0001140022-13-000022.txt : 20131113
0001140022-13-000022.hdr.sgml : 20131113
20131113111504
ACCESSION NUMBER: 0001140022-13-000022
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130930
FILED AS OF DATE: 20131113
DATE AS OF CHANGE: 20131113
EFFECTIVENESS DATE: 20131113
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AVIVA PLC
CENTRAL INDEX KEY: 0001140022
STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311]
IRS NUMBER: 000000000
STATE OF INCORPORATION: X0
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06609
FILM NUMBER: 131213243
BUSINESS ADDRESS:
STREET 1: ST HELENS 1 UNDERSHAFT
STREET 2: 1 UNDERSHAFT
CITY: LONDON
STATE: X0
ZIP: EC3P 3DQ
BUSINESS PHONE: 01100441603622200
MAIL ADDRESS:
STREET 1: ST HELENS
STREET 2: 1 UNDERSHAFT
CITY: LONDON
STATE: X0
ZIP: EC3P 3DQ
FORMER COMPANY:
FORMER CONFORMED NAME: CGNU PLC
DATE OF NAME CHANGE: 20010504
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001140022
XXXXXXXX
09-30-2013
09-30-2013
AVIVA PLC
ST HELENS
1 UNDERSHAFT
LONDON
X0
EC3P 3DQ
13F HOLDINGS REPORT
028-06609
N
Mary Ward
Group Legal Operations Manager
0044 1603684420
Mary Ward
Norwich
X0
11-13-2013
3
1040
11403420
false
1
0001140211
028-06503
AVIVA INVESTORS GLOBAL SERVICES LTD
2
0001029539
028-06507
AVIVA INVESTORS LONDON LTD
3
0001145937
028-06615
AVIVA INVESTORS FRANCE SA
INFORMATION TABLE
2
aviva13fhr_131111.xml
3M CO
COM
88579Y101
22701
190107
SH
DFND
1
190107
0
0
ABBOTT LABS
COM
002824100
27309
822813
SH
DFND
1
822813
0
0
ABBVIE INC
COM
00287Y109
32802
733341
SH
DFND
1
733341
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
617
17454
SH
DFND
1
17454
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
12250
166351
SH
DFND
1
166351
0
0
ACE LTD
SHS
H0023R105
8676
92732
SH
DFND
1
92732
0
0
ACTAVIS INC
COM
00507K103
7255
50382
SH
DFND
1
50382
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
2686
161103
SH
DFND
1
161103
0
0
ADOBE SYS INC
COM
00724F101
7029
135324
SH
DFND
1
135324
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
3840
1010555
SH
DFND
1
1010555
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
4722
1242606
SH
DFND
3
1242606
0
0
AES CORP
COM
00130H105
8311
625363
SH
DFND
1
625363
0
0
AETNA INC NEW
COM
00817Y108
29347
458411
SH
DFND
1
458411
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
3580
19603
SH
DFND
1
19603
0
0
AFLAC INC
COM
001055102
28401
458152
SH
DFND
1
458152
0
0
AFLAC INC
COM
001055102
5118
82560
SH
DFND
3
82560
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
6757
131845
SH
DFND
1
131845
0
0
AGNICO EAGLE MINES LTD
COM
008474108
1730
65392
SH
DFND
1
65392
0
0
AGNICO EAGLE MINES LTD
COM
008474108
2753
104000
SH
DFND
3
104000
0
0
AGRIUM INC
COM
008916108
5404
64369
SH
DFND
1
64369
0
0
AGRIUM INC
COM
008916108
1014
12073
SH
SOLE
0
12073
0
AIR PRODS & CHEMS INC
COM
009158106
6002
56317
SH
DFND
1
56317
0
0
AIRGAS INC
COM
009363102
2200
20749
SH
DFND
1
20749
0
0
AIRTRAN HLDGS INC
NOTE 5.25%1
00949PAD0
3212
2150000
PRN
SOLE
2
2150000
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
2375
45936
SH
DFND
1
45936
0
0
ALCATEL-LUCENT
SPONSORED A
013904305
62
17658
SH
DFND
1
17658
0
0
ALCOA INC
COM
013817101
2603
320549
SH
DFND
1
320549
0
0
ALCOA INC
COM
013817101
2096
258104
SH
DFND
3
258104
0
0
ALCOA INC
NOTE 5.25%
013817AT8
4882
3800000
PRN
SOLE
2
3800000
0
0
ALERE INC
NOTE 3.00%
01449JAA3
3178
3000000
PRN
DFND
2
3000000
0
0
ALEXION PHARMACEUTICALS IN
COM
015351109
8491
73099
SH
DFND
1
73099
0
0
ALLEGHENY CORP DEL
COM
017175100
2593
6329
SH
DFND
1
6329
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
854
27993
SH
DFND
1
27993
0
0
ALLEGHENY TECHNOLOGIES INC
NOTE 4.25%
01741RAD4
3517
3400000
PRN
SOLE
2
3400000
0
0
ALLERGAN INC
COM
018490102
10206
112833
SH
DFND
1
112833
0
0
ALLERGAN INC
COM
018490102
4651
51416
SH
DFND
3
51416
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
3966
18754
SH
DFND
1
18754
0
0
ALLIANCEBERNSTEIN HOLDING
UNIT LTD PA
01881G106
3106
156398
SH
DFND
3
156398
0
0
ALLIANT ENERGY CORP
COM
018802108
2067
41710
SH
DFND
1
41710
0
0
ALLSTATE CORP
COM
020002101
17801
352149
SH
DFND
1
352149
0
0
ALPHA NATURAL RESOURCES IN
COM
02076X102
554
93000
SH
DFND
1
93000
0
0
ALPHA NATURAL RESOURCES IN
COM
02076X102
2460
412796
SH
DFND
3
412796
0
0
ALTERA CORP
COM
021441100
4542
122226
SH
DFND
1
122226
0
0
ALTERA CORP
COM
021441100
3875
104266
SH
DFND
3
104266
0
0
ALTRIA GROUP INC
COM
02209S103
77002
2241681
SH
DFND
1
2241681
0
0
ALTRIA GROUP INC
COM
02209S103
218
6350
SH
SOLE
0
6350
0
AMAZON COM INC
COM
023135106
37987
121503
SH
DFND
1
121503
0
0
AMDOCS LTD
ORD
G02602103
2243
61217
SH
DFND
1
61217
0
0
AMEREN CORP
COM
023608102
6154
176622
SH
DFND
1
176622
0
0
AMEREN CORP
COM
023608102
996
28600
SH
SOLE
0
28600
0
AMERICA MOVIL SAB DE CV
SPON ADR L
02364W105
18654
941638
SH
DFND
1
941638
0
0
AMERICAN CAPITAL AGENCY CO
COM
02503X105
3373
149450
SH
DFND
1
149450
0
0
AMERICAN EAGLE OUTFITTERS
COM
02553E106
935
66816
SH
DFND
1
66816
0
0
AMERICAN ELEC PWR INC
COM
025537101
7942
183206
SH
DFND
1
183206
0
0
AMERICAN EXPRESS CO
COM
025816109
34587
457984
SH
DFND
1
457984
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
38298
787543
SH
DFND
1
787543
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
507
10426
SH
DFND
3
10426
0
0
AMERICAN RLTY CAP PPTYS IN
NOTE 3.00%
02917TAA2
11836
12500000
PRN
DFND
2
12500000
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
8003
107960
SH
DFND
1
107960
0
0
AMERICAN WTR WKS CO INC NE
COM
030420103
2750
66623
SH
DFND
1
66623
0
0
AMERIPRISE FINL INC
COM
03076C106
16714
183509
SH
DFND
1
183509
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
15749
257751
SH
DFND
1
257751
0
0
AMETEK INC NEW
COM
031100100
4194
91125
SH
DFND
1
91125
0
0
AMGEN INC
COM
031162100
86677
774316
SH
DFND
1
774316
0
0
AMGEN INC
COM
031162100
1160
10365
SH
SOLE
0
10365
0
AMPHENOL CORP NEW
CL A
032095101
4717
60956
SH
DFND
1
60956
0
0
ANADARKO PETE CORP
COM
032511107
12969
139469
SH
DFND
1
139469
0
0
ANALOG DEVICES INC
COM
032654105
5469
116238
SH
DFND
1
116238
0
0
ANALOG DEVICES INC
COM
032654105
1426
30300
SH
SOLE
0
30300
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED A
03524A108
1226
12360
SH
SOLE
0
12360
0
ANNALY CAP MGMT INC
COM
035710409
6180
533677
SH
DFND
1
533677
0
0
ANNALY CAP MGMT INC
NOTE 5.00%
035710AB8
10200
10000000
PRN
DFND
2
10000000
0
0
ANSYS INC
COM
03662Q105
2827
32677
SH
DFND
1
32677
0
0
AON PLC
SHS CL A
G0408V102
6514
87507
SH
DFND
1
87507
0
0
APACHE CORP
COM
037411105
21628
254031
SH
DFND
1
254031
0
0
APACHE CORP
COM
037411105
7065
82986
SH
DFND
3
82986
0
0
APACHE CORP
COM
037411105
1892
22220
SH
SOLE
0
22220
0
APOLLO GROUP INC
CL A
037604105
2801
134614
SH
DFND
3
134614
0
0
APPLE INC
COM
037833100
267714
561539
SH
DFND
1
561539
0
0
APPLE INC
COM
037833100
37146
77915
SH
DFND
3
77915
0
0
APPLE INC
COM
037833100
1826
3830
SH
SOLE
0
3830
0
APPLIED MATLS INC
COM
038222105
5575
317854
SH
DFND
1
317854
0
0
APPLIED MICRO CIRCUITS COR
COM NEW
03822W406
323
25000
SH
DFND
3
25000
0
0
ARCELORMITTAL SA LUXEMBOUR
MAND CV NT
L0302D178
170
790000
PRN
DFND
2
790000
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
6129
166377
SH
DFND
1
166377
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
2595
70430
SH
SOLE
0
70430
0
ARES CAP CORP
NOTE 5.75%
04010LAB9
4794
4500000
PRN
SOLE
2
4500000
0
0
ARRIS GROUP INC
NOTE 2.00%1
04269QAC4
24188
22500000
PRN
DFND
2
22500000
0
0
ARROW ELECTRS INC
COM
042735100
1934
39857
SH
DFND
1
39857
0
0
ASHLAND INC NEW
COM
044209104
2711
29315
SH
DFND
1
29315
0
0
ASSURANT INC
COM
04621X108
981
18126
SH
DFND
1
18126
0
0
AT&T INC
COM
00206R102
118918
3516211
SH
DFND
1
3516211
0
0
AT&T INC
COM
00206R102
12260
362495
SH
DFND
3
362495
0
0
ATMEL CORP
COM
049513104
3847
517060
SH
DFND
3
517060
0
0
AU OPTRONICS CORP
SPONSORED A
002255107
59
16221
SH
DFND
1
16221
0
0
AU OPTRONICS CORP
SPONSORED A
002255107
479
131363
SH
SOLE
0
131363
0
AUTODESK INC
COM
052769106
3499
84993
SH
DFND
1
84993
0
0
AUTOLIV INC
COM
052800109
3102
35501
SH
DFND
1
35501
0
0
AUTOMATIC DATA PROCESSING
COM
053015103
9511
131399
SH
DFND
1
131399
0
0
AUTONATION INC
COM
05329W102
661
12675
SH
DFND
1
12675
0
0
AUTOZONE INC
COM
053332102
14073
33291
SH
DFND
1
33291
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
3998
92709
SH
DFND
1
92709
0
0
AVALONBAY CMNTYS INC
COM
053484101
5041
39665
SH
DFND
1
39665
0
0
AVERY DENNISON CORP
COM
053611109
1653
37990
SH
DFND
1
37990
0
0
AVNET INC
COM
053807103
2184
52373
SH
DFND
1
52373
0
0
AVON PRODS INC
COM
054303102
6628
321744
SH
DFND
1
321744
0
0
AVON PRODS INC
COM
054303102
4252
206398
SH
DFND
3
206398
0
0
AXIS CAPITAL HOLDINGS INV
SHS
G0692U109
1858
42890
SH
DFND
1
42890
0
0
BABCOCK & WILCOX CO NEW
COM
05615F102
1223
36255
SH
DFND
1
36255
0
0
BAKER HUGHES INC
COM
057224107
6590
134213
SH
DFND
1
134213
0
0
BAKER HUGHES INC
COM
057224107
6080
123838
SH
DFND
3
123838
0
0
BALL CORP
COM
058498106
2570
57271
SH
DFND
1
57271
0
0
BALLARD PWR SYS INC NEW
COM
058586108
21
12000
SH
DFND
3
12000
0
0
BANCO BRADESCO S A
SP ADR PFD
059460303
1254
90379
SH
DFND
1
90379
0
0
BANK MONTREAL QUE
COM
063671101
16410
246106
SH
DFND
1
246106
0
0
BANK NOVA SCOTIA HALIFAX
COM
064149107
25784
450646
SH
DFND
1
450646
0
0
BANK NOVA SCOTIA HALIFAX
COM
064149107
3224
56345
SH
SOLE
0
56345
0
BANK OF AMERICA CORPORATIO
COM
060505104
68062
4932042
SH
DFND
1
4932042
0
0
BANK OF AMERICA CORPORATIO
COM
060505104
11664
845204
SH
DFND
3
845204
0
0
BANK OF NEW YORK MELLON CO
COM
064058100
8805
291660
SH
DFND
1
291660
0
0
BANK OF NEW YORK MELLON CO
COM
064058100
6231
206398
SH
DFND
3
206398
0
0
BARD C R INC
COM
067383109
3516
30518
SH
DFND
1
30518
0
0
BARRICK GOLD CORP
COM
067901108
6442
346324
SH
DFND
1
346324
0
0
BARRICK GOLD CORP
COM
067901108
12420
667043
SH
DFND
3
667043
0
0
BARRICK GOLD CORP
COM
067901108
1813
97410
SH
SOLE
0
97410
0
BAXTER INTL INC
COM
071813109
23786
362091
SH
DFND
1
362091
0
0
BAXTER INTL INC
COM
071813109
6840
104132
SH
DFND
3
104132
0
0
BAYTEX ENERGY CORP
COM
07317Q105
5114
123920
SH
DFND
3
123920
0
0
BAYTEX ENERGY CORP
COM
07317Q105
568
13771
SH
SOLE
0
13771
0
BB&T CORP
COM
054937107
8914
264131
SH
DFND
1
264131
0
0
BCE INC
COM NEW
05534B760
3179
74460
SH
DFND
1
74460
0
0
BEAM INC
COM
073730103
2888
44671
SH
DFND
1
44671
0
0
BECTON DICKINSON & CO
COM
075887109
7396
73949
SH
DFND
1
73949
0
0
BED BATH & BEYOND INC
COM
075896100
4400
56874
SH
DFND
1
56874
0
0
BEMIS INC
COM
081437105
1502
38515
SH
DFND
1
38515
0
0
BERKLEY W R CORP
COM
084423102
1854
43262
SH
DFND
1
43262
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
37149
218
SH
DFND
1
218
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
36849
324629
SH
DFND
1
324629
0
0
BEST BUY INC
COM
086516101
9359
249563
SH
DFND
1
249563
0
0
BEST BUY INC
COM
086516101
3859
102904
SH
DFND
3
102904
0
0
BGC PARTNERS INC
NOTE 4.50%
05541TAD3
4479
4400000
PRN
SOLE
2
4400000
0
0
BIG LOTS INC
COM
089302103
3867
104266
SH
DFND
3
104266
0
0
BIOGEN IDEC INC
COM
09062X103
28036
116446
SH
DFND
1
116446
0
0
BIOMARIN PHARMACEUTICAL IN
NOTE 1.875%
09061GAD3
7170
2000000
PRN
DFND
2
2000000
0
0
BLACKBERRY LTD
COM
09228F103
1714
218211
SH
DFND
1
218211
0
0
BLACKBERRY LTD
COM
09228F103
4473
562596
SH
DFND
3
562596
0
0
BLACKROCK INC
COM
09247X101
13027
48139
SH
DFND
1
48139
0
0
BLOCK H & R INC
COM
093671105
1872
70231
SH
DFND
1
70231
0
0
BOEING CO
COM
097023105
88923
756793
SH
DFND
1
756793
0
0
BORGWARNER INC
COM
099724106
4440
43790
SH
DFND
1
43790
0
0
BOSTON PROPERTIES INC
COM
101121101
4744
44380
SH
DFND
1
44380
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
6047
515066
SH
DFND
1
515066
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
2430
206943
SH
DFND
3
206943
0
0
BOTTOMLINE TECH DEL INC
NOTE 1.50%
101388AA4
23112
20000000
PRN
DFND
2
20000000
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
33499
723833
SH
DFND
1
723833
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
1700
36725
SH
SOLE
0
36725
0
BROADCOM CORP
CL A
111320107
11929
458647
SH
DFND
1
458647
0
0
BROADCOM CORP
CL A
111320107
3251
125000
SH
DFND
3
125000
0
0
BROADRIDGE FINL SOLUTIONS
COM
11133T103
1447
45583
SH
DFND
1
45583
0
0
BROADSOFT INC
NOTE 1.50%
11133BAB8
15540
14000000
PRN
DFND
2
14000000
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT
112585104
8084
216287
SH
DFND
1
216287
0
0
BROOKFIELD OFFICE PPTYS IN
COM
112900105
1807
94411
SH
DFND
1
94411
0
0
BROWN & BROWN INC
COM
115236101
1479
46069
SH
DFND
1
46069
0
0
BROWN FORMAN CORP
CL B
115637209
2257
33129
SH
DFND
1
33129
0
0
BUNGE LIMITED
COM
G16962105
3140
41364
SH
DFND
1
41364
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
2423
40690
SH
DFND
1
40690
0
0
CA INC
COM
12673P105
3848
129677
SH
DFND
1
129677
0
0
CABLEVISION SYS CORP
CL A NY CAB
12686C109
1214
72066
SH
DFND
1
72066
0
0
CABOT OIL & GAS CORP
COM
127097103
5921
158645
SH
DFND
1
158645
0
0
CACI INTL INC
NOTE 2.125%
127190AD8
26061
20400000
PRN
DFND
2
20400000
0
0
CALPINE CORP
COM NEW
131347304
2816
144927
SH
DFND
1
144927
0
0
CAMECO CORP
COM
13321L108
1975
109614
SH
DFND
1
109614
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
3986
68292
SH
DFND
1
68292
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
4232
72500
SH
DFND
3
72500
0
0
CAMPBELL SOUP CO
COM
134429109
1866
45826
SH
DFND
1
45826
0
0
CANADIAN NAT RES LTD
COM
136385101
13033
415191
SH
DFND
1
415191
0
0
CANADIAN NAT RES LTD
COM
136385101
3251
103398
SH
DFND
3
103398
0
0
CANADIAN NAT RES LTD
COM
136385101
2285
72784
SH
SOLE
0
72784
0
CANADIAN NATL RY CO
COM
136375102
17798
175848
SH
DFND
1
175848
0
0
CANADIAN NATL RY CO
COM
136375102
3284
32449
SH
SOLE
0
32449
0
CANADIAN PAC RY LTD
COM
13645T100
7028
57023
SH
DFND
1
57023
0
0
CAPITAL ONE FINL CORP
COM
14040H105
27567
401031
SH
DFND
1
401031
0
0
CARDINAL HEALTH INC
COM
14149Y108
6847
131288
SH
DFND
1
131288
0
0
CARDINAL HEALTH INC
COM
14149Y108
5430
104132
SH
DFND
3
104132
0
0
CAREFUSION CORP
COM
14170T101
3095
83870
SH
DFND
1
83870
0
0
CARMAX INC
COM
143130102
4181
86256
SH
DFND
1
86256
0
0
CARNIVAL CORP
PAIRED CTF
143658300
6476
198394
SH
DFND
1
198394
0
0
CARNIVAL CORP
PAIRED CTF
143658300
3365
103097
SH
DFND
3
103097
0
0
CATAMARAN CORP
COM
148887102
3500
76262
SH
DFND
1
76262
0
0
CATERPILLAR INC DEL
COM
149123101
36682
439995
SH
DFND
1
439995
0
0
CATERPILLAR INC DEL
COM
149123101
8640
103632
SH
DFND
3
103632
0
0
CBRE GROUP INC
CL A
12504L109
2470
106801
SH
DFND
1
106801
0
0
CBS CORP NEW
CL B
124857202
18351
332678
SH
DFND
1
332678
0
0
CDN IMPERIAL BK OF COMMERC
COM
136069101
15228
191356
SH
DFND
1
191356
0
0
CDN IMPERIAL BK OF COMMERC
COM
136069101
2353
29574
SH
SOLE
0
29574
0
CELANESE CORP DEL
COM SER A
150870103
6175
116977
SH
DFND
1
116977
0
0
CELGENE CORP
COM
151020104
16082
104475
SH
DFND
1
104475
0
0
CELGENE CORP
COM
151020104
1288
8370
SH
SOLE
0
8370
0
CEMEX SAB DE CV
SPON ADR NE
151290889
240
21511
SH
DFND
1
21511
0
0
CEMEX SAB DE CV
NOTE 4.875%
151290AV5
70169
59400000
PRN
DFND
2
59400000
0
0
CENOVUS ENERGY INC
COM
15135U109
11225
376556
SH
DFND
1
376556
0
0
CENOVUS ENERGY INC
COM
15135U109
4931
165198
SH
DFND
3
165198
0
0
CENOVUS ENERGY INC
COM
15135U109
1132
37964
SH
SOLE
0
37964
0
CENTERPOINT ENERGY INC
COM
15189T107
3894
162462
SH
DFND
1
162462
0
0
CENTURYLINK INC
COM
156700106
13266
422761
SH
DFND
1
422761
0
0
CENTURYLINK INC
COM
156700106
1787
56950
SH
DFND
3
56950
0
0
CERNER CORP
COM
156782104
5886
112007
SH
DFND
1
112007
0
0
CF INDS HLDGS INC
COM
125269100
25022
118684
SH
DFND
1
118684
0
0
CHARTER COMMUNICATIONS INC
CL A NEW
16117M305
3322
24649
SH
DFND
1
24649
0
0
CHECK POINT SOFTWARE TECH
ORD
M22465104
3174
56121
SH
DFND
1
56121
0
0
CHEMED CORP NEW
NOTE 1.875%
16359RAC7
3124
3000000
PRN
DFND
2
3000000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
11700
452093
SH
DFND
1
452093
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.75%1
165167BW6
10375
10000000
PRN
DFND
2
10000000
0
0
CHESAPEAKE ENERGY CORP
NOTE 2.50%
165167CA3
22794
23200000
PRN
DFND
2
23200000
0
0
CHEVRON CORP NEW
COM
166764100
115385
949672
SH
DFND
1
949672
0
0
CHEVRON CORP NEW
COM
166764100
1671
13750
SH
SOLE
0
13750
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
3361
7839
SH
DFND
1
7839
0
0
CHIQUITA BRANDS INTL INC
NOTE 4.250%
170032AT3
4922
5000000
PRN
DFND
2
5000000
0
0
CHUBB CORP
COM
171232101
10941
122572
SH
DFND
1
122572
0
0
CHUNGHWA TELECOM CO LTD
SPON ADR NE
17133Q502
263
8324
SH
DFND
1
8324
0
0
CHURCH & DWIGHT INC
COM
171340102
3160
52627
SH
DFND
1
52627
0
0
CIENA CORP
NOTE 0.875%
171779AE1
25959
25373000
PRN
DFND
2
25373000
0
0
CIGNA CORPORATION
COM
125509109
19823
257915
SH
DFND
1
257915
0
0
CIMAREX ENERGY CO
COM
171798101
3176
32941
SH
DFND
1
32941
0
0
CINCINNATI FINL CORP
COM
172062101
1764
37409
SH
DFND
1
37409
0
0
CINTAS CORP
COM
172908105
2086
40743
SH
DFND
1
40743
0
0
CIRRUS LOGIC INC
COM
172755100
3498
154247
SH
DFND
3
154247
0
0
CISCO SYS INC
COM
17275R102
58444
2495483
SH
DFND
1
2495483
0
0
CISCO SYS INC
COM
17275R102
7259
309964
SH
DFND
3
309964
0
0
CIT GROUP INC
COM NEW
125581801
3661
75063
SH
DFND
1
75063
0
0
CITIGROUP INC
COM NEW
172967424
74133
1528192
SH
DFND
1
1528192
0
0
CITIGROUP INC
COM NEW
172967424
7561
155857
SH
DFND
3
155857
0
0
CITRIX SYS INC
COM
177376100
3523
49898
SH
DFND
1
49898
0
0
CITY NATL CORP
COM
178566105
1131
16962
SH
DFND
1
16962
0
0
CLIFFS NATURAL RESOURCES I
COM
18683K101
2805
136847
SH
DFND
1
136847
0
0
CLIFFS NATURAL RESOURCES I
COM
18683K101
2116
103198
SH
DFND
3
103198
0
0
CLOROX CO DEL
COM
189054109
2806
34338
SH
DFND
1
34338
0
0
CME GROUP INC
COM
12572Q105
48856
661290
SH
DFND
1
661290
0
0
CMS ENERGY CORP
COM
125896100
2618
99453
SH
DFND
1
99453
0
0
CNA FINL CORP
COM
126117100
323
8448
SH
DFND
1
8448
0
0
CNH GLOBAL N V
SHS NEW
N20935206
428
8562
SH
DFND
1
8562
0
0
COACH INC
COM
189754104
5820
106739
SH
DFND
1
106739
0
0
COBALT INTL ENERGY INC
COM
19075F106
2976
119705
SH
DFND
1
119705
0
0
COBALT INTL ENERGY INC
NOTE 2.625%
19075FAA4
61410
58000000
PRN
DFND
2
58000000
0
0
COCA COLA CO
COM
191216100
105964
2797367
SH
DFND
1
2797367
0
0
COCA COLA CO
COM
191216100
15694
414302
SH
DFND
3
414302
0
0
COCA COLA CO
COM
191216100
2391
63120
SH
SOLE
0
63120
0
COCA COLA ENTERPRISES INC
COM
19122T109
14409
358350
SH
DFND
1
358350
0
0
COGNIZANT TECHNOLOGY SOLUT
CL A
192446102
6792
82713
SH
DFND
1
82713
0
0
COGNIZANT TECHNOLOGY SOLUT
CL A
192446102
1127
13718
SH
SOLE
0
13718
0
COLGATE PALMOLIVE CO
COM
194162103
15086
254401
SH
DFND
1
254401
0
0
COLGATE PALMOLIVE CO
COM
194162103
336
5660
SH
SOLE
0
5660
0
COLONY FINL INC
NOTE 5.00%
19624RAA4
12976
12500000
PRN
DFND
2
12500000
0
0
COMCAST CORP NEW
CL A
20030N101
51947
1150536
SH
DFND
1
1150536
0
0
COMCAST CORP NEW
CL A SPL
20030N200
8174
188474
SH
DFND
1
188474
0
0
COMERICA INC
COM
200340107
2770
70471
SH
DFND
1
70471
0
0
COMMERCE BANCSHARES INC
COM
200525103
960
21916
SH
DFND
1
21916
0
0
COMPANHIA DE BEBIDAS DAS A
SPON ADR PF
20441W203
581
15160
SH
DFND
1
15160
0
0
COMPANHIA ENERGETICA DE MI
SP ADR N-V
204409601
301
34847
SH
DFND
1
34847
0
0
COMPANHIA SIDERURGICA NACI
SPONSORED A
20440W105
61
14380
SH
DFND
1
14380
0
0
COMPANIA DE MINAS BUENAVEN
SPONSORED A
204448104
905
77262
SH
DFND
1
77262
0
0
COMPUTER SCIENCES CORP
COM
205363104
2978
57550
SH
DFND
1
57550
0
0
COMTECH TELECOMMUNICATIONS
NOTE 3.00%
205826AF7
33192
32500000
PRN
DFND
2
32500000
0
0
CONAGRA FOODS INC
COM
205887102
14217
468595
SH
DFND
1
468595
0
0
CONCHO RES INC
COM
20605P101
4306
39574
SH
DFND
1
39574
0
0
CONOCOPHILLIPS
COM
20825C104
87429
1257785
SH
DFND
1
1257785
0
0
CONOCOPHILLIPS
COM
20825C104
7173
103198
SH
DFND
3
103198
0
0
CONSOL ENERGY INC
COM
20854P109
2952
87716
SH
DFND
1
87716
0
0
CONSOLIDATED EDISON INC
COM
209115104
6097
110581
SH
DFND
1
110581
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
3407
59358
SH
DFND
1
59358
0
0
CONTINENTAL RESOURCES INC
COM
212015101
1802
16803
SH
DFND
1
16803
0
0
CORNING INC
COM
219350105
14802
1014527
SH
DFND
1
1014527
0
0
CORNING INC
COM
219350105
3011
206398
SH
DFND
3
206398
0
0
CORSICANTO LTD
NOTE 3.50%
220480AC1
28662
26250000
PRN
DFND
2
26250000
0
0
COSTCO WHSL CORP NEW
COM
22160K105
13518
117425
SH
DFND
1
117425
0
0
COVANTA HLDG CORP
NOTE 3.25%
22282EAC6
34485
25000000
PRN
DFND
2
25000000
0
0
COVIDIEN PLC
SHS
G2554F113
21681
355783
SH
DFND
1
355783
0
0
CREDICORP LTD
COM
G2519Y108
3764
29300
SH
DFND
1
29300
0
0
CREE INC
COM
225447101
2385
39622
SH
DFND
1
39622
0
0
CROWN CASTLE INTL CORP
COM
228227104
8104
110969
SH
DFND
1
110969
0
0
CSX CORP
COM
126408103
20916
812574
SH
DFND
1
812574
0
0
CTC MEDIA INC
COM
12642X106
2191
208458
SH
DFND
1
208458
0
0
CUMMINS INC
COM
231021106
14499
109125
SH
DFND
1
109125
0
0
CUMMINS INC
COM
231021106
2063
15525
SH
SOLE
0
15525
0
CVS CAREMARK CORPORATION
COM
126650100
43672
769555
SH
DFND
1
769555
0
0
D R HORTON INC
COM
23331A109
1465
75380
SH
DFND
1
75380
0
0
D R HORTON INC
COM
23331A109
3983
205000
SH
DFND
3
205000
0
0
DANAHER CORP DEL
COM
235851102
11914
171873
SH
DFND
1
171873
0
0
DARDEN RESTAURANTS INC
COM
237194105
6726
145305
SH
DFND
1
145305
0
0
DAVITA HEALTHCARE PARTNERS
COM
23918K108
4496
79022
SH
DFND
1
79022
0
0
DEALERTRACK TECHNOLOGIES I
NOTE 1.50%
242309AB8
3876
3000000
PRN
DFND
2
3000000
0
0
DEERE & CO
COM
244199105
25933
318625
SH
DFND
1
318625
0
0
DEERE & CO
COM
244199105
6742
82832
SH
DFND
3
82832
0
0
DELL INC
COM
24702R101
13052
947836
SH
DFND
1
947836
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
5378
92061
SH
DFND
1
92061
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1904
80712
SH
DFND
1
80712
0
0
DENBURY RES INC
COM NEW
247916208
2603
141386
SH
DFND
1
141386
0
0
DENTSPLY INTL INC NEW
COM
249030107
2352
54174
SH
DFND
1
54174
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
23940
541309
SH
DFND
1
541309
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
30588
691618
SH
DFND
3
691618
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
2786
63000
SH
SOLE
0
63000
0
DEVELOPERS DIVERSIFIED RLT
NOTE 1.75%1
251591AX1
3424
3000000
PRN
DFND
2
3000000
0
0
DEVON ENERGY CORP NEW
COM
25179M103
8919
154407
SH
DFND
1
154407
0
0
DEVON ENERGY CORP NEW
COM
25179M103
11369
196824
SH
DFND
3
196824
0
0
DEVRY INC DEL
COM
251893103
3298
107920
SH
DFND
3
107920
0
0
DIAGEO P L C
SPON ADR NE
25243Q205
1264
9950
SH
SOLE
0
9950
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
8654
138867
SH
DFND
1
138867
0
0
DIGITAL RLTY TR INC
COM
253868103
2542
47866
SH
DFND
1
47866
0
0
DIGITAL RLTY TR INC
COM
253868103
3837
72266
SH
DFND
3
72266
0
0
DIRECTV
COM
25490A309
24202
405050
SH
DFND
1
405050
0
0
DISCOVER FINL SVCS
COM
254709108
22662
448402
SH
DFND
1
448402
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
4677
55406
SH
DFND
1
55406
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
2628
33643
SH
DFND
1
33643
0
0
DISH NETWORK CORP
CL A
25470M109
2524
56075
SH
DFND
1
56075
0
0
DISNEY WALT CO
COM DISNEY
254687106
49809
772356
SH
DFND
1
772356
0
0
DISNEY WALT CO
COM DISNEY
254687106
3605
55904
SH
DFND
3
55904
0
0
DISNEY WALT CO
COM DISNEY
254687106
1372
21280
SH
SOLE
0
21280
0
DOLLAR GEN CORP NEW
COM
256677105
6472
114627
SH
DFND
1
114627
0
0
DOLLAR TREE INC
COM
256746108
4898
85691
SH
DFND
1
85691
0
0
DOMINION RES INC VA NEW
COM
25746U109
9879
158120
SH
DFND
1
158120
0
0
DOMINION RES INC VA NEW
UNIT 07/01/
25746U885
2837
53000
SH
DFND
2
53000
0
0
DOVER CORP
COM
260003108
11695
130193
SH
DFND
1
130193
0
0
DOW CHEM CO
COM
260543103
11748
305940
SH
DFND
1
305940
0
0
DR PEPPER SNAPPLE GROUP IN
COM
26138E109
3477
77566
SH
DFND
1
77566
0
0
DR REDDYS LABS LTD
ADR
256135203
1336
35366
SH
SOLE
0
35366
0
DST SYS INC DEL
COM
233326107
1029
13644
SH
DFND
1
13644
0
0
DTE ENERGY CO
COM
233331107
12126
183790
SH
DFND
1
183790
0
0
DU PONT E I DE NEMOURS & C
COM
263534109
13617
232531
SH
DFND
1
232531
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
21140
316567
SH
DFND
1
316567
0
0
DUKE REALTY CORP
COM NEW
264411505
1902
123188
SH
DFND
1
123188
0
0
DUN & BRADSTREET CORP DEL
COM
26483E100
1623
15628
SH
DFND
1
15628
0
0
E M C CORP MASS
COM
268648102
29619
1158812
SH
DFND
1
1158812
0
0
E M C CORP MASS
COM
268648102
6633
259502
SH
DFND
3
259502
0
0
E M C CORP MASS
NOTE 1.75%
268648AM4
6881
4300000
PRN
SOLE
2
4300000
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1482
89834
SH
DFND
1
89834
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
3409
206596
SH
DFND
3
206596
0
0
EASTGROUP PPTY INC
COM
277276101
6549
110600
SH
DFND
1
110600
0
0
EASTMAN CHEM CO
COM
277432100
17183
220573
SH
DFND
1
220573
0
0
EATON CORP PLC
SHS
G29183103
22470
326409
SH
DFND
1
326409
0
0
EBAY INC
COM
278642103
18932
339347
SH
DFND
1
339347
0
0
ECOLAB INC
COM
278865100
9982
101075
SH
DFND
1
101075
0
0
ECOPETROL S A
SPONSORED A
279158109
12725
276639
SH
DFND
1
276639
0
0
EDISON INTL
COM
281020107
3808
82667
SH
DFND
1
82667
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
5302
76149
SH
DFND
1
76149
0
0
ELAN PLC
ADR
284131208
11923
765258
SH
DFND
1
765258
0
0
ELDORADO GOLD CORP NEW
COM
284902103
1824
270565
SH
DFND
1
270565
0
0
ELECTRONIC ARTS INC
COM
285512109
1981
77534
SH
DFND
1
77534
0
0
EMERSON ELEC CO
COM
291011104
12401
191667
SH
DFND
1
191667
0
0
EMERSON ELEC CO
COM
291011104
5397
83409
SH
DFND
3
83409
0
0
ENBRIDGE INC
COM
29250N105
9469
226974
SH
DFND
1
226974
0
0
ENCANA CORP
COM
292505104
6555
379733
SH
DFND
1
379733
0
0
ENCANA CORP
COM
292505104
4554
262796
SH
DFND
3
262796
0
0
ENERGIZER HLDGS INC
COM
29266R108
1572
17241
SH
DFND
1
17241
0
0
ENERSIS S A
SPONSORED A
29274F104
233
14481
SH
DFND
1
14481
0
0
ENSCO PLC
SHS CLASS A
G3157S106
7450
138601
SH
DFND
1
138601
0
0
ENTERGY CORP NEW
COM
29364G103
10386
164368
SH
DFND
1
164368
0
0
ENTERGY CORP NEW
COM
29364G103
3926
62132
SH
DFND
3
62132
0
0
EOG RES INC
COM
26875P101
12791
75563
SH
DFND
1
75563
0
0
EQT CORP
COM
26884L109
5020
56585
SH
DFND
1
56585
0
0
EQUIFAX INC
COM
294429105
1870
31241
SH
DFND
1
31241
0
0
EQUINIX INC
COM NEW
29444U502
3362
18305
SH
DFND
1
18305
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
5570
103983
SH
DFND
1
103983
0
0
ERIE INDTY CO
CL A
29530P102
713
9843
SH
DFND
1
9843
0
0
EVEREST RE GROUP LTD
COM
G3223R108
2789
19178
SH
DFND
1
19178
0
0
EXELIS INC
COM
30162A108
3248
206718
SH
DFND
3
206718
0
0
EXELON CORP
COM
30161N101
16438
554604
SH
DFND
1
554604
0
0
EXELON CORP
COM
30161N101
3980
134266
SH
DFND
3
134266
0
0
EXPEDIA INC DEL
COM NEW
30212P303
4084
78862
SH
DFND
1
78862
0
0
EXPEDITORS INTL WASH INC
COM
302130109
2389
54229
SH
DFND
1
54229
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
38859
628982
SH
DFND
1
628982
0
0
EXXON MOBIL CORP
COM
30231G102
174473
2027817
SH
DFND
1
2027817
0
0
EXXON MOBIL CORP
COM
30231G102
19961
232000
SH
DFND
3
232000
0
0
EXXON MOBIL CORP
COM
30231G102
305
3540
SH
SOLE
0
3540
0
F M C CORP
COM NEW
302491303
3717
51822
SH
DFND
1
51822
0
0
F5 NETWORKS INC
COM
315616102
2521
29393
SH
DFND
1
29393
0
0
F5 NETWORKS INC
COM
315616102
1291
15050
SH
SOLE
0
15050
0
FACEBOOK INC
CL A
30303M102
34145
679644
SH
DFND
1
679644
0
0
FAMILY DLR STORES INC
COM
307000109
2662
36957
SH
DFND
1
36957
0
0
FAMILY DLR STORES INC
COM
307000109
1311
18200
SH
SOLE
0
18200
0
FASTENAL CO
COM
311900104
3321
66099
SH
DFND
1
66099
0
0
FEDERAL REALTY INVT TR
SH BEN INT
313747206
2505
24694
SH
DFND
1
24694
0
0
FEDEX CORP
COM
31428X106
23171
203055
SH
DFND
1
203055
0
0
FEDEX CORP
COM
31428X106
3552
31132
SH
DFND
3
31132
0
0
FEDEX CORP
COM
31428X106
924
8100
SH
SOLE
0
8100
0
FIDELITY NATIONAL FINANCIA
NOTE 4.25%
31620RAE5
6519
4600000
PRN
SOLE
2
4600000
0
0
FIDELITY NATL INFORMATION
COM
31620M106
8269
178060
SH
DFND
1
178060
0
0
FIFTH THIRD BANCORP
COM
316773100
9699
537650
SH
DFND
1
537650
0
0
FIRST SOLAR INC
COM
336433107
975
24254
SH
DFND
1
24254
0
0
FIRST SOLAR INC
COM
336433107
2079
51706
SH
DFND
3
51706
0
0
FIRSTENERGY CORP
COM
337932107
12849
352503
SH
DFND
1
352503
0
0
FIRSTENERGY CORP
COM
337932107
3762
103198
SH
DFND
3
103198
0
0
FISERV INC
COM
337738108
5161
51074
SH
DFND
1
51074
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
2305
253628
SH
DFND
1
253628
0
0
FLOWSERVE CORP
COM
34354P105
4459
71472
SH
DFND
1
71472
0
0
FLUOR CORP NEW
COM
343412102
3153
44433
SH
DFND
1
44433
0
0
FMC TECHNOLOGIES INC
COM
30249U101
5054
91193
SH
DFND
1
91193
0
0
FOOT LOCKER INC
COM
344849104
1906
56161
SH
DFND
1
56161
0
0
FORD MTR CO DEL
COM PAR $0.
345370860
35340
2094856
SH
DFND
1
2094856
0
0
FORD MTR CO DEL
COM PAR $0.
345370860
6964
412796
SH
DFND
3
412796
0
0
FOREST LABS INC
COM
345838106
4353
101718
SH
DFND
1
101718
0
0
FORTUNE BRANDS HOME & SEC
COM
34964C106
1888
45354
SH
DFND
1
45354
0
0
FOSSIL GROUP INC
COM
34988V106
2334
20079
SH
DFND
1
20079
0
0
FOSTER WHEELER AG
COM
H27178104
964
36605
SH
DFND
1
36605
0
0
FRANCO NEVADA CORP
COM
351858105
2501
55196
SH
DFND
1
55196
0
0
FRANCO NEVADA CORP
COM
351858105
3794
83832
SH
DFND
3
83832
0
0
FRANKLIN RES INC
COM
354613101
7988
158012
SH
DFND
1
158012
0
0
FREEPORT-MCMORAN COPPER &
COM
35671D857
26105
789142
SH
DFND
1
789142
0
0
FREEPORT-MCMORAN COPPER &
COM
35671D857
2048
61920
SH
DFND
3
61920
0
0
FREEPORT-MCMORAN COPPER &
COM
35671D857
375
11350
SH
SOLE
0
11350
0
FRONTIER COMMUNICATIONS CO
COM
35906A108
1589
381090
SH
DFND
1
381090
0
0
FRONTIER COMMUNICATIONS CO
COM
35906A108
1742
417827
SH
DFND
3
417827
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
2011
46080
SH
DFND
1
46080
0
0
GAMESTOP CORP NEW
CL A
36467W109
2296
46237
SH
DFND
1
46237
0
0
GANNETT INC
COM
364730101
2319
86553
SH
DFND
1
86553
0
0
GAP INC DEL
COM
364760108
4109
102008
SH
DFND
1
102008
0
0
GARMIN LTD
SHS
H2906T109
2080
46017
SH
DFND
1
46017
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
2635
83000
SH
DFND
3
83000
0
0
GENERAL DYNAMICS CORP
COM
369550108
1072
12249
SH
DFND
1
12249
0
0
GENERAL ELECTRIC CO
COM
369604103
124637
5217127
SH
DFND
1
5217127
0
0
GENERAL ELECTRIC CO
COM
369604103
17300
724158
SH
DFND
3
724158
0
0
GENERAL GROWTH PPTYS INC N
COM
370023103
11622
602502
SH
DFND
1
602502
0
0
GENERAL MLS INC
COM
370334104
13912
290313
SH
DFND
1
290313
0
0
GENERAL MLS INC
COM
370334104
4945
103198
SH
DFND
3
103198
0
0
GENERAL MTRS CO
COM
37045V100
19559
543760
SH
DFND
1
543760
0
0
GENERAL MTRS CO
COM
37045V100
3339
92832
SH
DFND
3
92832
0
0
GENTEX CORP
COM
371901109
1364
53295
SH
DFND
1
53295
0
0
GENUINE PARTS CO
COM
372460105
3315
40977
SH
DFND
1
40977
0
0
GENWORTH FINL INC
COM CL A
37247D106
13739
1074188
SH
DFND
1
1074188
0
0
GERDAU S A
SPONSORED A
373737105
129
17300
SH
DFND
1
17300
0
0
GIANT INTERACTIVE GROUP IN
ADR
374511103
5150
564667
SH
DFND
1
564667
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
1016
21909
SH
SOLE
0
21909
0
GILEAD SCIENCES INC
COM
375558103
53454
850639
SH
DFND
1
850639
0
0
GILEAD SCIENCES INC
COM
375558103
6485
103198
SH
DFND
3
103198
0
0
GILEAD SCIENCES INC
NOTE 1.625%
375558AP8
2355
850000
PRN
DFND
2
850000
0
0
GILEAD SCIENCES INC
NOTE 1.625%
375558AP8
10528
3800000
PRN
SOLE
2
3800000
0
0
GOLDCORP INC NEW
COM
380956409
5922
227874
SH
DFND
1
227874
0
0
GOLDCORP INC NEW
COM
380956409
13328
512428
SH
DFND
3
512428
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
50258
317665
SH
DFND
1
317665
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
4937
31206
SH
DFND
3
31206
0
0
GOODRICH PETE CORP
NOTE 5.00%
382410AC2
4322
4000000
PRN
DFND
2
4000000
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
599
26680
SH
DFND
1
26680
0
0
GOOGLE INC
CL A
38259P508
106399
121472
SH
DFND
1
121472
0
0
GRAINGER W W INC
COM
384802104
6003
22936
SH
DFND
1
22936
0
0
GREEN MTN COFFEE ROASTERS
COM
393122106
3753
49819
SH
DFND
1
49819
0
0
GROUP 1 AUTOMOTIVE INC
FRNT 2.25%
398905AE9
22525
17000000
PRN
DFND
2
17000000
0
0
GROUPE CGI INC
CL A SUB VT
39945C109
3475
99128
SH
DFND
1
99128
0
0
GRUPO TELEVISA SA
SPON ADR RE
40049J206
639
22877
SH
DFND
1
22877
0
0
HALCON RES CORP
COM NEW
40537Q209
165
37165
SH
DFND
2
37165
0
0
HALLIBURTON CO
COM
406216101
34291
712168
SH
DFND
1
712168
0
0
HARLEY DAVIDSON INC
COM
412822108
5545
86311
SH
DFND
1
86311
0
0
HARMAN INTL INDS INC
COM
413086109
1651
24929
SH
DFND
1
24929
0
0
HARRIS CORP DEL
COM
413875105
2404
40547
SH
DFND
1
40547
0
0
HARTFORD FINL SVCS GROUP I
COM
416515104
15835
508835
SH
DFND
1
508835
0
0
HASBRO INC
COM
418056107
2101
44559
SH
DFND
1
44559
0
0
HCA HOLDINGS INC
COM
40412C101
4331
101303
SH
DFND
1
101303
0
0
HCP INC
COM
40414L109
5876
143499
SH
DFND
1
143499
0
0
HEALTH CARE REIT INC
COM
42217K106
6646
106543
SH
DFND
1
106543
0
0
HEALTH CARE REIT INC
NOTE 3.00%1
42217KAR7
4687
3800000
PRN
SOLE
2
3800000
0
0
HEARTWARE INTL INC
NOTE 3.50%1
422368AA8
22610
20300000
PRN
DFND
2
20300000
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
2704
38757
SH
DFND
1
38757
0
0
HERSHEY CO
COM
427866108
3943
42630
SH
DFND
1
42630
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
3272
147657
SH
DFND
1
147657
0
0
HESS CORP
COM
42809H107
12533
162050
SH
DFND
1
162050
0
0
HEWLETT PACKARD CO
COM
428236103
23306
1110881
SH
DFND
1
1110881
0
0
HEWLETT PACKARD CO
COM
428236103
3236
154223
SH
DFND
3
154223
0
0
HILLSHIRE BRANDS CO
COM
432589109
1444
46969
SH
DFND
1
46969
0
0
HOLLYFRONTIER CORP
COM
436106108
3220
76459
SH
DFND
1
76459
0
0
HOME DEPOT INC
COM
437076102
32773
432070
SH
DFND
1
432070
0
0
HONEYWELL INTL INC
COM
438516106
70864
853374
SH
DFND
1
853374
0
0
HORMEL FOODS CORP
COM
440452100
2205
52355
SH
DFND
1
52355
0
0
HORNBECK OFFSHORE SVCS INC
FRNT 1.625%
440543AE6
22733
19200000
PRN
DFND
2
19200000
0
0
HOSPIRA INC
COM
441060100
1801
45923
SH
DFND
1
45923
0
0
HOSPITALITY PPTYS TR
COM SH BEN
44106M102
1370
48413
SH
DFND
1
48413
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
11251
636722
SH
DFND
1
636722
0
0
HUDSON CITY BANCORP
COM
443683107
972
107402
SH
DFND
1
107402
0
0
HUMANA INC
COM
444859102
16387
175581
SH
DFND
1
175581
0
0
HUNT J B TRANS SVCS INC
COM
445658107
2564
35161
SH
DFND
1
35161
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
2589
313497
SH
DFND
1
313497
0
0
IAC INTERACTIVECORP
COM PAR $.0
44919P508
1547
28295
SH
DFND
1
28295
0
0
IAMGOLD CORP
COM
450913108
656
137442
SH
DFND
1
137442
0
0
IHS INC
CL A
451734107
2580
22599
SH
DFND
1
22599
0
0
ILLINOIS TOOL WKS INC
COM
452308109
11829
155095
SH
DFND
1
155095
0
0
ILLUMINA INC
COM
452327109
3788
46865
SH
DFND
1
46865
0
0
IMPERIAL OIL LTD
COM NEW
453038408
4401
100340
SH
DFND
1
100340
0
0
INFOSYS LTD
SPONSORED A
456788108
2269
47159
SH
DFND
1
47159
0
0
INGERSOLL-RAND PLC
SHS
G47791101
7344
113096
SH
DFND
1
113096
0
0
INSULET CORP
NOTE 3.75%
45784PAC5
26849
18500000
PRN
DFND
2
18500000
0
0
INTEGRA LIFESCIENCES HLDGS
NOTE 1.625%
457985AK5
10163
10000000
PRN
DFND
2
10000000
0
0
INTEL CORP
COM
458140100
57987
2529985
SH
DFND
1
2529985
0
0
INTEL CORP
COM
458140100
5936
259000
SH
DFND
3
259000
0
0
INTEL CORP
SDCV 2.95%
458140AD2
85552
78850000
PRN
DFND
2
78850000
0
0
INTEL CORP
SDCV 2.95%
458140AD2
9765
9000000
PRN
SOLE
2
9000000
0
0
INTEL CORP
SDCV 3.25%
458140AF7
1240
1000000
PRN
DFND
2
1000000
0
0
INTERCONTINENTALEXCHANGE I
COM
45865V100
5001
27565
SH
DFND
1
27565
0
0
INTERNATIONAL BUSINESS MAC
COM
459200101
102718
554694
SH
DFND
1
554694
0
0
INTERNATIONAL BUSINESS MAC
COM
459200101
13515
72982
SH
DFND
3
72982
0
0
INTERNATIONAL FLAVORS&FRAG
COM
459506101
2511
30514
SH
DFND
1
30514
0
0
INTERNATIONAL GAME TECHNOL
COM
459902102
1887
99688
SH
DFND
1
99688
0
0
INTERNATIONAL GAME TECHNOL
COM
459902102
2932
154904
SH
DFND
3
154904
0
0
INTERNATIONAL GAME TECHNOL
NOTE 3.25%
459902AQ5
29903
27000000
PRN
DFND
2
27000000
0
0
INTERNATIONAL GAME TECHNOL
NOTE 3.25%
459902AQ5
5814
5250000
PRN
SOLE
2
5250000
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
1975
114978
SH
DFND
1
114978
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
5319
309596
SH
DFND
3
309596
0
0
INTL PAPER CO
COM
460146103
15900
354910
SH
DFND
1
354910
0
0
INTL PAPER CO
COM
460146103
3699
82560
SH
DFND
3
82560
0
0
INTREPID POTASH INC
COM
46121Y102
2916
185986
SH
DFND
3
185986
0
0
INTUIT
COM
461202103
6913
104250
SH
DFND
1
104250
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
4161
11058
SH
DFND
1
11058
0
0
INVESCO LTD
SHS
G491BT108
3981
124783
SH
DFND
1
124783
0
0
INVESTMENT TECHNOLOGY GRP
COM
46145F105
1554
98880
SH
DFND
3
98880
0
0
IRON MTN INC
COM
462846106
1751
64819
SH
DFND
1
64819
0
0
ISHARES INC
MSCI SINGAP
464286673
12382
927500
SH
SOLE
0
927500
0
ISHARES TR
S&P 500 IND
464287200
71863
425475
SH
SOLE
0
425475
0
ISHARES TR
MSCI EMERG
464287234
4609
113044
SH
DFND
1
113044
0
0
ISHARES TR
RUSSELL 300
464287689
66319
655718
SH
DFND
1
655718
0
0
ISHARES TR
PUT
464287954
10274
23408000
SH
DFND
1
23408000
0
0
ITAU UNIBANCO HLDG SA
SPON ADR RE
465562106
692
49038
SH
DFND
1
49038
0
0
IXIA
NOTE 3.00%1
45071RAB5
28625
25000000
PRN
DFND
2
25000000
0
0
JABIL CIRCUIT INC
COM
466313103
9672
446148
SH
DFND
1
446148
0
0
JABIL CIRCUIT INC
COM
466313103
2234
103030
SH
DFND
3
103030
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
2113
36325
SH
DFND
1
36325
0
0
JANUS CAP GROUP INC
COM
47102X105
3966
465994
SH
DFND
3
465994
0
0
JEFFERIES GROUP INC NEW
DBCV 3.875%
472319AG7
7363
7000000
PRN
DFND
2
7000000
0
0
JEFFERIES GROUP INC NEW
DBCV 3.875%
472319AG7
4313
4100000
PRN
SOLE
2
4100000
0
0
JOHNSON & JOHNSON
COM
478160104
101974
1176301
SH
DFND
1
1176301
0
0
JOHNSON & JOHNSON
COM
478160104
5306
61208
SH
SOLE
0
61208
0
JOHNSON CTLS INC
COM
478366107
20516
494352
SH
DFND
1
494352
0
0
JOHNSON CTLS INC
COM
478366107
3426
82560
SH
DFND
3
82560
0
0
JONES GROUP INC
COM
48020T101
3130
208530
SH
DFND
3
208530
0
0
JOY GLOBAL INC
COM
481165108
2057
40299
SH
DFND
1
40299
0
0
JOY GLOBAL INC
COM
481165108
4735
92772
SH
DFND
3
92772
0
0
JOY GLOBAL INC
COM
481165108
2287
44800
SH
SOLE
0
44800
0
JPMORGAN CHASE & CO
COM
46625H100
139355
2695980
SH
DFND
1
2695980
0
0
JPMORGAN CHASE & CO
COM
46625H100
8007
154904
SH
DFND
3
154904
0
0
JUNIPER NETWORKS INC
COM
48203R104
3823
192486
SH
DFND
1
192486
0
0
JUNIPER NETWORKS INC
COM
48203R104
4086
205758
SH
DFND
3
205758
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
4499
41140
SH
DFND
1
41140
0
0
KB FINANCIAL GROUP INC
SPONSORED A
48241A105
259
7408
SH
DFND
1
7408
0
0
KBR INC
COM
48242W106
3368
103198
SH
DFND
3
103198
0
0
KBR INC
COM
48242W106
1547
47385
SH
SOLE
0
47385
0
KELLOGG CO
COM
487836108
3872
65922
SH
DFND
1
65922
0
0
KELLOGG CO
COM
487836108
1316
22400
SH
SOLE
0
22400
0
KEMET CORP
COM NEW
488360207
84
20000
SH
DFND
3
20000
0
0
KEYCORP NEW
COM
493267108
4004
351224
SH
DFND
1
351224
0
0
KIMBERLY CLARK CORP
COM
494368103
16323
173246
SH
DFND
1
173246
0
0
KIMCO REALTY CORP
COM
49446R109
2532
125495
SH
DFND
1
125495
0
0
KINDER MORGAN INC DEL
COM
49456B101
10771
302825
SH
DFND
1
302825
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
2142
425627
SH
DFND
1
425627
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
2085
412796
SH
DFND
3
412796
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
723
143620
SH
SOLE
0
143620
0
KLA-TENCOR CORP
COM
482480100
3824
62844
SH
DFND
1
62844
0
0
KOHLS CORP
COM
500255104
7682
148447
SH
DFND
1
148447
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
10797
205884
SH
DFND
1
205884
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
680
12966
SH
SOLE
0
12966
0
KROGER CO
COM
501044101
25449
630868
SH
DFND
1
630868
0
0
L BRANDS INC
COM
501797104
23524
385012
SH
DFND
1
385012
0
0
L-3 COMMUNICATIONS HLDGS I
COM
502424104
218
2310
SH
DFND
1
2310
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
3524
35550
SH
DFND
1
35550
0
0
LAM RESEARCH CORP
COM
512807108
3176
62053
SH
DFND
1
62053
0
0
LAS VEGAS SANDS CORP
COM
517834107
7965
119925
SH
DFND
1
119925
0
0
LAUDER ESTEE COS INC
CL A
518439104
4181
59819
SH
DFND
1
59819
0
0
LAUDER ESTEE COS INC
CL A
518439104
1444
20660
SH
SOLE
0
20660
0
LEGG MASON INC
COM
524901105
1459
43635
SH
DFND
1
43635
0
0
LEGG MASON INC
COM
524901105
4141
123838
SH
DFND
3
123838
0
0
LEGGETT & PLATT INC
COM
524660107
1155
38307
SH
DFND
1
38307
0
0
LENNAR CORP
CL A
526057104
1585
44762
SH
DFND
1
44762
0
0
LENNAR CORP
CL A
526057104
2549
72000
SH
DFND
3
72000
0
0
LEUCADIA NATL CORP
COM
527288104
2724
100002
SH
DFND
1
100002
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
4916
61948
SH
DFND
1
61948
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
831
10474
SH
SOLE
0
10474
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
3601
47744
SH
DFND
1
47744
0
0
LIBERTY INTERACTIVE CORP
LBT VENT CO
53071M880
1214
13769
SH
DFND
1
13769
0
0
LIBERTY INTERACTIVE CORPOR
INT COM SER
53071M104
4489
191260
SH
DFND
1
191260
0
0
LIBERTY MEDIA CORP DELAWAR
CL A
531229102
4746
32254
SH
DFND
1
32254
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
1897
53295
SH
DFND
1
53295
0
0
LIFE TECHNOLOGIES CORP
COM
53217V109
4891
65364
SH
DFND
1
65364
0
0
LILLY ELI & CO
COM
532457108
29290
581963
SH
DFND
1
581963
0
0
LINCOLN NATL CORP IND
COM
534187109
4312
102682
SH
DFND
1
102682
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
2534
63894
SH
DFND
1
63894
0
0
LINEAR TECHNOLOGY CORP
NOTE 3.00%
535678AC0
46944
44000000
PRN
DFND
2
44000000
0
0
LINKEDIN CORP
COM CL A
53578A108
8422
34228
SH
DFND
1
34228
0
0
LKQ CORP
COM
501889208
3230
101393
SH
DFND
1
101393
0
0
LOCKHEED MARTIN CORP
COM
539830109
1504
11791
SH
DFND
1
11791
0
0
LOEWS CORP
COM
540424108
3618
77417
SH
DFND
1
77417
0
0
LORILLARD INC
COM
544147101
4161
92914
SH
DFND
1
92914
0
0
LOWES COS INC
COM
548661107
25785
541584
SH
DFND
1
541584
0
0
LSI CORPORATION
COM
502161102
1634
208922
SH
DFND
1
208922
0
0
LULULEMON ATHLETICA INC
COM
550021109
2781
38051
SH
DFND
1
38051
0
0
LYONDELLBASELL INDUSTRIES
SHS-A-
N53745100
65764
898046
SH
DFND
1
898046
0
0
LYONDELLBASELL INDUSTRIES
SHS-A-
N53745100
267
3650
SH
SOLE
0
3650
0
M & T BK CORP
COM
55261F104
3423
30582
SH
DFND
1
30582
0
0
MACERICH CO
COM
554382101
2883
51072
SH
DFND
1
51072
0
0
MACYS INC
COM
55616P104
6416
148276
SH
DFND
1
148276
0
0
MACYS INC
COM
55616P104
1083
25025
SH
SOLE
0
25025
0
MAGNA INTL INC
COM
559222401
7011
85109
SH
DFND
1
85109
0
0
MAGNA INTL INC
COM
559222401
2463
29894
SH
SOLE
0
29894
0
MANITOWOC INC
COM
563571108
3062
156398
SH
DFND
3
156398
0
0
MANPOWERGROUP INC
COM
56418H100
2130
29281
SH
DFND
1
29281
0
0
MANULIFE FINL CORP
COM
56501R106
14477
876074
SH
DFND
1
876074
0
0
MANULIFE FINL CORP
COM
56501R106
1823
110334
SH
SOLE
0
110334
0
MARATHON OIL CORP
COM
565849106
9421
270111
SH
DFND
1
270111
0
0
MARATHON PETE CORP
COM
56585A102
15477
240631
SH
DFND
1
240631
0
0
MARKEL CORP
COM
570535104
2357
4552
SH
DFND
1
4552
0
0
MARRIOTT INTL INC NEW
CL A
571903202
2555
60745
SH
DFND
1
60745
0
0
MARSH & MCLENNAN COS INC
COM
571748102
6637
152396
SH
DFND
1
152396
0
0
MARVELL TECHNOLOGY GROUP L
ORD
G5876H105
1915
166505
SH
DFND
1
166505
0
0
MASCO CORP
COM
574599106
2913
136910
SH
DFND
1
136910
0
0
MASTERCARD INC
CL A
57636Q104
20512
30489
SH
DFND
1
30489
0
0
MATTEL INC
COM
577081102
45624
1089910
SH
DFND
1
1089910
0
0
MATTEL INC
COM
577081102
666
15900
SH
SOLE
0
15900
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
3292
110484
SH
DFND
1
110484
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2468
82832
SH
DFND
3
82832
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
2075
32067
SH
DFND
1
32067
0
0
MCDERMOTT INTL INC
COM
580037109
625
84144
SH
DFND
1
84144
0
0
MCDONALDS CORP
COM
580135101
92361
959990
SH
DFND
1
959990
0
0
MCDONALDS CORP
COM
580135101
9929
103198
SH
DFND
3
103198
0
0
MCGRAW HILL COS INC
COM
580645109
10472
159652
SH
DFND
1
159652
0
0
MCKESSON CORP
COM
58155Q103
15751
122770
SH
DFND
1
122770
0
0
MDU RES GROUP INC
COM
552690109
1977
70667
SH
DFND
1
70667
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
3794
51095
SH
DFND
1
51095
0
0
MEADWESTVACO CORP
COM
583334107
2557
66630
SH
DFND
1
66630
0
0
MEDIVATION INC
NOTE 2.625%
58501NAA9
21179
15000000
PRN
DFND
2
15000000
0
0
MEDTRONIC INC
COM
585055106
23619
443556
SH
DFND
1
443556
0
0
MEDTRONIC INC
COM
585055106
5534
103916
SH
DFND
3
103916
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
413
10870
SH
DFND
1
10870
0
0
MERCK & CO INC NEW
COM
58933Y105
60378
1268180
SH
DFND
1
1268180
0
0
MERCK & CO INC NEW
COM
58933Y105
9862
207133
SH
DFND
3
207133
0
0
MERCK & CO INC NEW
COM
58933Y105
697
14650
SH
SOLE
0
14650
0
MERRIMACK PHARMACEUTICALS
NOTE 4.50%
590328AA8
9146
10050000
PRN
DFND
2
10050000
0
0
METLIFE INC
COM
59156R108
29719
632992
SH
DFND
1
632992
0
0
METLIFE INC
COM
59156R108
5814
123838
SH
DFND
3
123838
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
2810
137455
SH
DFND
1
137455
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
5079
68159
SH
DFND
1
68159
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
2123
52686
SH
DFND
1
52686
0
0
MICRON TECHNOLOGY INC
COM
595112103
5344
305888
SH
DFND
1
305888
0
0
MICROSOFT CORP
COM
594918104
174017
5224170
SH
DFND
1
5224170
0
0
MICROSOFT CORP
COM
594918104
13757
413000
SH
DFND
3
413000
0
0
MICROSOFT CORP
COM
594918104
896
26910
SH
SOLE
0
26910
0
MOBILE TELESYSTEMS OJSC
SPONSORED A
607409109
23911
1074171
SH
DFND
1
1074171
0
0
MOHAWK INDS INC
COM
608190104
2035
15623
SH
DFND
1
15623
0
0
MOLEX INC
COM
608554101
974
25288
SH
DFND
1
25288
0
0
MOLEX INC
CL A
608554200
1075
28081
SH
DFND
1
28081
0
0
MOLSON COORS BREWING CO
CL B
60871R209
2597
51802
SH
DFND
1
51802
0
0
MOLYCORP INC DEL
COM
608753109
1083
165118
SH
DFND
3
165118
0
0
MONDELEZ INTL INC
CL A
609207105
34938
1111956
SH
DFND
1
1111956
0
0
MONDELEZ INTL INC
CL A
609207105
1106
35200
SH
SOLE
0
35200
0
MONSANTO CO NEW
COM
61166W101
19488
186718
SH
DFND
1
186718
0
0
MONSANTO CO NEW
COM
61166W101
556
5325
SH
SOLE
0
5325
0
MONSTER BEVERAGE CORP
COM
611740101
2673
51160
SH
DFND
1
51160
0
0
MONSTER WORLDWIDE INC
COM
611742107
2271
513862
SH
DFND
3
513862
0
0
MOODYS CORP
COM
615369105
4044
57494
SH
DFND
1
57494
0
0
MORGAN STANLEY
COM NEW
617446448
31730
1177356
SH
DFND
1
1177356
0
0
MORGAN STANLEY
COM NEW
617446448
4180
155104
SH
DFND
3
155104
0
0
MOSAIC CO NEW
NEW
61945C103
3421
79515
SH
DFND
1
79515
0
0
MOSAIC CO NEW
NEW
61945C103
3576
83124
SH
DFND
3
83124
0
0
MOSAIC CO NEW
NEW
61945C103
813
18900
SH
SOLE
0
18900
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
3948
66491
SH
DFND
1
66491
0
0
MURPHY OIL CORP
COM
626717102
11467
190111
SH
DFND
1
190111
0
0
MURPHY USA INC
COM
626755102
1421
35174
SH
DFND
1
35174
0
0
MYLAN INC
COM
628530107
8515
223089
SH
DFND
1
223089
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
1662
103484
SH
DFND
1
103484
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
18966
242811
SH
DFND
1
242811
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
1365
42900
SH
SOLE
2
42900
0
0
NAVISTAR INTL CORP NEW
NOTE 3.00%
63934EAL2
7127
7000000
PRN
DFND
2
7000000
0
0
NCR CORP NEW
COM
62886E108
2406
60737
SH
DFND
1
60737
0
0
NETAPP INC
COM
64110D104
5808
136269
SH
DFND
1
136269
0
0
NETFLIX INC
COM
64110L106
4356
14088
SH
DFND
1
14088
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
2336
206398
SH
DFND
3
206398
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1821
120485
SH
DFND
1
120485
0
0
NEWELL RUBBERMAID INC
COM
651229106
2161
78574
SH
DFND
1
78574
0
0
NEWFIELD EXPL CO
COM
651290108
4302
157197
SH
DFND
1
157197
0
0
NEWMONT MINING CORP
COM
651639106
9208
327695
SH
DFND
1
327695
0
0
NEWMONT MINING CORP
COM
651639106
12929
460104
SH
DFND
3
460104
0
0
NEWMONT MINING CORP
COM
651639106
588
20935
SH
SOLE
0
20935
0
NEWMONT MINING CORP
NOTE 1.625%
651639AJ5
6573
5950000
PRN
SOLE
2
5950000
0
0
NEWS CORP NEW
CL A
65249B109
1625
101153
SH
DFND
1
101153
0
0
NEWS CORP NEW
CL B
65249B208
443
26934
SH
DFND
1
26934
0
0
NEXTERA ENERGY INC
COM
65339F101
9291
115904
SH
DFND
1
115904
0
0
NIELSEN HOLDINGS N V
COM
N63218106
2753
75518
SH
DFND
1
75518
0
0
NIKE INC
CL B
654106103
11949
164491
SH
DFND
1
164491
0
0
NISOURCE INC
COM
65473P105
3606
116723
SH
DFND
1
116723
0
0
NOBLE CORPORATION BAAR
NAMEN-AKT
H5833N103
3634
96202
SH
DFND
1
96202
0
0
NOBLE CORPORATION BAAR
NAMEN-AKT
H5833N103
3147
83332
SH
DFND
3
83332
0
0
NOBLE ENERGY INC
COM
655044105
9102
135831
SH
DFND
1
135831
0
0
NORDSTROM INC
COM
655664100
3229
57453
SH
DFND
1
57453
0
0
NORFOLK SOUTHERN CORP
COM
655844108
20754
268318
SH
DFND
1
268318
0
0
NORFOLK SOUTHERN CORP
COM
655844108
3977
51416
SH
DFND
3
51416
0
0
NORTHEAST UTILS
COM
664397106
4913
119094
SH
DFND
1
119094
0
0
NORTHERN TR CORP
COM
665859104
4991
91772
SH
DFND
1
91772
0
0
NORTHROP GRUMMAN CORP
COM
666807102
25021
262665
SH
DFND
1
262665
0
0
NOVELLUS SYS INC
NOTE 2.625%
670008AD3
20645
13000000
PRN
DFND
2
13000000
0
0
NOVELLUS SYS INC
NOTE 2.625%
670008AD3
10164
6400000
PRN
SOLE
2
6400000
0
0
NRG ENERGY INC
COM NEW
629377508
3372
123374
SH
DFND
1
123374
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
1797
96078
SH
DFND
1
96078
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
2895
154838
SH
DFND
3
154838
0
0
NUANCE COMMUNICATIONS INC
DBCV 2.75%
67020YAB6
23940
21000000
PRN
DFND
2
21000000
0
0
NUCOR CORP
COM
670346105
5934
121044
SH
DFND
1
121044
0
0
NUCOR CORP
COM
670346105
3546
72346
SH
DFND
3
72346
0
0
NUVASIVE INC
NOTE 2.75%
670704AC9
9800
10000000
PRN
DFND
2
10000000
0
0
NVIDIA CORP
COM
67066G104
3284
211027
SH
DFND
1
211027
0
0
NVIDIA CORP
COM
67066G104
4817
309596
SH
DFND
3
309596
0
0
NVR INC
COM
62944T105
1063
1156
SH
DFND
1
1156
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
2629
70651
SH
DFND
1
70651
0
0
NYSE EURONEXT
COM
629491101
3879
92410
SH
DFND
1
92410
0
0
O REILLY AUTOMOTIVE INC NE
COM
67103H107
5380
42167
SH
DFND
1
42167
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
36493
390129
SH
DFND
1
390129
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
5792
61920
SH
DFND
3
61920
0
0
OI S.A.
SPN ADR REP
670851203
46
24774
SH
DFND
1
24774
0
0
OLD REP INTL CORP
COM
680223104
1337
86830
SH
DFND
1
86830
0
0
OLD REP INTL CORP
NOTE 3.75%
680223AH7
1529
1300000
PRN
SOLE
2
1300000
0
0
OMNICARE INC
COM
681904108
2227
40131
SH
DFND
1
40131
0
0
OMNICARE INC
DBCV 3.25%1
681904AL2
8540
8000000
PRN
DFND
2
8000000
0
0
OMNICOM GROUP INC
COM
681919106
4301
67799
SH
DFND
1
67799
0
0
ONEOK INC NEW
COM
682680103
4167
78147
SH
DFND
1
78147
0
0
OPEN TEXT CORP
COM
683715106
658
8814
SH
SOLE
0
8814
0
ORACLE CORP
COM
68389X105
56019
1688836
SH
DFND
1
1688836
0
0
OWENS CORNING NEW
COM
690742101
3152
83000
SH
DFND
3
83000
0
0
OWENS ILL INC
COM NEW
690768403
1857
61850
SH
DFND
1
61850
0
0
PACCAR INC
COM
693718108
5412
97237
SH
DFND
1
97237
0
0
PALL CORP
COM
696429307
3180
41271
SH
DFND
1
41271
0
0
PARKER HANNIFIN CORP
COM
701094104
6234
57339
SH
DFND
1
57339
0
0
PARTNERRE LTD
COM
G6852T105
2025
22126
SH
DFND
1
22126
0
0
PATTERSON COMPANIES INC
COM
703395103
1384
34426
SH
DFND
1
34426
0
0
PATTERSON UTI ENERGY INC
COM
703481101
1166
54549
SH
DFND
1
54549
0
0
PAYCHEX INC
COM
704326107
3546
87265
SH
DFND
1
87265
0
0
PEABODY ENERGY CORP
COM
704549104
1289
74726
SH
DFND
1
74726
0
0
PEABODY ENERGY CORP
COM
704549104
2316
134266
SH
DFND
3
134266
0
0
PEMBINA PIPELINE CORP
COM
706327103
3793
114575
SH
DFND
1
114575
0
0
PENN WEST PETE LTD NEW
COM
707887105
2024
182630
SH
DFND
1
182630
0
0
PENNEY J C INC
COM
708160106
629
71354
SH
DFND
1
71354
0
0
PENNEY J C INC
COM
708160106
820
92986
SH
DFND
3
92986
0
0
PENTAIR LTD
SHS
H6169Q108
4962
76406
SH
DFND
1
76406
0
0
PEOPLES UNITED FINANCIAL I
COM
712704105
1230
85527
SH
DFND
1
85527
0
0
PEPCO HOLDINGS INC
COM
713291102
1708
92512
SH
DFND
1
92512
0
0
PEPSICO INC
COM
713448108
41563
522806
SH
DFND
1
522806
0
0
PERRIGO CO
COM
714290103
4060
32907
SH
DFND
1
32907
0
0
PETROLEO BRASILEIRO SA PET
SP ADR NON
71654V101
209
12503
SH
DFND
1
12503
0
0
PETSMART INC
COM
716768106
2983
39114
SH
DFND
1
39114
0
0
PFIZER INC
COM
717081103
131175
4568973
SH
DFND
1
4568973
0
0
PFIZER INC
COM
717081103
10422
363000
SH
DFND
3
363000
0
0
PFIZER INC
COM
717081103
883
30750
SH
SOLE
0
30750
0
PG&E CORP
COM
69331C108
6825
166784
SH
DFND
1
166784
0
0
PHILIP MORRIS INTL INC
COM
718172109
74263
857637
SH
DFND
1
857637
0
0
PHILIP MORRIS INTL INC
COM
718172109
8919
103000
SH
DFND
3
103000
0
0
PHILIP MORRIS INTL INC
COM
718172109
1197
13825
SH
SOLE
0
13825
0
PHILLIPS 66
COM
718546104
19534
337835
SH
DFND
1
337835
0
0
PINNACLE WEST CAP CORP
COM
723484101
2254
41179
SH
DFND
1
41179
0
0
PIONEER NAT RES CO
COM
723787107
9736
51566
SH
DFND
1
51566
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
2038
43522
SH
DFND
1
43522
0
0
PNC FINL SVCS GROUP INC
COM
693475105
19889
274520
SH
DFND
1
274520
0
0
PNC FINL SVCS GROUP INC
COM
693475105
3746
51706
SH
DFND
3
51706
0
0
POSCO
SPONSORED A
693483109
439
5960
SH
DFND
1
5960
0
0
POTASH CORP SASK INC
COM
73755L107
12005
384343
SH
DFND
1
384343
0
0
POTASH CORP SASK INC
COM
73755L107
5207
166478
SH
DFND
3
166478
0
0
POTASH CORP SASK INC
COM
73755L107
1568
50185
SH
SOLE
0
50185
0
PPG INDS INC
COM
693506107
5761
34484
SH
DFND
1
34484
0
0
PPL CORP
COM
69351T106
5389
177385
SH
DFND
1
177385
0
0
PRAXAIR INC
COM
74005P104
40245
334790
SH
DFND
1
334790
0
0
PRECISION CASTPARTS CORP
COM
740189105
16119
70933
SH
DFND
1
70933
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
3902
393306
SH
DFND
3
393306
0
0
PRICE T ROWE GROUP INC
COM
74144T108
6772
94148
SH
DFND
1
94148
0
0
PRICELINE COM INC
COM NEW
741503403
19616
19404
SH
DFND
1
19404
0
0
PRICELINE COM INC
DEBT 1.00%
741503AQ9
11724
9100000
PRN
SOLE
2
9100000
0
0
PRINCIPLE FINANCIAL GROUP
COM
74251V102
4830
112801
SH
DFND
1
112801
0
0
PRINCIPLE FINANCIAL GROUP
COM
74251V102
2214
51706
SH
DFND
3
51706
0
0
PROCTER & GAMBLE CO
COM
742718109
90256
1194025
SH
DFND
1
1194025
0
0
PROCTER & GAMBLE CO
COM
742718109
4011
53060
SH
SOLE
0
53060
0
PROGRESSIVE CORP OHIO
COM
743315103
6377
234190
SH
DFND
1
234190
0
0
PROLOGIS INC
COM
74340W103
6450
171443
SH
DFND
1
171443
0
0
PROLOGIS INC
COM
74340W103
583
15500
SH
DFND
2
15500
0
0
PROSPECT CAPITAL CORPORATI
MTNF 5.375%
74348TAK8
3933
3800000
PRN
SOLE
2
3800000
0
0
PROSPECT CAPITAL CORPORATI
NOTE 5.75%
74348TAL6
1383
1350000
PRN
DFND
2
1350000
0
0
PRUDENTIAL FINL INC
COM
744320102
14819
190036
SH
DFND
1
190036
0
0
PUBLIC STORAGE
COM
74460D109
15516
96644
SH
DFND
1
96644
0
0
PUBLIC SVC ENTERPRISE GROU
COM
744573106
4603
139786
SH
DFND
1
139786
0
0
PULTE GROUP INC
COM
745867101
1973
119568
SH
DFND
1
119568
0
0
PULTE GROUP INC
COM
745867101
2525
153000
SH
DFND
3
153000
0
0
PVH CORP
COM
693656100
3418
28796
SH
DFND
1
28796
0
0
QEP RES INC
COM
74733V100
1326
47873
SH
DFND
1
47873
0
0
QIAGEN NV
REG SHS
N72482107
1358
65562
SH
DFND
1
65562
0
0
QIAGEN NV
REG SHS
N72482107
22277
1075703
SH
DFND
3
1075703
0
0
QIAGEN NV
REG SHS
N72482107
806
38934
SH
SOLE
0
38934
0
QIHOO 360 TECHNOLOGY CO LT
ADS
74734M109
911
10945
SH
SOLE
0
10945
0
QUALCOMM INC
COM
747525103
105403
1564765
SH
DFND
1
1564765
0
0
QUALCOMM INC
COM
747525103
6983
103663
SH
DFND
3
103663
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
3726
60297
SH
DFND
1
60297
0
0
QUESTAR CORP
COM
748356102
1038
46173
SH
DFND
1
46173
0
0
RACKSPACE HOSTING INC
COM
750086100
2116
40101
SH
DFND
1
40101
0
0
RALPH LAUREN CORP
CL A
751212101
3764
22852
SH
DFND
1
22852
0
0
RANGE RES CORP
COM
75281A109
4695
61872
SH
DFND
1
61872
0
0
RAYONIER INC
COM
754907103
2663
47854
SH
DFND
1
47854
0
0
RAYTHEON CO
COM NEW
755111507
9255
120088
SH
DFND
1
120088
0
0
REALTY INCOME CORP
COM
756109104
2761
69465
SH
DFND
1
69465
0
0
RED HAT INC
COM
756577102
3321
71969
SH
DFND
1
71969
0
0
REGENCY CTRS CORP
COM
758849103
1684
34824
SH
DFND
1
34824
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
8763
28009
SH
DFND
1
28009
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
5005
540464
SH
DFND
1
540464
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
1473
16266
SH
DFND
1
16266
0
0
REPUBLIC SVCS INC
COM
760759100
3101
92956
SH
DFND
1
92956
0
0
REYNOLDS AMERICAN INC
COM
761713106
5908
121106
SH
DFND
1
121106
0
0
ROBERT HALF INTL INC
COM
770323103
1980
50720
SH
DFND
1
50720
0
0
ROCKWELL AUTOMATION INC
COM
773903109
5702
53316
SH
DFND
1
53316
0
0
ROCKWELL COLLINS INC
COM
774341101
4505
66386
SH
DFND
1
66386
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
7350
171134
SH
DFND
1
171134
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
711
16552
SH
SOLE
0
16552
0
ROPER INDS INC NEW
COM
776696106
4982
37493
SH
DFND
1
37493
0
0
ROSS STORES INC
COM
778296103
10047
138002
SH
DFND
1
138002
0
0
ROSS STORES INC
COM
778296103
1733
23800
SH
SOLE
0
23800
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
1715
46697
SH
DFND
1
46697
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
40112
626704
SH
DFND
1
626704
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
4630
72335
SH
SOLE
0
72335
0
ROYAL CARIBBEAN CRUISES LT
COM
V7780T103
2217
57923
SH
DFND
1
57923
0
0
RTI INTL METALS INC
NOTE 1.625%
74973WAB3
31200
30000000
PRN
DFND
2
30000000
0
0
RYDER SYS INC
COM
783549108
8481
142061
SH
DFND
1
142061
0
0
SAFEWAY INC
COM NEW
786514208
3007
93991
SH
DFND
1
93991
0
0
SAIC INC
COM
78390X101
1744
108808
SH
DFND
1
108808
0
0
SAIC INC
COM
78390X101
3309
206398
SH
DFND
3
206398
0
0
SALESFORCE COM INC
COM
79466L302
7995
154018
SH
DFND
1
154018
0
0
SALIX PHARMACEUTICALS INC
NOTE 2.75%
795435AC0
38328
25000000
PRN
DFND
2
25000000
0
0
SANDISK CORP
COM
80004C101
5475
92003
SH
DFND
1
92003
0
0
SANDISK CORP
NOTE 1.50%
80004CAD3
40489
30500000
PRN
DFND
2
30500000
0
0
SBA COMMUNICATIONS CORP
COM
78388J106
3665
45549
SH
DFND
1
45549
0
0
SCANA CORP NEW
COM
80589M102
2192
47611
SH
DFND
1
47611
0
0
SCHEIN HENRY INC
COM
806407102
3424
33015
SH
DFND
1
33015
0
0
SCHLUMBERGER LTD
COM
806857108
85399
966488
SH
DFND
1
966488
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
8680
410589
SH
DFND
1
410589
0
0
SCRIPPS NETWORKS INTERACT
CL A COM
811065101
2525
32329
SH
DFND
1
32329
0
0
SEADRILL LIMITED
SHS
G7945E105
4551
101103
SH
DFND
1
101103
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
5401
123490
SH
DFND
1
123490
0
0
SEALED AIR CORP NEW
COM
81211K100
1997
73434
SH
DFND
1
73434
0
0
SEARS HLDGS CORP
COM
812350106
595
9980
SH
DFND
1
9980
0
0
SEI INVESTMENTS CO
COM
784117103
1522
49236
SH
DFND
1
49236
0
0
SEMPRA ENERGY
COM
816851109
7913
92438
SH
DFND
1
92438
0
0
SHAW COMMUNICATIONS INC
CL B CONV
82028K200
3968
171050
SH
DFND
1
171050
0
0
SHERWIN WILLIAMS CO
COM
824348106
5833
32020
SH
DFND
1
32020
0
0
SHINHAN FINANCIAL GROUP CO
SPN ADR RES
824596100
365
9000
SH
DFND
1
9000
0
0
SHIP FINANCE INTERNATIONAL
NOTE 3.25%
G81075AE6
22304
22000000
PRN
DFND
2
22000000
0
0
SIGMA ALDRICH CORP
COM
826552101
3893
45639
SH
DFND
1
45639
0
0
SILVER WHEATON CORP
COM
828336107
3294
133104
SH
DFND
1
133104
0
0
SILVER WHEATON CORP
COM
828336107
3790
153000
SH
DFND
3
153000
0
0
SILVER WHEATON CORP
COM
828336107
809
32702
SH
SOLE
0
32702
0
SIMON PPTY GROUP INC NEW
COM
828806109
30117
203176
SH
DFND
1
203176
0
0
SIRIUS XM RADIO INC
COM
82967N108
4630
1196320
SH
DFND
1
1196320
0
0
SK TELECOM LTD
SPONSORED A
78440P108
212
9350
SH
DFND
1
9350
0
0
SL GREEN RLTY CORP
COM
78440X101
3046
34282
SH
DFND
1
34282
0
0
SLM CORP
COM
78442P106
13584
545560
SH
DFND
1
545560
0
0
SMUCKER J M CO
COM NEW
832696405
4131
39328
SH
DFND
1
39328
0
0
SOHU COM INC
COM
83408W103
3237
41063
SH
DFND
1
41063
0
0
SOUFUN HLDGS LTD
ADR
836034108
422
8181
SH
SOLE
0
8181
0
SOUTHERN CO
COM
842587107
9084
220593
SH
DFND
1
220593
0
0
SOUTHERN COPPER CORP
COM
84265V105
3056
112189
SH
DFND
1
112189
0
0
SOUTHWEST AIRLS CO
COM
844741108
1017
69838
SH
DFND
1
69838
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
4850
133327
SH
DFND
1
133327
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
1492
41000
SH
DFND
3
41000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
42932
255397
SH
DFND
1
255397
0
0
SPECTRA ENERGY CORP
COM
847560109
6371
186129
SH
DFND
1
186129
0
0
SPRINT CORP
COM SER 1
85207U105
1967
316237
SH
DFND
1
316237
0
0
SPX CORP
COM
784635104
1354
15999
SH
DFND
1
15999
0
0
ST JUDE MED INC
COM
790849103
9682
180508
SH
DFND
1
180508
0
0
ST JUDE MED INC
COM
790849103
2746
51198
SH
DFND
3
51198
0
0
STANLEY BLACK & DECKER INC
COM
854502101
14815
163576
SH
DFND
1
163576
0
0
STAPLES INC
COM
855030102
2675
182580
SH
DFND
1
182580
0
0
STAPLES INC
COM
855030102
3024
206398
SH
DFND
3
206398
0
0
STARBUCKS CORP
COM
855244109
14569
189278
SH
DFND
1
189278
0
0
STARBUCKS CORP
COM
855244109
4854
63060
SH
SOLE
0
63060
0
STARWOOD HOTELS&RESORTS WR
COM
85590A401
4920
74037
SH
DFND
1
74037
0
0
STARWOOD PPTY TR INC
NOTE 4.55%
85571BAA3
20888
20000000
PRN
DFND
2
20000000
0
0
STARZ
COM SER A
85571Q102
916
32574
SH
DFND
1
32574
0
0
STATE STR CORP
COM
857477103
11406
173478
SH
DFND
1
173478
0
0
STATE STR CORP
COM
857477103
5428
82560
SH
DFND
3
82560
0
0
STERICYCLE INC
COM
858912108
2380
20622
SH
DFND
1
20622
0
0
STERLITE INDS INDIA LTD
NOTE 4.00%
859737AB4
4922
5000000
PRN
DFND
2
5000000
0
0
STILLWATER MNG CO
NOTE 1.75%1
86074QAL6
3133
3000000
PRN
DFND
2
3000000
0
0
STRYKER CORP
COM
863667101
5104
75513
SH
DFND
1
75513
0
0
SUN LIFE FINL INC
COM
866796105
7266
227721
SH
DFND
1
227721
0
0
SUN LIFE FINL INC
COM
866796105
1861
58336
SH
SOLE
0
58336
0
SUNCOR ENERGY INC NEW
COM
867224107
21743
608759
SH
DFND
1
608759
0
0
SUNCOR ENERGY INC NEW
COM
867224107
3356
93967
SH
SOLE
0
93967
0
SUNEDISON INC
COM
86732Y109
2057
258104
SH
DFND
3
258104
0
0
SUNPOWER CORP
COM
867652406
1046
40000
SH
DFND
3
40000
0
0
SUNPOWER CORP
DBCV 4.75%
867652AC3
26234
23000000
PRN
DFND
2
23000000
0
0
SUNTRUST BKS INC
COM
867914103
5352
165093
SH
DFND
1
165093
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
3362
134247
SH
DFND
3
134247
0
0
SYMANTEC CORP
COM
871503108
6576
265683
SH
DFND
1
265683
0
0
SYNOPSYS INC
COM
871607107
2169
57535
SH
DFND
1
57535
0
0
SYSCO CORP
COM
871829107
7196
226066
SH
DFND
1
226066
0
0
SYSCO CORP
COM
871829107
2642
83000
SH
DFND
3
83000
0
0
TAIWAN SEMICONDUCTOR MFG L
SPONSORED A
874039100
1595
94043
SH
DFND
1
94043
0
0
TAIWAN SEMICONDUCTOR MFG L
SPONSORED A
874039100
938
55285
SH
SOLE
0
55285
0
TAKE-TWO INTERACTIVE SOFTW
NOTE 1.75%1
874054AC3
36930
31000000
PRN
DFND
2
31000000
0
0
TALISMAN ENERGY INC
COM
87425E103
4478
390648
SH
DFND
1
390648
0
0
TALISMAN ENERGY INC
COM
87425E103
572
49862
SH
SOLE
0
49862
0
TARGET CORP
COM
87612E106
26437
413206
SH
DFND
1
413206
0
0
TATA MTRS LTD
SPONSORED A
876568502
643
24163
SH
SOLE
0
24163
0
TD AMERITRADE HLDG CORP
COM
87236Y108
2679
102325
SH
DFND
1
102325
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
8184
158054
SH
DFND
1
158054
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
1867
36066
SH
DFND
3
36066
0
0
TECK RESOURCES LTD
CL B
878742204
6998
260683
SH
DFND
1
260683
0
0
TECK RESOURCES LTD
CL B
878742204
697
25971
SH
SOLE
0
25971
0
TECO ENERGY INC
COM
872375100
951
57471
SH
DFND
1
57471
0
0
TELEFONICA BRASIL SA
SPONSORED A
87936R106
599
26681
SH
DFND
1
26681
0
0
TELLABS INC
COM
879664100
1171
515994
SH
DFND
3
515994
0
0
TELUS CORP
COM
87971M103
6849
206876
SH
DFND
1
206876
0
0
TELUS CORP
COM
87971M103
1157
34947
SH
SOLE
0
34947
0
TERADATA CORP DEL
COM
88076W103
2437
43955
SH
DFND
1
43955
0
0
TEREX CORP NEW
COM
880779103
3119
92832
SH
DFND
3
92832
0
0
TESORO LOGISTICS LP
COM UNIT LP
88160T107
296
5106
SH
DFND
1
5106
0
0
TEVA PHARMACEUTICAL FIN LL
DBCV 0.25%
88163VAE9
3946
3800000
PRN
SOLE
2
3800000
0
0
TEVA PHARMACEUTICAL INDS L
ADR
881624209
644
17035
SH
DFND
1
17035
0
0
TEVA PHARMACEUTICAL INDS L
ADR
881624209
4711
124692
SH
DFND
3
124692
0
0
TEXAS INSTRS INC
COM
882508104
55391
1375495
SH
DFND
1
1375495
0
0
THE ADT CORPORATION
COM
00101J106
3397
83543
SH
DFND
1
83543
0
0
THERAVANCE INC
NOTE 2.125%
88338TAB0
4846
3000000
PRN
DFND
2
3000000
0
0
THERMO FISHER SCIENTIFIC I
COM
883556102
12630
137060
SH
DFND
1
137060
0
0
THOMSON REUTERS CORP
COM
884903105
5368
153672
SH
DFND
1
153672
0
0
TIFFANY & CO NEW
COM
886547108
3423
44678
SH
DFND
1
44678
0
0
TIFFANY & CO NEW
COM
886547108
598
7800
SH
SOLE
0
7800
0
TIM HORTONS INC
COM
88706M103
3362
58038
SH
DFND
1
58038
0
0
TIM HORTONS INC
COM
88706M103
615
10620
SH
SOLE
0
10620
0
TIM PARTICIPACOES S A
SPONSORED A
88706P205
474
20099
SH
DFND
1
20099
0
0
TIME WARNER CABLE INC
COM
88732J207
12376
110892
SH
DFND
1
110892
0
0
TIME WARNER INC
COM NEW
887317303
81049
1231556
SH
DFND
1
1231556
0
0
TIME WARNER INC
COM NEW
887317303
263
4000
SH
SOLE
0
4000
0
TITAN MACHY INC
NOTE 3.75%
88830RAB7
3575
4000000
PRN
DFND
2
4000000
0
0
TJX COS INC NEW
COM
872540109
34555
612790
SH
DFND
1
612790
0
0
T-MOBILE US INC
COM
872590104
1601
61661
SH
DFND
1
61661
0
0
TOLL BROTHERS INC
COM
889478103
1367
42150
SH
DFND
1
42150
0
0
TOLL BROTHERS INC
COM
889478103
2692
83000
SH
DFND
3
83000
0
0
TORCHMARK CORP
COM
891027104
5696
78724
SH
DFND
1
78724
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
88163
980277
SH
DFND
1
980277
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
4711
52378
SH
SOLE
0
52378
0
TOTAL SYS SVCS INC
COM
891906109
1781
60547
SH
DFND
1
60547
0
0
TOWER GROUP INC
NOTE 5.00%
891777AC8
4019
4700000
PRN
SOLE
2
4700000
0
0
TRACTOR SUPPLY CO
COM
892356106
2619
38986
SH
DFND
1
38986
0
0
TRANSALTA CORP
COM
89346D107
3875
298631
SH
DFND
1
298631
0
0
TRANSCANADA CORP
COM
89353D107
11704
266710
SH
DFND
1
266710
0
0
TRANSCANADA CORP
COM
89353D107
1302
29671
SH
SOLE
0
29671
0
TRANSDIGM GROUP INC
COM
893641100
3064
22088
SH
DFND
1
22088
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
5509
124312
SH
DFND
1
124312
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
4630
104052
SH
DFND
3
104052
0
0
TRAVELERS COMPANIES INC
COM
89417E109
21355
251918
SH
DFND
1
251918
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
2825
95102
SH
DFND
1
95102
0
0
TRIPADVISOR INC
COM
896945201
1880
24788
SH
DFND
1
24788
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
3106
43553
SH
DFND
1
43553
0
0
TURQUOISE HILL RES LTD
COM
900435108
652
147669
SH
DFND
1
147669
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
13532
403948
SH
DFND
1
403948
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
3580
107192
SH
DFND
1
107192
0
0
TYCO INTERNATIONAL LTD
SHS
H89128104
6200
177257
SH
DFND
1
177257
0
0
TYSON FOODS INC
CL A
902494103
3053
107940
SH
DFND
1
107940
0
0
UBS AG
SHS NEW
H89231338
172142
8435082
SH
DFND
1
8435082
0
0
UBS AG
SHS NEW
H89231338
1470
72019
SH
DFND
3
72019
0
0
UBS AG
SHS NEW
H89231338
842
41245
SH
SOLE
0
41245
0
UGI CORP NEW
COM
902681105
32205
823026
SH
DFND
1
823026
0
0
ULTRA PETROLEUM CORP
COM
903914109
1116
54270
SH
DFND
1
54270
0
0
UNILEVER N V
N Y SHS NEW
904784709
317
8400
SH
SOLE
0
8400
0
UNION PAC CORP
COM
907818108
22044
141910
SH
DFND
1
141910
0
0
UNITED CONTL HLDGS INC
COM
910047109
954
31062
SH
DFND
1
31062
0
0
UNITED MICROELECTRONICS CO
SPON ADR NE
910873405
103
50007
SH
DFND
1
50007
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
16733
183131
SH
DFND
1
183131
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
1444
15800
SH
SOLE
0
15800
0
UNITED STATES STL CORP NEW
COM
912909108
1131
54931
SH
DFND
1
54931
0
0
UNITED STATES STL CORP NEW
COM
912909108
1700
82560
SH
DFND
3
82560
0
0
UNITED STATES STL CORP NEW
NOTE 2.75%
912909AH1
16679
15000000
PRN
DFND
2
15000000
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
59254
549567
SH
DFND
1
549567
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
5636
52272
SH
DFND
3
52272
0
0
UNITED TECHNOLOGIES CORP
UNIT 99/99/
913017117
1429
22000
SH
DFND
2
22000
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
40547
566216
SH
DFND
1
566216
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
2535
33811
SH
DFND
1
33811
0
0
UNUM GROUP
COM
91529Y106
13799
453326
SH
DFND
1
453326
0
0
URBAN OUTFITTERS INC
COM
917047102
1541
41921
SH
DFND
1
41921
0
0
US BANCORP DEL
COM NEW
902973304
20206
552369
SH
DFND
1
552369
0
0
USEC INC
NOTE 3.00%1
90333EAC2
4043
16500000
PRN
DFND
2
16500000
0
0
V F CORP
COM
918204108
14510
72897
SH
DFND
1
72897
0
0
VALE S A
ADR
91912E105
8547
547561
SH
DFND
1
547561
0
0
VALE S A
ADR REPSTG
91912E204
585
41140
SH
DFND
1
41140
0
0
VALEANT PHARMACEUTICALS IN
COM
91911K102
11943
114663
SH
DFND
1
114663
0
0
VALEANT PHARMACEUTICALS IN
COM
91911K102
849
8153
SH
SOLE
0
8153
0
VALERO ENERGY CORP NEW
COM
91913Y100
20756
607798
SH
DFND
1
607798
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
2829
82832
SH
DFND
3
82832
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
1933
56600
SH
SOLE
0
56600
0
VARIAN MED SYS INC
COM
92220P105
2016
26983
SH
DFND
1
26983
0
0
VENTAS INC
COM
92276F100
6879
111846
SH
DFND
1
111846
0
0
VERISIGN INC
COM
92343E102
1992
39152
SH
DFND
1
39152
0
0
VERISK ANALYTICS INC
CL A
92345Y106
3444
53018
SH
DFND
1
53018
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
66114
1416924
SH
DFND
1
1416924
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
7279
156000
SH
DFND
3
156000
0
0
VERMILION ENERGY INC
COM
923725105
1325
24134
SH
SOLE
0
24134
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
6339
83604
SH
DFND
1
83604
0
0
VIACOM INC NEW
CL B
92553P201
23872
285623
SH
DFND
1
285623
0
0
VISA INC
COM CL A
92826C839
44692
233867
SH
DFND
1
233867
0
0
VISA INC
COM CL A
92826C839
2013
10535
SH
SOLE
0
10535
0
VMWARE INC
CL A COM
928563402
2246
27766
SH
DFND
1
27766
0
0
VMWARE INC
CL A COM
928563402
5009
61920
SH
DFND
3
61920
0
0
VOLCANO CORPORATION
NOTE 1.75%1
928645AB6
51421
49500000
PRN
DFND
2
49500000
0
0
VORNADO RLTY TR
SH BEN INT
929042109
3975
47293
SH
DFND
1
47293
0
0
VULCAN MATLS CO
COM
929160109
2560
49414
SH
DFND
1
49414
0
0
WALGREEN CO
COM
931422109
17952
333673
SH
DFND
1
333673
0
0
WAL-MART STORES INC
COM
931142103
66323
896747
SH
DFND
1
896747
0
0
WAL-MART STORES INC
COM
931142103
830
11225
SH
SOLE
0
11225
0
WARNER CHILCOTT PLC IRELAN
SHS A
G94368100
2135
93442
SH
DFND
1
93442
0
0
WASTE MGMT INC DEL
COM
94106L109
7327
177679
SH
DFND
1
177679
0
0
WATERS CORP
COM
941848103
2239
21077
SH
DFND
1
21077
0
0
WEATHERFORD INTERNATIONAL
REG SHS
H27013103
3325
216890
SH
DFND
1
216890
0
0
WEATHERFORD INTERNATIONAL
REG SHS
H27013103
4746
309596
SH
DFND
3
309596
0
0
WEIGHT WATCHERS INTL INC N
COM
948626106
391
10470
SH
DFND
1
10470
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
1148
39128
SH
DFND
1
39128
0
0
WELLPOINT INC
COM
94973V107
11397
136314
SH
DFND
1
136314
0
0
WELLS FARGO & CO NEW
COM
949746101
112375
2719628
SH
DFND
1
2719628
0
0
WELLS FARGO & CO NEW
COM
949746101
14072
340572
SH
DFND
3
340572
0
0
WESTERN DIGITAL CORP
COM
958102105
5170
81548
SH
DFND
1
81548
0
0
WESTERN UN CO
COM
959802109
2661
142607
SH
DFND
1
142607
0
0
WEYERHAEUSER CO
COM
962166104
5931
207160
SH
DFND
1
207160
0
0
WEYERHAEUSER CO
PREF CONV S
962166872
1058
20000
SH
DFND
2
20000
0
0
WHIRLPOOL CORP
COM
963320106
4428
30236
SH
DFND
1
30236
0
0
WHITE MTNS INS GROUP LTD
COM
G9618E107
1178
2076
SH
DFND
1
2076
0
0
WHOLE FOODS MKT INC
COM
966837106
5641
96423
SH
DFND
1
96423
0
0
WHOLE FOODS MKT INC
COM
966837106
4130
70600
SH
SOLE
0
70600
0
WI-LAN INC
COM
928972108
420
108565
SH
SOLE
0
108565
0
WILLIAMS COS INC DEL
COM
969457100
7164
197036
SH
DFND
1
197036
0
0
WILLIS GROUP HOLDINGS PUBL
SHS
G96666105
2833
65371
SH
DFND
1
65371
0
0
WINDSTREAM HLDGS INC
COM
97382A101
3658
457306
SH
DFND
1
457306
0
0
WISCONSIN ENERGY CORP
COM
976657106
5891
145882
SH
DFND
1
145882
0
0
WPX ENERGY INC
COM
98212B103
1041
54033
SH
DFND
1
54033
0
0
WRIGHT MED GROUP INC
NOTE 2.00%
98235TAC1
31899
26000000
PRN
DFND
2
26000000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
8391
137627
SH
DFND
1
137627
0
0
WYNN RESORTS LTD
COM
983134107
4361
27602
SH
DFND
1
27602
0
0
XCEL ENERGY INC
COM
98389B100
5253
190254
SH
DFND
1
190254
0
0
XEROX CORP
COM
984121103
13107
1273728
SH
DFND
1
1273728
0
0
XILINX INC
COM
983919101
4657
99378
SH
DFND
1
99378
0
0
XILINX INC
NOTE 2.625%
983919AF8
8111
5000000
PRN
SOLE
2
5000000
0
0
XL GROUP PLC
SHS
G98290102
3403
110412
SH
DFND
1
110412
0
0
XYLEM INC
COM
98419M100
1936
69329
SH
DFND
1
69329
0
0
XYLEM INC
COM
98419M100
2882
103198
SH
DFND
3
103198
0
0
YAHOO INC
COM
984332106
7725
232975
SH
DFND
1
232975
0
0
YAMANA GOLD INC
COM
98462Y100
2933
282371
SH
DFND
1
282371
0
0
YAMANA GOLD INC
COM
98462Y100
719
69196
SH
SOLE
0
69196
0
YUM BRANDS INC
COM
988498101
12209
171025
SH
DFND
1
171025
0
0
YUM BRANDS INC
COM
988498101
6653
93198
SH
DFND
3
93198
0
0
ZIMMER HLDGS INC
COM
98956P102
5278
64262
SH
DFND
1
64262
0
0
ZIONS BANCORPORATION
COM
989701107
1863
67950
SH
DFND
1
67950
0
0