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 COMMSTCK 88579Y101 1,082 11,654 SH   DFND 4 0 0 11,654
3M Co COMMSTCK 88579Y101 9,914 106,769 SH   DFND 3 0 0 106,769
3M Co COMMSTCK 88579Y101 12,620 135,923 SH   DFND 1 0 0 135,923
3M Co COMMSTCK 88579Y101 191,425 2,061,661 SH   SOLE 0 2,061,661 0 0
Abbott Laboratories COMMSTCK 002824100 1,281 19,561 SH   DFND 4 0 0 19,561
Abbott Laboratories COMMSTCK 002824100 1,763 26,912 SH   DFND 3 0 0 26,912
Abbott Laboratories COMMSTCK 002824100 14,904 227,542 SH   DFND 1 0 0 227,542
Abbott Laboratories COMMSTCK 002824100 130,461 1,991,764 SH   SOLE 0 1,991,764 0 0
Abercrombie & Fitch Co COMMSTCK 002896207 5,397 112,500 SH   SOLE 0 112,500 0 0
ABIOMED Inc COMMSTCK 003654100 7,586 563,603 SH   SOLE 0 563,603 0 0
Accenture PLC COMMSTCK G1151C101 266 3,995 SH   SOLE 0 3,995 0 0
Accenture PLC COMMSTCK G1151C101 305 4,590 SH   DFND 3 0 0 4,590
ACE Ltd COMMSTCK H0023R105 112,046 1,404,084 SH   SOLE 0 1,404,084 0 0
Actavis Inc COMMSTCK 00507K103 246 2,857 SH   DFND 3 0 0 2,857
Actavis Inc COMMSTCK 00507K103 4,288 49,859 SH   DFND 1 0 0 49,859
Actavis Inc COMMSTCK 00507K103 7,724 89,817 SH   DFND 4 0 0 89,817
Actavis Inc COMMSTCK 00507K103 55,915 650,172 SH   SOLE 0 650,172 0 0
Adobe Systems Inc COMMSTCK 00724F101 515 13,665 SH   DFND 4 0 0 13,665
Adobe Systems Inc COMMSTCK 00724F101 701 18,593 SH   DFND 3 0 0 18,593
Adobe Systems Inc COMMSTCK 00724F101 6,012 159,557 SH   DFND 1 0 0 159,557
Adobe Systems Inc COMMSTCK 00724F101 43,226 1,147,176 SH   SOLE 0 1,147,176 0 0
ADT Corp/The COMMSTCK 00101J106 1,749 37,631 SH   SOLE 0 37,631 0 0
Aetna Inc COMMSTCK 00817Y108 500 10,791 SH   DFND 3 0 0 10,791
Aetna Inc COMMSTCK 00817Y108 859 18,548 SH   DFND 4 0 0 18,548
Aetna Inc COMMSTCK 00817Y108 4,305 92,983 SH   DFND 1 0 0 92,983
Aetna Inc COMMSTCK 00817Y108 106,877 2,308,368 SH   SOLE 0 2,308,368 0 0
Aflac Inc COMMSTCK 001055102 1,050 19,761 SH   DFND 3 0 0 19,761
Aflac Inc COMMSTCK 001055102 7,015 132,062 SH   DFND 1 0 0 132,062
Aflac Inc COMMSTCK 001055102 13,099 246,586 SH   DFND 4 0 0 246,586
Aflac Inc COMMSTCK 001055102 149,549 2,815,305 SH   SOLE 0 2,815,305 0 0
Agilent Technologies Inc COMMSTCK 00846U101 197 4,806 SH   DFND 4 0 0 4,806
Agilent Technologies Inc COMMSTCK 00846U101 268 6,534 SH   DFND 3 0 0 6,534
Agilent Technologies Inc COMMSTCK 00846U101 2,258 55,162 SH   DFND 1 0 0 55,162
Agilent Technologies Inc COMMSTCK 00846U101 23,117 564,651 SH   SOLE 0 564,651 0 0
AGL Resources Inc COMMSTCK 001204106 130 3,240 SH   DFND 3 0 0 3,240
AGL Resources Inc COMMSTCK 001204106 6,205 155,240 SH   DFND 4 0 0 155,240
AGL Resources Inc COMMSTCK 001204106 35,481 887,693 SH   SOLE 0 887,693 0 0
Airgas Inc COMMSTCK 009363102 674 7,387 SH   DFND 4 0 0 7,387
Airgas Inc COMMSTCK 009363102 923 10,113 SH   DFND 3 0 0 10,113
Airgas Inc COMMSTCK 009363102 7,844 85,928 SH   DFND 1 0 0 85,928
Airgas Inc COMMSTCK 009363102 55,262 605,351 SH   SOLE 0 605,351 0 0
Akamai Technologies Inc COMMSTCK 00971T101 5,397 131,933 SH   SOLE 0 131,933 0 0
Akorn Inc COMMSTCK 009728106 8,540 639,200 SH   SOLE 0 639,200 0 0
Alaska Air Group Inc COMMSTCK 011659109 7,588 176,100 SH   SOLE 0 176,100 0 0
Alere Inc COMMSTCK 01449J105 26 1,400 SH   DFND 4 0 0 1,400
Alere Inc COMMSTCK 01449J105 1,354 73,200 SH   SOLE 0 73,200 0 0
Alere Inc 3% PFDDOM 01449J204 669 3,611 SH   DFND 4 0 0 3,611
Alere Inc 3% PFDDOM 01449J204 23,000 124,228 SH   SOLE 0 124,228 0 0
Alere Inc 3% CNVRTBND 01449JAA3 664 710,000 PRN   DFND 4 0 0 710,000
Alere Inc 3% CNVRTBND 01449JAA3 11,842 12,665,000 PRN   SOLE 0 12,665,000 0 0
Alexandria Real Estate Equ COMMSTCK 015271109 3,203 46,200 SH   DFND 2 46,200 0 0
Alexandria Real Estate Equ COMMSTCK 015271109 11,602 167,374 SH   SOLE 0 167,374 0 0
Alexion Pharmaceuticals In COMMSTCK 015351109 24,841 264,800 SH   SOLE 0 264,800 0 0
Align Technology Inc COMMSTCK 016255101 10,362 373,400 SH   SOLE 0 373,400 0 0
Alkermes Plc COMMSTCK G01767105 11,696 631,549 SH   SOLE 0 631,549 0 0
Allegheny Technologies Inc COMMSTCK 01741R102 58 1,900 SH   DFND 3 0 0 1,900
Allegheny Technologies Inc COMMSTCK 01741R102 2,921 96,200 SH   DFND 4 0 0 96,200
Allegheny Technologies Inc COMMSTCK 01741R102 8,756 288,400 SH   SOLE 0 288,400 0 0
Allegiant Travel Co COMMSTCK 01748X102 4,894 66,669 SH   SOLE 0 66,669 0 0
Allergan Inc/United States COMMSTCK 018490102 7,656 83,462 SH   DFND 3 0 0 83,462
Allergan Inc/United States COMMSTCK 018490102 79,915 871,200 SH   SOLE 0 871,200 0 0
Alliance Data Systems Corp COMMSTCK 018581108 4,531 31,300 SH   SOLE 0 31,300 0 0
Alliance One International COMMSTCK 018772103 129 35,400 SH   DFND 4 0 0 35,400
Alliance One International COMMSTCK 018772103 4,051 1,112,798 SH   SOLE 0 1,112,798 0 0
Alliance One International CNVRTBND 018772AQ6 420 430,000 PRN   DFND 4 0 0 430,000
Alliance One International CNVRTBND 018772AQ6 19,130 19,570,000 PRN   SOLE 0 19,570,000 0 0
Alliant Energy Corp COMMSTCK 018802108 4,490 102,256 SH   SOLE 0 102,256 0 0
Allstate Corp/The COMMSTCK 020002101 178 4,430 SH   DFND 3 0 0 4,430
Allstate Corp/The COMMSTCK 020002101 9,110 226,795 SH   DFND 4 0 0 226,795
Allstate Corp/The COMMSTCK 020002101 88,514 2,203,493 SH   SOLE 0 2,203,493 0 0
Alpha Appalachia Holdings CNVRTBND 576203AJ2 934 970,000 PRN   DFND 4 0 0 970,000
Alpha Appalachia Holdings CNVRTBND 576203AJ2 2,968 3,084,000 PRN   DFND 3 0 0 3,084,000
Alpha Appalachia Holdings CNVRTBND 576203AJ2 3,142 3,264,000 PRN   DFND 1 0 0 3,264,000
Alpha Appalachia Holdings CNVRTBND 576203AJ2 83,713 86,975,000 PRN   SOLE 0 86,975,000 0 0
Altera Corp COMMSTCK 021441100 328 9,530 SH   DFND 4 0 0 9,530
Altera Corp COMMSTCK 021441100 430 12,482 SH   DFND 3 0 0 12,482
Altera Corp COMMSTCK 021441100 3,705 107,568 SH   DFND 1 0 0 107,568
Altera Corp COMMSTCK 021441100 29,056 843,673 SH   SOLE 0 843,673 0 0
Altra Holdings Inc 2.75% CNVRTBND 02208RAE6 3,830 3,500,000 PRN   SOLE 0 3,500,000 0 0
Altria Group Inc COMMSTCK 02209S103 73,270 2,331,954 SH   SOLE 0 2,331,954 0 0
Amarin Corp PLC DEPRECPT 023111206 12,562 1,552,770 SH   SOLE 0 1,552,770 0 0
Amazon.com Inc COMMSTCK 023135106 43,651 173,812 SH   SOLE 0 173,812 0 0
Ameren Corp COMMSTCK 023608102 149 4,842 SH   DFND 3 0 0 4,842
Ameren Corp COMMSTCK 023608102 7,193 234,160 SH   DFND 4 0 0 234,160
Ameren Corp COMMSTCK 023608102 64,027 2,084,199 SH   SOLE 0 2,084,199 0 0
American Assets Trust Inc COMMSTCK 024013104 2,026 72,554 SH   DFND 2 72,554 0 0
American Campus Communitie COMMSTCK 024835100 113 2,445 SH   DFND 3 0 0 2,445
American Campus Communitie COMMSTCK 024835100 2,602 56,400 SH   DFND 2 56,400 0 0
American Campus Communitie COMMSTCK 024835100 5,835 126,500 SH   DFND 4 0 0 126,500
American Campus Communitie COMMSTCK 024835100 48,312 1,047,310 SH   SOLE 0 1,047,310 0 0
American Electric Power Co COMMSTCK 025537101 605 14,176 SH   DFND 3 0 0 14,176
American Electric Power Co COMMSTCK 025537101 3,739 87,596 SH   DFND 1 0 0 87,596
American Electric Power Co COMMSTCK 025537101 8,395 196,702 SH   DFND 4 0 0 196,702
American Electric Power Co COMMSTCK 025537101 101,280 2,373,011 SH   SOLE 0 2,373,011 0 0
American Express Co COMMSTCK 025816109 548 9,540 SH   DFND 3 0 0 9,540
American Express Co COMMSTCK 025816109 602 10,475 SH   DFND 4 0 0 10,475
American Express Co COMMSTCK 025816109 4,781 83,180 SH   DFND 1 0 0 83,180
American Express Co COMMSTCK 025816109 41,646 724,526 SH   SOLE 0 724,526 0 0
American International Gro COMMSTCK 026874784 408 11,565 SH   SOLE 0 11,565 0 0
American Tower Corp COMMSTCK 03027X100 231 2,986 SH   SOLE 0 2,986 0 0
Ameriprise Financial Inc COMMSTCK 03076C106 181 2,885 SH   DFND 3 0 0 2,885
Ameriprise Financial Inc COMMSTCK 03076C106 9,389 149,920 SH   DFND 4 0 0 149,920
Ameriprise Financial Inc COMMSTCK 03076C106 28,230 450,740 SH   SOLE 0 450,740 0 0
Amgen Inc COMMSTCK 031162100 767 8,884 SH   DFND 4 0 0 8,884
Amgen Inc COMMSTCK 031162100 1,040 12,047 SH   DFND 3 0 0 12,047
Amgen Inc COMMSTCK 031162100 8,739 101,238 SH   DFND 1 0 0 101,238
Amgen Inc COMMSTCK 031162100 112,668 1,305,240 SH   SOLE 0 1,305,240 0 0
Anadarko Petroleum Corp COMMSTCK 032511107 141 1,900 SH   DFND 3 0 0 1,900
Anadarko Petroleum Corp COMMSTCK 032511107 23,862 321,112 SH   SOLE 0 321,112 0 0
Analog Devices Inc COMMSTCK 032654105 3,923 93,264 SH   DFND 3 0 0 93,264
Analog Devices Inc COMMSTCK 032654105 10,364 246,419 SH   DFND 1 0 0 246,419
Analog Devices Inc COMMSTCK 032654105 11,184 265,912 SH   DFND 4 0 0 265,912
Analog Devices Inc COMMSTCK 032654105 175,244 4,166,519 SH   SOLE 0 4,166,519 0 0
Anheuser-Busch InBev NV DEPRECPT 03524A108 1,066 12,200 SH   SOLE 0 12,200 0 0
Anixter International Inc COMMSTCK 035290105 6,919 108,143 SH   SOLE 0 108,143 0 0
Anixter International Inc CNVRTBND 035290AJ4 1,815 1,590,000 PRN   DFND 3 0 0 1,590,000
ANSYS Inc COMMSTCK 03662Q105 1,480 21,982 SH   SOLE 0 21,982 0 0
Apache Corp COMMSTCK 037411105 656 8,363 SH   DFND 4 0 0 8,363
Apache Corp COMMSTCK 037411105 893 11,377 SH   DFND 3 0 0 11,377
Apache Corp COMMSTCK 037411105 7,637 97,287 SH   DFND 1 0 0 97,287
Apache Corp COMMSTCK 037411105 79,387 1,011,302 SH   SOLE 0 1,011,302 0 0
Apollo Investment Corp 5.7 CNVRTBND 03761UAE6 72 70,000 PRN   DFND 4 0 0 70,000
Apollo Investment Corp 5.7 CNVRTBND 03761UAE6 10,485 10,130,000 PRN   SOLE 0 10,130,000 0 0
Apple Inc COMMSTCK 037833100 1,640 3,077 SH   DFND 4 0 0 3,077
Apple Inc COMMSTCK 037833100 19,155 35,937 SH   DFND 1 0 0 35,937
Apple Inc COMMSTCK 037833100 19,497 36,578 SH   DFND 3 0 0 36,578
Apple Inc COMMSTCK 037833100 466,385 874,969 SH   SOLE 0 874,969 0 0
Arch Coal Inc COMMSTCK 039380100 3,306 451,673 SH   SOLE 0 451,673 0 0
Ares Capital Corp COMMSTCK 04010L103 9,321 532,617 SH   SOLE 0 532,617 0 0
Ares Commercial Real Estat COMMSTCK 04013V108 4,906 298,763 SH   SOLE 0 298,763 0 0
Arrow Electronics Inc COMMSTCK 042735100 221 5,800 SH   DFND 4 0 0 5,800
Arrow Electronics Inc COMMSTCK 042735100 5,896 154,843 SH   SOLE 0 154,843 0 0
Aruba Networks Inc COMMSTCK 043176106 10,039 483,800 SH   SOLE 0 483,800 0 0
ASML Holding NV DEPRECPT N07059210 352 5,465 SH   DFND 4 0 0 5,465
ASML Holding NV DEPRECPT N07059210 489 7,588 SH   DFND 3 0 0 7,588
ASML Holding NV DEPRECPT N07059210 4,227 65,627 SH   DFND 1 0 0 65,627
ASML Holding NV DEPRECPT N07059210 26,580 412,670 SH   SOLE 0 412,670 0 0
Aspen Technology Inc COMMSTCK 045327103 5,252 189,999 SH   SOLE 0 189,999 0 0
AstraZeneca PLC DEPRECPT 046353108 24,874 526,207 SH   SOLE 0 526,207 0 0
AT&T Inc COMMSTCK 00206R102 281 8,340 SH   DFND 4 0 0 8,340
AT&T Inc COMMSTCK 00206R102 788 23,384 SH   DFND 3 0 0 23,384
AT&T Inc COMMSTCK 00206R102 9,960 295,476 SH   DFND 1 0 0 295,476
AT&T Inc COMMSTCK 00206R102 63,458 1,882,462 SH   SOLE 0 1,882,462 0 0
Automatic Data Processing COMMSTCK 053015103 780 13,688 SH   DFND 4 0 0 13,688
Automatic Data Processing COMMSTCK 053015103 1,063 18,647 SH   DFND 3 0 0 18,647
Automatic Data Processing COMMSTCK 053015103 9,078 159,230 SH   DFND 1 0 0 159,230
Automatic Data Processing COMMSTCK 053015103 69,214 1,214,070 SH   SOLE 0 1,214,070 0 0
AvalonBay Communities Inc COMMSTCK 053484101 7,918 58,400 SH   DFND 2 58,400 0 0
Axiall Corp COMMSTCK 05463D100 574 13,895 SH   DFND 4 0 0 13,895
Axiall Corp COMMSTCK 05463D100 14,025 339,761 SH   SOLE 0 339,761 0 0
B&G Foods Inc COMMSTCK 05508R106 4,776 168,700 SH   SOLE 0 168,700 0 0
B/E Aerospace Inc COMMSTCK 073302101 551 11,148 SH   DFND 4 0 0 11,148
B/E Aerospace Inc COMMSTCK 073302101 14,483 293,186 SH   SOLE 0 293,186 0 0
Ball Corp COMMSTCK 058498106 3,983 89,000 SH   SOLE 0 89,000 0 0
Banco Santander Brasil SA/ DEPRECPT 05967A107 2,715 373,500 SH   SOLE 0 373,500 0 0
Bank of America Corp COMMSTCK 060505104 444 38,312 SH   DFND 4 0 0 38,312
Bank of America Corp COMMSTCK 060505104 607 52,326 SH   DFND 3 0 0 52,326
Bank of America Corp COMMSTCK 060505104 5,113 440,818 SH   DFND 1 0 0 440,818
Bank of America Corp COMMSTCK 060505104 48,000 4,137,900 SH   SOLE 0 4,137,900 0 0
Bank of America Corp 7.25% PFDDOM 060505682 2,667 2,350 SH   SOLE 0 2,350 0 0
Bank of Montreal COMMSTCK 063671101 8 134 SH   DFND 3 0 0 134
Bank of Montreal COMMSTCK 063671101 15,327 250,032 SH   SOLE 0 250,032 0 0
Barrick Gold Corp COMMSTCK 067901108 4,499 128,500 SH   SOLE 0 128,500 0 0
Basic Energy Services Inc COMMSTCK 06985P100 3,236 283,648 SH   SOLE 0 283,648 0 0
Baxter International Inc COMMSTCK 071813109 480 7,199 SH   DFND 4 0 0 7,199
Baxter International Inc COMMSTCK 071813109 659 9,883 SH   DFND 3 0 0 9,883
Baxter International Inc COMMSTCK 071813109 6,195 92,932 SH   DFND 1 0 0 92,932
Baxter International Inc COMMSTCK 071813109 40,848 612,782 SH   SOLE 0 612,782 0 0
BB&T Corp COMMSTCK 054937107 13,318 457,500 SH   SOLE 0 457,500 0 0
Becton Dickinson and Co COMMSTCK 075887109 652 8,344 SH   DFND 4 0 0 8,344
Becton Dickinson and Co COMMSTCK 075887109 907 11,595 SH   DFND 3 0 0 11,595
Becton Dickinson and Co COMMSTCK 075887109 8,471 108,334 SH   DFND 1 0 0 108,334
Becton Dickinson and Co COMMSTCK 075887109 74,634 954,524 SH   SOLE 0 954,524 0 0
Bed Bath & Beyond Inc COMMSTCK 075896100 220 3,928 SH   SOLE 0 3,928 0 0
Berkshire Hathaway Inc COMMSTCK 084670702 906 10,099 SH   SOLE 0 10,099 0 0
Best Buy Co Inc COMMSTCK 086516101 53 4,510 SH   DFND 3 0 0 4,510
Best Buy Co Inc COMMSTCK 086516101 2,715 229,100 SH   DFND 4 0 0 229,100
Best Buy Co Inc COMMSTCK 086516101 8,261 697,153 SH   SOLE 0 697,153 0 0
Bio-Rad Laboratories Inc COMMSTCK 090572207 463 4,404 SH   DFND 4 0 0 4,404
Bio-Rad Laboratories Inc COMMSTCK 090572207 11,090 105,571 SH   SOLE 0 105,571 0 0
Biogen Idec Inc COMMSTCK 09062X103 302 2,057 SH   SOLE 0 2,057 0 0
BioMarin Pharmaceutical In COMMSTCK 09061G101 1,527 31,000 SH   SOLE 0 31,000 0 0
BioMed Realty Trust Inc COMMSTCK 09063H107 136 7,020 SH   DFND 3 0 0 7,020
BioMed Realty Trust Inc COMMSTCK 09063H107 2,994 154,900 SH   DFND 2 154,900 0 0
BioMed Realty Trust Inc COMMSTCK 09063H107 7,033 363,840 SH   DFND 4 0 0 363,840
BioMed Realty Trust Inc COMMSTCK 09063H107 21,139 1,093,570 SH   SOLE 0 1,093,570 0 0
Blackstone Group LP COMMSTCK 09253U108 173 11,089 SH   SOLE 0 11,089 0 0
Boeing Co/The COMMSTCK 097023105 430 5,704 SH   SOLE 0 5,704 0 0
Boise Inc COMMSTCK 09746Y105 6,343 797,902 SH   SOLE 0 797,902 0 0
Bonanza Creek Energy Inc COMMSTCK 097793103 2,587 93,100 SH   SOLE 0 93,100 0 0
BorgWarner Inc COMMSTCK 099724106 296 4,130 SH   DFND 4 0 0 4,130
BorgWarner Inc COMMSTCK 099724106 393 5,483 SH   DFND 3 0 0 5,483
BorgWarner Inc COMMSTCK 099724106 3,457 48,272 SH   DFND 1 0 0 48,272
BorgWarner Inc COMMSTCK 099724106 25,264 352,753 SH   SOLE 0 352,753 0 0
Boston Properties Inc COMMSTCK 101121101 128 1,210 SH   DFND 3 0 0 1,210
Boston Properties Inc COMMSTCK 101121101 6,643 62,779 SH   DFND 4 0 0 62,779
Boston Properties Inc COMMSTCK 101121101 8,264 78,100 SH   DFND 2 78,100 0 0
Boston Properties Inc COMMSTCK 101121101 20,032 189,320 SH   SOLE 0 189,320 0 0
Boston Scientific Corp COMMSTCK 101137107 207 36,103 SH   SOLE 0 36,103 0 0
BP PLC DEPRECPT 055622104 78,295 1,880,279 SH   SOLE 0 1,880,279 0 0
BRE Properties Inc COMMSTCK 05564E106 1,860 36,600 SH   DFND 2 36,600 0 0
Briggs & Stratton Corp COMMSTCK 109043109 678 32,181 SH   SOLE 0 32,181 0 0
Brightcove Inc COMMSTCK 10921T101 3,163 349,900 SH   SOLE 0 349,900 0 0
Bristol-Myers Squibb Co COMMSTCK 110122108 2,959 90,783 SH   SOLE 0 90,783 0 0
Broadcom Corp COMMSTCK 111320107 30,287 911,996 SH   SOLE 0 911,996 0 0
Brocade Communications Sys COMMSTCK 111621306 126 23,615 SH   SOLE 0 23,615 0 0
Brookdale Senior Living In COMMSTCK 112463104 11,427 451,300 SH   SOLE 0 451,300 0 0
Brookfield Office Properti COMMSTCK 112900105 1,463 86,000 SH   DFND 2 86,000 0 0
Buffalo Wild Wings Inc COMMSTCK 119848109 7,093 97,400 SH   SOLE 0 97,400 0 0
Cabot Microelectronics Cor COMMSTCK 12709P103 3,477 97,924 SH   SOLE 0 97,924 0 0
Cabot Oil & Gas Corp COMMSTCK 127097103 631 12,685 SH   DFND 4 0 0 12,685
Cabot Oil & Gas Corp COMMSTCK 127097103 890 17,884 SH   DFND 3 0 0 17,884
Cabot Oil & Gas Corp COMMSTCK 127097103 7,307 146,906 SH   DFND 1 0 0 146,906
Cabot Oil & Gas Corp COMMSTCK 127097103 95,332 1,916,604 SH   SOLE 0 1,916,604 0 0
Camden Property Trust COMMSTCK 133131102 4,488 65,800 SH   DFND 2 65,800 0 0
Campbell Soup Co COMMSTCK 134429109 543 15,556 SH   DFND 3 0 0 15,556
Campbell Soup Co COMMSTCK 134429109 3,650 104,621 SH   DFND 1 0 0 104,621
Campbell Soup Co COMMSTCK 134429109 6,126 175,575 SH   DFND 4 0 0 175,575
Campbell Soup Co COMMSTCK 134429109 83,369 2,389,485 SH   SOLE 0 2,389,485 0 0
Capital One Financial Corp COMMSTCK 14040H105 815 14,063 SH   DFND 3 0 0 14,063
Capital One Financial Corp COMMSTCK 14040H105 5,349 92,344 SH   DFND 1 0 0 92,344
Capital One Financial Corp COMMSTCK 14040H105 12,918 223,000 SH   DFND 4 0 0 223,000
Capital One Financial Corp COMMSTCK 14040H105 234,597 4,049,666 SH   SOLE 0 4,049,666 0 0
Cardinal Health Inc COMMSTCK 14149Y108 350 8,488 SH   DFND 4 0 0 8,488
Cardinal Health Inc COMMSTCK 14149Y108 478 11,609 SH   DFND 3 0 0 11,609
Cardinal Health Inc COMMSTCK 14149Y108 4,167 101,200 SH   DFND 1 0 0 101,200
Cardinal Health Inc COMMSTCK 14149Y108 35,947 872,930 SH   SOLE 0 872,930 0 0
CareFusion Corp COMMSTCK 14170T101 139 4,870 SH   DFND 3 0 0 4,870
CareFusion Corp COMMSTCK 14170T101 7,187 251,470 SH   DFND 4 0 0 251,470
CareFusion Corp COMMSTCK 14170T101 21,549 754,000 SH   SOLE 0 754,000 0 0
Carlyle Group LP/The COMMSTCK 14309L102 16,456 632,200 SH   SOLE 0 632,200 0 0
CarMax Inc COMMSTCK 143130102 4,693 125,000 SH   SOLE 0 125,000 0 0
Carter's Inc COMMSTCK 146229109 3,796 68,216 SH   SOLE 0 68,216 0 0
Catamaran Corp COMMSTCK 148887102 2,143 45,490 SH   SOLE 0 45,490 0 0
Caterpillar Inc COMMSTCK 149123101 208 2,320 SH   SOLE 0 2,320 0 0
CBS Corp COMMSTCK 124857202 46,356 1,218,297 SH   SOLE 0 1,218,297 0 0
Cedar Fair LP COMMSTCK 150185106 13 398 SH   DFND 3 0 0 398
Cedar Fair LP COMMSTCK 150185106 22,992 687,356 SH   SOLE 0 687,356 0 0
Celgene Corp COMMSTCK 151020104 303 3,844 SH   DFND 4 0 0 3,844
Celgene Corp COMMSTCK 151020104 3,454 43,877 SH   DFND 1 0 0 43,877
Celgene Corp COMMSTCK 151020104 5,595 71,078 SH   DFND 3 0 0 71,078
Celgene Corp COMMSTCK 151020104 101,862 1,293,975 SH   SOLE 0 1,293,975 0 0
Cemex SAB de CV 3.75% CNVRTBND 151290BC6 27,554 24,250,000 PRN   SOLE 0 24,250,000 0 0
CenturyLink Inc COMMSTCK 156700106 154 3,932 SH   DFND 3 0 0 3,932
CenturyLink Inc COMMSTCK 156700106 7,404 189,260 SH   DFND 4 0 0 189,260
CenturyLink Inc COMMSTCK 156700106 68,734 1,757,003 SH   SOLE 0 1,757,003 0 0
CF Industries Holdings Inc COMMSTCK 125269100 854 4,205 SH   SOLE 0 4,205 0 0
Chart Industries Inc COMMSTCK 16115Q308 13,434 201,500 SH   SOLE 0 201,500 0 0
Check Point Software Techn COMMSTCK M22465104 1,462 30,686 SH   SOLE 0 30,686 0 0
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 242 300,000 PRN   DFND 4 0 0 300,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 1,009 1,250,000 PRN   DFND 1 0 0 1,250,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 1,615 2,000,000 PRN   DFND 3 0 0 2,000,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 13,203 16,350,000 PRN   SOLE 0 16,350,000 0 0
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 304 338,000 PRN   DFND 4 0 0 338,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 644 715,000 PRN   DFND 1 0 0 715,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 4,163 4,625,000 PRN   DFND 3 0 0 4,625,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 21,119 23,275,000 PRN   SOLE 0 23,275,000 0 0
Chesapeake Energy Corp 2.5 CNVRTBND 165167CA3 134 152,000 PRN   DFND 4 0 0 152,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167CA3 10,307 11,655,000 PRN   SOLE 0 11,655,000 0 0
Chesapeake Lodging Trust COMMSTCK 165240102 1,265 60,585 SH   SOLE 0 60,585 0 0
Chevron Corp COMMSTCK 166764100 1,238 11,446 SH   DFND 4 0 0 11,446
Chevron Corp COMMSTCK 166764100 1,453 13,436 SH   DFND 3 0 0 13,436
Chevron Corp COMMSTCK 166764100 14,398 133,140 SH   DFND 1 0 0 133,140
Chevron Corp COMMSTCK 166764100 364,943 3,374,730 SH   SOLE 0 3,374,730 0 0
China XD Plastics Co Ltd COMMSTCK 16948F107 1,151 299,686 SH   SOLE 0 299,686 0 0
Chipotle Mexican Grill Inc COMMSTCK 169656105 19,718 66,288 SH   SOLE 0 66,288 0 0
Chubb Corp/The COMMSTCK 171232101 1,302 17,281 SH   DFND 4 0 0 17,281
Chubb Corp/The COMMSTCK 171232101 1,741 23,120 SH   DFND 3 0 0 23,120
Chubb Corp/The COMMSTCK 171232101 15,353 203,838 SH   DFND 1 0 0 203,838
Chubb Corp/The COMMSTCK 171232101 144,510 1,918,620 SH   SOLE 0 1,918,620 0 0
Ciena Corp 0.875% CNVRTBND 171779AE1 215 250,000 PRN   DFND 4 0 0 250,000
Ciena Corp 0.875% CNVRTBND 171779AE1 12,713 14,750,000 PRN   SOLE 0 14,750,000 0 0
Cigna Corp COMMSTCK 125509109 208 3,895 SH   DFND 3 0 0 3,895
Cigna Corp COMMSTCK 125509109 11,133 208,255 SH   DFND 4 0 0 208,255
Cigna Corp COMMSTCK 125509109 36,620 684,997 SH   SOLE 0 684,997 0 0
Cinemark Holdings Inc COMMSTCK 17243V102 15,232 586,280 SH   SOLE 0 586,280 0 0
Cisco Systems Inc COMMSTCK 17275R102 501 25,513 SH   DFND 4 0 0 25,513
Cisco Systems Inc COMMSTCK 17275R102 687 34,940 SH   DFND 3 0 0 34,940
Cisco Systems Inc COMMSTCK 17275R102 5,642 287,107 SH   DFND 1 0 0 287,107
Cisco Systems Inc COMMSTCK 17275R102 146,254 7,442,944 SH   SOLE 0 7,442,944 0 0
CIT Group Inc COMMSTCK 125581801 204 5,270 SH   DFND 3 0 0 5,270
CIT Group Inc COMMSTCK 125581801 10,480 271,215 SH   DFND 4 0 0 271,215
CIT Group Inc COMMSTCK 125581801 31,810 823,240 SH   SOLE 0 823,240 0 0
Citigroup Inc COMMSTCK 172967424 919 23,221 SH   DFND 4 0 0 23,221
Citigroup Inc COMMSTCK 172967424 1,312 33,155 SH   DFND 3 0 0 33,155
Citigroup Inc COMMSTCK 172967424 11,115 280,960 SH   DFND 1 0 0 280,960
Citigroup Inc COMMSTCK 172967424 314,753 7,956,344 SH   SOLE 0 7,956,344 0 0
Citrix Systems Inc COMMSTCK 177376100 36,006 547,624 SH   SOLE 0 547,624 0 0
Clearwire Corp COMMSTCK 18538Q105 167 57,813 SH   SOLE 0 57,813 0 0
Clorox Co/The COMMSTCK 189054109 257 3,515 SH   DFND 4 0 0 3,515
Clorox Co/The COMMSTCK 189054109 386 5,269 SH   DFND 3 0 0 5,269
Clorox Co/The COMMSTCK 189054109 3,101 42,348 SH   DFND 1 0 0 42,348
Clorox Co/The COMMSTCK 189054109 42,393 578,978 SH   SOLE 0 578,978 0 0
CMS Energy Corp COMMSTCK 125896100 450 18,470 SH   SOLE 0 18,470 0 0
Coach Inc COMMSTCK 189754104 622 11,209 SH   DFND 4 0 0 11,209
Coach Inc COMMSTCK 189754104 845 15,216 SH   DFND 3 0 0 15,216
Coach Inc COMMSTCK 189754104 7,257 130,730 SH   DFND 1 0 0 130,730
Coach Inc COMMSTCK 189754104 50,806 915,261 SH   SOLE 0 915,261 0 0
Cobalt International Energ COMMSTCK 19075F106 5,610 228,409 SH   SOLE 0 228,409 0 0
Cobalt International Energ CNVRTBND 19075FAA4 833 825,000 PRN   DFND 4 0 0 825,000
Cobalt International Energ CNVRTBND 19075FAA4 1,009 1,000,000 PRN   DFND 1 0 0 1,000,000
Cobalt International Energ CNVRTBND 19075FAA4 1,504 1,490,000 PRN   DFND 3 0 0 1,490,000
Cobalt International Energ CNVRTBND 19075FAA4 57,554 56,685,000 PRN   SOLE 0 56,685,000 0 0
Coca-Cola Co/The COMMSTCK 191216100 10,006 276,039 SH   DFND 3 0 0 276,039
Coca-Cola Co/The COMMSTCK 191216100 76,690 2,115,599 SH   SOLE 0 2,115,599 0 0
Coca-Cola Enterprises Inc COMMSTCK 19122T109 120 3,775 SH   DFND 4 0 0 3,775
Coca-Cola Enterprises Inc COMMSTCK 19122T109 160 5,029 SH   DFND 3 0 0 5,029
Coca-Cola Enterprises Inc COMMSTCK 19122T109 1,399 44,100 SH   DFND 1 0 0 44,100
Coca-Cola Enterprises Inc COMMSTCK 19122T109 50,650 1,596,294 SH   SOLE 0 1,596,294 0 0
COLGATE PALMOLIVE CO COMMSTCK 194162103 1,585 15,161 SH   DFND 4 0 0 15,161
COLGATE PALMOLIVE CO COMMSTCK 194162103 4,955 47,395 SH   DFND 3 0 0 47,395
COLGATE PALMOLIVE CO COMMSTCK 194162103 18,529 177,240 SH   DFND 1 0 0 177,240
COLGATE PALMOLIVE CO COMMSTCK 194162103 192,570 1,842,069 SH   SOLE 0 1,842,069 0 0
Comcast Corp COMMSTCK 20030N101 218 5,839 SH   DFND 4 0 0 5,839
Comcast Corp COMMSTCK 20030N101 294 7,866 SH   DFND 3 0 0 7,866
Comcast Corp COMMSTCK 20030N101 2,546 68,102 SH   DFND 1 0 0 68,102
Comcast Corp COMMSTCK 20030N101 111,216 2,975,270 SH   SOLE 0 2,975,270 0 0
Commercial Vehicle Group I COMMSTCK 202608105 161 19,600 SH   DFND 4 0 0 19,600
Commercial Vehicle Group I COMMSTCK 202608105 4,772 581,198 SH   SOLE 0 581,198 0 0
CommVault Systems Inc COMMSTCK 204166102 2,475 35,500 SH   SOLE 0 35,500 0 0
Compass Minerals Internati COMMSTCK 20451N101 13 168 SH   DFND 3 0 0 168
Compass Minerals Internati COMMSTCK 20451N101 22,786 304,992 SH   SOLE 0 304,992 0 0
Compuware Corp COMMSTCK 205638109 174 16,017 SH   SOLE 0 16,017 0 0
Comstock Resources Inc COMMSTCK 205768203 6,043 399,402 SH   SOLE 0 399,402 0 0
Conceptus Inc COMMSTCK 206016107 5,846 278,237 SH   SOLE 0 278,237 0 0
Concho Resources Inc COMMSTCK 20605P101 4,109 51,000 SH   SOLE 0 51,000 0 0
ConocoPhillips COMMSTCK 20825C104 887 15,291 SH   DFND 4 0 0 15,291
ConocoPhillips COMMSTCK 20825C104 1,061 18,290 SH   DFND 3 0 0 18,290
ConocoPhillips COMMSTCK 20825C104 10,139 174,847 SH   DFND 1 0 0 174,847
ConocoPhillips COMMSTCK 20825C104 75,494 1,301,837 SH   SOLE 0 1,301,837 0 0
Consolidated Edison Inc COMMSTCK 209115104 12 215 SH   DFND 3 0 0 215
Consolidated Edison Inc COMMSTCK 209115104 20,501 369,117 SH   SOLE 0 369,117 0 0
Constellation Brands Inc COMMSTCK 21036P108 30,273 855,410 SH   SOLE 0 855,410 0 0
Continental Airlines Inc 4 CNVRTBND 210795PU8 123 85,000 PRN   DFND 4 0 0 85,000
Continental Airlines Inc 4 CNVRTBND 210795PU8 6,765 4,690,000 PRN   SOLE 0 4,690,000 0 0
Copa Holdings SA COMMSTCK P31076105 10,195 102,518 SH   SOLE 0 102,518 0 0
CoStar Group Inc COMMSTCK 22160N109 10,645 119,117 SH   SOLE 0 119,117 0 0
Costco Wholesale Corp COMMSTCK 22160K105 306 3,100 SH   DFND 4 0 0 3,100
Costco Wholesale Corp COMMSTCK 22160K105 395 4,000 SH   DFND 3 0 0 4,000
Costco Wholesale Corp COMMSTCK 22160K105 3,289 33,300 SH   DFND 1 0 0 33,300
Costco Wholesale Corp COMMSTCK 22160K105 31,826 322,223 SH   SOLE 0 322,223 0 0
Covidien PLC COMMSTCK G2554F113 650 11,260 SH   DFND 4 0 0 11,260
Covidien PLC COMMSTCK G2554F113 7,425 128,586 SH   DFND 1 0 0 128,586
Covidien PLC COMMSTCK G2554F113 7,568 131,064 SH   DFND 3 0 0 131,064
Covidien PLC COMMSTCK G2554F113 225,081 3,898,186 SH   SOLE 0 3,898,186 0 0
CR Bard Inc COMMSTCK 067383109 1,127 11,530 SH   DFND 4 0 0 11,530
CR Bard Inc COMMSTCK 067383109 1,538 15,737 SH   DFND 3 0 0 15,737
CR Bard Inc COMMSTCK 067383109 13,219 135,246 SH   DFND 1 0 0 135,246
CR Bard Inc COMMSTCK 067383109 93,087 952,396 SH   SOLE 0 952,396 0 0
Crocs Inc COMMSTCK 227046109 56 3,900 SH   DFND 3 0 0 3,900
Crocs Inc COMMSTCK 227046109 2,897 201,300 SH   DFND 4 0 0 201,300
Crocs Inc COMMSTCK 227046109 16,074 1,117,032 SH   SOLE 0 1,117,032 0 0
Crown Castle International COMMSTCK 228227104 230 3,186 SH   SOLE 0 3,186 0 0
Crown Holdings Inc COMMSTCK 228368106 137 3,730 SH   DFND 3 0 0 3,730
Crown Holdings Inc COMMSTCK 228368106 7,001 190,200 SH   DFND 4 0 0 190,200
Crown Holdings Inc COMMSTCK 228368106 21,350 580,000 SH   SOLE 0 580,000 0 0
CSX Corp COMMSTCK 126408103 53,921 2,732,949 SH   SOLE 0 2,732,949 0 0
CubeSmart COMMSTCK 229663109 1,635 112,200 SH   DFND 2 112,200 0 0
Cubist Pharmaceuticals Inc COMMSTCK 229678107 10,427 247,900 SH   SOLE 0 247,900 0 0
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 353 225,000 PRN   DFND 3 0 0 225,000
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 835 532,000 PRN   DFND 4 0 0 532,000
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 1,255 800,000 PRN   DFND 1 0 0 800,000
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 44,228 28,193,000 PRN   SOLE 0 28,193,000 0 0
Cummins Inc COMMSTCK 231021106 656 6,054 SH   DFND 4 0 0 6,054
Cummins Inc COMMSTCK 231021106 4,753 43,867 SH   DFND 3 0 0 43,867
Cummins Inc COMMSTCK 231021106 7,630 70,422 SH   DFND 1 0 0 70,422
Cummins Inc COMMSTCK 231021106 155,260 1,432,949 SH   SOLE 0 1,432,949 0 0
CVS Caremark Corp COMMSTCK 126650100 7,218 149,295 SH   DFND 1 0 0 149,295
CVS Caremark Corp COMMSTCK 126650100 7,233 149,598 SH   DFND 4 0 0 149,598
CVS Caremark Corp COMMSTCK 126650100 9,725 201,129 SH   DFND 3 0 0 201,129
CVS Caremark Corp COMMSTCK 126650100 201,362 4,164,675 SH   SOLE 0 4,164,675 0 0
Danaher Corp COMMSTCK 235851102 607 10,859 SH   SOLE 0 10,859 0 0
DaVita HealthCare Partners COMMSTCK 23918K108 3,673 33,232 SH   DFND 1 0 0 33,232
DaVita HealthCare Partners COMMSTCK 23918K108 8,796 79,583 SH   DFND 3 0 0 79,583
DaVita HealthCare Partners COMMSTCK 23918K108 10,183 92,131 SH   DFND 4 0 0 92,131
DaVita HealthCare Partners COMMSTCK 23918K108 126,775 1,146,970 SH   SOLE 0 1,146,970 0 0
DDR Corp COMMSTCK 23317H102 3,583 228,800 SH   DFND 2 228,800 0 0
Delphi Automotive PLC COMMSTCK G27823106 7,543 197,208 SH   SOLE 0 197,208 0 0
Delta Air Lines Inc COMMSTCK 247361702 24 2,000 SH   DFND 1 0 0 2,000
Delta Air Lines Inc COMMSTCK 247361702 2,400 202,210 SH   SOLE 0 202,210 0 0
Devon Energy Corp COMMSTCK 25179M103 293 5,627 SH   SOLE 0 5,627 0 0
DexCom Inc COMMSTCK 252131107 4,489 329,800 SH   SOLE 0 329,800 0 0
DFC Global Corp 2.875% CNVRTBND 256664AB9 5,000 5,000,000 PRN   SOLE 0 5,000,000 0 0
DigitalGlobe Inc COMMSTCK 25389M877 399 16,312 SH   DFND 4 0 0 16,312
DigitalGlobe Inc COMMSTCK 25389M877 11,623 475,581 SH   SOLE 0 475,581 0 0
Discover Financial Service COMMSTCK 254709108 869 22,546 SH   DFND 3 0 0 22,546
Discover Financial Service COMMSTCK 254709108 6,141 159,287 SH   DFND 1 0 0 159,287
Discover Financial Service COMMSTCK 254709108 7,757 201,209 SH   DFND 4 0 0 201,209
Discover Financial Service COMMSTCK 254709108 172,077 4,463,748 SH   SOLE 0 4,463,748 0 0
Discovery Communications I COMMSTCK 25470F104 2,539 40,000 SH   SOLE 0 40,000 0 0
Dollar General Corp COMMSTCK 256677105 5,114 116,000 SH   SOLE 0 116,000 0 0
Dollar Tree Inc COMMSTCK 256746108 2,067 50,962 SH   SOLE 0 50,962 0 0
Dow Chemical Co/The COMMSTCK 260543103 274 8,484 SH   SOLE 0 8,484 0 0
DR Horton Inc 2% CNVRTBND 23331ABB4 554 350,000 PRN   DFND 4 0 0 350,000
DR Horton Inc 2% CNVRTBND 23331ABB4 7,029 4,440,000 PRN   SOLE 0 4,440,000 0 0
Dr Pepper Snapple Group In COMMSTCK 26138E109 269 6,086 SH   DFND 4 0 0 6,086
Dr Pepper Snapple Group In COMMSTCK 26138E109 397 8,978 SH   DFND 3 0 0 8,978
Dr Pepper Snapple Group In COMMSTCK 26138E109 3,229 73,097 SH   DFND 1 0 0 73,097
Dr Pepper Snapple Group In COMMSTCK 26138E109 41,805 946,233 SH   SOLE 0 946,233 0 0
Dresser-Rand Group Inc COMMSTCK 261608103 9,351 166,565 SH   SOLE 0 166,565 0 0
DryShips Inc 5% CORPBOND 262498AB4 12,640 16,000,000 SH   SOLE 0 16,000,000 0 0
DST Systems Inc COMMSTCK 233326107 360 5,940 SH   DFND 4 0 0 5,940
DST Systems Inc COMMSTCK 233326107 481 7,941 SH   DFND 3 0 0 7,941
DST Systems Inc COMMSTCK 233326107 4,297 70,910 SH   DFND 1 0 0 70,910
DST Systems Inc COMMSTCK 233326107 29,279 483,146 SH   SOLE 0 483,146 0 0
Duke Energy Corp COMMSTCK 26441C204 13,389 209,864 SH   SOLE 0 209,864 0 0
Duke Realty Corp COMMSTCK 264411505 139 9,990 SH   DFND 3 0 0 9,990
Duke Realty Corp COMMSTCK 264411505 7,089 511,120 SH   DFND 4 0 0 511,120
Duke Realty Corp COMMSTCK 264411505 21,405 1,543,230 SH   SOLE 0 1,543,230 0 0
DuPont Fabros Technology I COMMSTCK 26613Q106 2,935 121,500 SH   DFND 2 121,500 0 0
E*TRADE Financial Corp COMMSTCK 269246401 16,276 1,818,542 SH   SOLE 0 1,818,542 0 0
Eagle Materials Inc COMMSTCK 26969P108 10,466 178,900 SH   SOLE 0 178,900 0 0
Eastman Chemical Co COMMSTCK 277432100 202 2,965 SH   DFND 3 0 0 2,965
Eastman Chemical Co COMMSTCK 277432100 10,357 152,200 SH   DFND 4 0 0 152,200
Eastman Chemical Co COMMSTCK 277432100 31,364 460,900 SH   SOLE 0 460,900 0 0
Eaton Corp PLC COMMSTCK G29183103 172 3,170 SH   DFND 3 0 0 3,170
Eaton Corp PLC COMMSTCK G29183103 9,120 168,271 SH   DFND 4 0 0 168,271
Eaton Corp PLC COMMSTCK G29183103 29,515 544,565 SH   SOLE 0 544,565 0 0
eBay Inc COMMSTCK 278642103 490 9,606 SH   DFND 4 0 0 9,606
eBay Inc COMMSTCK 278642103 648 12,706 SH   DFND 3 0 0 12,706
eBay Inc COMMSTCK 278642103 5,508 107,965 SH   DFND 1 0 0 107,965
eBay Inc COMMSTCK 278642103 46,725 915,819 SH   SOLE 0 915,819 0 0
Ecolab Inc COMMSTCK 278865100 669 9,300 SH   DFND 4 0 0 9,300
Ecolab Inc COMMSTCK 278865100 6,125 85,185 SH   DFND 3 0 0 85,185
Ecolab Inc COMMSTCK 278865100 7,866 109,397 SH   DFND 1 0 0 109,397
Ecolab Inc COMMSTCK 278865100 130,310 1,812,381 SH   SOLE 0 1,812,381 0 0
Ecopetrol SA DEPRECPT 279158109 722 12,095 SH   SOLE 0 12,095 0 0
EI du Pont de Nemours & Co COMMSTCK 263534109 289 6,424 SH   SOLE 0 6,424 0 0
Eli Lilly & Co COMMSTCK 532457108 317 6,420 SH   DFND 4 0 0 6,420
Eli Lilly & Co COMMSTCK 532457108 415 8,416 SH   DFND 3 0 0 8,416
Eli Lilly & Co COMMSTCK 532457108 3,683 74,673 SH   DFND 1 0 0 74,673
Eli Lilly & Co COMMSTCK 532457108 25,991 526,987 SH   SOLE 0 526,987 0 0
Embraer SA DEPRECPT 29082A107 1,285 45,067 SH   SOLE 0 45,067 0 0
EMC Corp/MA COMMSTCK 268648102 272 10,749 SH   DFND 4 0 0 10,749
EMC Corp/MA COMMSTCK 268648102 323 12,763 SH   DFND 3 0 0 12,763
EMC Corp/MA COMMSTCK 268648102 3,625 143,300 SH   DFND 1 0 0 143,300
EMC Corp/MA COMMSTCK 268648102 56,864 2,247,587 SH   SOLE 0 2,247,587 0 0
Emerson Electric Co COMMSTCK 291011104 252 4,751 SH   SOLE 0 4,751 0 0
Endologix Inc COMMSTCK 29266S106 4,965 348,700 SH   SOLE 0 348,700 0 0
Ensco PLC COMMSTCK G3157S106 1,002 16,902 SH   DFND 3 0 0 16,902
Ensco PLC COMMSTCK G3157S106 6,509 109,798 SH   DFND 1 0 0 109,798
Ensco PLC COMMSTCK G3157S106 11,317 190,915 SH   DFND 4 0 0 190,915
Ensco PLC COMMSTCK G3157S106 178,208 3,006,205 SH   SOLE 0 3,006,205 0 0
Entropic Communications In COMMSTCK 29384R105 3,132 592,000 SH   SOLE 0 592,000 0 0
EOG Resources Inc COMMSTCK 26875P101 658 5,445 SH   SOLE 0 5,445 0 0
EPR Properties COMMSTCK 26884U109 3,740 81,100 SH   DFND 2 81,100 0 0
EQT Corp COMMSTCK 26884L109 97 1,646 SH   DFND 3 0 0 1,646
EQT Corp COMMSTCK 26884L109 23,574 399,691 SH   SOLE 0 399,691 0 0
Equinix Inc 3% CNVRTBND 29444UAG1 146 75,000 PRN   DFND 3 0 0 75,000
Equinix Inc 3% CNVRTBND 29444UAG1 683 350,000 PRN   DFND 4 0 0 350,000
Equinix Inc 3% CNVRTBND 29444UAG1 21,359 10,950,000 PRN   SOLE 0 10,950,000 0 0
Equity Lifestyle Propertie COMMSTCK 29472R108 2,799 41,600 SH   DFND 2 41,600 0 0
Equity Residential COMMSTCK 29476L107 158 2,793 SH   SOLE 0 2,793 0 0
Equity Residential COMMSTCK 29476L107 10,529 185,800 SH   DFND 2 185,800 0 0
ESCO Technologies Inc COMMSTCK 296315104 203 5,414 SH   DFND 4 0 0 5,414
ESCO Technologies Inc COMMSTCK 296315104 4,165 111,337 SH   SOLE 0 111,337 0 0
Estee Lauder Cos Inc/The COMMSTCK 518439104 22,838 381,517 SH   SOLE 0 381,517 0 0
Ethan Allen Interiors Inc COMMSTCK 297602104 4,767 185,400 SH   SOLE 0 185,400 0 0
Evercore Partners Inc COMMSTCK 29977A105 6,808 225,500 SH   SOLE 0 225,500 0 0
Exact Sciences Corp COMMSTCK 30063P105 4,916 464,200 SH   SOLE 0 464,200 0 0
ExactTarget Inc COMMSTCK 30064K105 9,252 462,612 SH   SOLE 0 462,612 0 0
EXCO Resources Inc COMMSTCK 269279402 4,446 656,700 SH   SOLE 0 656,700 0 0
Exelis Inc COMMSTCK 30162A108 78 6,900 SH   DFND 4 0 0 6,900
Exelis Inc COMMSTCK 30162A108 1,764 156,520 SH   SOLE 0 156,520 0 0
Exelon Corp COMMSTCK 30161N101 207 6,952 SH   SOLE 0 6,952 0 0
Express Scripts Holding Co COMMSTCK 30219G108 178 3,296 SH   DFND 4 0 0 3,296
Express Scripts Holding Co COMMSTCK 30219G108 2,100 38,880 SH   DFND 1 0 0 38,880
Express Scripts Holding Co COMMSTCK 30219G108 4,322 80,032 SH   DFND 3 0 0 80,032
Express Scripts Holding Co COMMSTCK 30219G108 58,961 1,091,879 SH   SOLE 0 1,091,879 0 0
Exterran Holdings Inc 4.25 CNVRTBND 30225XAA1 2,662 2,325,000 PRN   DFND 3 0 0 2,325,000
Extra Space Storage Inc COMMSTCK 30225T102 3,723 102,300 SH   DFND 2 102,300 0 0
Exxon Mobil Corp COMMSTCK 30231G102 1,164 13,450 SH   DFND 4 0 0 13,450
Exxon Mobil Corp COMMSTCK 30231G102 8,037 92,862 SH   DFND 3 0 0 92,862
Exxon Mobil Corp COMMSTCK 30231G102 13,542 156,469 SH   DFND 1 0 0 156,469
Exxon Mobil Corp COMMSTCK 30231G102 164,324 1,898,605 SH   SOLE 0 1,898,605 0 0
F5 Networks Inc COMMSTCK 315616102 126 1,292 SH   DFND 4 0 0 1,292
F5 Networks Inc COMMSTCK 315616102 178 1,830 SH   DFND 3 0 0 1,830
F5 Networks Inc COMMSTCK 315616102 1,477 15,200 SH   DFND 1 0 0 15,200
F5 Networks Inc COMMSTCK 315616102 29,606 304,747 SH   SOLE 0 304,747 0 0
Facebook Inc COMMSTCK 30303M102 306 11,506 SH   DFND 4 0 0 11,506
Facebook Inc COMMSTCK 30303M102 411 15,451 SH   DFND 3 0 0 15,451
Facebook Inc COMMSTCK 30303M102 3,582 134,503 SH   DFND 1 0 0 134,503
Facebook Inc COMMSTCK 30303M102 26,128 981,131 SH   SOLE 0 981,131 0 0
Federal Realty Investment COMMSTCK 313747206 4,452 42,800 SH   DFND 2 42,800 0 0
Federated Investors Inc COMMSTCK 314211103 9,519 470,549 SH   SOLE 0 470,549 0 0
FedEx Corp COMMSTCK 31428X106 11,546 125,878 SH   SOLE 0 125,878 0 0
Fidelity National Financia COMMSTCK 31620R105 3,297 140,000 SH   SOLE 0 140,000 0 0
Fidelity National Financia CNVRTBND 31620RAE5 1,087 850,000 PRN   DFND 1 0 0 850,000
Fidelity National Financia CNVRTBND 31620RAE5 1,503 1,175,000 PRN   DFND 3 0 0 1,175,000
Fidelity National Financia CNVRTBND 31620RAE5 10,198 7,975,000 PRN   SOLE 0 7,975,000 0 0
Financial Engines Inc COMMSTCK 317485100 2,395 86,300 SH   SOLE 0 86,300 0 0
First Cash Financial Servi COMMSTCK 31942D107 4,496 90,607 SH   SOLE 0 90,607 0 0
First Potomac Realty Trust COMMSTCK 33610F109 1,971 159,500 SH   DFND 2 159,500 0 0
First Republic Bank/CA COMMSTCK 33616C100 144 4,408 SH   DFND 3 0 0 4,408
First Republic Bank/CA COMMSTCK 33616C100 8,481 258,725 SH   DFND 4 0 0 258,725
First Republic Bank/CA COMMSTCK 33616C100 22,414 683,765 SH   SOLE 0 683,765 0 0
Fiserv Inc COMMSTCK 337738108 480 6,068 SH   DFND 4 0 0 6,068
Fiserv Inc COMMSTCK 337738108 634 8,025 SH   DFND 3 0 0 8,025
Fiserv Inc COMMSTCK 337738108 5,489 69,459 SH   DFND 1 0 0 69,459
Fiserv Inc COMMSTCK 337738108 38,601 488,429 SH   SOLE 0 488,429 0 0
Flotek Industries Inc COMMSTCK 343389102 10,480 859,000 SH   SOLE 0 859,000 0 0
Flowers Foods Inc COMMSTCK 343498101 4,072 175,000 SH   SOLE 0 175,000 0 0
Fluor Corp COMMSTCK 343412102 150 2,550 SH   DFND 3 0 0 2,550
Fluor Corp COMMSTCK 343412102 7,650 130,230 SH   DFND 4 0 0 130,230
Fluor Corp COMMSTCK 343412102 22,951 390,730 SH   SOLE 0 390,730 0 0
Fomento Economico Mexicano DEPRECPT 344419106 3,904 38,772 SH   DFND 3 0 0 38,772
Fomento Economico Mexicano DEPRECPT 344419106 89,211 885,906 SH   SOLE 0 885,906 0 0
Ford Motor Co COMMSTCK 345370860 808 62,412 SH   DFND 4 0 0 62,412
Ford Motor Co COMMSTCK 345370860 1,108 85,528 SH   DFND 3 0 0 85,528
Ford Motor Co COMMSTCK 345370860 9,352 722,192 SH   DFND 1 0 0 722,192
Ford Motor Co COMMSTCK 345370860 82,120 6,341,289 SH   SOLE 0 6,341,289 0 0
Ford Motor Co 4.25% CNVRTBND 345370CN8 986 622,000 PRN   DFND 4 0 0 622,000
Ford Motor Co 4.25% CNVRTBND 345370CN8 66,732 42,102,000 PRN   SOLE 0 42,102,000 0 0
Forest City Enterprises In COMMSTCK 345550107 113 6,970 SH   DFND 3 0 0 6,970
Forest City Enterprises In COMMSTCK 345550107 1,473 91,204 SH   DFND 4 0 0 91,204
Forest City Enterprises In COMMSTCK 345550107 1,782 110,351 SH   DFND 1 0 0 110,351
Forest City Enterprises In COMMSTCK 345550107 2,192 135,700 SH   DFND 2 135,700 0 0
Forest City Enterprises In COMMSTCK 345550107 66,930 4,144,300 SH   SOLE 0 4,144,300 0 0
Forest City Enterprises In CNVRTBND 345550AP2 384 365,000 PRN   DFND 4 0 0 365,000
Forest City Enterprises In CNVRTBND 345550AP2 10,519 10,000,000 PRN   SOLE 0 10,000,000 0 0
Forest City Enterprises In CNVRTBND 345550AM9 3,364 2,450,000 PRN   SOLE 0 2,450,000 0 0
Fortinet Inc COMMSTCK 34959E109 4,595 218,100 SH   SOLE 0 218,100 0 0
Fortune Brands Home & Secu COMMSTCK 34964C106 2,045 70,000 SH   SOLE 0 70,000 0 0
Francesca's Holdings Corp COMMSTCK 351793104 5,278 203,328 SH   SOLE 0 203,328 0 0
Franklin Resources Inc COMMSTCK 354613101 578 4,601 SH   DFND 4 0 0 4,601
Franklin Resources Inc COMMSTCK 354613101 783 6,230 SH   DFND 3 0 0 6,230
Franklin Resources Inc COMMSTCK 354613101 6,753 53,720 SH   DFND 1 0 0 53,720
Franklin Resources Inc COMMSTCK 354613101 47,831 380,521 SH   SOLE 0 380,521 0 0
Freeport-McMoRan Copper & COMMSTCK 35671D857 473 13,833 SH   DFND 3 0 0 13,833
Freeport-McMoRan Copper & COMMSTCK 35671D857 912 26,676 SH   DFND 4 0 0 26,676
Freeport-McMoRan Copper & COMMSTCK 35671D857 4,079 119,267 SH   DFND 1 0 0 119,267
Freeport-McMoRan Copper & COMMSTCK 35671D857 165,547 4,840,555 SH   SOLE 0 4,840,555 0 0
Fresh Market Inc/The COMMSTCK 35804H106 3,607 75,000 SH   SOLE 0 75,000 0 0
G&K Services Inc COMMSTCK 361268105 11,665 341,587 SH   SOLE 0 341,587 0 0
G-III Apparel Group Ltd COMMSTCK 36237H101 6,914 202,000 SH   SOLE 0 202,000 0 0
GameStop Corp COMMSTCK 36467W109 4,615 183,948 SH   SOLE 0 183,948 0 0
Gannett Co Inc COMMSTCK 364730101 1,771 98,316 SH   SOLE 0 98,316 0 0
Gartner Inc COMMSTCK 366651107 11,997 260,700 SH   SOLE 0 260,700 0 0
General Cable Corp COMMSTCK 369300108 125 4,100 SH   DFND 4 0 0 4,100
General Cable Corp COMMSTCK 369300108 10,078 331,400 SH   SOLE 0 331,400 0 0
General Cable Corp 4.5% CNVRTBND 369300AL2 549 509,000 PRN   DFND 4 0 0 509,000
General Cable Corp 4.5% CNVRTBND 369300AL2 2,611 2,420,000 PRN   DFND 1 0 0 2,420,000
General Cable Corp 4.5% CNVRTBND 369300AL2 5,412 5,017,000 PRN   DFND 3 0 0 5,017,000
General Cable Corp 4.5% CNVRTBND 369300AL2 44,653 41,393,000 PRN   SOLE 0 41,393,000 0 0
General Electric Co COMMSTCK 369604103 912 43,443 SH   DFND 4 0 0 43,443
General Electric Co COMMSTCK 369604103 1,274 60,674 SH   DFND 3 0 0 60,674
General Electric Co COMMSTCK 369604103 10,752 512,222 SH   DFND 1 0 0 512,222
General Electric Co COMMSTCK 369604103 216,447 10,311,933 SH   SOLE 0 10,311,933 0 0
General Mills Inc COMMSTCK 370334104 602 14,897 SH   DFND 4 0 0 14,897
General Mills Inc COMMSTCK 370334104 817 20,212 SH   DFND 3 0 0 20,212
General Mills Inc COMMSTCK 370334104 7,022 173,757 SH   DFND 1 0 0 173,757
General Mills Inc COMMSTCK 370334104 49,126 1,215,686 SH   SOLE 0 1,215,686 0 0
Genpact Ltd COMMSTCK G3922B107 3,023 195,000 SH   SOLE 0 195,000 0 0
Genuine Parts Co COMMSTCK 372460105 9 138 SH   DFND 3 0 0 138
Genuine Parts Co COMMSTCK 372460105 13,755 216,339 SH   SOLE 0 216,339 0 0
GeoEye Inc COMMSTCK 37250W108 257 8,355 SH   DFND 4 0 0 8,355
GeoEye Inc COMMSTCK 37250W108 6,324 205,791 SH   SOLE 0 205,791 0 0
Gerdau SA DEPRECPT 373737105 1,184 131,647 SH   SOLE 0 131,647 0 0
Gilead Sciences Inc COMMSTCK 375558103 345 4,700 SH   DFND 3 0 0 4,700
Gilead Sciences Inc COMMSTCK 375558103 41,456 564,406 SH   SOLE 0 564,406 0 0
Global X FTSE Colombia 20 ETIF 37950E200 1,957 88,000 SH   SOLE 0 88,000 0 0
GNC Holdings Inc COMMSTCK 36191G107 2,183 65,600 SH   SOLE 0 65,600 0 0
Goldman Sachs Group Inc/Th COMMSTCK 38141G104 129,395 1,014,383 SH   SOLE 0 1,014,383 0 0
Goodyear Tire & Rubber Co/ PFDDOM 382550309 2,679 58,180 SH   DFND 1 0 0 58,180
Goodyear Tire & Rubber Co/ PFDDOM 382550309 3,970 86,225 SH   DFND 3 0 0 86,225
Goodyear Tire & Rubber Co/ PFDDOM 382550309 28,951 619,475 SH   SOLE 0 619,475 0 0
Google Inc COMMSTCK 38259P508 589 830 SH   DFND 4 0 0 830
Google Inc COMMSTCK 38259P508 6,895 9,720 SH   DFND 1 0 0 9,720
Google Inc COMMSTCK 38259P508 14,022 19,767 SH   DFND 3 0 0 19,767
Google Inc COMMSTCK 38259P508 210,028 296,077 SH   SOLE 0 296,077 0 0
Gorman-Rupp Co/The COMMSTCK 383082104 23 774 SH   DFND 3 0 0 774
Gorman-Rupp Co/The COMMSTCK 383082104 36,532 1,224,671 SH   SOLE 0 1,224,671 0 0
Grand Canyon Education Inc COMMSTCK 38526M106 5,825 248,201 SH   SOLE 0 248,201 0 0
Great Lakes Dredge & Dock COMMSTCK 390607109 6,714 751,900 SH   SOLE 0 751,900 0 0
Green Mountain Coffee Roas COMMSTCK 393122106 125 3,015 SH   DFND 3 0 0 3,015
Green Mountain Coffee Roas COMMSTCK 393122106 6,303 152,400 SH   DFND 4 0 0 152,400
Green Mountain Coffee Roas COMMSTCK 393122106 34,461 833,200 SH   SOLE 0 833,200 0 0
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 109 120,000 PRN   DFND 4 0 0 120,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 1,081 1,190,000 PRN   DFND 1 0 0 1,190,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 1,630 1,795,000 PRN   DFND 3 0 0 1,795,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 18,067 19,895,000 PRN   SOLE 0 19,895,000 0 0
Grupo Financiero Santander DEPRECPT 40053C105 4,929 304,651 SH   SOLE 0 304,651 0 0
Guidewire Software Inc COMMSTCK 40171V100 3,840 129,200 SH   SOLE 0 129,200 0 0
Gulfport Energy Corp COMMSTCK 402635304 10,388 271,800 SH   SOLE 0 271,800 0 0
Haemonetics Corp COMMSTCK 405024100 5,378 131,680 SH   SOLE 0 131,680 0 0
Halliburton Co COMMSTCK 406216101 117 3,378 SH   DFND 4 0 0 3,378
Halliburton Co COMMSTCK 406216101 161 4,635 SH   DFND 3 0 0 4,635
Halliburton Co COMMSTCK 406216101 1,384 39,900 SH   DFND 1 0 0 39,900
Halliburton Co COMMSTCK 406216101 121,673 3,507,435 SH   SOLE 0 3,507,435 0 0
Hanesbrands Inc COMMSTCK 410345102 109 3,055 SH   DFND 3 0 0 3,055
Hanesbrands Inc COMMSTCK 410345102 5,500 153,550 SH   DFND 4 0 0 153,550
Hanesbrands Inc COMMSTCK 410345102 24,732 690,460 SH   SOLE 0 690,460 0 0
Harley-Davidson Inc COMMSTCK 412822108 3,544 72,565 SH   SOLE 0 72,565 0 0
HCP Inc COMMSTCK 40414L109 164 3,640 SH   DFND 3 0 0 3,640
HCP Inc COMMSTCK 40414L109 8,119 179,700 SH   DFND 2 179,700 0 0
HCP Inc COMMSTCK 40414L109 8,424 186,450 SH   DFND 4 0 0 186,450
HCP Inc COMMSTCK 40414L109 25,436 563,000 SH   SOLE 0 563,000 0 0
Health Care REIT Inc COMMSTCK 42217K106 139 2,276 SH   SOLE 0 2,276 0 0
Health Care REIT Inc COMMSTCK 42217K106 1,918 31,300 SH   DFND 2 31,300 0 0
HeartWare International In COMMSTCK 422368100 4,661 55,519 SH   SOLE 0 55,519 0 0
Helmerich & Payne Inc COMMSTCK 423452101 204 3,641 SH   DFND 4 0 0 3,641
Helmerich & Payne Inc COMMSTCK 423452101 286 5,115 SH   DFND 3 0 0 5,115
Helmerich & Payne Inc COMMSTCK 423452101 2,802 50,027 SH   DFND 1 0 0 50,027
Helmerich & Payne Inc COMMSTCK 423452101 17,303 308,919 SH   SOLE 0 308,919 0 0
Hercules Offshore Inc COMMSTCK 427093109 229 37,081 SH   DFND 4 0 0 37,081
Hercules Offshore Inc COMMSTCK 427093109 6,934 1,122,021 SH   SOLE 0 1,122,021 0 0
Hercules Offshore Inc 3.37 CNVRTBND 427093AD1 2,268 2,265,000 PRN   SOLE 0 2,265,000 0 0
Hershey Co/The COMMSTCK 427866108 1,696 23,486 SH   DFND 4 0 0 23,486
Hershey Co/The COMMSTCK 427866108 2,317 32,087 SH   DFND 3 0 0 32,087
Hershey Co/The COMMSTCK 427866108 19,302 267,270 SH   DFND 1 0 0 267,270
Hershey Co/The COMMSTCK 427866108 183,961 2,547,226 SH   SOLE 0 2,547,226 0 0
Hewlett-Packard Co COMMSTCK 428236103 606 42,508 SH   SOLE 0 42,508 0 0
Hillshire Brands Co COMMSTCK 432589109 8 275 SH   DFND 3 0 0 275
Hillshire Brands Co COMMSTCK 432589109 15,276 542,866 SH   SOLE 0 542,866 0 0
HJ Heinz Co COMMSTCK 423074103 1,072 18,585 SH   DFND 4 0 0 18,585
HJ Heinz Co COMMSTCK 423074103 1,497 25,952 SH   DFND 3 0 0 25,952
HJ Heinz Co COMMSTCK 423074103 12,185 211,249 SH   DFND 1 0 0 211,249
HJ Heinz Co COMMSTCK 423074103 118,965 2,062,500 SH   SOLE 0 2,062,500 0 0
Hologic Inc COMMSTCK 436440101 6,802 339,600 SH   SOLE 0 339,600 0 0
Hologic Inc 2% CNVRTBND 436440AA9 264 265,000 PRN   DFND 3 0 0 265,000
Hologic Inc 2% CNVRTBND 436440AB7 502 450,000 PRN   DFND 4 0 0 450,000
Hologic Inc 2% CNVRTBND 436440AB7 2,464 2,210,000 PRN   DFND 3 0 0 2,210,000
Hologic Inc 2% CNVRTBND 436440AB7 3,345 3,000,000 PRN   DFND 1 0 0 3,000,000
Hologic Inc 2% CNVRTBND 436440AB7 40,971 36,745,000 PRN   SOLE 0 36,745,000 0 0
Hologic Inc 2% CNVRTBND 436440AC5 1,141 1,150,000 PRN   DFND 3 0 0 1,150,000
Hologic Inc 2% CNVRTBND 436440AC5 1,389 1,400,000 PRN   DFND 1 0 0 1,400,000
Hologic Inc 2% CNVRTBND 436440AC5 18,252 18,365,000 PRN   SOLE 0 18,365,000 0 0
Home Depot Inc/The COMMSTCK 437076102 260 4,200 SH   DFND 4 0 0 4,200
Home Depot Inc/The COMMSTCK 437076102 350 5,661 SH   DFND 3 0 0 5,661
Home Depot Inc/The COMMSTCK 437076102 3,030 48,987 SH   DFND 1 0 0 48,987
Home Depot Inc/The COMMSTCK 437076102 67,666 1,094,028 SH   SOLE 0 1,094,028 0 0
Home Properties Inc COMMSTCK 437306103 111 1,805 SH   DFND 3 0 0 1,805
Home Properties Inc COMMSTCK 437306103 5,634 91,900 SH   DFND 4 0 0 91,900
Home Properties Inc COMMSTCK 437306103 16,964 276,700 SH   SOLE 0 276,700 0 0
HomeAway Inc COMMSTCK 43739Q100 8,579 389,935 SH   SOLE 0 389,935 0 0
Honeywell International In COMMSTCK 438516106 32,891 518,215 SH   SOLE 0 518,215 0 0
Hospira Inc COMMSTCK 441060100 131 4,200 SH   DFND 3 0 0 4,200
Hospira Inc COMMSTCK 441060100 6,810 218,000 SH   DFND 4 0 0 218,000
Hospira Inc COMMSTCK 441060100 21,093 675,200 SH   SOLE 0 675,200 0 0
Host Hotels & Resorts Inc COMMSTCK 44107P104 5,582 356,200 SH   DFND 2 356,200 0 0
Humana Inc COMMSTCK 444859102 141 2,060 SH   DFND 3 0 0 2,060
Humana Inc COMMSTCK 444859102 7,260 105,785 SH   DFND 4 0 0 105,785
Humana Inc COMMSTCK 444859102 31,549 459,704 SH   SOLE 0 459,704 0 0
Huntington Bancshares Inc/ COMMSTCK 446150104 132 20,733 SH   SOLE 0 20,733 0 0
Huntsman Corp COMMSTCK 447011107 564 35,500 SH   SOLE 0 35,500 0 0
Imax Corp COMMSTCK 45245E109 4,451 198,000 SH   SOLE 0 198,000 0 0
Imperva Inc COMMSTCK 45321L100 1,908 60,500 SH   SOLE 0 60,500 0 0
Ingersoll-Rand PLC COMMSTCK G47791101 712 14,845 SH   DFND 4 0 0 14,845
Ingersoll-Rand PLC COMMSTCK G47791101 969 20,198 SH   DFND 3 0 0 20,198
Ingersoll-Rand PLC COMMSTCK G47791101 8,282 172,677 SH   DFND 1 0 0 172,677
Ingersoll-Rand PLC COMMSTCK G47791101 88,155 1,838,090 SH   SOLE 0 1,838,090 0 0
Ingram Micro Inc COMMSTCK 457153104 244 14,400 SH   DFND 4 0 0 14,400
Ingram Micro Inc COMMSTCK 457153104 8,677 512,800 SH   SOLE 0 512,800 0 0
Ingredion Inc COMMSTCK 457187102 163 2,525 SH   DFND 3 0 0 2,525
Ingredion Inc COMMSTCK 457187102 8,348 129,574 SH   DFND 4 0 0 129,574
Ingredion Inc COMMSTCK 457187102 28,111 436,310 SH   SOLE 0 436,310 0 0
Insulet Corp COMMSTCK 45784P101 15,067 710,060 SH   SOLE 0 710,060 0 0
Intel Corp COMMSTCK 458140100 220 10,669 SH   DFND 4 0 0 10,669
Intel Corp COMMSTCK 458140100 298 14,463 SH   DFND 3 0 0 14,463
Intel Corp COMMSTCK 458140100 2,599 126,004 SH   DFND 1 0 0 126,004
Intel Corp COMMSTCK 458140100 68,353 3,313,261 SH   SOLE 0 3,313,261 0 0
Intel Corp 2.95% CNVRTBND 458140AD2 4,282 4,130,000 PRN   DFND 1 0 0 4,130,000
Intel Corp 2.95% CNVRTBND 458140AD2 5,825 5,618,000 PRN   DFND 3 0 0 5,618,000
Intel Corp 2.95% CNVRTBND 458140AD2 55,993 54,002,000 PRN   SOLE 0 54,002,000 0 0
Intel Corp 3.25% CNVRTBND 458140AF7 847 723,000 PRN   DFND 3 0 0 723,000
Intel Corp 3.25% CNVRTBND 458140AF7 1,059 904,000 PRN   DFND 1 0 0 904,000
Intel Corp 3.25% CNVRTBND 458140AF7 8,640 7,373,000 PRN   SOLE 0 7,373,000 0 0
IntercontinentalExchange I COMMSTCK 45865V100 3,874 31,288 SH   DFND 3 0 0 31,288
IntercontinentalExchange I COMMSTCK 45865V100 21,483 173,513 SH   SOLE 0 173,513 0 0
International Business Mac COMMSTCK 459200101 907 4,737 SH   DFND 4 0 0 4,737
International Business Mac COMMSTCK 459200101 1,241 6,480 SH   DFND 3 0 0 6,480
International Business Mac COMMSTCK 459200101 10,731 56,023 SH   DFND 1 0 0 56,023
International Business Mac COMMSTCK 459200101 75,891 396,194 SH   SOLE 0 396,194 0 0
International Game Technol COMMSTCK 459902102 164 11,594 SH   SOLE 0 11,594 0 0
International Paper Co COMMSTCK 460146103 142 3,555 SH   DFND 4 0 0 3,555
International Paper Co COMMSTCK 460146103 193 4,852 SH   DFND 3 0 0 4,852
International Paper Co COMMSTCK 460146103 1,623 40,740 SH   DFND 1 0 0 40,740
International Paper Co COMMSTCK 460146103 23,019 577,787 SH   SOLE 0 577,787 0 0
Interpublic Group of Cos I COMMSTCK 460690100 95 8,660 SH   DFND 3 0 0 8,660
Interpublic Group of Cos I COMMSTCK 460690100 4,888 443,600 SH   DFND 4 0 0 443,600
Interpublic Group of Cos I COMMSTCK 460690100 14,694 1,333,400 SH   SOLE 0 1,333,400 0 0
Invesco Ltd COMMSTCK G491BT108 596 22,831 SH   DFND 3 0 0 22,831
Invesco Ltd COMMSTCK G491BT108 3,887 148,989 SH   DFND 1 0 0 148,989
Invesco Ltd COMMSTCK G491BT108 7,215 276,529 SH   DFND 4 0 0 276,529
Invesco Ltd COMMSTCK G491BT108 66,540 2,550,402 SH   SOLE 0 2,550,402 0 0
iShares Dow Jones US Real ETIF 464287739 414 6,400 SH   SOLE 0 6,400 0 0
iShares MSCI All Peru Capp ETIF 464289842 1,881 41,000 SH   SOLE 0 41,000 0 0
iShares MSCI Chile Investa ETIF 464286640 1,170 18,500 SH   SOLE 0 18,500 0 0
iShares MSCI Mexico Invest ETIF 464286822 5,318 75,400 SH   SOLE 0 75,400 0 0
iShares MSCI South Korea I ETIF 464286772 1,299 20,500 SH   SOLE 0 20,500 0 0
iShares MSCI Taiwan Index ETIF 464286731 2,387 175,271 SH   SOLE 0 175,271 0 0
Itau Unibanco Holding SA DEPRECPT 465562106 16,101 978,194 SH   SOLE 0 978,194 0 0
Itron Inc COMMSTCK 465741106 422 9,479 SH   DFND 4 0 0 9,479
Itron Inc COMMSTCK 465741106 11,817 265,251 SH   SOLE 0 265,251 0 0
ITT Corp COMMSTCK 450911201 81 3,450 SH   DFND 4 0 0 3,450
ITT Corp COMMSTCK 450911201 1,836 78,259 SH   SOLE 0 78,259 0 0
JA Solar Holdings Co Ltd 4 CNVRTBND 466090AA5 568 595,000 PRN   DFND 1 0 0 595,000
JA Solar Holdings Co Ltd 4 CNVRTBND 466090AA5 611 640,000 PRN   DFND 3 0 0 640,000
JA Solar Holdings Co Ltd 4 CNVRTBND 466090AA5 17,188 17,965,000 PRN   SOLE 0 17,965,000 0 0
James River Coal Co 3.125% CNVRTBND 470355AH1 46 150,000 PRN   DFND 4 0 0 150,000
James River Coal Co 3.125% CNVRTBND 470355AH1 630 2,035,000 PRN   DFND 1 0 0 2,035,000
James River Coal Co 3.125% CNVRTBND 470355AH1 652 2,106,000 PRN   DFND 3 0 0 2,106,000
James River Coal Co 3.125% CNVRTBND 470355AH1 10,738 34,709,000 PRN   SOLE 0 34,709,000 0 0
Jarden Corp COMMSTCK 471109108 186 3,595 SH   DFND 3 0 0 3,595
Jarden Corp COMMSTCK 471109108 9,477 183,300 SH   DFND 4 0 0 183,300
Jarden Corp COMMSTCK 471109108 28,802 557,100 SH   SOLE 0 557,100 0 0
Jazz Pharmaceuticals Plc COMMSTCK G50871105 148 2,774 SH   DFND 3 0 0 2,774
Jazz Pharmaceuticals Plc COMMSTCK G50871105 8,647 162,545 SH   DFND 4 0 0 162,545
Jazz Pharmaceuticals Plc COMMSTCK G50871105 52,076 978,878 SH   SOLE 0 978,878 0 0
JinkoSolar Holding Co Ltd CNVRTBND 47759TAA8 2,524 6,000,000 PRN   SOLE 0 6,000,000 0 0
John Wiley & Sons Inc COMMSTCK 968223206 900 23,107 SH   DFND 4 0 0 23,107
John Wiley & Sons Inc COMMSTCK 968223206 2,118 54,413 SH   DFND 3 0 0 54,413
John Wiley & Sons Inc COMMSTCK 968223206 8,712 223,778 SH   DFND 1 0 0 223,778
John Wiley & Sons Inc COMMSTCK 968223206 133,435 3,427,567 SH   SOLE 0 3,427,567 0 0
Johnson & Johnson COMMSTCK 478160104 1,236 17,635 SH   DFND 4 0 0 17,635
Johnson & Johnson COMMSTCK 478160104 1,691 24,122 SH   DFND 3 0 0 24,122
Johnson & Johnson COMMSTCK 478160104 14,417 205,669 SH   DFND 1 0 0 205,669
Johnson & Johnson COMMSTCK 478160104 310,817 4,433,908 SH   SOLE 0 4,433,908 0 0
Johnson Controls Inc COMMSTCK 478366107 497 16,203 SH   DFND 4 0 0 16,203
Johnson Controls Inc COMMSTCK 478366107 668 21,761 SH   DFND 3 0 0 21,761
Johnson Controls Inc COMMSTCK 478366107 5,697 185,556 SH   DFND 1 0 0 185,556
Johnson Controls Inc COMMSTCK 478366107 62,636 2,040,256 SH   SOLE 0 2,040,256 0 0
Jones Lang LaSalle Inc COMMSTCK 48020Q107 4,936 58,800 SH   SOLE 0 58,800 0 0
Joy Global Inc COMMSTCK 481165108 599 9,397 SH   DFND 3 0 0 9,397
Joy Global Inc COMMSTCK 481165108 4,088 64,100 SH   DFND 1 0 0 64,100
Joy Global Inc COMMSTCK 481165108 7,223 113,253 SH   DFND 4 0 0 113,253
Joy Global Inc COMMSTCK 481165108 88,191 1,382,740 SH   SOLE 0 1,382,740 0 0
JPMorgan Chase & Co COMMSTCK 46625H100 739 16,817 SH   DFND 4 0 0 16,817
JPMorgan Chase & Co COMMSTCK 46625H100 926 21,053 SH   DFND 3 0 0 21,053
JPMorgan Chase & Co COMMSTCK 46625H100 8,749 198,985 SH   DFND 1 0 0 198,985
JPMorgan Chase & Co COMMSTCK 46625H100 188,746 4,292,602 SH   SOLE 0 4,292,602 0 0
Kansas City Southern COMMSTCK 485170302 2,129 25,500 SH   SOLE 0 25,500 0 0
Kaydon Corp COMMSTCK 486587108 10,901 455,520 SH   SOLE 0 455,520 0 0
KBR Inc COMMSTCK 48242W106 484 16,178 SH   DFND 4 0 0 16,178
KBR Inc COMMSTCK 48242W106 600 20,069 SH   DFND 3 0 0 20,069
KBR Inc COMMSTCK 48242W106 5,640 188,509 SH   DFND 1 0 0 188,509
KBR Inc COMMSTCK 48242W106 81,534 2,725,083 SH   SOLE 0 2,725,083 0 0
Kellogg Co COMMSTCK 487836108 13,291 237,983 SH   SOLE 0 237,983 0 0
Kennametal Inc COMMSTCK 489170100 218 5,449 SH   DFND 4 0 0 5,449
Kennametal Inc COMMSTCK 489170100 12,590 314,752 SH   SOLE 0 314,752 0 0
Kilroy Realty Corp COMMSTCK 49427F108 5,429 114,600 SH   DFND 2 114,600 0 0
Kimberly-Clark Corp COMMSTCK 494368103 14 166 SH   DFND 3 0 0 166
Kimberly-Clark Corp COMMSTCK 494368103 23,115 273,773 SH   SOLE 0 273,773 0 0
Kimco Realty Corp COMMSTCK 49446R109 157 8,105 SH   DFND 3 0 0 8,105
Kimco Realty Corp COMMSTCK 49446R109 8,166 422,690 SH   DFND 4 0 0 422,690
Kimco Realty Corp COMMSTCK 49446R109 24,507 1,268,460 SH   SOLE 0 1,268,460 0 0
Kinder Morgan Inc/Delaware COMMSTCK 49456B101 255 7,215 SH   SOLE 0 7,215 0 0
Kraft Foods Group Inc COMMSTCK 50076Q106 320 7,028 SH   DFND 4 0 0 7,028
Kraft Foods Group Inc COMMSTCK 50076Q106 423 9,304 SH   DFND 3 0 0 9,304
Kraft Foods Group Inc COMMSTCK 50076Q106 3,664 80,577 SH   DFND 1 0 0 80,577
Kraft Foods Group Inc COMMSTCK 50076Q106 33,867 744,819 SH   SOLE 0 744,819 0 0
Kraft Foods Inc COMMSTCK 609207105 537 21,085 SH   DFND 4 0 0 21,085
Kraft Foods Inc COMMSTCK 609207105 711 27,912 SH   DFND 3 0 0 27,912
Kraft Foods Inc COMMSTCK 609207105 6,157 241,732 SH   DFND 1 0 0 241,732
Kraft Foods Inc COMMSTCK 609207105 50,054 1,965,217 SH   SOLE 0 1,965,217 0 0
Lam Research Corp 1.25% CNVRTBND 512807AL2 564 571,000 PRN   DFND 4 0 0 571,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 1,497 1,515,000 PRN   DFND 3 0 0 1,515,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 2,173 2,199,000 PRN   DFND 1 0 0 2,199,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 38,572 38,940,000 PRN   SOLE 0 38,940,000 0 0
Las Vegas Sands Corp COMMSTCK 517834107 21,165 458,520 SH   SOLE 0 458,520 0 0
Lazard Ltd COMMSTCK G54050102 1,373 46,000 SH   SOLE 0 46,000 0 0
LCA-Vision Inc COMMSTCK 501803308 1,723 604,620 SH   SOLE 0 604,620 0 0
Lear Corp COMMSTCK 521865204 136 2,908 SH   DFND 4 0 0 2,908
Lear Corp COMMSTCK 521865204 160 3,422 SH   DFND 1 0 0 3,422
Lear Corp COMMSTCK 521865204 207 4,424 SH   DFND 3 0 0 4,424
Lear Corp COMMSTCK 521865204 14,820 316,392 SH   SOLE 0 316,392 0 0
Legg Mason Inc COMMSTCK 524901105 21 823 SH   DFND 3 0 0 823
Legg Mason Inc COMMSTCK 524901105 63 2,445 SH   DFND 4 0 0 2,445
Legg Mason Inc COMMSTCK 524901105 264 10,264 SH   DFND 1 0 0 10,264
Legg Mason Inc COMMSTCK 524901105 2,301 89,452 SH   SOLE 0 89,452 0 0
Lennar Corp COMMSTCK 526057104 4,667 120,700 SH   SOLE 0 120,700 0 0
Lennox International Inc COMMSTCK 526107107 152 2,900 SH   DFND 4 0 0 2,900
Lennox International Inc COMMSTCK 526107107 3,102 59,064 SH   SOLE 0 59,064 0 0
Lexicon Pharmaceuticals In COMMSTCK 528872104 128 57,800 SH   SOLE 0 57,800 0 0
Liberty Property Trust COMMSTCK 531172104 3,706 103,600 SH   DFND 2 103,600 0 0
LifePoint Hospitals Inc 3. CNVRTBND 53219LAG4 1,987 1,985,000 PRN   SOLE 0 1,985,000 0 0
LifePoint Hospitals Inc 3. CNVRTBND 53219LAH2 1,218 1,185,000 PRN   SOLE 0 1,185,000 0 0
Linear Technology Corp COMMSTCK 535678106 13,230 385,717 SH   SOLE 0 385,717 0 0
LinkedIn Corp COMMSTCK 53578A108 2,411 21,000 SH   SOLE 0 21,000 0 0
Live Nation Entertainment CNVRTBND 538034AB5 2,466 2,491,000 PRN   SOLE 0 2,491,000 0 0
LKQ Corp COMMSTCK 501889208 8,558 405,600 SH   SOLE 0 405,600 0 0
Lowe's Cos Inc COMMSTCK 548661107 248 6,990 SH   DFND 4 0 0 6,990
Lowe's Cos Inc COMMSTCK 548661107 303 8,541 SH   DFND 3 0 0 8,541
Lowe's Cos Inc COMMSTCK 548661107 2,899 81,607 SH   DFND 1 0 0 81,607
Lowe's Cos Inc COMMSTCK 548661107 48,444 1,363,844 SH   SOLE 0 1,363,844 0 0
LPL Financial Holdings Inc COMMSTCK 50212V100 6,411 227,655 SH   SOLE 0 227,655 0 0
LSI Corp COMMSTCK 502161102 171 24,101 SH   SOLE 0 24,101 0 0
Lululemon Athletica Inc COMMSTCK 550021109 1,296 17,000 SH   SOLE 0 17,000 0 0
LyondellBasell Industries COMMSTCK N53745100 1,128 19,753 SH   DFND 4 0 0 19,753
LyondellBasell Industries COMMSTCK N53745100 91,934 1,610,332 SH   SOLE 0 1,610,332 0 0
Macerich Co/The COMMSTCK 554382101 7,929 136,000 SH   DFND 2 136,000 0 0
Macys Inc COMMSTCK 55616P104 875 22,414 SH   DFND 3 0 0 22,414
Macys Inc COMMSTCK 55616P104 5,634 144,376 SH   DFND 1 0 0 144,376
Macys Inc COMMSTCK 55616P104 10,914 279,701 SH   DFND 4 0 0 279,701
Macys Inc COMMSTCK 55616P104 167,806 4,300,525 SH   SOLE 0 4,300,525 0 0
Manitowoc Co Inc/The COMMSTCK 563571108 51,679 3,295,884 SH   SOLE 0 3,295,884 0 0
Marathon Oil Corp COMMSTCK 565849106 988 32,227 SH   DFND 3 0 0 32,227
Marathon Oil Corp COMMSTCK 565849106 6,397 208,639 SH   DFND 1 0 0 208,639
Marathon Oil Corp COMMSTCK 565849106 10,890 355,177 SH   DFND 4 0 0 355,177
Marathon Oil Corp COMMSTCK 565849106 260,230 8,487,603 SH   SOLE 0 8,487,603 0 0
Marathon Petroleum Corp COMMSTCK 56585A102 672 10,669 SH   DFND 3 0 0 10,669
Marathon Petroleum Corp COMMSTCK 56585A102 711 11,278 SH   DFND 4 0 0 11,278
Marathon Petroleum Corp COMMSTCK 56585A102 5,738 91,073 SH   DFND 1 0 0 91,073
Marathon Petroleum Corp COMMSTCK 56585A102 166,455 2,642,149 SH   SOLE 0 2,642,149 0 0
Marriott International Inc COMMSTCK 571903202 128 3,426 SH   DFND 4 0 0 3,426
Marriott International Inc COMMSTCK 571903202 168 4,498 SH   DFND 3 0 0 4,498
Marriott International Inc COMMSTCK 571903202 1,488 39,928 SH   DFND 1 0 0 39,928
Marriott International Inc COMMSTCK 571903202 22,772 610,992 SH   SOLE 0 610,992 0 0
Masimo Corp COMMSTCK 574795100 6,051 288,000 SH   SOLE 0 288,000 0 0
MasTec Inc 4% CNVRTBND 576323AL3 764 465,000 PRN   DFND 4 0 0 465,000
MasTec Inc 4% CNVRTBND 576323AL3 813 495,000 PRN   DFND 1 0 0 495,000
MasTec Inc 4% CNVRTBND 576323AL3 34,558 21,040,000 PRN   SOLE 0 21,040,000 0 0
MasTec Inc 4.25% CNVRTBND 576323AM1 13,550 8,000,000 PRN   SOLE 0 8,000,000 0 0
Mastercard Inc COMMSTCK 57636Q104 285 580 SH   DFND 4 0 0 580
Mastercard Inc COMMSTCK 57636Q104 3,221 6,556 SH   DFND 1 0 0 6,556
Mastercard Inc COMMSTCK 57636Q104 14,992 30,517 SH   DFND 3 0 0 30,517
Mastercard Inc COMMSTCK 57636Q104 134,143 273,047 SH   SOLE 0 273,047 0 0
Maxim Integrated Products COMMSTCK 57772K101 52 1,770 SH   DFND 4 0 0 1,770
Maxim Integrated Products COMMSTCK 57772K101 1,408 47,900 SH   DFND 1 0 0 47,900
Maxim Integrated Products COMMSTCK 57772K101 2,854 97,084 SH   DFND 3 0 0 97,084
Maxim Integrated Products COMMSTCK 57772K101 38,835 1,320,924 SH   SOLE 0 1,320,924 0 0
McCormick & Co Inc/MD COMMSTCK 579780206 7,645 120,343 SH   SOLE 0 120,343 0 0
McDonald's Corp COMMSTCK 580135101 622 7,053 SH   DFND 4 0 0 7,053
McDonald's Corp COMMSTCK 580135101 870 9,866 SH   DFND 3 0 0 9,866
McDonald's Corp COMMSTCK 580135101 7,267 82,386 SH   DFND 1 0 0 82,386
McDonald's Corp COMMSTCK 580135101 56,543 641,005 SH   SOLE 0 641,005 0 0
McKesson Corp COMMSTCK 58155Q103 3,080 31,770 SH   SOLE 0 31,770 0 0
McMoRan Exploration Co COMMSTCK 582411104 5,504 342,900 SH   SOLE 0 342,900 0 0
Medtronic Inc COMMSTCK 585055106 13,484 328,721 SH   SOLE 0 328,721 0 0
Mentor Graphics Corp 4% CNVRTBND 587200AK2 529 450,000 PRN   DFND 4 0 0 450,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 2,602 2,213,000 PRN   DFND 1 0 0 2,213,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 3,503 2,980,000 PRN   DFND 3 0 0 2,980,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 41,625 35,407,000 PRN   SOLE 0 35,407,000 0 0
Merck & Co Inc COMMSTCK 58933Y105 389 9,509 SH   DFND 4 0 0 9,509
Merck & Co Inc COMMSTCK 58933Y105 488 11,931 SH   DFND 3 0 0 11,931
Merck & Co Inc COMMSTCK 58933Y105 4,582 111,925 SH   DFND 1 0 0 111,925
Merck & Co Inc COMMSTCK 58933Y105 214,207 5,232,218 SH   SOLE 0 5,232,218 0 0
MetLife Inc COMMSTCK 59156R108 46,783 1,420,256 SH   SOLE 0 1,420,256 0 0
MGM Resorts International CNVRTBND 55303QAE0 1,058 1,000,000 PRN   SOLE 0 1,000,000 0 0
Microchip Technology Inc COMMSTCK 595017104 12 359 SH   DFND 3 0 0 359
Microchip Technology Inc COMMSTCK 595017104 22,144 679,483 SH   SOLE 0 679,483 0 0
Microsoft Corp COMMSTCK 594918104 1,330 49,761 SH   DFND 4 0 0 49,761
Microsoft Corp COMMSTCK 594918104 15,223 569,492 SH   DFND 3 0 0 569,492
Microsoft Corp COMMSTCK 594918104 15,569 582,437 SH   DFND 1 0 0 582,437
Microsoft Corp COMMSTCK 594918104 377,862 14,136,233 SH   SOLE 0 14,136,233 0 0
Mine Safety Appliances Co COMMSTCK 602720104 10,382 243,073 SH   SOLE 0 243,073 0 0
Mobile Mini Inc COMMSTCK 60740F105 5,957 286,000 SH   SOLE 0 286,000 0 0
Mobile Telesystems OJSC DEPRECPT 607409109 3,297 176,788 SH   SOLE 0 176,788 0 0
Molex Inc COMMSTCK 608554200 10,659 477,572 SH   SOLE 0 477,572 0 0
Monolithic Power Systems I COMMSTCK 609839105 5,675 254,700 SH   SOLE 0 254,700 0 0
Monsanto Co COMMSTCK 61166W101 4,396 46,444 SH   DFND 3 0 0 46,444
Monsanto Co COMMSTCK 61166W101 22,727 240,114 SH   SOLE 0 240,114 0 0
Monster Beverage Corp COMMSTCK 611740101 9,526 180,141 SH   SOLE 0 180,141 0 0
Mosaic Co/The COMMSTCK 61945C103 641 11,321 SH   DFND 3 0 0 11,321
Mosaic Co/The COMMSTCK 61945C103 4,685 82,727 SH   DFND 1 0 0 82,727
Mosaic Co/The COMMSTCK 61945C103 6,048 106,795 SH   DFND 4 0 0 106,795
Mosaic Co/The COMMSTCK 61945C103 130,771 2,309,225 SH   SOLE 0 2,309,225 0 0
Motorola Solutions Inc COMMSTCK 620076307 252 4,519 SH   DFND 4 0 0 4,519
Motorola Solutions Inc COMMSTCK 620076307 331 5,937 SH   DFND 3 0 0 5,937
Motorola Solutions Inc COMMSTCK 620076307 2,763 49,631 SH   DFND 1 0 0 49,631
Motorola Solutions Inc COMMSTCK 620076307 21,944 394,117 SH   SOLE 0 394,117 0 0
MSC Industrial Direct Co I COMMSTCK 553530106 3,445 45,700 SH   SOLE 0 45,700 0 0
National Fuel Gas Co COMMSTCK 636180101 10 205 SH   DFND 3 0 0 205
National Fuel Gas Co COMMSTCK 636180101 19,207 378,910 SH   SOLE 0 378,910 0 0
National Oilwell Varco Inc COMMSTCK 637071101 4,946 72,366 SH   DFND 1 0 0 72,366
National Oilwell Varco Inc COMMSTCK 637071101 7,257 106,170 SH   DFND 4 0 0 106,170
National Oilwell Varco Inc COMMSTCK 637071101 8,595 125,744 SH   DFND 3 0 0 125,744
National Oilwell Varco Inc COMMSTCK 637071101 133,834 1,958,073 SH   SOLE 0 1,958,073 0 0
National Retail Properties COMMSTCK 637417106 1,819 58,300 SH   DFND 2 58,300 0 0
Natural Grocers by Vitamin COMMSTCK 63888U108 3,379 177,001 SH   SOLE 0 177,001 0 0
Navistar International Cor CNVRTBND 63934EAL2 653 715,000 PRN   DFND 4 0 0 715,000
Navistar International Cor CNVRTBND 63934EAL2 2,482 2,718,000 PRN   DFND 3 0 0 2,718,000
Navistar International Cor CNVRTBND 63934EAL2 2,557 2,800,000 PRN   DFND 1 0 0 2,800,000
Navistar International Cor CNVRTBND 63934EAL2 56,051 61,352,000 PRN   SOLE 0 61,352,000 0 0
NetApp Inc COMMSTCK 64110D104 15,051 448,600 SH   SOLE 0 448,600 0 0
Neurocrine Biosciences Inc COMMSTCK 64125C109 6,484 866,800 SH   SOLE 0 866,800 0 0
New York Community Bancorp COMMSTCK 649445103 9 696 SH   DFND 3 0 0 696
New York Community Bancorp COMMSTCK 649445103 16,551 1,263,438 SH   SOLE 0 1,263,438 0 0
Newmont Mining Corp COMMSTCK 651639106 107 2,300 SH   DFND 3 0 0 2,300
Newmont Mining Corp COMMSTCK 651639106 3,182 68,515 SH   SOLE 0 68,515 0 0
News Corp COMMSTCK 65248E104 32,199 1,260,719 SH   SOLE 0 1,260,719 0 0
NextEra Energy Inc COMMSTCK 65339F101 349 5,041 SH   SOLE 0 5,041 0 0
Nielsen Holdings NV COMMSTCK N63218106 5,384 176,000 SH   SOLE 0 176,000 0 0
Noble Energy Inc COMMSTCK 655044105 156 1,530 SH   DFND 3 0 0 1,530
Noble Energy Inc COMMSTCK 655044105 8,063 79,250 SH   DFND 4 0 0 79,250
Noble Energy Inc COMMSTCK 655044105 24,265 238,500 SH   SOLE 0 238,500 0 0
Nordstrom Inc COMMSTCK 655664100 419 7,833 SH   DFND 4 0 0 7,833
Nordstrom Inc COMMSTCK 655664100 563 10,521 SH   DFND 3 0 0 10,521
Nordstrom Inc COMMSTCK 655664100 4,875 91,115 SH   DFND 1 0 0 91,115
Nordstrom Inc COMMSTCK 655664100 34,470 644,300 SH   SOLE 0 644,300 0 0
Norfolk Southern Corp COMMSTCK 655844108 713 11,526 SH   DFND 4 0 0 11,526
Norfolk Southern Corp COMMSTCK 655844108 969 15,666 SH   DFND 3 0 0 15,666
Norfolk Southern Corp COMMSTCK 655844108 9,129 147,625 SH   DFND 1 0 0 147,625
Norfolk Southern Corp COMMSTCK 655844108 57,306 926,682 SH   SOLE 0 926,682 0 0
Northeast Utilities COMMSTCK 664397106 107 2,745 SH   DFND 3 0 0 2,745
Northeast Utilities COMMSTCK 664397106 5,490 140,470 SH   DFND 4 0 0 140,470
Northeast Utilities COMMSTCK 664397106 16,433 420,490 SH   SOLE 0 420,490 0 0
Northrop Grumman Corp COMMSTCK 666807102 201 2,972 SH   SOLE 0 2,972 0 0
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 573 460,000 PRN   DFND 4 0 0 460,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 3,872 3,110,000 PRN   DFND 1 0 0 3,110,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 5,795 4,655,000 PRN   DFND 3 0 0 4,655,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 70,243 56,420,000 PRN   SOLE 0 56,420,000 0 0
NPS Pharmaceuticals Inc COMMSTCK 62936P103 9,077 997,500 SH   SOLE 0 997,500 0 0
Nuance Communications Inc COMMSTCK 67020Y100 469 21,017 SH   DFND 3 0 0 21,017
Nuance Communications Inc COMMSTCK 67020Y100 2,824 126,501 SH   DFND 1 0 0 126,501
Nuance Communications Inc COMMSTCK 67020Y100 8,122 363,887 SH   DFND 4 0 0 363,887
Nuance Communications Inc COMMSTCK 67020Y100 67,721 3,034,076 SH   SOLE 0 3,034,076 0 0
Nuance Communications Inc CNVRTBND 67020YAB6 723 550,000 PRN   DFND 4 0 0 550,000
Nuance Communications Inc CNVRTBND 67020YAB6 29,331 22,305,000 PRN   SOLE 0 22,305,000 0 0
Nuance Communications Inc CNVRTBND 67020YAF7 217 200,000 PRN   DFND 4 0 0 200,000
Nuance Communications Inc CNVRTBND 67020YAF7 1,894 1,745,000 PRN   DFND 1 0 0 1,745,000
Nuance Communications Inc CNVRTBND 67020YAF7 2,416 2,225,000 PRN   DFND 3 0 0 2,225,000
Nuance Communications Inc CNVRTBND 67020YAF7 35,940 33,105,000 PRN   SOLE 0 33,105,000 0 0
NuVasive Inc 2.75% CNVRTBND 670704AC9 184 210,000 PRN   DFND 4 0 0 210,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 3,220 3,680,000 PRN   DFND 1 0 0 3,680,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 4,271 4,881,000 PRN   DFND 3 0 0 4,881,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 28,293 32,239,000 PRN   SOLE 0 32,239,000 0 0
O'Reilly Automotive Inc COMMSTCK 67103H107 214 2,389 SH   SOLE 0 2,389 0 0
Oasis Petroleum Inc COMMSTCK 674215108 4,751 149,400 SH   SOLE 0 149,400 0 0
Occidental Petroleum Corp COMMSTCK 674599105 200 2,609 SH   DFND 4 0 0 2,609
Occidental Petroleum Corp COMMSTCK 674599105 2,417 31,555 SH   DFND 1 0 0 31,555
Occidental Petroleum Corp COMMSTCK 674599105 3,364 43,916 SH   DFND 3 0 0 43,916
Occidental Petroleum Corp COMMSTCK 674599105 152,393 1,989,206 SH   SOLE 0 1,989,206 0 0
OCZ Technology Group Inc COMMSTCK 67086E303 62 32,651 SH   DFND 4 0 0 32,651
OCZ Technology Group Inc COMMSTCK 67086E303 1,513 792,186 SH   SOLE 0 792,186 0 0
Oil States International I COMMSTCK 678026105 4,579 64,000 SH   SOLE 0 64,000 0 0
Omega Healthcare Investors COMMSTCK 681936100 2,669 111,900 SH   DFND 2 111,900 0 0
Omnicare Inc 3.25% CNVRTBND 681904AL2 567 568,000 PRN   DFND 1 0 0 568,000
Omnicare Inc 3.25% CNVRTBND 681904AL2 2,742 2,749,000 PRN   DFND 3 0 0 2,749,000
Omnicare Inc 3.25% CNVRTBND 681904AL2 3,866 3,876,000 PRN   SOLE 0 3,876,000 0 0
On Assignment Inc COMMSTCK 682159108 9,562 471,489 SH   SOLE 0 471,489 0 0
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 160 150,000 PRN   DFND 3 0 0 150,000
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 646 606,000 PRN   DFND 4 0 0 606,000
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 30,098 28,244,000 PRN   SOLE 0 28,244,000 0 0
ONEOK Inc COMMSTCK 682680103 809 18,924 SH   SOLE 0 18,924 0 0
Oracle Corp COMMSTCK 68389X105 948 28,450 SH   DFND 4 0 0 28,450
Oracle Corp COMMSTCK 68389X105 11,126 333,911 SH   DFND 1 0 0 333,911
Oracle Corp COMMSTCK 68389X105 11,763 353,042 SH   DFND 3 0 0 353,042
Oracle Corp COMMSTCK 68389X105 283,514 8,508,822 SH   SOLE 0 8,508,822 0 0
Orbital Sciences Corp COMMSTCK 685564106 224 16,300 SH   DFND 4 0 0 16,300
Orbital Sciences Corp COMMSTCK 685564106 7,014 509,390 SH   SOLE 0 509,390 0 0
Owens & Minor Inc COMMSTCK 690732102 8 274 SH   DFND 3 0 0 274
Owens & Minor Inc COMMSTCK 690732102 16,443 576,734 SH   SOLE 0 576,734 0 0
Owens Corning COMMSTCK 690742101 89 2,400 SH   DFND 3 0 0 2,400
Owens Corning COMMSTCK 690742101 4,494 121,500 SH   DFND 4 0 0 121,500
Owens Corning COMMSTCK 690742101 13,742 371,500 SH   SOLE 0 371,500 0 0
Owens-Illinois Inc COMMSTCK 690768403 281 13,200 SH   DFND 4 0 0 13,200
Owens-Illinois Inc COMMSTCK 690768403 6,032 283,599 SH   SOLE 0 283,599 0 0
PACCAR Inc COMMSTCK 693718108 713 15,764 SH   DFND 4 0 0 15,764
PACCAR Inc COMMSTCK 693718108 993 21,969 SH   DFND 3 0 0 21,969
PACCAR Inc COMMSTCK 693718108 9,031 199,754 SH   DFND 1 0 0 199,754
PACCAR Inc COMMSTCK 693718108 58,472 1,293,336 SH   SOLE 0 1,293,336 0 0
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 500 425,000 PRN   DFND 4 0 0 425,000
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 1,235 1,050,000 PRN   DFND 1 0 0 1,050,000
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 1,300 1,105,000 PRN   DFND 3 0 0 1,105,000
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 27,783 23,620,000 PRN   SOLE 0 23,620,000 0 0
Peabody Energy Corp COMMSTCK 704549104 1,315 49,400 SH   SOLE 0 49,400 0 0
Pebblebrook Hotel Trust COMMSTCK 70509V100 113 4,905 SH   DFND 3 0 0 4,905
Pebblebrook Hotel Trust COMMSTCK 70509V100 702 30,400 SH   DFND 2 30,400 0 0
Pebblebrook Hotel Trust COMMSTCK 70509V100 5,875 254,350 SH   DFND 4 0 0 254,350
Pebblebrook Hotel Trust COMMSTCK 70509V100 17,667 764,800 SH   SOLE 0 764,800 0 0
Penn National Gaming Inc COMMSTCK 707569109 113 2,295 SH   DFND 3 0 0 2,295
Penn National Gaming Inc COMMSTCK 707569109 5,824 118,600 SH   DFND 4 0 0 118,600
Penn National Gaming Inc COMMSTCK 707569109 17,454 355,400 SH   SOLE 0 355,400 0 0
Pentair Ltd COMMSTCK H6169Q108 1,079 21,953 SH   SOLE 0 21,953 0 0
PepsiCo Inc COMMSTCK 713448108 752 10,986 SH   SOLE 0 10,986 0 0
Performant Financial Corp COMMSTCK 71377E105 3,476 344,200 SH   SOLE 0 344,200 0 0
Petroleo Brasileiro SA DEPRECPT 71654V408 2,050 105,296 SH   SOLE 0 105,296 0 0
Pfizer Inc COMMSTCK 717081103 1,157 46,122 SH   DFND 4 0 0 46,122
Pfizer Inc COMMSTCK 717081103 1,592 63,482 SH   DFND 3 0 0 63,482
Pfizer Inc COMMSTCK 717081103 13,554 540,429 SH   DFND 1 0 0 540,429
Pfizer Inc COMMSTCK 717081103 364,233 14,522,836 SH   SOLE 0 14,522,836 0 0
Philip Morris Internationa COMMSTCK 718172109 10,896 130,273 SH   DFND 3 0 0 130,273
Philip Morris Internationa COMMSTCK 718172109 130,356 1,558,537 SH   SOLE 0 1,558,537 0 0
Phillips 66 COMMSTCK 718546104 406 7,644 SH   DFND 4 0 0 7,644
Phillips 66 COMMSTCK 718546104 534 10,060 SH   DFND 3 0 0 10,060
Phillips 66 COMMSTCK 718546104 4,619 86,989 SH   DFND 1 0 0 86,989
Phillips 66 COMMSTCK 718546104 33,841 637,306 SH   SOLE 0 637,306 0 0
Piedmont Office Realty Tru COMMSTCK 720190206 1,280 70,900 SH   DFND 2 70,900 0 0
Pinnacle West Capital Corp COMMSTCK 723484101 129 2,525 SH   DFND 3 0 0 2,525
Pinnacle West Capital Corp COMMSTCK 723484101 6,701 131,440 SH   DFND 4 0 0 131,440
Pinnacle West Capital Corp COMMSTCK 723484101 20,218 396,580 SH   SOLE 0 396,580 0 0
PNC Financial Services Gro COMMSTCK 693475105 1,774 30,427 SH   DFND 3 0 0 30,427
PNC Financial Services Gro COMMSTCK 693475105 8,585 147,222 SH   DFND 4 0 0 147,222
PNC Financial Services Gro COMMSTCK 693475105 13,941 239,082 SH   DFND 1 0 0 239,082
PNC Financial Services Gro COMMSTCK 693475105 269,681 4,624,958 SH   SOLE 0 4,624,958 0 0
PNM Resources Inc COMMSTCK 69349H107 97 4,735 SH   DFND 3 0 0 4,735
PNM Resources Inc COMMSTCK 69349H107 5,048 246,100 SH   DFND 4 0 0 246,100
PNM Resources Inc COMMSTCK 69349H107 15,104 736,400 SH   SOLE 0 736,400 0 0
Polymet Mining Corp COMMSTCK 731916102 84 91,233 SH   DFND 4 0 0 91,233
Polymet Mining Corp COMMSTCK 731916102 2,569 2,794,636 SH   SOLE 0 2,794,636 0 0
PowerShares Buyback Achiev ETIF 73935X286 6,680 224,157 SH   SOLE 0 224,157 0 0
PPG Industries Inc COMMSTCK 693506107 2,887 21,330 SH   SOLE 0 21,330 0 0
PPL Corp COMMSTCK 69351T106 179 6,240 SH   DFND 3 0 0 6,240
PPL Corp COMMSTCK 69351T106 9,395 328,150 SH   DFND 4 0 0 328,150
PPL Corp COMMSTCK 69351T106 54,637 1,908,377 SH   SOLE 0 1,908,377 0 0
Praxair Inc COMMSTCK 74005P104 7,680 70,167 SH   DFND 3 0 0 70,167
Praxair Inc COMMSTCK 74005P104 53,850 492,010 SH   SOLE 0 492,010 0 0
Precision Castparts Corp COMMSTCK 740189105 28,959 152,885 SH   SOLE 0 152,885 0 0
Procera Networks Inc COMMSTCK 74269U203 3,254 175,400 SH   SOLE 0 175,400 0 0
Procter & Gamble Co/The COMMSTCK 742718109 339 4,998 SH   DFND 4 0 0 4,998
Procter & Gamble Co/The COMMSTCK 742718109 4,298 63,307 SH   DFND 3 0 0 63,307
Procter & Gamble Co/The COMMSTCK 742718109 8,601 126,687 SH   DFND 1 0 0 126,687
Procter & Gamble Co/The COMMSTCK 742718109 53,753 791,764 SH   SOLE 0 791,764 0 0
Progressive Corp/The COMMSTCK 743315103 2,950 139,834 SH   DFND 3 0 0 139,834
Progressive Corp/The COMMSTCK 743315103 22,861 1,083,445 SH   SOLE 0 1,083,445 0 0
Prologis Inc COMMSTCK 74340W103 8,699 238,400 SH   DFND 2 238,400 0 0
Public Storage COMMSTCK 74460D109 200 1,381 SH   SOLE 0 1,381 0 0
Public Storage COMMSTCK 74460D109 9,596 66,200 SH   DFND 2 66,200 0 0
QEP Resources Inc COMMSTCK 74733V100 82 2,718 SH   DFND 3 0 0 2,718
QEP Resources Inc COMMSTCK 74733V100 14,162 467,843 SH   SOLE 0 467,843 0 0
QLIK Technologies Inc COMMSTCK 74733T105 7,797 359,000 SH   SOLE 0 359,000 0 0
QUALCOMM Inc COMMSTCK 747525103 552 8,894 SH   DFND 4 0 0 8,894
QUALCOMM Inc COMMSTCK 747525103 6,509 104,946 SH   DFND 1 0 0 104,946
QUALCOMM Inc COMMSTCK 747525103 11,348 182,971 SH   DFND 3 0 0 182,971
QUALCOMM Inc COMMSTCK 747525103 174,445 2,812,719 SH   SOLE 0 2,812,719 0 0
Questar Corp COMMSTCK 748356102 8 425 SH   DFND 3 0 0 425
Questar Corp COMMSTCK 748356102 14,769 747,426 SH   SOLE 0 747,426 0 0
Quidel Corp COMMSTCK 74838J101 10,883 582,900 SH   SOLE 0 582,900 0 0
Rackspace Hosting Inc COMMSTCK 750086100 5,199 70,000 SH   SOLE 0 70,000 0 0
Ramco-Gershenson Propertie COMMSTCK 751452202 1,151 86,500 SH   DFND 2 86,500 0 0
Range Resources Corp COMMSTCK 75281A109 30,209 480,800 SH   SOLE 0 480,800 0 0
Regal Entertainment Group COMMSTCK 758766109 7,583 543,606 SH   SOLE 0 543,606 0 0
Regency Centers Corp COMMSTCK 758849103 3,680 78,100 SH   DFND 2 78,100 0 0
Regeneron Pharmaceuticals COMMSTCK 75886F107 3,250 19,000 SH   SOLE 0 19,000 0 0
Regions Financial Corp COMMSTCK 7591EP100 83 11,600 SH   DFND 3 0 0 11,600
Regions Financial Corp COMMSTCK 7591EP100 4,239 595,300 SH   DFND 4 0 0 595,300
Regions Financial Corp COMMSTCK 7591EP100 24,962 3,505,954 SH   SOLE 0 3,505,954 0 0
Rent-A-Center Inc/TX COMMSTCK 76009N100 193 5,605 SH   DFND 3 0 0 5,605
Rent-A-Center Inc/TX COMMSTCK 76009N100 9,999 291,010 SH   DFND 4 0 0 291,010
Rent-A-Center Inc/TX COMMSTCK 76009N100 29,831 868,200 SH   SOLE 0 868,200 0 0
Resolute Forest Products COMMSTCK 76117W109 489 36,962 SH   DFND 3 0 0 36,962
Retail Opportunity Investm COMMSTCK 76131N101 1,716 133,400 SH   DFND 2 133,400 0 0
Retail Properties of Ameri COMMSTCK 76131V202 1,073 89,600 SH   DFND 2 89,600 0 0
Riverbed Technology Inc COMMSTCK 768573107 2,284 115,802 SH   SOLE 0 115,802 0 0
RLJ Lodging Trust COMMSTCK 74965L101 1,951 100,700 SH   DFND 2 100,700 0 0
Robert Half International COMMSTCK 770323103 138 4,325 SH   DFND 3 0 0 4,325
Robert Half International COMMSTCK 770323103 7,102 223,200 SH   DFND 4 0 0 223,200
Robert Half International COMMSTCK 770323103 21,313 669,800 SH   SOLE 0 669,800 0 0
Rock Tenn Co COMMSTCK 772739207 2,447 35,000 SH   SOLE 0 35,000 0 0
Rockwell Automation Inc COMMSTCK 773903109 357 4,254 SH   DFND 4 0 0 4,254
Rockwell Automation Inc COMMSTCK 773903109 484 5,761 SH   DFND 3 0 0 5,761
Rockwell Automation Inc COMMSTCK 773903109 4,230 50,360 SH   DFND 1 0 0 50,360
Rockwell Automation Inc COMMSTCK 773903109 29,506 351,309 SH   SOLE 0 351,309 0 0
Roper Industries Inc COMMSTCK 776696106 202 1,816 SH   SOLE 0 1,816 0 0
Ross Stores Inc COMMSTCK 778296103 1,946 35,943 SH   DFND 1 0 0 35,943
Ross Stores Inc COMMSTCK 778296103 7,316 135,102 SH   DFND 4 0 0 135,102
Ross Stores Inc COMMSTCK 778296103 10,756 198,633 SH   DFND 3 0 0 198,633
Ross Stores Inc COMMSTCK 778296103 115,882 2,140,021 SH   SOLE 0 2,140,021 0 0
Rowan Cos Plc COMMSTCK G7665A101 1,947 62,259 SH   SOLE 0 62,259 0 0
Salesforce.com Inc COMMSTCK 79466L302 5,211 31,000 SH   SOLE 0 31,000 0 0
Salix Pharmaceuticals Ltd COMMSTCK 795435106 21,774 537,900 SH   SOLE 0 537,900 0 0
Sally Beauty Holdings Inc COMMSTCK 79546E104 142 6,020 SH   DFND 3 0 0 6,020
Sally Beauty Holdings Inc COMMSTCK 79546E104 7,371 312,740 SH   DFND 4 0 0 312,740
Sally Beauty Holdings Inc COMMSTCK 79546E104 22,210 942,300 SH   SOLE 0 942,300 0 0
SanDisk Corp COMMSTCK 80004C101 383 8,785 SH   DFND 3 0 0 8,785
SanDisk Corp COMMSTCK 80004C101 1,790 41,092 SH   DFND 1 0 0 41,092
SanDisk Corp COMMSTCK 80004C101 8,850 203,178 SH   DFND 4 0 0 203,178
SanDisk Corp COMMSTCK 80004C101 64,004 1,469,339 SH   SOLE 0 1,469,339 0 0
SanDisk Corp 1.5% CNVRTBND 80004CAD3 435 375,000 PRN   DFND 4 0 0 375,000
SanDisk Corp 1.5% CNVRTBND 80004CAD3 3,405 2,935,000 PRN   DFND 1 0 0 2,935,000
SanDisk Corp 1.5% CNVRTBND 80004CAD3 3,869 3,335,000 PRN   DFND 3 0 0 3,335,000
SanDisk Corp 1.5% CNVRTBND 80004CAD3 64,605 55,455,000 PRN   SOLE 0 55,455,000 0 0
Schlumberger Ltd COMMSTCK 806857108 566 8,172 SH   DFND 4 0 0 8,172
Schlumberger Ltd COMMSTCK 806857108 1,113 16,061 SH   DFND 3 0 0 16,061
Schlumberger Ltd COMMSTCK 806857108 6,588 95,076 SH   DFND 1 0 0 95,076
Schlumberger Ltd COMMSTCK 806857108 118,375 1,708,402 SH   SOLE 0 1,708,402 0 0
Scientific Games Corp COMMSTCK 80874P109 4,488 517,700 SH   SOLE 0 517,700 0 0
SciQuest Inc COMMSTCK 80908T101 9,730 613,515 SH   SOLE 0 613,515 0 0
Scripps Networks Interacti COMMSTCK 811065101 232 4,009 SH   DFND 3 0 0 4,009
Scripps Networks Interacti COMMSTCK 811065101 458 7,904 SH   DFND 4 0 0 7,904
Scripps Networks Interacti COMMSTCK 811065101 10,269 177,299 SH   DFND 1 0 0 177,299
Scripps Networks Interacti COMMSTCK 811065101 15,263 263,520 SH   SOLE 0 263,520 0 0
Select Income REIT COMMSTCK 81618T100 656 26,500 SH   DFND 2 26,500 0 0
SemGroup Corp COMMSTCK 81663A105 7,070 180,900 SH   SOLE 0 180,900 0 0
Semtech Corp COMMSTCK 816850101 6,514 225,000 SH   SOLE 0 225,000 0 0
Service Corp International COMMSTCK 817565104 93 6,731 SH   DFND 4 0 0 6,731
Service Corp International COMMSTCK 817565104 860 62,248 SH   SOLE 0 62,248 0 0
Shire PLC DEPRECPT 82481R106 8,158 88,500 SH   SOLE 0 88,500 0 0
Signature Bank/New York NY COMMSTCK 82669G104 6,631 92,950 SH   SOLE 0 92,950 0 0
Simon Property Group Inc COMMSTCK 828806109 339 2,144 SH   SOLE 0 2,144 0 0
Simon Property Group Inc COMMSTCK 828806109 17,390 110,000 SH   DFND 2 110,000 0 0
Six Flags Entertainment Co COMMSTCK 83001A102 4,682 76,500 SH   SOLE 0 76,500 0 0
Skyworks Solutions Inc COMMSTCK 83088M102 8,768 431,900 SH   SOLE 0 431,900 0 0
SLM Corp COMMSTCK 78442P106 224 13,048 SH   SOLE 0 13,048 0 0
Smith & Nephew PLC DEPRECPT 83175M205 4,921 88,819 SH   DFND 1 0 0 88,819
Snap-on Inc COMMSTCK 833034101 9 110 SH   DFND 3 0 0 110
Snap-on Inc COMMSTCK 833034101 16,730 211,805 SH   SOLE 0 211,805 0 0
Sociedad Quimica y Minera DEPRECPT 833635105 2,761 47,905 SH   SOLE 0 47,905 0 0
Solera Holdings Inc COMMSTCK 83421A104 5,042 94,300 SH   SOLE 0 94,300 0 0
Sonoco Products Co COMMSTCK 835495102 7,752 260,752 SH   SOLE 0 260,752 0 0
Southern Copper Corp COMMSTCK 84265V105 3,769 99,553 SH   SOLE 0 99,553 0 0
Southwest Airlines Co COMMSTCK 844741108 132 12,865 SH   DFND 3 0 0 12,865
Southwest Airlines Co COMMSTCK 844741108 6,783 662,440 SH   DFND 4 0 0 662,440
Southwest Airlines Co COMMSTCK 844741108 20,350 1,987,350 SH   SOLE 0 1,987,350 0 0
Southwestern Energy Co COMMSTCK 845467109 972 29,093 SH   DFND 3 0 0 29,093
Southwestern Energy Co COMMSTCK 845467109 5,604 167,726 SH   DFND 4 0 0 167,726
Southwestern Energy Co COMMSTCK 845467109 7,848 234,895 SH   DFND 1 0 0 234,895
Southwestern Energy Co COMMSTCK 845467109 88,432 2,646,862 SH   SOLE 0 2,646,862 0 0
Spectra Energy Corp COMMSTCK 847560109 9 312 SH   DFND 3 0 0 312
Spectra Energy Corp COMMSTCK 847560109 15,879 579,931 SH   SOLE 0 579,931 0 0
Spirit Airlines Inc COMMSTCK 848577102 1,857 104,785 SH   SOLE 0 104,785 0 0
SPX Corp COMMSTCK 784635104 790 11,263 SH   DFND 3 0 0 11,263
SPX Corp COMMSTCK 784635104 5,418 77,240 SH   DFND 1 0 0 77,240
SPX Corp COMMSTCK 784635104 8,816 125,675 SH   DFND 4 0 0 125,675
SPX Corp COMMSTCK 784635104 82,950 1,182,467 SH   SOLE 0 1,182,467 0 0
SS&C Technologies Holdings COMMSTCK 78467J100 3,730 161,320 SH   SOLE 0 161,320 0 0
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 276 235,000 PRN   DFND 4 0 0 235,000
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 3,242 2,765,000 PRN   SOLE 0 2,765,000 0 0
Stanley Black & Decker Inc COMMSTCK 854502101 1,441 19,475 SH   SOLE 0 19,475 0 0
Stanley Black & Decker Inc PFDDOM 854502309 6,114 50,000 SH   SOLE 0 50,000 0 0
Staples Inc COMMSTCK 855030102 187 16,373 SH   SOLE 0 16,373 0 0
Starbucks Corp COMMSTCK 855244109 926 17,266 SH   DFND 4 0 0 17,266
Starbucks Corp COMMSTCK 855244109 5,251 97,923 SH   DFND 1 0 0 97,923
Starbucks Corp COMMSTCK 855244109 10,795 201,316 SH   DFND 3 0 0 201,316
Starbucks Corp COMMSTCK 855244109 153,663 2,865,773 SH   SOLE 0 2,865,773 0 0
Starwood Hotels & Resorts COMMSTCK 85590A401 2,535 44,200 SH   DFND 2 44,200 0 0
Starwood Hotels & Resorts COMMSTCK 85590A401 9,476 165,200 SH   SOLE 0 165,200 0 0
Steel Dynamics Inc 5.125% CNVRTBND 858119AP5 196 180,000 PRN   DFND 4 0 0 180,000
Steel Dynamics Inc 5.125% CNVRTBND 858119AP5 7,965 7,320,000 PRN   SOLE 0 7,320,000 0 0
SunPower Corp 4.5% CNVRTBND 867652AE9 237 255,000 PRN   DFND 4 0 0 255,000
SunPower Corp 4.5% CNVRTBND 867652AE9 11,821 12,745,000 PRN   SOLE 0 12,745,000 0 0
SunPower Corp 4.75% CNVRTBND 867652AC3 376 399,000 PRN   DFND 4 0 0 399,000
SunPower Corp 4.75% CNVRTBND 867652AC3 37,477 39,763,000 PRN   SOLE 0 39,763,000 0 0
Suntech Power Holdings Co CNVRTBND 86800CAE4 46 100,000 PRN   DFND 3 0 0 100,000
Suntech Power Holdings Co CNVRTBND 86800CAE4 11,947 26,257,000 PRN   SOLE 0 26,257,000 0 0
SunTrust Banks Inc COMMSTCK 867914103 262 9,246 SH   SOLE 0 9,246 0 0
Swift Transportation Co COMMSTCK 87074U101 7,485 820,700 SH   SOLE 0 820,700 0 0
Symantec Corp COMMSTCK 871503108 424 22,542 SH   DFND 4 0 0 22,542
Symantec Corp COMMSTCK 871503108 570 30,282 SH   DFND 3 0 0 30,282
Symantec Corp COMMSTCK 871503108 4,779 254,065 SH   DFND 1 0 0 254,065
Symantec Corp COMMSTCK 871503108 34,279 1,822,378 SH   SOLE 0 1,822,378 0 0
T Rowe Price Group Inc COMMSTCK 74144T108 747 11,465 SH   DFND 4 0 0 11,465
T Rowe Price Group Inc COMMSTCK 74144T108 1,050 16,127 SH   DFND 3 0 0 16,127
T Rowe Price Group Inc COMMSTCK 74144T108 8,997 138,142 SH   DFND 1 0 0 138,142
T Rowe Price Group Inc COMMSTCK 74144T108 71,608 1,099,467 SH   SOLE 0 1,099,467 0 0
Taiwan Semiconductor Manuf DEPRECPT 874039100 9,287 541,206 SH   SOLE 0 541,206 0 0
Tangoe Inc COMMSTCK 87582Y108 9,650 812,951 SH   SOLE 0 812,951 0 0
Targa Resources Corp COMMSTCK 87612G101 1,081 20,454 SH   SOLE 0 20,454 0 0
Target Corp COMMSTCK 87612E106 856 14,463 SH   DFND 3 0 0 14,463
Target Corp COMMSTCK 87612E106 941 15,902 SH   DFND 4 0 0 15,902
Target Corp COMMSTCK 87612E106 10,944 184,954 SH   DFND 1 0 0 184,954
Target Corp COMMSTCK 87612E106 76,804 1,298,027 SH   SOLE 0 1,298,027 0 0
Taubman Centers Inc COMMSTCK 876664103 1,236 15,700 SH   DFND 2 15,700 0 0
TD Ameritrade Holding Corp COMMSTCK 87236Y108 2,567 152,700 SH   SOLE 0 152,700 0 0
TE Connectivity Ltd COMMSTCK H84989104 370 9,964 SH   DFND 4 0 0 9,964
TE Connectivity Ltd COMMSTCK H84989104 9,161 246,800 SH   SOLE 0 246,800 0 0
Ternium SA DEPRECPT 880890108 4,685 198,918 SH   SOLE 0 198,918 0 0
Tesoro Corp COMMSTCK 881609101 212 4,808 SH   SOLE 0 4,808 0 0
Teva Pharmaceutical Indust DEPRECPT 881624209 104 2,795 SH   DFND 3 0 0 2,795
Teva Pharmaceutical Indust DEPRECPT 881624209 5,279 141,370 SH   DFND 4 0 0 141,370
Teva Pharmaceutical Indust DEPRECPT 881624209 35,904 961,537 SH   SOLE 0 961,537 0 0
Texas Instruments Inc COMMSTCK 882508104 10,606 342,804 SH   SOLE 0 342,804 0 0
Textron Inc COMMSTCK 883203101 213 8,605 SH   SOLE 0 8,605 0 0
Thermo Fisher Scientific I COMMSTCK 883556102 1,009 15,822 SH   DFND 4 0 0 15,822
Thermo Fisher Scientific I COMMSTCK 883556102 3,650 57,222 SH   DFND 1 0 0 57,222
Thermo Fisher Scientific I COMMSTCK 883556102 8,469 132,792 SH   DFND 3 0 0 132,792
Thermo Fisher Scientific I COMMSTCK 883556102 90,115 1,412,906 SH   SOLE 0 1,412,906 0 0
TIBCO Software Inc COMMSTCK 88632Q103 11,384 517,200 SH   SOLE 0 517,200 0 0
Time Warner Cable Inc COMMSTCK 88732J207 251 2,581 SH   SOLE 0 2,581 0 0
Time Warner Inc COMMSTCK 887317303 209 4,371 SH   DFND 4 0 0 4,371
Time Warner Inc COMMSTCK 887317303 288 6,015 SH   DFND 3 0 0 6,015
Time Warner Inc COMMSTCK 887317303 2,468 51,600 SH   DFND 1 0 0 51,600
Time Warner Inc COMMSTCK 887317303 49,788 1,040,930 SH   SOLE 0 1,040,930 0 0
Timken Co COMMSTCK 887389104 825 17,257 SH   SOLE 0 17,257 0 0
TiVo Inc COMMSTCK 888706108 4,374 355,000 SH   SOLE 0 355,000 0 0
TJX Cos Inc COMMSTCK 872540109 615 14,486 SH   DFND 4 0 0 14,486
TJX Cos Inc COMMSTCK 872540109 866 20,407 SH   DFND 3 0 0 20,407
TJX Cos Inc COMMSTCK 872540109 7,179 169,114 SH   DFND 1 0 0 169,114
TJX Cos Inc COMMSTCK 872540109 58,062 1,367,783 SH   SOLE 0 1,367,783 0 0
Tractor Supply Co COMMSTCK 892356106 3,269 37,000 SH   SOLE 0 37,000 0 0
Transocean Ltd COMMSTCK H8817H100 128 2,859 SH   DFND 4 0 0 2,859
Transocean Ltd COMMSTCK H8817H100 3,625 81,178 SH   SOLE 0 81,178 0 0
Travelers Cos Inc/The COMMSTCK 89417E109 581 8,090 SH   DFND 4 0 0 8,090
Travelers Cos Inc/The COMMSTCK 89417E109 742 10,325 SH   DFND 3 0 0 10,325
Travelers Cos Inc/The COMMSTCK 89417E109 6,360 88,561 SH   DFND 1 0 0 88,561
Travelers Cos Inc/The COMMSTCK 89417E109 96,324 1,341,182 SH   SOLE 0 1,341,182 0 0
True Religion Apparel Inc COMMSTCK 89784N104 18,018 708,802 SH   SOLE 0 708,802 0 0
Tupperware Brands Corp COMMSTCK 899896104 4,436 69,200 SH   SOLE 0 69,200 0 0
Turkcell Iletisim Hizmetle DEPRECPT 900111204 4,054 251,198 SH   SOLE 0 251,198 0 0
tw telecom inc COMMSTCK 87311L104 3,184 125,000 SH   SOLE 0 125,000 0 0
tw telecom inc 2.375% CNVRTBND 887319AC5 4,139 3,025,000 PRN   SOLE 0 3,025,000 0 0
Ulta Salon Cosmetics & Fra COMMSTCK 90384S303 1,769 18,000 SH   SOLE 0 18,000 0 0
Ultimate Software Group In COMMSTCK 90385D107 3,465 36,700 SH   SOLE 0 36,700 0 0
Unilever NV DEPRECPT 904784709 14,063 367,170 SH   SOLE 0 367,170 0 0
Union Pacific Corp COMMSTCK 907818108 625 4,975 SH   DFND 4 0 0 4,975
Union Pacific Corp COMMSTCK 907818108 842 6,698 SH   DFND 3 0 0 6,698
Union Pacific Corp COMMSTCK 907818108 7,334 58,333 SH   DFND 1 0 0 58,333
Union Pacific Corp COMMSTCK 907818108 76,744 610,432 SH   SOLE 0 610,432 0 0
United Microelectronics Co DEPRECPT 910873405 1,737 873,100 SH   SOLE 0 873,100 0 0
United Parcel Service Inc COMMSTCK 911312106 361 4,900 SH   DFND 4 0 0 4,900
United Parcel Service Inc COMMSTCK 911312106 4,127 55,978 SH   DFND 1 0 0 55,978
United Parcel Service Inc COMMSTCK 911312106 6,704 90,922 SH   DFND 3 0 0 90,922
United Parcel Service Inc COMMSTCK 911312106 92,463 1,254,071 SH   SOLE 0 1,254,071 0 0
United Rentals Inc COMMSTCK 911363109 6,965 153,000 SH   SOLE 0 153,000 0 0
United States Steel Corp COMMSTCK 912909108 1,019 42,700 SH   SOLE 0 42,700 0 0
United Technologies Corp COMMSTCK 913017109 1,171 14,281 SH   DFND 4 0 0 14,281
United Technologies Corp COMMSTCK 913017109 10,024 122,223 SH   DFND 3 0 0 122,223
United Technologies Corp COMMSTCK 913017109 13,659 166,558 SH   DFND 1 0 0 166,558
United Technologies Corp COMMSTCK 913017109 306,604 3,738,617 SH   SOLE 0 3,738,617 0 0
UnitedHealth Group Inc COMMSTCK 91324P102 352 6,483 SH   DFND 4 0 0 6,483
UnitedHealth Group Inc COMMSTCK 91324P102 486 8,968 SH   DFND 3 0 0 8,968
UnitedHealth Group Inc COMMSTCK 91324P102 4,189 77,232 SH   DFND 1 0 0 77,232
UnitedHealth Group Inc COMMSTCK 91324P102 119,056 2,194,987 SH   SOLE 0 2,194,987 0 0
Unum Group COMMSTCK 91529Y106 141 6,775 SH   DFND 3 0 0 6,775
Unum Group COMMSTCK 91529Y106 7,254 348,397 SH   DFND 4 0 0 348,397
Unum Group COMMSTCK 91529Y106 32,991 1,584,587 SH   SOLE 0 1,584,587 0 0
Urban Outfitters Inc COMMSTCK 917047102 2,196 55,800 SH   SOLE 0 55,800 0 0
US Airways Group Inc COMMSTCK 90341W108 8,162 604,600 SH   SOLE 0 604,600 0 0
US Bancorp COMMSTCK 902973304 891 27,891 SH   DFND 4 0 0 27,891
US Bancorp COMMSTCK 902973304 1,241 38,841 SH   DFND 3 0 0 38,841
US Bancorp COMMSTCK 902973304 9,986 312,654 SH   DFND 1 0 0 312,654
US Bancorp COMMSTCK 902973304 102,731 3,216,380 SH   SOLE 0 3,216,380 0 0
Vale SA DEPRECPT 91912E105 7,526 359,061 SH   SOLE 0 359,061 0 0
Vale SA DEPRECPT 91912E204 2,949 145,281 SH   SOLE 0 145,281 0 0
Valero Energy Corp COMMSTCK 91913Y100 187 5,485 SH   DFND 3 0 0 5,485
Valero Energy Corp COMMSTCK 91913Y100 9,539 279,575 SH   DFND 4 0 0 279,575
Valero Energy Corp COMMSTCK 91913Y100 28,615 838,665 SH   SOLE 0 838,665 0 0
Valspar Corp COMMSTCK 920355104 31 503 SH   DFND 3 0 0 503
Valspar Corp COMMSTCK 920355104 60,773 973,923 SH   SOLE 0 973,923 0 0
Vantage Drilling Co 7.875% CORPBOND G93205AA3 428 375,000 SH   DFND 3 0 0 375,000
Vantage Drilling Co 7.875% CORPBOND G93205AA3 8,252 7,125,000 SH   SOLE 0 7,125,000 0 0
Ventas Inc COMMSTCK 92276F100 8,543 132,000 SH   DFND 2 132,000 0 0
Verizon Communications Inc COMMSTCK 92343V104 904 20,889 SH   DFND 4 0 0 20,889
Verizon Communications Inc COMMSTCK 92343V104 1,134 26,214 SH   DFND 3 0 0 26,214
Verizon Communications Inc COMMSTCK 92343V104 10,423 240,891 SH   DFND 1 0 0 240,891
Verizon Communications Inc COMMSTCK 92343V104 140,826 3,254,599 SH   SOLE 0 3,254,599 0 0
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 540 12,878 SH   DFND 4 0 0 12,878
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 2,862 68,250 SH   DFND 3 0 0 68,250
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 6,273 149,560 SH   DFND 1 0 0 149,560
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 92,605 2,208,044 SH   SOLE 0 2,208,044 0 0
Vertex Pharmaceuticals Inc CNVRTBND 92532FAN0 709 631,000 PRN   DFND 4 0 0 631,000
Vertex Pharmaceuticals Inc CNVRTBND 92532FAN0 24,962 22,201,000 PRN   SOLE 0 22,201,000 0 0
VF Corp COMMSTCK 918204108 5,349 35,431 SH   SOLE 0 35,431 0 0
Viacom Inc COMMSTCK 92553P201 321 6,094 SH   SOLE 0 6,094 0 0
ViroPharma Inc COMMSTCK 928241108 8,785 386,000 SH   SOLE 0 386,000 0 0
Visa Inc COMMSTCK 92826C839 318 2,100 SH   DFND 4 0 0 2,100
Visa Inc COMMSTCK 92826C839 829 5,470 SH   DFND 3 0 0 5,470
Visa Inc COMMSTCK 92826C839 3,790 25,000 SH   DFND 1 0 0 25,000
Visa Inc COMMSTCK 92826C839 49,305 325,277 SH   SOLE 0 325,277 0 0
Vitamin Shoppe Inc COMMSTCK 92849E101 4,698 81,900 SH   SOLE 0 81,900 0 0
Vocus Inc COMMSTCK 92858J108 5,161 296,955 SH   SOLE 0 296,955 0 0
Vodafone Group PLC DEPRECPT 92857W209 65,177 2,587,404 SH   SOLE 0 2,587,404 0 0
Vornado Realty Trust COMMSTCK 929042109 162 2,027 SH   SOLE 0 2,027 0 0
Vornado Realty Trust COMMSTCK 929042109 6,687 83,500 SH   DFND 2 83,500 0 0
Vulcan Materials Co COMMSTCK 929160109 9,208 176,900 SH   SOLE 0 176,900 0 0
WageWorks Inc COMMSTCK 930427109 7,729 434,200 SH   SOLE 0 434,200 0 0
Wal-Mart Stores Inc COMMSTCK 931142103 293 4,300 SH   DFND 4 0 0 4,300
Wal-Mart Stores Inc COMMSTCK 931142103 399 5,848 SH   DFND 3 0 0 5,848
Wal-Mart Stores Inc COMMSTCK 931142103 3,152 46,200 SH   DFND 1 0 0 46,200
Wal-Mart Stores Inc COMMSTCK 931142103 81,721 1,197,735 SH   SOLE 0 1,197,735 0 0
Walgreen Co COMMSTCK 931422109 1,022 27,627 SH   DFND 4 0 0 27,627
Walgreen Co COMMSTCK 931422109 1,382 37,333 SH   DFND 3 0 0 37,333
Walgreen Co COMMSTCK 931422109 11,529 311,503 SH   DFND 1 0 0 311,503
Walgreen Co COMMSTCK 931422109 88,684 2,396,214 SH   SOLE 0 2,396,214 0 0
Walt Disney Co/The COMMSTCK 254687106 904 18,161 SH   DFND 4 0 0 18,161
Walt Disney Co/The COMMSTCK 254687106 8,255 165,802 SH   DFND 3 0 0 165,802
Walt Disney Co/The COMMSTCK 254687106 10,361 208,099 SH   DFND 1 0 0 208,099
Walt Disney Co/The COMMSTCK 254687106 202,373 4,064,527 SH   SOLE 0 4,064,527 0 0
Walter Investment Manageme COMMSTCK 93317W102 77 1,800 SH   DFND 3 0 0 1,800
Walter Investment Manageme COMMSTCK 93317W102 4,083 94,900 SH   DFND 4 0 0 94,900
Walter Investment Manageme COMMSTCK 93317W102 32,934 765,540 SH   SOLE 0 765,540 0 0
Waters Corp COMMSTCK 941848103 510 5,850 SH   DFND 4 0 0 5,850
Waters Corp COMMSTCK 941848103 10,699 122,807 SH   SOLE 0 122,807 0 0
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 140 150,000 PRN   DFND 4 0 0 150,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 746 800,000 PRN   DFND 1 0 0 800,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 1,184 1,270,000 PRN   DFND 3 0 0 1,270,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 29,169 31,280,000 PRN   SOLE 0 31,280,000 0 0
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 406 485,000 PRN   DFND 1 0 0 485,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 532 635,000 PRN   DFND 4 0 0 635,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 683 815,000 PRN   DFND 3 0 0 815,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 16,360 19,345,000 PRN   SOLE 0 19,345,000 0 0
WellCare Health Plans Inc COMMSTCK 94946T106 3,418 70,200 SH   SOLE 0 70,200 0 0
Wells Fargo & Co COMMSTCK 949746101 1,537 44,963 SH   DFND 4 0 0 44,963
Wells Fargo & Co COMMSTCK 949746101 2,116 61,905 SH   DFND 3 0 0 61,905
Wells Fargo & Co COMMSTCK 949746101 18,165 531,451 SH   DFND 1 0 0 531,451
Wells Fargo & Co COMMSTCK 949746101 349,215 10,216,929 SH   SOLE 0 10,216,929 0 0
Wells Fargo & Co 7.5% PFDDOM 949746804 3,693 3,015 SH   DFND 1 0 0 3,015
Wells Fargo & Co 7.5% PFDDOM 949746804 6,768 5,525 SH   DFND 3 0 0 5,525
Wells Fargo & Co 7.5% PFDDOM 949746804 50,887 41,540 SH   SOLE 0 41,540 0 0
WESCO International Inc 6% CNVRTBND 95082PAH8 352 142,000 PRN   DFND 3 0 0 142,000
WESCO International Inc 6% CNVRTBND 95082PAH8 944 381,000 PRN   DFND 4 0 0 381,000
WESCO International Inc 6% CNVRTBND 95082PAH8 49,907 20,144,000 PRN   SOLE 0 20,144,000 0 0
Western Union Co/The COMMSTCK 959802109 171 12,530 SH   SOLE 0 12,530 0 0
Westlake Chemical Corp COMMSTCK 960413102 4,981 62,817 SH   SOLE 0 62,817 0 0
WEX Inc COMMSTCK 96208T104 8,992 119,300 SH   SOLE 0 119,300 0 0
Wheeler Real Estate Invest COMMSTCK 963025101 582 100,000 SH   SOLE 0 100,000 0 0
Whole Foods Market Inc COMMSTCK 966837106 3,231 35,372 SH   DFND 3 0 0 35,372
Whole Foods Market Inc COMMSTCK 966837106 55,549 608,220 SH   SOLE 0 608,220 0 0
Willis Group Holdings PLC COMMSTCK G96666105 131 3,920 SH   DFND 3 0 0 3,920
Willis Group Holdings PLC COMMSTCK G96666105 6,854 204,400 SH   DFND 4 0 0 204,400
Willis Group Holdings PLC COMMSTCK G96666105 20,725 618,100 SH   SOLE 0 618,100 0 0
Windstream Corp COMMSTCK 97381W104 238 28,800 SH   DFND 4 0 0 28,800
Windstream Corp COMMSTCK 97381W104 6,678 806,579 SH   SOLE 0 806,579 0 0
Wisconsin Energy Corp COMMSTCK 976657106 502 13,611 SH   SOLE 0 13,611 0 0
WMS Industries Inc COMMSTCK 929297109 40 2,267 SH   DFND 4 0 0 2,267
WMS Industries Inc COMMSTCK 929297109 1,239 70,790 SH   SOLE 0 70,790 0 0
WNS Holdings Ltd DEPRECPT 92932M101 5,487 526,600 SH   SOLE 0 526,600 0 0
WR Grace & Co COMMSTCK 38388F108 14,199 211,200 SH   SOLE 0 211,200 0 0
WW Grainger Inc COMMSTCK 384802104 3,410 16,851 SH   DFND 3 0 0 16,851
WW Grainger Inc COMMSTCK 384802104 17,031 84,156 SH   SOLE 0 84,156 0 0
Wyndham Worldwide Corp COMMSTCK 98310W108 139 2,605 SH   DFND 3 0 0 2,605
Wyndham Worldwide Corp COMMSTCK 98310W108 7,258 136,405 SH   DFND 4 0 0 136,405
Wyndham Worldwide Corp COMMSTCK 98310W108 26,311 494,480 SH   SOLE 0 494,480 0 0
Xilinx Inc COMMSTCK 983919101 5,591 155,741 SH   DFND 3 0 0 155,741
Xilinx Inc COMMSTCK 983919101 6,402 178,320 SH   DFND 1 0 0 178,320
Xilinx Inc COMMSTCK 983919101 10,103 281,429 SH   DFND 4 0 0 281,429
Xilinx Inc COMMSTCK 983919101 139,072 3,873,879 SH   SOLE 0 3,873,879 0 0
Xilinx Inc 3.125% CNVRTBND 983919AD3 68 54,000 PRN   DFND 4 0 0 54,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 937 740,000 PRN   DFND 3 0 0 740,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 1,850 1,460,000 PRN   DFND 1 0 0 1,460,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 21,269 16,746,000 PRN   SOLE 0 16,746,000 0 0
XPO Logistics Inc COMMSTCK 983793100 6,398 368,100 SH   SOLE 0 368,100 0 0
Xylem Inc/NY COMMSTCK 98419M100 187 6,900 SH   DFND 4 0 0 6,900
Xylem Inc/NY COMMSTCK 98419M100 4,242 156,520 SH   SOLE 0 156,520 0 0
Yahoo! Inc COMMSTCK 984332106 29,957 1,505,397 SH   SOLE 0 1,505,397 0 0
Yum! Brands Inc COMMSTCK 988498101 2,141 32,250 SH   SOLE 0 32,250 0 0