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 2,146 36,277 SH   DFND 1 36,277 0 0
3M CO COM 88579Y101 38,782 285,873 SH   DFND 1 285,873 0 0
ABBOTT LABS COM 002824100 30,226 784,884 SH   DFND 1 784,884 0 0
ABBOTT LABS COM 002824100 2,888 75,000 SH   SOLE 3 75,000 0 0
ABBVIE INC COM 00287Y109 38,267 744,497 SH   DFND 1 744,497 0 0
ABBVIE INC COM 00287Y109 4,369 85,000 SH   SOLE 3 85,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 21,088 264,528 SH   DFND 1 264,528 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,544 57,000 SH   SOLE 3 57,000 0 0
ACE LTD SHS H0023R105 13,939 140,716 SH   DFND 1 140,716 0 0
ACTAVIS PLC SHS G0083B108 14,795 71,871 SH   DFND 1 71,871 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,193 254,056 SH   DFND 1 254,056 0 0
ADOBE SYS INC COM 00724F101 13,676 208,036 SH   DFND 1 208,036 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,636 28,740 SH   DFND 1 28,740 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,374 342,639 SH   DFND 1 342,639 0 0
ADVANCED MICRO DEVICES INC COM 007903107 5,109 1,274,088 SH   SOLE 3 1,274,088 0 0
AES CORP COM 00130H105 6,185 433,114 SH   DFND 1 433,114 0 0
AETNA INC NEW COM 00817Y108 18,958 252,879 SH   DFND 1 252,879 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,311 21,550 SH   DFND 1 21,550 0 0
AFLAC INC COM 001055102 18,792 298,100 SH   DFND 1 298,100 0 0
AFLAC INC COM 001055102 5,349 84,851 SH   SOLE 3 84,851 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,683 137,395 SH   DFND 1 137,395 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,054 67,906 SH   DFND 1 67,906 0 0
AGRIUM INC COM 008916108 6,456 66,300 SH   DFND 1 66,300 0 0
AGRIUM INC COM 008916108 1,176 12,073 SH   SOLE   0 12,073 0
AIR PRODS & CHEMS INC COM 009158106 10,267 86,249 SH   DFND 1 86,249 0 0
AIRGAS INC COM 009363102 2,433 22,839 SH   DFND 1 22,839 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,117 70,728 SH   DFND 1 70,728 0 0
ALCATEL-LUCENT SPONSORED A 013904305 69 17,658 SH   DFND 1 17,658 0 0
ALCOA INC COM 013817101 5,656 439,451 SH   DFND 1 439,451 0 0
ALCOA INC COM 013817101 3,413 265,190 SH   SOLE 3 265,190 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 12,336 81,089 SH   DFND 1 81,089 0 0
ALLEGHENY CORP DEL COM 017175100 2,807 6,891 SH   DFND 1 6,891 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,655 43,934 SH   DFND 1 43,934 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,099 40,231 SH   DFND 1 40,231 0 0
ALLERGAN INC COM 018490102 15,709 126,587 SH   DFND 1 126,587 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,641 20,704 SH   DFND 1 20,704 0 0
ALLIANCEBERNSTEIN HOLDING UNIT LTD PA 01881G106 3,986 159,624 SH   SOLE 3 159,624 0 0
ALLIANT ENERGY CORP COM 018802108 2,589 45,567 SH   DFND 1 45,567 0 0
ALLSTATE CORP COM 020002101 14,552 257,194 SH   DFND 1 257,194 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 1,807 425,248 SH   SOLE 3 425,248 0 0
ALTERA CORP COM 021441100 4,802 132,499 SH   DFND 1 132,499 0 0
ALTERA CORP COM 021441100 5,759 158,921 SH   SOLE 3 158,921 0 0
ALTRIA GROUP INC COM 02209S103 80,659 2,154,942 SH   DFND 1 2,154,942 0 0
ALTRIA GROUP INC COM 02209S103 3,968 106,000 SH   SOLE 3 106,000 0 0
ALTRIA GROUP INC COM 02209S103 342 9,150 SH   SOLE   0 9,150 0
AMAZON COM INC COM 023135106 53,876 160,168 SH   DFND 1 160,168 0 0
AMAZON COM INC COM 023135106 5,348 15,900 SH   SOLE 3 15,900 0 0
AMBEV SA SPONSORED A 02319V103 562 75,800 SH   DFND 1 75,800 0 0
AMDOCS LTD ORD G02602103 3,088 66,466 SH   DFND 1 66,466 0 0
AMEREN CORP COM 023608102 5,505 133,610 SH   DFND 1 133,610 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 6,128 285,134 SH   DFND 1 285,134 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 2,595 212,000 SH   SOLE 3 212,000 0 0
AMERICAN ELEC PWR INC COM 025537101 10,225 201,844 SH   DFND 1 201,844 0 0
AMERICAN ELEC PWR INC COM 025537101 881 17,400 SH   SOLE   0 17,400 0
AMERICAN EXPRESS CO COM 025816109 40,060 444,965 SH   DFND 1 444,965 0 0
AMERICAN EXPRESS CO COM 025816109 270 3,000 SH   SOLE 3 3,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 39,114 782,131 SH   DFND 1 782,131 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 532 10,641 SH   SOLE 3 10,641 0 0
AMERICAN TOWER CORP NEW COM 03027X100 13,479 164,636 SH   DFND 1 164,636 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 3,303 72,764 SH   DFND 1 72,764 0 0
AMERIPRISE FINL INC COM 03076C106 13,228 120,179 SH   DFND 1 120,179 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,099 153,975 SH   DFND 1 153,975 0 0
AMETEK INC NEW COM 031100100 5,197 100,923 SH   DFND 1 100,923 0 0
AMGEN INC COM 031162100 88,792 719,898 SH   DFND 1 719,898 0 0
AMGEN INC COM 031162100 1,278 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 6,086 66,400 SH   DFND 1 66,400 0 0
ANADARKO PETE CORP COM 032511107 17,567 207,250 SH   DFND 1 207,250 0 0
ANALOG DEVICES INC COM 032654105 6,770 127,405 SH   DFND 1 127,405 0 0
ANALOG DEVICES INC COM 032654105 1,685 31,700 SH   SOLE   0 31,700 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,302 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 6,261 570,782 SH   DFND 1 570,782 0 0
ANNALY CAP MGMT INC NOTE 5.00% 035710AB8 10,261 10,000,000 PRN   DFND 2 10,000,000 0 0
ANSYS INC COM 03662Q105 2,771 35,979 SH   DFND 1 35,979 0 0
AON PLC SHS CL A G0408V102 10,528 124,920 SH   DFND 1 124,920 0 0
APACHE CORP COM 037411105 16,611 200,252 SH   DFND 1 200,252 0 0
APACHE CORP COM 037411105 7,042 84,892 SH   SOLE 3 84,892 0 0
APACHE CORP COM 037411105 2,045 24,650 SH   SOLE   0 24,650 0
APOLLO GROUP INC CL A 037604105 6,521 190,445 SH   SOLE 3 190,445 0 0
APPLE INC COM 037833100 281,755 524,937 SH   DFND 1 524,937 0 0
APPLE INC COM 037833100 32,193 59,979 SH   SOLE 3 59,979 0 0
APPLE INC COM 037833100 2,056 3,830 SH   SOLE   0 3,830 0
APPLIED MATLS INC COM 038222105 10,177 498,398 SH   DFND 1 498,398 0 0
APPLIED MICRO CIRCUITS COR COM NEW 03822W406 248 25,000 SH   SOLE 3 25,000 0 0
ARCELORMITTAL SA LUXEMBOUR MAND CV NT L0302D178 189 790,000 PRN   DFND 2 790,000 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,691 46,770 SH   DFND 1 46,770 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 11,835 272,762 SH   DFND 1 272,762 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,753 40,400 SH   SOLE   0 40,400 0
ARROW ELECTRS INC COM 042735100 2,513 42,341 SH   DFND 1 42,341 0 0
ASHLAND INC NEW COM 044209104 3,140 31,567 SH   DFND 1 31,567 0 0
ASSURANT INC COM 04621X108 1,998 30,750 SH   DFND 1 30,750 0 0
AT&T INC COM 00206R102 119,550 3,408,892 SH   DFND 1 3,408,892 0 0
AT&T INC COM 00206R102 11,180 318,803 SH   SOLE 3 318,803 0 0
ATMEL CORP COM 049513104 4,436 530,662 SH   SOLE 3 530,662 0 0
AU OPTRONICS CORP SPONSORED A 002255107 56 16,221 SH   DFND 1 16,221 0 0
AUTODESK INC COM 052769106 4,564 92,797 SH   DFND 1 92,797 0 0
AUTOLIV INC COM 052800109 3,936 39,218 SH   DFND 1 39,218 0 0
AUTOMATIC DATA PROCESSING COM 053015103 15,445 199,911 SH   DFND 1 199,911 0 0
AUTONATION INC COM 05329W102 742 13,940 SH   DFND 1 13,940 0 0
AUTOZONE INC COM 053332102 7,598 14,146 SH   DFND 1 14,146 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 6,517 101,183 SH   DFND 1 101,183 0 0
AVALONBAY CMNTYS INC COM 053484101 7,054 53,714 SH   DFND 1 53,714 0 0
AVALONBAY CMNTYS INC COM 053484101 4,203 32,004 SH   SOLE 3 32,004 0 0
AVERY DENNISON CORP COM 053611109 2,047 40,401 SH   DFND 1 40,401 0 0
AVNET INC COM 053807103 2,637 56,664 SH   DFND 1 56,664 0 0
AVON PRODS INC COM 054303102 3,328 227,302 SH   DFND 1 227,302 0 0
AVON PRODS INC COM 054303102 3,523 240,632 SH   SOLE 3 240,632 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 2,062 44,982 SH   DFND 1 44,982 0 0
B/E AEROSPACE INC COM 073302101 3,704 42,680 SH   DFND 1 42,680 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 1,434 43,179 SH   DFND 1 43,179 0 0
BAKER HUGHES INC COM 057224107 11,744 180,616 SH   DFND 1 180,616 0 0
BAKER HUGHES INC COM 057224107 8,308 127,773 SH   SOLE 3 127,773 0 0
BALL CORP COM 058498106 3,192 58,239 SH   DFND 1 58,239 0 0
BALLARD PWR SYS INC NEW COM 058586108 53 12,000 SH   SOLE 3 12,000 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 1,121 82,015 SH   DFND 1 82,015 0 0
BANK MONTREAL QUE COM 063671101 18,045 269,899 SH   DFND 1 269,899 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 28,660 495,192 SH   DFND 1 495,192 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1,611 27,839 SH   SOLE   0 27,839 0
BANK OF AMERICA CORPORATIO COM 060505104 83,287 4,842,251 SH   DFND 1 4,842,251 0 0
BANK OF AMERICA CORPORATIO COM 060505104 11,258 654,512 SH   SOLE 3 654,512 0 0
BANK OF NEW YORK MELLON CO COM 064058100 16,528 468,357 SH   DFND 1 468,357 0 0
BANK OF NEW YORK MELLON CO COM 064058100 7,539 213,624 SH   SOLE 3 213,624 0 0
BARD C R INC COM 067383109 4,797 32,418 SH   DFND 1 32,418 0 0
BARRICK GOLD CORP COM 067901108 9,442 530,800 SH   DFND 1 530,800 0 0
BARRICK GOLD CORP COM 067901108 12,225 685,636 SH   SOLE 3 685,636 0 0
BARRICK GOLD CORP COM 067901108 931 52,210 SH   SOLE   0 52,210 0
BAXTER INTL INC COM 071813109 25,030 340,179 SH   DFND 1 340,179 0 0
BAXTER INTL INC COM 071813109 7,815 106,215 SH   SOLE 3 106,215 0 0
BAYTEX ENERGY CORP COM 07317Q105 5,219 126,896 SH   SOLE 3 126,896 0 0
BAYTEX ENERGY CORP COM 07317Q105 567 13,771 SH   SOLE   0 13,771 0
BB&T CORP COM 054937107 11,729 291,988 SH   DFND 1 291,988 0 0
BCE INC COM NEW 05534B760 4,159 96,619 SH   DFND 1 96,619 0 0
BEAM INC COM 073730103 5,572 66,885 SH   DFND 1 66,885 0 0
BECTON DICKINSON & CO COM 075887109 9,377 80,094 SH   DFND 1 80,094 0 0
BED BATH & BEYOND INC COM 075896100 6,169 89,672 SH   DFND 1 89,672 0 0
BEMIS INC COM 081437105 1,663 42,375 SH   DFND 1 42,375 0 0
BERKLEY W R CORP COM 084423102 1,901 45,682 SH   DFND 1 45,682 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 41,779 223 SH   DFND 1 223 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 56,761 454,197 SH   DFND 1 454,197 0 0
BEST BUY INC COM 086516101 2,973 112,553 SH   DFND 1 112,553 0 0
BEST BUY INC COM 086516101 3,601 136,368 SH   SOLE 3 136,368 0 0
BIG LOTS INC COM 089302103 6,378 168,417 SH   SOLE 3 168,417 0 0
BIOGEN IDEC INC COM 09062X103 35,348 115,565 SH   DFND 1 115,565 0 0
BIOMARIN PHARMACEUTICAL IN COM 09061G101 3,673 53,843 SH   DFND 1 53,843 0 0
BIOMARIN PHARMACEUTICAL IN NOTE 1.50%1 09061GAF8 61,916 55,700,000 PRN   DFND 2 55,700,000 0 0
BLACKBERRY LTD COM 09228F103 1,788 220,985 SH   DFND 1 220,985 0 0
BLACKBERRY LTD COM 09228F103 5,466 676,468 SH   SOLE 3 676,468 0 0
BLACKROCK INC COM 09247X101 16,586 52,740 SH   DFND 1 52,740 0 0
BLOCK H & R INC COM 093671105 3,402 112,676 SH   DFND 1 112,676 0 0
BOEING CO COM 097023105 89,563 713,704 SH   DFND 1 713,704 0 0
BORGWARNER INC COM 099724106 5,840 95,006 SH   DFND 1 95,006 0 0
BOSTON PROPERTIES INC COM 101121101 7,209 62,945 SH   DFND 1 62,945 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,386 546,287 SH   DFND 1 546,287 0 0
BOTTOMLINE TECH DEL INC NOTE 1.50% 101388AA4 26,276 20,000,000 PRN   DFND 2 20,000,000 0 0
BPZ RESOURCES INC MTNF 6.50% 055639AB4 2,273 2,250,000 PRN   DFND 2 2,250,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 38,752 745,957 SH   DFND 1 745,957 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,908 36,725 SH   SOLE   0 36,725 0
BROADCOM CORP CL A 111320107 10,269 326,309 SH   DFND 1 326,309 0 0
BROADCOM CORP CL A 111320107 4,013 127,521 SH   SOLE 3 127,521 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 1,815 48,869 SH   DFND 1 48,869 0 0
BROADSOFT INC NOTE 1.50% 11133BAB8 14,693 14,000,000 PRN   DFND 2 14,000,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 9,609 236,070 SH   DFND 1 236,070 0 0
BROOKFIELD PPTY PARTNERS UNIT LTD PA G16249107 969 52,093 SH   DFND 1 52,093 0 0
BROWN & BROWN INC COM 115236101 1,553 50,498 SH   DFND 1 50,498 0 0
BROWN FORMAN CORP CL B 115637209 4,777 53,257 SH   DFND 1 53,257 0 0
BUNGE LIMITED COM G16962105 4,879 61,360 SH   DFND 1 61,360 0 0
BURGER KING WORLDWIDE INC COM 121220107 330 12,440 SH   DFND 1 12,440 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,289 62,775 SH   DFND 1 62,775 0 0
CA INC COM 12673P105 4,358 140,668 SH   DFND 1 140,668 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 1,340 79,435 SH   DFND 1 79,435 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 3,628 215,042 SH   SOLE 3 215,042 0 0
CABOT OIL & GAS CORP COM 127097103 5,856 172,859 SH   DFND 1 172,859 0 0
CABOT OIL & GAS CORP COM 127097103 3,625 107,000 SH   SOLE 3 107,000 0 0
CALPINE CORP COM NEW 131347304 3,060 146,359 SH   DFND 1 146,359 0 0
CAMECO CORP COM 13321L108 3,717 162,466 SH   DFND 1 162,466 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,553 89,905 SH   DFND 1 89,905 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,885 95,265 SH   SOLE 3 95,265 0 0
CAMPBELL SOUP CO COM 134429109 3,397 75,688 SH   DFND 1 75,688 0 0
CAMPBELL SOUP CO COM 134429109 4,982 111,017 SH   SOLE 3 111,017 0 0
CANADIAN NAT RES LTD COM 136385101 17,347 452,932 SH   DFND 1 452,932 0 0
CANADIAN NAT RES LTD COM 136385101 2,787 72,784 SH   SOLE   0 72,784 0
CANADIAN NATL RY CO COM 136375102 20,168 359,240 SH   DFND 1 359,240 0 0
CANADIAN NATL RY CO COM 136375102 2,148 38,252 SH   SOLE   0 38,252 0
CANADIAN PAC RY LTD COM 13645T100 9,842 65,730 SH   DFND 1 65,730 0 0
CAPITAL ONE FINL CORP COM 14040H105 21,896 283,777 SH   DFND 1 283,777 0 0
CARDINAL HEALTH INC COM 14149Y108 9,898 141,436 SH   DFND 1 141,436 0 0
CAREFUSION CORP COM 14170T101 3,523 87,593 SH   DFND 1 87,593 0 0
CARMAX INC COM 143130102 4,355 93,056 SH   DFND 1 93,056 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,532 198,934 SH   DFND 1 198,934 0 0
CARNIVAL CORP PAIRED CTF 143658300 4,000 105,658 SH   SOLE 3 105,658 0 0
CATAMARAN CORP COM 148887102 3,744 83,754 SH   DFND 1 83,754 0 0
CATERPILLAR INC DEL COM 149123101 35,863 360,900 SH   DFND 1 360,900 0 0
CATERPILLAR INC DEL COM 149123101 5,710 57,463 SH   SOLE 3 57,463 0 0
CBRE GROUP INC CL A 12504L109 3,199 116,608 SH   DFND 1 116,608 0 0
CBS CORP NEW CL B 124857202 18,976 307,060 SH   DFND 1 307,060 0 0
CDN IMPERIAL BK OF COMMERC COM 136069101 17,132 198,985 SH   DFND 1 198,985 0 0
CDN IMPERIAL BK OF COMMERC COM 136069101 1,753 20,359 SH   SOLE   0 20,359 0
CELANESE CORP DEL COM SER A 150870103 6,226 112,166 SH   DFND 1 112,166 0 0
CELESTICA INC SUB VTG SHS 15101Q108 3,504 320,000 SH   SOLE 3 320,000 0 0
CELGENE CORP COM 151020104 23,407 167,671 SH   DFND 1 167,671 0 0
CELGENE CORP COM 151020104 1,168 8,370 SH   SOLE   0 8,370 0
CEMEX SAB DE CV SPON ADR NE 151290889 261 21,511 SH   DFND 1 21,511 0 0
CEMEX SAB DE CV NOTE 4.875% 151290AV5 48,391 39,400,000 PRN   DFND 2 39,400,000 0 0
CEMEX SAB DE CV NOTE 3.25% 151290BB8 67,468 49,000,000 PRN   DFND 2 49,000,000 0 0
CENOVUS ENERGY INC COM 15135U109 11,188 387,149 SH   DFND 1 387,149 0 0
CENOVUS ENERGY INC COM 15135U109 4,918 169,819 SH   SOLE 3 169,819 0 0
CENOVUS ENERGY INC COM 15135U109 1,097 37,964 SH   SOLE   0 37,964 0
CENTERPOINT ENERGY INC COM 15189T107 4,182 176,535 SH   DFND 1 176,535 0 0
CENTURYLINK INC COM 156700106 9,681 294,782 SH   DFND 1 294,782 0 0
CENTURYLINK INC COM 156700106 3,280 99,882 SH   SOLE 3 99,882 0 0
CERNER CORP COM 156782104 6,865 122,048 SH   DFND 1 122,048 0 0
CF INDS HLDGS INC COM 125269100 12,827 49,214 SH   DFND 1 49,214 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 3,516 28,540 SH   DFND 1 28,540 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 4,146 61,304 SH   DFND 1 61,304 0 0
CHENIERE ENERGY INC COM NEW 16411R208 5,132 92,712 SH   DFND 1 92,712 0 0
CHESAPEAKE ENERGY CORP COM 165167107 9,395 366,725 SH   DFND 1 366,725 0 0
CHESAPEAKE ENERGY CORP NOTE 2.75%1 165167BW6 10,414 10,000,000 PRN   DFND 2 10,000,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.50% 165167CA3 23,437 23,200,000 PRN   DFND 2 23,200,000 0 0
CHEVRON CORP NEW COM 166764100 107,021 900,019 SH   DFND 1 900,019 0 0
CHEVRON CORP NEW COM 166764100 1,635 13,750 SH   SOLE   0 13,750 0
CHICAGO BRIDGE & IRON CO N COM 167250109 3,618 41,510 SH   DFND 1 41,510 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 7,295 12,842 SH   DFND 1 12,842 0 0
CHIQUITA BRANDS INTL INC NOTE 4.25% 170032AT3 5,078 5,000,000 PRN   DFND 2 5,000,000 0 0
CHUBB CORP COM 171232101 10,154 113,707 SH   DFND 1 113,707 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 255 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 3,968 57,446 SH   DFND 1 57,446 0 0
CIGNA CORPORATION COM 125509109 13,197 157,618 SH   DFND 1 157,618 0 0
CIGNA CORPORATION COM 125509109 4,438 53,000 SH   SOLE 3 53,000 0 0
CIMAREX ENERGY CO COM 171798101 4,273 35,873 SH   DFND 1 35,873 0 0
CINCINNATI FINL CORP COM 172062101 2,878 59,143 SH   DFND 1 59,143 0 0
CINTAS CORP COM 172908105 2,564 43,015 SH   DFND 1 43,015 0 0
CISCO SYS INC COM 17275R102 54,527 2,432,090 SH   DFND 1 2,432,090 0 0
CISCO SYS INC COM 17275R102 14,708 656,005 SH   SOLE 3 656,005 0 0
CIT GROUP INC COM NEW 125581801 3,935 80,277 SH   DFND 1 80,277 0 0
CITIGROUP INC COM NEW 172967424 71,275 1,497,369 SH   DFND 1 1,497,369 0 0
CITIGROUP INC COM NEW 172967424 7,893 165,810 SH   SOLE 3 165,810 0 0
CITRIX SYS INC COM 177376100 4,428 77,091 SH   DFND 1 77,091 0 0
CITRIX SYS INC COM 177376100 3,045 53,008 SH   SOLE 3 53,008 0 0
CITY NATL CORP COM 178566105 1,481 18,817 SH   DFND 1 18,817 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 1,770 86,517 SH   DFND 1 86,517 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 2,165 105,810 SH   SOLE 3 105,810 0 0
CLOROX CO DEL COM 189054109 4,731 53,752 SH   DFND 1 53,752 0 0
CME GROUP INC COM 12572Q105 49,063 662,828 SH   DFND 1 662,828 0 0
CMS ENERGY CORP COM 125896100 3,201 109,310 SH   DFND 1 109,310 0 0
CNA FINL CORP COM 126117100 475 11,121 SH   DFND 1 11,121 0 0
CNH INDL N V SHS N20944109 4,635 403,588 SH   DFND 1 403,588 0 0
CNH INDL N V SHS N20944109 805 70,000 SH   SOLE   0 70,000 0
COACH INC COM 189754104 5,782 116,427 SH   DFND 1 116,427 0 0
COACH INC COM 189754104 4,197 84,513 SH   SOLE 3 84,513 0 0
COBALT INTL ENERGY INC COM 19075F106 2,470 134,850 SH   DFND 1 134,850 0 0
COBALT INTL ENERGY INC NOTE 2.625% 19075FAA4 66,507 70,400,000 PRN   DFND 2 70,400,000 0 0
COCA COLA CO COM 191216100 120,346 3,112,923 SH   DFND 1 3,112,923 0 0
COCA COLA CO COM 191216100 17,069 441,513 SH   SOLE 3 441,513 0 0
COCA COLA CO COM 191216100 2,411 62,370 SH   SOLE   0 62,370 0
COCA COLA ENTERPRISES INC COM 19122T109 9,643 201,910 SH   DFND 1 201,910 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 12,675 250,492 SH   DFND 1 250,492 0 0
COLGATE PALMOLIVE CO COM 194162103 24,856 383,169 SH   DFND 1 383,169 0 0
COLGATE PALMOLIVE CO COM 194162103 367 5,660 SH   SOLE   0 5,660 0
COLONY FINL INC NOTE 5.00% 19624RAA4 13,260 12,500,000 PRN   DFND 2 12,500,000 0 0
COLONY FINL INC NOTE 3.875% 19624RAB2 15,473 15,000,000 PRN   DFND 2 15,000,000 0 0
COMCAST CORP NEW CL A 20030N101 55,036 1,099,847 SH   DFND 1 1,099,847 0 0
COMCAST CORP NEW CL A SPL 20030N200 9,225 189,144 SH   DFND 1 189,144 0 0
COMERICA INC COM 200340107 3,920 75,676 SH   DFND 1 75,676 0 0
COMMERCE BANCSHARES INC COM 200525103 1,732 37,313 SH   DFND 1 37,313 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 304 44,708 SH   DFND 1 44,708 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 63 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 771 61,352 SH   DFND 1 61,352 0 0
COMPUTER SCIENCES CORP COM 205363104 3,715 61,085 SH   DFND 1 61,085 0 0
COMTECH TELECOMMUNICATIONS NOTE 3.00% 205826AF7 26,754 26,000,000 PRN   DFND 2 26,000,000 0 0
CONAGRA FOODS INC COM 205887102 9,782 315,233 SH   DFND 1 315,233 0 0
CONCHO RES INC COM 20605P101 5,277 43,076 SH   DFND 1 43,076 0 0
CONOCOPHILLIPS COM 20825C104 77,642 1,103,656 SH   DFND 1 1,103,656 0 0
CONOCOPHILLIPS COM 20825C104 7,584 107,810 SH   SOLE 3 107,810 0 0
CONSOL ENERGY INC COM 20854P109 3,786 94,778 SH   DFND 1 94,778 0 0
CONSOLIDATED EDISON INC COM 209115104 6,456 120,332 SH   DFND 1 120,332 0 0
CONSOLIDATED EDISON INC COM 209115104 4,024 75,008 SH   SOLE 3 75,008 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,572 65,579 SH   DFND 1 65,579 0 0
CONTINENTAL RESOURCES INC COM 212015101 2,279 18,336 SH   DFND 1 18,336 0 0
CORE LABORATORIES N V COM N22717107 3,449 17,380 SH   DFND 1 17,380 0 0
CORNING INC COM 219350105 15,560 747,337 SH   DFND 1 747,337 0 0
CORNING INC COM 219350105 4,427 212,624 SH   SOLE 3 212,624 0 0
COSTCO WHSL CORP NEW COM 22160K105 20,059 179,615 SH   DFND 1 179,615 0 0
COVANTA HLDG CORP NOTE 3.25% 22282EAC6 19,232 16,500,000 PRN   DFND 2 16,500,000 0 0
COVIDIEN PLC SHS G2554F113 18,355 249,184 SH   DFND 1 249,184 0 0
COVIDIEN PLC SHS G2554F113 206 2,800 SH   SOLE   0 2,800 0
CREDICORP LTD COM G2519Y108 3,263 23,661 SH   DFND 1 23,661 0 0
CREE INC COM 225447101 2,572 45,467 SH   DFND 1 45,467 0 0
CRESCENT PT ENERGY CORP COM 22576C101 5,849 160,375 SH   DFND 1 160,375 0 0
CRESCENT PT ENERGY CORP COM 22576C101 947 25,960 SH   SOLE   0 25,960 0
CROWN CASTLE INTL CORP COM 228227104 10,231 138,674 SH   DFND 1 138,674 0 0
CSX CORP COM 126408103 15,145 522,781 SH   DFND 1 522,781 0 0
CTC MEDIA INC COM 12642X106 1,182 128,320 SH   DFND 1 128,320 0 0
CUMMINS INC COM 231021106 12,821 86,050 SH   DFND 1 86,050 0 0
CUMMINS INC COM 231021106 2,313 15,525 SH   SOLE   0 15,525 0
CVS CAREMARK CORPORATION COM 126650100 45,536 608,285 SH   DFND 1 608,285 0 0
CVS CAREMARK CORPORATION COM 126650100 2,008 26,820 SH   SOLE   0 26,820 0
D R HORTON INC COM 23331A109 2,573 118,839 SH   DFND 1 118,839 0 0
DANAHER CORP DEL COM 235851102 18,231 243,078 SH   DFND 1 243,078 0 0
DARDEN RESTAURANTS INC COM 237194105 4,352 85,731 SH   DFND 1 85,731 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 5,978 86,828 SH   DFND 1 86,828 0 0
DEALERTRACK TECHNOLOGIES I NOTE 1.50% 242309AB8 4,273 3,000,000 PRN   DFND 2 3,000,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 4,128 267,000 SH   SOLE 3 267,000 0 0
DEERE & CO COM 244199105 21,880 240,973 SH   DFND 1 240,973 0 0
DEERE & CO COM 244199105 8,014 88,260 SH   SOLE 3 88,260 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 8,571 126,302 SH   DFND 1 126,302 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,057 88,229 SH   DFND 1 88,229 0 0
DENBURY RES INC COM NEW 247916208 2,479 151,167 SH   DFND 1 151,167 0 0
DENTSPLY INTL INC NEW COM 249030107 2,721 59,095 SH   DFND 1 59,095 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 21,430 479,782 SH   DFND 1 479,782 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 30,607 685,252 SH   SOLE 3 685,252 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,814 63,000 SH   SOLE   0 63,000 0
DEVON ENERGY CORP NEW COM 25179M103 11,193 167,228 SH   DFND 1 167,228 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,598 53,760 SH   SOLE 3 53,760 0 0
DEVRY INC DEL COM 251893103 4,532 106,913 SH   SOLE 3 106,913 0 0
DIAGEO P L C SPON ADR NE 25243Q205 1,240 9,950 SH   SOLE   0 9,950 0
DIAMOND OFFSHORE DRILLING COM 25271C102 2,847 58,379 SH   DFND 1 58,379 0 0
DIGITAL RLTY TR INC COM 253868103 2,783 52,427 SH   DFND 1 52,427 0 0
DIGITAL RLTY TR INC COM 253868103 3,950 74,408 SH   SOLE 3 74,408 0 0
DIRECTV COM 25490A309 21,267 278,295 SH   DFND 1 278,295 0 0
DISCOVER FINL SVCS COM 254709108 21,721 373,279 SH   DFND 1 373,279 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,975 60,156 SH   DFND 1 60,156 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,593 33,653 SH   DFND 1 33,653 0 0
DISH NETWORK CORP CL A 25470M109 5,348 85,966 SH   DFND 1 85,966 0 0
DISNEY WALT CO COM DISNEY 254687106 62,546 781,140 SH   DFND 1 781,140 0 0
DISNEY WALT CO COM DISNEY 254687106 4,474 55,881 SH   SOLE 3 55,881 0 0
DISNEY WALT CO COM DISNEY 254687106 1,704 21,280 SH   SOLE   0 21,280 0
DOLLAR GEN CORP NEW COM 256677105 6,777 122,146 SH   DFND 1 122,146 0 0
DOLLAR TREE INC COM 256746108 4,541 87,020 SH   DFND 1 87,020 0 0
DOMINION RES INC VA NEW COM 25746U109 17,056 240,261 SH   DFND 1 240,261 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 3,062 53,000 SH   DFND 2 53,000 0 0
DOVER CORP COM 260003108 9,767 119,471 SH   DFND 1 119,471 0 0
DOW CHEM CO COM 260543103 26,859 552,768 SH   DFND 1 552,768 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 4,536 83,292 SH   DFND 1 83,292 0 0
DR REDDYS LABS LTD ADR 256135203 1,303 29,675 SH   SOLE   0 29,675 0
DRESSER-RAND GROUP INC COM 261608103 4,440 76,008 SH   SOLE 3 76,008 0 0
DRYSHIPS INC. NOTE 5.00%1 262498AB4 4,958 5,000,000 PRN   DFND 2 5,000,000 0 0
DST SYS INC DEL COM 233326107 1,249 13,176 SH   DFND 1 13,176 0 0
DTE ENERGY CO COM 233331107 9,008 121,258 SH   DFND 1 121,258 0 0
DU PONT E I DE NEMOURS & C COM 263534109 26,698 397,883 SH   DFND 1 397,883 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 23,001 322,962 SH   DFND 1 322,962 0 0
DUKE REALTY CORP COM NEW 264411505 2,268 134,359 SH   DFND 1 134,359 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 1,583 15,931 SH   DFND 1 15,931 0 0
E M C CORP MASS COM 268648102 30,276 1,104,567 SH   DFND 1 1,104,567 0 0
E M C CORP MASS COM 268648102 7,244 264,293 SH   SOLE 3 264,293 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 485 21,084 SH   DFND 1 21,084 0 0
EASTGROUP PPTY INC COM 277276101 28,825 458,193 SH   DFND 1 458,193 0 0
EASTMAN CHEM CO COM 277432100 10,034 116,392 SH   DFND 1 116,392 0 0
EATON CORP PLC SHS G29183103 21,248 282,856 SH   DFND 1 282,856 0 0
EATON CORP PLC SHS G29183103 744 9,900 SH   SOLE   0 9,900 0
EBAY INC COM 278642103 30,809 557,729 SH   DFND 1 557,729 0 0
EBAY INC COM 278642103 276 5,000 SH   SOLE 3 5,000 0 0
EBAY INC COM 278642103 207 3,740 SH   SOLE   0 3,740 0
ECOLAB INC COM 278865100 12,149 112,502 SH   DFND 1 112,502 0 0
ECOPETROL S A SPONSORED A 279158109 10,126 248,239 SH   DFND 1 248,239 0 0
EDISON INTL COM 281020107 7,629 134,759 SH   DFND 1 134,759 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,318 71,696 SH   DFND 1 71,696 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,590 286,090 SH   DFND 1 286,090 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,751 315,042 SH   SOLE 3 315,042 0 0
ELECTRONIC ARTS INC COM 285512109 3,553 122,492 SH   DFND 1 122,492 0 0
ELECTRONIC ARTS INC NOTE 0.75% 285512AA7 34,872 30,000,000 PRN   DFND 2 30,000,000 0 0
EMERSON ELEC CO COM 291011104 19,452 291,195 SH   DFND 1 291,195 0 0
EMERSON ELEC CO COM 291011104 5,820 87,128 SH   SOLE 3 87,128 0 0
ENBRIDGE INC COM 29250N105 15,404 339,409 SH   DFND 1 339,409 0 0
ENCANA CORP COM 292505104 8,278 387,891 SH   DFND 1 387,891 0 0
ENCANA CORP COM 292505104 6,826 319,248 SH   SOLE 3 319,248 0 0
ENDOLOGIX INC NOTE 2.25%1 29266SAA4 4,834 5,000,000 PRN   DFND 2 5,000,000 0 0
ENERGIZER HLDGS INC COM 29266R108 2,582 25,634 SH   DFND 1 25,634 0 0
ENERSIS S A SPONSORED A 29274F104 218 14,069 SH   DFND 1 14,069 0 0
ENSCO PLC SHS CLASS A G3157S106 6,254 118,487 SH   DFND 1 118,487 0 0
ENTERGY CORP NEW COM 29364G103 6,717 100,477 SH   DFND 1 100,477 0 0
ENTERGY CORP NEW COM 29364G103 4,225 63,207 SH   SOLE 3 63,207 0 0
EOG RES INC COM 26875P101 10,995 112,089 SH   DFND 1 112,089 0 0
EQT CORP COM 26884L109 5,986 61,731 SH   DFND 1 61,731 0 0
EQUIFAX INC COM 294429105 3,407 50,086 SH   DFND 1 50,086 0 0
EQUINIX INC COM NEW 29444U502 3,740 20,235 SH   DFND 1 20,235 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,581 147,982 SH   DFND 1 147,982 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,712 64,008 SH   SOLE 3 64,008 0 0
EVEREST RE GROUP LTD COM G3223R108 3,053 19,947 SH   DFND 1 19,947 0 0
EXELON CORP COM 30161N101 15,085 449,490 SH   DFND 1 449,490 0 0
EXELON CORP COM 30161N101 4,696 139,921 SH   SOLE 3 139,921 0 0
EXPEDIA INC DEL COM NEW 30212P303 4,970 68,556 SH   DFND 1 68,556 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,374 85,148 SH   DFND 1 85,148 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 33,119 441,061 SH   DFND 1 441,061 0 0
EXXON MOBIL CORP COM 30231G102 196,958 2,016,364 SH   DFND 1 2,016,364 0 0
EXXON MOBIL CORP COM 30231G102 346 3,540 SH   SOLE   0 3,540 0
F M C CORP COM NEW 302491303 4,245 55,446 SH   DFND 1 55,446 0 0
F5 NETWORKS INC COM 315616102 3,285 30,812 SH   DFND 1 30,812 0 0
F5 NETWORKS INC COM 315616102 1,605 15,050 SH   SOLE   0 15,050 0
FACEBOOK INC CL A 30303M102 49,992 829,882 SH   DFND 1 829,882 0 0
FAMILY DLR STORES INC COM 307000109 2,316 39,928 SH   DFND 1 39,928 0 0
FASTENAL CO COM 311900104 5,563 112,837 SH   DFND 1 112,837 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 3,149 27,447 SH   DFND 1 27,447 0 0
FEDEX CORP COM 31428X106 20,634 155,656 SH   DFND 1 155,656 0 0
FEDEX CORP COM 31428X106 1,074 8,100 SH   SOLE   0 8,100 0
FIDELITY NATIONAL FINANCIA CL A 31620R105 3,381 107,540 SH   DFND 1 107,540 0 0
FIDELITY NATL INFORMATION COM 31620M106 8,829 165,175 SH   DFND 1 165,175 0 0
FIFTH THIRD BANCORP COM 316773100 10,128 441,127 SH   DFND 1 441,127 0 0
FIRST SOLAR INC COM 336433107 1,989 28,495 SH   DFND 1 28,495 0 0
FIRSTENERGY CORP COM 337932107 7,817 229,697 SH   DFND 1 229,697 0 0
FIRSTENERGY CORP COM 337932107 4,298 126,315 SH   SOLE 3 126,315 0 0
FISERV INC COM 337738108 5,971 105,326 SH   DFND 1 105,326 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,053 26,525 SH   DFND 1 26,525 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,352 254,553 SH   DFND 1 254,553 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,957 320,000 SH   SOLE 3 320,000 0 0
FLOWSERVE CORP COM 34354P105 4,464 56,979 SH   DFND 1 56,979 0 0
FLUOR CORP NEW COM 343412102 5,230 67,283 SH   DFND 1 67,283 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,147 98,435 SH   DFND 1 98,435 0 0
FOOT LOCKER INC COM 344849104 2,844 60,537 SH   DFND 1 60,537 0 0
FORD MTR CO DEL COM PAR $0. 345370860 31,046 1,990,116 SH   DFND 1 1,990,116 0 0
FORD MTR CO DEL COM PAR $0. 345370860 6,868 440,248 SH   SOLE 3 440,248 0 0
FOREST LABS INC COM 345838106 10,287 111,491 SH   DFND 1 111,491 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 2,858 67,928 SH   DFND 1 67,928 0 0
FOSSIL GROUP INC COM 34988V106 2,379 20,407 SH   DFND 1 20,407 0 0
FOSTER WHEELER AG COM H27178104 1,305 40,266 SH   DFND 1 40,266 0 0
FRANCO NEVADA CORP COM 351858105 2,759 60,096 SH   DFND 1 60,096 0 0
FRANCO NEVADA CORP COM 351858105 3,898 85,000 SH   SOLE 3 85,000 0 0
FRANKLIN RES INC COM 354613101 9,312 171,866 SH   DFND 1 171,866 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 21,042 636,274 SH   DFND 1 636,274 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 375 11,350 SH   SOLE   0 11,350 0
FRONTIER COMMUNICATIONS CO COM 35906A108 2,175 380,984 SH   DFND 1 380,984 0 0
FRONTIER COMMUNICATIONS CO COM 35906A108 2,471 432,773 SH   SOLE 3 432,773 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,583 54,280 SH   DFND 1 54,280 0 0
GAMESTOP CORP NEW CL A 36467W109 2,000 48,663 SH   DFND 1 48,663 0 0
GANNETT INC COM 364730101 2,635 95,487 SH   DFND 1 95,487 0 0
GAP INC DEL COM 364760108 4,248 106,030 SH   DFND 1 106,030 0 0
GARMIN LTD SHS H2906T109 2,533 45,836 SH   DFND 1 45,836 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 2,766 108,017 SH   SOLE 3 108,017 0 0
GENERAL DYNAMICS CORP COM 369550108 879 8,070 SH   DFND 1 8,070 0 0
GENERAL ELECTRIC CO COM 369604103 127,844 4,937,961 SH   DFND 1 4,937,961 0 0
GENERAL ELECTRIC CO COM 369604103 25,018 966,338 SH   SOLE 3 966,338 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 38,130 1,733,170 SH   DFND 1 1,733,170 0 0
GENERAL MLS INC COM 370334104 14,854 286,637 SH   DFND 1 286,637 0 0
GENERAL MLS INC COM 370334104 5,431 104,810 SH   SOLE 3 104,810 0 0
GENERAL MTRS CO COM 37045V100 25,289 734,718 SH   DFND 1 734,718 0 0
GENERAL MTRS CO COM 37045V100 5,757 167,260 SH   SOLE 3 167,260 0 0
GENTEX CORP COM 371901109 1,863 59,079 SH   DFND 1 59,079 0 0
GENUINE PARTS CO COM 372460105 5,602 64,503 SH   DFND 1 64,503 0 0
GENWORTH FINL INC COM CL A 37247D106 7,936 447,576 SH   DFND 1 447,576 0 0
GERDAU S A SPONSORED A 373737105 111 17,300 SH   DFND 1 17,300 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,103 21,909 SH   SOLE   0 21,909 0
GILEAD SCIENCES INC COM 375558103 52,340 738,635 SH   DFND 1 738,635 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 2,648 850,000 PRN   DFND 2 850,000 0 0
GOLDCORP INC NEW COM 380956409 8,143 334,036 SH   DFND 1 334,036 0 0
GOLDCORP INC NEW COM 380956409 12,747 520,694 SH   SOLE 3 520,694 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 36,843 224,861 SH   DFND 1 224,861 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,540 33,814 SH   SOLE 3 33,814 0 0
GOOGLE INC CL A 38259P508 71,203 127,649 SH   DFND 1 127,649 0 0
GRAINGER W W INC COM 384802104 6,171 24,425 SH   DFND 1 24,425 0 0
GROUPE CGI INC CL A SUB VT 39945C109 3,364 109,029 SH   DFND 1 109,029 0 0
GRUPO TELEVISA SA SPON ADR RE 40049J206 514 15,426 SH   DFND 1 15,426 0 0
HALLIBURTON CO COM 406216101 32,682 554,964 SH   DFND 1 554,964 0 0
HARLEY DAVIDSON INC COM 412822108 6,126 91,966 SH   DFND 1 91,966 0 0
HARMAN INTL INDS INC COM 413086109 2,973 27,941 SH   DFND 1 27,941 0 0
HARRIS CORP DEL COM 413875105 3,242 44,318 SH   DFND 1 44,318 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 10,184 288,756 SH   DFND 1 288,756 0 0
HASBRO INC COM 418056107 2,682 48,215 SH   DFND 1 48,215 0 0
HCA HOLDINGS INC COM 40412C101 6,712 127,857 SH   DFND 1 127,857 0 0
HCP INC COM 40414L109 7,326 188,873 SH   DFND 1 188,873 0 0
HEALTH CARE REIT INC COM 42217K106 7,034 118,027 SH   DFND 1 118,027 0 0
HEARTWARE INTL INC NOTE 3.50%1 422368AA8 22,187 18,300,000 PRN   DFND 2 18,300,000 0 0
HELMERICH & PAYNE INC COM 423452101 4,312 40,092 SH   DFND 1 40,092 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,292 40,027 SH   DFND 1 40,027 0 0
HERSHEY CO COM 427866108 7,024 67,283 SH   DFND 1 67,283 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 4,946 185,643 SH   DFND 1 185,643 0 0
HESS CORP COM 42809H107 13,089 157,929 SH   DFND 1 157,929 0 0
HEWLETT PACKARD CO COM 428236103 30,802 951,844 SH   DFND 1 951,844 0 0
HEWLETT PACKARD CO COM 428236103 5,448 168,352 SH   SOLE 3 168,352 0 0
HILLSHIRE BRANDS CO COM 432589109 1,877 50,383 SH   DFND 1 50,383 0 0
HOLLYFRONTIER CORP COM 436106108 3,904 82,048 SH   DFND 1 82,048 0 0
HOME DEPOT INC COM 437076102 51,530 651,204 SH   DFND 1 651,204 0 0
HONEYWELL INTL INC COM 438516106 71,088 766,361 SH   DFND 1 766,361 0 0
HORMEL FOODS CORP COM 440452100 2,834 57,526 SH   DFND 1 57,526 0 0
HOSPIRA INC COM 441060100 2,953 68,276 SH   DFND 1 68,276 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 1,776 61,843 SH   DFND 1 61,843 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,020 445,657 SH   DFND 1 445,657 0 0
HUDSON CITY BANCORP COM 443683107 1,792 182,308 SH   DFND 1 182,308 0 0
HUMANA INC COM 444859102 10,235 90,801 SH   DFND 1 90,801 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,732 37,983 SH   DFND 1 37,983 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,372 338,171 SH   DFND 1 338,171 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 2,107 29,520 SH   DFND 1 29,520 0 0
IHS INC CL A 451734107 3,327 27,382 SH   DFND 1 27,382 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,879 158,360 SH   DFND 1 158,360 0 0
ILLUMINA INC COM 452327109 7,781 52,340 SH   DFND 1 52,340 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,078 109,134 SH   DFND 1 109,134 0 0
INCYTE CORP COM 45337C102 2,642 49,374 SH   DFND 1 49,374 0 0
INFOSYS LTD SPONSORED A 456788108 2,360 43,567 SH   DFND 1 43,567 0 0
ING U S INC COM 45685E106 1,709 47,125 SH   DFND 1 47,125 0 0
INGERSOLL-RAND PLC SHS G47791101 6,579 114,938 SH   DFND 1 114,938 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 10,582 10,000,000 PRN   DFND 2 10,000,000 0 0
INTEL CORP COM 458140100 62,637 2,426,857 SH   DFND 1 2,426,857 0 0
INTEL CORP COM 458140100 11,370 440,538 SH   SOLE 3 440,538 0 0
INTEL CORP SDCV 2.95% 458140AD2 71,245 60,500,000 PRN   DFND 2 60,500,000 0 0
INTEL CORP SDCV 3.25% 458140AF7 1,397 1,000,000 PRN   DFND 2 1,000,000 0 0
INTERCONTINENTALEXCHANGE G COM 45866F104 9,381 47,422 SH   DFND 1 47,422 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 97,999 509,111 SH   DFND 1 509,111 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 16,936 87,985 SH   SOLE 3 87,985 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 3,207 33,518 SH   DFND 1 33,518 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 1,453 103,347 SH   DFND 1 103,347 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 2,213 157,377 SH   SOLE 3 157,377 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3,106 181,239 SH   DFND 1 181,239 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,475 319,434 SH   SOLE 3 319,434 0 0
INTL PAPER CO COM 460146103 12,451 271,375 SH   DFND 1 271,375 0 0
INTL PAPER CO COM 460146103 3,893 84,851 SH   SOLE 3 84,851 0 0
INTREPID POTASH INC COM 46121Y102 2,968 192,004 SH   SOLE 3 192,004 0 0
INTUIT COM 461202103 8,508 109,452 SH   DFND 1 109,452 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,927 15,816 SH   DFND 1 15,816 0 0
INVESCO LTD SHS G491BT108 6,617 178,849 SH   DFND 1 178,849 0 0
INVESTMENT TECHNOLOGY GRP COM 46145F105 3,099 153,394 SH   SOLE 3 153,394 0 0
IRON MTN INC COM 462846106 1,944 70,494 SH   DFND 1 70,494 0 0
ISHARES INC MSCI SINGAP 464286673 12,113 927,500 SH   SOLE   0 927,500 0
ISHARES TR S&P 500 IND 464287200 80,049 425,475 SH   SOLE   0 425,475 0
ISHARES TR MSCI EMERG 464287234 4,648 113,340 SH   DFND 1 113,340 0 0
ISHARES TR PUT 464287954 30 600,000 SH   DFND 2 600,000 0 0
ISHARES TR RUSSELL 300 464287689 83,110 740,009 SH   DFND 1 740,009 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 729 49,038 SH   DFND 1 49,038 0 0
IXIA NOTE 3.00%1 45071RAB5 26,428 25,000,000 PRN   DFND 2 25,000,000 0 0
JABIL CIRCUIT INC COM 466313103 3,320 184,462 SH   DFND 1 184,462 0 0
JABIL CIRCUIT INC COM 466313103 3,052 169,566 SH   SOLE 3 169,566 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,432 54,045 SH   DFND 1 54,045 0 0
JANUS CAP GROUP INC COM 47102X105 5,196 478,058 SH   SOLE 3 478,058 0 0
JEFFERIES GROUP INC NEW DBCV 3.875% 472319AG7 7,497 7,000,000 PRN   DFND 2 7,000,000 0 0
JOHNSON & JOHNSON COM 478160104 123,589 1,258,164 SH   DFND 1 1,258,164 0 0
JOHNSON & JOHNSON COM 478160104 10,560 107,500 SH   SOLE 3 107,500 0 0
JOHNSON & JOHNSON COM 478160104 6,012 61,208 SH   SOLE   0 61,208 0
JOHNSON CTLS INC COM 478366107 17,131 362,032 SH   DFND 1 362,032 0 0
JOHNSON CTLS INC COM 478366107 4,543 96,000 SH   SOLE 3 96,000 0 0
JONES GROUP INC COM 48020T101 3,186 212,831 SH   SOLE 3 212,831 0 0
JOY GLOBAL INC COM 481165108 2,372 40,890 SH   DFND 1 40,890 0 0
JOY GLOBAL INC COM 481165108 5,462 94,170 SH   SOLE 3 94,170 0 0
JPMORGAN CHASE & CO COM 46625H100 151,776 2,500,014 SH   DFND 1 2,500,014 0 0
JPMORGAN CHASE & CO COM 46625H100 3,696 60,872 SH   SOLE 3 60,872 0 0
JUNIPER NETWORKS INC COM 48203R104 5,403 209,741 SH   DFND 1 209,741 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,584 44,911 SH   DFND 1 44,911 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 260 7,408 SH   DFND 1 7,408 0 0
KB HOME COM 48666K109 2,718 160,000 SH   SOLE 3 160,000 0 0
KBR INC COM 48242W106 4,210 157,810 SH   SOLE 3 157,810 0 0
KBR INC COM 48242W106 1,264 47,385 SH   SOLE   0 47,385 0
KELLOGG CO COM 487836108 6,464 103,076 SH   DFND 1 103,076 0 0
KELLOGG CO COM 487836108 1,405 22,400 SH   SOLE   0 22,400 0
KEMET CORP COM NEW 488360207 116 20,000 SH   SOLE 3 20,000 0 0
KEURIG GREEN MTN INC COM 49271M100 5,546 52,520 SH   DFND 1 52,520 0 0
KEYCORP NEW COM 493267108 5,296 371,893 SH   DFND 1 371,893 0 0
KIMBERLY CLARK CORP COM 494368103 19,275 174,827 SH   DFND 1 174,827 0 0
KIMCO REALTY CORP COM 49446R109 3,683 168,318 SH   DFND 1 168,318 0 0
KINDER MORGAN INC DEL COM 49456B101 8,915 274,393 SH   DFND 1 274,393 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,929 466,975 SH   DFND 1 466,975 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,761 425,248 SH   SOLE 3 425,248 0 0
KINROSS GOLD CORP COM NO PAR 496902404 593 143,620 SH   SOLE   0 143,620 0
KLA-TENCOR CORP COM 482480100 4,753 68,747 SH   DFND 1 68,747 0 0
KNOWLES CORP COM 49926D109 1,891 59,904 SH   DFND 1 59,904 0 0
KOFAX LTD COM USD G5307C105 2,293 278,453 SH   DFND 1 278,453 0 0
KOHLS CORP COM 500255104 8,013 141,067 SH   DFND 1 141,067 0 0
KOHLS CORP COM 500255104 3,635 64,000 SH   SOLE 3 64,000 0 0
KRAFT FOODS GROUP INC COM 50076Q106 16,220 289,131 SH   DFND 1 289,131 0 0
KRAFT FOODS GROUP INC COM 50076Q106 727 12,966 SH   SOLE   0 12,966 0
KROGER CO COM 501044101 16,494 377,869 SH   DFND 1 377,869 0 0
L BRANDS INC COM 501797104 9,352 164,728 SH   DFND 1 164,728 0 0
L-3 COMMUNICATIONS HLDGS I COM 502424104 267 2,260 SH   DFND 1 2,260 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,561 36,258 SH   DFND 1 36,258 0 0
LAM RESEARCH CORP COM 512807108 3,704 67,350 SH   DFND 1 67,350 0 0
LAS VEGAS SANDS CORP COM 517834107 13,522 167,395 SH   DFND 1 167,395 0 0
LAUDER ESTEE COS INC CL A 518439104 6,360 95,096 SH   DFND 1 95,096 0 0
LAUDER ESTEE COS INC CL A 518439104 737 11,020 SH   SOLE   0 11,020 0
LEGG MASON INC COM 524901105 2,260 46,078 SH   DFND 1 46,078 0 0
LEGG MASON INC COM 524901105 6,168 125,773 SH   SOLE 3 125,773 0 0
LEGGETT & PLATT INC COM 524660107 1,933 59,209 SH   DFND 1 59,209 0 0
LEIDOS HLDGS INC COM 525327102 1,050 29,690 SH   DFND 1 29,690 0 0
LENNAR CORP CL A 526057104 2,651 66,900 SH   DFND 1 66,900 0 0
LEUCADIA NATL CORP COM 527288104 3,676 131,295 SH   DFND 1 131,295 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 261 6,666 SH   SOLE 3 6,666 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,701 88,963 SH   DFND 1 88,963 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 732 17,605 SH   SOLE   0 17,605 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 9,420 231,405 SH   DFND 1 231,405 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 957 14,691 SH   DFND 1 14,691 0 0
LIBERTY INTERACTIVE CORPOR INT COM SER 53071M104 5,764 199,641 SH   DFND 1 199,641 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 4,984 38,121 SH   DFND 1 38,121 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,269 61,390 SH   DFND 1 61,390 0 0
LIFEPOINT HOSPITALS INC NOTE 3.50% 53219LAH2 3,183 3,000,000 PRN   DFND 2 3,000,000 0 0
LILLY ELI & CO COM 532457108 32,281 548,434 SH   DFND 1 548,434 0 0
LILLY ELI & CO COM 532457108 5,033 85,513 SH   SOLE 3 85,513 0 0
LINCOLN NATL CORP IND COM 534187109 5,562 109,768 SH   DFND 1 109,768 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,699 96,503 SH   DFND 1 96,503 0 0
LINEAR TECHNOLOGY CORP NOTE 3.00% 535678AC0 58,344 49,000,000 PRN   DFND 2 49,000,000 0 0
LINKEDIN CORP COM CL A 53578A108 7,813 42,246 SH   DFND 1 42,246 0 0
LKQ CORP COM 501889208 2,930 111,201 SH   DFND 1 111,201 0 0
LOCKHEED MARTIN CORP COM 539830109 1,211 7,420 SH   DFND 1 7,420 0 0
LOEWS CORP COM 540424108 5,622 127,618 SH   DFND 1 127,618 0 0
LORILLARD INC COM 544147101 8,092 149,635 SH   DFND 1 149,635 0 0
LOWES COS INC COM 548661107 25,341 518,219 SH   DFND 1 518,219 0 0
LSI CORPORATION COM 502161102 2,516 227,252 SH   DFND 1 227,252 0 0
LULULEMON ATHLETICA INC COM 550021109 2,271 43,178 SH   DFND 1 43,178 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 64,568 725,970 SH   DFND 1 725,970 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 2,988 33,600 SH   SOLE   0 33,600 0
M & T BK CORP COM 55261F104 5,790 47,736 SH   DFND 1 47,736 0 0
MACERICH CO COM 554382101 3,613 57,958 SH   DFND 1 57,958 0 0
MACYS INC COM 55616P104 9,044 152,544 SH   DFND 1 152,544 0 0
MACYS INC COM 55616P104 397 6,700 SH   SOLE   0 6,700 0
MAGNA INTL INC COM 559222401 8,519 88,675 SH   DFND 1 88,675 0 0
MAGNA INTL INC COM 559222401 1,958 20,383 SH   SOLE   0 20,383 0
MANPOWERGROUP INC COM 56418H100 2,553 32,380 SH   DFND 1 32,380 0 0
MANULIFE FINL CORP COM 56501R106 17,559 911,140 SH   DFND 1 911,140 0 0
MANULIFE FINL CORP COM 56501R106 2,094 108,417 SH   SOLE 3 108,417 0 0
MANULIFE FINL CORP COM 56501R106 1,264 65,589 SH   SOLE   0 65,589 0
MARATHON OIL CORP COM 565849106 10,274 289,236 SH   DFND 1 289,236 0 0
MARATHON PETE CORP COM 56585A102 47,807 549,255 SH   DFND 1 549,255 0 0
MARATHON PETE CORP COM 56585A102 905 10,400 SH   SOLE   0 10,400 0
MARKEL CORP COM 570535104 3,134 5,258 SH   DFND 1 5,258 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,352 95,541 SH   DFND 1 95,541 0 0
MARSH & MCLENNAN COS INC COM 571748102 11,277 228,741 SH   DFND 1 228,741 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 2,684 170,416 SH   DFND 1 170,416 0 0
MASCO CORP COM 574599106 3,313 149,184 SH   DFND 1 149,184 0 0
MASTERCARD INC CL A 57636Q104 32,535 435,544 SH   DFND 1 435,544 0 0
MATTEL INC COM 577081102 41,326 1,030,326 SH   DFND 1 1,030,326 0 0
MATTEL INC COM 577081102 3,409 85,000 SH   SOLE 3 85,000 0 0
MATTEL INC COM 577081102 638 15,900 SH   SOLE   0 15,900 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,913 118,132 SH   DFND 1 118,132 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,791 84,260 SH   SOLE 3 84,260 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,574 49,820 SH   DFND 1 49,820 0 0
MCDONALDS CORP COM 580135101 86,165 878,968 SH   DFND 1 878,968 0 0
MCDONALDS CORP COM 580135101 12,775 130,315 SH   SOLE 3 130,315 0 0
MCGRAW HILL COS INC COM 580645109 11,383 149,193 SH   DFND 1 149,193 0 0
MCKESSON CORP COM 58155Q103 20,848 118,072 SH   DFND 1 118,072 0 0
MDU RES GROUP INC COM 552690109 2,679 78,081 SH   DFND 1 78,081 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 7,024 84,478 SH   DFND 1 84,478 0 0
MEADWESTVACO CORP COM 583334107 2,740 72,782 SH   DFND 1 72,782 0 0
MEDIVATION INC NOTE 2.625% 58501NAA9 18,512 13,000,000 PRN   DFND 2 13,000,000 0 0
MEDTRONIC INC COM 585055106 28,163 457,633 SH   DFND 1 457,633 0 0
MEDTRONIC INC COM 585055106 3,255 52,890 SH   SOLE 3 52,890 0 0
MERCK & CO INC NEW COM 58933Y105 78,749 1,387,155 SH   DFND 1 1,387,155 0 0
MERCK & CO INC NEW COM 58933Y105 6,060 106,738 SH   SOLE 3 106,738 0 0
MERCK & CO INC NEW COM 58933Y105 832 14,650 SH   SOLE   0 14,650 0
MERRIMACK PHARMACEUTICALS NOTE 4.50% 590328AA8 8,483 8,300,000 PRN   DFND 2 8,300,000 0 0
METLIFE INC COM 59156R108 26,616 504,083 SH   DFND 1 504,083 0 0
METLIFE INC COM 59156R108 6,746 127,773 SH   SOLE 3 127,773 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,908 151,109 SH   DFND 1 151,109 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 7,068 75,779 SH   DFND 1 75,779 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,900 81,661 SH   DFND 1 81,661 0 0
MICRON TECHNOLOGY INC COM 595112103 10,334 436,772 SH   DFND 1 436,772 0 0
MICROSOFT CORP COM 594918104 194,748 4,751,113 SH   DFND 1 4,751,113 0 0
MICROSOFT CORP COM 594918104 1,103 26,910 SH   SOLE   0 26,910 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 15,699 897,584 SH   DFND 1 897,584 0 0
MOHAWK INDS INC COM 608190104 3,440 25,301 SH   DFND 1 25,301 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,298 56,023 SH   DFND 1 56,023 0 0
MOLYCORP INC DEL COM 608753109 1,302 277,698 SH   SOLE 3 277,698 0 0
MONDELEZ INTL INC CL A 609207105 31,577 913,937 SH   DFND 1 913,937 0 0
MONDELEZ INTL INC CL A 609207105 1,216 35,200 SH   SOLE   0 35,200 0
MONSANTO CO NEW COM 61166W101 26,297 231,139 SH   DFND 1 231,139 0 0
MONSANTO CO NEW COM 61166W101 680 5,975 SH   SOLE   0 5,975 0
MONSTER BEVERAGE CORP COM 611740101 3,917 56,404 SH   DFND 1 56,404 0 0
MOODYS CORP COM 615369105 7,079 89,246 SH   DFND 1 89,246 0 0
MORGAN STANLEY COM NEW 617446448 22,229 713,157 SH   DFND 1 713,157 0 0
MORGAN STANLEY COM NEW 617446448 5,226 167,677 SH   SOLE 3 167,677 0 0
MOSAIC CO NEW NEW 61945C103 6,983 139,662 SH   DFND 1 139,662 0 0
MOSAIC CO NEW NEW 61945C103 4,235 84,699 SH   SOLE 3 84,699 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,432 100,044 SH   DFND 1 100,044 0 0
MURPHY OIL CORP COM 626717102 7,718 122,781 SH   DFND 1 122,781 0 0
MYLAN INC COM 628530107 9,251 189,457 SH   DFND 1 189,457 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,768 112,272 SH   DFND 1 112,272 0 0
NATIONAL OILWELL VARCO INC COM 637071101 15,535 199,503 SH   DFND 1 199,503 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,205 54,000 SH   SOLE 3 54,000 0 0
NCR CORP NEW COM 62886E108 2,448 66,968 SH   DFND 1 66,968 0 0
NETAPP INC COM 64110D104 5,062 137,183 SH   DFND 1 137,183 0 0
NETFLIX INC COM 64110L106 8,173 23,216 SH   DFND 1 23,216 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,796 174,018 SH   DFND 1 174,018 0 0
NEWELL RUBBERMAID INC COM 651229106 3,577 119,643 SH   DFND 1 119,643 0 0
NEWFIELD EXPL CO COM 651290108 2,609 83,197 SH   DFND 1 83,197 0 0
NEWMONT MINING CORP COM 651639106 6,985 297,975 SH   DFND 1 297,975 0 0
NEWMONT MINING CORP COM 651639106 10,975 468,198 SH   SOLE 3 468,198 0 0
NEWMONT MINING CORP COM 651639106 491 20,935 SH   SOLE   0 20,935 0
NEWS CORP NEW CL A 65249B109 2,722 158,070 SH   DFND 1 158,070 0 0
NEWS CORP NEW CL B 65249B208 742 44,448 SH   DFND 1 44,448 0 0
NEXTERA ENERGY INC COM 65339F101 17,273 180,646 SH   DFND 1 180,646 0 0
NEXTERA ENERGY INC UNIT 09/01/ 65339F887 1,717 28,000 SH   DFND 2 28,000 0 0
NIELSEN HOLDINGS N V COM N63218106 4,599 103,058 SH   DFND 1 103,058 0 0
NIKE INC CL B 654106103 17,929 242,749 SH   DFND 1 242,749 0 0
NISOURCE INC COM 65473P105 4,559 128,304 SH   DFND 1 128,304 0 0
NOBLE CORP PLC SHS USD G65431101 3,422 104,516 SH   DFND 1 104,516 0 0
NOBLE CORP PLC SHS USD G65431101 2,783 85,012 SH   SOLE 3 85,012 0 0
NOBLE ENERGY INC COM 655044105 10,531 148,236 SH   DFND 1 148,236 0 0
NORDSTROM INC COM 655664100 3,885 62,216 SH   DFND 1 62,216 0 0
NORFOLK SOUTHERN CORP COM 655844108 16,872 173,632 SH   DFND 1 173,632 0 0
NORTHEAST UTILS COM 664397106 5,897 129,612 SH   DFND 1 129,612 0 0
NORTHERN TR CORP COM 665859104 6,417 97,874 SH   DFND 1 97,874 0 0
NORTHROP GRUMMAN CORP COM 666807102 22,494 182,311 SH   DFND 1 182,311 0 0
NRG ENERGY INC COM NEW 629377508 4,261 134,008 SH   DFND 1 134,008 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,639 19,780 SH   DFND 1 19,780 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,808 105,271 SH   DFND 1 105,271 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,645 212,277 SH   SOLE 3 212,277 0 0
NUANCE COMMUNICATIONS INC DBCV 2.75% 67020YAB6 22,418 21,000,000 PRN   DFND 2 21,000,000 0 0
NUCOR CORP COM 670346105 6,630 131,174 SH   DFND 1 131,174 0 0
NVIDIA CORP COM 67066G104 4,072 227,343 SH   DFND 1 227,343 0 0
NVIDIA CORP COM 67066G104 2,873 160,434 SH   SOLE 3 160,434 0 0
NVR INC COM 62944T105 2,002 1,745 SH   DFND 1 1,745 0 0
NXP SEMICONDUCTORS N V COM N6596X109 5,715 97,171 SH   DFND 1 97,171 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 6,508 43,856 SH   DFND 1 43,856 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 38,011 398,899 SH   DFND 1 398,899 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,039 31,888 SH   SOLE 3 31,888 0 0
OCEANEERING INTL INC COM 675232102 2,836 39,460 SH   DFND 1 39,460 0 0
OI S.A. SPN ADR REP 670851203 33 24,774 SH   DFND 1 24,774 0 0
OLD REP INTL CORP COM 680223104 1,623 98,977 SH   DFND 1 98,977 0 0
OMNICARE INC COM 681904108 2,556 42,841 SH   DFND 1 42,841 0 0
OMNICOM GROUP INC COM 681919106 7,792 107,322 SH   DFND 1 107,322 0 0
ONE GAS INC COM 68235P108 765 21,292 SH   DFND 1 21,292 0 0
ONEOK INC NEW COM 682680103 5,016 84,654 SH   DFND 1 84,654 0 0
OPEN TEXT CORP COM 683715106 842 17,628 SH   SOLE   0 17,628 0
ORACLE CORP COM 68389X105 68,197 1,667,004 SH   DFND 1 1,667,004 0 0
ORACLE CORP COM 68389X105 205 5,000 SH   SOLE 3 5,000 0 0
ORACLE CORP COM 68389X105 205 5,000 SH   SOLE   0 5,000 0
OWENS CORNING NEW COM 690742101 4,577 106,017 SH   SOLE 3 106,017 0 0
OWENS ILL INC COM NEW 690768403 2,308 68,234 SH   DFND 1 68,234 0 0
PACCAR INC COM 693718108 9,865 146,282 SH   DFND 1 146,282 0 0
PALL CORP COM 696429307 4,069 45,480 SH   DFND 1 45,480 0 0
PARKER HANNIFIN CORP COM 701094104 7,403 61,842 SH   DFND 1 61,842 0 0
PARKER HANNIFIN CORP COM 701094104 1,396 11,660 SH   SOLE   0 11,660 0
PARTNERRE LTD COM G6852T105 2,311 22,332 SH   DFND 1 22,332 0 0
PATTERSON COMPANIES INC COM 703395103 1,494 35,770 SH   DFND 1 35,770 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,885 59,509 SH   DFND 1 59,509 0 0
PAYCHEX INC COM 704326107 5,800 136,141 SH   DFND 1 136,141 0 0
PEABODY ENERGY CORP COM 704549104 1,824 111,616 SH   DFND 1 111,616 0 0
PEABODY ENERGY CORP COM 704549104 2,229 136,417 SH   SOLE 3 136,417 0 0
PEMBINA PIPELINE CORP COM 706327103 4,770 125,767 SH   DFND 1 125,767 0 0
PENN WEST PETE LTD NEW COM 707887105 1,585 189,816 SH   DFND 1 189,816 0 0
PENNEY J C INC COM 708160106 815 94,492 SH   SOLE 3 94,492 0 0
PENTAIR LTD SHS H6169Q108 6,567 82,768 SH   DFND 1 82,768 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 1,967 132,307 SH   DFND 1 132,307 0 0
PEPCO HOLDINGS INC COM 713291102 2,097 102,389 SH   DFND 1 102,389 0 0
PEPSICO INC COM 713448108 56,731 679,419 SH   DFND 1 679,419 0 0
PEPSICO INC COM 713448108 7,098 85,000 SH   SOLE 3 85,000 0 0
PEPSICO INC COM 713448108 334 4,000 SH   SOLE   0 4,000 0
PERRIGO CO PLC SHS G97822103 7,878 50,940 SH   DFND 1 50,940 0 0
PETSMART INC COM 716768106 2,949 42,801 SH   DFND 1 42,801 0 0
PFIZER INC COM 717081103 140,509 4,374,509 SH   DFND 1 4,374,509 0 0
PFIZER INC COM 717081103 13,701 426,554 SH   SOLE 3 426,554 0 0
PFIZER INC COM 717081103 988 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 7,989 184,925 SH   DFND 1 184,925 0 0
PHILIP MORRIS INTL INC COM 718172109 62,814 767,241 SH   DFND 1 767,241 0 0
PHILIP MORRIS INTL INC COM 718172109 8,680 106,017 SH   SOLE 3 106,017 0 0
PHILIP MORRIS INTL INC COM 718172109 1,132 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 23,289 302,215 SH   DFND 1 302,215 0 0
PINNACLE WEST CAP CORP COM 723484101 2,486 45,474 SH   DFND 1 45,474 0 0
PIONEER NAT RES CO COM 723787107 11,061 59,104 SH   DFND 1 59,104 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3,115 74,097 SH   DFND 1 74,097 0 0
PNC FINL SVCS GROUP INC COM 693475105 23,423 269,225 SH   DFND 1 269,225 0 0
POLARIS INDS INC COM 731068102 3,278 23,462 SH   DFND 1 23,462 0 0
POSCO SPONSORED A 693483109 414 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 14,480 400,591 SH   DFND 1 400,591 0 0
POTASH CORP SASK INC COM 73755L107 6,148 169,744 SH   SOLE 3 169,744 0 0
POTASH CORP SASK INC COM 73755L107 1,214 33,585 SH   SOLE   0 33,585 0
PPG INDS INC COM 693506107 11,081 57,280 SH   DFND 1 57,280 0 0
PPL CORP COM 69351T106 8,677 261,814 SH   DFND 1 261,814 0 0
PRAXAIR INC COM 74005P104 16,074 122,734 SH   DFND 1 122,734 0 0
PRECISION CASTPARTS CORP COM 740189105 19,662 77,791 SH   DFND 1 77,791 0 0
PRECISION DRILLING CORP COM 2010 74022D308 6,040 504,575 SH   SOLE 3 504,575 0 0
PRICE T ROWE GROUP INC COM 74144T108 8,450 102,616 SH   DFND 1 102,616 0 0
PRICELINE COM INC COM NEW 741503403 25,531 21,421 SH   DFND 1 21,421 0 0
PRICELINE COM INC DEBT 1.00% 741503AQ9 38,165 27,000,000 PRN   DFND 2 27,000,000 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 5,630 122,413 SH   DFND 1 122,413 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 4,395 95,566 SH   SOLE 3 95,566 0 0
PROCTER & GAMBLE CO COM 742718109 99,950 1,240,077 SH   DFND 1 1,240,077 0 0
PROCTER & GAMBLE CO COM 742718109 10,236 127,000 SH   SOLE 3 127,000 0 0
PROCTER & GAMBLE CO COM 742718109 4,277 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 7,468 308,348 SH   DFND 1 308,348 0 0
PROLOGIS INC COM 74340W103 8,437 206,643 SH   DFND 1 206,643 0 0
PROSPECT CAPITAL CORPORATI NOTE 5.75% 74348TAL6 1,439 1,350,000 PRN   DFND 2 1,350,000 0 0
PRUDENTIAL FINL INC COM 744320102 16,212 191,520 SH   DFND 1 191,520 0 0
PUBLIC STORAGE COM 74460D109 12,900 76,564 SH   DFND 1 76,564 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 8,032 210,591 SH   DFND 1 210,591 0 0
PULTE GROUP INC COM 745867101 2,461 128,257 SH   DFND 1 128,257 0 0
PVH CORP COM 693656100 3,932 31,512 SH   DFND 1 31,512 0 0
QEP RES INC COM 74733V100 2,195 74,552 SH   DFND 1 74,552 0 0
QIAGEN NV REG SHS N72482107 2,111 100,513 SH   DFND 1 100,513 0 0
QIAGEN NV REG SHS N72482107 30,647 1,459,453 SH   SOLE 3 1,459,453 0 0
QIAGEN NV REG SHS N72482107 816 38,837 SH   SOLE   0 38,837 0
QUALCOMM INC COM 747525103 114,243 1,448,682 SH   DFND 1 1,448,682 0 0
QUALCOMM INC COM 747525103 5,876 74,510 SH   SOLE 3 74,510 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,509 60,584 SH   DFND 1 60,584 0 0
QUESTAR CORP COM 748356102 1,722 72,411 SH   DFND 1 72,411 0 0
RACKSPACE HOSTING INC COM 750086100 1,465 44,642 SH   DFND 1 44,642 0 0
RALPH LAUREN CORP CL A 751212101 4,030 25,041 SH   DFND 1 25,041 0 0
RANGE RES CORP COM 75281A109 5,598 67,471 SH   DFND 1 67,471 0 0
RAYONIER INC COM 754907103 2,406 52,402 SH   DFND 1 52,402 0 0
RAYTHEON CO COM NEW 755111507 17,499 177,137 SH   DFND 1 177,137 0 0
REALTY INCOME CORP COM 756109104 3,428 83,898 SH   DFND 1 83,898 0 0
RED HAT INC COM 756577102 4,175 78,807 SH   DFND 1 78,807 0 0
RED HAT INC COM 756577102 2,808 53,000 SH   SOLE 3 53,000 0 0
REGENCY CTRS CORP COM 758849103 1,957 38,320 SH   DFND 1 38,320 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,460 31,504 SH   DFND 1 31,504 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 6,404 576,426 SH   DFND 1 576,426 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,719 17,615 SH   DFND 1 17,615 0 0
REPUBLIC SVCS INC COM 760759100 4,240 124,124 SH   DFND 1 124,124 0 0
REPUBLIC SVCS INC COM 760759100 2,528 74,000 SH   SOLE 3 74,000 0 0
REYNOLDS AMERICAN INC COM 761713106 6,877 128,733 SH   DFND 1 128,733 0 0
ROBERT HALF INTL INC COM 770323103 2,319 55,292 SH   DFND 1 55,292 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,191 57,735 SH   DFND 1 57,735 0 0
ROCKWELL COLLINS INC COM 774341101 6,049 75,928 SH   DFND 1 75,928 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 7,503 181,197 SH   DFND 1 181,197 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 685 16,552 SH   SOLE   0 16,552 0
ROPER INDS INC NEW COM 776696106 5,444 40,775 SH   DFND 1 40,775 0 0
ROSS STORES INC COM 778296103 9,114 127,344 SH   DFND 1 127,344 0 0
ROSS STORES INC COM 778296103 1,596 22,300 SH   SOLE   0 22,300 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,742 51,736 SH   DFND 1 51,736 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 43,593 661,653 SH   DFND 1 661,653 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,379 66,464 SH   SOLE   0 66,464 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 3,463 63,469 SH   DFND 1 63,469 0 0
RTI INTL METALS INC NOTE 1.625% 74973WAB3 29,517 30,000,000 PRN   DFND 2 30,000,000 0 0
RYDER SYS INC COM 783549108 4,509 56,421 SH   DFND 1 56,421 0 0
SAFEWAY INC COM NEW 786514208 3,149 95,225 SH   DFND 1 95,225 0 0
SALESFORCE COM INC COM 79466L302 12,974 227,259 SH   DFND 1 227,259 0 0
SANDISK CORP COM 80004C101 7,729 95,195 SH   DFND 1 95,195 0 0
SBA COMMUNICATIONS CORP COM 78388J106 4,530 49,807 SH   DFND 1 49,807 0 0
SCANA CORP NEW COM 80589M102 2,668 51,994 SH   DFND 1 51,994 0 0
SCHEIN HENRY INC COM 806407102 4,260 35,688 SH   DFND 1 35,688 0 0
SCHLUMBERGER LTD COM 806857108 96,275 987,431 SH   DFND 1 987,431 0 0
SCHWAB CHARLES CORP NEW COM 808513105 12,382 453,058 SH   DFND 1 453,058 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 2,704 35,618 SH   DFND 1 35,618 0 0
SEADRILL LIMITED SHS G7945E105 5,151 146,445 SH   DFND 1 146,445 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 7,298 129,942 SH   DFND 1 129,942 0 0
SEALED AIR CORP NEW COM 81211K100 2,640 80,317 SH   DFND 1 80,317 0 0
SEARS HLDGS CORP COM 812350106 626 16,173 SH   DFND 1 16,173 0 0
SEI INVESTMENTS CO COM 784117103 1,797 53,478 SH   DFND 1 53,478 0 0
SEMPRA ENERGY COM 816851109 9,739 100,654 SH   DFND 1 100,654 0 0
SEQUENOM INC NOTE 5.00%1 817337AB4 17,532 19,500,000 PRN   DFND 2 19,500,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,363 182,851 SH   DFND 1 182,851 0 0
SHERWIN WILLIAMS CO COM 824348106 6,713 34,053 SH   DFND 1 34,053 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 396 9,000 SH   DFND 1 9,000 0 0
SHIP FINANCE INTERNATIONAL NOTE 3.25% G81075AE6 26,148 23,500,000 PRN   DFND 2 23,500,000 0 0
SIGMA ALDRICH CORP COM 826552101 4,658 49,877 SH   DFND 1 49,877 0 0
SILVER WHEATON CORP COM 828336107 3,310 146,031 SH   DFND 1 146,031 0 0
SILVER WHEATON CORP COM 828336107 3,553 156,513 SH   SOLE 3 156,513 0 0
SILVER WHEATON CORP COM 828336107 741 32,702 SH   SOLE   0 32,702 0
SIMON PPTY GROUP INC NEW COM 828806109 72,632 442,880 SH   DFND 1 442,880 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,527 21,504 SH   SOLE 3 21,504 0 0
SIRIUS XM HLDGS INC COM 82968B103 4,036 1,261,295 SH   DFND 1 1,261,295 0 0
SL GREEN RLTY CORP COM 78440X101 3,920 38,963 SH   DFND 1 38,963 0 0
SLM CORP COM 78442P106 7,715 315,158 SH   DFND 1 315,158 0 0
SMUCKER J M CO COM NEW 832696405 4,027 41,414 SH   DFND 1 41,414 0 0
SOHU COM INC COM 83408W103 2,208 33,921 SH   DFND 1 33,921 0 0
SOUTHERN CO COM 842587107 16,048 365,219 SH   DFND 1 365,219 0 0
SOUTHERN CO COM 842587107 3,274 74,521 SH   SOLE 3 74,521 0 0
SOUTHERN COPPER CORP COM 84265V105 3,553 122,067 SH   DFND 1 122,067 0 0
SOUTHWEST AIRLS CO COM 844741108 1,713 72,545 SH   DFND 1 72,545 0 0
SOUTHWESTERN ENERGY CO COM 845467109 6,683 145,255 SH   DFND 1 145,255 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 47,327 253,074 SH   DFND 1 253,074 0 0
SPECTRA ENERGY CORP COM 847560109 10,211 276,408 SH   DFND 1 276,408 0 0
SPRINT CORP COM SER 1 85207U105 3,148 342,527 SH   DFND 1 342,527 0 0
SPX CORP COM 784635104 1,755 17,852 SH   DFND 1 17,852 0 0
ST JUDE MED INC COM 790849103 10,936 167,242 SH   DFND 1 167,242 0 0
STANLEY BLACK & DECKER INC COM 854502101 8,280 101,926 SH   DFND 1 101,926 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,306 53,008 SH   SOLE 3 53,008 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/ 854502804 8,635 80,000 SH   DFND 2 80,000 0 0
STAPLES INC COM 855030102 3,101 273,431 SH   DFND 1 273,431 0 0
STAPLES INC COM 855030102 2,400 211,624 SH   SOLE 3 211,624 0 0
STARBUCKS CORP COM 855244109 23,027 313,809 SH   DFND 1 313,809 0 0
STARBUCKS CORP COM 855244109 4,627 63,060 SH   SOLE   0 63,060 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 6,325 79,465 SH   DFND 1 79,465 0 0
STARWOOD PPTY TR INC NOTE 4.55% 85571BAA3 22,870 20,000,000 PRN   DFND 2 20,000,000 0 0
STARZ COM SER A 85571Q102 1,227 38,000 SH   DFND 1 38,000 0 0
STATE STR CORP COM 857477103 12,470 179,293 SH   DFND 1 179,293 0 0
STATE STR CORP COM 857477103 5,981 86,000 SH   SOLE 3 86,000 0 0
STERICYCLE INC COM 858912108 3,872 34,081 SH   DFND 1 34,081 0 0
STERLITE INDS INDIA LTD NOTE 4.00% 859737AB4 5,007 5,000,000 PRN   DFND 2 5,000,000 0 0
STONE ENERGY CORP NOTE 861642AN6 25,790 21,000,000 PRN   DFND 2 21,000,000 0 0
STRYKER CORP COM 863667101 9,554 117,274 SH   DFND 1 117,274 0 0
SUN LIFE FINL INC COM 866796105 8,658 250,222 SH   DFND 1 250,222 0 0
SUNCOR ENERGY INC NEW COM 867224107 22,406 642,017 SH   DFND 1 642,017 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,734 107,000 SH   SOLE 3 107,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,944 84,367 SH   SOLE   0 84,367 0
SUNTRUST BKS INC COM 867914103 8,863 222,737 SH   DFND 1 222,737 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 4,872 158,388 SH   SOLE 3 158,388 0 0
SYMANTEC CORP COM 871503108 5,738 287,319 SH   DFND 1 287,319 0 0
SYNOPSYS INC COM 871607107 2,435 63,400 SH   DFND 1 63,400 0 0
SYSCO CORP COM 871829107 8,689 240,495 SH   DFND 1 240,495 0 0
SYSCO CORP COM 871829107 2,710 75,017 SH   SOLE 3 75,017 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 1,883 94,043 SH   DFND 1 94,043 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 2,388 119,292 SH   SOLE   0 119,292 0
TAKE-TWO INTERACTIVE SOFTW NOTE 1.75%1 874054AC3 40,722 31,000,000 PRN   DFND 2 31,000,000 0 0
TALISMAN ENERGY INC COM 87425E103 4,242 425,883 SH   DFND 1 425,883 0 0
TARGET CORP COM 87612E106 20,046 331,285 SH   DFND 1 331,285 0 0
TARGET CORP COM 87612E106 4,599 76,008 SH   SOLE 3 76,008 0 0
TATA MTRS LTD SPONSORED A 876568502 722 20,402 SH   SOLE   0 20,402 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,538 104,200 SH   DFND 1 104,200 0 0
TE CONNECTIVITY LTD REG SHS H84989104 10,181 169,088 SH   DFND 1 169,088 0 0
TECK RESOURCES LTD CL B 878742204 5,630 261,063 SH   DFND 1 261,063 0 0
TECK RESOURCES LTD CL B 878742204 560 25,971 SH   SOLE   0 25,971 0
TECO ENERGY INC COM 872375100 1,533 89,359 SH   DFND 1 89,359 0 0
TELEFONICA BRASIL SA SPONSORED A 87936R106 516 24,274 SH   DFND 1 24,274 0 0
TELUS CORP COM 87971M103 6,900 192,630 SH   DFND 1 192,630 0 0
TELUS CORP COM 87971M103 1,252 34,947 SH   SOLE   0 34,947 0
TERADATA CORP DEL COM 88076W103 3,311 67,319 SH   DFND 1 67,319 0 0
TESLA MTRS INC COM 88160R101 7,046 33,795 SH   DFND 1 33,795 0 0
TESLA MTRS INC NOTE 0.25% 88160RAB7 42,895 46,000,000 PRN   DFND 2 46,000,000 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 900 17,035 SH   DFND 1 17,035 0 0
TEXAS INSTRS INC COM 882508104 62,825 1,332,166 SH   DFND 1 1,332,166 0 0
TEXTRON INC COM 883203101 256 6,510 SH   DFND 1 6,510 0 0
THE ADT CORPORATION COM 00101J106 2,299 76,771 SH   DFND 1 76,771 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 19,580 162,843 SH   DFND 1 162,843 0 0
THOMSON REUTERS CORP COM 884903105 5,627 164,747 SH   DFND 1 164,747 0 0
TIFFANY & CO NEW COM 886547108 4,198 48,728 SH   DFND 1 48,728 0 0
TIFFANY & CO NEW COM 886547108 672 7,800 SH   SOLE   0 7,800 0
TIM HORTONS INC COM 88706M103 3,221 58,292 SH   DFND 1 58,292 0 0
TIM HORTONS INC COM 88706M103 587 10,620 SH   SOLE   0 10,620 0
TIM PARTICIPACOES S A SPONSORED A 88706P205 464 17,886 SH   DFND 1 17,886 0 0
TIME WARNER CABLE INC COM 88732J207 15,761 114,892 SH   DFND 1 114,892 0 0
TIME WARNER INC COM NEW 887317303 64,629 989,267 SH   DFND 1 989,267 0 0
TIME WARNER INC COM NEW 887317303 261 4,000 SH   SOLE   0 4,000 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 4,225 5,000,000 PRN   DFND 2 5,000,000 0 0
TJX COS INC NEW COM 872540109 27,311 450,303 SH   DFND 1 450,303 0 0
T-MOBILE US INC COM 872590104 3,497 105,864 SH   DFND 1 105,864 0 0
TOLL BROTHERS INC COM 889478103 2,375 66,164 SH   DFND 1 66,164 0 0
TORCHMARK CORP COM 891027104 5,745 73,001 SH   DFND 1 73,001 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 81,398 1,737,459 SH   DFND 1 1,737,459 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 3,877 82,756 SH   SOLE   0 82,756 0
TOTAL SYS SVCS INC COM 891906109 2,051 67,432 SH   DFND 1 67,432 0 0
TOWERS WATSON & CO CL A 891894107 3,121 27,369 SH   DFND 1 27,369 0 0
TRACTOR SUPPLY CO COM 892356106 3,053 43,222 SH   DFND 1 43,222 0 0
TRANSALTA CORP COM 89346D107 2,228 191,967 SH   DFND 1 191,967 0 0
TRANSCANADA CORP COM 89353D107 13,184 290,268 SH   DFND 1 290,268 0 0
TRANSCANADA CORP COM 89353D107 1,348 29,671 SH   SOLE   0 29,671 0
TRANSDIGM GROUP INC COM 893641100 4,422 23,878 SH   DFND 1 23,878 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,941 144,710 SH   DFND 1 144,710 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,705 138,000 SH   SOLE 3 138,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 17,046 200,306 SH   DFND 1 200,306 0 0
TRIMBLE NAVIGATION LTD COM 896239100 4,069 104,683 SH   DFND 1 104,683 0 0
TRIPADVISOR INC COM 896945201 3,787 41,800 SH   DFND 1 41,800 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 3,818 46,779 SH   DFND 1 46,779 0 0
TURQUOISE HILL RES LTD COM 900435108 1,093 326,696 SH   DFND 1 326,696 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 19,274 602,867 SH   DFND 1 602,867 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 5,556 178,543 SH   DFND 1 178,543 0 0
TYCO INTERNATIONAL LTD SHS H89128104 8,107 191,197 SH   DFND 1 191,197 0 0
TYSON FOODS INC CL A 902494103 7,717 175,341 SH   DFND 1 175,341 0 0
UBS AG SHS NEW H89231338 165,974 8,063,571 SH   DFND 1 8,063,571 0 0
UBS AG SHS NEW H89231338 869 42,234 SH   SOLE   0 42,234 0
UGI CORP NEW COM 902681105 35,115 769,900 SH   DFND 1 769,900 0 0
ULTRA PETROLEUM CORP COM 903914109 1,616 60,107 SH   DFND 1 60,107 0 0
UNILEVER N V N Y SHS NEW 904784709 397 9,650 SH   SOLE   0 9,650 0
UNION PAC CORP COM 907818108 38,213 203,627 SH   DFND 1 203,627 0 0
UNION PAC CORP COM 907818108 1,652 8,805 SH   SOLE   0 8,805 0
UNITED CONTL HLDGS INC COM 910047109 1,651 36,998 SH   DFND 1 36,998 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 104 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 28,758 295,322 SH   DFND 1 295,322 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,539 15,800 SH   SOLE   0 15,800 0
UNITED STATES STL CORP NEW COM 912909108 1,616 58,546 SH   DFND 1 58,546 0 0
UNITED TECHNOLOGIES CORP COM 913017109 66,501 569,165 SH   DFND 1 569,165 0 0
UNITED TECHNOLOGIES CORP COM 913017109 6,241 53,418 SH   SOLE 3 53,418 0 0
UNITED TECHNOLOGIES CORP COM 913017109 935 8,000 SH   SOLE   0 8,000 0
UNITED TECHNOLOGIES CORP UNIT 99/99/ 913017117 1,465 22,000 SH   DFND 2 22,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 37,292 454,839 SH   DFND 1 454,839 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,062 37,315 SH   DFND 1 37,315 0 0
UNUM GROUP COM 91529Y106 8,278 234,429 SH   DFND 1 234,429 0 0
URBAN OUTFITTERS INC COM 917047102 1,690 46,344 SH   DFND 1 46,344 0 0
US BANCORP DEL COM NEW 902973304 34,735 810,440 SH   DFND 1 810,440 0 0
V F CORP COM 918204108 11,763 190,088 SH   DFND 1 190,088 0 0
VALE S A ADR 91912E105 6,456 466,811 SH   DFND 1 466,811 0 0
VALE S A ADR REPSTG 91912E204 512 41,140 SH   DFND 1 41,140 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 16,767 127,538 SH   DFND 1 127,538 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 1,072 8,153 SH   SOLE   0 8,153 0
VALERO ENERGY CORP NEW COM 91913Y100 21,171 398,696 SH   DFND 1 398,696 0 0
VARIAN MED SYS INC COM 92220P105 3,608 42,954 SH   DFND 1 42,954 0 0
VENTAS INC COM 92276F100 7,395 122,086 SH   DFND 1 122,086 0 0
VERISIGN INC COM 92343E102 3,061 56,772 SH   DFND 1 56,772 0 0
VERISK ANALYTICS INC CL A 92345Y106 3,466 57,808 SH   DFND 1 57,808 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 229,407 4,815,676 SH   DFND 1 4,815,676 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 15,176 319,025 SH   SOLE 3 319,025 0 0
VERMILION ENERGY INC COM 923725105 1,506 24,134 SH   SOLE   0 24,134 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,843 96,758 SH   DFND 1 96,758 0 0
VIACOM INC NEW CL B 92553P201 19,845 233,499 SH   DFND 1 233,499 0 0
VIPSHOP HLDGS LTD NOTE 1.50% 92763WAA1 14,148 14,000,000 PRN   DFND 2 14,000,000 0 0
VISA INC COM CL A 92826C839 50,629 234,546 SH   DFND 1 234,546 0 0
VISA INC COM CL A 92826C839 2,025 9,380 SH   SOLE   0 9,380 0
VMWARE INC CL A COM 928563402 3,337 30,890 SH   DFND 1 30,890 0 0
VMWARE INC CL A COM 928563402 3,458 32,008 SH   SOLE 3 32,008 0 0
VOLCANO CORPORATION NOTE 1.75%1 928645AB6 68,363 69,200,000 PRN   DFND 2 69,200,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 6,887 69,880 SH   DFND 1 69,880 0 0
VULCAN MATLS CO COM 929160109 3,567 53,682 SH   DFND 1 53,682 0 0
WALGREEN CO COM 931422109 23,852 361,229 SH   DFND 1 361,229 0 0
WAL-MART STORES INC COM 931142103 60,415 790,464 SH   DFND 1 790,464 0 0
WAL-MART STORES INC COM 931142103 858 11,225 SH   SOLE   0 11,225 0
WASTE MGMT INC DEL COM 94106L109 8,148 193,666 SH   DFND 1 193,666 0 0
WASTE MGMT INC DEL COM 94106L109 4,039 96,000 SH   SOLE 3 96,000 0 0
WATERS CORP COM 941848103 3,668 33,837 SH   DFND 1 33,837 0 0
WEATHERFORD INTERNATIONAL REG SHS H27013103 5,490 316,243 SH   DFND 1 316,243 0 0
WEATHERFORD INTERNATIONAL REG SHS H27013103 5,545 319,434 SH   SOLE 3 319,434 0 0
WEBMD HEALTH CORP NOTE 2.25% 94770VAH5 10,157 10,000,000 PRN   DFND 2 10,000,000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,355 45,155 SH   DFND 1 45,155 0 0
WELLPOINT INC COM 94973V107 13,024 130,833 SH   DFND 1 130,833 0 0
WELLS FARGO & CO NEW COM 949746101 127,354 2,560,386 SH   DFND 1 2,560,386 0 0
WELLS FARGO & CO NEW COM 949746101 9,522 191,435 SH   SOLE 3 191,435 0 0
WESTERN DIGITAL CORP COM 958102105 8,572 93,357 SH   DFND 1 93,357 0 0
WESTERN UN CO COM 959802109 3,802 232,366 SH   DFND 1 232,366 0 0
WESTLAKE CHEM CORP COM 960413102 316 4,770 SH   DFND 1 4,770 0 0
WEYERHAEUSER CO COM 962166104 7,093 241,685 SH   DFND 1 241,685 0 0
WEYERHAEUSER CO PREF CONV S 962166872 1,092 20,000 SH   DFND 2 20,000 0 0
WHIRLPOOL CORP COM 963320106 4,799 32,110 SH   DFND 1 32,110 0 0
WHOLE FOODS MKT INC COM 966837106 7,157 141,134 SH   DFND 1 141,134 0 0
WHOLE FOODS MKT INC COM 966837106 3,580 70,600 SH   SOLE   0 70,600 0
WILLIAMS COS INC DEL COM 969457100 11,462 282,459 SH   DFND 1 282,459 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 3,245 73,540 SH   DFND 1 73,540 0 0
WINDSTREAM HLDGS INC COM 97382A101 1,912 232,035 SH   DFND 1 232,035 0 0
WISCONSIN ENERGY CORP COM 976657106 6,244 134,140 SH   DFND 1 134,140 0 0
WPX ENERGY INC COM 98212B103 1,475 81,787 SH   DFND 1 81,787 0 0
WRIGHT MED GROUP INC NOTE 2.00% 98235TAC1 20,295 15,000,000 PRN   DFND 2 15,000,000 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR S 929352102 1,123 30,479 SH   DFND 1 30,479 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,914 53,450 SH   DFND 1 53,450 0 0
WYNN RESORTS LTD COM 983134107 7,501 33,764 SH   DFND 1 33,764 0 0
XCEL ENERGY INC COM 98389B100 6,246 205,745 SH   DFND 1 205,745 0 0
XEROX CORP COM 984121103 5,572 493,064 SH   DFND 1 493,064 0 0
XEROX CORP COM 984121103 3,017 267,000 SH   SOLE 3 267,000 0 0
XILINX INC COM 983919101 5,980 110,187 SH   DFND 1 110,187 0 0
XL GROUP PLC SHS G98290102 3,658 117,053 SH   DFND 1 117,053 0 0
XYLEM INC COM 98419M100 2,843 78,050 SH   DFND 1 78,050 0 0
XYLEM INC COM 98419M100 3,854 105,810 SH   SOLE 3 105,810 0 0
YAHOO INC COM 984332106 13,331 371,341 SH   DFND 1 371,341 0 0
YAMANA GOLD INC COM 98462Y100 2,705 309,171 SH   DFND 1 309,171 0 0
YAMANA GOLD INC COM 98462Y100 605 69,196 SH   SOLE   0 69,196 0
YANDEX N V SHS CLASS A N97284108 2,688 89,026 SH   DFND 1 89,026 0 0
YUM BRANDS INC COM 988498101 14,064 186,548 SH   DFND 1 186,548 0 0
YUM BRANDS INC COM 988498101 7,223 95,810 SH   SOLE 3 95,810 0 0
ZIMMER HLDGS INC COM 98956P102 6,596 69,737 SH   DFND 1 69,737 0 0
ZIONS BANCORPORATION COM 989701107 2,317 74,801 SH   DFND 1 74,801 0 0
ZOETIS INC CL A 98978V103 5,633 194,660 SH   DFND 1 194,660 0 0