687 SH   DFND 1 40,687 0 0
3M CO COM 88579Y101 39,273 277,193 SH   DFND 1 277,193 0 0
ABBOTT LABS COM 002824100 31,600 759,788 SH   DFND 1 759,788 0 0
ABBOTT LABS COM 002824100 3,670 88,241 SH   SOLE 3 88,241 0 0
ABBVIE INC COM 00287Y109 43,549 753,970 SH   DFND 1 753,970 0 0
ABBVIE INC COM 00287Y109 5,766 99,828 SH   SOLE 3 99,828 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 21,548 264,973 SH   DFND 1 264,973 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,314 102,241 SH   SOLE 3 102,241 0 0
ACE LTD SHS H0023R105 14,572 138,956 SH   DFND 1 138,956 0 0
ACTAVIS PLC SHS G0083B108 26,235 108,732 SH   DFND 1 108,732 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,716 274,946 SH   DFND 1 274,946 0 0
ADOBE SYS INC COM 00724F101 14,377 207,796 SH   DFND 1 207,796 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,914 30,040 SH   DFND 1 30,040 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,139 333,975 SH   DFND 1 333,975 0 0
ADVANCED MICRO DEVICES INC COM 007903107 5,545 1,626,121 SH   SOLE 3 1,626,121 0 0
AES CORP COM 00130H105 6,090 429,500 SH   DFND 1 429,500 0 0
AETNA INC NEW COM 00817Y108 20,862 257,554 SH   DFND 1 257,554 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,482 22,370 SH   DFND 1 22,370 0 0
AFLAC INC COM 001055102 17,381 298,378 SH   DFND 1 298,378 0 0
AFLAC INC COM 001055102 5,803 99,615 SH   SOLE 3 99,615 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,756 136,115 SH   DFND 1 136,115 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,430 83,826 SH   DFND 1 83,826 0 0
AGNICO EAGLE MINES LTD COM 008474108 5,661 195,000 SH   SOLE 3 195,000 0 0
AGRIUM INC COM 008916108 5,843 65,563 SH   DFND 1 65,563 0 0
AGRIUM INC COM 008916108 4,481 50,347 SH   SOLE 3 50,347 0 0
AIR PRODS & CHEMS INC COM 009158106 11,310 86,879 SH   DFND 1 86,879 0 0
AIRGAS INC COM 009363102 2,513 22,709 SH   DFND 1 22,709 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,197 70,178 SH   DFND 1 70,178 0 0
ALCATEL-LUCENT SPONSORED A 013904305 54 17,658 SH   DFND 1 17,658 0 0
ALCOA INC COM 013817101 7,743 481,241 SH   DFND 1 481,241 0 0
ALCOA INC DEP SHS 1/1 013817309 12,000 240,000 SH   DFND 2 240,000 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 13,441 81,059 SH   DFND 1 81,059 0 0
ALLEGHENY CORP DEL COM 017175100 2,861 6,841 SH   DFND 1 6,841 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,634 44,044 SH   DFND 1 44,044 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,898 39,850 SH   DFND 1 39,850 0 0
ALLERGAN INC COM 018490102 22,318 125,247 SH   DFND 1 125,247 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,525 22,254 SH   DFND 1 22,254 0 0
ALLIANT ENERGY CORP COM 018802108 2,516 45,407 SH   DFND 1 45,407 0 0
ALLSCRIPTS HEALTHCARE SOLU NOTE 1.25% 01988PAD0 32,601 32,100,000 PRN   DFND 2 32,100,000 0 0
ALLSTATE CORP COM 020002101 15,271 248,838 SH   DFND 1 248,838 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 1,239 499,491 SH   SOLE 3 499,491 0 0
ALTERA CORP COM 021441100 4,665 130,369 SH   DFND 1 130,369 0 0
ALTERA CORP COM 021441100 6,674 186,529 SH   SOLE 3 186,529 0 0
ALTRIA GROUP INC COM 02209S103 94,920 2,066,171 SH   DFND 1 2,066,171 0 0
ALTRIA GROUP INC COM 02209S103 5,716 124,427 SH   SOLE 3 124,427 0 0
AMAZON COM INC COM 023135106 52,373 162,427 SH   DFND 1 162,427 0 0
AMAZON COM INC COM 023135106 8,436 26,164 SH   SOLE 3 26,164 0 0
AMBEV SA SPONSORED A 02319V103 496 75,800 SH   DFND 1 75,800 0 0
AMDOCS LTD ORD G02602103 3,039 66,236 SH   DFND 1 66,236 0 0
AMEREN CORP COM 023608102 5,089 132,765 SH   DFND 1 132,765 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,479 69,880 SH   DFND 1 69,880 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 3,119 146,794 SH   DFND 1 146,794 0 0
AMERICAN ELEC PWR INC COM 025537101 10,535 201,784 SH   DFND 1 201,784 0 0
AMERICAN ELEC PWR INC COM 025537101 908 17,400 SH   SOLE   0 17,400 0
AMERICAN EXPRESS CO COM 025816109 38,212 436,508 SH   DFND 1 436,508 0 0
AMERICAN EXPRESS CO COM 025816109 263 3,000 SH   SOLE 3 3,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 38,930 720,659 SH   DFND 1 720,659 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,715 50,262 SH   SOLE 3 50,262 0 0
AMERICAN RLTY CAP PPTYS IN COM 02917T104 4,250 352,410 SH   DFND 1 352,410 0 0
AMERICAN TOWER CORP NEW COM 03027X100 15,382 164,286 SH   DFND 1 164,286 0 0
AMERICAN TOWER CORP NEW PFD CONV SE 03027X308 19,476 179,500 SH   DFND 2 179,500 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 3,554 73,694 SH   DFND 1 73,694 0 0
AMERIPRISE FINL INC COM 03076C106 14,677 118,954 SH   DFND 1 118,954 0 0
AMERISOURCEBERGEN CORP COM 03073E105 11,684 151,145 SH   DFND 1 151,145 0 0
AMETEK INC NEW COM 031100100 5,028 100,143 SH   DFND 1 100,143 0 0
AMGEN INC COM 031162100 102,582 730,328 SH   DFND 1 730,328 0 0
AMGEN INC COM 031162100 7,072 50,347 SH   SOLE 3 50,347 0 0
AMGEN INC COM 031162100 1,456 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 6,539 65,480 SH   DFND 1 65,480 0 0
ANADARKO PETE CORP COM 032511107 21,050 207,510 SH   DFND 1 207,510 0 0
ANALOG DEVICES INC COM 032654105 6,379 128,885 SH   DFND 1 128,885 0 0
ANALOG DEVICES INC COM 032654105 1,500 30,300 SH   SOLE   0 30,300 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,370 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 4,193 392,580 SH   DFND 1 392,580 0 0
ANNALY CAP MGMT INC NOTE 5.00% 035710AB8 10,122 10,000,000 PRN   DFND 2 10,000,000 0 0
ANSYS INC COM 03662Q105 2,689 35,539 SH   DFND 1 35,539 0 0
ANTERO RES CORP COM 03674X106 1,237 22,533 SH   DFND 1 22,533 0 0
AON PLC SHS CL A G0408V102 10,520 119,990 SH   DFND 1 119,990 0 0
APACHE CORP COM 037411105 18,525 197,345 SH   DFND 1 197,345 0 0
APACHE CORP COM 037411105 1,007 10,725 SH   SOLE   0 10,725 0
APOLLO GROUP INC CL A 037604105 6,275 249,490 SH   SOLE 3 249,490 0 0
APPLE INC COM 037833100 345,486 3,429,146 SH   DFND 1 3,429,146 0 0
APPLE INC COM 037833100 35,237 349,750 SH   SOLE 3 349,750 0 0
APPLE INC COM 037833100 2,701 26,810 SH   SOLE   0 26,810 0
APPLIED MATLS INC COM 038222105 10,750 497,448 SH   DFND 1 497,448 0 0
APPLIED MICRO CIRCUITS COR COM NEW 03822W406 175 25,000 SH   SOLE 3 25,000 0 0
ARCELORMITTAL SA LUXEMBOUR MAND CV NT L0302D178 8,346 395,000 SH   DFND 2 395,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,725 49,790 SH   DFND 1 49,790 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 13,602 266,192 SH   DFND 1 266,192 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,943 38,020 SH   SOLE   0 38,020 0
ARROW ELECTRS INC COM 042735100 2,294 41,451 SH   DFND 1 41,451 0 0
ASHLAND INC NEW COM 044209104 3,275 31,457 SH   DFND 1 31,457 0 0
ASSURANT INC COM 04621X108 1,941 30,190 SH   DFND 1 30,190 0 0
AT&T INC COM 00206R102 117,936 3,346,658 SH   DFND 1 3,346,658 0 0
AT&T INC COM 00206R102 8,759 248,561 SH   SOLE 3 248,561 0 0
ATMEL CORP COM 049513104 5,035 623,083 SH   SOLE 3 623,083 0 0
AU OPTRONICS CORP SPONSORED A 002255107 67 16,221 SH   DFND 1 16,221 0 0
AUTODESK INC COM 052769106 5,169 93,817 SH   DFND 1 93,817 0 0
AUTOLIV INC COM 052800109 3,563 38,758 SH   DFND 1 38,758 0 0
AUTOMATIC DATA PROCESSING COM 053015103 14,526 199,311 SH   DFND 1 199,311 0 0
AUTONATION INC COM 05329W102 701 13,940 SH   DFND 1 13,940 0 0
AUTOZONE INC COM 053332102 7,016 13,766 SH   DFND 1 13,766 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 8,858 101,813 SH   DFND 1 101,813 0 0
AVALONBAY CMNTYS INC COM 053484101 7,565 53,664 SH   DFND 1 53,664 0 0
AVERY DENNISON CORP COM 053611109 1,786 40,001 SH   DFND 1 40,001 0 0
AVNET INC COM 053807103 2,343 56,454 SH   DFND 1 56,454 0 0
AVON PRODS INC COM 054303102 2,821 223,882 SH   DFND 1 223,882 0 0
AVON PRODS INC COM 054303102 3,540 280,930 SH   SOLE 3 280,930 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 2,049 43,282 SH   DFND 1 43,282 0 0
B/E AEROSPACE INC COM 073302101 4,518 53,830 SH   DFND 1 53,830 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 1,254 45,279 SH   DFND 1 45,279 0 0
BAKER HUGHES INC COM 057224107 11,753 180,646 SH   DFND 1 180,646 0 0
BAKER HUGHES INC COM 057224107 4,854 74,610 SH   SOLE 3 74,610 0 0
BALL CORP COM 058498106 3,627 57,319 SH   DFND 1 57,319 0 0
BALLARD PWR SYS INC NEW COM 058586108 39 12,000 SH   SOLE 3 12,000 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 1,079 75,689 SH   DFND 1 75,689 0 0
BANK MONTREAL QUE COM 063671101 19,869 269,309 SH   DFND 1 269,309 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 30,994 499,862 SH   DFND 1 499,862 0 0
BANK OF AMERICA CORPORATIO COM 060505104 82,185 4,820,222 SH   DFND 1 4,820,222 0 0
BANK OF AMERICA CORPORATIO COM 060505104 17,524 1,027,820 SH   SOLE 3 1,027,820 0 0
BANK OF NEW YORK MELLON CO COM 064058100 18,225 470,577 SH   DFND 1 470,577 0 0
BANK OF NEW YORK MELLON CO COM 064058100 9,728 251,172 SH   SOLE 3 251,172 0 0
BARD C R INC COM 067383109 4,522 31,688 SH   DFND 1 31,688 0 0
BARRICK GOLD CORP COM 067901108 7,854 533,732 SH   DFND 1 533,732 0 0
BARRICK GOLD CORP COM 067901108 12,903 880,179 SH   SOLE 3 880,179 0 0
BAXTER INTL INC COM 071813109 24,164 336,683 SH   DFND 1 336,683 0 0
BAXTER INTL INC COM 071813109 4,507 62,801 SH   SOLE 3 62,801 0 0
BAYTEX ENERGY CORP COM 07317Q105 5,637 148,880 SH   SOLE 3 148,880 0 0
BB&T CORP COM 054937107 11,012 295,948 SH   DFND 1 295,948 0 0
BB&T CORP COM 054937107 4,837 130,000 SH   SOLE 3 130,000 0 0
BCE INC COM NEW 05534B760 4,549 106,111 SH   DFND 1 106,111 0 0
BECTON DICKINSON & CO COM 075887109 9,016 79,224 SH   DFND 1 79,224 0 0
BED BATH & BEYOND INC COM 075896100 5,696 86,532 SH   DFND 1 86,532 0 0
BED BATH & BEYOND INC COM 075896100 4,279 65,000 SH   SOLE 3 65,000 0 0
BEMIS INC COM 081437105 1,606 42,245 SH   DFND 1 42,245 0 0
BERKLEY W R CORP COM 084423102 2,138 44,722 SH   DFND 1 44,722 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 47,794 231 SH   DFND 1 231 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 63,051 456,428 SH   DFND 1 456,428 0 0
BEST BUY INC COM 086516101 3,769 112,203 SH   DFND 1 112,203 0 0
BEST BUY INC COM 086516101 5,466 162,713 SH   SOLE 3 162,713 0 0
BIOGEN IDEC INC COM 09062X103 38,037 114,980 SH   DFND 1 114,980 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 4,097 56,773 SH   DFND 1 56,773 0 0
BIOMARIN PHARMACEUTICAL IN NOTE 1.50%1 09061GAF8 34,568 31,400,000 PRN   DFND 2 31,400,000 0 0
BLACKBERRY LTD COM 09228F103 2,313 231,503 SH   DFND 1 231,503 0 0
BLACKBERRY LTD COM 09228F103 8,818 887,099 SH   SOLE 3 887,099 0 0
BLACKROCK INC COM 09247X101 17,053 51,940 SH   DFND 1 51,940 0 0
BLOCK H & R INC COM 093671105 3,449 111,216 SH   DFND 1 111,216 0 0
BOEING CO COM 097023105 97,598 766,196 SH   DFND 1 766,196 0 0
BORGWARNER INC COM 099724106 4,950 94,096 SH   DFND 1 94,096 0 0
BOSTON PROPERTIES INC COM 101121101 7,277 62,865 SH   DFND 1 62,865 0 0
BOSTON SCIENTIFIC CORP COM 101137107 6,396 541,567 SH   DFND 1 541,567 0 0
BOTTOMLINE TECH DEL INC NOTE 1.50% 101388AA4 21,442 19,000,000 PRN   DFND 2 19,000,000 0 0
BPZ RESOURCES INC MTNF 6.50% 055639AB4 2,216 2,250,000 PRN   DFND 2 2,250,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 38,052 743,485 SH   DFND 1 743,485 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 11,976 234,000 SH   SOLE 3 234,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,704 33,295 SH   SOLE   0 33,295 0
BROADCOM CORP CL A 111320107 13,177 326,007 SH   DFND 1 326,007 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 2,048 49,189 SH   DFND 1 49,189 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 10,611 235,770 SH   DFND 1 235,770 0 0
BROWN & BROWN INC COM 115236101 1,595 49,618 SH   DFND 1 49,618 0 0
BROWN FORMAN CORP CL B 115637209 4,756 52,717 SH   DFND 1 52,717 0 0
BUNGE LIMITED COM G16962105 5,121 60,800 SH   DFND 1 60,800 0 0
BURGER KING WORLDWIDE INC COM 121220107 1,285 43,340 SH   DFND 1 43,340 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,121 62,135 SH   DFND 1 62,135 0 0
CA INC COM 12673P105 3,899 139,538 SH   DFND 1 139,538 0 0
CA INC COM 12673P105 6,063 217,000 SH   SOLE 3 217,000 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 1,398 79,865 SH   DFND 1 79,865 0 0
CABOT OIL & GAS CORP COM 127097103 5,602 171,379 SH   DFND 1 171,379 0 0
CABOT OIL & GAS CORP COM 127097103 6,239 190,854 SH   SOLE 3 190,854 0 0
CALPINE CORP COM NEW 131347304 3,156 145,449 SH   DFND 1 145,449 0 0
CAMECO CORP COM 13321L108 2,853 161,296 SH   DFND 1 161,296 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,824 87,735 SH   DFND 1 87,735 0 0
CAMPBELL SOUP CO COM 134429109 3,220 75,348 SH   DFND 1 75,348 0 0
CAMPBELL SOUP CO COM 134429109 5,531 129,451 SH   SOLE 3 129,451 0 0
CANADIAN NAT RES LTD COM 136385101 17,604 452,002 SH   DFND 1 452,002 0 0
CANADIAN NATL RY CO COM 136375102 25,357 356,277 SH   DFND 1 356,277 0 0
CANADIAN PAC RY LTD COM 13645T100 13,582 65,280 SH   DFND 1 65,280 0 0
CAPITAL ONE FINL CORP COM 14040H105 24,289 297,582 SH   DFND 1 297,582 0 0
CARDINAL HEALTH INC COM 14149Y108 10,446 139,426 SH   DFND 1 139,426 0 0
CAREFUSION CORP COM 14170T101 3,888 85,933 SH   DFND 1 85,933 0 0
CARMAX INC COM 143130102 4,268 91,886 SH   DFND 1 91,886 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,941 197,683 SH   DFND 1 197,683 0 0
CARNIVAL CORP PAIRED CTF 143658300 6,545 162,939 SH   SOLE 3 162,939 0 0
CATAMARAN CORP COM 148887102 3,514 83,234 SH   DFND 1 83,234 0 0
CATAMARAN CORP COM 148887102 4,384 104,000 SH   SOLE 3 104,000 0 0
CATERPILLAR INC DEL COM 149123101 33,393 337,205 SH   DFND 1 337,205 0 0
CATERPILLAR INC DEL COM 149123101 6,623 66,875 SH   SOLE 3 66,875 0 0
CBRE GROUP INC CL A 12504L109 3,419 114,968 SH   DFND 1 114,968 0 0
CBS CORP NEW CL B 124857202 14,754 275,768 SH   DFND 1 275,768 0 0
CDN IMPERIAL BK OF COMMERC COM 136069101 17,794 197,627 SH   DFND 1 197,627 0 0
CELANESE CORP DEL COM SER A 150870103 6,450 110,223 SH   DFND 1 110,223 0 0
CELGENE CORP COM 151020104 31,479 332,132 SH   DFND 1 332,132 0 0
CELGENE CORP COM 151020104 1,795 18,940 SH   SOLE   0 18,940 0
CEMEX SAB DE CV SPON ADR NE 151290889 292 22,371 SH   DFND 1 22,371 0 0
CEMEX SAB DE CV NOTE 4.875% 151290AV5 49,489 41,200,000 PRN   DFND 2 41,200,000 0 0
CENOVUS ENERGY INC COM 15135U109 10,306 382,137 SH   DFND 1 382,137 0 0
CENOVUS ENERGY INC COM 15135U109 5,360 199,397 SH   SOLE 3 199,397 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,322 176,635 SH   DFND 1 176,635 0 0
CENTURYLINK INC COM 156700106 11,909 291,243 SH   DFND 1 291,243 0 0
CERNER CORP COM 156782104 7,210 121,038 SH   DFND 1 121,038 0 0
CF INDS HLDGS INC COM 125269100 12,923 46,283 SH   DFND 1 46,283 0 0
CHART INDS INC COM PAR $0. 16115Q308 5,563 91,000 SH   SOLE 3 91,000 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 4,311 28,480 SH   DFND 1 28,480 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 4,175 60,304 SH   DFND 1 60,304 0 0
CHENIERE ENERGY INC COM NEW 16411R208 7,838 97,942 SH   DFND 1 97,942 0 0
CHESAPEAKE ENERGY CORP COM 165167107 8,315 361,661 SH   DFND 1 361,661 0 0
CHESAPEAKE ENERGY CORP NOTE 2.75%1 165167BW6 10,144 10,000,000 PRN   DFND 2 10,000,000 0 0
CHEVRON CORP NEW COM 166764100 106,956 896,383 SH   DFND 1 896,383 0 0
CHEVRON CORP NEW COM 166764100 1,641 13,750 SH   SOLE   0 13,750 0
CHICAGO BRIDGE & IRON CO N COM 167250109 2,517 43,510 SH   DFND 1 43,510 0 0
CHICAGO BRIDGE & IRON CO N COM 167250109 4,512 78,000 SH   SOLE 3 78,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 8,560 12,842 SH   DFND 1 12,842 0 0
CHIQUITA BRANDS INTL INC NOTE 4.25% 170032AT3 5,010 5,000,000 PRN   DFND 2 5,000,000 0 0
CHUBB CORP COM 171232101 10,191 111,889 SH   DFND 1 111,889 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 249 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 3,955 56,366 SH   DFND 1 56,366 0 0
CIGNA CORPORATION COM 125509109 13,984 154,191 SH   DFND 1 154,191 0 0
CIMAREX ENERGY CO COM 171798101 4,492 35,503 SH   DFND 1 35,503 0 0
CINCINNATI FINL CORP COM 172062101 2,776 59,003 SH   DFND 1 59,003 0 0
CINTAS CORP COM 172908105 2,943 41,695 SH   DFND 1 41,695 0 0
CISCO SYS INC COM 17275R102 61,159 2,429,852 SH   DFND 1 2,429,852 0 0
CISCO SYS INC COM 17275R102 9,327 370,575 SH   SOLE 3 370,575 0 0
CIT GROUP INC COM NEW 125581801 3,616 78,667 SH   DFND 1 78,667 0 0
CITIGROUP INC COM NEW 172967424 74,312 1,434,045 SH   DFND 1 1,434,045 0 0
CITIGROUP INC COM NEW 172967424 17,165 331,238 SH   SOLE 3 331,238 0 0
CITRIX SYS INC COM 177376100 4,830 67,701 SH   DFND 1 67,701 0 0
CITY NATL CORP COM 178566105 1,430 18,897 SH   DFND 1 18,897 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 248 23,876 SH   DFND 1 23,876 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 1,963 189,156 SH   SOLE 3 189,156 0 0
CLOROX CO DEL COM 189054109 5,110 53,202 SH   DFND 1 53,202 0 0
CME GROUP INC COM 12572Q105 40,327 504,344 SH   DFND 1 504,344 0 0
CMS ENERGY CORP COM 125896100 3,285 110,740 SH   DFND 1 110,740 0 0
CNA FINL CORP COM 126117100 423 11,121 SH   DFND 1 11,121 0 0
CNH INDL N V SHS N20944109 3,541 444,262 SH   DFND 1 444,262 0 0
CNH INDL N V SHS N20944109 793 100,000 SH   SOLE   0 100,000 0
COACH INC COM 189754104 4,090 114,867 SH   DFND 1 114,867 0 0
COACH INC COM 189754104 5,917 166,159 SH   SOLE 3 166,159 0 0
COBALT INTL ENERGY INC COM 19075F106 1,835 134,930 SH   DFND 1 134,930 0 0
COBALT INTL ENERGY INC NOTE 2.625% 19075FAA4 6,473 7,800,000 PRN   DFND 2 7,800,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 19075FAB2 27,894 31,000,000 PRN   DFND 2 31,000,000 0 0
COCA COLA CO COM 191216100 128,736 3,017,712 SH   DFND 1 3,017,712 0 0
COCA COLA CO COM 191216100 22,025 516,296 SH   SOLE 3 516,296 0 0
COCA COLA CO COM 191216100 2,637 61,820 SH   SOLE   0 61,820 0
COCA COLA ENTERPRISES INC COM 19122T109 8,754 197,330 SH   DFND 1 197,330 0 0
COEUR MNG INC COM NEW 192108504 1,934 390,000 SH   SOLE 3 390,000 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 11,118 248,342 SH   DFND 1 248,342 0 0
COLFAX CORP COM 194014106 2,385 41,862 SH   DFND 1 41,862 0 0
COLGATE PALMOLIVE CO COM 194162103 24,577 376,839 SH   DFND 1 376,839 0 0
COLGATE PALMOLIVE CO COM 194162103 663 10,160 SH   SOLE   0 10,160 0
COLONY FINL INC NOTE 5.00% 19624RAA4 9,366 9,000,000 PRN   DFND 2 9,000,000 0 0
COMCAST CORP NEW CL A 20030N101 59,606 1,108,339 SH   DFND 1 1,108,339 0 0
COMCAST CORP NEW CL A SPL 20030N200 9,491 177,394 SH   DFND 1 177,394 0 0
COMERICA INC COM 200340107 3,737 74,946 SH   DFND 1 74,946 0 0
COMMERCE BANCSHARES INC COM 200525103 1,650 36,953 SH   DFND 1 36,953 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 270 43,298 SH   DFND 1 43,298 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 51 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 677 58,432 SH   DFND 1 58,432 0 0
COMPUTER SCIENCES CORP COM 205363104 3,702 60,545 SH   DFND 1 60,545 0 0
CONAGRA FOODS INC COM 205887102 8,307 251,415 SH   DFND 1 251,415 0 0
CONAGRA FOODS INC COM 205887102 3,436 104,000 SH   SOLE 3 104,000 0 0
CONCHO RES INC COM 20605P101 5,744 45,806 SH   DFND 1 45,806 0 0
CONOCOPHILLIPS COM 20825C104 84,460 1,103,762 SH   DFND 1 1,103,762 0 0
CONOCOPHILLIPS COM 20825C104 9,566 125,010 SH   SOLE 3 125,010 0 0
CONSOL ENERGY INC COM 20854P109 3,558 93,978 SH   DFND 1 93,978 0 0
CONSOLIDATED EDISON INC COM 209115104 6,815 120,272 SH   DFND 1 120,272 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,818 66,749 SH   DFND 1 66,749 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,411 36,272 SH   DFND 1 36,272 0 0
CORE LABORATORIES N V COM N22717107 2,630 17,970 SH   DFND 1 17,970 0 0
CORNING INC COM 219350105 13,530 699,600 SH   DFND 1 699,600 0 0
CORNING INC COM 219350105 4,830 249,746 SH   SOLE 3 249,746 0 0
COSTCO WHSL CORP NEW COM 22160K105 22,617 180,475 SH   DFND 1 180,475 0 0
COVIDIEN PLC SHS G2554F113 21,356 246,862 SH   DFND 1 246,862 0 0
CREDICORP LTD COM G2519Y108 3,318 21,630 SH   DFND 1 21,630 0 0
CREE INC COM 225447101 1,847 45,097 SH   DFND 1 45,097 0 0
CRESCENT PT ENERGY CORP COM 22576C101 6,128 169,375 SH   DFND 1 169,375 0 0
CROWN CASTLE INTL CORP COM 228227104 11,159 138,574 SH   DFND 1 138,574 0 0
CSX CORP COM 126408103 16,723 521,624 SH   DFND 1 521,624 0 0
CUBIST PHARMACEUTICALS INC NOTE 1.875% 229678AH0 21,193 19,600,000 PRN   DFND 2 19,600,000 0 0
CUMMINS INC COM 231021106 11,176 84,679 SH   DFND 1 84,679 0 0
CUMMINS INC COM 231021106 5,147 39,000 SH   SOLE 3 39,000 0 0
CUMMINS INC COM 231021106 1,769 13,400 SH   SOLE   0 13,400 0
CVS HEALTH CORP COM 126650100 47,502 596,837 SH   DFND 1 596,837 0 0
CVS HEALTH CORP COM 126650100 2,135 26,820 SH   SOLE   0 26,820 0
D R HORTON INC COM 23331A109 2,777 135,319 SH   DFND 1 135,319 0 0
D R HORTON INC COM 23331A109 4,104 200,000 SH   SOLE 3 200,000 0 0
DANAHER CORP DEL COM 235851102 18,402 242,198 SH   DFND 1 242,198 0 0
DARDEN RESTAURANTS INC COM 237194105 4,428 86,046 SH   DFND 1 86,046 0 0
DARDEN RESTAURANTS INC COM 237194105 4,580 89,000 SH   SOLE 3 89,000 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 6,441 88,058 SH   DFND 1 88,058 0 0
DEALERTRACK TECHNOLOGIES I NOTE 1.50% 242309AB8 3,906 3,000,000 PRN   DFND 2 3,000,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 5,827 439,777 SH   SOLE 3 439,777 0 0
DEERE & CO COM 244199105 19,107 233,043 SH   DFND 1 233,043 0 0
DEERE & CO COM 244199105 8,597 104,851 SH   SOLE 3 104,851 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 7,638 124,512 SH   DFND 1 124,512 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,148 87,069 SH   DFND 1 87,069 0 0
DENBURY RES INC COM NEW 247916208 2,256 150,067 SH   DFND 1 150,067 0 0
DENTSPLY INTL INC NEW COM 249030107 2,673 58,615 SH   DFND 1 58,615 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23,934 683,469 SH   DFND 1 683,469 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 26,471 755,928 SH   SOLE 3 755,928 0 0
DEVON ENERGY CORP NEW COM 25179M103 11,407 167,308 SH   DFND 1 167,308 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,316 63,298 SH   SOLE 3 63,298 0 0
DEVRY INC DEL COM 251893103 5,383 125,730 SH   SOLE 3 125,730 0 0
DIAGEO P L C SPON ADR NE 25243Q205 1,148 9,950 SH   SOLE   0 9,950 0
DIAMOND OFFSHORE DRILLING COM 25271C102 1,981 57,817 SH   DFND 1 57,817 0 0
DICKS SPORTING GOODS INC COM 253393102 5,529 126,000 SH   SOLE 3 126,000 0 0
DIGITAL RLTY TR INC COM 253868103 3,421 54,837 SH   DFND 1 54,837 0 0
DIRECTV COM 25490A309 23,742 274,405 SH   DFND 1 274,405 0 0
DISCOVER FINL SVCS COM 254709108 23,694 367,978 SH   DFND 1 367,978 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,254 59,626 SH   DFND 1 59,626 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4,365 117,092 SH   DFND 1 117,092 0 0
DISH NETWORK CORP CL A 25470M109 5,515 85,396 SH   DFND 1 85,396 0 0
DISNEY WALT CO COM DISNEY 254687106 68,446 768,792 SH   DFND 1 768,792 0 0
DISNEY WALT CO COM DISNEY 254687106 5,791 65,044 SH   SOLE 3 65,044 0 0
DISNEY WALT CO COM DISNEY 254687106 1,895 21,280 SH   SOLE   0 21,280 0
DOLLAR GEN CORP NEW COM 256677105 7,044 115,266 SH   DFND 1 115,266 0 0
DOLLAR TREE INC COM 256746108 4,780 85,250 SH   DFND 1 85,250 0 0
DOMINION RES INC VA NEW COM 25746U109 16,519 239,101 SH   DFND 1 239,101 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 2,981 53,000 SH   DFND 2 53,000 0 0
DOVER CORP COM 260003108 9,382 116,798 SH   DFND 1 116,798 0 0
DOW CHEM CO COM 260543103 28,585 545,103 SH   DFND 1 545,103 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 5,270 81,952 SH   DFND 1 81,952 0 0
DR REDDYS LABS LTD ADR 256135203 1,587 30,205 SH   SOLE   0 30,205 0
DRYSHIPS INC. NOTE 5.00%1 262498AB4 7,439 7,500,000 PRN   DFND 2 7,500,000 0 0
DST SYS INC DEL COM 233326107 1,226 14,606 SH   DFND 1 14,606 0 0
DTE ENERGY CO COM 233331107 9,118 119,850 SH   DFND 1 119,850 0 0
DU PONT E I DE NEMOURS & C COM 263534109 28,586 398,350 SH   DFND 1 398,350 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 24,158 323,103 SH   DFND 1 323,103 0 0
DUKE REALTY CORP COM NEW 264411505 2,344 136,439 SH   DFND 1 136,439 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 1,854 15,781 SH   DFND 1 15,781 0 0
E M C CORP MASS COM 268648102 30,410 1,039,296 SH   DFND 1 1,039,296 0 0
E M C CORP MASS COM 268648102 5,515 188,486 SH   SOLE 3 188,486 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 464 20,551 SH   DFND 1 20,551 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 5,733 253,801 SH   SOLE 3 253,801 0 0
EASTGROUP PPTY INC COM 277276101 45,456 750,224 SH   DFND 1 750,224 0 0
EASTMAN CHEM CO COM 277432100 9,232 114,133 SH   DFND 1 114,133 0 0
EATON CORP PLC SHS G29183103 17,638 278,338 SH   DFND 1 278,338 0 0
EATON CORP PLC SHS G29183103 773 12,200 SH   SOLE   0 12,200 0
EBAY INC COM 278642103 30,552 539,503 SH   DFND 1 539,503 0 0
EBAY INC COM 278642103 11,041 194,974 SH   SOLE 3 194,974 0 0
ECOLAB INC COM 278865100 12,884 112,202 SH   DFND 1 112,202 0 0
ECOPETROL S A SPONSORED A 279158109 7,240 231,516 SH   DFND 1 231,516 0 0
EDISON INTL COM 281020107 7,536 134,769 SH   DFND 1 134,769 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,181 70,301 SH   DFND 1 70,301 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,995 295,130 SH   DFND 1 295,130 0 0
ELDORADO GOLD CORP NEW COM 284902103 3,364 499,063 SH   SOLE 3 499,063 0 0
ELECTRONIC ARTS INC COM 285512109 4,317 121,222 SH   DFND 1 121,222 0 0
ELECTRONIC ARTS INC NOTE 0.75% 285512AA7 30,828 25,000,000 PRN   DFND 2 25,000,000 0 0
EMERSON ELEC CO COM 291011104 18,220 291,155 SH   DFND 1 291,155 0 0
ENBRIDGE INC COM 29250N105 16,523 344,319 SH   DFND 1 344,319 0 0
ENCANA CORP COM 292505104 8,100 382,301 SH   DFND 1 382,301 0 0
ENCANA CORP COM 292505104 5,285 249,196 SH   SOLE 3 249,196 0 0
ENCORE CAP GROUP INC NOTE 3.00% 292554AF9 6,855 6,000,000 PRN   DFND 2 6,000,000 0 0
ENDO INTL PLC SHS G30401106 3,623 53,010 SH   DFND 1 53,010 0 0
ENDOLOGIX INC NOTE 2.25%1 29266SAA4 4,469 5,000,000 PRN   DFND 2 5,000,000 0 0
ENERGIZER HLDGS INC COM 29266R108 3,134 25,434 SH   DFND 1 25,434 0 0
ENERSIS S A SPONSORED A 29274F104 177 11,241 SH   DFND 1 11,241 0 0
ENSCO PLC SHS CLASS A G3157S106 4,867 117,807 SH   DFND 1 117,807 0 0
ENSCO PLC SHS CLASS A G3157S106 2,685 65,000 SH   SOLE 3 65,000 0 0
ENTERGY CORP NEW COM 29364G103 7,705 99,638 SH   DFND 1 99,638 0 0
EOG RES INC COM 26875P101 22,269 224,898 SH   DFND 1 224,898 0 0
EQT CORP COM 26884L109 5,748 62,791 SH   DFND 1 62,791 0 0
EQUIFAX INC COM 294429105 3,729 49,896 SH   DFND 1 49,896 0 0
EQUINIX INC COM NEW 29444U502 4,276 20,125 SH   DFND 1 20,125 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,097 147,722 SH   DFND 1 147,722 0 0
ESSEX PPTY TR INC COM 297178105 4,412 24,680 SH   DFND 1 24,680 0 0
EVEREST RE GROUP LTD COM G3223R108 3,147 19,427 SH   DFND 1 19,427 0 0
EXELON CORP COM 30161N101 15,215 446,309 SH   DFND 1 446,309 0 0
EXELON CORP COM 30161N101 5,617 164,782 SH   SOLE 3 164,782 0 0
EXPEDIA INC DEL COM NEW 30212P303 5,861 66,892 SH   DFND 1 66,892 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,409 84,018 SH   DFND 1 84,018 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 28,351 401,405 SH   DFND 1 401,405 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,244 88,409 SH   SOLE 3 88,409 0 0
EXXON MOBIL CORP COM 30231G102 186,614 1,984,199 SH   DFND 1 1,984,199 0 0
EXXON MOBIL CORP COM 30231G102 333 3,540 SH   SOLE   0 3,540 0
F M C CORP COM NEW 302491303 3,146 55,006 SH   DFND 1 55,006 0 0
F5 NETWORKS INC COM 315616102 3,622 30,502 SH   DFND 1 30,502 0 0
F5 NETWORKS INC COM 315616102 1,787 15,050 SH   SOLE   0 15,050 0
FACEBOOK INC CL A 30303M102 67,037 848,135 SH   DFND 1 848,135 0 0
FAMILY DLR STORES INC COM 307000109 3,051 39,498 SH   DFND 1 39,498 0 0
FASTENAL CO COM 311900104 5,012 111,627 SH   DFND 1 111,627 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 3,282 27,707 SH   DFND 1 27,707 0 0
FEDEX CORP COM 31428X106 22,979 142,326 SH   DFND 1 142,326 0 0
FIDELITY NATIONAL FINANCIA FNF GROUP C 31620R303 3,124 112,610 SH   DFND 1 112,610 0 0
FIDELITY NATIONAL FINANCIA FNFV GROUP 31620R402 510 37,044 SH   DFND 1 37,044 0 0
FIDELITY NATL INFORMATION COM 31620M106 9,138 162,316 SH   DFND 1 162,316 0 0
FIFTH THIRD BANCORP COM 316773100 8,698 434,465 SH   DFND 1 434,465 0 0
FIFTH THIRD BANCORP COM 316773100 6,301 314,735 SH   SOLE 3 314,735 0 0
FIRST SOLAR INC COM 336433107 1,879 28,555 SH   DFND 1 28,555 0 0
FIRSTENERGY CORP COM 337932107 7,658 228,132 SH   DFND 1 228,132 0 0
FIRSTENERGY CORP COM 337932107 4,970 148,051 SH   SOLE 3 148,051 0 0
FISERV INC COM 337738108 6,695 103,576 SH   DFND 1 103,576 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,055 28,535 SH   DFND 1 28,535 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,581 250,143 SH   DFND 1 250,143 0 0
FLOWSERVE CORP COM 34354P105 3,974 56,349 SH   DFND 1 56,349 0 0
FLUOR CORP NEW COM 343412102 4,426 66,273 SH   DFND 1 66,273 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,284 97,295 SH   DFND 1 97,295 0 0
FOOT LOCKER INC COM 344849104 3,340 60,017 SH   DFND 1 60,017 0 0
FORD MTR CO DEL COM PAR $0. 345370860 30,890 2,088,558 SH   DFND 1 2,088,558 0 0
FORD MTR CO DEL COM PAR $0. 345370860 7,609 514,491 SH   SOLE 3 514,491 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 2,731 66,428 SH   DFND 1 66,428 0 0
FOSSIL GROUP INC COM 34988V106 1,866 19,877 SH   DFND 1 19,877 0 0
FOSTER WHEELER AG COM H27178104 1,282 40,556 SH   DFND 1 40,556 0 0
FRANCO NEVADA CORP COM 351858105 2,945 59,856 SH   DFND 1 59,856 0 0
FRANCO NEVADA CORP COM 351858105 5,377 110,000 SH   SOLE 3 110,000 0 0
FRANKLIN RES INC COM 354613101 9,272 169,786 SH   DFND 1 169,786 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 20,646 632,348 SH   DFND 1 632,348 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 1,660 50,830 SH   SOLE   0 50,830 0
FRONTIER COMMUNICATIONS CO COM 35906A108 2,496 383,354 SH   DFND 1 383,354 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,803 61,790 SH   DFND 1 61,790 0 0
GAMESTOP CORP NEW CL A 36467W109 1,993 48,373 SH   DFND 1 48,373 0 0
GANNETT INC COM 364730101 2,752 92,747 SH   DFND 1 92,747 0 0
GAP INC DEL COM 364760108 4,362 104,630 SH   DFND 1 104,630 0 0
GARMIN LTD SHS H2906T109 2,348 45,156 SH   DFND 1 45,156 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 3,654 242,305 SH   SOLE 3 242,305 0 0
GENERAL DYNAMICS CORP COM 369550108 1,004 7,900 SH   DFND 1 7,900 0 0
GENERAL ELECTRIC CO COM 369604103 125,867 4,912,835 SH   DFND 1 4,912,835 0 0
GENERAL ELECTRIC CO COM 369604103 29,032 1,133,191 SH   SOLE 3 1,133,191 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 52,082 2,211,566 SH   DFND 1 2,211,566 0 0
GENERAL MLS INC COM 370334104 14,280 283,061 SH   DFND 1 283,061 0 0
GENERAL MLS INC COM 370334104 8,260 163,729 SH   SOLE 3 163,729 0 0
GENERAL MTRS CO COM 37045V100 23,426 733,425 SH   DFND 1 733,425 0 0
GENERAL MTRS CO COM 37045V100 8,305 260,012 SH   SOLE 3 260,012 0 0
GENTEX CORP COM 371901109 1,590 59,399 SH   DFND 1 59,399 0 0
GENUINE PARTS CO COM 372460105 5,593 63,763 SH   DFND 1 63,763 0 0
GENWORTH FINL INC COM CL A 37247D106 5,765 440,113 SH   DFND 1 440,113 0 0
GERDAU S A SPONSORED A 373737105 83 17,300 SH   DFND 1 17,300 0 0
GILEAD SCIENCES INC COM 375558103 78,495 737,384 SH   DFND 1 737,384 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 1,177 250,000 PRN   DFND 2 250,000 0 0
GOLDCORP INC NEW COM 380956409 7,657 331,286 SH   DFND 1 331,286 0 0
GOLDCORP INC NEW COM 380956409 16,537 718,060 SH   SOLE 3 718,060 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 40,511 220,683 SH   DFND 1 220,683 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,223 39,348 SH   SOLE 3 39,348 0 0
GOOGLE INC CL A 38259P508 75,914 129,016 SH   DFND 1 129,016 0 0
GOOGLE INC CL C 38259P706 74,294 128,678 SH   DFND 1 128,678 0 0
GRAINGER W W INC COM 384802104 6,164 24,495 SH   DFND 1 24,495 0 0
GROUPE CGI INC CL A SUB VT 39945C109 3,654 107,869 SH   DFND 1 107,869 0 0
GRUPO TELEVISA SA SPON ADR RE 40049J206 498 14,697 SH   DFND 1 14,697 0 0
HALLIBURTON CO COM 406216101 32,471 503,343 SH   DFND 1 503,343 0 0
HANESBRANDS INC COM 410345102 4,129 38,430 SH   DFND 1 38,430 0 0
HARLEY DAVIDSON INC COM 412822108 5,294 90,956 SH   DFND 1 90,956 0 0
HARMAN INTL INDS INC COM 413086109 2,719 27,731 SH   DFND 1 27,731 0 0
HARRIS CORP DEL COM 413875105 2,927 44,078 SH   DFND 1 44,078 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 10,599 284,542 SH   DFND 1 284,542 0 0
HASBRO INC COM 418056107 2,618 47,595 SH   DFND 1 47,595 0 0
HCA HOLDINGS INC COM 40412C101 9,521 135,007 SH   DFND 1 135,007 0 0
HCP INC COM 40414L109 7,538 189,833 SH   DFND 1 189,833 0 0
HEALTH CARE REIT INC COM 42217K106 7,902 126,697 SH   DFND 1 126,697 0 0
HEARTWARE INTL INC NOTE 3.50%1 422368AA8 18,540 17,000,000 PRN   DFND 2 17,000,000 0 0
HELMERICH & PAYNE INC COM 423452101 4,044 41,322 SH   DFND 1 41,322 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,773 40,537 SH   DFND 1 40,537 0 0
HERSHEY CO COM 427866108 6,364 66,683 SH   DFND 1 66,683 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 4,698 185,043 SH   DFND 1 185,043 0 0
HESS CORP COM 42809H107 14,176 150,295 SH   DFND 1 150,295 0 0
HEWLETT PACKARD CO COM 428236103 33,023 931,021 SH   DFND 1 931,021 0 0
HEWLETT PACKARD CO COM 428236103 6,942 195,717 SH   SOLE 3 195,717 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 2,822 114,560 SH   DFND 1 114,560 0 0
HOLLYFRONTIER CORP COM 436106108 3,555 81,388 SH   DFND 1 81,388 0 0
HOLOGIC INC FRNT 12/1 436440AG6 10,856 10,000,000 PRN   DFND 2 10,000,000 0 0
HOME DEPOT INC COM 437076102 93,274 1,016,720 SH   DFND 1 1,016,720 0 0
HOME INNS & HOTELS MGMT IN NOTE 2.00% 43713WAB3 4,850 5,000,000 PRN   DFND 2 5,000,000 0 0
HONEYWELL INTL INC COM 438516106 69,363 744,875 SH   DFND 1 744,875 0 0
HONEYWELL INTL INC COM 438516106 212 2,275 SH   DFND   0 2,275 0
HORMEL FOODS CORP COM 440452100 2,911 56,646 SH   DFND 1 56,646 0 0
HOSPIRA INC COM 441060100 3,550 68,236 SH   DFND 1 68,236 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 1,662 61,903 SH   DFND 1 61,903 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,482 444,529 SH   DFND 1 444,529 0 0
HUDSON CITY BANCORP COM 443683107 1,771 182,198 SH   DFND 1 182,198 0 0
HUMANA INC COM 444859102 11,736 90,076 SH   DFND 1 90,076 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,804 37,873 SH   DFND 1 37,873 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,267 335,721 SH   DFND 1 335,721 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 1,928 29,250 SH   DFND 1 29,250 0 0
IAMGOLD CORP COM 450913108 1,794 650,000 SH   SOLE 3 650,000 0 0
IHS INC CL A 451734107 3,410 27,242 SH   DFND 1 27,242 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,456 147,550 SH   DFND 1 147,550 0 0
ILLUMINA INC COM 452327109 8,665 52,860 SH   DFND 1 52,860 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,123 108,164 SH   DFND 1 108,164 0 0
INCYTE CORP COM 45337C102 2,566 52,304 SH   DFND 1 52,304 0 0
INFOSYS LTD SPONSORED A 456788108 3,126 51,684 SH   DFND 1 51,684 0 0
INGERSOLL-RAND PLC SHS G47791101 6,356 112,778 SH   DFND 1 112,778 0 0
INSULET CORP NOTE 2.00% 45784PAD3 5,335 5,000,000 PRN   DFND 2 5,000,000 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 28,413 26,500,000 PRN   DFND 2 26,500,000 0 0
INTEL CORP COM 458140100 81,456 2,339,359 SH   DFND 1 2,339,359 0 0
INTEL CORP COM 458140100 6,769 194,405 SH   SOLE 3 194,405 0 0
INTEL CORP SDCV 2.95% 458140AD2 60,099 47,000,000 PRN   DFND 2 47,000,000 0 0
INTEL CORP SDCV 3.25% 458140AF7 1,676 1,000,000 PRN   DFND 2 1,000,000 0 0
INTERCONTINENTAL EXCHANGE COM 45866F104 9,172 47,022 SH   DFND 1 47,022 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 92,540 487,487 SH   DFND 1 487,487 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 19,516 102,806 SH   SOLE 3 102,806 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 3,203 33,408 SH   DFND 1 33,408 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 1,717 101,777 SH   DFND 1 101,777 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 3,110 184,326 SH   SOLE 3 184,326 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,247 177,229 SH   DFND 1 177,229 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,876 375,329 SH   SOLE 3 375,329 0 0
INTL PAPER CO COM 460146103 12,710 266,227 SH   DFND 1 266,227 0 0
INTREPID POTASH INC COM 46121Y102 3,487 225,687 SH   SOLE 3 225,687 0 0
INTUIT COM 461202103 9,473 108,072 SH   DFND 1 108,072 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,889 14,916 SH   DFND 1 14,916 0 0
INVESCO LTD SHS G491BT108 7,074 179,179 SH   DFND 1 179,179 0 0
INVESTMENT TECHNOLOGY GRP COM 46145F105 2,833 179,744 SH   SOLE 3 179,744 0 0
IRON MTN INC COM 462846106 2,289 70,094 SH   DFND 1 70,094 0 0
ISHARES MSCI SINGAP 464286673 12,373 927,500 SH   SOLE   0 927,500 0
ISHARES TR MSCI EMG MK 464287234 4,360 104,910 SH   DFND 1 104,910 0 0
ISHARES TR RUSSELL 300 464287689 71,689 613,824 SH   DFND 1 613,824 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 81 11,210 SH   DFND 1 11,210 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 749 53,941 SH   DFND 1 53,941 0 0
IXIA NOTE 3.00%1 45071RAB5 25,470 26,000,000 PRN   DFND 2 26,000,000 0 0
J2 GLOBAL INC NOTE 3.25% 48123VAC6 21,468 21,400,000 PRN   DFND 2 21,400,000 0 0
JABIL CIRCUIT INC COM 466313103 3,665 181,714 SH   DFND 1 181,714 0 0
JABIL CIRCUIT INC COM 466313103 4,015 199,036 SH   SOLE 3 199,036 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,618 53,635 SH   DFND 1 53,635 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 6,347 130,000 SH   SOLE 3 130,000 0 0
JANUS CAP GROUP INC COM 47102X105 8,163 561,435 SH   SOLE 3 561,435 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,378 21,040 SH   DFND 1 21,040 0 0
JOHNSON & JOHNSON COM 478160104 137,743 1,292,267 SH   DFND 1 1,292,267 0 0
JOHNSON & JOHNSON COM 478160104 13,689 128,427 SH   SOLE 3 128,427 0 0
JOHNSON & JOHNSON COM 478160104 6,793 63,728 SH   SOLE   0 63,728 0
JOHNSON CTLS INC COM 478366107 15,875 360,792 SH   DFND 1 360,792 0 0
JOHNSON CTLS INC COM 478366107 4,965 112,841 SH   SOLE 3 112,841 0 0
JOY GLOBAL INC COM 481165108 2,274 41,690 SH   DFND 1 41,690 0 0
JOY GLOBAL INC COM 481165108 7,103 130,230 SH   SOLE 3 130,230 0 0
JPMORGAN CHASE & CO COM 46625H100 146,924 2,438,977 SH   DFND 1 2,438,977 0 0
JPMORGAN CHASE & CO COM 46625H100 19,283 320,100 SH   SOLE 3 320,100 0 0
JUNIPER NETWORKS INC COM 48203R104 4,131 186,501 SH   DFND 1 186,501 0 0
JUNIPER NETWORKS INC COM 48203R104 4,228 190,867 SH   SOLE 3 190,867 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 5,402 44,571 SH   DFND 1 44,571 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 268 7,408 SH   DFND 1 7,408 0 0
KB HOME COM 48666K109 3,720 249,002 SH   SOLE 3 249,002 0 0
KBR INC COM 48242W106 3,482 184,944 SH   SOLE 3 184,944 0 0
KELLOGG CO COM 487836108 6,285 102,036 SH   DFND 1 102,036 0 0
KELLOGG CO COM 487836108 1,380 22,400 SH   SOLE   0 22,400 0
KEMET CORP COM NEW 488360207 82 20,000 SH   SOLE 3 20,000 0 0
KEURIG GREEN MTN INC COM 49271M100 7,030 54,020 SH   DFND 1 54,020 0 0
KEYCORP NEW COM 493267108 4,905 367,953 SH   DFND 1 367,953 0 0
KEYW HLDG CORP NOTE 2.50% 493723AA8 16,294 16,500,000 PRN   DFND 2 16,500,000 0 0
KIMBERLY CLARK CORP COM 494368103 18,631 173,199 SH   DFND 1 173,199 0 0
KIMCO REALTY CORP COM 49446R109 3,689 168,348 SH   DFND 1 168,348 0 0
KINDER MORGAN INC DEL COM 49456B101 10,511 274,163 SH   DFND 1 274,163 0 0
KINDER MORGAN INC DEL COM 49456B101 977 25,480 SH   SOLE   0 25,480 0
KINROSS GOLD CORP COM NO PAR 496902404 1,543 463,415 SH   DFND 1 463,415 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,648 499,491 SH   SOLE 3 499,491 0 0
KLA-TENCOR CORP COM 482480100 5,368 68,137 SH   DFND 1 68,137 0 0
KNOWLES CORP COM 49926D109 630 23,756 SH   DFND 1 23,756 0 0
KOFAX LTD COM USD G5307C105 2,258 289,853 SH   DFND 1 289,853 0 0
KOHLS CORP COM 500255104 8,387 137,427 SH   DFND 1 137,427 0 0
KOREA ELECTRIC PWR SPONSORED A 500631106 221 9,860 SH   DFND 1 9,860 0 0
KRAFT FOODS GROUP INC COM 50076Q106 17,323 307,149 SH   DFND 1 307,149 0 0
KRAFT FOODS GROUP INC COM 50076Q106 731 12,966 SH   SOLE   0 12,966 0
KROGER CO COM 501044101 16,322 313,880 SH   DFND 1 313,880 0 0
L BRANDS INC COM 501797104 10,872 162,318 SH   DFND 1 162,318 0 0
L-3 COMMUNICATIONS HLDGS I COM 502424104 259 2,180 SH   DFND 1 2,180 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,629 35,668 SH   DFND 1 35,668 0 0
LAM RESEARCH CORP COM 512807108 4,988 66,770 SH   DFND 1 66,770 0 0
LAS VEGAS SANDS CORP COM 517834107 10,462 168,165 SH   DFND 1 168,165 0 0
LAS VEGAS SANDS CORP COM 517834107 4,044 65,000 SH   SOLE 3 65,000 0 0
LAUDER ESTEE COS INC CL A 518439104 6,996 93,636 SH   DFND 1 93,636 0 0
LAUDER ESTEE COS INC CL A 518439104 463 6,190 SH   SOLE   0 6,190 0
LEGG MASON INC COM 524901105 2,312 45,198 SH   DFND 1 45,198 0 0
LEGG MASON INC COM 524901105 4,505 88,063 SH   SOLE 3 88,063 0 0
LEGGETT & PLATT INC COM 524660107 2,049 58,669 SH   DFND 1 58,669 0 0
LENNAR CORP CL A 526057104 2,722 70,090 SH   DFND 1 70,090 0 0
LEUCADIA NATL CORP COM 527288104 3,117 130,755 SH   DFND 1 130,755 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,401 74,370 SH   DFND 1 74,370 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,715 87,333 SH   DFND 1 87,333 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 9,430 229,885 SH   DFND 1 229,885 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 1,118 29,452 SH   DFND 1 29,452 0 0
LIBERTY INTERACTIVE CORP INT COM SER 53071M104 5,541 194,271 SH   DFND 1 194,271 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 1,782 37,771 SH   DFND 1 37,771 0 0
LIBERTY MEDIA CORP DELAWAR COM SER C 531229300 3,553 75,602 SH   DFND 1 75,602 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,060 61,940 SH   DFND 1 61,940 0 0
LIBERTY TRIPADVISOR HLDGS COM SER A 531465102 993 29,298 SH   DFND 1 29,298 0 0
LILLY ELI & CO COM 532457108 37,031 571,018 SH   DFND 1 571,018 0 0
LILLY ELI & CO COM 532457108 6,521 100,559 SH   SOLE 3 100,559 0 0
LINCOLN NATL CORP IND COM 534187109 5,804 108,328 SH   DFND 1 108,328 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,263 96,033 SH   DFND 1 96,033 0 0
LINKEDIN CORP COM CL A 53578A108 8,987 43,250 SH   DFND 1 43,250 0 0
LKQ CORP COM 501889208 2,950 110,941 SH   DFND 1 110,941 0 0
LOCKHEED MARTIN CORP COM 539830109 1,343 7,350 SH   DFND 1 7,350 0 0
LOEWS CORP COM 540424108 5,254 126,128 SH   DFND 1 126,128 0 0
LORILLARD INC COM 544147101 8,989 150,035 SH   DFND 1 150,035 0 0
LOWES COS INC COM 548661107 26,100 493,202 SH   DFND 1 493,202 0 0
LULULEMON ATHLETICA INC COM 550021109 1,802 42,888 SH   DFND 1 42,888 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 72,392 666,225 SH   DFND 1 666,225 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 3,651 33,600 SH   SOLE   0 33,600 0
M & T BK CORP COM 55261F104 5,810 47,126 SH   DFND 1 47,126 0 0
MACERICH CO COM 554382101 3,651 57,198 SH   DFND 1 57,198 0 0
MACYS INC COM 55616P104 8,713 149,754 SH   DFND 1 149,754 0 0
MACYS INC COM 55616P104 390 6,700 SH   SOLE   0 6,700 0
MAGNA INTL INC COM 559222401 8,231 86,505 SH   DFND 1 86,505 0 0
MANITOWOC INC COM 563571108 3,963 169,000 SH   SOLE 3 169,000 0 0
MANPOWERGROUP INC COM 56418H100 2,272 32,410 SH   DFND 1 32,410 0 0
MANULIFE FINL CORP COM 56501R106 17,613 913,528 SH   DFND 1 913,528 0 0
MANULIFE FINL CORP COM 56501R106 4,846 251,744 SH   SOLE 3 251,744 0 0
MARATHON OIL CORP COM 565849106 14,091 374,871 SH   DFND 1 374,871 0 0
MARATHON PETE CORP COM 56585A102 44,505 525,623 SH   DFND 1 525,623 0 0
MARATHON PETE CORP COM 56585A102 217 2,565 SH   SOLE   0 2,565 0
MARKEL CORP COM 570535104 3,332 5,238 SH   DFND 1 5,238 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,645 95,061 SH   DFND 1 95,061 0 0
MARSH & MCLENNAN COS INC COM 571748102 11,819 225,821 SH   DFND 1 225,821 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 2,264 167,966 SH   DFND 1 167,966 0 0
MASCO CORP COM 574599106 3,533 147,704 SH   DFND 1 147,704 0 0
MASCO CORP COM 574599106 4,664 195,000 SH   SOLE 3 195,000 0 0
MASTEC INC COM 576323109 5,971 195,000 SH   SOLE 3 195,000 0 0
MASTERCARD INC CL A 57636Q104 30,582 413,714 SH   DFND 1 413,714 0 0
MATTEL INC COM 577081102 4,251 138,687 SH   DFND 1 138,687 0 0
MATTEL INC COM 577081102 3,060 99,828 SH   SOLE 3 99,828 0 0
MATTEL INC COM 577081102 487 15,900 SH   SOLE   0 15,900 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,545 117,222 SH   DFND 1 117,222 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,166 137,772 SH   SOLE 3 137,772 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,291 49,200 SH   DFND 1 49,200 0 0
MCDERMOTT INTL INC COM 580037109 572 100,000 SH   SOLE 3 100,000 0 0
MCDONALDS CORP COM 580135101 81,107 855,470 SH   DFND 1 855,470 0 0
MCDONALDS CORP COM 580135101 15,071 158,956 SH   SOLE 3 158,956 0 0
MCGRAW HILL FINL INC COM 580645109 12,587 149,043 SH   DFND 1 149,043 0 0
MCKESSON CORP COM 58155Q103 23,141 118,873 SH   DFND 1 118,873 0 0
MDU RES GROUP INC COM 552690109 2,153 77,421 SH   DFND 1 77,421 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 8,040 83,558 SH   DFND 1 83,558 0 0
MEADWESTVACO CORP COM 583334107 2,917 71,242 SH   DFND 1 71,242 0 0
MEDTRONIC INC COM 585055106 27,814 448,968 SH   DFND 1 448,968 0 0
MEDTRONIC INC COM 585055106 3,844 62,057 SH   SOLE 3 62,057 0 0
MERCK & CO INC NEW COM 58933Y105 80,806 1,363,118 SH   DFND 1 1,363,118 0 0
MERCK & CO INC NEW COM 58933Y105 7,438 125,480 SH   SOLE 3 125,480 0 0
MERCK & CO INC NEW COM 58933Y105 868 14,650 SH   SOLE   0 14,650 0
METLIFE INC COM 59156R108 28,938 538,688 SH   DFND 1 538,688 0 0
METLIFE INC COM 59156R108 8,065 150,131 SH   SOLE 3 150,131 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,422 150,219 SH   DFND 1 150,219 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 5,398 75,619 SH   DFND 1 75,619 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,821 80,911 SH   DFND 1 80,911 0 0
MICRON TECHNOLOGY INC COM 595112103 15,122 441,382 SH   DFND 1 441,382 0 0
MICROSOFT CORP COM 594918104 214,883 4,635,102 SH   DFND 1 4,635,102 0 0
MICROSOFT CORP COM 594918104 1,338 28,860 SH   SOLE   0 28,860 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 8,943 598,597 SH   DFND 1 598,597 0 0
MOHAWK INDS INC COM 608190104 3,377 25,051 SH   DFND 1 25,051 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 60855RAC4 13,679 11,600,000 PRN   DFND 2 11,600,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 4,126 55,433 SH   DFND 1 55,433 0 0
MOLYCORP INC DEL COM 608753109 389 326,505 SH   SOLE 3 326,505 0 0
MONDELEZ INTL INC CL A 609207105 30,185 880,813 SH   DFND 1 880,813 0 0
MONDELEZ INTL INC CL A 609207105 1,206 35,200 SH   SOLE   0 35,200 0
MONSANTO CO NEW COM 61166W101 26,007 231,152 SH   DFND 1 231,152 0 0
MONSANTO CO NEW COM 61166W101 672 5,975 SH   SOLE   0 5,975 0
MONSTER BEVERAGE CORP COM 611740101 5,108 55,724 SH   DFND 1 55,724 0 0
MONSTER WORLDWIDE INC COM 611742107 3,460 629,138 SH   SOLE 3 629,138 0 0
MOODYS CORP COM 615369105 8,335 88,206 SH   DFND 1 88,206 0 0
MORGAN STANLEY COM NEW 617446448 24,590 711,310 SH   DFND 1 711,310 0 0
MORGAN STANLEY COM NEW 617446448 6,733 194,754 SH   SOLE 3 194,754 0 0
MOSAIC CO NEW NEW 61945C103 6,202 139,642 SH   DFND 1 139,642 0 0
MOSAIC CO NEW NEW 61945C103 4,414 99,398 SH   SOLE 3 99,398 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,300 99,564 SH   DFND 1 99,564 0 0
MURPHY OIL CORP COM 626717102 6,835 120,097 SH   DFND 1 120,097 0 0
MYLAN INC COM 628530107 8,271 181,812 SH   DFND 1 181,812 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,551 112,092 SH   DFND 1 112,092 0 0
NASDAQ OMX GROUP INC COM 631103108 1,968 46,400 SH   SOLE   0 46,400 0
NATIONAL OILWELL VARCO INC COM 637071101 15,123 198,720 SH   DFND 1 198,720 0 0
NAVIENT CORP COM 63938C108 5,473 309,054 SH   DFND 1 309,054 0 0
NAVISTAR INTL CORP NEW COM 63934E108 4,278 130,000 SH   SOLE 3 130,000 0 0
NCR CORP NEW COM 62886E108 2,242 67,098 SH   DFND 1 67,098 0 0
NETAPP INC COM 64110D104 5,778 134,493 SH   DFND 1 134,493 0 0
NETFLIX INC COM 64110L106 10,533 23,346 SH   DFND 1 23,346 0 0
NETSUITE INC NOTE 0.25% 64118QAB3 23,633 22,700,000 PRN   DFND 2 22,700,000 0 0
NEW GOLD INC CDA COM 644535106 3,333 660,000 SH   SOLE 3 660,000 0 0
NEW MTN FIN CORP COM 647551100 3,966 270,000 SH   SOLE   0 0 270,000
NEW YORK CMNTY BANCORP INC COM 649445103 2,759 173,848 SH   DFND 1 173,848 0 0
NEWELL RUBBERMAID INC COM 651229106 4,038 117,343 SH   DFND 1 117,343 0 0
NEWFIELD EXPL CO COM 651290108 3,053 82,345 SH   DFND 1 82,345 0 0
NEWMONT MINING CORP COM 651639106 6,875 298,264 SH   DFND 1 298,264 0 0
NEWMONT MINING CORP COM 651639106 14,604 633,565 SH   SOLE 3 633,565 0 0
NEWMONT MINING CORP COM 651639106 483 20,935 SH   SOLE   0 20,935 0
NEWS CORP NEW CL A 65249B109 2,575 157,490 SH   DFND 1 157,490 0 0
NEWS CORP NEW CL B 65249B208 715 44,311 SH   DFND 1 44,311 0 0
NEXTERA ENERGY INC COM 65339F101 16,906 180,086 SH   DFND 1 180,086 0 0
NEXTERA ENERGY INC UNIT 09/01/ 65339F887 1,677 28,000 SH   DFND 2 28,000 0 0
NIELSEN HOLDINGS N V COM N63218106 5,139 115,918 SH   DFND 1 115,918 0 0
NIKE INC CL B 654106103 20,907 234,389 SH   DFND 1 234,389 0 0
NISOURCE INC COM 65473P105 5,330 130,074 SH   DFND 1 130,074 0 0
NOBLE CORP PLC SHS USD G65431101 2,311 103,986 SH   DFND 1 103,986 0 0
NOBLE CORP PLC SHS USD G65431101 3,312 149,045 SH   SOLE 3 149,045 0 0
NOBLE ENERGY INC COM 655044105 10,058 147,136 SH   DFND 1 147,136 0 0
NORDSTROM INC COM 655664100 4,188 61,256 SH   DFND 1 61,256 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,114 171,269 SH   DFND 1 171,269 0 0
NORTHEAST UTILS COM 664397106 5,733 129,422 SH   DFND 1 129,422 0 0
NORTHERN TR CORP COM 665859104 6,589 96,854 SH   DFND 1 96,854 0 0
NORTHERN TR CORP COM 665859104 8,259 121,401 SH   SOLE 3 121,401 0 0
NORTHROP GRUMMAN CORP COM 666807102 22,889 173,715 SH   DFND 1 173,715 0 0
NOW INC COM 67011P100 1,495 49,155 SH   DFND 1 49,155 0 0
NRG ENERGY INC COM NEW 629377508 4,223 138,538 SH   DFND 1 138,538 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 936 20,780 SH   DFND 1 20,780 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,271 28,220 SH   SOLE   0 28,220 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,617 104,891 SH   DFND 1 104,891 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,843 249,251 SH   SOLE 3 249,251 0 0
NUCOR CORP COM 670346105 7,051 129,904 SH   DFND 1 129,904 0 0
NVIDIA CORP COM 67066G104 4,097 222,053 SH   DFND 1 222,053 0 0
NVR INC COM 62944T105 1,915 1,695 SH   DFND 1 1,695 0 0
NXP SEMICONDUCTORS N V COM N6596X109 6,945 101,491 SH   DFND 1 101,491 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 6,513 43,316 SH   DFND 1 43,316 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 38,035 395,579 SH   DFND 1 395,579 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,601 37,454 SH   SOLE 3 37,454 0 0
OCEANEERING INTL INC COM 675232102 2,652 40,690 SH   DFND 1 40,690 0 0
OI S.A. SPN ADR REP 670851203 17 24,774 SH   DFND 1 24,774 0 0
OLD REP INTL CORP COM 680223104 1,414 98,997 SH   DFND 1 98,997 0 0
OMNICARE INC COM 681904108 2,614 41,981 SH   DFND 1 41,981 0 0
OMNICOM GROUP INC COM 681919106 7,279 105,712 SH   DFND 1 105,712 0 0
ONEOK INC NEW COM 682680103 5,632 85,914 SH   DFND 1 85,914 0 0
ORACLE CORP COM 68389X105 63,700 1,664,062 SH   DFND 1 1,664,062 0 0
OWENS CORNING NEW COM 690742101 6,015 189,451 SH   SOLE 3 189,451 0 0
OWENS ILL INC COM NEW 690768403 1,773 68,064 SH   DFND 1 68,064 0 0
PACCAR INC COM 693718108 8,248 145,002 SH   DFND 1 145,002 0 0
PALL CORP COM 696429307 3,772 45,060 SH   DFND 1 45,060 0 0
PANDORA MEDIA INC COM 698354107 4,083 169,000 SH   SOLE 3 169,000 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 211 34,242 SH   DFND 1 34,242 0 0
PARKER HANNIFIN CORP COM 701094104 6,998 61,302 SH   DFND 1 61,302 0 0
PARKER HANNIFIN CORP COM 701094104 2,373 20,790 SH   SOLE   0 20,790 0
PARTNERRE LTD COM G6852T105 2,362 21,492 SH   DFND 1 21,492 0 0
PATTERSON COMPANIES INC COM 703395103 1,459 35,210 SH   DFND 1 35,210 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,929 59,299 SH   DFND 1 59,299 0 0
PAYCHEX INC COM 704326107 5,968 135,021 SH   DFND 1 135,021 0 0
PEABODY ENERGY CORP COM 704549104 1,388 112,156 SH   DFND 1 112,156 0 0
PEABODY ENERGY CORP COM 704549104 1,978 159,783 SH   SOLE 3 159,783 0 0
PEMBINA PIPELINE CORP COM 706327103 5,502 130,287 SH   DFND 1 130,287 0 0
PENN WEST PETE LTD NEW COM 707887105 1,378 202,886 SH   DFND 1 202,886 0 0
PENNEY J C INC COM 708160106 2,417 240,690 SH   SOLE 3 240,690 0 0
PENTAIR PLC SHS G7S00T104 5,312 81,108 SH   DFND 1 81,108 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 1,906 131,697 SH   DFND 1 131,697 0 0
PEPCO HOLDINGS INC COM 713291102 2,748 102,679 SH   DFND 1 102,679 0 0
PEPSICO INC COM 713448108 62,442 670,775 SH   DFND 1 670,775 0 0
PEPSICO INC COM 713448108 9,293 99,828 SH   SOLE 3 99,828 0 0
PEPSICO INC COM 713448108 372 4,000 SH   SOLE   0 4,000 0
PERRIGO CO PLC SHS G97822103 7,585 50,500 SH   DFND 1 50,500 0 0
PETSMART INC COM 716768106 2,935 41,881 SH   DFND 1 41,881 0 0
PFIZER INC COM 717081103 127,471 4,310,838 SH   DFND 1 4,310,838 0 0
PFIZER INC COM 717081103 29,809 1,008,091 SH   SOLE 3 1,008,091 0 0
PFIZER INC COM 717081103 909 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 8,615 191,285 SH   DFND 1 191,285 0 0
PHILIP MORRIS INTL INC COM 718172109 62,904 754,248 SH   DFND 1 754,248 0 0
PHILIP MORRIS INTL INC COM 718172109 10,379 124,451 SH   SOLE 3 124,451 0 0
PHILIP MORRIS INTL INC COM 718172109 1,153 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 23,463 288,567 SH   DFND 1 288,567 0 0
PINNACLE WEST CAP CORP COM 723484101 2,454 44,904 SH   DFND 1 44,904 0 0
PIONEER NAT RES CO COM 723787107 11,636 59,074 SH   DFND 1 59,074 0 0
PLUM CREEK TIMBER CO INC COM 729251108 2,846 72,947 SH   DFND 1 72,947 0 0
PNC FINL SVCS GROUP INC COM 693475105 22,877 267,314 SH   DFND 1 267,314 0 0
POLARIS INDS INC COM 731068102 3,669 24,492 SH   DFND 1 24,492 0 0
POSCO SPONSORED A 693483109 452 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 13,652 393,287 SH   DFND 1 393,287 0 0
POTASH CORP SASK INC COM 73755L107 6,887 199,290 SH   SOLE 3 199,290 0 0
PPG INDS INC COM 693506107 11,265 57,260 SH   DFND 1 57,260 0 0
PPL CORP COM 69351T106 8,605 262,024 SH   DFND 1 262,024 0 0
PRAXAIR INC COM 74005P104 15,744 122,044 SH   DFND 1 122,044 0 0
PRECISION CASTPARTS CORP COM 740189105 19,294 81,451 SH   DFND 1 81,451 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3,619 335,393 SH   SOLE 3 335,393 0 0
PRICE T ROWE GROUP INC COM 74144T108 8,145 103,886 SH   DFND 1 103,886 0 0
PRICELINE COM INC COM NEW 741503403 25,015 21,591 SH   DFND 1 21,591 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 6,367 121,353 SH   DFND 1 121,353 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 5,888 112,222 SH   SOLE 3 112,222 0 0
PROCTER & GAMBLE CO COM 742718109 103,493 1,235,879 SH   DFND 1 1,235,879 0 0
PROCTER & GAMBLE CO COM 742718109 10,386 124,028 SH   SOLE 3 124,028 0 0
PROCTER & GAMBLE CO COM 742718109 4,443 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 7,641 302,237 SH   DFND 1 302,237 0 0
PROLOGIS INC COM 74340W103 7,792 206,683 SH   DFND 1 206,683 0 0
PROSPECT CAPITAL CORPORATI NOTE 5.75% 74348TAL6 1,395 1,350,000 PRN   DFND 2 1,350,000 0 0
PRUDENTIAL FINL INC COM 744320102 16,619 188,980 SH   DFND 1 188,980 0 0
PUBLIC STORAGE COM 74460D109 12,607 76,018 SH   DFND 1 76,018 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 7,838 210,461 SH   DFND 1 210,461 0 0
PULTE GROUP INC COM 745867101 2,248 127,297 SH   DFND 1 127,297 0 0
PVH CORP COM 693656100 3,808 31,432 SH   DFND 1 31,432 0 0
QEP RES INC COM 74733V100 2,279 74,032 SH   DFND 1 74,032 0 0
QIAGEN NV REG SHS N72482107 2,606 114,253 SH   DFND 1 114,253 0 0
QIAGEN NV REG SHS N72482107 32,384 1,419,754 SH   SOLE 3 1,419,754 0 0
QIAGEN NV REG SHS N72482107 888 38,988 SH   SOLE   0 38,988 0
QUALCOMM INC COM 747525103 105,511 1,411,140 SH   DFND 1 1,411,140 0 0
QUALCOMM INC COM 747525103 8,748 117,000 SH   SOLE 3 117,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,620 59,664 SH   DFND 1 59,664 0 0
QUESTAR CORP COM 748356102 1,617 72,551 SH   DFND 1 72,551 0 0
RACKSPACE HOSTING INC COM 750086100 1,455 44,692 SH   DFND 1 44,692 0 0
RALPH LAUREN CORP CL A 751212101 4,199 25,491 SH   DFND 1 25,491 0 0
RANGE RES CORP COM 75281A109 4,546 67,041 SH   DFND 1 67,041 0 0
RANGE RES CORP COM 75281A109 8,815 130,000 SH   SOLE 3 130,000 0 0
RAYONIER INC COM 754907103 1,626 52,222 SH   DFND 1 52,222 0 0
RAYTHEON CO COM NEW 755111507 17,889 176,037 SH   DFND 1 176,037 0 0
REALTY INCOME CORP COM 756109104 3,649 89,458 SH   DFND 1 89,458 0 0
RED HAT INC COM 756577102 4,389 78,157 SH   DFND 1 78,157 0 0
REGENCY CTRS CORP COM 758849103 2,049 38,070 SH   DFND 1 38,070 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,343 31,464 SH   DFND 1 31,464 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 5,821 579,756 SH   DFND 1 579,756 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,715 17,155 SH   DFND 1 17,155 0 0
REPUBLIC SVCS INC COM 760759100 4,791 122,784 SH   DFND 1 122,784 0 0
REPUBLIC SVCS INC COM 760759100 8,299 212,682 SH   SOLE 3 212,682 0 0
REYNOLDS AMERICAN INC COM 761713106 7,500 127,113 SH   DFND 1 127,113 0 0
ROBERT HALF INTL INC COM 770323103 2,665 54,392 SH   DFND 1 54,392 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,266 57,025 SH   DFND 1 57,025 0 0
ROCKWELL COLLINS INC COM 774341101 5,971 76,058 SH   DFND 1 76,058 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 6,719 179,058 SH   DFND 1 179,058 0 0
ROPER INDS INC NEW COM 776696106 6,026 41,195 SH   DFND 1 41,195 0 0
ROSS STORES INC COM 778296103 9,462 125,197 SH   DFND 1 125,197 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,295 51,151 SH   DFND 1 51,151 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 47,409 661,635 SH   DFND 1 661,635 0 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 4,339 64,489 SH   DFND 1 64,489 0 0
RTI INTL METALS INC NOTE 1.625% 74973WAB3 12,494 13,000,000 PRN   DFND 2 13,000,000 0 0
RYDER SYS INC COM 783549108 5,004 55,623 SH   DFND 1 55,623 0 0
SAFEWAY INC COM NEW 786514208 3,246 94,645 SH   DFND 1 94,645 0 0
SALESFORCE COM INC COM 79466L302 13,300 231,178 SH   DFND 1 231,178 0 0
SALESFORCE COM INC NOTE 0.25% 79466LAD6 40,654 36,500,000 PRN   DFND 2 36,500,000 0 0
SANDISK CORP COM 80004C101 9,232 94,257 SH   DFND 1 94,257 0 0
SBA COMMUNICATIONS CORP COM 78388J106 5,619 50,667 SH   DFND 1 50,667 0 0
SCANA CORP NEW COM 80589M102 2,610 52,614 SH   DFND 1 52,614 0 0
SCHEIN HENRY INC COM 806407102 4,098 35,188 SH   DFND 1 35,188 0 0
SCHLUMBERGER LTD COM 806857108 107,699 1,059,094 SH   DFND 1 1,059,094 0 0
SCHWAB CHARLES CORP NEW COM 808513105 13,431 456,978 SH   DFND 1 456,978 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 2,709 34,688 SH   DFND 1 34,688 0 0
SEADRILL LIMITED SHS G7945E105 4,572 170,845 SH   DFND 1 170,845 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 9,436 164,772 SH   DFND 1 164,772 0 0
SEALED AIR CORP NEW COM 81211K100 3,062 87,787 SH   DFND 1 87,787 0 0
SEARS HLDGS CORP COM 812350106 408 16,173 SH   DFND 1 16,173 0 0
SEI INVESTMENTS CO COM 784117103 1,944 53,758 SH   DFND 1 53,758 0 0
SEMPRA ENERGY COM 816851109 10,604 100,624 SH   DFND 1 100,624 0 0
SEQUENOM INC NOTE 5.00%1 817337AB4 9,499 10,000,000 PRN   DFND 2 10,000,000 0 0
SERVICENOW INC COM 81762P102 277 4,710 SH   DFND 1 4,710 0 0
SERVICESOURCE INTL LLC NOTE 1.50% 81763UAB6 3,800 5,000,000 PRN   DFND 2 5,000,000 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 613 25,827 SH   DFND 1 25,827 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,429 180,252 SH   DFND 1 180,252 0 0
SHERWIN WILLIAMS CO COM 824348106 7,416 33,863 SH   DFND 1 33,863 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 409 9,000 SH   DFND 1 9,000 0 0
SHIP FINANCE INTERNATIONAL NOTE 3.25% G81075AE6 18,003 16,500,000 PRN   DFND 2 16,500,000 0 0
SHUTTERFLY INC NOTE 0.25% 82568PAB2 20,335 19,500,000 PRN   DFND 2 19,500,000 0 0
SIGMA ALDRICH CORP COM 826552101 6,687 49,167 SH   DFND 1 49,167 0 0
SIGNET JEWELERS LIMITED SHS G81276100 3,577 31,400 SH   DFND 1 31,400 0 0
SILVER WHEATON CORP COM 828336107 2,907 145,381 SH   DFND 1 145,381 0 0
SILVER WHEATON CORP COM 828336107 3,649 183,093 SH   SOLE 3 183,093 0 0
SIMON PPTY GROUP INC NEW COM 828806109 84,378 513,184 SH   DFND 1 513,184 0 0
SIRIUS XM HLDGS INC COM 82968B103 4,071 1,166,415 SH   DFND 1 1,166,415 0 0
SK TELECOM LTD SPONSORED A 78440P108 220 7,250 SH   DFND 1 7,250 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,225 72,780 SH   DFND 1 72,780 0 0
SL GREEN RLTY CORP COM 78440X101 3,946 38,943 SH   DFND 1 38,943 0 0
SLM CORP COM 78442P106 2,645 308,983 SH   DFND 1 308,983 0 0
SMUCKER J M CO COM NEW 832696405 4,041 40,824 SH   DFND 1 40,824 0 0
SOHU COM INC COM 83408W103 308 6,123 SH   DFND 1 6,123 0 0
SOLAZYME INC NOTE 5.00%1 83415TAC5 2,745 3,000,000 PRN   DFND 2 3,000,000 0 0
SOUTHERN CO COM 842587107 16,079 368,369 SH   DFND 1 368,369 0 0
SOUTHERN COPPER CORP COM 84265V105 3,479 117,347 SH   DFND 1 117,347 0 0
SOUTHWEST AIRLS CO COM 844741108 2,461 72,865 SH   DFND 1 72,865 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,031 143,955 SH   DFND 1 143,955 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 45,788 232,404 SH   DFND 1 232,404 0 0
SPECTRA ENERGY CORP COM 847560109 10,851 276,378 SH   DFND 1 276,378 0 0
SPRINT CORP COM SER 1 85207U105 2,143 338,057 SH   DFND 1 338,057 0 0
SPRINT CORP COM SER 1 85207U105 7,418 1,170,000 SH   SOLE 3 1,170,000 0 0
SPX CORP COM 784635104 1,720 18,312 SH   DFND 1 18,312 0 0
ST JUDE MED INC COM 790849103 9,992 166,170 SH   DFND 1 166,170 0 0
STANLEY BLACK & DECKER INC COM 854502101 8,889 100,107 SH   DFND 1 100,107 0 0
STAPLES INC COM 855030102 3,265 269,851 SH   DFND 1 269,851 0 0
STAPLES INC COM 855030102 3,005 248,319 SH   SOLE 3 248,319 0 0
STARBUCKS CORP COM 855244109 23,702 314,098 SH   DFND 1 314,098 0 0
STARBUCKS CORP COM 855244109 3,873 51,320 SH   SOLE   0 51,320 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 6,599 79,305 SH   DFND 1 79,305 0 0
STARZ COM SER A 85571Q102 1,248 37,720 SH   DFND 1 37,720 0 0
STATE STR CORP COM 857477103 12,892 175,143 SH   DFND 1 175,143 0 0
STATE STR CORP COM 857477103 8,306 112,841 SH   SOLE 3 112,841 0 0
STERICYCLE INC COM 858912108 3,918 33,611 SH   DFND 1 33,611 0 0
STERLITE INDS INDIA LTD NOTE 4.00% 859737AB4 4,975 5,000,000 PRN   DFND 2 5,000,000 0 0
STONE ENERGY CORP NOTE 1.75% 861642AN6 12,655 12,000,000 PRN   DFND 2 12,000,000 0 0
STRYKER CORP COM 863667101 9,390 116,284 SH   DFND 1 116,284 0 0
SUN LIFE FINL INC COM 866796105 9,154 251,872 SH   DFND 1 251,872 0 0
SUNCOR ENERGY INC NEW COM 867224107 23,278 641,642 SH   DFND 1 641,642 0 0
SUNCOR ENERGY INC NEW COM 867224107 4,566 125,854 SH   SOLE 3 125,854 0 0
SUNTRUST BKS INC COM 867914103 8,374 220,197 SH   DFND 1 220,197 0 0
SYMANTEC CORP COM 871503108 6,700 284,999 SH   DFND 1 284,999 0 0
SYNCHRONOSS TECHNOLOGIES I NOTE 0.75% 87157BAA1 27,198 24,600,000 PRN   DFND 2 24,600,000 0 0
SYNCHRONY FINL COM 87165B103 1,086 44,250 SH   DFND 1 44,250 0 0
SYNOPSYS INC COM 871607107 2,510 63,230 SH   DFND 1 63,230 0 0
SYSCO CORP COM 871829107 9,047 238,385 SH   DFND 1 238,385 0 0
SYSCO CORP COM 871829107 3,350 88,265 SH   SOLE 3 88,265 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 1,898 94,043 SH   DFND 1 94,043 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,407 119,292 SH   SOLE   0 119,292 0
TAKE-TWO INTERACTIVE SOFTW NOTE 1.75%1 874054AC3 36,048 27,000,000 PRN   DFND 2 27,000,000 0 0
TALISMAN ENERGY INC COM 87425E103 3,670 423,063 SH   DFND 1 423,063 0 0
TARGET CORP COM 87612E106 20,498 327,032 SH   DFND 1 327,032 0 0
TARGET CORP COM 87612E106 5,621 89,679 SH   SOLE 3 89,679 0 0
TATA MTRS LTD SPONSORED A 876568502 892 20,402 SH   SOLE   0 20,402 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,464 103,792 SH   DFND 1 103,792 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 4,338 130,000 SH   SOLE 3 130,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 9,394 169,898 SH   DFND 1 169,898 0 0
TECK RESOURCES LTD CL B 878742204 4,863 256,127 SH   DFND 1 256,127 0 0
TECO ENERGY INC COM 872375100 1,548 89,049 SH   DFND 1 89,049 0 0
TELEFONICA BRASIL SA SPONSORED A 87936R106 459 23,316 SH   DFND 1 23,316 0 0
TELUS CORP COM 87971M103 6,523 190,570 SH   DFND 1 190,570 0 0
TERADATA CORP DEL COM 88076W103 2,790 66,549 SH   DFND 1 66,549 0 0
TEREX CORP NEW COM 880779103 5,369 169,000 SH   SOLE 3 169,000 0 0
TESARO INC NOTE 3.00%1 881569AA5 10,488 10,000,000 PRN   DFND 2 10,000,000 0 0
TESLA MTRS INC COM 88160R101 8,785 36,201 SH   DFND 1 36,201 0 0
TESLA MTRS INC NOTE 0.25% 88160RAB7 60,039 63,000,000 PRN   DFND 2 63,000,000 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 916 17,035 SH   DFND 1 17,035 0 0
TEXAS INSTRS INC COM 882508104 62,774 1,316,299 SH   DFND 1 1,316,299 0 0
TEXTRON INC COM 883203101 234 6,510 SH   DFND 1 6,510 0 0
THE ADT CORPORATION COM 00101J106 2,618 73,841 SH   DFND 1 73,841 0 0
THERAVANCE INC NOTE 2.125% 88338TAB0 14,138 14,750,000 PRN   DFND 2 14,750,000 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 19,992 164,273 SH   DFND 1 164,273 0 0
THOMSON REUTERS CORP COM 884903105 5,916 161,988 SH   DFND 1 161,988 0 0
TIFFANY & CO NEW COM 886547108 4,661 48,398 SH   DFND 1 48,398 0 0
TIM HORTONS INC COM 88706M103 4,366 55,302 SH   DFND 1 55,302 0 0
TIM PARTICIPACOES S A SPONSORED A 88706P205 452 17,251 SH   DFND 1 17,251 0 0
TIME INC NEW COM 887228104 292 12,477 SH   DFND 1 12,477 0 0
TIME WARNER CABLE INC COM 88732J207 16,367 114,062 SH   DFND 1 114,062 0 0
TIME WARNER INC COM NEW 887317303 65,036 864,726 SH   DFND 1 864,726 0 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 3,888 5,000,000 PRN   DFND 2 5,000,000 0 0
TJX COS INC NEW COM 872540109 26,011 439,597 SH   DFND 1 439,597 0 0
T-MOBILE US INC COM 872590104 3,039 105,264 SH   DFND 1 105,264 0 0
TOLL BROS FIN CORP NOTE 0.50% 88947EAM2 29,458 29,100,000 PRN   DFND 2 29,100,000 0 0
TOLL BROTHERS INC COM 889478103 2,049 65,764 SH   DFND 1 65,764 0 0
TOLL BROTHERS INC COM 889478103 3,106 99,694 SH   SOLE 3 99,694 0 0
TORCHMARK CORP COM 891027104 5,611 107,136 SH   DFND 1 107,136 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 85,548 1,729,174 SH   DFND 1 1,729,174 0 0
TOTAL SYS SVCS INC COM 891906109 2,083 67,282 SH   DFND 1 67,282 0 0
TOWERS WATSON & CO CL A 891894107 2,842 28,559 SH   DFND 1 28,559 0 0
TRACTOR SUPPLY CO COM 892356106 2,640 42,912 SH   DFND 1 42,912 0 0
TRANSALTA CORP COM 89346D107 2,086 198,340 SH   DFND 1 198,340 0 0
TRANSCANADA CORP COM 89353D107 14,988 290,298 SH   DFND 1 290,298 0 0
TRANSDIGM GROUP INC COM 893641100 4,910 26,638 SH   DFND 1 26,638 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,424 167,470 SH   DFND 1 167,470 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,180 162,042 SH   SOLE 3 162,042 0 0
TRAVELERS COMPANIES INC COM 89417E109 18,110 192,784 SH   DFND 1 192,784 0 0
TRIMBLE NAVIGATION LTD COM 896239100 3,177 104,173 SH   DFND 1 104,173 0 0
TRIPADVISOR INC COM 896945201 3,794 41,500 SH   DFND 1 41,500 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4,652 45,949 SH   DFND 1 45,949 0 0
TURQUOISE HILL RES LTD COM 900435108 1,237 328,236 SH   DFND 1 328,236 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 19,713 574,877 SH   DFND 1 574,877 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 5,894 176,953 SH   DFND 1 176,953 0 0
TWITTER INC COM 90184L102 8,332 161,526 SH   DFND 1 161,526 0 0
TYCO INTERNATIONAL LTD SHS H89128104 8,364 187,667 SH   DFND 1 187,667 0 0
TYSON FOODS INC CL A 902494103 6,991 177,572 SH   DFND 1 177,572 0 0
TYSON FOODS INC CL A 902494103 6,654 169,000 SH   SOLE 3 169,000 0 0
TYSON FOODS INC UNIT 99/99/ 902494301 16,065 319,000 SH   DFND 2 319,000 0 0
UBS AG SHS NEW H89231338 133,853 7,662,519 SH   DFND 1 7,662,519 0 0
UBS AG SHS NEW H89231338 750 42,923 SH   SOLE   0 42,923 0
UGI CORP NEW COM 902681105 37,104 1,088,421 SH   DFND 1 1,088,421 0 0
ULTRA PETROLEUM CORP COM 903914109 1,391 59,787 SH   DFND 1 59,787 0 0
UNDER ARMOUR INC CL A 904311107 4,655 67,370 SH   DFND 1 67,370 0 0
UNILEVER N V N Y SHS NEW 904784709 383 9,650 SH   SOLE   0 9,650 0
UNION PAC CORP COM 907818108 43,830 404,263 SH   DFND 1 404,263 0 0
UNION PAC CORP COM 907818108 1,909 17,610 SH   SOLE   0 17,610 0
UNITED CONTL HLDGS INC COM 910047109 1,775 37,938 SH   DFND 1 37,938 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 100 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 29,013 295,182 SH   DFND 1 295,182 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,553 15,800 SH   SOLE   0 15,800 0
UNITED RENTALS INC COM 911363109 3,724 33,520 SH   DFND 1 33,520 0 0
UNITED STATES STL CORP NEW COM 912909108 2,295 58,586 SH   DFND 1 58,586 0 0
UNITED TECHNOLOGIES CORP COM 913017109 61,180 579,355 SH   DFND 1 579,355 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,633 62,810 SH   SOLE 3 62,810 0 0
UNITED TECHNOLOGIES CORP COM 913017109 845 8,000 SH   SOLE   0 8,000 0
UNITED TECHNOLOGIES CORP UNIT 99/99/ 913017117 1,296 22,000 SH   DFND 2 22,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 38,465 445,967 SH   DFND 1 445,967 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,852 36,865 SH   DFND 1 36,865 0 0
UNUM GROUP COM 91529Y106 7,876 229,099 SH   DFND 1 229,099 0 0
URBAN OUTFITTERS INC COM 917047102 1,682 45,824 SH   DFND 1 45,824 0 0
US BANCORP DEL COM NEW 902973304 33,395 798,356 SH   DFND 1 798,356 0 0
V F CORP COM 918204108 12,360 187,182 SH   DFND 1 187,182 0 0
VALE S A ADR 91912E105 7,589 689,252 SH   DFND 1 689,252 0 0
VALE S A ADR REPSTG 91912E204 399 41,140 SH   DFND 1 41,140 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 16,828 128,108 SH   DFND 1 128,108 0 0
VALERO ENERGY CORP NEW COM 91913Y100 17,981 388,613 SH   DFND 1 388,613 0 0
VARIAN MED SYS INC COM 92220P105 3,401 42,444 SH   DFND 1 42,444 0 0
VENTAS INC COM 92276F100 7,545 121,796 SH   DFND 1 121,796 0 0
VERISIGN INC COM 92343E102 3,054 55,412 SH   DFND 1 55,412 0 0
VERISK ANALYTICS INC CL A 92345Y106 3,468 56,958 SH   DFND 1 56,958 0 0
VERITIV CORP COM 923454102 255 5,095 SH   DFND 1 5,095 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 109,257 2,184,449 SH   DFND 1 2,184,449 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 9,125 182,532 SH   SOLE 3 182,532 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 10,880 96,878 SH   DFND 1 96,878 0 0
VIACOM INC NEW CL B 92553P201 17,404 226,205 SH   DFND 1 226,205 0 0
VIPSHOP HLDGS LTD NOTE 1.50% 92763WAA1 16,922 14,000,000 PRN   DFND 2 14,000,000 0 0
VISA INC COM CL A 92826C839 49,236 230,756 SH   DFND 1 230,756 0 0
VISA INC COM CL A 92826C839 2,001 9,380 SH   SOLE   0 9,380 0
VMWARE INC CL A COM 928563402 2,847 30,340 SH   DFND 1 30,340 0 0
VMWARE INC CL A COM 928563402 3,531 37,625 SH   SOLE 3 37,625 0 0
VOLCANO CORPORATION NOTE 1.75%1 928645AB6 8,653 10,000,000 PRN   DFND 2 10,000,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 6,924 69,270 SH   DFND 1 69,270 0 0
VOYA FINL INC COM 929089100 2,270 58,051 SH   DFND 1 58,051 0 0
VULCAN MATLS CO COM 929160109 3,207 53,252 SH   DFND 1 53,252 0 0
WALGREEN CO COM 931422109 21,657 365,389 SH   DFND 1 365,389 0 0
WAL-MART STORES INC COM 931142103 61,306 801,696 SH   DFND 1 801,696 0 0
WAL-MART STORES INC COM 931142103 429 5,612 SH   SOLE   0 5,612 0
WASTE MGMT INC DEL COM 94106L109 9,206 193,686 SH   DFND 1 193,686 0 0
WASTE MGMT INC DEL COM 94106L109 5,363 112,841 SH   SOLE 3 112,841 0 0
WATERS CORP COM 941848103 3,309 33,387 SH   DFND 1 33,387 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 6,654 319,893 SH   DFND 1 319,893 0 0
WEBMD HEALTH CORP NOTE 2.25% 94770VAH5 10,106 10,000,000 PRN   DFND 2 10,000,000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,422 45,135 SH   DFND 1 45,135 0 0
WELLPOINT INC COM 94973V107 15,153 126,680 SH   DFND 1 126,680 0 0
WELLS FARGO & CO NEW COM 949746101 130,811 2,521,899 SH   DFND 1 2,521,899 0 0
WELLS FARGO & CO NEW COM 949746101 11,666 224,900 SH   SOLE 3 224,900 0 0
WESTERN DIGITAL CORP COM 958102105 9,035 92,837 SH   DFND 1 92,837 0 0
WESTERN UN CO COM 959802109 3,683 229,626 SH   DFND 1 229,626 0 0
WESTLAKE CHEM CORP COM 960413102 1,412 16,310 SH   DFND 1 16,310 0 0
WEYERHAEUSER CO COM 962166104 7,405 232,425 SH   DFND 1 232,425 0 0
WEYERHAEUSER CO PREF CONV S 962166872 1,081 20,000 SH   DFND 2 20,000 0 0
WHIRLPOOL CORP COM 963320106 4,607 31,630 SH   DFND 1 31,630 0 0
WHITING PETE CORP NEW COM 966387102 3,577 46,130 SH   DFND 1 46,130 0 0
WHOLE FOODS MKT INC COM 966837106 5,293 138,894 SH   DFND 1 138,894 0 0
WHOLE FOODS MKT INC COM 966837106 1,658 43,500 SH   SOLE   0 43,500 0
WILLIAMS COS INC DEL COM 969457100 16,754 302,689 SH   DFND 1 302,689 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 3,021 72,960 SH   DFND 1 72,960 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 3,653 88,241 SH   SOLE 3 88,241 0 0
WINDSTREAM HLDGS INC COM 97382A101 2,519 233,675 SH   DFND 1 233,675 0 0
WISCONSIN ENERGY CORP COM 976657106 5,533 128,670 SH   DFND 1 128,670 0 0
WORKDAY INC CL A 98138H101 3,034 36,780 SH   DFND 1 36,780 0 0
WPX ENERGY INC COM 98212B103 1,970 81,877 SH   DFND 1 81,877 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR S 929352102 899 25,674 SH   DFND 1 25,674 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 4,276 52,620 SH   DFND 1 52,620 0 0
WYNN RESORTS LTD COM 983134107 6,320 33,784 SH   DFND 1 33,784 0 0
XCEL ENERGY INC COM 98389B100 6,257 205,815 SH   DFND 1 205,815 0 0
XEROX CORP COM 984121103 6,374 481,764 SH   DFND 1 481,764 0 0
XEROX CORP COM 984121103 4,153 313,923 SH   SOLE 3 313,923 0 0
XILINX INC COM 983919101 4,630 109,317 SH   DFND 1 109,317 0 0
XILINX INC COM 983919101 6,871 162,241 SH   SOLE 3 162,241 0 0
XILINX INC COM 983919101 320 7,550 SH   SOLE   0 7,550 0
XL GROUP PLC SHS G98290102 3,664 110,473 SH   DFND 1 110,473 0 0
XYLEM INC COM 98419M100 2,715 76,500 SH   DFND 1 76,500 0 0
XYLEM INC COM 98419M100 4,406 124,156 SH   SOLE 3 124,156 0 0
YAHOO INC COM 984332106 15,100 370,561 SH   DFND 1 370,561 0 0
YAMANA GOLD INC COM 98462Y100 2,139 355,531 SH   DFND 1 355,531 0 0
YAMANA GOLD INC COM 98462Y100 2,346 390,000 SH   SOLE 3 390,000 0 0
YANDEX N V SHS CLASS A N97284108 2,595 93,356 SH   DFND 1 93,356 0 0
YUM BRANDS INC COM 988498101 13,229 183,788 SH   DFND 1 183,788 0 0
YUM BRANDS INC COM 988498101 8,103 112,570 SH   SOLE 3 112,570 0 0
ZIMMER HLDGS INC COM 98956P102 6,950 69,117 SH   DFND 1 69,117 0 0
ZIONS BANCORPORATION COM 989701107 2,205 75,881 SH   DFND 1 75,881 0 0
ZIONS BANCORPORATION COM 989701107 5,667 195,000 SH   SOLE 3 195,000 0 0
ZOETIS INC CL A 98978V103 7,481 202,450 SH   DFND 1 202,450 0 0