The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 22,701 190,107 SH   DFND 1 190,107 0 0
ABBOTT LABS COM 002824100 27,309 822,813 SH   DFND 1 822,813 0 0
ABBVIE INC COM 00287Y109 32,802 733,341 SH   DFND 1 733,341 0 0
ABERCROMBIE & FITCH CO CL A 002896207 617 17,454 SH   DFND 1 17,454 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,250 166,351 SH   DFND 1 166,351 0 0
ACE LTD SHS H0023R105 8,676 92,732 SH   DFND 1 92,732 0 0
ACTAVIS INC COM 00507K103 7,255 50,382 SH   DFND 1 50,382 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,686 161,103 SH   DFND 1 161,103 0 0
ADOBE SYS INC COM 00724F101 7,029 135,324 SH   DFND 1 135,324 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,840 1,010,555 SH   DFND 1 1,010,555 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,722 1,242,606 SH   DFND 3 1,242,606 0 0
AES CORP COM 00130H105 8,311 625,363 SH   DFND 1 625,363 0 0
AETNA INC NEW COM 00817Y108 29,347 458,411 SH   DFND 1 458,411 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,580 19,603 SH   DFND 1 19,603 0 0
AFLAC INC COM 001055102 28,401 458,152 SH   DFND 1 458,152 0 0
AFLAC INC COM 001055102 5,118 82,560 SH   DFND 3 82,560 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,757 131,845 SH   DFND 1 131,845 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,730 65,392 SH   DFND 1 65,392 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,753 104,000 SH   DFND 3 104,000 0 0
AGRIUM INC COM 008916108 5,404 64,369 SH   DFND 1 64,369 0 0
AGRIUM INC COM 008916108 1,014 12,073 SH   SOLE   0 12,073 0
AIR PRODS & CHEMS INC COM 009158106 6,002 56,317 SH   DFND 1 56,317 0 0
AIRGAS INC COM 009363102 2,200 20,749 SH   DFND 1 20,749 0 0
AIRTRAN HLDGS INC NOTE 5.25%1 00949PAD0 3,212 2,150,000 PRN   SOLE 2 2,150,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,375 45,936 SH   DFND 1 45,936 0 0
ALCATEL-LUCENT SPONSORED A 013904305 62 17,658 SH   DFND 1 17,658 0 0
ALCOA INC COM 013817101 2,603 320,549 SH   DFND 1 320,549 0 0
ALCOA INC COM 013817101 2,096 258,104 SH   DFND 3 258,104 0 0
ALCOA INC NOTE 5.25% 013817AT8 4,882 3,800,000 PRN   SOLE 2 3,800,000 0 0
ALERE INC NOTE 3.00% 01449JAA3 3,178 3,000,000 PRN   DFND 2 3,000,000 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 8,491 73,099 SH   DFND 1 73,099 0 0
ALLEGHENY CORP DEL COM 017175100 2,593 6,329 SH   DFND 1 6,329 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 854 27,993 SH   DFND 1 27,993 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.25% 01741RAD4 3,517 3,400,000 PRN   SOLE 2 3,400,000 0 0
ALLERGAN INC COM 018490102 10,206 112,833 SH   DFND 1 112,833 0 0
ALLERGAN INC COM 018490102 4,651 51,416 SH   DFND 3 51,416 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,966 18,754 SH   DFND 1 18,754 0 0
ALLIANCEBERNSTEIN HOLDING UNIT LTD PA 01881G106 3,106 156,398 SH   DFND 3 156,398 0 0
ALLIANT ENERGY CORP COM 018802108 2,067 41,710 SH   DFND 1 41,710 0 0
ALLSTATE CORP COM 020002101 17,801 352,149 SH   DFND 1 352,149 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 554 93,000 SH   DFND 1 93,000 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 2,460 412,796 SH   DFND 3 412,796 0 0
ALTERA CORP COM 021441100 4,542 122,226 SH   DFND 1 122,226 0 0
ALTERA CORP COM 021441100 3,875 104,266 SH   DFND 3 104,266 0 0
ALTRIA GROUP INC COM 02209S103 77,002 2,241,681 SH   DFND 1 2,241,681 0 0
ALTRIA GROUP INC COM 02209S103 218 6,350 SH   SOLE   0 6,350 0
AMAZON COM INC COM 023135106 37,987 121,503 SH   DFND 1 121,503 0 0
AMDOCS LTD ORD G02602103 2,243 61,217 SH   DFND 1 61,217 0 0
AMEREN CORP COM 023608102 6,154 176,622 SH   DFND 1 176,622 0 0
AMEREN CORP COM 023608102 996 28,600 SH   SOLE   0 28,600 0
AMERICA MOVIL SAB DE CV SPON ADR L 02364W105 18,654 941,638 SH   DFND 1 941,638 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 3,373 149,450 SH   DFND 1 149,450 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 935 66,816 SH   DFND 1 66,816 0 0
AMERICAN ELEC PWR INC COM 025537101 7,942 183,206 SH   DFND 1 183,206 0 0
AMERICAN EXPRESS CO COM 025816109 34,587 457,984 SH   DFND 1 457,984 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 38,298 787,543 SH   DFND 1 787,543 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 507 10,426 SH   DFND 3 10,426 0 0
AMERICAN RLTY CAP PPTYS IN NOTE 3.00% 02917TAA2 11,836 12,500,000 PRN   DFND 2 12,500,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 8,003 107,960 SH   DFND 1 107,960 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 2,750 66,623 SH   DFND 1 66,623 0 0
AMERIPRISE FINL INC COM 03076C106 16,714 183,509 SH   DFND 1 183,509 0 0
AMERISOURCEBERGEN CORP COM 03073E105 15,749 257,751 SH   DFND 1 257,751 0 0
AMETEK INC NEW COM 031100100 4,194 91,125 SH   DFND 1 91,125 0 0
AMGEN INC COM 031162100 86,677 774,316 SH   DFND 1 774,316 0 0
AMGEN INC COM 031162100 1,160 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 4,717 60,956 SH   DFND 1 60,956 0 0
ANADARKO PETE CORP COM 032511107 12,969 139,469 SH   DFND 1 139,469 0 0
ANALOG DEVICES INC COM 032654105 5,469 116,238 SH   DFND 1 116,238 0 0
ANALOG DEVICES INC COM 032654105 1,426 30,300 SH   SOLE   0 30,300 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,226 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 6,180 533,677 SH   DFND 1 533,677 0 0
ANNALY CAP MGMT INC NOTE 5.00% 035710AB8 10,200 10,000,000 PRN   DFND 2 10,000,000 0 0
ANSYS INC COM 03662Q105 2,827 32,677 SH   DFND 1 32,677 0 0
AON PLC SHS CL A G0408V102 6,514 87,507 SH   DFND 1 87,507 0 0
APACHE CORP COM 037411105 21,628 254,031 SH   DFND 1 254,031 0 0
APACHE CORP COM 037411105 7,065 82,986 SH   DFND 3 82,986 0 0
APACHE CORP COM 037411105 1,892 22,220 SH   SOLE   0 22,220 0
APOLLO GROUP INC CL A 037604105 2,801 134,614 SH   DFND 3 134,614 0 0
APPLE INC COM 037833100 267,714 561,539 SH   DFND 1 561,539 0 0
APPLE INC COM 037833100 37,146 77,915 SH   DFND 3 77,915 0 0
APPLE INC COM 037833100 1,826 3,830 SH   SOLE   0 3,830 0
APPLIED MATLS INC COM 038222105 5,575 317,854 SH   DFND 1 317,854 0 0
APPLIED MICRO CIRCUITS COR COM NEW 03822W406 323 25,000 SH   DFND 3 25,000 0 0
ARCELORMITTAL SA LUXEMBOUR MAND CV NT L0302D178 170 790,000 PRN   DFND 2 790,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,129 166,377 SH   DFND 1 166,377 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,595 70,430 SH   SOLE   0 70,430 0
ARES CAP CORP NOTE 5.75% 04010LAB9 4,794 4,500,000 PRN   SOLE 2 4,500,000 0 0
ARRIS GROUP INC NOTE 2.00%1 04269QAC4 24,188 22,500,000 PRN   DFND 2 22,500,000 0 0
ARROW ELECTRS INC COM 042735100 1,934 39,857 SH   DFND 1 39,857 0 0
ASHLAND INC NEW COM 044209104 2,711 29,315 SH   DFND 1 29,315 0 0
ASSURANT INC COM 04621X108 981 18,126 SH   DFND 1 18,126 0 0
AT&T INC COM 00206R102 118,918 3,516,211 SH   DFND 1 3,516,211 0 0
AT&T INC COM 00206R102 12,260 362,495 SH   DFND 3 362,495 0 0
ATMEL CORP COM 049513104 3,847 517,060 SH   DFND 3 517,060 0 0
AU OPTRONICS CORP SPONSORED A 002255107 59 16,221 SH   DFND 1 16,221 0 0
AU OPTRONICS CORP SPONSORED A 002255107 479 131,363 SH   SOLE   0 131,363 0
AUTODESK INC COM 052769106 3,499 84,993 SH   DFND 1 84,993 0 0
AUTOLIV INC COM 052800109 3,102 35,501 SH   DFND 1 35,501 0 0
AUTOMATIC DATA PROCESSING COM 053015103 9,511 131,399 SH   DFND 1 131,399 0 0
AUTONATION INC COM 05329W102 661 12,675 SH   DFND 1 12,675 0 0
AUTOZONE INC COM 053332102 14,073 33,291 SH   DFND 1 33,291 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,998 92,709 SH   DFND 1 92,709 0 0
AVALONBAY CMNTYS INC COM 053484101 5,041 39,665 SH   DFND 1 39,665 0 0
AVERY DENNISON CORP COM 053611109 1,653 37,990 SH   DFND 1 37,990 0 0
AVNET INC COM 053807103 2,184 52,373 SH   DFND 1 52,373 0 0
AVON PRODS INC COM 054303102 6,628 321,744 SH   DFND 1 321,744 0 0
AVON PRODS INC COM 054303102 4,252 206,398 SH   DFND 3 206,398 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 1,858 42,890 SH   DFND 1 42,890 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 1,223 36,255 SH   DFND 1 36,255 0 0
BAKER HUGHES INC COM 057224107 6,590 134,213 SH   DFND 1 134,213 0 0
BAKER HUGHES INC COM 057224107 6,080 123,838 SH   DFND 3 123,838 0 0
BALL CORP COM 058498106 2,570 57,271 SH   DFND 1 57,271 0 0
BALLARD PWR SYS INC NEW COM 058586108 21 12,000 SH   DFND 3 12,000 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 1,254 90,379 SH   DFND 1 90,379 0 0
BANK MONTREAL QUE COM 063671101 16,410 246,106 SH   DFND 1 246,106 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 25,784 450,646 SH   DFND 1 450,646 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 3,224 56,345 SH   SOLE   0 56,345 0
BANK OF AMERICA CORPORATIO COM 060505104 68,062 4,932,042 SH   DFND 1 4,932,042 0 0
BANK OF AMERICA CORPORATIO COM 060505104 11,664 845,204 SH   DFND 3 845,204 0 0
BANK OF NEW YORK MELLON CO COM 064058100 8,805 291,660 SH   DFND 1 291,660 0 0
BANK OF NEW YORK MELLON CO COM 064058100 6,231 206,398 SH   DFND 3 206,398 0 0
BARD C R INC COM 067383109 3,516 30,518 SH   DFND 1 30,518 0 0
BARRICK GOLD CORP COM 067901108 6,442 346,324 SH   DFND 1 346,324 0 0
BARRICK GOLD CORP COM 067901108 12,420 667,043 SH   DFND 3 667,043 0 0
BARRICK GOLD CORP COM 067901108 1,813 97,410 SH   SOLE   0 97,410 0
BAXTER INTL INC COM 071813109 23,786 362,091 SH   DFND 1 362,091 0 0
BAXTER INTL INC COM 071813109 6,840 104,132 SH   DFND 3 104,132 0 0
BAYTEX ENERGY CORP COM 07317Q105 5,114 123,920 SH   DFND 3 123,920 0 0
BAYTEX ENERGY CORP COM 07317Q105 568 13,771 SH   SOLE   0 13,771 0
BB&T CORP COM 054937107 8,914 264,131 SH   DFND 1 264,131 0 0
BCE INC COM NEW 05534B760 3,179 74,460 SH   DFND 1 74,460 0 0
BEAM INC COM 073730103 2,888 44,671 SH   DFND 1 44,671 0 0
BECTON DICKINSON & CO COM 075887109 7,396 73,949 SH   DFND 1 73,949 0 0
BED BATH & BEYOND INC COM 075896100 4,400 56,874 SH   DFND 1 56,874 0 0
BEMIS INC COM 081437105 1,502 38,515 SH   DFND 1 38,515 0 0
BERKLEY W R CORP COM 084423102 1,854 43,262 SH   DFND 1 43,262 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 37,149 218 SH   DFND 1 218 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 36,849 324,629 SH   DFND 1 324,629 0 0
BEST BUY INC COM 086516101 9,359 249,563 SH   DFND 1 249,563 0 0
BEST BUY INC COM 086516101 3,859 102,904 SH   DFND 3 102,904 0 0
BGC PARTNERS INC NOTE 4.50% 05541TAD3 4,479 4,400,000 PRN   SOLE 2 4,400,000 0 0
BIG LOTS INC COM 089302103 3,867 104,266 SH   DFND 3 104,266 0 0
BIOGEN IDEC INC COM 09062X103 28,036 116,446 SH   DFND 1 116,446 0 0
BIOMARIN PHARMACEUTICAL IN NOTE 1.875% 09061GAD3 7,170 2,000,000 PRN   DFND 2 2,000,000 0 0
BLACKBERRY LTD COM 09228F103 1,714 218,211 SH   DFND 1 218,211 0 0
BLACKBERRY LTD COM 09228F103 4,473 562,596 SH   DFND 3 562,596 0 0
BLACKROCK INC COM 09247X101 13,027 48,139 SH   DFND 1 48,139 0 0
BLOCK H & R INC COM 093671105 1,872 70,231 SH   DFND 1 70,231 0 0
BOEING CO COM 097023105 88,923 756,793 SH   DFND 1 756,793 0 0
BORGWARNER INC COM 099724106 4,440 43,790 SH   DFND 1 43,790 0 0
BOSTON PROPERTIES INC COM 101121101 4,744 44,380 SH   DFND 1 44,380 0 0
BOSTON SCIENTIFIC CORP COM 101137107 6,047 515,066 SH   DFND 1 515,066 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,430 206,943 SH   DFND 3 206,943 0 0
BOTTOMLINE TECH DEL INC NOTE 1.50% 101388AA4 23,112 20,000,000 PRN   DFND 2 20,000,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 33,499 723,833 SH   DFND 1 723,833 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,700 36,725 SH   SOLE   0 36,725 0
BROADCOM CORP CL A 111320107 11,929 458,647 SH   DFND 1 458,647 0 0
BROADCOM CORP CL A 111320107 3,251 125,000 SH   DFND 3 125,000 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 1,447 45,583 SH   DFND 1 45,583 0 0
BROADSOFT INC NOTE 1.50% 11133BAB8 15,540 14,000,000 PRN   DFND 2 14,000,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 8,084 216,287 SH   DFND 1 216,287 0 0
BROOKFIELD OFFICE PPTYS IN COM 112900105 1,807 94,411 SH   DFND 1 94,411 0 0
BROWN & BROWN INC COM 115236101 1,479 46,069 SH   DFND 1 46,069 0 0
BROWN FORMAN CORP CL B 115637209 2,257 33,129 SH   DFND 1 33,129 0 0
BUNGE LIMITED COM G16962105 3,140 41,364 SH   DFND 1 41,364 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,423 40,690 SH   DFND 1 40,690 0 0
CA INC COM 12673P105 3,848 129,677 SH   DFND 1 129,677 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 1,214 72,066 SH   DFND 1 72,066 0 0
CABOT OIL & GAS CORP COM 127097103 5,921 158,645 SH   DFND 1 158,645 0 0
CACI INTL INC NOTE 2.125% 127190AD8 26,061 20,400,000 PRN   DFND 2 20,400,000 0 0
CALPINE CORP COM NEW 131347304 2,816 144,927 SH   DFND 1 144,927 0 0
CAMECO CORP COM 13321L108 1,975 109,614 SH   DFND 1 109,614 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 3,986 68,292 SH   DFND 1 68,292 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 4,232 72,500 SH   DFND 3 72,500 0 0
CAMPBELL SOUP CO COM 134429109 1,866 45,826 SH   DFND 1 45,826 0 0
CANADIAN NAT RES LTD COM 136385101 13,033 415,191 SH   DFND 1 415,191 0 0
CANADIAN NAT RES LTD COM 136385101 3,251 103,398 SH   DFND 3 103,398 0 0
CANADIAN NAT RES LTD COM 136385101 2,285 72,784 SH   SOLE   0 72,784 0
CANADIAN NATL RY CO COM 136375102 17,798 175,848 SH   DFND 1 175,848 0 0
CANADIAN NATL RY CO COM 136375102 3,284 32,449 SH   SOLE   0 32,449 0
CANADIAN PAC RY LTD COM 13645T100 7,028 57,023 SH   DFND 1 57,023 0 0
CAPITAL ONE FINL CORP COM 14040H105 27,567 401,031 SH   DFND 1 401,031 0 0
CARDINAL HEALTH INC COM 14149Y108 6,847 131,288 SH   DFND 1 131,288 0 0
CARDINAL HEALTH INC COM 14149Y108 5,430 104,132 SH   DFND 3 104,132 0 0
CAREFUSION CORP COM 14170T101 3,095 83,870 SH   DFND 1 83,870 0 0
CARMAX INC COM 143130102 4,181 86,256 SH   DFND 1 86,256 0 0
CARNIVAL CORP PAIRED CTF 143658300 6,476 198,394 SH   DFND 1 198,394 0 0
CARNIVAL CORP PAIRED CTF 143658300 3,365 103,097 SH   DFND 3 103,097 0 0
CATAMARAN CORP COM 148887102 3,500 76,262 SH   DFND 1 76,262 0 0
CATERPILLAR INC DEL COM 149123101 36,682 439,995 SH   DFND 1 439,995 0 0
CATERPILLAR INC DEL COM 149123101 8,640 103,632 SH   DFND 3 103,632 0 0
CBRE GROUP INC CL A 12504L109 2,470 106,801 SH   DFND 1 106,801 0 0
CBS CORP NEW CL B 124857202 18,351 332,678 SH   DFND 1 332,678 0 0
CDN IMPERIAL BK OF COMMERC COM 136069101 15,228 191,356 SH   DFND 1 191,356 0 0
CDN IMPERIAL BK OF COMMERC COM 136069101 2,353 29,574 SH   SOLE   0 29,574 0
CELANESE CORP DEL COM SER A 150870103 6,175 116,977 SH   DFND 1 116,977 0 0
CELGENE CORP COM 151020104 16,082 104,475 SH   DFND 1 104,475 0 0
CELGENE CORP COM 151020104 1,288 8,370 SH   SOLE   0 8,370 0
CEMEX SAB DE CV SPON ADR NE 151290889 240 21,511 SH   DFND 1 21,511 0 0
CEMEX SAB DE CV NOTE 4.875% 151290AV5 70,169 59,400,000 PRN   DFND 2 59,400,000 0 0
CENOVUS ENERGY INC COM 15135U109 11,225 376,556 SH   DFND 1 376,556 0 0
CENOVUS ENERGY INC COM 15135U109 4,931 165,198 SH   DFND 3 165,198 0 0
CENOVUS ENERGY INC COM 15135U109 1,132 37,964 SH   SOLE   0 37,964 0
CENTERPOINT ENERGY INC COM 15189T107 3,894 162,462 SH   DFND 1 162,462 0 0
CENTURYLINK INC COM 156700106 13,266 422,761 SH   DFND 1 422,761 0 0
CENTURYLINK INC COM 156700106 1,787 56,950 SH   DFND 3 56,950 0 0
CERNER CORP COM 156782104 5,886 112,007 SH   DFND 1 112,007 0 0
CF INDS HLDGS INC COM 125269100 25,022 118,684 SH   DFND 1 118,684 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 3,322 24,649 SH   DFND 1 24,649 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 3,174 56,121 SH   DFND 1 56,121 0 0
CHEMED CORP NEW NOTE 1.875% 16359RAC7 3,124 3,000,000 PRN   DFND 2 3,000,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 11,700 452,093 SH   DFND 1 452,093 0 0
CHESAPEAKE ENERGY CORP NOTE 2.75%1 165167BW6 10,375 10,000,000 PRN   DFND 2 10,000,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.50% 165167CA3 22,794 23,200,000 PRN   DFND 2 23,200,000 0 0
CHEVRON CORP NEW COM 166764100 115,385 949,672 SH   DFND 1 949,672 0 0
CHEVRON CORP NEW COM 166764100 1,671 13,750 SH   SOLE   0 13,750 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,361 7,839 SH   DFND 1 7,839 0 0
CHIQUITA BRANDS INTL INC NOTE 4.250% 170032AT3 4,922 5,000,000 PRN   DFND 2 5,000,000 0 0
CHUBB CORP COM 171232101 10,941 122,572 SH   DFND 1 122,572 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 263 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 3,160 52,627 SH   DFND 1 52,627 0 0
CIENA CORP NOTE 0.875% 171779AE1 25,959 25,373,000 PRN   DFND 2 25,373,000 0 0
CIGNA CORPORATION COM 125509109 19,823 257,915 SH   DFND 1 257,915 0 0
CIMAREX ENERGY CO COM 171798101 3,176 32,941 SH   DFND 1 32,941 0 0
CINCINNATI FINL CORP COM 172062101 1,764 37,409 SH   DFND 1 37,409 0 0
CINTAS CORP COM 172908105 2,086 40,743 SH   DFND 1 40,743 0 0
CIRRUS LOGIC INC COM 172755100 3,498 154,247 SH   DFND 3 154,247 0 0
CISCO SYS INC COM 17275R102 58,444 2,495,483 SH   DFND 1 2,495,483 0 0
CISCO SYS INC COM 17275R102 7,259 309,964 SH   DFND 3 309,964 0 0
CIT GROUP INC COM NEW 125581801 3,661 75,063 SH   DFND 1 75,063 0 0
CITIGROUP INC COM NEW 172967424 74,133 1,528,192 SH   DFND 1 1,528,192 0 0
CITIGROUP INC COM NEW 172967424 7,561 155,857 SH   DFND 3 155,857 0 0
CITRIX SYS INC COM 177376100 3,523 49,898 SH   DFND 1 49,898 0 0
CITY NATL CORP COM 178566105 1,131 16,962 SH   DFND 1 16,962 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 2,805 136,847 SH   DFND 1 136,847 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 2,116 103,198 SH   DFND 3 103,198 0 0
CLOROX CO DEL COM 189054109 2,806 34,338 SH   DFND 1 34,338 0 0
CME GROUP INC COM 12572Q105 48,856 661,290 SH   DFND 1 661,290 0 0
CMS ENERGY CORP COM 125896100 2,618 99,453 SH   DFND 1 99,453 0 0
CNA FINL CORP COM 126117100 323 8,448 SH   DFND 1 8,448 0 0
CNH GLOBAL N V SHS NEW N20935206 428 8,562 SH   DFND 1 8,562 0 0
COACH INC COM 189754104 5,820 106,739 SH   DFND 1 106,739 0 0
COBALT INTL ENERGY INC COM 19075F106 2,976 119,705 SH   DFND 1 119,705 0 0
COBALT INTL ENERGY INC NOTE 2.625% 19075FAA4 61,410 58,000,000 PRN   DFND 2 58,000,000 0 0
COCA COLA CO COM 191216100 105,964 2,797,367 SH   DFND 1 2,797,367 0 0
COCA COLA CO COM 191216100 15,694 414,302 SH   DFND 3 414,302 0 0
COCA COLA CO COM 191216100 2,391 63,120 SH   SOLE   0 63,120 0
COCA COLA ENTERPRISES INC COM 19122T109 14,409 358,350 SH   DFND 1 358,350 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 6,792 82,713 SH   DFND 1 82,713 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 1,127 13,718 SH   SOLE   0 13,718 0
COLGATE PALMOLIVE CO COM 194162103 15,086 254,401 SH   DFND 1 254,401 0 0
COLGATE PALMOLIVE CO COM 194162103 336 5,660 SH   SOLE   0 5,660 0
COLONY FINL INC NOTE 5.00% 19624RAA4 12,976 12,500,000 PRN   DFND 2 12,500,000 0 0
COMCAST CORP NEW CL A 20030N101 51,947 1,150,536 SH   DFND 1 1,150,536 0 0
COMCAST CORP NEW CL A SPL 20030N200 8,174 188,474 SH   DFND 1 188,474 0 0
COMERICA INC COM 200340107 2,770 70,471 SH   DFND 1 70,471 0 0
COMMERCE BANCSHARES INC COM 200525103 960 21,916 SH   DFND 1 21,916 0 0
COMPANHIA DE BEBIDAS DAS A SPON ADR PF 20441W203 581 15,160 SH   DFND 1 15,160 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 301 34,847 SH   DFND 1 34,847 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 61 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 905 77,262 SH   DFND 1 77,262 0 0
COMPUTER SCIENCES CORP COM 205363104 2,978 57,550 SH   DFND 1 57,550 0 0
COMTECH TELECOMMUNICATIONS NOTE 3.00% 205826AF7 33,192 32,500,000 PRN   DFND 2 32,500,000 0 0
CONAGRA FOODS INC COM 205887102 14,217 468,595 SH   DFND 1 468,595 0 0
CONCHO RES INC COM 20605P101 4,306 39,574 SH   DFND 1 39,574 0 0
CONOCOPHILLIPS COM 20825C104 87,429 1,257,785 SH   DFND 1 1,257,785 0 0
CONOCOPHILLIPS COM 20825C104 7,173 103,198 SH   DFND 3 103,198 0 0
CONSOL ENERGY INC COM 20854P109 2,952 87,716 SH   DFND 1 87,716 0 0
CONSOLIDATED EDISON INC COM 209115104 6,097 110,581 SH   DFND 1 110,581 0 0
CONSTELLATION BRANDS INC CL A 21036P108 3,407 59,358 SH   DFND 1 59,358 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,802 16,803 SH   DFND 1 16,803 0 0
CORNING INC COM 219350105 14,802 1,014,527 SH   DFND 1 1,014,527 0 0
CORNING INC COM 219350105 3,011 206,398 SH   DFND 3 206,398 0 0
CORSICANTO LTD NOTE 3.50% 220480AC1 28,662 26,250,000 PRN   DFND 2 26,250,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 13,518 117,425 SH   DFND 1 117,425 0 0
COVANTA HLDG CORP NOTE 3.25% 22282EAC6 34,485 25,000,000 PRN   DFND 2 25,000,000 0 0
COVIDIEN PLC SHS G2554F113 21,681 355,783 SH   DFND 1 355,783 0 0
CREDICORP LTD COM G2519Y108 3,764 29,300 SH   DFND 1 29,300 0 0
CREE INC COM 225447101 2,385 39,622 SH   DFND 1 39,622 0 0
CROWN CASTLE INTL CORP COM 228227104 8,104 110,969 SH   DFND 1 110,969 0 0
CSX CORP COM 126408103 20,916 812,574 SH   DFND 1 812,574 0 0
CTC MEDIA INC COM 12642X106 2,191 208,458 SH   DFND 1 208,458 0 0
CUMMINS INC COM 231021106 14,499 109,125 SH   DFND 1 109,125 0 0
CUMMINS INC COM 231021106 2,063 15,525 SH   SOLE   0 15,525 0
CVS CAREMARK CORPORATION COM 126650100 43,672 769,555 SH   DFND 1 769,555 0 0
D R HORTON INC COM 23331A109 1,465 75,380 SH   DFND 1 75,380 0 0
D R HORTON INC COM 23331A109 3,983 205,000 SH   DFND 3 205,000 0 0
DANAHER CORP DEL COM 235851102 11,914 171,873 SH   DFND 1 171,873 0 0
DARDEN RESTAURANTS INC COM 237194105 6,726 145,305 SH   DFND 1 145,305 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 4,496 79,022 SH   DFND 1 79,022 0 0
DEALERTRACK TECHNOLOGIES I NOTE 1.50% 242309AB8 3,876 3,000,000 PRN   DFND 2 3,000,000 0 0
DEERE & CO COM 244199105 25,933 318,625 SH   DFND 1 318,625 0 0
DEERE & CO COM 244199105 6,742 82,832 SH   DFND 3 82,832 0 0
DELL INC COM 24702R101 13,052 947,836 SH   DFND 1 947,836 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 5,378 92,061 SH   DFND 1 92,061 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,904 80,712 SH   DFND 1 80,712 0 0
DENBURY RES INC COM NEW 247916208 2,603 141,386 SH   DFND 1 141,386 0 0
DENTSPLY INTL INC NEW COM 249030107 2,352 54,174 SH   DFND 1 54,174 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23,940 541,309 SH   DFND 1 541,309 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 30,588 691,618 SH   DFND 3 691,618 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,786 63,000 SH   SOLE   0 63,000 0
DEVELOPERS DIVERSIFIED RLT NOTE 1.75%1 251591AX1 3,424 3,000,000 PRN   DFND 2 3,000,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,919 154,407 SH   DFND 1 154,407 0 0
DEVON ENERGY CORP NEW COM 25179M103 11,369 196,824 SH   DFND 3 196,824 0 0
DEVRY INC DEL COM 251893103 3,298 107,920 SH   DFND 3 107,920 0 0
DIAGEO P L C SPON ADR NE 25243Q205 1,264 9,950 SH   SOLE   0 9,950 0
DIAMOND OFFSHORE DRILLING COM 25271C102 8,654 138,867 SH   DFND 1 138,867 0 0
DIGITAL RLTY TR INC COM 253868103 2,542 47,866 SH   DFND 1 47,866 0 0
DIGITAL RLTY TR INC COM 253868103 3,837 72,266 SH   DFND 3 72,266 0 0
DIRECTV COM 25490A309 24,202 405,050 SH   DFND 1 405,050 0 0
DISCOVER FINL SVCS COM 254709108 22,662 448,402 SH   DFND 1 448,402 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,677 55,406 SH   DFND 1 55,406 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,628 33,643 SH   DFND 1 33,643 0 0
DISH NETWORK CORP CL A 25470M109 2,524 56,075 SH   DFND 1 56,075 0 0
DISNEY WALT CO COM DISNEY 254687106 49,809 772,356 SH   DFND 1 772,356 0 0
DISNEY WALT CO COM DISNEY 254687106 3,605 55,904 SH   DFND 3 55,904 0 0
DISNEY WALT CO COM DISNEY 254687106 1,372 21,280 SH   SOLE   0 21,280 0
DOLLAR GEN CORP NEW COM 256677105 6,472 114,627 SH   DFND 1 114,627 0 0
DOLLAR TREE INC COM 256746108 4,898 85,691 SH   DFND 1 85,691 0 0
DOMINION RES INC VA NEW COM 25746U109 9,879 158,120 SH   DFND 1 158,120 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 2,837 53,000 SH   DFND 2 53,000 0 0
DOVER CORP COM 260003108 11,695 130,193 SH   DFND 1 130,193 0 0
DOW CHEM CO COM 260543103 11,748 305,940 SH   DFND 1 305,940 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 3,477 77,566 SH   DFND 1 77,566 0 0
DR REDDYS LABS LTD ADR 256135203 1,336 35,366 SH   SOLE   0 35,366 0
DST SYS INC DEL COM 233326107 1,029 13,644 SH   DFND 1 13,644 0 0
DTE ENERGY CO COM 233331107 12,126 183,790 SH   DFND 1 183,790 0 0
DU PONT E I DE NEMOURS & C COM 263534109 13,617 232,531 SH   DFND 1 232,531 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 21,140 316,567 SH   DFND 1 316,567 0 0
DUKE REALTY CORP COM NEW 264411505 1,902 123,188 SH   DFND 1 123,188 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 1,623 15,628 SH   DFND 1 15,628 0 0
E M C CORP MASS COM 268648102 29,619 1,158,812 SH   DFND 1 1,158,812 0 0
E M C CORP MASS COM 268648102 6,633 259,502 SH   DFND 3 259,502 0 0
E M C CORP MASS NOTE 1.75% 268648AM4 6,881 4,300,000 PRN   SOLE 2 4,300,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,482 89,834 SH   DFND 1 89,834 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 3,409 206,596 SH   DFND 3 206,596 0 0
EASTGROUP PPTY INC COM 277276101 6,549 110,600 SH   DFND 1 110,600 0 0
EASTMAN CHEM CO COM 277432100 17,183 220,573 SH   DFND 1 220,573 0 0
EATON CORP PLC SHS G29183103 22,470 326,409 SH   DFND 1 326,409 0 0
EBAY INC COM 278642103 18,932 339,347 SH   DFND 1 339,347 0 0
ECOLAB INC COM 278865100 9,982 101,075 SH   DFND 1 101,075 0 0
ECOPETROL S A SPONSORED A 279158109 12,725 276,639 SH   DFND 1 276,639 0 0
EDISON INTL COM 281020107 3,808 82,667 SH   DFND 1 82,667 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,302 76,149 SH   DFND 1 76,149 0 0
ELAN PLC ADR 284131208 11,923 765,258 SH   DFND 1 765,258 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,824 270,565 SH   DFND 1 270,565 0 0
ELECTRONIC ARTS INC COM 285512109 1,981 77,534 SH   DFND 1 77,534 0 0
EMERSON ELEC CO COM 291011104 12,401 191,667 SH   DFND 1 191,667 0 0
EMERSON ELEC CO COM 291011104 5,397 83,409 SH   DFND 3 83,409 0 0
ENBRIDGE INC COM 29250N105 9,469 226,974 SH   DFND 1 226,974 0 0
ENCANA CORP COM 292505104 6,555 379,733 SH   DFND 1 379,733 0 0
ENCANA CORP COM 292505104 4,554 262,796 SH   DFND 3 262,796 0 0
ENERGIZER HLDGS INC COM 29266R108 1,572 17,241 SH   DFND 1 17,241 0 0
ENERSIS S A SPONSORED A 29274F104 233 14,481 SH   DFND 1 14,481 0 0
ENSCO PLC SHS CLASS A G3157S106 7,450 138,601 SH   DFND 1 138,601 0 0
ENTERGY CORP NEW COM 29364G103 10,386 164,368 SH   DFND 1 164,368 0 0
ENTERGY CORP NEW COM 29364G103 3,926 62,132 SH   DFND 3 62,132 0 0
EOG RES INC COM 26875P101 12,791 75,563 SH   DFND 1 75,563 0 0
EQT CORP COM 26884L109 5,020 56,585 SH   DFND 1 56,585 0 0
EQUIFAX INC COM 294429105 1,870 31,241 SH   DFND 1 31,241 0 0
EQUINIX INC COM NEW 29444U502 3,362 18,305 SH   DFND 1 18,305 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,570 103,983 SH   DFND 1 103,983 0 0
ERIE INDTY CO CL A 29530P102 713 9,843 SH   DFND 1 9,843 0 0
EVEREST RE GROUP LTD COM G3223R108 2,789 19,178 SH   DFND 1 19,178 0 0
EXELIS INC COM 30162A108 3,248 206,718 SH   DFND 3 206,718 0 0
EXELON CORP COM 30161N101 16,438 554,604 SH   DFND 1 554,604 0 0
EXELON CORP COM 30161N101 3,980 134,266 SH   DFND 3 134,266 0 0
EXPEDIA INC DEL COM NEW 30212P303 4,084 78,862 SH   DFND 1 78,862 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,389 54,229 SH   DFND 1 54,229 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 38,859 628,982 SH   DFND 1 628,982 0 0
EXXON MOBIL CORP COM 30231G102 174,473 2,027,817 SH   DFND 1 2,027,817 0 0
EXXON MOBIL CORP COM 30231G102 19,961 232,000 SH   DFND 3 232,000 0 0
EXXON MOBIL CORP COM 30231G102 305 3,540 SH   SOLE   0 3,540 0
F M C CORP COM NEW 302491303 3,717 51,822 SH   DFND 1 51,822 0 0
F5 NETWORKS INC COM 315616102 2,521 29,393 SH   DFND 1 29,393 0 0
F5 NETWORKS INC COM 315616102 1,291 15,050 SH   SOLE   0 15,050 0
FACEBOOK INC CL A 30303M102 34,145 679,644 SH   DFND 1 679,644 0 0
FAMILY DLR STORES INC COM 307000109 2,662 36,957 SH   DFND 1 36,957 0 0
FAMILY DLR STORES INC COM 307000109 1,311 18,200 SH   SOLE   0 18,200 0
FASTENAL CO COM 311900104 3,321 66,099 SH   DFND 1 66,099 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 2,505 24,694 SH   DFND 1 24,694 0 0
FEDEX CORP COM 31428X106 23,171 203,055 SH   DFND 1 203,055 0 0
FEDEX CORP COM 31428X106 3,552 31,132 SH   DFND 3 31,132 0 0
FEDEX CORP COM 31428X106 924 8,100 SH   SOLE   0 8,100 0
FIDELITY NATIONAL FINANCIA NOTE 4.25% 31620RAE5 6,519 4,600,000 PRN   SOLE 2 4,600,000 0 0
FIDELITY NATL INFORMATION COM 31620M106 8,269 178,060 SH   DFND 1 178,060 0 0
FIFTH THIRD BANCORP COM 316773100 9,699 537,650 SH   DFND 1 537,650 0 0
FIRST SOLAR INC COM 336433107 975 24,254 SH   DFND 1 24,254 0 0
FIRST SOLAR INC COM 336433107 2,079 51,706 SH   DFND 3 51,706 0 0
FIRSTENERGY CORP COM 337932107 12,849 352,503 SH   DFND 1 352,503 0 0
FIRSTENERGY CORP COM 337932107 3,762 103,198 SH   DFND 3 103,198 0 0
FISERV INC COM 337738108 5,161 51,074 SH   DFND 1 51,074 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,305 253,628 SH   DFND 1 253,628 0 0
FLOWSERVE CORP COM 34354P105 4,459 71,472 SH   DFND 1 71,472 0 0
FLUOR CORP NEW COM 343412102 3,153 44,433 SH   DFND 1 44,433 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,054 91,193 SH   DFND 1 91,193 0 0
FOOT LOCKER INC COM 344849104 1,906 56,161 SH   DFND 1 56,161 0 0
FORD MTR CO DEL COM PAR $0. 345370860 35,340 2,094,856 SH   DFND 1 2,094,856 0 0
FORD MTR CO DEL COM PAR $0. 345370860 6,964 412,796 SH   DFND 3 412,796 0 0
FOREST LABS INC COM 345838106 4,353 101,718 SH   DFND 1 101,718 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 1,888 45,354 SH   DFND 1 45,354 0 0
FOSSIL GROUP INC COM 34988V106 2,334 20,079 SH   DFND 1 20,079 0 0
FOSTER WHEELER AG COM H27178104 964 36,605 SH   DFND 1 36,605 0 0
FRANCO NEVADA CORP COM 351858105 2,501 55,196 SH   DFND 1 55,196 0 0
FRANCO NEVADA CORP COM 351858105 3,794 83,832 SH   DFND 3 83,832 0 0
FRANKLIN RES INC COM 354613101 7,988 158,012 SH   DFND 1 158,012 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 26,105 789,142 SH   DFND 1 789,142 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 2,048 61,920 SH   DFND 3 61,920 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 375 11,350 SH   SOLE   0 11,350 0
FRONTIER COMMUNICATIONS CO COM 35906A108 1,589 381,090 SH   DFND 1 381,090 0 0
FRONTIER COMMUNICATIONS CO COM 35906A108 1,742 417,827 SH   DFND 3 417,827 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,011 46,080 SH   DFND 1 46,080 0 0
GAMESTOP CORP NEW CL A 36467W109 2,296 46,237 SH   DFND 1 46,237 0 0
GANNETT INC COM 364730101 2,319 86,553 SH   DFND 1 86,553 0 0
GAP INC DEL COM 364760108 4,109 102,008 SH   DFND 1 102,008 0 0
GARMIN LTD SHS H2906T109 2,080 46,017 SH   DFND 1 46,017 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 2,635 83,000 SH   DFND 3 83,000 0 0
GENERAL DYNAMICS CORP COM 369550108 1,072 12,249 SH   DFND 1 12,249 0 0
GENERAL ELECTRIC CO COM 369604103 124,637 5,217,127 SH   DFND 1 5,217,127 0 0
GENERAL ELECTRIC CO COM 369604103 17,300 724,158 SH   DFND 3 724,158 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 11,622 602,502 SH   DFND 1 602,502 0 0
GENERAL MLS INC COM 370334104 13,912 290,313 SH   DFND 1 290,313 0 0
GENERAL MLS INC COM 370334104 4,945 103,198 SH   DFND 3 103,198 0 0
GENERAL MTRS CO COM 37045V100 19,559 543,760 SH   DFND 1 543,760 0 0
GENERAL MTRS CO COM 37045V100 3,339 92,832 SH   DFND 3 92,832 0 0
GENTEX CORP COM 371901109 1,364 53,295 SH   DFND 1 53,295 0 0
GENUINE PARTS CO COM 372460105 3,315 40,977 SH   DFND 1 40,977 0 0
GENWORTH FINL INC COM CL A 37247D106 13,739 1,074,188 SH   DFND 1 1,074,188 0 0
GERDAU S A SPONSORED A 373737105 129 17,300 SH   DFND 1 17,300 0 0
GIANT INTERACTIVE GROUP IN ADR 374511103 5,150 564,667 SH   DFND 1 564,667 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,016 21,909 SH   SOLE   0 21,909 0
GILEAD SCIENCES INC COM 375558103 53,454 850,639 SH   DFND 1 850,639 0 0
GILEAD SCIENCES INC COM 375558103 6,485 103,198 SH   DFND 3 103,198 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 2,355 850,000 PRN   DFND 2 850,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 10,528 3,800,000 PRN   SOLE 2 3,800,000 0 0
GOLDCORP INC NEW COM 380956409 5,922 227,874 SH   DFND 1 227,874 0 0
GOLDCORP INC NEW COM 380956409 13,328 512,428 SH   DFND 3 512,428 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 50,258 317,665 SH   DFND 1 317,665 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,937 31,206 SH   DFND 3 31,206 0 0
GOODRICH PETE CORP NOTE 5.00% 382410AC2 4,322 4,000,000 PRN   DFND 2 4,000,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 599 26,680 SH   DFND 1 26,680 0 0
GOOGLE INC CL A 38259P508 106,399 121,472 SH   DFND 1 121,472 0 0
GRAINGER W W INC COM 384802104 6,003 22,936 SH   DFND 1 22,936 0 0
GREEN MTN COFFEE ROASTERS COM 393122106 3,753 49,819 SH   DFND 1 49,819 0 0
GROUP 1 AUTOMOTIVE INC FRNT 2.25% 398905AE9 22,525 17,000,000 PRN   DFND 2 17,000,000 0 0
GROUPE CGI INC CL A SUB VT 39945C109 3,475 99,128 SH   DFND 1 99,128 0 0
GRUPO TELEVISA SA SPON ADR RE 40049J206 639 22,877 SH   DFND 1 22,877 0 0
HALCON RES CORP COM NEW 40537Q209 165 37,165 SH   DFND 2 37,165 0 0
HALLIBURTON CO COM 406216101 34,291 712,168 SH   DFND 1 712,168 0 0
HARLEY DAVIDSON INC COM 412822108 5,545 86,311 SH   DFND 1 86,311 0 0
HARMAN INTL INDS INC COM 413086109 1,651 24,929 SH   DFND 1 24,929 0 0
HARRIS CORP DEL COM 413875105 2,404 40,547 SH   DFND 1 40,547 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 15,835 508,835 SH   DFND 1 508,835 0 0
HASBRO INC COM 418056107 2,101 44,559 SH   DFND 1 44,559 0 0
HCA HOLDINGS INC COM 40412C101 4,331 101,303 SH   DFND 1 101,303 0 0
HCP INC COM 40414L109 5,876 143,499 SH   DFND 1 143,499 0 0
HEALTH CARE REIT INC COM 42217K106 6,646 106,543 SH   DFND 1 106,543 0 0
HEALTH CARE REIT INC NOTE 3.00%1 42217KAR7 4,687 3,800,000 PRN   SOLE 2 3,800,000 0 0
HEARTWARE INTL INC NOTE 3.50%1 422368AA8 22,610 20,300,000 PRN   DFND 2 20,300,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,704 38,757 SH   DFND 1 38,757 0 0
HERSHEY CO COM 427866108 3,943 42,630 SH   DFND 1 42,630 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 3,272 147,657 SH   DFND 1 147,657 0 0
HESS CORP COM 42809H107 12,533 162,050 SH   DFND 1 162,050 0 0
HEWLETT PACKARD CO COM 428236103 23,306 1,110,881 SH   DFND 1 1,110,881 0 0
HEWLETT PACKARD CO COM 428236103 3,236 154,223 SH   DFND 3 154,223 0 0
HILLSHIRE BRANDS CO COM 432589109 1,444 46,969 SH   DFND 1 46,969 0 0
HOLLYFRONTIER CORP COM 436106108 3,220 76,459 SH   DFND 1 76,459 0 0
HOME DEPOT INC COM 437076102 32,773 432,070 SH   DFND 1 432,070 0 0
HONEYWELL INTL INC COM 438516106 70,864 853,374 SH   DFND 1 853,374 0 0
HORMEL FOODS CORP COM 440452100 2,205 52,355 SH   DFND 1 52,355 0 0
HORNBECK OFFSHORE SVCS INC FRNT 1.625% 440543AE6 22,733 19,200,000 PRN   DFND 2 19,200,000 0 0
HOSPIRA INC COM 441060100 1,801 45,923 SH   DFND 1 45,923 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 1,370 48,413 SH   DFND 1 48,413 0 0
HOST HOTELS & RESORTS INC COM 44107P104 11,251 636,722 SH   DFND 1 636,722 0 0
HUDSON CITY BANCORP COM 443683107 972 107,402 SH   DFND 1 107,402 0 0
HUMANA INC COM 444859102 16,387 175,581 SH   DFND 1 175,581 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,564 35,161 SH   DFND 1 35,161 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,589 313,497 SH   DFND 1 313,497 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 1,547 28,295 SH   DFND 1 28,295 0 0
IAMGOLD CORP COM 450913108 656 137,442 SH   DFND 1 137,442 0 0
IHS INC CL A 451734107 2,580 22,599 SH   DFND 1 22,599 0 0
ILLINOIS TOOL WKS INC COM 452308109 11,829 155,095 SH   DFND 1 155,095 0 0
ILLUMINA INC COM 452327109 3,788 46,865 SH   DFND 1 46,865 0 0
IMPERIAL OIL LTD COM NEW 453038408 4,401 100,340 SH   DFND 1 100,340 0 0
INFOSYS LTD SPONSORED A 456788108 2,269 47,159 SH   DFND 1 47,159 0 0
INGERSOLL-RAND PLC SHS G47791101 7,344 113,096 SH   DFND 1 113,096 0 0
INSULET CORP NOTE 3.75% 45784PAC5 26,849 18,500,000 PRN   DFND 2 18,500,000 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 10,163 10,000,000 PRN   DFND 2 10,000,000 0 0
INTEL CORP COM 458140100 57,987 2,529,985 SH   DFND 1 2,529,985 0 0
INTEL CORP COM 458140100 5,936 259,000 SH   DFND 3 259,000 0 0
INTEL CORP SDCV 2.95% 458140AD2 85,552 78,850,000 PRN   DFND 2 78,850,000 0 0
INTEL CORP SDCV 2.95% 458140AD2 9,765 9,000,000 PRN   SOLE 2 9,000,000 0 0
INTEL CORP SDCV 3.25% 458140AF7 1,240 1,000,000 PRN   DFND 2 1,000,000 0 0
INTERCONTINENTALEXCHANGE I COM 45865V100 5,001 27,565 SH   DFND 1 27,565 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 102,718 554,694 SH   DFND 1 554,694 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 13,515 72,982 SH   DFND 3 72,982 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 2,511 30,514 SH   DFND 1 30,514 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 1,887 99,688 SH   DFND 1 99,688 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 2,932 154,904 SH   DFND 3 154,904 0 0
INTERNATIONAL GAME TECHNOL NOTE 3.25% 459902AQ5 29,903 27,000,000 PRN   DFND 2 27,000,000 0 0
INTERNATIONAL GAME TECHNOL NOTE 3.25% 459902AQ5 5,814 5,250,000 PRN   SOLE 2 5,250,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,975 114,978 SH   DFND 1 114,978 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,319 309,596 SH   DFND 3 309,596 0 0
INTL PAPER CO COM 460146103 15,900 354,910 SH   DFND 1 354,910 0 0
INTL PAPER CO COM 460146103 3,699 82,560 SH   DFND 3 82,560 0 0
INTREPID POTASH INC COM 46121Y102 2,916 185,986 SH   DFND 3 185,986 0 0
INTUIT COM 461202103 6,913 104,250 SH   DFND 1 104,250 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4,161 11,058 SH   DFND 1 11,058 0 0
INVESCO LTD SHS G491BT108 3,981 124,783 SH   DFND 1 124,783 0 0
INVESTMENT TECHNOLOGY GRP COM 46145F105 1,554 98,880 SH   DFND 3 98,880 0 0
IRON MTN INC COM 462846106 1,751 64,819 SH   DFND 1 64,819 0 0
ISHARES INC MSCI SINGAP 464286673 12,382 927,500 SH   SOLE   0 927,500 0
ISHARES TR S&P 500 IND 464287200 71,863 425,475 SH   SOLE   0 425,475 0
ISHARES TR MSCI EMERG 464287234 4,609 113,044 SH   DFND 1 113,044 0 0
ISHARES TR RUSSELL 300 464287689 66,319 655,718 SH   DFND 1 655,718 0 0
ISHARES TR PUT 464287954 10,274 23,408,000 SH   DFND 1 23,408,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 692 49,038 SH   DFND 1 49,038 0 0
IXIA NOTE 3.00%1 45071RAB5 28,625 25,000,000 PRN   DFND 2 25,000,000 0 0
JABIL CIRCUIT INC COM 466313103 9,672 446,148 SH   DFND 1 446,148 0 0
JABIL CIRCUIT INC COM 466313103 2,234 103,030 SH   DFND 3 103,030 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,113 36,325 SH   DFND 1 36,325 0 0
JANUS CAP GROUP INC COM 47102X105 3,966 465,994 SH   DFND 3 465,994 0 0
JEFFERIES GROUP INC NEW DBCV 3.875% 472319AG7 7,363 7,000,000 PRN   DFND 2 7,000,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875% 472319AG7 4,313 4,100,000 PRN   SOLE 2 4,100,000 0 0
JOHNSON & JOHNSON COM 478160104 101,974 1,176,301 SH   DFND 1 1,176,301 0 0
JOHNSON & JOHNSON COM 478160104 5,306 61,208 SH   SOLE   0 61,208 0
JOHNSON CTLS INC COM 478366107 20,516 494,352 SH   DFND 1 494,352 0 0
JOHNSON CTLS INC COM 478366107 3,426 82,560 SH   DFND 3 82,560 0 0
JONES GROUP INC COM 48020T101 3,130 208,530 SH   DFND 3 208,530 0 0
JOY GLOBAL INC COM 481165108 2,057 40,299 SH   DFND 1 40,299 0 0
JOY GLOBAL INC COM 481165108 4,735 92,772 SH   DFND 3 92,772 0 0
JOY GLOBAL INC COM 481165108 2,287 44,800 SH   SOLE   0 44,800 0
JPMORGAN CHASE & CO COM 46625H100 139,355 2,695,980 SH   DFND 1 2,695,980 0 0
JPMORGAN CHASE & CO COM 46625H100 8,007 154,904 SH   DFND 3 154,904 0 0
JUNIPER NETWORKS INC COM 48203R104 3,823 192,486 SH   DFND 1 192,486 0 0
JUNIPER NETWORKS INC COM 48203R104 4,086 205,758 SH   DFND 3 205,758 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,499 41,140 SH   DFND 1 41,140 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 259 7,408 SH   DFND 1 7,408 0 0
KBR INC COM 48242W106 3,368 103,198 SH   DFND 3 103,198 0 0
KBR INC COM 48242W106 1,547 47,385 SH   SOLE   0 47,385 0
KELLOGG CO COM 487836108 3,872 65,922 SH   DFND 1 65,922 0 0
KELLOGG CO COM 487836108 1,316 22,400 SH   SOLE   0 22,400 0
KEMET CORP COM NEW 488360207 84 20,000 SH   DFND 3 20,000 0 0
KEYCORP NEW COM 493267108 4,004 351,224 SH   DFND 1 351,224 0 0
KIMBERLY CLARK CORP COM 494368103 16,323 173,246 SH   DFND 1 173,246 0 0
KIMCO REALTY CORP COM 49446R109 2,532 125,495 SH   DFND 1 125,495 0 0
KINDER MORGAN INC DEL COM 49456B101 10,771 302,825 SH   DFND 1 302,825 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,142 425,627 SH   DFND 1 425,627 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,085 412,796 SH   DFND 3 412,796 0 0
KINROSS GOLD CORP COM NO PAR 496902404 723 143,620 SH   SOLE   0 143,620 0
KLA-TENCOR CORP COM 482480100 3,824 62,844 SH   DFND 1 62,844 0 0
KOHLS CORP COM 500255104 7,682 148,447 SH   DFND 1 148,447 0 0
KRAFT FOODS GROUP INC COM 50076Q106 10,797 205,884 SH   DFND 1 205,884 0 0
KRAFT FOODS GROUP INC COM 50076Q106 680 12,966 SH   SOLE   0 12,966 0
KROGER CO COM 501044101 25,449 630,868 SH   DFND 1 630,868 0 0
L BRANDS INC COM 501797104 23,524 385,012 SH   DFND 1 385,012 0 0
L-3 COMMUNICATIONS HLDGS I COM 502424104 218 2,310 SH   DFND 1 2,310 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,524 35,550 SH   DFND 1 35,550 0 0
LAM RESEARCH CORP COM 512807108 3,176 62,053 SH   DFND 1 62,053 0 0
LAS VEGAS SANDS CORP COM 517834107 7,965 119,925 SH   DFND 1 119,925 0 0
LAUDER ESTEE COS INC CL A 518439104 4,181 59,819 SH   DFND 1 59,819 0 0
LAUDER ESTEE COS INC CL A 518439104 1,444 20,660 SH   SOLE   0 20,660 0
LEGG MASON INC COM 524901105 1,459 43,635 SH   DFND 1 43,635 0 0
LEGG MASON INC COM 524901105 4,141 123,838 SH   DFND 3 123,838 0 0
LEGGETT & PLATT INC COM 524660107 1,155 38,307 SH   DFND 1 38,307 0 0
LENNAR CORP CL A 526057104 1,585 44,762 SH   DFND 1 44,762 0 0
LENNAR CORP CL A 526057104 2,549 72,000 SH   DFND 3 72,000 0 0
LEUCADIA NATL CORP COM 527288104 2,724 100,002 SH   DFND 1 100,002 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 4,916 61,948 SH   DFND 1 61,948 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 831 10,474 SH   SOLE   0 10,474 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 3,601 47,744 SH   DFND 1 47,744 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 1,214 13,769 SH   DFND 1 13,769 0 0
LIBERTY INTERACTIVE CORPOR INT COM SER 53071M104 4,489 191,260 SH   DFND 1 191,260 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 4,746 32,254 SH   DFND 1 32,254 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,897 53,295 SH   DFND 1 53,295 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 4,891 65,364 SH   DFND 1 65,364 0 0
LILLY ELI & CO COM 532457108 29,290 581,963 SH   DFND 1 581,963 0 0
LINCOLN NATL CORP IND COM 534187109 4,312 102,682 SH   DFND 1 102,682 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,534 63,894 SH   DFND 1 63,894 0 0
LINEAR TECHNOLOGY CORP NOTE 3.00% 535678AC0 46,944 44,000,000 PRN   DFND 2 44,000,000 0 0
LINKEDIN CORP COM CL A 53578A108 8,422 34,228 SH   DFND 1 34,228 0 0
LKQ CORP COM 501889208 3,230 101,393 SH   DFND 1 101,393 0 0
LOCKHEED MARTIN CORP COM 539830109 1,504 11,791 SH   DFND 1 11,791 0 0
LOEWS CORP COM 540424108 3,618 77,417 SH   DFND 1 77,417 0 0
LORILLARD INC COM 544147101 4,161 92,914 SH   DFND 1 92,914 0 0
LOWES COS INC COM 548661107 25,785 541,584 SH   DFND 1 541,584 0 0
LSI CORPORATION COM 502161102 1,634 208,922 SH   DFND 1 208,922 0 0
LULULEMON ATHLETICA INC COM 550021109 2,781 38,051 SH   DFND 1 38,051 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 65,764 898,046 SH   DFND 1 898,046 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 267 3,650 SH   SOLE   0 3,650 0
M & T BK CORP COM 55261F104 3,423 30,582 SH   DFND 1 30,582 0 0
MACERICH CO COM 554382101 2,883 51,072 SH   DFND 1 51,072 0 0
MACYS INC COM 55616P104 6,416 148,276 SH   DFND 1 148,276 0 0
MACYS INC COM 55616P104 1,083 25,025 SH   SOLE   0 25,025 0
MAGNA INTL INC COM 559222401 7,011 85,109 SH   DFND 1 85,109 0 0
MAGNA INTL INC COM 559222401 2,463 29,894 SH   SOLE   0 29,894 0
MANITOWOC INC COM 563571108 3,062 156,398 SH   DFND 3 156,398 0 0
MANPOWERGROUP INC COM 56418H100 2,130 29,281 SH   DFND 1 29,281 0 0
MANULIFE FINL CORP COM 56501R106 14,477 876,074 SH   DFND 1 876,074 0 0
MANULIFE FINL CORP COM 56501R106 1,823 110,334 SH   SOLE   0 110,334 0
MARATHON OIL CORP COM 565849106 9,421 270,111 SH   DFND 1 270,111 0 0
MARATHON PETE CORP COM 56585A102 15,477 240,631 SH   DFND 1 240,631 0 0
MARKEL CORP COM 570535104 2,357 4,552 SH   DFND 1 4,552 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,555 60,745 SH   DFND 1 60,745 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,637 152,396 SH   DFND 1 152,396 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 1,915 166,505 SH   DFND 1 166,505 0 0
MASCO CORP COM 574599106 2,913 136,910 SH   DFND 1 136,910 0 0
MASTERCARD INC CL A 57636Q104 20,512 30,489 SH   DFND 1 30,489 0 0
MATTEL INC COM 577081102 45,624 1,089,910 SH   DFND 1 1,089,910 0 0
MATTEL INC COM 577081102 666 15,900 SH   SOLE   0 15,900 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,292 110,484 SH   DFND 1 110,484 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,468 82,832 SH   DFND 3 82,832 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,075 32,067 SH   DFND 1 32,067 0 0
MCDERMOTT INTL INC COM 580037109 625 84,144 SH   DFND 1 84,144 0 0
MCDONALDS CORP COM 580135101 92,361 959,990 SH   DFND 1 959,990 0 0
MCDONALDS CORP COM 580135101 9,929 103,198 SH   DFND 3 103,198 0 0
MCGRAW HILL COS INC COM 580645109 10,472 159,652 SH   DFND 1 159,652 0 0
MCKESSON CORP COM 58155Q103 15,751 122,770 SH   DFND 1 122,770 0 0
MDU RES GROUP INC COM 552690109 1,977 70,667 SH   DFND 1 70,667 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 3,794 51,095 SH   DFND 1 51,095 0 0
MEADWESTVACO CORP COM 583334107 2,557 66,630 SH   DFND 1 66,630 0 0
MEDIVATION INC NOTE 2.625% 58501NAA9 21,179 15,000,000 PRN   DFND 2 15,000,000 0 0
MEDTRONIC INC COM 585055106 23,619 443,556 SH   DFND 1 443,556 0 0
MEDTRONIC INC COM 585055106 5,534 103,916 SH   DFND 3 103,916 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 413 10,870 SH   DFND 1 10,870 0 0
MERCK & CO INC NEW COM 58933Y105 60,378 1,268,180 SH   DFND 1 1,268,180 0 0
MERCK & CO INC NEW COM 58933Y105 9,862 207,133 SH   DFND 3 207,133 0 0
MERCK & CO INC NEW COM 58933Y105 697 14,650 SH   SOLE   0 14,650 0
MERRIMACK PHARMACEUTICALS NOTE 4.50% 590328AA8 9,146 10,050,000 PRN   DFND 2 10,050,000 0 0
METLIFE INC COM 59156R108 29,719 632,992 SH   DFND 1 632,992 0 0
METLIFE INC COM 59156R108 5,814 123,838 SH   DFND 3 123,838 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,810 137,455 SH   DFND 1 137,455 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 5,079 68,159 SH   DFND 1 68,159 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,123 52,686 SH   DFND 1 52,686 0 0
MICRON TECHNOLOGY INC COM 595112103 5,344 305,888 SH   DFND 1 305,888 0 0
MICROSOFT CORP COM 594918104 174,017 5,224,170 SH   DFND 1 5,224,170 0 0
MICROSOFT CORP COM 594918104 13,757 413,000 SH   DFND 3 413,000 0 0
MICROSOFT CORP COM 594918104 896 26,910 SH   SOLE   0 26,910 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 23,911 1,074,171 SH   DFND 1 1,074,171 0 0
MOHAWK INDS INC COM 608190104 2,035 15,623 SH   DFND 1 15,623 0 0
MOLEX INC COM 608554101 974 25,288 SH   DFND 1 25,288 0 0
MOLEX INC CL A 608554200 1,075 28,081 SH   DFND 1 28,081 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,597 51,802 SH   DFND 1 51,802 0 0
MOLYCORP INC DEL COM 608753109 1,083 165,118 SH   DFND 3 165,118 0 0
MONDELEZ INTL INC CL A 609207105 34,938 1,111,956 SH   DFND 1 1,111,956 0 0
MONDELEZ INTL INC CL A 609207105 1,106 35,200 SH   SOLE   0 35,200 0
MONSANTO CO NEW COM 61166W101 19,488 186,718 SH   DFND 1 186,718 0 0
MONSANTO CO NEW COM 61166W101 556 5,325 SH   SOLE   0 5,325 0
MONSTER BEVERAGE CORP COM 611740101 2,673 51,160 SH   DFND 1 51,160 0 0
MONSTER WORLDWIDE INC COM 611742107 2,271 513,862 SH   DFND 3 513,862 0 0
MOODYS CORP COM 615369105 4,044 57,494 SH   DFND 1 57,494 0 0
MORGAN STANLEY COM NEW 617446448 31,730 1,177,356 SH   DFND 1 1,177,356 0 0
MORGAN STANLEY COM NEW 617446448 4,180 155,104 SH   DFND 3 155,104 0 0
MOSAIC CO NEW NEW 61945C103 3,421 79,515 SH   DFND 1 79,515 0 0
MOSAIC CO NEW NEW 61945C103 3,576 83,124 SH   DFND 3 83,124 0 0
MOSAIC CO NEW NEW 61945C103 813 18,900 SH   SOLE   0 18,900 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,948 66,491 SH   DFND 1 66,491 0 0
MURPHY OIL CORP COM 626717102 11,467 190,111 SH   DFND 1 190,111 0 0
MURPHY USA INC COM 626755102 1,421 35,174 SH   DFND 1 35,174 0 0
MYLAN INC COM 628530107 8,515 223,089 SH   DFND 1 223,089 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,662 103,484 SH   DFND 1 103,484 0 0
NATIONAL OILWELL VARCO INC COM 637071101 18,966 242,811 SH   DFND 1 242,811 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,365 42,900 SH   SOLE 2 42,900 0 0
NAVISTAR INTL CORP NEW NOTE 3.00% 63934EAL2 7,127 7,000,000 PRN   DFND 2 7,000,000 0 0
NCR CORP NEW COM 62886E108 2,406 60,737 SH   DFND 1 60,737 0 0
NETAPP INC COM 64110D104 5,808 136,269 SH   DFND 1 136,269 0 0
NETFLIX INC COM 64110L106 4,356 14,088 SH   DFND 1 14,088 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,336 206,398 SH   DFND 3 206,398 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,821 120,485 SH   DFND 1 120,485 0 0
NEWELL RUBBERMAID INC COM 651229106 2,161 78,574 SH   DFND 1 78,574 0 0
NEWFIELD EXPL CO COM 651290108 4,302 157,197 SH   DFND 1 157,197 0 0
NEWMONT MINING CORP COM 651639106 9,208 327,695 SH   DFND 1 327,695 0 0
NEWMONT MINING CORP COM 651639106 12,929 460,104 SH   DFND 3 460,104 0 0
NEWMONT MINING CORP COM 651639106 588 20,935 SH   SOLE   0 20,935 0
NEWMONT MINING CORP NOTE 1.625% 651639AJ5 6,573 5,950,000 PRN   SOLE 2 5,950,000 0 0
NEWS CORP NEW CL A 65249B109 1,625 101,153 SH   DFND 1 101,153 0 0
NEWS CORP NEW CL B 65249B208 443 26,934 SH   DFND 1 26,934 0 0
NEXTERA ENERGY INC COM 65339F101 9,291 115,904 SH   DFND 1 115,904 0 0
NIELSEN HOLDINGS N V COM N63218106 2,753 75,518 SH   DFND 1 75,518 0 0
NIKE INC CL B 654106103 11,949 164,491 SH   DFND 1 164,491 0 0
NISOURCE INC COM 65473P105 3,606 116,723 SH   DFND 1 116,723 0 0
NOBLE CORPORATION BAAR NAMEN-AKT H5833N103 3,634 96,202 SH   DFND 1 96,202 0 0
NOBLE CORPORATION BAAR NAMEN-AKT H5833N103 3,147 83,332 SH   DFND 3 83,332 0 0
NOBLE ENERGY INC COM 655044105 9,102 135,831 SH   DFND 1 135,831 0 0
NORDSTROM INC COM 655664100 3,229 57,453 SH   DFND 1 57,453 0 0
NORFOLK SOUTHERN CORP COM 655844108 20,754 268,318 SH   DFND 1 268,318 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,977 51,416 SH   DFND 3 51,416 0 0
NORTHEAST UTILS COM 664397106 4,913 119,094 SH   DFND 1 119,094 0 0
NORTHERN TR CORP COM 665859104 4,991 91,772 SH   DFND 1 91,772 0 0
NORTHROP GRUMMAN CORP COM 666807102 25,021 262,665 SH   DFND 1 262,665 0 0
NOVELLUS SYS INC NOTE 2.625% 670008AD3 20,645 13,000,000 PRN   DFND 2 13,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 670008AD3 10,164 6,400,000 PRN   SOLE 2 6,400,000 0 0
NRG ENERGY INC COM NEW 629377508 3,372 123,374 SH   DFND 1 123,374 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,797 96,078 SH   DFND 1 96,078 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,895 154,838 SH   DFND 3 154,838 0 0
NUANCE COMMUNICATIONS INC DBCV 2.75% 67020YAB6 23,940 21,000,000 PRN   DFND 2 21,000,000 0 0
NUCOR CORP COM 670346105 5,934 121,044 SH   DFND 1 121,044 0 0
NUCOR CORP COM 670346105 3,546 72,346 SH   DFND 3 72,346 0 0
NUVASIVE INC NOTE 2.75% 670704AC9 9,800 10,000,000 PRN   DFND 2 10,000,000 0 0
NVIDIA CORP COM 67066G104 3,284 211,027 SH   DFND 1 211,027 0 0
NVIDIA CORP COM 67066G104 4,817 309,596 SH   DFND 3 309,596 0 0
NVR INC COM 62944T105 1,063 1,156 SH   DFND 1 1,156 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,629 70,651 SH   DFND 1 70,651 0 0
NYSE EURONEXT COM 629491101 3,879 92,410 SH   DFND 1 92,410 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 5,380 42,167 SH   DFND 1 42,167 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 36,493 390,129 SH   DFND 1 390,129 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,792 61,920 SH   DFND 3 61,920 0 0
OI S.A. SPN ADR REP 670851203 46 24,774 SH   DFND 1 24,774 0 0
OLD REP INTL CORP COM 680223104 1,337 86,830 SH   DFND 1 86,830 0 0
OLD REP INTL CORP NOTE 3.75% 680223AH7 1,529 1,300,000 PRN   SOLE 2 1,300,000 0 0
OMNICARE INC COM 681904108 2,227 40,131 SH   DFND 1 40,131 0 0
OMNICARE INC DBCV 3.25%1 681904AL2 8,540 8,000,000 PRN   DFND 2 8,000,000 0 0
OMNICOM GROUP INC COM 681919106 4,301 67,799 SH   DFND 1 67,799 0 0
ONEOK INC NEW COM 682680103 4,167 78,147 SH   DFND 1 78,147 0 0
OPEN TEXT CORP COM 683715106 658 8,814 SH   SOLE   0 8,814 0
ORACLE CORP COM 68389X105 56,019 1,688,836 SH   DFND 1 1,688,836 0 0
OWENS CORNING NEW COM 690742101 3,152 83,000 SH   DFND 3 83,000 0 0
OWENS ILL INC COM NEW 690768403 1,857 61,850 SH   DFND 1 61,850 0 0
PACCAR INC COM 693718108 5,412 97,237 SH   DFND 1 97,237 0 0
PALL CORP COM 696429307 3,180 41,271 SH   DFND 1 41,271 0 0
PARKER HANNIFIN CORP COM 701094104 6,234 57,339 SH   DFND 1 57,339 0 0
PARTNERRE LTD COM G6852T105 2,025 22,126 SH   DFND 1 22,126 0 0
PATTERSON COMPANIES INC COM 703395103 1,384 34,426 SH   DFND 1 34,426 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,166 54,549 SH   DFND 1 54,549 0 0
PAYCHEX INC COM 704326107 3,546 87,265 SH   DFND 1 87,265 0 0
PEABODY ENERGY CORP COM 704549104 1,289 74,726 SH   DFND 1 74,726 0 0
PEABODY ENERGY CORP COM 704549104 2,316 134,266 SH   DFND 3 134,266 0 0
PEMBINA PIPELINE CORP COM 706327103 3,793 114,575 SH   DFND 1 114,575 0 0
PENN WEST PETE LTD NEW COM 707887105 2,024 182,630 SH   DFND 1 182,630 0 0
PENNEY J C INC COM 708160106 629 71,354 SH   DFND 1 71,354 0 0
PENNEY J C INC COM 708160106 820 92,986 SH   DFND 3 92,986 0 0
PENTAIR LTD SHS H6169Q108 4,962 76,406 SH   DFND 1 76,406 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 1,230 85,527 SH   DFND 1 85,527 0 0
PEPCO HOLDINGS INC COM 713291102 1,708 92,512 SH   DFND 1 92,512 0 0
PEPSICO INC COM 713448108 41,563 522,806 SH   DFND 1 522,806 0 0
PERRIGO CO COM 714290103 4,060 32,907 SH   DFND 1 32,907 0 0
PETROLEO BRASILEIRO SA PET SP ADR NON 71654V101 209 12,503 SH   DFND 1 12,503 0 0
PETSMART INC COM 716768106 2,983 39,114 SH   DFND 1 39,114 0 0
PFIZER INC COM 717081103 131,175 4,568,973 SH   DFND 1 4,568,973 0 0
PFIZER INC COM 717081103 10,422 363,000 SH   DFND 3 363,000 0 0
PFIZER INC COM 717081103 883 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 6,825 166,784 SH   DFND 1 166,784 0 0
PHILIP MORRIS INTL INC COM 718172109 74,263 857,637 SH   DFND 1 857,637 0 0
PHILIP MORRIS INTL INC COM 718172109 8,919 103,000 SH   DFND 3 103,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,197 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 19,534 337,835 SH   DFND 1 337,835 0 0
PINNACLE WEST CAP CORP COM 723484101 2,254 41,179 SH   DFND 1 41,179 0 0
PIONEER NAT RES CO COM 723787107 9,736 51,566 SH   DFND 1 51,566 0 0
PLUM CREEK TIMBER CO INC COM 729251108 2,038 43,522 SH   DFND 1 43,522 0 0
PNC FINL SVCS GROUP INC COM 693475105 19,889 274,520 SH   DFND 1 274,520 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,746 51,706 SH   DFND 3 51,706 0 0
POSCO SPONSORED A 693483109 439 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 12,005 384,343 SH   DFND 1 384,343 0 0
POTASH CORP SASK INC COM 73755L107 5,207 166,478 SH   DFND 3 166,478 0 0
POTASH CORP SASK INC COM 73755L107 1,568 50,185 SH   SOLE   0 50,185 0
PPG INDS INC COM 693506107 5,761 34,484 SH   DFND 1 34,484 0 0
PPL CORP COM 69351T106 5,389 177,385 SH   DFND 1 177,385 0 0
PRAXAIR INC COM 74005P104 40,245 334,790 SH   DFND 1 334,790 0 0
PRECISION CASTPARTS CORP COM 740189105 16,119 70,933 SH   DFND 1 70,933 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3,902 393,306 SH   DFND 3 393,306 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,772 94,148 SH   DFND 1 94,148 0 0
PRICELINE COM INC COM NEW 741503403 19,616 19,404 SH   DFND 1 19,404 0 0
PRICELINE COM INC DEBT 1.00% 741503AQ9 11,724 9,100,000 PRN   SOLE 2 9,100,000 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 4,830 112,801 SH   DFND 1 112,801 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 2,214 51,706 SH   DFND 3 51,706 0 0
PROCTER & GAMBLE CO COM 742718109 90,256 1,194,025 SH   DFND 1 1,194,025 0 0
PROCTER & GAMBLE CO COM 742718109 4,011 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 6,377 234,190 SH   DFND 1 234,190 0 0
PROLOGIS INC COM 74340W103 6,450 171,443 SH   DFND 1 171,443 0 0
PROLOGIS INC COM 74340W103 583 15,500 SH   DFND 2 15,500 0 0
PROSPECT CAPITAL CORPORATI MTNF 5.375% 74348TAK8 3,933 3,800,000 PRN   SOLE 2 3,800,000 0 0
PROSPECT CAPITAL CORPORATI NOTE 5.75% 74348TAL6 1,383 1,350,000 PRN   DFND 2 1,350,000 0 0
PRUDENTIAL FINL INC COM 744320102 14,819 190,036 SH   DFND 1 190,036 0 0
PUBLIC STORAGE COM 74460D109 15,516 96,644 SH   DFND 1 96,644 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 4,603 139,786 SH   DFND 1 139,786 0 0
PULTE GROUP INC COM 745867101 1,973 119,568 SH   DFND 1 119,568 0 0
PULTE GROUP INC COM 745867101 2,525 153,000 SH   DFND 3 153,000 0 0
PVH CORP COM 693656100 3,418 28,796 SH   DFND 1 28,796 0 0
QEP RES INC COM 74733V100 1,326 47,873 SH   DFND 1 47,873 0 0
QIAGEN NV REG SHS N72482107 1,358 65,562 SH   DFND 1 65,562 0 0
QIAGEN NV REG SHS N72482107 22,277 1,075,703 SH   DFND 3 1,075,703 0 0
QIAGEN NV REG SHS N72482107 806 38,934 SH   SOLE   0 38,934 0
QIHOO 360 TECHNOLOGY CO LT ADS 74734M109 911 10,945 SH   SOLE   0 10,945 0
QUALCOMM INC COM 747525103 105,403 1,564,765 SH   DFND 1 1,564,765 0 0
QUALCOMM INC COM 747525103 6,983 103,663 SH   DFND 3 103,663 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,726 60,297 SH   DFND 1 60,297 0 0
QUESTAR CORP COM 748356102 1,038 46,173 SH   DFND 1 46,173 0 0
RACKSPACE HOSTING INC COM 750086100 2,116 40,101 SH   DFND 1 40,101 0 0
RALPH LAUREN CORP CL A 751212101 3,764 22,852 SH   DFND 1 22,852 0 0
RANGE RES CORP COM 75281A109 4,695 61,872 SH   DFND 1 61,872 0 0
RAYONIER INC COM 754907103 2,663 47,854 SH   DFND 1 47,854 0 0
RAYTHEON CO COM NEW 755111507 9,255 120,088 SH   DFND 1 120,088 0 0
REALTY INCOME CORP COM 756109104 2,761 69,465 SH   DFND 1 69,465 0 0
RED HAT INC COM 756577102 3,321 71,969 SH   DFND 1 71,969 0 0
REGENCY CTRS CORP COM 758849103 1,684 34,824 SH   DFND 1 34,824 0 0
REGENERON PHARMACEUTICALS COM 75886F107 8,763 28,009 SH   DFND 1 28,009 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 5,005 540,464 SH   DFND 1 540,464 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,473 16,266 SH   DFND 1 16,266 0 0
REPUBLIC SVCS INC COM 760759100 3,101 92,956 SH   DFND 1 92,956 0 0
REYNOLDS AMERICAN INC COM 761713106 5,908 121,106 SH   DFND 1 121,106 0 0
ROBERT HALF INTL INC COM 770323103 1,980 50,720 SH   DFND 1 50,720 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,702 53,316 SH   DFND 1 53,316 0 0
ROCKWELL COLLINS INC COM 774341101 4,505 66,386 SH   DFND 1 66,386 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 7,350 171,134 SH   DFND 1 171,134 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 711 16,552 SH   SOLE   0 16,552 0
ROPER INDS INC NEW COM 776696106 4,982 37,493 SH   DFND 1 37,493 0 0
ROSS STORES INC COM 778296103 10,047 138,002 SH   DFND 1 138,002 0 0
ROSS STORES INC COM 778296103 1,733 23,800 SH   SOLE   0 23,800 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,715 46,697 SH   DFND 1 46,697 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 40,112 626,704 SH   DFND 1 626,704 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,630 72,335 SH   SOLE   0 72,335 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 2,217 57,923 SH   DFND 1 57,923 0 0
RTI INTL METALS INC NOTE 1.625% 74973WAB3 31,200 30,000,000 PRN   DFND 2 30,000,000 0 0
RYDER SYS INC COM 783549108 8,481 142,061 SH   DFND 1 142,061 0 0
SAFEWAY INC COM NEW 786514208 3,007 93,991 SH   DFND 1 93,991 0 0
SAIC INC COM 78390X101 1,744 108,808 SH   DFND 1 108,808 0 0
SAIC INC COM 78390X101 3,309 206,398 SH   DFND 3 206,398 0 0
SALESFORCE COM INC COM 79466L302 7,995 154,018 SH   DFND 1 154,018 0 0
SALIX PHARMACEUTICALS INC NOTE 2.75% 795435AC0 38,328 25,000,000 PRN   DFND 2 25,000,000 0 0
SANDISK CORP COM 80004C101 5,475 92,003 SH   DFND 1 92,003 0 0
SANDISK CORP NOTE 1.50% 80004CAD3 40,489 30,500,000 PRN   DFND 2 30,500,000 0 0
SBA COMMUNICATIONS CORP COM 78388J106 3,665 45,549 SH   DFND 1 45,549 0 0
SCANA CORP NEW COM 80589M102 2,192 47,611 SH   DFND 1 47,611 0 0
SCHEIN HENRY INC COM 806407102 3,424 33,015 SH   DFND 1 33,015 0 0
SCHLUMBERGER LTD COM 806857108 85,399 966,488 SH   DFND 1 966,488 0 0
SCHWAB CHARLES CORP NEW COM 808513105 8,680 410,589 SH   DFND 1 410,589 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 2,525 32,329 SH   DFND 1 32,329 0 0
SEADRILL LIMITED SHS G7945E105 4,551 101,103 SH   DFND 1 101,103 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,401 123,490 SH   DFND 1 123,490 0 0
SEALED AIR CORP NEW COM 81211K100 1,997 73,434 SH   DFND 1 73,434 0 0
SEARS HLDGS CORP COM 812350106 595 9,980 SH   DFND 1 9,980 0 0
SEI INVESTMENTS CO COM 784117103 1,522 49,236 SH   DFND 1 49,236 0 0
SEMPRA ENERGY COM 816851109 7,913 92,438 SH   DFND 1 92,438 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,968 171,050 SH   DFND 1 171,050 0 0
SHERWIN WILLIAMS CO COM 824348106 5,833 32,020 SH   DFND 1 32,020 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 365 9,000 SH   DFND 1 9,000 0 0
SHIP FINANCE INTERNATIONAL NOTE 3.25% G81075AE6 22,304 22,000,000 PRN   DFND 2 22,000,000 0 0
SIGMA ALDRICH CORP COM 826552101 3,893 45,639 SH   DFND 1 45,639 0 0
SILVER WHEATON CORP COM 828336107 3,294 133,104 SH   DFND 1 133,104 0 0
SILVER WHEATON CORP COM 828336107 3,790 153,000 SH   DFND 3 153,000 0 0
SILVER WHEATON CORP COM 828336107 809 32,702 SH   SOLE   0 32,702 0
SIMON PPTY GROUP INC NEW COM 828806109 30,117 203,176 SH   DFND 1 203,176 0 0
SIRIUS XM RADIO INC COM 82967N108 4,630 1,196,320 SH   DFND 1 1,196,320 0 0
SK TELECOM LTD SPONSORED A 78440P108 212 9,350 SH   DFND 1 9,350 0 0
SL GREEN RLTY CORP COM 78440X101 3,046 34,282 SH   DFND 1 34,282 0 0
SLM CORP COM 78442P106 13,584 545,560 SH   DFND 1 545,560 0 0
SMUCKER J M CO COM NEW 832696405 4,131 39,328 SH   DFND 1 39,328 0 0
SOHU COM INC COM 83408W103 3,237 41,063 SH   DFND 1 41,063 0 0
SOUFUN HLDGS LTD ADR 836034108 422 8,181 SH   SOLE   0 8,181 0
SOUTHERN CO COM 842587107 9,084 220,593 SH   DFND 1 220,593 0 0
SOUTHERN COPPER CORP COM 84265V105 3,056 112,189 SH   DFND 1 112,189 0 0
SOUTHWEST AIRLS CO COM 844741108 1,017 69,838 SH   DFND 1 69,838 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,850 133,327 SH   DFND 1 133,327 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,492 41,000 SH   DFND 3 41,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 42,932 255,397 SH   DFND 1 255,397 0 0
SPECTRA ENERGY CORP COM 847560109 6,371 186,129 SH   DFND 1 186,129 0 0
SPRINT CORP COM SER 1 85207U105 1,967 316,237 SH   DFND 1 316,237 0 0
SPX CORP COM 784635104 1,354 15,999 SH   DFND 1 15,999 0 0
ST JUDE MED INC COM 790849103 9,682 180,508 SH   DFND 1 180,508 0 0
ST JUDE MED INC COM 790849103 2,746 51,198 SH   DFND 3 51,198 0 0
STANLEY BLACK & DECKER INC COM 854502101 14,815 163,576 SH   DFND 1 163,576 0 0
STAPLES INC COM 855030102 2,675 182,580 SH   DFND 1 182,580 0 0
STAPLES INC COM 855030102 3,024 206,398 SH   DFND 3 206,398 0 0
STARBUCKS CORP COM 855244109 14,569 189,278 SH   DFND 1 189,278 0 0
STARBUCKS CORP COM 855244109 4,854 63,060 SH   SOLE   0 63,060 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 4,920 74,037 SH   DFND 1 74,037 0 0
STARWOOD PPTY TR INC NOTE 4.55% 85571BAA3 20,888 20,000,000 PRN   DFND 2 20,000,000 0 0
STARZ COM SER A 85571Q102 916 32,574 SH   DFND 1 32,574 0 0
STATE STR CORP COM 857477103 11,406 173,478 SH   DFND 1 173,478 0 0
STATE STR CORP COM 857477103 5,428 82,560 SH   DFND 3 82,560 0 0
STERICYCLE INC COM 858912108 2,380 20,622 SH   DFND 1 20,622 0 0
STERLITE INDS INDIA LTD NOTE 4.00% 859737AB4 4,922 5,000,000 PRN   DFND 2 5,000,000 0 0
STILLWATER MNG CO NOTE 1.75%1 86074QAL6 3,133 3,000,000 PRN   DFND 2 3,000,000 0 0
STRYKER CORP COM 863667101 5,104 75,513 SH   DFND 1 75,513 0 0
SUN LIFE FINL INC COM 866796105 7,266 227,721 SH   DFND 1 227,721 0 0
SUN LIFE FINL INC COM 866796105 1,861 58,336 SH   SOLE   0 58,336 0
SUNCOR ENERGY INC NEW COM 867224107 21,743 608,759 SH   DFND 1 608,759 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,356 93,967 SH   SOLE   0 93,967 0
SUNEDISON INC COM 86732Y109 2,057 258,104 SH   DFND 3 258,104 0 0
SUNPOWER CORP COM 867652406 1,046 40,000 SH   DFND 3 40,000 0 0
SUNPOWER CORP DBCV 4.75% 867652AC3 26,234 23,000,000 PRN   DFND 2 23,000,000 0 0
SUNTRUST BKS INC COM 867914103 5,352 165,093 SH   DFND 1 165,093 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 3,362 134,247 SH   DFND 3 134,247 0 0
SYMANTEC CORP COM 871503108 6,576 265,683 SH   DFND 1 265,683 0 0
SYNOPSYS INC COM 871607107 2,169 57,535 SH   DFND 1 57,535 0 0
SYSCO CORP COM 871829107 7,196 226,066 SH   DFND 1 226,066 0 0
SYSCO CORP COM 871829107 2,642 83,000 SH   DFND 3 83,000 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 1,595 94,043 SH   DFND 1 94,043 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 938 55,285 SH   SOLE   0 55,285 0
TAKE-TWO INTERACTIVE SOFTW NOTE 1.75%1 874054AC3 36,930 31,000,000 PRN   DFND 2 31,000,000 0 0
TALISMAN ENERGY INC COM 87425E103 4,478 390,648 SH   DFND 1 390,648 0 0
TALISMAN ENERGY INC COM 87425E103 572 49,862 SH   SOLE   0 49,862 0
TARGET CORP COM 87612E106 26,437 413,206 SH   DFND 1 413,206 0 0
TATA MTRS LTD SPONSORED A 876568502 643 24,163 SH   SOLE   0 24,163 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,679 102,325 SH   DFND 1 102,325 0 0
TE CONNECTIVITY LTD REG SHS H84989104 8,184 158,054 SH   DFND 1 158,054 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,867 36,066 SH   DFND 3 36,066 0 0
TECK RESOURCES LTD CL B 878742204 6,998 260,683 SH   DFND 1 260,683 0 0
TECK RESOURCES LTD CL B 878742204 697 25,971 SH   SOLE   0 25,971 0
TECO ENERGY INC COM 872375100 951 57,471 SH   DFND 1 57,471 0 0
TELEFONICA BRASIL SA SPONSORED A 87936R106 599 26,681 SH   DFND 1 26,681 0 0
TELLABS INC COM 879664100 1,171 515,994 SH   DFND 3 515,994 0 0
TELUS CORP COM 87971M103 6,849 206,876 SH   DFND 1 206,876 0 0
TELUS CORP COM 87971M103 1,157 34,947 SH   SOLE   0 34,947 0
TERADATA CORP DEL COM 88076W103 2,437 43,955 SH   DFND 1 43,955 0 0
TEREX CORP NEW COM 880779103 3,119 92,832 SH   DFND 3 92,832 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 296 5,106 SH   DFND 1 5,106 0 0
TEVA PHARMACEUTICAL FIN LL DBCV 0.25% 88163VAE9 3,946 3,800,000 PRN   SOLE 2 3,800,000 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 644 17,035 SH   DFND 1 17,035 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 4,711 124,692 SH   DFND 3 124,692 0 0
TEXAS INSTRS INC COM 882508104 55,391 1,375,495 SH   DFND 1 1,375,495 0 0
THE ADT CORPORATION COM 00101J106 3,397 83,543 SH   DFND 1 83,543 0 0
THERAVANCE INC NOTE 2.125% 88338TAB0 4,846 3,000,000 PRN   DFND 2 3,000,000 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 12,630 137,060 SH   DFND 1 137,060 0 0
THOMSON REUTERS CORP COM 884903105 5,368 153,672 SH   DFND 1 153,672 0 0
TIFFANY & CO NEW COM 886547108 3,423 44,678 SH   DFND 1 44,678 0 0
TIFFANY & CO NEW COM 886547108 598 7,800 SH   SOLE   0 7,800 0
TIM HORTONS INC COM 88706M103 3,362 58,038 SH   DFND 1 58,038 0 0
TIM HORTONS INC COM 88706M103 615 10,620 SH   SOLE   0 10,620 0
TIM PARTICIPACOES S A SPONSORED A 88706P205 474 20,099 SH   DFND 1 20,099 0 0
TIME WARNER CABLE INC COM 88732J207 12,376 110,892 SH   DFND 1 110,892 0 0
TIME WARNER INC COM NEW 887317303 81,049 1,231,556 SH   DFND 1 1,231,556 0 0
TIME WARNER INC COM NEW 887317303 263 4,000 SH   SOLE   0 4,000 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 3,575 4,000,000 PRN   DFND 2 4,000,000 0 0
TJX COS INC NEW COM 872540109 34,555 612,790 SH   DFND 1 612,790 0 0
T-MOBILE US INC COM 872590104 1,601 61,661 SH   DFND 1 61,661 0 0
TOLL BROTHERS INC COM 889478103 1,367 42,150 SH   DFND 1 42,150 0 0
TOLL BROTHERS INC COM 889478103 2,692 83,000 SH   DFND 3 83,000 0 0
TORCHMARK CORP COM 891027104 5,696 78,724 SH   DFND 1 78,724 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 88,163 980,277 SH   DFND 1 980,277 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 4,711 52,378 SH   SOLE   0 52,378 0
TOTAL SYS SVCS INC COM 891906109 1,781 60,547 SH   DFND 1 60,547 0 0
TOWER GROUP INC NOTE 5.00% 891777AC8 4,019 4,700,000 PRN   SOLE 2 4,700,000 0 0
TRACTOR SUPPLY CO COM 892356106 2,619 38,986 SH   DFND 1 38,986 0 0
TRANSALTA CORP COM 89346D107 3,875 298,631 SH   DFND 1 298,631 0 0
TRANSCANADA CORP COM 89353D107 11,704 266,710 SH   DFND 1 266,710 0 0
TRANSCANADA CORP COM 89353D107 1,302 29,671 SH   SOLE   0 29,671 0
TRANSDIGM GROUP INC COM 893641100 3,064 22,088 SH   DFND 1 22,088 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,509 124,312 SH   DFND 1 124,312 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,630 104,052 SH   DFND 3 104,052 0 0
TRAVELERS COMPANIES INC COM 89417E109 21,355 251,918 SH   DFND 1 251,918 0 0
TRIMBLE NAVIGATION LTD COM 896239100 2,825 95,102 SH   DFND 1 95,102 0 0
TRIPADVISOR INC COM 896945201 1,880 24,788 SH   DFND 1 24,788 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 3,106 43,553 SH   DFND 1 43,553 0 0
TURQUOISE HILL RES LTD COM 900435108 652 147,669 SH   DFND 1 147,669 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 13,532 403,948 SH   DFND 1 403,948 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,580 107,192 SH   DFND 1 107,192 0 0
TYCO INTERNATIONAL LTD SHS H89128104 6,200 177,257 SH   DFND 1 177,257 0 0
TYSON FOODS INC CL A 902494103 3,053 107,940 SH   DFND 1 107,940 0 0
UBS AG SHS NEW H89231338 172,142 8,435,082 SH   DFND 1 8,435,082 0 0
UBS AG SHS NEW H89231338 1,470 72,019 SH   DFND 3 72,019 0 0
UBS AG SHS NEW H89231338 842 41,245 SH   SOLE   0 41,245 0
UGI CORP NEW COM 902681105 32,205 823,026 SH   DFND 1 823,026 0 0
ULTRA PETROLEUM CORP COM 903914109 1,116 54,270 SH   DFND 1 54,270 0 0
UNILEVER N V N Y SHS NEW 904784709 317 8,400 SH   SOLE   0 8,400 0
UNION PAC CORP COM 907818108 22,044 141,910 SH   DFND 1 141,910 0 0
UNITED CONTL HLDGS INC COM 910047109 954 31,062 SH   DFND 1 31,062 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 103 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 16,733 183,131 SH   DFND 1 183,131 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,444 15,800 SH   SOLE   0 15,800 0
UNITED STATES STL CORP NEW COM 912909108 1,131 54,931 SH   DFND 1 54,931 0 0
UNITED STATES STL CORP NEW COM 912909108 1,700 82,560 SH   DFND 3 82,560 0 0
UNITED STATES STL CORP NEW NOTE 2.75% 912909AH1 16,679 15,000,000 PRN   DFND 2 15,000,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 59,254 549,567 SH   DFND 1 549,567 0 0
UNITED TECHNOLOGIES CORP COM 913017109 5,636 52,272 SH   DFND 3 52,272 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/ 913017117 1,429 22,000 SH   DFND 2 22,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 40,547 566,216 SH   DFND 1 566,216 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,535 33,811 SH   DFND 1 33,811 0 0
UNUM GROUP COM 91529Y106 13,799 453,326 SH   DFND 1 453,326 0 0
URBAN OUTFITTERS INC COM 917047102 1,541 41,921 SH   DFND 1 41,921 0 0
US BANCORP DEL COM NEW 902973304 20,206 552,369 SH   DFND 1 552,369 0 0
USEC INC NOTE 3.00%1 90333EAC2 4,043 16,500,000 PRN   DFND 2 16,500,000 0 0
V F CORP COM 918204108 14,510 72,897 SH   DFND 1 72,897 0 0
VALE S A ADR 91912E105 8,547 547,561 SH   DFND 1 547,561 0 0
VALE S A ADR REPSTG 91912E204 585 41,140 SH   DFND 1 41,140 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 11,943 114,663 SH   DFND 1 114,663 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 849 8,153 SH   SOLE   0 8,153 0
VALERO ENERGY CORP NEW COM 91913Y100 20,756 607,798 SH   DFND 1 607,798 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,829 82,832 SH   DFND 3 82,832 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,933 56,600 SH   SOLE   0 56,600 0
VARIAN MED SYS INC COM 92220P105 2,016 26,983 SH   DFND 1 26,983 0 0
VENTAS INC COM 92276F100 6,879 111,846 SH   DFND 1 111,846 0 0
VERISIGN INC COM 92343E102 1,992 39,152 SH   DFND 1 39,152 0 0
VERISK ANALYTICS INC CL A 92345Y106 3,444 53,018 SH   DFND 1 53,018 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 66,114 1,416,924 SH   DFND 1 1,416,924 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,279 156,000 SH   DFND 3 156,000 0 0
VERMILION ENERGY INC COM 923725105 1,325 24,134 SH   SOLE   0 24,134 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,339 83,604 SH   DFND 1 83,604 0 0
VIACOM INC NEW CL B 92553P201 23,872 285,623 SH   DFND 1 285,623 0 0
VISA INC COM CL A 92826C839 44,692 233,867 SH   DFND 1 233,867 0 0
VISA INC COM CL A 92826C839 2,013 10,535 SH   SOLE   0 10,535 0
VMWARE INC CL A COM 928563402 2,246 27,766 SH   DFND 1 27,766 0 0
VMWARE INC CL A COM 928563402 5,009 61,920 SH   DFND 3 61,920 0 0
VOLCANO CORPORATION NOTE 1.75%1 928645AB6 51,421 49,500,000 PRN   DFND 2 49,500,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,975 47,293 SH   DFND 1 47,293 0 0
VULCAN MATLS CO COM 929160109 2,560 49,414 SH   DFND 1 49,414 0 0
WALGREEN CO COM 931422109 17,952 333,673 SH   DFND 1 333,673 0 0
WAL-MART STORES INC COM 931142103 66,323 896,747 SH   DFND 1 896,747 0 0
WAL-MART STORES INC COM 931142103 830 11,225 SH   SOLE   0 11,225 0
WARNER CHILCOTT PLC IRELAN SHS A G94368100 2,135 93,442 SH   DFND 1 93,442 0 0
WASTE MGMT INC DEL COM 94106L109 7,327 177,679 SH   DFND 1 177,679 0 0
WATERS CORP COM 941848103 2,239 21,077 SH   DFND 1 21,077 0 0
WEATHERFORD INTERNATIONAL REG SHS H27013103 3,325 216,890 SH   DFND 1 216,890 0 0
WEATHERFORD INTERNATIONAL REG SHS H27013103 4,746 309,596 SH   DFND 3 309,596 0 0
WEIGHT WATCHERS INTL INC N COM 948626106 391 10,470 SH   DFND 1 10,470 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,148 39,128 SH   DFND 1 39,128 0 0
WELLPOINT INC COM 94973V107 11,397 136,314 SH   DFND 1 136,314 0 0
WELLS FARGO & CO NEW COM 949746101 112,375 2,719,628 SH   DFND 1 2,719,628 0 0
WELLS FARGO & CO NEW COM 949746101 14,072 340,572 SH   DFND 3 340,572 0 0
WESTERN DIGITAL CORP COM 958102105 5,170 81,548 SH   DFND 1 81,548 0 0
WESTERN UN CO COM 959802109 2,661 142,607 SH   DFND 1 142,607 0 0
WEYERHAEUSER CO COM 962166104 5,931 207,160 SH   DFND 1 207,160 0 0
WEYERHAEUSER CO PREF CONV S 962166872 1,058 20,000 SH   DFND 2 20,000 0 0
WHIRLPOOL CORP COM 963320106 4,428 30,236 SH   DFND 1 30,236 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,178 2,076 SH   DFND 1 2,076 0 0
WHOLE FOODS MKT INC COM 966837106 5,641 96,423 SH   DFND 1 96,423 0 0
WHOLE FOODS MKT INC COM 966837106 4,130 70,600 SH   SOLE   0 70,600 0
WI-LAN INC COM 928972108 420 108,565 SH   SOLE   0 108,565 0
WILLIAMS COS INC DEL COM 969457100 7,164 197,036 SH   DFND 1 197,036 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 2,833 65,371 SH   DFND 1 65,371 0 0
WINDSTREAM HLDGS INC COM 97382A101 3,658 457,306 SH   DFND 1 457,306 0 0
WISCONSIN ENERGY CORP COM 976657106 5,891 145,882 SH   DFND 1 145,882 0 0
WPX ENERGY INC COM 98212B103 1,041 54,033 SH   DFND 1 54,033 0 0
WRIGHT MED GROUP INC NOTE 2.00% 98235TAC1 31,899 26,000,000 PRN   DFND 2 26,000,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 8,391 137,627 SH   DFND 1 137,627 0 0
WYNN RESORTS LTD COM 983134107 4,361 27,602 SH   DFND 1 27,602 0 0
XCEL ENERGY INC COM 98389B100 5,253 190,254 SH   DFND 1 190,254 0 0
XEROX CORP COM 984121103 13,107 1,273,728 SH   DFND 1 1,273,728 0 0
XILINX INC COM 983919101 4,657 99,378 SH   DFND 1 99,378 0 0
XILINX INC NOTE 2.625% 983919AF8 8,111 5,000,000 PRN   SOLE 2 5,000,000 0 0
XL GROUP PLC SHS G98290102 3,403 110,412 SH   DFND 1 110,412 0 0
XYLEM INC COM 98419M100 1,936 69,329 SH   DFND 1 69,329 0 0
XYLEM INC COM 98419M100 2,882 103,198 SH   DFND 3 103,198 0 0
YAHOO INC COM 984332106 7,725 232,975 SH   DFND 1 232,975 0 0
YAMANA GOLD INC COM 98462Y100 2,933 282,371 SH   DFND 1 282,371 0 0
YAMANA GOLD INC COM 98462Y100 719 69,196 SH   SOLE   0 69,196 0
YUM BRANDS INC COM 988498101 12,209 171,025 SH   DFND 1 171,025 0 0
YUM BRANDS INC COM 988498101 6,653 93,198 SH   DFND 3 93,198 0 0
ZIMMER HLDGS INC COM 98956P102 5,278 64,262 SH   DFND 1 64,262 0 0
ZIONS BANCORPORATION COM 989701107 1,863 67,950 SH   DFND 1 67,950 0 0