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 19,329 176,761 SH   DFND 1 176,761 0 0
ABBOTT LABS COM 002824100 22,602 647,992 SH   DFND 1 647,992 0 0
ABBVIE INC COM 00287Y109 26,856 649,639 SH   DFND 1 649,639 0 0
ABERCROMBIE & FITCH CO CL A 002896207 628 13,887 SH   DFND 1 13,887 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,588 119,341 SH   DFND 1 119,341 0 0
ACE LTD SHS H0023R105 5,706 63,773 SH   DFND 1 63,773 0 0
ACTAVIS INC COM 00507K103 4,862 38,523 SH   DFND 1 38,523 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,832 128,444 SH   DFND 1 128,444 0 0
ADOBE SYS INC COM 00724F101 4,154 91,174 SH   DFND 1 91,174 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,582 1,123,111 SH   DFND 1 1,123,111 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,329 815,967 SH   DFND 3 815,967 0 0
AES CORP COM 00130H105 7,896 658,578 SH   DFND 1 658,578 0 0
AETNA INC NEW COM 00817Y108 27,163 427,488 SH   DFND 1 427,488 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2,330 14,210 SH   DFND 1 14,210 0 0
AFFILIATED MANAGERS GROUP NOTE 3.95% 008252AL2 6,388 4,950,000 PRN   SOLE 2 4,950,000 0 0
AFLAC INC COM 001055102 26,782 460,805 SH   DFND 1 460,805 0 0
AFLAC INC COM 001055102 4,755 81,808 SH   DFND 3 81,808 0 0
AGCO CORP NOTE 1.25% 001084AM4 26,870 21,560,000 PRN   DFND 2 21,560,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,581 130,530 SH   DFND 1 130,530 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,396 50,342 SH   DFND 1 50,342 0 0
AGRIUM INC COM 008916108 4,583 52,573 SH   DFND 1 52,573 0 0
AGRIUM INC COM 008916108 1,053 12,073 SH   SOLE   0 12,073 0
AIR PRODS & CHEMS INC COM 009158106 3,646 39,817 SH   DFND 1 39,817 0 0
AIR PRODS & CHEMS INC COM 009158106 4,694 51,259 SH   DFND 3 51,259 0 0
AIRGAS INC COM 009363102 1,677 17,566 SH   DFND 1 17,566 0 0
AIRTRAN HLDGS INC NOTE 5.25%1 00949PAD0 3,791 2,650,000 PRN   SOLE 2 2,650,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,422 33,418 SH   DFND 1 33,418 0 0
ALCATEL-LUCENT SPONSORED A 013904305 32 17,658 SH   DFND 1 17,658 0 0
ALCATEL-LUCENT SPONSORED A 013904305 1,101 605,200 SH   DFND 3 605,200 0 0
ALCOA INC COM 013817101 1,790 228,845 SH   DFND 1 228,845 0 0
ALCOA INC COM 013817101 2,000 255,724 SH   DFND 3 255,724 0 0
ALCOA INC NOTE 5.25% 013817AT8 4,846 3,800,000 PRN   SOLE 2 3,800,000 0 0
ALERE INC NOTE 3.00% 01449JAA3 2,972 3,000,000 PRN   DFND 2 3,000,000 0 0
ALEXION PHARMACEUTICALS IN COM 015351109 5,124 55,554 SH   DFND 1 55,554 0 0
ALLEGHENY CORP DEL COM 017175100 1,863 4,860 SH   DFND 1 4,860 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 479 18,188 SH   DFND 1 18,188 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.25% 01741RAD4 20,676 20,000,000 PRN   DFND 2 20,000,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.25% 01741RAD4 3,515 3,400,000 PRN   SOLE 2 3,400,000 0 0
ALLERGAN INC COM 018490102 7,643 90,723 SH   DFND 1 90,723 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,665 14,723 SH   DFND 1 14,723 0 0
ALLIANCEBERNSTEIN HOLDING UNIT LTD PA 01881G106 3,217 154,519 SH   DFND 3 154,519 0 0
ALLIANT ENERGY CORP COM 018802108 1,640 32,525 SH   DFND 1 32,525 0 0
ALLSTATE CORP COM 020002101 17,114 355,648 SH   DFND 1 355,648 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 491 93,670 SH   DFND 1 93,670 0 0
ALPHA NATURAL RESOURCES IN COM 02076X102 2,143 409,038 SH   DFND 3 409,038 0 0
ALTERA CORP COM 021441100 3,142 95,248 SH   DFND 1 95,248 0 0
ALTERA CORP COM 021441100 3,398 103,013 SH   DFND 3 103,013 0 0
ALTRIA GROUP INC COM 02209S103 73,599 2,103,431 SH   DFND 1 2,103,431 0 0
ALTRIA GROUP INC COM 02209S103 222 6,350 SH   SOLE   0 6,350 0
AMAZON COM INC COM 023135106 26,400 95,069 SH   DFND 1 95,069 0 0
AMDOCS LTD ORD G02602103 1,931 52,056 SH   DFND 1 52,056 0 0
AMEREN CORP COM 023608102 5,805 168,547 SH   DFND 1 168,547 0 0
AMEREN CORP COM 023608102 985 28,600 SH   SOLE   0 28,600 0
AMERICA MOVIL SAB DE CV SPON ADR L 02364W105 20,584 946,380 SH   DFND 1 946,380 0 0
AMERICAN CAPITAL AGENCY CO COM 02503X105 2,629 114,340 SH   DFND 1 114,340 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 1,003 54,947 SH   DFND 1 54,947 0 0
AMERICAN ELEC PWR INC COM 025537101 6,465 144,365 SH   DFND 1 144,365 0 0
AMERICAN EXPRESS CO COM 025816109 30,179 403,682 SH   DFND 1 403,682 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 31,991 715,691 SH   DFND 1 715,691 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 460 10,301 SH   DFND 3 10,301 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,531 75,585 SH   DFND 1 75,585 0 0
AMERICAN WTR WKS CO INC NE COM 030420103 2,122 51,460 SH   DFND 1 51,460 0 0
AMERIPRISE FINL INC COM 03076C106 14,606 180,590 SH   DFND 1 180,590 0 0
AMERISOURCEBERGEN CORP COM 03073E105 14,447 258,769 SH   DFND 1 258,769 0 0
AMETEK INC NEW COM 031100100 2,970 70,211 SH   DFND 1 70,211 0 0
AMGEN INC COM 031162100 71,577 725,493 SH   DFND 1 725,493 0 0
AMGEN INC COM 031162100 1,023 10,365 SH   SOLE   0 10,365 0
AMPHENOL CORP NEW CL A 032095101 3,797 48,723 SH   DFND 1 48,723 0 0
ANADARKO PETE CORP COM 032511107 8,434 98,151 SH   DFND 1 98,151 0 0
ANALOG DEVICES INC COM 032654105 3,997 88,705 SH   DFND 1 88,705 0 0
ANALOG DEVICES INC COM 032654105 1,365 30,300 SH   SOLE   0 30,300 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED A 03524A108 1,116 12,360 SH   SOLE   0 12,360 0
ANNALY CAP MGMT INC COM 035710409 3,601 286,454 SH   DFND 1 286,454 0 0
ANSYS INC COM 03662Q105 1,868 25,550 SH   DFND 1 25,550 0 0
AON PLC SHS CL A G0408V102 4,091 63,570 SH   DFND 1 63,570 0 0
APACHE CORP COM 037411105 19,627 234,123 SH   DFND 1 234,123 0 0
APACHE CORP COM 037411105 6,883 82,109 SH   DFND 3 82,109 0 0
APACHE CORP COM 037411105 1,863 22,220 SH   SOLE   0 22,220 0
APACHE CORP PFD CONV SE 037411808 1,194 25,000 SH   DFND 2 25,000 0 0
APOLLO GROUP INC CL A 037604105 2,361 133,259 SH   DFND 3 133,259 0 0
APPLE INC COM 037833100 201,829 509,567 SH   DFND 1 509,567 0 0
APPLE INC COM 037833100 28,401 71,706 SH   DFND 3 71,706 0 0
APPLE INC COM 037833100 1,517 3,830 SH   SOLE   0 3,830 0
APPLIED MATLS INC COM 038222105 3,495 234,417 SH   DFND 1 234,417 0 0
APPLIED MICRO CIRCUITS COR COM NEW 03822W406 220 25,000 SH   DFND 3 25,000 0 0
ARCELORMITTAL SA LUXEMBOUR MAND CV NT L0302D178 130 690,000 PRN   DFND 2 690,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,799 112,032 SH   DFND 1 112,032 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,388 70,430 SH   SOLE   0 70,430 0
ARES CAP CORP NOTE 5.75% 04010LAB9 4,928 4,500,000 PRN   SOLE 2 4,500,000 0 0
ARRAY BIOPHARMA INC NOTE 3.00% 04269XAA3 1,823 1,905,000 PRN   DFND 2 1,905,000 0 0
ARRIS GROUP INC NOTE 2.00%1 04269QAC4 23,175 22,500,000 PRN   DFND 2 22,500,000 0 0
ARROW ELECTRS INC COM 042735100 1,321 33,154 SH   DFND 1 33,154 0 0
ASHLAND INC NEW COM 044209104 1,888 22,614 SH   DFND 1 22,614 0 0
ASSURANT INC COM 04621X108 762 14,961 SH   DFND 1 14,961 0 0
AT&T INC COM 00206R102 113,879 3,216,923 SH   DFND 1 3,216,923 0 0
ATMEL CORP COM 049513104 3,764 512,050 SH   DFND 3 512,050 0 0
AU OPTRONICS CORP SPONSORED A 002255107 56 16,221 SH   DFND 1 16,221 0 0
AU OPTRONICS CORP SPONSORED A 002255107 444 128,447 SH   SOLE   0 128,447 0
AUTODESK INC COM 052769106 2,287 67,377 SH   DFND 1 67,377 0 0
AUTOLIV INC COM 052800109 2,048 26,467 SH   DFND 1 26,467 0 0
AUTOMATIC DATA PROCESSING COM 053015103 6,324 91,832 SH   DFND 1 91,832 0 0
AUTONATION INC COM 05329W102 451 10,391 SH   DFND 1 10,391 0 0
AUTOZONE INC COM 053332102 14,716 34,732 SH   DFND 1 34,732 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,663 71,249 SH   DFND 1 71,249 0 0
AVALONBAY CMNTYS INC COM 053484101 3,948 29,263 SH   DFND 1 29,263 0 0
AVERY DENNISON CORP COM 053611109 1,349 31,537 SH   DFND 1 31,537 0 0
AVNET INC COM 053807103 1,459 43,427 SH   DFND 1 43,427 0 0
AVON PRODS INC COM 054303102 6,372 303,003 SH   DFND 1 303,003 0 0
AVON PRODS INC COM 054303102 4,301 204,519 SH   DFND 3 204,519 0 0
AXIS CAPITAL HOLDINGS INV SHS G0692U109 1,683 36,753 SH   DFND 1 36,753 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 1,008 33,563 SH   DFND 1 33,563 0 0
BAKER HUGHES INC COM 057224107 4,404 95,469 SH   DFND 1 95,469 0 0
BAKER HUGHES INC COM 057224107 5,661 122,711 SH   DFND 3 122,711 0 0
BALL CORP COM 058498106 1,955 47,053 SH   DFND 1 47,053 0 0
BALLARD PWR SYS INC NEW COM 058586108 22 12,000 SH   DFND 3 12,000 0 0
BANCO BRADESCO S A SP ADR PFD 059460303 1,189 91,379 SH   DFND 1 91,379 0 0
BANK MONTREAL QUE COM 063671101 11,294 193,683 SH   DFND 1 193,683 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 18,963 352,779 SH   DFND 1 352,779 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 3,029 56,345 SH   SOLE   0 56,345 0
BANK OF AMERICA CORPORATIO COM 060505104 55,568 4,320,996 SH   DFND 1 4,320,996 0 0
BANK OF AMERICA CORPORATIO COM 060505104 10,769 837,438 SH   DFND 3 837,438 0 0
BANK OF NEW YORK MELLON CO COM 064058100 13,262 472,810 SH   DFND 1 472,810 0 0
BANK OF NEW YORK MELLON CO COM 064058100 5,737 204,519 SH   DFND 3 204,519 0 0
BARD C R INC COM 067383109 2,701 24,849 SH   DFND 1 24,849 0 0
BARRICK GOLD CORP COM 067901108 4,160 262,117 SH   DFND 1 262,117 0 0
BARRICK GOLD CORP COM 067901108 10,420 662,038 SH   DFND 3 662,038 0 0
BARRICK GOLD CORP COM 067901108 1,277 80,760 SH   SOLE   0 80,760 0
BAXTER INTL INC COM 071813109 15,606 225,286 SH   DFND 1 225,286 0 0
BAXTER INTL INC COM 071813109 4,261 61,506 SH   DFND 3 61,506 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,211 61,356 SH   DFND 3 61,356 0 0
BAYTEX ENERGY CORP COM 07317Q105 499 13,771 SH   SOLE   0 13,771 0
BB&T CORP COM 054937107 6,967 205,626 SH   DFND 1 205,626 0 0
BCE INC COM NEW 05534B760 2,026 49,140 SH   DFND 1 49,140 0 0
BEAM INC COM 073730103 1,889 29,933 SH   DFND 1 29,933 0 0
BECTON DICKINSON & CO COM 075887109 5,795 58,639 SH   DFND 1 58,639 0 0
BED BATH & BEYOND INC COM 075896100 2,844 40,107 SH   DFND 1 40,107 0 0
BEMIS INC COM 081437105 1,153 29,468 SH   DFND 1 29,468 0 0
BERKLEY W R CORP COM 084423102 1,514 37,062 SH   DFND 1 37,062 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 30,685 182 SH   DFND 1 182 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 26,578 237,470 SH   DFND 1 237,470 0 0
BEST BUY INC COM 086516101 7,103 259,915 SH   DFND 1 259,915 0 0
BEST BUY INC COM 086516101 4,194 153,464 SH   DFND 3 153,464 0 0
BGC PARTNERS INC NOTE 4.50% 05541TAD3 4,484 4,400,000 PRN   SOLE 2 4,400,000 0 0
BIG LOTS INC COM 089302103 3,248 103,013 SH   DFND 3 103,013 0 0
BIOGEN IDEC INC COM 09062X103 22,132 102,846 SH   DFND 1 102,846 0 0
BIOMARIN PHARMACEUTICAL IN NOTE 1.875% 09061GAD3 5,615 2,000,000 PRN   DFND 2 2,000,000 0 0
BLACKROCK INC COM 09247X101 9,530 37,104 SH   DFND 1 37,104 0 0
BLOCK H & R INC COM 093671105 1,395 50,265 SH   DFND 1 50,265 0 0
BMC SOFTWARE INC COM 055921100 2,162 47,886 SH   DFND 1 47,886 0 0
BOEING CO COM 097023105 73,378 716,306 SH   DFND 1 716,306 0 0
BORGWARNER INC COM 099724106 2,849 33,072 SH   DFND 1 33,072 0 0
BOSTON PROPERTIES INC COM 101121101 3,438 32,595 SH   DFND 1 32,595 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,919 422,760 SH   DFND 1 422,760 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,746 511,967 SH   DFND 3 511,967 0 0
BOTTOMLINE TECH DEL INC NOTE 1.50% 101388AA4 21,926 20,000,000 PRN   DFND 2 20,000,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 27,629 618,235 SH   DFND 1 618,235 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,641 36,725 SH   SOLE   0 36,725 0
BROADCOM CORP CL A 111320107 12,105 358,555 SH   DFND 1 358,555 0 0
BROADRIDGE FINL SOLUTIONS COM 11133T103 961 36,153 SH   DFND 1 36,153 0 0
BROADSOFT INC NOTE 1.50% 11133BAB8 14,368 14,000,000 PRN   DFND 2 14,000,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT 112585104 6,193 171,356 SH   DFND 1 171,356 0 0
BROOKFIELD OFFICE PPTYS IN COM 112900105 1,307 78,141 SH   DFND 1 78,141 0 0
BROWN & BROWN INC COM 115236101 1,302 40,379 SH   DFND 1 40,379 0 0
BROWN FORMAN CORP CL B 115637209 1,539 22,779 SH   DFND 1 22,779 0 0
BUNGE LIMITED COM G16962105 2,034 28,736 SH   DFND 1 28,736 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,527 27,115 SH   DFND 1 27,115 0 0
CA INC COM 12673P105 3,059 106,852 SH   DFND 1 106,852 0 0
CABLEVISION SYS CORP CL A NY CAB 12686C109 1,118 66,440 SH   DFND 1 66,440 0 0
CABOT OIL & GAS CORP COM 127097103 4,363 61,439 SH   DFND 1 61,439 0 0
CACI INTL INC NOTE 2.125% 127190AD8 27,600 23,000,000 PRN   DFND 2 23,000,000 0 0
CALPINE CORP COM NEW 131347304 2,434 114,626 SH   DFND 1 114,626 0 0
CAMECO CORP COM 13321L108 1,612 77,677 SH   DFND 1 77,677 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,838 46,404 SH   DFND 1 46,404 0 0
CAMPBELL SOUP CO COM 134429109 1,410 31,479 SH   DFND 1 31,479 0 0
CANADIAN NAT RES LTD COM 136385101 9,268 326,918 SH   DFND 1 326,918 0 0
CANADIAN NAT RES LTD COM 136385101 2,954 104,519 SH   DFND 3 104,519 0 0
CANADIAN NAT RES LTD COM 136385101 2,063 72,784 SH   SOLE   0 72,784 0
CANADIAN NATL RY CO COM 136375102 14,184 144,879 SH   DFND 1 144,879 0 0
CANADIAN NATL RY CO COM 136375102 2,027 20,700 SH   SOLE   0 20,700 0
CANADIAN PAC RY LTD COM 13645T100 5,413 44,394 SH   DFND 1 44,394 0 0
CAPITAL ONE FINL CORP COM 14040H105 26,045 414,669 SH   DFND 1 414,669 0 0
CARDINAL HEALTH INC COM 14149Y108 4,876 103,302 SH   DFND 1 103,302 0 0
CARDINAL HEALTH INC COM 14149Y108 4,791 101,506 SH   DFND 3 101,506 0 0
CAREFUSION CORP COM 14170T101 2,425 65,794 SH   DFND 1 65,794 0 0
CARMAX INC COM 143130102 3,053 66,146 SH   DFND 1 66,146 0 0
CARNIVAL CORP PAIRED CTF 143658300 5,851 170,626 SH   DFND 1 170,626 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,030 205,013 SH   DFND 3 205,013 0 0
CATAMARAN CORP COM 148887102 2,892 59,090 SH   DFND 1 59,090 0 0
CATERPILLAR INC DEL COM 149123101 32,914 399,008 SH   DFND 1 399,008 0 0
CATERPILLAR INC DEL COM 149123101 4,249 51,506 SH   DFND 3 51,506 0 0
CBRE GROUP INC CL A 12504L109 2,167 92,751 SH   DFND 1 92,751 0 0
CBS CORP NEW CL B 124857202 16,059 328,601 SH   DFND 1 328,601 0 0
CDN IMPERIAL BK OF COMMERC COM 136069101 11,218 157,195 SH   DFND 1 157,195 0 0
CDN IMPERIAL BK OF COMMERC COM 136069101 2,111 29,574 SH   SOLE   0 29,574 0
CELANESE CORP DEL COM SER A 150870103 4,459 99,541 SH   DFND 1 99,541 0 0
CELESTICA INC SUB VTG SHS 15101Q108 2,899 306,778 SH   DFND 3 306,778 0 0
CELGENE CORP COM 151020104 8,374 71,632 SH   DFND 1 71,632 0 0
CELGENE CORP COM 151020104 979 8,370 SH   SOLE   0 8,370 0
CEMEX SAB DE CV SPON ADR NE 151290889 228 21,511 SH   DFND 1 21,511 0 0
CEMEX SAB DE CV NOTE 4.875% 151290AV5 69,237 60,400,000 PRN   DFND 2 60,400,000 0 0
CENOVUS ENERGY INC COM 15135U109 8,823 307,612 SH   DFND 1 307,612 0 0
CENOVUS ENERGY INC COM 15135U109 3,487 122,259 SH   DFND 3 122,259 0 0
CENOVUS ENERGY INC COM 15135U109 1,089 37,964 SH   SOLE   0 37,964 0
CENTERPOINT ENERGY INC COM 15189T107 9,774 416,078 SH   DFND 1 416,078 0 0
CENTURYLINK INC COM 156700106 13,923 393,873 SH   DFND 1 393,873 0 0
CENTURYLINK INC COM 156700106 1,984 56,118 SH   DFND 3 56,118 0 0
CERNER CORP COM 156782104 4,230 44,020 SH   DFND 1 44,020 0 0
CF INDS HLDGS INC COM 125269100 20,961 122,223 SH   DFND 1 122,223 0 0
CHARTER COMMUNICATIONS INC CL A NEW 16117M305 1,930 15,583 SH   DFND 1 15,583 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 2,246 45,202 SH   DFND 1 45,202 0 0
CHESAPEAKE ENERGY CORP COM 165167107 8,594 421,712 SH   DFND 1 421,712 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3,325 163,163 SH   DFND 3 163,163 0 0
CHESAPEAKE ENERGY CORP NOTE 2.50% 165167CA3 21,808 23,200,000 PRN   DFND 2 23,200,000 0 0
CHEVRON CORP NEW COM 166764100 99,951 844,606 SH   DFND 1 844,606 0 0
CHEVRON CORP NEW COM 166764100 1,627 13,750 SH   SOLE   0 13,750 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,924 5,282 SH   DFND 1 5,282 0 0
CHUBB CORP COM 171232101 9,078 107,244 SH   DFND 1 107,244 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NE 17133Q502 267 8,324 SH   DFND 1 8,324 0 0
CHURCH & DWIGHT INC COM 171340102 2,548 41,285 SH   DFND 1 41,285 0 0
CIENA CORP DEBT 4.00%1 171779AK7 25,351 19,361,000 PRN   DFND 2 19,361,000 0 0
CIGNA CORPORATION COM 125509109 18,197 251,029 SH   DFND 1 251,029 0 0
CIMAREX ENERGY CO COM 171798101 1,633 25,121 SH   DFND 1 25,121 0 0
CINCINNATI FINL CORP COM 172062101 1,314 28,636 SH   DFND 1 28,636 0 0
CINTAS CORP COM 172908105 1,579 34,675 SH   DFND 1 34,675 0 0
CIRRUS LOGIC INC COM 172755100 2,656 153,000 SH   DFND 3 153,000 0 0
CISCO SYS INC COM 17275R102 54,828 2,255,360 SH   DFND 1 2,255,360 0 0
CISCO SYS INC COM 17275R102 7,464 307,038 SH   DFND 3 307,038 0 0
CIT GROUP INC COM NEW 125581801 2,710 58,108 SH   DFND 1 58,108 0 0
CITIGROUP INC COM NEW 172967424 60,426 1,259,652 SH   DFND 1 1,259,652 0 0
CITIGROUP INC COM NEW 172967424 7,326 152,724 SH   DFND 3 152,724 0 0
CITRIX SYS INC COM 177376100 2,059 34,129 SH   DFND 1 34,129 0 0
CITY NATL CORP COM 178566105 937 14,790 SH   DFND 1 14,790 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 2,124 130,681 SH   DFND 1 130,681 0 0
CLIFFS NATURAL RESOURCES I COM 18683K101 1,662 102,259 SH   DFND 3 102,259 0 0
CLOROX CO DEL COM 189054109 1,994 23,988 SH   DFND 1 23,988 0 0
CME GROUP INC COM 12572Q105 50,156 660,119 SH   DFND 1 660,119 0 0
CMS ENERGY CORP COM 125896100 2,141 78,800 SH   DFND 1 78,800 0 0
CNH GLOBAL N V SHS NEW N20935206 313 7,520 SH   DFND 1 7,520 0 0
COACH INC COM 189754104 7,932 138,943 SH   DFND 1 138,943 0 0
COBALT INTL ENERGY INC COM 19075F106 2,220 83,550 SH   DFND 1 83,550 0 0
COBALT INTL ENERGY INC NOTE 2.625% 19075FAA4 31,857 30,000,000 PRN   DFND 2 30,000,000 0 0
COCA COLA CO COM 191216100 85,701 2,136,659 SH   DFND 1 2,136,659 0 0
COCA COLA CO COM 191216100 14,359 357,983 SH   DFND 3 357,983 0 0
COCA COLA CO COM 191216100 2,532 63,120 SH   SOLE   0 63,120 0
COCA COLA ENTERPRISES INC COM 19122T109 12,121 344,735 SH   DFND 1 344,735 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 3,556 56,792 SH   DFND 1 56,792 0 0
COGNIZANT TECHNOLOGY SOLUT CL A 192446102 358 5,713 SH   SOLE   0 5,713 0
COLGATE PALMOLIVE CO COM 194162103 10,106 176,400 SH   DFND 1 176,400 0 0
COLGATE PALMOLIVE CO COM 194162103 324 5,660 SH   SOLE   0 5,660 0
COLONY FINL INC NOTE 5.00% 19624RAA4 15,338 15,000,000 PRN   DFND 2 15,000,000 0 0
COMCAST CORP NEW CL A 20030N101 43,620 1,041,538 SH   DFND 1 1,041,538 0 0
COMCAST CORP NEW CL A SPL 20030N200 5,995 151,119 SH   DFND 1 151,119 0 0
COMERICA INC COM 200340107 2,229 55,964 SH   DFND 1 55,964 0 0
COMMERCE BANCSHARES INC COM 200525103 753 17,291 SH   DFND 1 17,291 0 0
COMPANHIA DE BEBIDAS DAS A SPON ADR PF 20441W203 566 15,160 SH   DFND 1 15,160 0 0
COMPANHIA DE SANEAMENTO BA SPONSORED A 20441A102 7,921 760,908 SH   DFND 1 760,908 0 0
COMPANHIA ENERGETICA DE MI SP ADR N-V 204409601 317 35,347 SH   DFND 1 35,347 0 0
COMPANHIA SIDERURGICA NACI SPONSORED A 20440W105 40 14,380 SH   DFND 1 14,380 0 0
COMPANIA DE MINAS BUENAVEN SPONSORED A 204448104 1,146 77,662 SH   DFND 1 77,662 0 0
COMPUTER SCIENCES CORP COM 205363104 2,005 45,801 SH   DFND 1 45,801 0 0
COMTECH TELECOMMUNICATIONS NOTE 3.00% 205826AF7 33,313 32,500,000 PRN   DFND 2 32,500,000 0 0
CONAGRA FOODS INC COM 205887102 14,373 411,481 SH   DFND 1 411,481 0 0
CONCHO RES INC COM 20605P101 2,552 30,485 SH   DFND 1 30,485 0 0
CONOCOPHILLIPS COM 20825C104 73,364 1,212,620 SH   DFND 1 1,212,620 0 0
CONOCOPHILLIPS COM 20825C104 6,187 102,259 SH   DFND 3 102,259 0 0
CONSOL ENERGY INC COM 20854P109 1,820 67,172 SH   DFND 1 67,172 0 0
CONSOLIDATED EDISON INC COM 209115104 5,045 86,520 SH   DFND 1 86,520 0 0
CONSTELLATION BRANDS INC CL A 21036P108 2,484 47,660 SH   DFND 1 47,660 0 0
CONTINENTAL RESOURCES INC COM 212015101 1,306 15,170 SH   DFND 1 15,170 0 0
CORNING INC COM 219350105 13,433 943,994 SH   DFND 1 943,994 0 0
CORNING INC COM 219350105 2,910 204,519 SH   DFND 3 204,519 0 0
CORSICANTO LTD NOTE 3.50% 220480AC1 25,384 23,750,000 PRN   DFND 2 23,750,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 8,995 81,350 SH   DFND 1 81,350 0 0
COVANTA HLDG CORP NOTE 3.25% 22282EAC6 34,898 27,000,000 PRN   DFND 2 27,000,000 0 0
COVIDIEN PLC SHS G2554F113 21,129 336,238 SH   DFND 1 336,238 0 0
CREDICORP LTD COM G2519Y108 3,928 30,700 SH   DFND 1 30,700 0 0
CREE INC COM 225447101 2,069 32,406 SH   DFND 1 32,406 0 0
CROWN CASTLE INTL CORP COM 228227104 6,210 85,780 SH   DFND 1 85,780 0 0
CROWN HOLDINGS INC COM 228368106 2,529 61,500 SH   DFND 3 61,500 0 0
CST BRANDS INC COM 12646R105 577 18,734 SH   DFND 1 18,734 0 0
CSX CORP COM 126408103 18,450 795,607 SH   DFND 1 795,607 0 0
CSX CORP COM 126408103 3,548 153,000 SH   DFND 3 153,000 0 0
CTC MEDIA INC COM 12642X106 2,409 216,658 SH   DFND 1 216,658 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.50%1 229678AD9 4,405 2,500,000 PRN   DFND 2 2,500,000 0 0
CUMMINS INC COM 231021106 10,937 100,842 SH   DFND 1 100,842 0 0
CUMMINS INC COM 231021106 4,502 41,506 SH   DFND 3 41,506 0 0
CUMMINS INC COM 231021106 1,684 15,525 SH   SOLE   0 15,525 0
CVS CAREMARK CORPORATION COM 126650100 38,204 668,141 SH   DFND 1 668,141 0 0
D R HORTON INC COM 23331A109 1,261 59,252 SH   DFND 1 59,252 0 0
DANAHER CORP DEL COM 235851102 7,917 125,068 SH   DFND 1 125,068 0 0
DARDEN RESTAURANTS INC COM 237194105 7,238 143,381 SH   DFND 1 143,381 0 0
DAVITA HEALTHCARE PARTNERS COM 23918K108 3,536 29,268 SH   DFND 1 29,268 0 0
DEALERTRACK TECHNOLOGIES I NOTE 1.50% 242309AB8 3,480 3,000,000 PRN   DFND 2 3,000,000 0 0
DEERE & CO COM 244199105 22,960 282,581 SH   DFND 1 282,581 0 0
DEERE & CO COM 244199105 4,225 52,000 SH   DFND 3 52,000 0 0
DELL INC COM 24702R101 11,747 879,920 SH   DFND 1 879,920 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 3,677 72,540 SH   DFND 1 72,540 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,168 62,412 SH   DFND 1 62,412 0 0
DENBURY RES INC COM NEW 247916208 1,973 113,916 SH   DFND 1 113,916 0 0
DENTSPLY INTL INC NEW COM 249030107 1,708 41,689 SH   DFND 1 41,689 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 22,540 535,196 SH   DFND 1 535,196 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 29,319 696,160 SH   DFND 3 696,160 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 8,490 201,581 SH   SOLE   0 201,581 0
DEVELOPERS DIVERSIFIED RLT NOTE 1.75%1 251591AX1 3,506 3,000,000 PRN   DFND 2 3,000,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,313 121,688 SH   DFND 1 121,688 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,438 104,820 SH   DFND 3 104,820 0 0
DEVRY INC DEL COM 251893103 1,903 61,356 SH   DFND 3 61,356 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 9,734 141,507 SH   DFND 1 141,507 0 0
DIGITAL RLTY TR INC COM 253868103 2,280 37,377 SH   DFND 1 37,377 0 0
DIGITAL RLTY TR INC COM 253868103 3,234 53,013 SH   DFND 3 53,013 0 0
DIRECTV COM 25490A309 21,147 343,185 SH   DFND 1 343,185 0 0
DISCOVER FINL SVCS COM 254709108 19,656 412,596 SH   DFND 1 412,596 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3,254 42,142 SH   DFND 1 42,142 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,925 27,631 SH   DFND 1 27,631 0 0
DISH NETWORK CORP CL A 25470M109 1,670 39,278 SH   DFND 1 39,278 0 0
DISNEY WALT CO COM DISNEY 254687106 44,922 711,346 SH   DFND 1 711,346 0 0
DISNEY WALT CO COM DISNEY 254687106 9,691 153,464 SH   DFND 3 153,464 0 0
DISNEY WALT CO COM DISNEY 254687106 1,262 19,980 SH   SOLE   0 19,980 0
DOLLAR GEN CORP NEW COM 256677105 4,538 89,990 SH   DFND 1 89,990 0 0
DOLLAR TREE INC COM 256746108 3,460 68,056 SH   DFND 1 68,056 0 0
DOMINION RES INC VA NEW COM 25746U109 6,250 110,004 SH   DFND 1 110,004 0 0
DOMINION RES INC VA NEW UNIT 07/01/ 25746U885 2,653 53,000 SH   DFND 2 53,000 0 0
DOVER CORP COM 260003108 9,822 126,480 SH   DFND 1 126,480 0 0
DOW CHEM CO COM 260543103 6,552 203,669 SH   DFND 1 203,669 0 0
DOW CHEM CO COM 260543103 2,632 81,808 SH   DFND 3 81,808 0 0
DR PEPPER SNAPPLE GROUP IN COM 26138E109 2,888 62,876 SH   DFND 1 62,876 0 0
DR REDDYS LABS LTD ADR 256135203 1,338 35,366 SH   SOLE   0 35,366 0
DRESSER-RAND GROUP INC COM 261608103 3,089 51,506 SH   DFND 3 51,506 0 0
DST SYS INC DEL COM 233326107 808 12,367 SH   DFND 1 12,367 0 0
DTE ENERGY CO COM 233331107 12,301 183,576 SH   DFND 1 183,576 0 0
DU PONT E I DE NEMOURS & C COM 263534109 8,336 158,773 SH   DFND 1 158,773 0 0
DU PONT E I DE NEMOURS & C COM 263534109 2,688 51,205 SH   DFND 3 51,205 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 18,197 269,584 SH   DFND 1 269,584 0 0
DUKE REALTY CORP COM NEW 264411505 1,504 96,504 SH   DFND 1 96,504 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 1,371 14,064 SH   DFND 1 14,064 0 0
E M C CORP MASS COM 268648102 24,683 1,045,010 SH   DFND 1 1,045,010 0 0
E M C CORP MASS COM 268648102 10,871 460,243 SH   DFND 3 460,243 0 0
E M C CORP MASS NOTE 1.75% 268648AM4 7,120 4,800,000 PRN   SOLE 2 4,800,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,218 96,217 SH   DFND 1 96,217 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 4,517 356,778 SH   DFND 3 356,778 0 0
EASTMAN CHEM CO COM 277432100 18,133 259,009 SH   DFND 1 259,009 0 0
EATON CORP PLC SHS G29183103 14,581 221,568 SH   DFND 1 221,568 0 0
EBAY INC COM 278642103 12,751 246,544 SH   DFND 1 246,544 0 0
ECOLAB INC COM 278865100 7,031 82,534 SH   DFND 1 82,534 0 0
ECOPETROL S A SPONSORED A 279158109 11,714 278,503 SH   DFND 1 278,503 0 0
EDISON INTL COM 281020107 2,700 56,069 SH   DFND 1 56,069 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,395 65,397 SH   DFND 1 65,397 0 0
ELAN PLC ADR 284131208 16,430 1,161,943 SH   DFND 1 1,161,943 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,315 211,268 SH   DFND 1 211,268 0 0
ELECTRONIC ARTS INC COM 285512109 1,401 60,977 SH   DFND 1 60,977 0 0
EMERSON ELEC CO COM 291011104 7,363 135,001 SH   DFND 1 135,001 0 0
EMERSON ELEC CO COM 291011104 4,495 82,408 SH   DFND 3 82,408 0 0
ENBRIDGE INC COM 29250N105 6,805 160,980 SH   DFND 1 160,980 0 0
ENCANA CORP COM 292505104 5,280 310,440 SH   DFND 1 310,440 0 0
ENCANA CORP COM 292505104 4,272 259,038 SH   DFND 3 259,038 0 0
ENDEAVOR INTL CORP INC NOTE 5.50% 29257MAE0 3,671 6,000,000 PRN   DFND 2 6,000,000 0 0
ENERGIZER HLDGS INC COM 29266R108 1,283 12,762 SH   DFND 1 12,762 0 0
ENERSIS S A SPONSORED A 29274F104 242 14,781 SH   DFND 1 14,781 0 0
ENSCO PLC SHS CLASS A G3157S106 4,528 77,910 SH   DFND 1 77,910 0 0
ENTERGY CORP NEW COM 29364G103 10,959 157,280 SH   DFND 1 157,280 0 0
ENTERGY CORP NEW COM 29364G103 3,589 51,506 SH   DFND 3 51,506 0 0
EOG RES INC COM 26875P101 7,001 53,168 SH   DFND 1 53,168 0 0
EQT CORP COM 26884L109 3,476 43,801 SH   DFND 1 43,801 0 0
EQUIFAX INC COM 294429105 1,280 21,721 SH   DFND 1 21,721 0 0
EQUINIX INC COM NEW 29444U502 2,619 14,180 SH   DFND 1 14,180 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,564 78,607 SH   DFND 1 78,607 0 0
ERIE INDTY CO CL A 29530P102 690 8,654 SH   DFND 1 8,654 0 0
EVEREST RE GROUP LTD COM G3223R108 2,020 15,751 SH   DFND 1 15,751 0 0
EXELIS INC COM 30162A108 4,950 358,983 SH   DFND 3 358,983 0 0
EXELON CORP COM 30161N101 15,844 513,076 SH   DFND 1 513,076 0 0
EXELON CORP COM 30161N101 4,107 133,013 SH   DFND 3 133,013 0 0
EXPEDIA INC DEL COM NEW 30212P303 4,589 76,296 SH   DFND 1 76,296 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,453 38,235 SH   DFND 1 38,235 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 31,879 516,761 SH   DFND 1 516,761 0 0
EXXON MOBIL CORP COM 30231G102 160,932 1,781,203 SH   DFND 1 1,781,203 0 0
EXXON MOBIL CORP COM 30231G102 320 3,540 SH   SOLE   0 3,540 0
F M C CORP COM NEW 302491303 2,517 41,220 SH   DFND 1 41,220 0 0
F5 NETWORKS INC COM 315616102 1,568 22,785 SH   DFND 1 22,785 0 0
F5 NETWORKS INC COM 315616102 1,178 17,115 SH   SOLE   0 17,115 0
FACEBOOK INC CL A 30303M102 12,368 497,514 SH   DFND 1 497,514 0 0
FAMILY DLR STORES INC COM 307000109 1,839 29,521 SH   DFND 1 29,521 0 0
FAMILY DLR STORES INC COM 307000109 1,390 22,300 SH   SOLE   0 22,300 0
FASTENAL CO COM 311900104 2,172 47,369 SH   DFND 1 47,369 0 0
FEDERAL REALTY INVT TR SH BEN INT 313747206 1,944 18,751 SH   DFND 1 18,751 0 0
FEDEX CORP COM 31428X106 18,886 191,577 SH   DFND 1 191,577 0 0
FEDEX CORP COM 31428X106 6,063 61,506 SH   DFND 3 61,506 0 0
FEDEX CORP COM 31428X106 798 8,100 SH   SOLE   0 8,100 0
FIDELITY NATIONAL FINANCIA NOTE 4.25% 31620RAE5 6,058 4,600,000 PRN   SOLE 2 4,600,000 0 0
FIDELITY NATL INFORMATION COM 31620M106 6,881 160,622 SH   DFND 1 160,622 0 0
FIFTH THIRD BANCORP COM 316773100 8,357 462,997 SH   DFND 1 462,997 0 0
FIRST SOLAR INC COM 336433107 817 18,265 SH   DFND 1 18,265 0 0
FIRST SOLAR INC COM 336433107 2,290 51,205 SH   DFND 3 51,205 0 0
FIRSTENERGY CORP COM 337932107 12,518 335,243 SH   DFND 1 335,243 0 0
FIRSTENERGY CORP COM 337932107 3,818 102,259 SH   DFND 3 102,259 0 0
FISERV INC COM 337738108 3,529 40,368 SH   DFND 1 40,368 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 1,624 209,870 SH   DFND 1 209,870 0 0
FLOWSERVE CORP COM 34354P105 3,707 68,643 SH   DFND 1 68,643 0 0
FLUOR CORP NEW COM 343412102 1,932 32,572 SH   DFND 1 32,572 0 0
FMC TECHNOLOGIES INC COM 30249U101 3,950 70,950 SH   DFND 1 70,950 0 0
FOOT LOCKER INC COM 344849104 1,545 43,980 SH   DFND 1 43,980 0 0
FORD MTR CO DEL COM PAR $0. 345370860 29,717 1,920,936 SH   DFND 1 1,920,936 0 0
FORD MTR CO DEL COM PAR $0. 345370860 6,328 409,038 SH   DFND 3 409,038 0 0
FOREST LABS INC COM 345838106 3,286 80,148 SH   DFND 1 80,148 0 0
FOREST LABS INC COM 345838106 6,304 153,766 SH   DFND 3 153,766 0 0
FORTUNE BRANDS HOME & SEC COM 34964C106 1,135 29,288 SH   DFND 1 29,288 0 0
FOSSIL GROUP INC COM 34988V106 1,844 17,850 SH   DFND 1 17,850 0 0
FOSTER WHEELER AG COM H27178104 719 33,139 SH   DFND 1 33,139 0 0
FOSTER WHEELER AG COM H27178104 3,355 154,519 SH   DFND 3 154,519 0 0
FRANCO NEVADA CORP COM 351858105 1,556 43,234 SH   DFND 1 43,234 0 0
FRANCO NEVADA CORP COM 351858105 3,291 92,000 SH   DFND 3 92,000 0 0
FRANKLIN RES INC COM 354613101 5,655 41,577 SH   DFND 1 41,577 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 20,193 731,352 SH   DFND 1 731,352 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 1,694 61,356 SH   DFND 3 61,356 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 313 11,350 SH   SOLE   0 11,350 0
FRONTIER COMMUNICATIONS CO COM 35906A108 1,186 292,763 SH   DFND 1 292,763 0 0
FRONTIER COMMUNICATIONS CO COM 35906A108 1,681 414,946 SH   DFND 3 414,946 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,431 32,761 SH   DFND 1 32,761 0 0
GAMESTOP CORP NEW CL A 36467W109 1,570 37,359 SH   DFND 1 37,359 0 0
GANNETT INC COM 364730101 1,708 69,814 SH   DFND 1 69,814 0 0
GAP INC DEL COM 364760108 3,451 82,710 SH   DFND 1 82,710 0 0
GARMIN LTD SHS H2906T109 1,572 43,466 SH   DFND 1 43,466 0 0
GENERAL DYNAMICS CORP COM 369550108 973 12,419 SH   DFND 1 12,419 0 0
GENERAL ELECTRIC CO COM 369604103 106,492 4,592,136 SH   DFND 1 4,592,136 0 0
GENERAL ELECTRIC CO COM 369604103 16,629 717,063 SH   DFND 3 717,063 0 0
GENERAL GROWTH PPTYS INC N COM 370023103 3,221 162,098 SH   DFND 1 162,098 0 0
GENERAL MLS INC COM 370334104 11,885 244,903 SH   DFND 1 244,903 0 0
GENERAL MLS INC COM 370334104 4,963 102,259 SH   DFND 3 102,259 0 0
GENERAL MTRS CO COM 37045V100 9,012 270,562 SH   DFND 1 270,562 0 0
GENERAL MTRS CO COM 37045V100 3,065 92,000 SH   DFND 3 92,000 0 0
GENTEX CORP COM 371901109 945 41,001 SH   DFND 1 41,001 0 0
GENUINE PARTS CO COM 372460105 2,187 28,015 SH   DFND 1 28,015 0 0
GENWORTH FINL INC COM CL A 37247D106 12,629 1,106,815 SH   DFND 1 1,106,815 0 0
GERDAU S A SPONSORED A 373737105 99 17,300 SH   DFND 1 17,300 0 0
GIANT INTERACTIVE GROUP IN ADR 374511103 4,396 548,867 SH   DFND 1 548,867 0 0
GILDAN ACTIVEWEAR INC COM 375916103 893 21,909 SH   SOLE   0 21,909 0
GILEAD SCIENCES INC COM 375558103 38,981 761,190 SH   DFND 1 761,190 0 0
GILEAD SCIENCES INC COM 375558103 5,237 102,259 SH   DFND 3 102,259 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 3,851 1,700,000 PRN   DFND 2 1,700,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 8,607 3,800,000 PRN   SOLE 2 3,800,000 0 0
GOLDCORP INC NEW COM 380956409 4,043 161,886 SH   DFND 1 161,886 0 0
GOLDCORP INC NEW COM 380956409 12,582 508,778 SH   DFND 3 508,778 0 0
GOLDCORP INC NEW NOTE 2.00% 380956AB8 5,066 5,000,000 PRN   DFND 2 5,000,000 0 0
GOLDCORP INC NEW NOTE 2.00% 380956AB8 3,445 3,400,000 PRN   SOLE 2 3,400,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 33,590 222,085 SH   DFND 1 222,085 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,745 51,205 SH   DFND 3 51,205 0 0
GOODRICH PETE CORP NOTE 5.00% 382410AC2 3,990 4,000,000 PRN   DFND 2 4,000,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,034 67,615 SH   DFND 1 67,615 0 0
GOOGLE INC CL A 38259P508 90,419 102,706 SH   DFND 1 102,706 0 0
GRAINGER W W INC COM 384802104 4,542 18,012 SH   DFND 1 18,012 0 0
GREEN MTN COFFEE ROASTERS COM 393122106 3,253 43,340 SH   DFND 1 43,340 0 0
GROUP 1 AUTOMOTIVE INC FRNT 2.25% 398905AE9 20,325 17,000,000 PRN   DFND 2 17,000,000 0 0
GROUPE CGI INC CL A SUB VT 39945C109 2,200 74,697 SH   DFND 1 74,697 0 0
GRUPO TELEVISA SA SPON ADR RE 40049J206 769 30,977 SH   DFND 1 30,977 0 0
HALLIBURTON CO COM 406216101 26,527 635,823 SH   DFND 1 635,823 0 0
HARLEY DAVIDSON INC COM 412822108 3,781 68,964 SH   DFND 1 68,964 0 0
HARMAN INTL INDS INC COM 413086109 1,064 19,634 SH   DFND 1 19,634 0 0
HARRIS CORP DEL COM 413875105 1,750 35,532 SH   DFND 1 35,532 0 0
HARTFORD FINL SVCS GROUP I COM 416515104 15,190 491,255 SH   DFND 1 491,255 0 0
HASBRO INC COM 418056107 1,701 37,948 SH   DFND 1 37,948 0 0
HCA HOLDINGS INC COM 40412C101 2,498 69,280 SH   DFND 1 69,280 0 0
HCP INC COM 40414L109 5,029 110,682 SH   DFND 1 110,682 0 0
HDFC BANK LTD ADR REPS 3 40415F101 394 10,882 SH   SOLE   0 10,882 0
HEALTH CARE REIT INC COM 42217K106 5,596 83,491 SH   DFND 1 83,491 0 0
HEALTH CARE REIT INC NOTE 3.00%1 42217KAR7 22,757 17,167,000 PRN   DFND 2 17,167,000 0 0
HEALTH CARE REIT INC NOTE 3.00%1 42217KAR7 5,037 3,800,000 PRN   SOLE 2 3,800,000 0 0
HEARTWARE INTL INC NOTE 3.50%1 422368AA8 29,022 23,300,000 PRN   DFND 2 23,300,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,463 32,400 SH   DFND 1 32,400 0 0
HERSHEY CO COM 427866108 2,648 29,663 SH   DFND 1 29,663 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,574 103,790 SH   DFND 1 103,790 0 0
HESS CORP COM 42809H107 9,376 141,019 SH   DFND 1 141,019 0 0
HEWLETT PACKARD CO COM 428236103 25,185 1,015,514 SH   DFND 1 1,015,514 0 0
HEWLETT PACKARD CO COM 428236103 3,794 152,983 SH   DFND 3 152,983 0 0
HILLSHIRE BRANDS CO COM 432589109 1,195 36,122 SH   DFND 1 36,122 0 0
HOLLYFRONTIER CORP COM 436106108 2,531 59,160 SH   DFND 1 59,160 0 0
HOME DEPOT INC COM 437076102 24,337 314,142 SH   DFND 1 314,142 0 0
HONEYWELL INTL INC COM 438516106 68,913 868,576 SH   DFND 1 868,576 0 0
HORMEL FOODS CORP COM 440452100 1,620 41,979 SH   DFND 1 41,979 0 0
HORNBECK OFFSHORE SVCS INC FRNT 1.625% 440543AE6 22,151 19,200,000 PRN   DFND 2 19,200,000 0 0
HOSPIRA INC COM 441060100 1,225 31,967 SH   DFND 1 31,967 0 0
HOSPITALITY PPTYS TR COM SH BEN 44106M102 948 36,080 SH   DFND 1 36,080 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,408 557,696 SH   DFND 1 557,696 0 0
HUDSON CITY BANCORP COM 443683107 860 93,924 SH   DFND 1 93,924 0 0
HUMANA INC COM 444859102 14,470 171,483 SH   DFND 1 171,483 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,906 26,382 SH   DFND 1 26,382 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,946 247,017 SH   DFND 1 247,017 0 0
IAC INTERACTIVECORP COM PAR $.0 44919P508 1,121 23,576 SH   DFND 1 23,576 0 0
IAMGOLD CORP COM 450913108 449 106,260 SH   DFND 1 106,260 0 0
ICICI BK LTD ADR 45104G104 1,418 37,066 SH   SOLE   0 37,066 0
IHS INC CL A 451734107 1,857 17,790 SH   DFND 1 17,790 0 0
ILLINOIS TOOL WKS INC COM 452308109 35,781 517,294 SH   DFND 1 517,294 0 0
ILLUMINA INC COM 452327109 2,673 35,719 SH   DFND 1 35,719 0 0
IMPERIAL OIL LTD COM NEW 453038408 4,995 130,128 SH   DFND 1 130,128 0 0
INFOSYS LTD SPONSORED A 456788108 1,966 47,738 SH   DFND 1 47,738 0 0
INGERSOLL-RAND PLC SHS G47791101 5,026 90,523 SH   DFND 1 90,523 0 0
INSULET CORP NOTE 3.75% 45784PAC5 33,702 25,750,000 PRN   DFND 2 25,750,000 0 0
INTEGRA LIFESCIENCES HLDGS NOTE 1.625% 457985AK5 8,204 8,350,000 PRN   DFND 2 8,350,000 0 0
INTEL CORP COM 458140100 54,003 2,229,674 SH   DFND 1 2,229,674 0 0
INTEL CORP COM 458140100 6,175 254,971 SH   DFND 3 254,971 0 0
INTEL CORP SDCV 2.95% 458140AD2 88,175 80,850,000 PRN   DFND 2 80,850,000 0 0
INTEL CORP SDCV 2.95% 458140AD2 9,815 9,000,000 PRN   SOLE 2 9,000,000 0 0
INTEL CORP SDCV 3.25% 458140AF7 1,276 1,000,000 PRN   DFND 2 1,000,000 0 0
INTERCONTINENTALEXCHANGE I COM 45865V100 3,793 21,339 SH   DFND 1 21,339 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 94,244 493,138 SH   DFND 1 493,138 0 0
INTERNATIONAL BUSINESS MAC COM 459200101 5,964 31,206 SH   DFND 3 31,206 0 0
INTERNATIONAL FLAVORS&FRAG COM 459506101 1,760 23,411 SH   DFND 1 23,411 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 1,410 84,409 SH   DFND 1 84,409 0 0
INTERNATIONAL GAME TECHNOL COM 459902102 2,564 153,464 SH   DFND 3 153,464 0 0
INTERNATIONAL GAME TECHNOL NOTE 3.25% 459902AQ5 28,823 27,000,000 PRN   DFND 2 27,000,000 0 0
INTERNATIONAL GAME TECHNOL NOTE 3.25% 459902AQ5 5,604 5,250,000 PRN   SOLE 2 5,250,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,259 86,540 SH   DFND 1 86,540 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,464 306,778 SH   DFND 3 306,778 0 0
INTL PAPER CO COM 460146103 14,933 337,004 SH   DFND 1 337,004 0 0
INTL PAPER CO COM 460146103 3,625 81,808 SH   DFND 3 81,808 0 0
INTREPID POTASH INC COM 46121Y102 2,326 122,109 SH   DFND 3 122,109 0 0
INTUIT COM 461202103 5,195 85,127 SH   DFND 1 85,127 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,819 7,539 SH   DFND 1 7,539 0 0
INVESCO LTD SHS G491BT108 2,791 87,765 SH   DFND 1 87,765 0 0
INVESTMENT TECHNOLOGY GRP COM 46145F105 1,370 98,003 SH   DFND 3 98,003 0 0
IRON MTN INC COM 462846106 1,407 52,880 SH   DFND 1 52,880 0 0
ISHARES INC MSCI SINGAP 464286673 11,863 927,500 SH   SOLE   0 927,500 0
ISHARES TR S&P 500 IND 464287200 68,489 425,475 SH   SOLE   0 425,475 0
ISHARES TR MSCI EMERG 464287234 3,767 97,660 SH   DFND 1 97,660 0 0
ISHARES TR RUSSELL 300 464287689 63,024 653,774 SH   DFND 1 653,774 0 0
ISHARES TR CALL 464287904 2 150,000 SH   DFND 2 150,000 0 0
ISHARES TR PUT 464287954 252 450,000 SH   DFND 2 450,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR RE 465562106 634 49,038 SH   DFND 1 49,038 0 0
IXIA NOTE 3.00%1 45071RAB5 30,048 25,000,000 PRN   DFND 2 25,000,000 0 0
JABIL CIRCUIT INC COM 466313103 12,384 607,659 SH   DFND 1 607,659 0 0
JABIL CIRCUIT INC COM 466313103 3,133 153,711 SH   DFND 3 153,711 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,364 24,736 SH   DFND 1 24,736 0 0
JANUS CAP GROUP INC COM 47102X105 3,926 461,297 SH   DFND 3 461,297 0 0
JEFFERIES GROUP INC NEW DBCV 3.875% 472319AG7 4,390 4,100,000 PRN   SOLE 2 4,100,000 0 0
JOHNSON & JOHNSON COM 478160104 86,902 1,012,139 SH   DFND 1 1,012,139 0 0
JOHNSON & JOHNSON COM 478160104 5,255 61,208 SH   SOLE   0 61,208 0
JOHNSON CTLS INC COM 478366107 16,445 459,477 SH   DFND 1 459,477 0 0
JOHNSON CTLS INC COM 478366107 2,928 81,808 SH   DFND 3 81,808 0 0
JONES GROUP INC COM 48020T101 2,833 206,025 SH   DFND 3 206,025 0 0
JOY GLOBAL INC COM 481165108 1,511 31,133 SH   DFND 1 31,133 0 0
JOY GLOBAL INC COM 481165108 4,463 91,958 SH   DFND 3 91,958 0 0
JOY GLOBAL INC COM 481165108 2,310 47,600 SH   SOLE   0 47,600 0
JPMORGAN CHASE & CO COM 46625H100 132,110 2,502,561 SH   DFND 1 2,502,561 0 0
JPMORGAN CHASE & CO COM 46625H100 8,101 153,464 SH   DFND 3 153,464 0 0
JUNIPER NETWORKS INC COM 48203R104 2,971 153,853 SH   DFND 1 153,853 0 0
JUNIPER NETWORKS INC COM 48203R104 3,941 204,067 SH   DFND 3 204,067 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,355 31,666 SH   DFND 1 31,666 0 0
KB FINANCIAL GROUP INC SPONSORED A 48241A105 219 7,408 SH   DFND 1 7,408 0 0
KBR INC COM 48242W106 3,323 102,259 SH   DFND 3 102,259 0 0
KBR INC COM 48242W106 1,540 47,385 SH   SOLE   0 47,385 0
KELLOGG CO COM 487836108 3,145 48,960 SH   DFND 1 48,960 0 0
KELLOGG CO COM 487836108 1,439 22,400 SH   SOLE   0 22,400 0
KEMET CORP COM NEW 488360207 82 20,000 SH   DFND 3 20,000 0 0
KEYCORP NEW COM 493267108 3,069 278,031 SH   DFND 1 278,031 0 0
KIMBERLY CLARK CORP COM 494368103 14,467 148,929 SH   DFND 1 148,929 0 0
KIMCO REALTY CORP COM 49446R109 2,059 96,103 SH   DFND 1 96,103 0 0
KINDER MORGAN INC DEL COM 49456B101 9,520 249,530 SH   DFND 1 249,530 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,706 331,051 SH   DFND 1 331,051 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,086 409,038 SH   DFND 3 409,038 0 0
KINROSS GOLD CORP COM NO PAR 496902404 462 89,620 SH   SOLE   0 89,620 0
KLA-TENCOR CORP COM 482480100 2,748 49,302 SH   DFND 1 49,302 0 0
KOHLS CORP COM 500255104 6,493 128,550 SH   DFND 1 128,550 0 0
KOHLS CORP COM 500255104 4,132 81,808 SH   DFND 3 81,808 0 0
KRAFT FOODS GROUP INC COM 50076Q106 8,726 156,189 SH   DFND 1 156,189 0 0
KRAFT FOODS GROUP INC COM 50076Q106 656 11,733 SH   SOLE   0 11,733 0
KROGER CO COM 501044101 26,552 768,724 SH   DFND 1 768,724 0 0
L BRANDS INC COM 501797104 18,639 378,453 SH   DFND 1 378,453 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,894 28,911 SH   DFND 1 28,911 0 0
LAM RESEARCH CORP COM 512807108 2,093 47,207 SH   DFND 1 47,207 0 0
LAS VEGAS SANDS CORP COM 517834107 4,525 85,491 SH   DFND 1 85,491 0 0
LAUDER ESTEE COS INC CL A 518439104 2,813 42,767 SH   DFND 1 42,767 0 0
LAUDER ESTEE COS INC CL A 518439104 1,269 19,300 SH   SOLE   0 19,300 0
LEGG MASON INC COM 524901105 1,224 39,476 SH   DFND 1 39,476 0 0
LEGG MASON INC COM 524901105 3,805 122,711 SH   DFND 3 122,711 0 0
LEGGETT & PLATT INC COM 524660107 804 25,873 SH   DFND 1 25,873 0 0
LENNAR CORP CL A 526057104 1,085 30,098 SH   DFND 1 30,098 0 0
LEUCADIA NATL CORP COM 527288104 1,928 73,530 SH   DFND 1 73,530 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,366 45,431 SH   DFND 1 45,431 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,403 35,389 SH   DFND 1 35,389 0 0
LIBERTY INTERACTIVE CORP LBT VENT CO 53071M880 901 10,594 SH   DFND 1 10,594 0 0
LIBERTY INTERACTIVE CORPOR INT COM SER 53071M104 3,619 157,294 SH   DFND 1 157,294 0 0
LIBERTY MEDIA CORP DELAWAR CL A 531229102 3,121 24,620 SH   DFND 1 24,620 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,280 34,627 SH   DFND 1 34,627 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 3,827 51,711 SH   DFND 1 51,711 0 0
LILLY ELI & CO COM 532457108 25,400 517,091 SH   DFND 1 517,091 0 0
LINCOLN NATL CORP IND COM 534187109 3,104 85,108 SH   DFND 1 85,108 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,587 43,065 SH   DFND 1 43,065 0 0
LINEAR TECHNOLOGY CORP NOTE 3.00% 535678AC0 46,037 44,000,000 PRN   DFND 2 44,000,000 0 0
LINKEDIN CORP COM CL A 53578A108 4,720 26,470 SH   DFND 1 26,470 0 0
LKQ CORP COM 501889208 2,028 78,750 SH   DFND 1 78,750 0 0
LOCKHEED MARTIN CORP COM 539830109 1,297 11,961 SH   DFND 1 11,961 0 0
LOEWS CORP COM 540424108 2,389 53,808 SH   DFND 1 53,808 0 0
LORILLARD INC COM 544147101 5,817 133,171 SH   DFND 1 133,171 0 0
LOWES COS INC COM 548661107 19,911 486,830 SH   DFND 1 486,830 0 0
LSI CORPORATION COM 502161102 1,185 165,938 SH   DFND 1 165,938 0 0
LULULEMON ATHLETICA INC COM 550021109 2,059 31,420 SH   DFND 1 31,420 0 0
LYONDELLBASELL INDUSTRIES SHS-A- N53745100 59,848 903,224 SH   DFND 1 903,224 0 0
M & T BK CORP COM 55261F104 2,687 24,046 SH   DFND 1 24,046 0 0
MACERICH CO COM 554382101 2,461 40,359 SH   DFND 1 40,359 0 0
MACYS INC COM 55616P104 5,638 117,456 SH   DFND 1 117,456 0 0
MACYS INC COM 55616P104 880 18,325 SH   SOLE   0 18,325 0
MAGNA INTL INC COM 559222401 4,934 68,932 SH   DFND 1 68,932 0 0
MAGNA INTL INC COM 559222401 2,140 29,894 SH   SOLE   0 29,894 0
MANITOWOC INC COM 563571108 2,767 154,519 SH   DFND 3 154,519 0 0
MANPOWERGROUP INC COM 56418H100 1,313 23,959 SH   DFND 1 23,959 0 0
MANULIFE FINL CORP COM 56501R106 11,274 700,708 SH   DFND 1 700,708 0 0
MANULIFE FINL CORP COM 56501R106 1,775 110,334 SH   SOLE   0 110,334 0
MARATHON OIL CORP COM 565849106 7,311 211,412 SH   DFND 1 211,412 0 0
MARATHON PETE CORP COM 56585A102 16,517 232,442 SH   DFND 1 232,442 0 0
MARKEL CORP COM 570535104 1,463 2,776 SH   DFND 1 2,776 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,744 43,189 SH   DFND 1 43,189 0 0
MARSH & MCLENNAN COS INC COM 571748102 9,310 233,219 SH   DFND 1 233,219 0 0
MARVELL TECHNOLOGY GROUP L ORD G5876H105 1,720 146,901 SH   DFND 1 146,901 0 0
MASCO CORP COM 574599106 2,072 106,303 SH   DFND 1 106,303 0 0
MASTERCARD INC CL A 57636Q104 12,645 22,010 SH   DFND 1 22,010 0 0
MATTEL INC COM 577081102 49,144 1,084,608 SH   DFND 1 1,084,608 0 0
MATTEL INC COM 577081102 720 15,900 SH   SOLE   0 15,900 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,384 85,834 SH   DFND 1 85,834 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,000 72,000 SH   DFND 3 72,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,564 22,229 SH   DFND 1 22,229 0 0
MCDERMOTT INTL INC COM 580037109 555 67,875 SH   DFND 1 67,875 0 0
MCDONALDS CORP COM 580135101 90,315 912,276 SH   DFND 1 912,276 0 0
MCDONALDS CORP COM 580135101 10,124 102,259 SH   DFND 3 102,259 0 0
MCGRAW HILL COS INC COM 580645109 7,984 150,110 SH   DFND 1 150,110 0 0
MCKESSON CORP COM 58155Q103 13,136 114,723 SH   DFND 1 114,723 0 0
MDU RES GROUP INC COM 552690109 1,416 54,658 SH   DFND 1 54,658 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,675 33,760 SH   DFND 1 33,760 0 0
MEADWESTVACO CORP COM 583334107 1,717 50,336 SH   DFND 1 50,336 0 0
MEDIVATION INC NOTE 2.625% 58501NAA9 24,705 19,500,000 PRN   DFND 2 19,500,000 0 0
MEDTRONIC INC COM 585055106 20,178 392,042 SH   DFND 1 392,042 0 0
MEDTRONIC INC COM 585055106 5,289 102,766 SH   DFND 3 102,766 0 0
MERCK & CO INC NEW COM 58933Y105 50,526 1,087,756 SH   DFND 1 1,087,756 0 0
MERCK & CO INC NEW COM 58933Y105 9,524 205,038 SH   DFND 3 205,038 0 0
MERCK & CO INC NEW COM 58933Y105 680 14,650 SH   SOLE   0 14,650 0
METLIFE INC COM 59156R108 24,364 532,424 SH   DFND 1 532,424 0 0
METLIFE INC COM 59156R108 5,615 122,711 SH   DFND 3 122,711 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,571 106,298 SH   DFND 1 106,298 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,301 53,230 SH   DFND 1 53,230 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,340 35,974 SH   DFND 1 35,974 0 0
MICRON TECHNOLOGY INC COM 595112103 3,081 215,038 SH   DFND 1 215,038 0 0
MICROSOFT CORP COM 594918104 164,424 4,761,781 SH   DFND 1 4,761,781 0 0
MICROSOFT CORP COM 594918104 8,830 255,724 SH   DFND 3 255,724 0 0
MICROSOFT CORP COM 594918104 929 26,910 SH   SOLE   0 26,910 0
MOBILE TELESYSTEMS OJSC SPONSORED A 607409109 21,297 1,124,434 SH   DFND 1 1,124,434 0 0
MOHAWK INDS INC COM 608190104 1,370 12,175 SH   DFND 1 12,175 0 0
MOLEX INC COM 608554101 588 20,051 SH   DFND 1 20,051 0 0
MOLEX INC CL A 608554200 542 21,800 SH   DFND 1 21,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,198 45,922 SH   DFND 1 45,922 0 0
MOLSON COORS BREWING CO NOTE 2.50% 60871RAA8 6,573 6,500,000 PRN   DFND 2 6,500,000 0 0
MOLSON COORS BREWING CO NOTE 2.50% 60871RAA8 3,742 3,700,000 PRN   SOLE 2 3,700,000 0 0
MOLYCORP INC DEL COM 608753109 1,014 163,615 SH   DFND 3 163,615 0 0
MONDELEZ INTL INC CL A 609207105 28,532 1,000,080 SH   DFND 1 1,000,080 0 0
MONDELEZ INTL INC CL A 609207105 1,004 35,200 SH   SOLE   0 35,200 0
MONSANTO CO NEW COM 61166W101 14,857 150,378 SH   DFND 1 150,378 0 0
MONSANTO CO NEW COM 61166W101 526 5,325 SH   SOLE   0 5,325 0
MONSTER BEVERAGE CORP COM 611740101 2,348 38,640 SH   DFND 1 38,640 0 0
MONSTER WORLDWIDE INC COM 611742107 2,503 509,791 SH   DFND 3 509,791 0 0
MOODYS CORP COM 615369105 2,403 39,443 SH   DFND 1 39,443 0 0
MORGAN STANLEY COM NEW 617446448 28,402 1,162,593 SH   DFND 1 1,162,593 0 0
MORGAN STANLEY COM NEW 617446448 6,247 255,724 SH   DFND 3 255,724 0 0
MOSAIC CO NEW NEW 61945C103 2,961 55,025 SH   DFND 1 55,025 0 0
MOSAIC CO NEW NEW 61945C103 740 13,750 SH   SOLE   0 13,750 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,709 46,933 SH   DFND 1 46,933 0 0
MURPHY OIL CORP COM 626717102 6,966 114,396 SH   DFND 1 114,396 0 0
MYLAN INC COM 628530107 4,407 142,012 SH   DFND 1 142,012 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,288 84,145 SH   DFND 1 84,145 0 0
NATIONAL OILWELL VARCO INC COM 637071101 14,197 206,058 SH   DFND 1 206,058 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,640 81,856 SH   DFND 3 81,856 0 0
NATIONAL RETAIL PPTYS INC NOTE 5.125% 637417AC0 5,302 3,900,000 PRN   SOLE 2 3,900,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,692 133,013 SH   DFND 3 133,013 0 0
NAVISTAR INTL CORP NEW NOTE 3.00% 63934EAL2 6,834 7,000,000 PRN   DFND 2 7,000,000 0 0
NCR CORP NEW COM 62886E108 1,529 46,333 SH   DFND 1 46,333 0 0
NETAPP INC COM 64110D104 4,049 107,175 SH   DFND 1 107,175 0 0
NETFLIX INC COM 64110L106 2,064 9,779 SH   DFND 1 9,779 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,736 204,519 SH   DFND 3 204,519 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,232 87,988 SH   DFND 1 87,988 0 0
NEWELL RUBBERMAID INC COM 651229106 1,441 54,879 SH   DFND 1 54,879 0 0
NEWFIELD EXPL CO COM 651290108 3,692 154,558 SH   DFND 1 154,558 0 0
NEWMONT MINING CORP COM 651639106 9,491 316,881 SH   DFND 1 316,881 0 0
NEWMONT MINING CORP COM 651639106 13,649 455,724 SH   DFND 3 455,724 0 0
NEWMONT MINING CORP COM 651639106 578 19,285 SH   SOLE   0 19,285 0
NEWMONT MINING CORP NOTE 1.625% 651639AJ5 2,306 2,150,000 PRN   SOLE 2 2,150,000 0 0
NEWS CORP CL A 65248E104 9,240 283,438 SH   DFND 1 283,438 0 0
NEWS CORP CL B 65248E203 2,449 74,631 SH   DFND 1 74,631 0 0
NEXTERA ENERGY INC COM 65339F101 6,697 82,192 SH   DFND 1 82,192 0 0
NIELSEN HOLDINGS N V COM N63218106 1,663 49,510 SH   DFND 1 49,510 0 0
NIKE INC CL B 654106103 7,632 119,844 SH   DFND 1 119,844 0 0
NISOURCE INC COM 65473P105 2,594 90,589 SH   DFND 1 90,589 0 0
NOBLE CORPORATION BAAR NAMEN-AKT H5833N103 2,804 74,607 SH   DFND 1 74,607 0 0
NOBLE CORPORATION BAAR NAMEN-AKT H5833N103 3,082 82,000 SH   DFND 3 82,000 0 0
NOBLE ENERGY INC COM 655044105 6,265 104,342 SH   DFND 1 104,342 0 0
NOKIA CORP SPONSORED A 654902204 2,678 715,967 SH   DFND 3 715,967 0 0
NORDSTROM INC COM 655664100 2,770 46,212 SH   DFND 1 46,212 0 0
NORFOLK SOUTHERN CORP COM 655844108 18,534 255,116 SH   DFND 1 255,116 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,705 51,000 SH   DFND 3 51,000 0 0
NORTHEAST UTILS COM 664397106 3,899 92,796 SH   DFND 1 92,796 0 0
NORTHERN TR CORP COM 665859104 4,100 70,818 SH   DFND 1 70,818 0 0
NORTHROP GRUMMAN CORP COM 666807102 21,276 256,958 SH   DFND 1 256,958 0 0
NOVELLUS SYS INC NOTE 2.625% 670008AD3 31,258 22,100,000 PRN   DFND 2 22,100,000 0 0
NOVELLUS SYS INC NOTE 2.625% 670008AD3 9,052 6,400,000 PRN   SOLE 2 6,400,000 0 0
NRG ENERGY INC COM NEW 629377508 2,608 97,672 SH   DFND 1 97,672 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,241 67,522 SH   DFND 1 67,522 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,807 152,711 SH   DFND 3 152,711 0 0
NUANCE COMMUNICATIONS INC DBCV 2.75% 67020YAB6 24,347 21,000,000 PRN   DFND 2 21,000,000 0 0
NUCOR CORP COM 670346105 4,052 93,539 SH   DFND 1 93,539 0 0
NUCOR CORP COM 670346105 3,104 71,657 SH   DFND 3 71,657 0 0
NUVASIVE INC NOTE 2.75% 670704AC9 6,245 6,300,000 PRN   DFND 2 6,300,000 0 0
NVIDIA CORP COM 67066G104 2,453 174,818 SH   DFND 1 174,818 0 0
NVIDIA CORP COM 67066G104 4,304 306,778 SH   DFND 3 306,778 0 0
NVR INC COM 62944T105 893 969 SH   DFND 1 969 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,712 55,260 SH   DFND 1 55,260 0 0
NYSE EURONEXT COM 629491101 3,052 73,709 SH   DFND 1 73,709 0 0
O REILLY AUTOMOTIVE INC NE COM 67103H107 3,756 33,353 SH   DFND 1 33,353 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 32,241 361,322 SH   DFND 1 361,322 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,475 61,356 SH   DFND 3 61,356 0 0
OI S.A. SPN ADR REP 670851203 45 24,774 SH   DFND 1 24,774 0 0
OLD REP INTL CORP COM 680223104 968 75,203 SH   DFND 1 75,203 0 0
OLD REP INTL CORP NOTE 3.75% 680223AH7 1,464 1,300,000 PRN   SOLE 2 1,300,000 0 0
OMNICARE INC COM 681904108 1,974 41,370 SH   DFND 1 41,370 0 0
OMNICARE INC DBCV 3.25%1 681904AL2 8,280 8,000,000 PRN   DFND 2 8,000,000 0 0
OMNICOM GROUP INC COM 681919106 2,989 47,542 SH   DFND 1 47,542 0 0
ONEOK INC NEW COM 682680103 2,504 60,610 SH   DFND 1 60,610 0 0
OPEN TEXT CORP COM 683715106 606 8,814 SH   SOLE   0 8,814 0
ORACLE CORP COM 68389X105 45,216 1,471,866 SH   DFND 1 1,471,866 0 0
OWENS ILL INC COM NEW 690768403 1,309 47,107 SH   DFND 1 47,107 0 0
PACCAR INC COM 693718108 3,683 68,628 SH   DFND 1 68,628 0 0
PALL CORP COM 696429307 2,238 33,696 SH   DFND 1 33,696 0 0
PARKER HANNIFIN CORP COM 701094104 4,326 45,350 SH   DFND 1 45,350 0 0
PARTNERRE LTD COM G6852T105 1,731 19,116 SH   DFND 1 19,116 0 0
PATTERSON COMPANIES INC COM 703395103 1,245 33,110 SH   DFND 1 33,110 0 0
PATTERSON UTI ENERGY INC COM 703481101 866 44,722 SH   DFND 1 44,722 0 0
PAYCHEX INC COM 704326107 2,421 66,280 SH   DFND 1 66,280 0 0
PEABODY ENERGY CORP COM 704549104 736 50,289 SH   DFND 1 50,289 0 0
PEABODY ENERGY CORP COM 704549104 1,947 133,013 SH   DFND 3 133,013 0 0
PEMBINA PIPELINE CORP COM 706327103 2,708 88,020 SH   DFND 1 88,020 0 0
PENN WEST PETE LTD NEW COM 707887105 1,468 138,365 SH   DFND 1 138,365 0 0
PENNEY J C INC COM 708160106 749 43,848 SH   DFND 1 43,848 0 0
PENNEY J C INC COM 708160106 1,573 92,109 SH   DFND 3 92,109 0 0
PENTAIR LTD SHS H6169Q108 3,551 61,561 SH   DFND 1 61,561 0 0
PEOPLES UNITED FINANCIAL I COM 712704105 988 66,307 SH   DFND 1 66,307 0 0
PEPCO HOLDINGS INC COM 713291102 1,346 66,757 SH   DFND 1 66,757 0 0
PEPSICO INC COM 713448108 37,291 455,932 SH   DFND 1 455,932 0 0
PERRIGO CO COM 714290103 3,248 26,847 SH   DFND 1 26,847 0 0
PETROLEO BRASILEIRO SA PET SP ADR NON 71654V101 534 36,433 SH   DFND 1 36,433 0 0
PETSMART INC COM 716768106 2,120 31,652 SH   DFND 1 31,652 0 0
PFIZER INC COM 717081103 119,791 4,276,724 SH   DFND 1 4,276,724 0 0
PFIZER INC COM 717081103 861 30,750 SH   SOLE   0 30,750 0
PG&E CORP COM 69331C108 10,324 225,756 SH   DFND 1 225,756 0 0
PHILIP MORRIS INTL INC COM 718172109 69,728 804,989 SH   DFND 1 804,989 0 0
PHILIP MORRIS INTL INC COM 718172109 1,198 13,825 SH   SOLE   0 13,825 0
PHILLIPS 66 COM 718546104 17,982 305,249 SH   DFND 1 305,249 0 0
PINNACLE WEST CAP CORP COM 723484101 1,765 31,823 SH   DFND 1 31,823 0 0
PIONEER NAT RES CO COM 723787107 5,706 39,418 SH   DFND 1 39,418 0 0
PLUM CREEK TIMBER CO INC COM 729251108 1,415 30,327 SH   DFND 1 30,327 0 0
PNC FINL SVCS GROUP INC COM 693475105 17,992 246,741 SH   DFND 1 246,741 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,734 51,205 SH   DFND 3 51,205 0 0
POSCO SPONSORED A 693483109 388 5,960 SH   DFND 1 5,960 0 0
POTASH CORP SASK INC COM 73755L107 11,788 307,296 SH   DFND 1 307,296 0 0
POTASH CORP SASK INC COM 73755L107 5,459 143,163 SH   DFND 3 143,163 0 0
POTASH CORP SASK INC COM 73755L107 1,925 50,185 SH   SOLE   0 50,185 0
PPG INDS INC COM 693506107 3,658 24,982 SH   DFND 1 24,982 0 0
PPL CORP COM 69351T106 3,936 130,086 SH   DFND 1 130,086 0 0
PRAXAIR INC COM 74005P104 36,543 317,326 SH   DFND 1 317,326 0 0
PRAXAIR INC COM 74005P104 5,897 51,205 SH   DFND 3 51,205 0 0
PRECISION CASTPARTS CORP COM 740189105 12,510 55,351 SH   DFND 1 55,351 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3,337 390,237 SH   DFND 3 390,237 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,439 74,352 SH   DFND 1 74,352 0 0
PRICELINE COM INC COM NEW 741503403 12,305 14,877 SH   DFND 1 14,877 0 0
PRICELINE COM INC DEBT 1.00% 741503AQ9 7,680 6,600,000 PRN   SOLE 2 6,600,000 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 3,331 88,945 SH   DFND 1 88,945 0 0
PRINCIPLE FINANCIAL GROUP COM 74251V102 1,918 51,205 SH   DFND 3 51,205 0 0
PROCTER & GAMBLE CO COM 742718109 78,632 1,021,331 SH   DFND 1 1,021,331 0 0
PROCTER & GAMBLE CO COM 742718109 4,085 53,060 SH   SOLE   0 53,060 0
PROGRESSIVE CORP OHIO COM 743315103 4,835 190,197 SH   DFND 1 190,197 0 0
PROLOGIS INC COM 74340W103 5,097 135,122 SH   DFND 1 135,122 0 0
PROSPECT CAPITAL CORPORATI MTNF 5.375% 74348TAK8 3,936 3,800,000 PRN   SOLE 2 3,800,000 0 0
PRUDENTIAL FINL INC COM 744320102 12,610 172,672 SH   DFND 1 172,672 0 0
PUBLIC STORAGE COM 74460D109 14,015 91,405 SH   DFND 1 91,405 0 0
PUBLIC SVC ENTERPRISE GROU COM 744573106 3,199 97,944 SH   DFND 1 97,944 0 0
PULTE GROUP INC COM 745867101 1,751 92,300 SH   DFND 1 92,300 0 0
PVH CORP COM 693656100 2,724 21,780 SH   DFND 1 21,780 0 0
QEP RES INC COM 74733V100 900 32,393 SH   DFND 1 32,393 0 0
QIAGEN NV REG SHS N72482107 1,236 62,112 SH   DFND 1 62,112 0 0
QIAGEN NV REG SHS N72482107 19,782 993,827 SH   DFND 3 993,827 0 0
QIAGEN NV REG SHS N72482107 538 27,052 SH   SOLE   0 27,052 0
QIHOO 360 TECHNOLOGY CO LT ADS 74734M109 971 21,025 SH   SOLE   0 21,025 0
QUALCOMM INC COM 747525103 83,580 1,368,362 SH   DFND 1 1,368,362 0 0
QUALCOMM INC COM 747525103 9,406 154,000 SH   DFND 3 154,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,797 46,131 SH   DFND 1 46,131 0 0
QUESTAR CORP COM 748356102 757 31,720 SH   DFND 1 31,720 0 0
RACKSPACE HOSTING INC COM 750086100 1,189 31,390 SH   DFND 1 31,390 0 0
RALPH LAUREN CORP CL A 751212101 3,093 17,803 SH   DFND 1 17,803 0 0
RANGE RES CORP COM 75281A109 3,668 47,443 SH   DFND 1 47,443 0 0
RAYONIER INC COM 754907103 2,052 37,045 SH   DFND 1 37,045 0 0
RAYTHEON CO COM NEW 755111507 5,779 87,397 SH   DFND 1 87,397 0 0
REALTY INCOME CORP COM 756109104 2,244 53,520 SH   DFND 1 53,520 0 0
RED HAT INC COM 756577102 2,462 51,483 SH   DFND 1 51,483 0 0
REGENCY CTRS CORP COM 758849103 1,355 26,666 SH   DFND 1 26,666 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,633 20,604 SH   DFND 1 20,604 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 3,877 406,817 SH   DFND 1 406,817 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,303 15,012 SH   DFND 1 15,012 0 0
REPUBLIC SVCS INC COM 760759100 2,323 68,438 SH   DFND 1 68,438 0 0
RESEARCH IN MOTION LTD COM 760975102 1,911 180,401 SH   DFND 1 180,401 0 0
RESEARCH IN MOTION LTD COM 760975102 4,782 456,778 SH   DFND 3 456,778 0 0
REYNOLDS AMERICAN INC COM 761713106 4,660 96,345 SH   DFND 1 96,345 0 0
ROBERT HALF INTL INC COM 770323103 1,391 41,859 SH   DFND 1 41,859 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,661 56,063 SH   DFND 1 56,063 0 0
ROCKWELL COLLINS INC COM 774341101 3,379 53,286 SH   DFND 1 53,286 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 5,508 139,829 SH   DFND 1 139,829 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 652 16,552 SH   SOLE   0 16,552 0
ROPER INDS INC NEW COM 776696106 3,555 28,619 SH   DFND 1 28,619 0 0
ROSS STORES INC COM 778296103 8,526 131,552 SH   DFND 1 131,552 0 0
ROSS STORES INC COM 778296103 1,542 23,800 SH   SOLE   0 23,800 0
ROWAN COMPANIES PLC SHS CL A G7665A101 1,233 36,204 SH   DFND 1 36,204 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 29,672 506,437 SH   DFND 1 506,437 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,238 72,335 SH   SOLE   0 72,335 0
ROYAL CARIBBEAN CRUISES LT COM V7780T103 1,568 47,016 SH   DFND 1 47,016 0 0
ROYAL GOLD INC NOTE 2.875% 780287AA6 1,366 1,500,000 PRN   DFND 2 1,500,000 0 0
RTI INTL METALS INC NOTE 1.625% 74973WAB3 28,389 30,000,000 PRN   DFND 2 30,000,000 0 0
RYDER SYS INC COM 783549108 8,837 145,370 SH   DFND 1 145,370 0 0
SAFEWAY INC COM NEW 786514208 1,789 75,620 SH   DFND 1 75,620 0 0
SAIC INC COM 78390X101 1,355 97,270 SH   DFND 1 97,270 0 0
SAIC INC COM 78390X101 2,849 204,519 SH   DFND 3 204,519 0 0
SALESFORCE COM INC COM 79466L302 4,262 111,630 SH   DFND 1 111,630 0 0
SALIX PHARMACEUTICALS INC NOTE 2.75% 795435AC0 42,006 27,500,000 PRN   DFND 2 27,500,000 0 0
SANDISK CORP COM 80004C101 4,334 70,931 SH   DFND 1 70,931 0 0
SANDISK CORP NOTE 1.50% 80004CAD3 70,919 53,000,000 PRN   DFND 2 53,000,000 0 0
SANOFI RIGHT 12/31 80105N113 76 39,193 SH   DFND 1 39,193 0 0
SBA COMMUNICATIONS CORP COM 78388J106 2,652 35,785 SH   DFND 1 35,785 0 0
SCANA CORP NEW COM 80589M102 1,846 37,592 SH   DFND 1 37,592 0 0
SCHEIN HENRY INC COM 806407102 2,519 26,311 SH   DFND 1 26,311 0 0
SCHLUMBERGER LTD COM 806857108 63,669 888,492 SH   DFND 1 888,492 0 0
SCHLUMBERGER LTD COM 806857108 5,876 82,000 SH   DFND 3 82,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 6,890 324,538 SH   DFND 1 324,538 0 0
SCRIPPS NETWORKS INTERACT CL A COM 811065101 1,812 27,136 SH   DFND 1 27,136 0 0
SEADRILL LIMITED SHS G7945E105 3,846 95,303 SH   DFND 1 95,303 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,859 108,386 SH   DFND 1 108,386 0 0
SEALED AIR CORP NEW COM 81211K100 1,335 55,734 SH   DFND 1 55,734 0 0
SEALED AIR CORP NEW COM 81211K100 3,683 153,766 SH   DFND 3 153,766 0 0
SEARS HLDGS CORP COM 812350106 350 8,326 SH   DFND 1 8,326 0 0
SEI INVESTMENTS CO COM 784117103 1,124 39,529 SH   DFND 1 39,529 0 0
SEMPRA ENERGY COM 816851109 5,857 71,641 SH   DFND 1 71,641 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,382 140,138 SH   DFND 1 140,138 0 0
SHERWIN WILLIAMS CO COM 824348106 4,449 25,193 SH   DFND 1 25,193 0 0
SHINHAN FINANCIAL GROUP CO SPN ADR RES 824596100 293 9,000 SH   DFND 1 9,000 0 0
SHIP FINANCE INTERNATIONAL NOTE 3.25% G81075AE6 20,095 21,000,000 PRN   DFND 2 21,000,000 0 0
SIGMA ALDRICH CORP COM 826552101 2,843 35,374 SH   DFND 1 35,374 0 0
SILVER WHEATON CORP COM 828336107 2,038 103,406 SH   DFND 1 103,406 0 0
SILVER WHEATON CORP COM 828336107 3,000 152,500 SH   DFND 3 152,500 0 0
SILVER WHEATON CORP COM 828336107 546 27,702 SH   SOLE   0 27,702 0
SIMON PPTY GROUP INC NEW COM 828806109 11,089 70,219 SH   DFND 1 70,219 0 0
SIRIUS XM RADIO INC COM 82967N108 3,232 964,883 SH   DFND 1 964,883 0 0
SL GREEN RLTY CORP COM 78440X101 2,372 26,895 SH   DFND 1 26,895 0 0
SLM CORP COM 78442P106 12,667 554,121 SH   DFND 1 554,121 0 0
SMITHFIELD FOODS INC COM 832248108 1,474 44,998 SH   DFND 1 44,998 0 0
SMUCKER J M CO COM NEW 832696405 3,374 32,706 SH   DFND 1 32,706 0 0
SOHU COM INC COM 83408W103 2,629 42,663 SH   DFND 1 42,663 0 0
SOUTHERN CO COM 842587107 6,697 151,756 SH   DFND 1 151,756 0 0
SOUTHERN COPPER CORP COM 84265V105 2,925 105,897 SH   DFND 1 105,897 0 0
SOUTHWEST AIRLS CO COM 844741108 726 56,291 SH   DFND 1 56,291 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,759 102,905 SH   DFND 1 102,905 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,995 82,000 SH   DFND 3 82,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 40,653 254,067 SH   DFND 1 254,067 0 0
SPECTRA ENERGY CORP COM 847560109 4,586 133,068 SH   DFND 1 133,068 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 7,895 1,124,593 SH   DFND 1 1,124,593 0 0
SPX CORP COM 784635104 1,086 15,089 SH   DFND 1 15,089 0 0
ST JUDE MED INC COM 790849103 8,046 176,334 SH   DFND 1 176,334 0 0
ST JUDE MED INC COM 790849103 4,666 102,259 SH   DFND 3 102,259 0 0
STANLEY BLACK & DECKER INC COM 854502101 12,329 159,497 SH   DFND 1 159,497 0 0
STAPLES INC COM 855030102 2,071 130,594 SH   DFND 1 130,594 0 0
STAPLES INC COM 855030102 3,244 204,519 SH   DFND 3 204,519 0 0
STARBUCKS CORP COM 855244109 8,710 132,995 SH   DFND 1 132,995 0 0
STARBUCKS CORP COM 855244109 4,130 63,060 SH   SOLE   0 63,060 0
STARWOOD HOTELS&RESORTS WR COM 85590A401 3,637 57,554 SH   DFND 1 57,554 0 0
STARWOOD PPTY TR INC NOTE 4.55% 85571BAA3 20,700 20,000,000 PRN   DFND 2 20,000,000 0 0
STARZ LIBRTY CAP 85571Q102 611 27,630 SH   DFND 1 27,630 0 0
STATE STR CORP COM 857477103 8,912 136,660 SH   DFND 1 136,660 0 0
STATE STR CORP COM 857477103 5,335 81,808 SH   DFND 3 81,808 0 0
STERICYCLE INC COM 858912108 1,587 14,373 SH   DFND 1 14,373 0 0
STERLITE INDS INDIA LTD NOTE 4.00% 859737AB4 4,884 5,000,000 PRN   DFND 2 5,000,000 0 0
STILLWATER MNG CO NOTE 1.75%1 86074QAL6 3,123 3,000,000 PRN   DFND 2 3,000,000 0 0
STRYKER CORP COM 863667101 3,457 53,452 SH   DFND 1 53,452 0 0
STRYKER CORP COM 863667101 3,312 51,205 SH   DFND 3 51,205 0 0
SUN LIFE FINL INC COM 866796105 5,139 172,543 SH   DFND 1 172,543 0 0
SUN LIFE FINL INC COM 866796105 825 27,696 SH   SOLE   0 27,696 0
SUNCOR ENERGY INC NEW COM 867224107 14,647 494,179 SH   DFND 1 494,179 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,785 93,967 SH   SOLE   0 93,967 0
SUNEDISON INC COM 86732Y109 2,089 255,724 SH   DFND 3 255,724 0 0
SUNPOWER CORP COM 867652406 5,062 244,519 SH   DFND 3 244,519 0 0
SUNPOWER CORP DBCV 4.75% 867652AC3 22,313 21,000,000 PRN   DFND 2 21,000,000 0 0
SUNTRUST BKS INC COM 867914103 3,788 119,983 SH   DFND 1 119,983 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 3,450 133,000 SH   DFND 3 133,000 0 0
SYMANTEC CORP COM 871503108 4,813 214,175 SH   DFND 1 214,175 0 0
SYNOPSYS INC COM 871607107 1,541 43,097 SH   DFND 1 43,097 0 0
SYSCO CORP COM 871829107 5,919 173,281 SH   DFND 1 173,281 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 1,723 94,043 SH   DFND 1 94,043 0 0
TAIWAN SEMICONDUCTOR MFG L SPONSORED A 874039100 1,013 55,285 SH   SOLE   0 55,285 0
TAKE-TWO INTERACTIVE SOFTW NOTE 1.75%1 874054AC3 36,402 33,000,000 PRN   DFND 2 33,000,000 0 0
TALISMAN ENERGY INC COM 87425E103 3,468 302,237 SH   DFND 1 302,237 0 0
TALISMAN ENERGY INC COM 87425E103 572 49,862 SH   SOLE   0 49,862 0
TARGET CORP COM 87612E106 26,461 384,279 SH   DFND 1 384,279 0 0
TATA MTRS LTD SPONSORED A 876568502 736 31,386 SH   SOLE   0 31,386 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,034 83,718 SH   DFND 1 83,718 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,743 126,105 SH   DFND 1 126,105 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,628 35,753 SH   DFND 3 35,753 0 0
TECK RESOURCES LTD CL B 878742204 4,733 220,294 SH   DFND 1 220,294 0 0
TECK RESOURCES LTD CL B 878742204 558 25,971 SH   SOLE   0 25,971 0
TECO ENERGY INC COM 872375100 661 38,458 SH   DFND 1 38,458 0 0
TELEFONICA BRASIL SA SPONSORED A 87936R106 620 27,181 SH   DFND 1 27,181 0 0
TELLABS INC COM 879664100 1,012 511,297 SH   DFND 3 511,297 0 0
TELUS CORP COM 87971M103 6,072 206,876 SH   DFND 1 206,876 0 0
TELUS CORP COM 87971M103 1,114 37,960 SH   SOLE   0 37,960 0
TERADATA CORP DEL COM 88076W103 1,562 31,100 SH   DFND 1 31,100 0 0
TEREX CORP NEW COM 880779103 2,420 92,000 SH   DFND 3 92,000 0 0
TESLA MTRS INC NOTE 1.50% 88160RAA9 17,185 15,200,000 PRN   DFND 2 15,200,000 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 333 5,500 SH   DFND 1 5,500 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 668 17,035 SH   DFND 1 17,035 0 0
TEVA PHARMACEUTICAL INDS L ADR 881624209 4,834 123,314 SH   DFND 3 123,314 0 0
TEXAS INSTRS INC COM 882508104 52,238 1,498,083 SH   DFND 1 1,498,083 0 0
THE ADT CORPORATION COM 00101J106 2,720 68,266 SH   DFND 1 68,266 0 0
THERAVANCE INC NOTE 2.125% 88338TAB0 4,641 3,000,000 PRN   DFND 2 3,000,000 0 0
THERMO FISHER SCIENTIFIC I COM 883556102 9,257 109,381 SH   DFND 1 109,381 0 0
THOMSON REUTERS CORP COM 884903105 4,086 124,534 SH   DFND 1 124,534 0 0
TIFFANY & CO NEW COM 886547108 2,581 35,431 SH   DFND 1 35,431 0 0
TIFFANY & CO NEW COM 886547108 568 7,800 SH   SOLE   0 7,800 0
TIM HORTONS INC COM 88706M103 2,536 46,628 SH   DFND 1 46,628 0 0
TIM HORTONS INC COM 88706M103 578 10,620 SH   SOLE   0 10,620 0
TIM PARTICIPACOES S A SPONSORED A 88706P205 381 20,499 SH   DFND 1 20,499 0 0
TIME WARNER CABLE INC COM 88732J207 10,041 89,269 SH   DFND 1 89,269 0 0
TIME WARNER INC COM NEW 887317303 72,508 1,254,035 SH   DFND 1 1,254,035 0 0
TIME WARNER INC COM NEW 887317303 231 4,000 SH   SOLE   0 4,000 0
TITAN MACHY INC NOTE 3.75% 88830RAB7 3,760 4,000,000 PRN   DFND 2 4,000,000 0 0
TJX COS INC NEW COM 872540109 29,243 584,156 SH   DFND 1 584,156 0 0
T-MOBILE US INC COM 872590104 1,043 42,049 SH   DFND 1 42,049 0 0
TOLL BROTHERS INC COM 889478103 769 23,562 SH   DFND 1 23,562 0 0
TORCHMARK CORP COM 891027104 4,584 70,371 SH   DFND 1 70,371 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 75,938 940,260 SH   DFND 1 940,260 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 4,230 52,378 SH   SOLE   0 52,378 0
TOTAL SYS SVCS INC COM 891906109 1,348 55,063 SH   DFND 1 55,063 0 0
TOWER GROUP INC NOTE 5.00% 891777AC8 2,157 2,000,000 PRN   DFND 2 2,000,000 0 0
TOWER GROUP INC NOTE 5.00% 891777AC8 5,069 4,700,000 PRN   SOLE 2 4,700,000 0 0
TRACTOR SUPPLY CO COM 892356106 2,495 21,210 SH   DFND 1 21,210 0 0
TRANSALTA CORP COM 89346D107 3,703 268,762 SH   DFND 1 268,762 0 0
TRANSCANADA CORP COM 89353D107 9,041 208,827 SH   DFND 1 208,827 0 0
TRANSCANADA CORP COM 89353D107 1,285 29,671 SH   SOLE   0 29,671 0
TRANSDIGM GROUP INC COM 893641100 2,129 13,580 SH   DFND 1 13,580 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,477 113,732 SH   DFND 1 113,732 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,932 102,862 SH   DFND 3 102,862 0 0
TRAVELERS COMPANIES INC COM 89417E109 17,551 219,613 SH   DFND 1 219,613 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,832 70,440 SH   DFND 1 70,440 0 0
TRIPADVISOR INC COM 896945201 1,161 19,078 SH   DFND 1 19,078 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2,133 32,100 SH   DFND 1 32,100 0 0
TURQUOISE HILL RES LTD COM 900435108 673 112,757 SH   DFND 1 112,757 0 0
TYCO INTERNATIONAL LTD SHS H89128104 4,585 139,146 SH   DFND 1 139,146 0 0
TYSON FOODS INC CL A 902494103 2,278 88,692 SH   DFND 1 88,692 0 0
UBS AG SHS NEW H89231338 137,406 8,066,566 SH   DFND 1 8,066,566 0 0
UBS AG SHS NEW H89231338 1,227 72,019 SH   DFND 3 72,019 0 0
UBS AG SHS NEW H89231338 695 40,794 SH   SOLE   0 40,794 0
UGI CORP NEW COM 902681105 32,579 833,002 SH   DFND 1 833,002 0 0
ULTRA PETROLEUM CORP COM 903914109 902 45,495 SH   DFND 1 45,495 0 0
UNILEVER N V N Y SHS NEW 904784709 330 8,400 SH   SOLE   0 8,400 0
UNION PAC CORP COM 907818108 17,691 114,671 SH   DFND 1 114,671 0 0
UNITED CONTL HLDGS INC COM 910047109 753 24,060 SH   DFND 1 24,060 0 0
UNITED MICROELECTRONICS CO SPON ADR NE 910873405 117 50,007 SH   DFND 1 50,007 0 0
UNITED PARCEL SERVICE INC CL B 911312106 10,672 123,410 SH   DFND 1 123,410 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,366 15,800 SH   SOLE   0 15,800 0
UNITED STATES STL CORP NEW COM 912909108 735 41,906 SH   DFND 1 41,906 0 0
UNITED STATES STL CORP NEW COM 912909108 1,434 81,808 SH   DFND 3 81,808 0 0
UNITED STATES STL CORP NEW NOTE 2.75% 912909AH1 14,879 15,000,000 PRN   DFND 2 15,000,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 46,701 502,486 SH   DFND 1 502,486 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,796 51,605 SH   DFND 3 51,605 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/ 913017117 1,302 22,000 SH   DFND 2 22,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 39,139 597,728 SH   DFND 1 597,728 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,736 25,927 SH   DFND 1 25,927 0 0
UNUM GROUP COM 91529Y106 13,830 470,895 SH   DFND 1 470,895 0 0
URBAN OUTFITTERS INC COM 917047102 1,354 33,677 SH   DFND 1 33,677 0 0
US BANCORP DEL COM NEW 902973304 14,738 407,703 SH   DFND 1 407,703 0 0
USEC INC NOTE 3.00%1 90333EAC2 3,548 16,500,000 PRN   DFND 2 16,500,000 0 0
V F CORP COM 918204108 22,920 118,717 SH   DFND 1 118,717 0 0
VALE S A ADR 91912E105 7,487 569,347 SH   DFND 1 569,347 0 0
VALE S A ADR REPSTG 91912E204 752 61,805 SH   DFND 1 61,805 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 7,498 86,480 SH   DFND 1 86,480 0 0
VALEANT PHARMACEUTICALS IN COM 91911K102 707 8,153 SH   SOLE   0 8,153 0
VALERO ENERGY CORP NEW COM 91913Y100 18,491 531,795 SH   DFND 1 531,795 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,968 56,600 SH   SOLE   0 56,600 0
VARIAN MED SYS INC COM 92220P105 1,247 18,490 SH   DFND 1 18,490 0 0
VENTAS INC COM 92276F100 6,299 90,687 SH   DFND 1 90,687 0 0
VERISIGN INC COM 92343E102 1,303 29,168 SH   DFND 1 29,168 0 0
VERISK ANALYTICS INC CL A 92345Y106 2,568 43,014 SH   DFND 1 43,014 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 62,441 1,240,385 SH   DFND 1 1,240,385 0 0
VERMILION ENERGY INC COM 923725105 1,186 24,134 SH   SOLE   0 24,134 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,965 62,161 SH   DFND 1 62,161 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 22,063 276,231 SH   DFND 2 276,231 0 0
VIACOM INC NEW CL B 92553P201 18,453 271,175 SH   DFND 1 271,175 0 0
VISA INC COM CL A 92826C839 36,512 199,794 SH   DFND 1 199,794 0 0
VISA INC COM CL A 92826C839 1,925 10,535 SH   SOLE   0 10,535 0
VMWARE INC CL A COM 928563402 1,622 24,209 SH   DFND 1 24,209 0 0
VMWARE INC CL A COM 928563402 4,110 61,356 SH   DFND 3 61,356 0 0
VOLCANO CORPORATION NOTE 1.75%1 928645AB6 14,221 15,500,000 PRN   DFND 2 15,500,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,197 38,591 SH   DFND 1 38,591 0 0
VULCAN MATLS CO COM 929160109 1,862 38,466 SH   DFND 1 38,466 0 0
WALGREEN CO COM 931422109 11,685 264,359 SH   DFND 1 264,359 0 0
WALGREEN CO COM 931422109 1,359 30,753 SH   DFND 3 30,753 0 0
WAL-MART STORES INC COM 931142103 53,755 721,644 SH   DFND 1 721,644 0 0
WAL-MART STORES INC COM 931142103 836 11,225 SH   SOLE   0 11,225 0
WARNER CHILCOTT PLC IRELAN SHS A G94368100 1,319 66,361 SH   DFND 1 66,361 0 0
WASTE MGMT INC DEL COM 94106L109 5,559 137,842 SH   DFND 1 137,842 0 0
WATERS CORP COM 941848103 1,596 15,949 SH   DFND 1 15,949 0 0
WEATHERFORD INTERNATIONAL REG SHS H27013103 2,037 148,677 SH   DFND 1 148,677 0 0
WEATHERFORD INTERNATIONAL REG SHS H27013103 4,203 306,778 SH   DFND 3 306,778 0 0
WEIGHT WATCHERS INTL INC N COM 948626106 420 9,137 SH   DFND 1 9,137 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,075 34,927 SH   DFND 1 34,927 0 0
WELLPOINT INC COM 94973V107 9,705 118,586 SH   DFND 1 118,586 0 0
WELLS FARGO & CO NEW COM 949746101 99,699 2,415,770 SH   DFND 1 2,415,770 0 0
WELLS FARGO & CO NEW COM 949746101 13,926 337,441 SH   DFND 3 337,441 0 0
WESTERN DIGITAL CORP COM 958102105 4,137 66,623 SH   DFND 1 66,623 0 0
WESTERN UN CO COM 959802109 1,786 104,374 SH   DFND 1 104,374 0 0
WEYERHAEUSER CO COM 962166104 4,544 159,492 SH   DFND 1 159,492 0 0
WHIRLPOOL CORP COM 963320106 2,609 22,818 SH   DFND 1 22,818 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,026 1,784 SH   DFND 1 1,784 0 0
WHOLE FOODS MKT INC COM 966837106 3,700 71,880 SH   DFND 1 71,880 0 0
WHOLE FOODS MKT INC COM 966837106 3,634 70,600 SH   SOLE   0 70,600 0
WI-LAN INC COM 928972108 503 108,565 SH   SOLE   0 108,565 0
WILLIAMS COS INC DEL COM 969457100 4,623 142,392 SH   DFND 1 142,392 0 0
WILLIS GROUP HOLDINGS PUBL SHS G96666105 2,067 50,687 SH   DFND 1 50,687 0 0
WINDSTREAM CORP COM 97381W104 1,250 162,190 SH   DFND 1 162,190 0 0
WISCONSIN ENERGY CORP COM 976657106 5,192 126,668 SH   DFND 1 126,668 0 0
WPX ENERGY INC COM 98212B103 690 36,444 SH   DFND 1 36,444 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 7,343 128,305 SH   DFND 1 128,305 0 0
WYNN RESORTS LTD COM 983134107 2,731 21,334 SH   DFND 1 21,334 0 0
XCEL ENERGY INC COM 98389B100 4,151 146,470 SH   DFND 1 146,470 0 0
XEROX CORP COM 984121103 11,527 1,270,907 SH   DFND 1 1,270,907 0 0
XILINX INC COM 983919101 3,061 77,288 SH   DFND 1 77,288 0 0
XILINX INC NOTE 2.625% 983919AF8 33,694 23,500,000 PRN   DFND 2 23,500,000 0 0
XILINX INC NOTE 2.625% 983919AF8 7,169 5,000,000 PRN   SOLE 2 5,000,000 0 0
XL GROUP PLC SHS G98290102 2,746 90,581 SH   DFND 1 90,581 0 0
XYLEM INC COM 98419M100 1,468 54,503 SH   DFND 1 54,503 0 0
XYLEM INC COM 98419M100 2,755 102,259 SH   DFND 3 102,259 0 0
YAHOO INC COM 984332106 4,246 169,094 SH   DFND 1 169,094 0 0
YAMANA GOLD INC COM 98462Y100 2,106 219,617 SH   DFND 1 219,617 0 0
YAMANA GOLD INC COM 98462Y100 522 54,473 SH   SOLE   0 54,473 0
YUM BRANDS INC COM 988498101 9,388 135,389 SH   DFND 1 135,389 0 0
YUM BRANDS INC COM 988498101 5,010 72,259 SH   DFND 3 72,259 0 0
ZIMMER HLDGS INC COM 98956P102 3,955 52,770 SH   DFND 1 52,770 0 0
ZIONS BANCORPORATION COM 989701107 1,497 51,826 SH   DFND 1 51,826 0 0