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 6,426 58,768 SH   DFND 1 0 0 58,768
3M Co COMMSTCK 88579Y101 11,664 106,669 SH   DFND 3 0 0 106,669
3M Co COMMSTCK 88579Y101 276,983 2,532,998 SH   SOLE 0 2,532,998 0 0
Abbott Laboratories COMMSTCK 002824100 210 6,024 SH   DFND 3 0 0 6,024
Abbott Laboratories COMMSTCK 002824100 3,432 98,381 SH   DFND 1 0 0 98,381
Abbott Laboratories COMMSTCK 002824100 67,938 1,947,774 SH   SOLE 0 1,947,774 0 0
AbbVie Inc COMMSTCK 00287Y109 257 6,210 SH   DFND 3 0 0 6,210
AbbVie Inc COMMSTCK 00287Y109 4,067 98,380 SH   DFND 1 0 0 98,380
AbbVie Inc COMMSTCK 00287Y109 80,934 1,957,761 SH   SOLE 0 1,957,761 0 0
Accenture PLC COMMSTCK G1151C101 220 3,051 SH   SOLE 0 3,051 0 0
ACE Ltd COMMSTCK H0023R105 86,358 965,110 SH   SOLE 0 965,110 0 0
Actavis Inc COMMSTCK 00507K103 153 1,212 SH   DFND 3 0 0 1,212
Actavis Inc COMMSTCK 00507K103 2,721 21,557 SH   DFND 1 0 0 21,557
Actavis Inc COMMSTCK 00507K103 10,538 83,490 SH   DFND 4 0 0 83,490
Actavis Inc COMMSTCK 00507K103 97,756 774,492 SH   SOLE 0 774,492 0 0
Adobe Systems Inc COMMSTCK 00724F101 192 4,206 SH   DFND 3 0 0 4,206
Adobe Systems Inc COMMSTCK 00724F101 3,143 68,986 SH   DFND 1 0 0 68,986
Adobe Systems Inc COMMSTCK 00724F101 52,493 1,152,168 SH   SOLE 0 1,152,168 0 0
Aetna Inc COMMSTCK 00817Y108 150 2,361 SH   DFND 3 0 0 2,361
Aetna Inc COMMSTCK 00817Y108 506 7,962 SH   DFND 4 0 0 7,962
Aetna Inc COMMSTCK 00817Y108 2,554 40,202 SH   DFND 1 0 0 40,202
Aetna Inc COMMSTCK 00817Y108 150,963 2,375,872 SH   SOLE 0 2,375,872 0 0
Affiliated Managers Group COMMSTCK 008252108 8,443 51,500 SH   SOLE 0 51,500 0 0
Aflac Inc COMMSTCK 001055102 204 3,513 SH   DFND 3 0 0 3,513
Aflac Inc COMMSTCK 001055102 3,319 57,098 SH   DFND 1 0 0 57,098
Aflac Inc COMMSTCK 001055102 92,200 1,586,380 SH   SOLE 0 1,586,380 0 0
Agilent Technologies Inc COMMSTCK 00846U101 6,149 143,800 SH   SOLE 0 143,800 0 0
AGL Resources Inc COMMSTCK 001204106 10 240 SH   DFND 3 0 0 240
AGL Resources Inc COMMSTCK 001204106 6,092 142,140 SH   DFND 4 0 0 142,140
AGL Resources Inc COMMSTCK 001204106 35,992 839,751 SH   SOLE 0 839,751 0 0
Air Methods Corp COMMSTCK 009128307 4,946 146,000 SH   SOLE 0 146,000 0 0
Airgas Inc COMMSTCK 009363102 220 2,307 SH   DFND 3 0 0 2,307
Airgas Inc COMMSTCK 009363102 3,547 37,152 SH   DFND 1 0 0 37,152
Airgas Inc COMMSTCK 009363102 59,370 621,938 SH   SOLE 0 621,938 0 0
Akamai Technologies Inc COMMSTCK 00971T101 11,528 270,933 SH   SOLE 0 270,933 0 0
Alere Inc COMMSTCK 01449J105 34 1,400 SH   DFND 4 0 0 1,400
Alere Inc COMMSTCK 01449J105 1,793 73,200 SH   SOLE 0 73,200 0 0
Alere Inc 3% PFDDOM 01449J204 821 3,611 SH   DFND 4 0 0 3,611
Alere Inc 3% PFDDOM 01449J204 28,212 124,228 SH   SOLE 0 124,228 0 0
Alere Inc 3% CNVRTBND 01449JAA3 700 710,000 PRN   DFND 4 0 0 710,000
Alere Inc 3% CNVRTBND 01449JAA3 12,483 12,665,000 PRN   SOLE 0 12,665,000 0 0
Alexandria Real Estate Equ COMMSTCK 015271109 3,233 49,200 SH   DFND 2 49,200 0 0
Alexandria Real Estate Equ COMMSTCK 015271109 7,492 114,000 SH   SOLE 0 114,000 0 0
Alexion Pharmaceuticals In COMMSTCK 015351109 2,813 30,500 SH   SOLE 0 30,500 0 0
Align Technology Inc COMMSTCK 016255101 10,979 296,400 SH   SOLE 0 296,400 0 0
Alkermes Plc COMMSTCK G01767105 6,001 209,249 SH   SOLE 0 209,249 0 0
Allergan Inc/United States COMMSTCK 018490102 7,838 93,038 SH   DFND 3 0 0 93,038
Allergan Inc/United States COMMSTCK 018490102 94,983 1,127,523 SH   SOLE 0 1,127,523 0 0
Alliance Data Systems Corp COMMSTCK 018581108 6,300 34,800 SH   SOLE 0 34,800 0 0
Alliance One International COMMSTCK 018772103 57 14,913 SH   DFND 4 0 0 14,913
Alliance One International COMMSTCK 018772103 824 216,943 SH   SOLE 0 216,943 0 0
Alliance One International CNVRTBND 018772AQ6 436 430,000 PRN   DFND 4 0 0 430,000
Alliance One International CNVRTBND 018772AQ6 19,851 19,570,000 PRN   SOLE 0 19,570,000 0 0
Alliant Energy Corp COMMSTCK 018802108 11,341 224,933 SH   SOLE 0 224,933 0 0
Allstate Corp/The COMMSTCK 020002101 10,673 221,795 SH   DFND 4 0 0 221,795
Allstate Corp/The COMMSTCK 020002101 122,640 2,548,629 SH   SOLE 0 2,548,629 0 0
Alpha Appalachia Holdings CNVRTBND 576203AJ2 63 70,000 PRN   DFND 4 0 0 70,000
Alpha Appalachia Holdings CNVRTBND 576203AJ2 203 224,000 PRN   DFND 1 0 0 224,000
Alpha Appalachia Holdings CNVRTBND 576203AJ2 6,353 7,020,000 PRN   SOLE 0 7,020,000 0 0
Alpha Natural Resources In CNVRTBND 02076XAE2 378 445,000 PRN   DFND 4 0 0 445,000
Alpha Natural Resources In CNVRTBND 02076XAE2 1,211 1,425,000 PRN   DFND 1 0 0 1,425,000
Alpha Natural Resources In CNVRTBND 02076XAE2 27,446 32,290,000 PRN   SOLE 0 32,290,000 0 0
Altra Holdings Inc 2.75% CNVRTBND 02208RAE6 4,185 3,500,000 PRN   SOLE 0 3,500,000 0 0
Altria Group Inc COMMSTCK 02209S103 103,397 2,955,046 SH   SOLE 0 2,955,046 0 0
Amarin Corp PLC DEPRECPT 023111206 1,566 270,000 SH   SOLE 0 270,000 0 0
Amazon.com Inc COMMSTCK 023135106 47,523 171,136 SH   SOLE 0 171,136 0 0
Amdocs Ltd COMMSTCK G02602103 7,310 197,100 SH   DFND 4 0 0 197,100
Amdocs Ltd COMMSTCK G02602103 21,490 579,400 SH   SOLE 0 579,400 0 0
Ameren Corp COMMSTCK 023608102 11 319 SH   DFND 3 0 0 319
Ameren Corp COMMSTCK 023608102 5,884 170,860 SH   DFND 4 0 0 170,860
Ameren Corp COMMSTCK 023608102 94,690 2,749,426 SH   SOLE 0 2,749,426 0 0
American Assets Trust Inc COMMSTCK 024013104 2,369 76,754 SH   DFND 2 76,754 0 0
American Campus Communitie COMMSTCK 024835100 2,318 57,000 SH   DFND 2 57,000 0 0
American Campus Communitie COMMSTCK 024835100 7,099 174,600 SH   DFND 4 0 0 174,600
American Campus Communitie COMMSTCK 024835100 50,656 1,245,836 SH   SOLE 0 1,245,836 0 0
American Eagle Outfitters COMMSTCK 02553E106 5,721 313,300 SH   SOLE 0 313,300 0 0
American Electric Power Co COMMSTCK 025537101 102 2,282 SH   DFND 3 0 0 2,282
American Electric Power Co COMMSTCK 025537101 1,696 37,873 SH   DFND 1 0 0 37,873
American Electric Power Co COMMSTCK 025537101 100,759 2,250,092 SH   SOLE 0 2,250,092 0 0
American Express Co COMMSTCK 025816109 159 2,132 SH   DFND 3 0 0 2,132
American Express Co COMMSTCK 025816109 2,689 35,964 SH   DFND 1 0 0 35,964
American Express Co COMMSTCK 025816109 49,200 658,108 SH   SOLE 0 658,108 0 0
American International Gro COMMSTCK 026874784 1,254 28,058 SH   SOLE 0 28,058 0 0
American Tower Corp COMMSTCK 03027X100 215 2,934 SH   SOLE 0 2,934 0 0
Ameriprise Financial Inc COMMSTCK 03076C106 12,740 157,520 SH   DFND 4 0 0 157,520
Ameriprise Financial Inc COMMSTCK 03076C106 37,553 464,301 SH   SOLE 0 464,301 0 0
Amgen Inc COMMSTCK 031162100 267 2,707 SH   DFND 3 0 0 2,707
Amgen Inc COMMSTCK 031162100 4,318 43,771 SH   DFND 1 0 0 43,771
Amgen Inc COMMSTCK 031162100 65,715 666,079 SH   SOLE 0 666,079 0 0
Anadarko Petroleum Corp COMMSTCK 032511107 4,583 53,335 SH   SOLE 0 53,335 0 0
Analog Devices Inc COMMSTCK 032654105 3,760 83,452 SH   DFND 3 0 0 83,452
Analog Devices Inc COMMSTCK 032654105 5,233 116,140 SH   DFND 1 0 0 116,140
Analog Devices Inc COMMSTCK 032654105 5,774 128,135 SH   DFND 4 0 0 128,135
Analog Devices Inc COMMSTCK 032654105 223,402 4,957,877 SH   SOLE 0 4,957,877 0 0
Anixter International Inc COMMSTCK 035290105 8,331 109,891 SH   SOLE 0 109,891 0 0
ANSYS Inc COMMSTCK 03662Q105 1,790 24,482 SH   SOLE 0 24,482 0 0
Apache Corp COMMSTCK 037411105 213 2,541 SH   DFND 3 0 0 2,541
Apache Corp COMMSTCK 037411105 3,526 42,063 SH   DFND 1 0 0 42,063
Apache Corp COMMSTCK 037411105 63,022 751,783 SH   SOLE 0 751,783 0 0
Apollo Investment Corp 5.7 CNVRTBND 03761UAE6 74 70,000 PRN   DFND 4 0 0 70,000
Apollo Investment Corp 5.7 CNVRTBND 03761UAE6 6,698 6,360,000 PRN   SOLE 0 6,360,000 0 0
Apple Inc COMMSTCK 037833100 7,430 18,758 SH   DFND 1 0 0 18,758
Apple Inc COMMSTCK 037833100 18,415 46,493 SH   DFND 3 0 0 46,493
Apple Inc COMMSTCK 037833100 434,866 1,097,925 SH   SOLE 0 1,097,925 0 0
Aqua America Inc COMMSTCK 03836W103 2,998 95,800 SH   SOLE 0 95,800 0 0
Ares Capital Corp COMMSTCK 04010L103 3,637 211,462 SH   SOLE 0 211,462 0 0
Ares Commercial Real Estat COMMSTCK 04013V108 2,573 200,863 SH   SOLE 0 200,863 0 0
Armada Hoffler Properties COMMSTCK 04208T108 498 42,300 SH   DFND 2 42,300 0 0
Arrow Electronics Inc COMMSTCK 042735100 231 5,800 SH   DFND 4 0 0 5,800
Arrow Electronics Inc COMMSTCK 042735100 6,170 154,843 SH   SOLE 0 154,843 0 0
Aruba Networks Inc COMMSTCK 043176106 3,512 228,635 SH   SOLE 0 228,635 0 0
ASML Holding NV DEPRECPT N07059210 127 1,611 SH   DFND 3 0 0 1,611
ASML Holding NV DEPRECPT N07059210 2,230 28,188 SH   DFND 1 0 0 28,188
ASML Holding NV DEPRECPT N07059210 31,366 396,531 SH   SOLE 0 396,531 0 0
Aspen Technology Inc COMMSTCK 045327103 4,366 151,633 SH   SOLE 0 151,633 0 0
AstraZeneca PLC DEPRECPT 046353108 22,565 477,061 SH   SOLE 0 477,061 0 0
AT&T Inc COMMSTCK 00206R102 11 311 SH   DFND 3 0 0 311
AT&T Inc COMMSTCK 00206R102 40,879 1,154,768 SH   SOLE 0 1,154,768 0 0
Autoliv Inc COMMSTCK 052800109 5,062 65,409 SH   SOLE 0 65,409 0 0
Automatic Data Processing COMMSTCK 053015103 291 4,232 SH   DFND 3 0 0 4,232
Automatic Data Processing COMMSTCK 053015103 5,006 72,705 SH   DFND 1 0 0 72,705
Automatic Data Processing COMMSTCK 053015103 82,453 1,197,397 SH   SOLE 0 1,197,397 0 0
Auxilium Pharmaceuticals I CNVRTBND 05334DAA5 501 520,000 PRN   DFND 4 0 0 520,000
Auxilium Pharmaceuticals I CNVRTBND 05334DAA5 17,822 18,480,000 PRN   SOLE 0 18,480,000 0 0
Avago Technologies Ltd COMMSTCK Y0486S104 4,407 117,900 SH   SOLE 0 117,900 0 0
AvalonBay Communities Inc COMMSTCK 053484101 8,864 65,700 SH   DFND 2 65,700 0 0
AVG Technologies NV COMMSTCK N07831105 3,441 176,923 SH   DFND 4 0 0 176,923
AVG Technologies NV COMMSTCK N07831105 10,109 519,729 SH   SOLE 0 519,729 0 0
Aviv REIT Inc COMMSTCK 05381L101 309 12,200 SH   DFND 2 12,200 0 0
Axiall Corp COMMSTCK 05463D100 447 10,495 SH   DFND 4 0 0 10,495
Axiall Corp COMMSTCK 05463D100 10,631 249,661 SH   SOLE 0 249,661 0 0
Axis Capital Holdings Ltd COMMSTCK G0692U109 8,854 193,400 SH   DFND 4 0 0 193,400
Axis Capital Holdings Ltd COMMSTCK G0692U109 26,008 568,100 SH   SOLE 0 568,100 0 0
B&G Foods Inc COMMSTCK 05508R106 5,315 156,100 SH   SOLE 0 156,100 0 0
B/E Aerospace Inc COMMSTCK 073302101 419 6,648 SH   DFND 4 0 0 6,648
B/E Aerospace Inc COMMSTCK 073302101 5,998 95,086 SH   SOLE 0 95,086 0 0
Banco Santander Brasil SA/ DEPRECPT 05967A107 2,673 429,699 SH   SOLE 0 429,699 0 0
Bank of America Corp COMMSTCK 060505104 148 11,500 SH   DFND 3 0 0 11,500
Bank of America Corp COMMSTCK 060505104 2,451 190,594 SH   DFND 1 0 0 190,594
Bank of America Corp COMMSTCK 060505104 52,624 4,092,096 SH   SOLE 0 4,092,096 0 0
Bank of America Corp 7.25% PFDDOM 060505682 252 227 SH   DFND 3 0 0 227
Bank of America Corp 7.25% PFDDOM 060505682 1,270 1,144 SH   DFND 1 0 0 1,144
Bank of America Corp 7.25% PFDDOM 060505682 20,056 18,060 SH   SOLE 0 18,060 0 0
Bank of Montreal COMMSTCK 063671101 8 134 SH   DFND 3 0 0 134
Bank of Montreal COMMSTCK 063671101 14,535 250,474 SH   SOLE 0 250,474 0 0
Basic Energy Services Inc COMMSTCK 06985P100 4,550 376,348 SH   SOLE 0 376,348 0 0
Baxter International Inc COMMSTCK 071813109 139 2,013 SH   DFND 3 0 0 2,013
Baxter International Inc COMMSTCK 071813109 2,783 40,180 SH   DFND 1 0 0 40,180
Baxter International Inc COMMSTCK 071813109 41,715 602,206 SH   SOLE 0 602,206 0 0
Becton Dickinson and Co COMMSTCK 075887109 275 2,780 SH   DFND 3 0 0 2,780
Becton Dickinson and Co COMMSTCK 075887109 4,599 46,532 SH   DFND 1 0 0 46,532
Becton Dickinson and Co COMMSTCK 075887109 93,592 947,002 SH   SOLE 0 947,002 0 0
Bed Bath & Beyond Inc COMMSTCK 075896100 245 3,461 SH   SOLE 0 3,461 0 0
Berkshire Hathaway Inc COMMSTCK 084670702 1,067 9,534 SH   SOLE 0 9,534 0 0
Bill Barrett Corp COMMSTCK 06846N104 6,167 305,000 SH   SOLE 0 305,000 0 0
Bio-Rad Laboratories Inc COMMSTCK 090572207 373 3,321 SH   DFND 4 0 0 3,321
Bio-Rad Laboratories Inc COMMSTCK 090572207 6,749 60,151 SH   SOLE 0 60,151 0 0
BioMed Realty Trust Inc COMMSTCK 09063H107 3,192 157,800 SH   DFND 2 157,800 0 0
Blackstone Group LP COMMSTCK 09253U108 11,554 548,613 SH   SOLE 0 548,613 0 0
Boeing Co/The COMMSTCK 097023105 9,023 88,077 SH   SOLE 0 88,077 0 0
Boise Inc COMMSTCK 09746Y105 6,399 749,314 SH   SOLE 0 749,314 0 0
Bonanza Creek Energy Inc COMMSTCK 097793103 5,067 142,900 SH   SOLE 0 142,900 0 0
BorgWarner Inc COMMSTCK 099724106 104 1,204 SH   DFND 3 0 0 1,204
BorgWarner Inc COMMSTCK 099724106 1,973 22,907 SH   DFND 1 0 0 22,907
BorgWarner Inc COMMSTCK 099724106 30,028 348,552 SH   SOLE 0 348,552 0 0
Boston Properties Inc COMMSTCK 101121101 8,184 77,600 SH   DFND 2 77,600 0 0
Boston Scientific Corp COMMSTCK 101137107 136 14,623 SH   SOLE 0 14,623 0 0
BP PLC DEPRECPT 055622104 6,377 152,774 SH   SOLE 0 152,774 0 0
BRE Properties Inc COMMSTCK 05564E106 2,736 54,700 SH   DFND 2 54,700 0 0
Brinker International Inc COMMSTCK 109641100 7,141 181,100 SH   SOLE 0 181,100 0 0
Bristol-Myers Squibb Co COMMSTCK 110122108 3,849 86,123 SH   SOLE 0 86,123 0 0
Broadcom Corp COMMSTCK 111320107 3,294 97,577 SH   SOLE 0 97,577 0 0
Brocade Communications Sys COMMSTCK 111621306 7,573 1,314,700 SH   DFND 4 0 0 1,314,700
Brocade Communications Sys COMMSTCK 111621306 22,213 3,856,500 SH   SOLE 0 3,856,500 0 0
Brookdale Senior Living In COMMSTCK 112463104 8,905 336,800 SH   SOLE 0 336,800 0 0
Brookfield Office Properti COMMSTCK 112900105 1,034 62,000 SH   DFND 2 62,000 0 0
Bruker Corp COMMSTCK 116794108 2,216 137,200 SH   SOLE 0 137,200 0 0
Buffalo Wild Wings Inc COMMSTCK 119848109 3,936 40,100 SH   SOLE 0 40,100 0 0
Cabot Microelectronics Cor COMMSTCK 12709P103 3,238 98,095 SH   SOLE 0 98,095 0 0
Cabot Oil & Gas Corp COMMSTCK 127097103 4,367 61,492 SH   DFND 3 0 0 61,492
Cabot Oil & Gas Corp COMMSTCK 127097103 4,511 63,516 SH   DFND 1 0 0 63,516
Cabot Oil & Gas Corp COMMSTCK 127097103 139,870 1,969,449 SH   SOLE 0 1,969,449 0 0
Camden Property Trust COMMSTCK 133131102 4,010 58,000 SH   DFND 2 58,000 0 0
Cameron International Corp COMMSTCK 13342B105 62 1,020 SH   DFND 3 0 0 1,020
Cameron International Corp COMMSTCK 13342B105 1,050 17,175 SH   DFND 1 0 0 17,175
Cameron International Corp COMMSTCK 13342B105 15,192 248,399 SH   SOLE 0 248,399 0 0
Campbell Soup Co COMMSTCK 134429109 132 2,949 SH   DFND 3 0 0 2,949
Campbell Soup Co COMMSTCK 134429109 2,026 45,234 SH   DFND 1 0 0 45,234
Campbell Soup Co COMMSTCK 134429109 5,908 131,905 SH   DFND 4 0 0 131,905
Campbell Soup Co COMMSTCK 134429109 128,887 2,877,580 SH   SOLE 0 2,877,580 0 0
Canadian Pacific Railway L COMMSTCK 13645T100 5,923 48,800 SH   SOLE 0 48,800 0 0
Cardinal Health Inc COMMSTCK 14149Y108 38 797 SH   DFND 3 0 0 797
Cardinal Health Inc COMMSTCK 14149Y108 644 13,637 SH   DFND 1 0 0 13,637
Cardinal Health Inc COMMSTCK 14149Y108 36,822 780,134 SH   SOLE 0 780,134 0 0
CareFusion Corp COMMSTCK 14170T101 8,850 240,170 SH   DFND 4 0 0 240,170
CareFusion Corp COMMSTCK 14170T101 25,855 701,630 SH   SOLE 0 701,630 0 0
Carlyle Group LP/The COMMSTCK 14309L102 22,392 871,295 SH   SOLE 0 871,295 0 0
CarMax Inc COMMSTCK 143130102 4,931 106,814 SH   SOLE 0 106,814 0 0
Carpenter Technology Corp COMMSTCK 144285103 4,678 103,800 SH   DFND 4 0 0 103,800
Carpenter Technology Corp COMMSTCK 144285103 13,742 304,900 SH   SOLE 0 304,900 0 0
Carter's Inc COMMSTCK 146229109 4,792 64,701 SH   SOLE 0 64,701 0 0
Catamaran Corp COMMSTCK 148887102 10,362 212,690 SH   SOLE 0 212,690 0 0
Caterpillar Inc COMMSTCK 149123101 326 3,946 SH   SOLE 0 3,946 0 0
CBS Corp COMMSTCK 124857202 3,836 78,489 SH   SOLE 0 78,489 0 0
Cedar Fair LP COMMSTCK 150185106 16 398 SH   DFND 3 0 0 398
Cedar Fair LP COMMSTCK 150185106 28,504 688,514 SH   SOLE 0 688,514 0 0
Celgene Corp COMMSTCK 151020104 2,218 18,971 SH   DFND 1 0 0 18,971
Celgene Corp COMMSTCK 151020104 8,430 72,103 SH   DFND 3 0 0 72,103
Celgene Corp COMMSTCK 151020104 178,059 1,523,046 SH   SOLE 0 1,523,046 0 0
Cemex SAB de CV 3.75% CNVRTBND 151290BC6 29,873 24,250,000 PRN   SOLE 0 24,250,000 0 0
CenturyLink Inc COMMSTCK 156700106 12,097 342,218 SH   SOLE 0 342,218 0 0
Charles River Laboratories COMMSTCK 159864107 1,883 45,900 SH   SOLE 0 45,900 0 0
Chart Industries Inc COMMSTCK 16115Q308 9,757 103,700 SH   SOLE 0 103,700 0 0
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 263 300,000 PRN   DFND 4 0 0 300,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 1,095 1,250,000 PRN   DFND 1 0 0 1,250,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 1,753 2,000,000 PRN   DFND 3 0 0 2,000,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 16,167 18,450,000 PRN   SOLE 0 18,450,000 0 0
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 196 208,000 PRN   DFND 4 0 0 208,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 339 360,000 PRN   DFND 1 0 0 360,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 1,964 2,085,000 PRN   DFND 3 0 0 2,085,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 11,693 12,415,000 PRN   SOLE 0 12,415,000 0 0
Chesapeake Energy Corp 2.5 CNVRTBND 165167CA3 142 152,000 PRN   DFND 4 0 0 152,000
Chesapeake Energy Corp 2.5 CNVRTBND 165167CA3 9,027 9,655,000 PRN   SOLE 0 9,655,000 0 0
Chesapeake Lodging Trust COMMSTCK 165240102 1,075 51,705 SH   SOLE 0 51,705 0 0
Chevron Corp COMMSTCK 166764100 315 2,664 SH   DFND 3 0 0 2,664
Chevron Corp COMMSTCK 166764100 6,144 51,914 SH   DFND 1 0 0 51,914
Chevron Corp COMMSTCK 166764100 307,286 2,596,633 SH   SOLE 0 2,596,633 0 0
Chipotle Mexican Grill Inc COMMSTCK 169656105 53,341 146,401 SH   SOLE 0 146,401 0 0
Chubb Corp/The COMMSTCK 171232101 467 5,518 SH   DFND 3 0 0 5,518
Chubb Corp/The COMMSTCK 171232101 7,460 88,132 SH   DFND 1 0 0 88,132
Chubb Corp/The COMMSTCK 171232101 131,351 1,551,701 SH   SOLE 0 1,551,701 0 0
Ciena Corp 0.875% CNVRTBND 171779AE1 240 250,000 PRN   DFND 4 0 0 250,000
Ciena Corp 0.875% CNVRTBND 171779AE1 15,140 15,750,000 PRN   SOLE 0 15,750,000 0 0
Cigna Corp COMMSTCK 125509109 7,354 101,455 SH   DFND 4 0 0 101,455
Cigna Corp COMMSTCK 125509109 25,694 354,450 SH   SOLE 0 354,450 0 0
Cimarex Energy Co COMMSTCK 171798101 4,263 65,600 SH   DFND 4 0 0 65,600
Cimarex Energy Co COMMSTCK 171798101 12,543 193,000 SH   SOLE 0 193,000 0 0
Cinemark Holdings Inc COMMSTCK 17243V102 6,943 248,690 SH   SOLE 0 248,690 0 0
Cisco Systems Inc COMMSTCK 17275R102 192 7,917 SH   DFND 3 0 0 7,917
Cisco Systems Inc COMMSTCK 17275R102 3,455 142,126 SH   DFND 1 0 0 142,126
Cisco Systems Inc COMMSTCK 17275R102 125,784 5,174,183 SH   SOLE 0 5,174,183 0 0
CIT Group Inc COMMSTCK 125581801 9,518 204,115 SH   DFND 4 0 0 204,115
CIT Group Inc COMMSTCK 125581801 27,982 600,080 SH   SOLE 0 600,080 0 0
Citigroup Inc COMMSTCK 172967424 358 7,471 SH   DFND 3 0 0 7,471
Citigroup Inc COMMSTCK 172967424 5,827 121,476 SH   DFND 1 0 0 121,476
Citigroup Inc COMMSTCK 172967424 324,255 6,759,528 SH   SOLE 0 6,759,528 0 0
Citrix Systems Inc COMMSTCK 177376100 38,483 637,874 SH   SOLE 0 637,874 0 0
Clearwire Corp COMMSTCK 18538Q105 288 57,813 SH   SOLE 0 57,813 0 0
Clorox Co/The COMMSTCK 189054109 114 1,366 SH   DFND 3 0 0 1,366
Clorox Co/The COMMSTCK 189054109 1,522 18,310 SH   DFND 1 0 0 18,310
Clorox Co/The COMMSTCK 189054109 47,264 568,481 SH   SOLE 0 568,481 0 0
Coach Inc COMMSTCK 189754104 163 2,847 SH   DFND 3 0 0 2,847
Coach Inc COMMSTCK 189754104 2,619 45,870 SH   DFND 1 0 0 45,870
Coach Inc COMMSTCK 189754104 47,039 823,944 SH   SOLE 0 823,944 0 0
Cobalt International Energ COMMSTCK 19075F106 2,721 102,422 SH   SOLE 0 102,422 0 0
Cobalt International Energ CNVRTBND 19075FAA4 795 750,000 PRN   DFND 3 0 0 750,000
Cobalt International Energ CNVRTBND 19075FAA4 875 825,000 PRN   DFND 4 0 0 825,000
Cobalt International Energ CNVRTBND 19075FAA4 3,065 2,890,000 PRN   DFND 1 0 0 2,890,000
Cobalt International Energ CNVRTBND 19075FAA4 79,632 75,080,000 PRN   SOLE 0 75,080,000 0 0
Coca-Cola Co/The COMMSTCK 191216100 12,259 305,633 SH   DFND 3 0 0 305,633
Coca-Cola Co/The COMMSTCK 191216100 75,821 1,890,334 SH   SOLE 0 1,890,334 0 0
Coca-Cola Enterprises Inc COMMSTCK 19122T109 64 1,832 SH   DFND 3 0 0 1,832
Coca-Cola Enterprises Inc COMMSTCK 19122T109 1,087 30,928 SH   DFND 1 0 0 30,928
Coca-Cola Enterprises Inc COMMSTCK 19122T109 5,559 158,100 SH   DFND 4 0 0 158,100
Coca-Cola Enterprises Inc COMMSTCK 19122T109 75,761 2,154,746 SH   SOLE 0 2,154,746 0 0
Colgate-Palmolive Co COMMSTCK 194162103 6,644 115,972 SH   DFND 3 0 0 115,972
Colgate-Palmolive Co COMMSTCK 194162103 8,780 153,264 SH   DFND 1 0 0 153,264
Colgate-Palmolive Co COMMSTCK 194162103 231,022 4,032,493 SH   SOLE 0 4,032,493 0 0
Comcast Corp COMMSTCK 20030N101 73 1,741 SH   DFND 3 0 0 1,741
Comcast Corp COMMSTCK 20030N101 1,233 29,445 SH   DFND 1 0 0 29,445
Comcast Corp COMMSTCK 20030N101 121,668 2,905,164 SH   SOLE 0 2,905,164 0 0
Commercial Vehicle Group I COMMSTCK 202608105 146 19,600 SH   DFND 4 0 0 19,600
Commercial Vehicle Group I COMMSTCK 202608105 4,336 581,198 SH   SOLE 0 581,198 0 0
CommVault Systems Inc COMMSTCK 204166102 5,935 78,200 SH   SOLE 0 78,200 0 0
Compass Minerals Internati COMMSTCK 20451N101 14 168 SH   DFND 3 0 0 168
Compass Minerals Internati COMMSTCK 20451N101 24,534 290,240 SH   SOLE 0 290,240 0 0
ConAgra Foods Inc COMMSTCK 205887102 7,594 217,400 SH   SOLE 0 217,400 0 0
Conn's Inc COMMSTCK 208242107 4,886 94,400 SH   SOLE 0 94,400 0 0
ConocoPhillips COMMSTCK 20825C104 212 3,509 SH   DFND 3 0 0 3,509
ConocoPhillips COMMSTCK 20825C104 3,831 63,315 SH   DFND 1 0 0 63,315
ConocoPhillips COMMSTCK 20825C104 53,138 878,308 SH   SOLE 0 878,308 0 0
Consolidated Edison Inc COMMSTCK 209115104 13 215 SH   DFND 3 0 0 215
Consolidated Edison Inc COMMSTCK 209115104 22,205 380,806 SH   SOLE 0 380,806 0 0
Continental Airlines Inc 4 CNVRTBND 210795PU8 149 85,000 PRN   DFND 4 0 0 85,000
Continental Airlines Inc 4 CNVRTBND 210795PU8 8,199 4,690,000 PRN   SOLE 0 4,690,000 0 0
Copa Holdings SA COMMSTCK P31076105 15,476 118,029 SH   SOLE 0 118,029 0 0
Corsicanto Ltd 3.5% CNVRTBND 220480AC1 53 50,000 PRN   DFND 3 0 0 50,000
Corsicanto Ltd 3.5% CNVRTBND 220480AC1 372 350,000 PRN   DFND 4 0 0 350,000
Corsicanto Ltd 3.5% CNVRTBND 220480AC1 15,845 14,895,000 PRN   SOLE 0 14,895,000 0 0
CoStar Group Inc COMMSTCK 22160N109 13,129 101,717 SH   SOLE 0 101,717 0 0
Costco Wholesale Corp COMMSTCK 22160K105 264 2,388 SH   SOLE 0 2,388 0 0
Covidien PLC COMMSTCK G2554F113 3,494 55,595 SH   DFND 1 0 0 55,595
Covidien PLC COMMSTCK G2554F113 9,400 149,583 SH   DFND 3 0 0 149,583
Covidien PLC COMMSTCK G2554F113 190,517 3,031,782 SH   SOLE 0 3,031,782 0 0
CR Bard Inc COMMSTCK 067383109 388 3,570 SH   DFND 3 0 0 3,570
CR Bard Inc COMMSTCK 067383109 6,355 58,475 SH   DFND 1 0 0 58,475
CR Bard Inc COMMSTCK 067383109 102,278 941,091 SH   SOLE 0 941,091 0 0
Crown Castle International COMMSTCK 228227104 6,310 87,166 SH   SOLE 0 87,166 0 0
Crown Holdings Inc COMMSTCK 228368106 8,185 199,000 SH   DFND 4 0 0 199,000
Crown Holdings Inc COMMSTCK 228368106 24,066 585,110 SH   SOLE 0 585,110 0 0
CSX Corp COMMSTCK 126408103 9,367 403,928 SH   SOLE 0 403,928 0 0
CubeSmart COMMSTCK 229663109 1,580 98,900 SH   DFND 2 98,900 0 0
Cubist Pharmaceuticals Inc COMMSTCK 229678107 7,255 150,200 SH   SOLE 0 150,200 0 0
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 394 225,000 PRN   DFND 3 0 0 225,000
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 932 532,000 PRN   DFND 4 0 0 532,000
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 1,402 800,000 PRN   DFND 1 0 0 800,000
Cubist Pharmaceuticals Inc CNVRTBND 229678AD9 49,391 28,193,000 PRN   SOLE 0 28,193,000 0 0
Cummins Inc COMMSTCK 231021106 3,302 30,448 SH   DFND 1 0 0 30,448
Cummins Inc COMMSTCK 231021106 4,556 42,010 SH   DFND 3 0 0 42,010
Cummins Inc COMMSTCK 231021106 134,363 1,238,825 SH   SOLE 0 1,238,825 0 0
CVS Caremark Corp COMMSTCK 126650100 3,691 64,549 SH   DFND 1 0 0 64,549
CVS Caremark Corp COMMSTCK 126650100 11,724 205,030 SH   DFND 3 0 0 205,030
CVS Caremark Corp COMMSTCK 126650100 229,180 4,008,050 SH   SOLE 0 4,008,050 0 0
Cytec Industries Inc COMMSTCK 232820100 5,779 78,900 SH   DFND 4 0 0 78,900
Cytec Industries Inc COMMSTCK 232820100 16,884 230,500 SH   SOLE 0 230,500 0 0
Danaher Corp COMMSTCK 235851102 206 3,252 SH   SOLE 0 3,252 0 0
DaVita HealthCare Partners COMMSTCK 23918K108 1,736 14,369 SH   DFND 1 0 0 14,369
DaVita HealthCare Partners COMMSTCK 23918K108 4,454 36,867 SH   DFND 3 0 0 36,867
DaVita HealthCare Partners COMMSTCK 23918K108 76,560 633,778 SH   SOLE 0 633,778 0 0
DDR Corp COMMSTCK 23317H102 3,555 213,500 SH   DFND 2 213,500 0 0
Delphi Automotive PLC COMMSTCK G27823106 9,996 197,208 SH   SOLE 0 197,208 0 0
Delta Air Lines Inc COMMSTCK 247361702 37 2,000 SH   DFND 1 0 0 2,000
Delta Air Lines Inc COMMSTCK 247361702 11,706 625,672 SH   SOLE 0 625,672 0 0
DFC Global Corp 2.875% CNVRTBND 256664AB9 4,919 5,000,000 PRN   SOLE 0 5,000,000 0 0
Diana Shipping Inc COMMSTCK Y2066G104 7,975 794,352 SH   SOLE 0 794,352 0 0
DigitalGlobe Inc COMMSTCK 25389M877 251 8,081 SH   DFND 4 0 0 8,081
DigitalGlobe Inc COMMSTCK 25389M877 4,581 147,711 SH   SOLE 0 147,711 0 0
Discover Financial Service COMMSTCK 254709108 193 4,055 SH   DFND 3 0 0 4,055
Discover Financial Service COMMSTCK 254709108 3,281 68,870 SH   DFND 1 0 0 68,870
Discover Financial Service COMMSTCK 254709108 9,286 194,930 SH   DFND 4 0 0 194,930
Discover Financial Service COMMSTCK 254709108 189,070 3,968,732 SH   SOLE 0 3,968,732 0 0
Discovery Communications I COMMSTCK 25470F104 5,818 75,357 SH   SOLE 0 75,357 0 0
Dollar General Corp COMMSTCK 256677105 5,941 117,800 SH   SOLE 0 117,800 0 0
Dollar Tree Inc COMMSTCK 256746108 8,636 169,862 SH   SOLE 0 169,862 0 0
Douglas Emmett Inc COMMSTCK 25960P109 798 32,000 SH   DFND 2 32,000 0 0
Dow Chemical Co/The COMMSTCK 260543103 459 14,261 SH   SOLE 0 14,261 0 0
DR Horton Inc 2% CNVRTBND 23331ABB4 581 350,000 PRN   DFND 4 0 0 350,000
DR Horton Inc 2% CNVRTBND 23331ABB4 6,699 4,037,000 PRN   SOLE 0 4,037,000 0 0
Dr Pepper Snapple Group In COMMSTCK 26138E109 99 2,157 SH   DFND 3 0 0 2,157
Dr Pepper Snapple Group In COMMSTCK 26138E109 1,452 31,604 SH   DFND 1 0 0 31,604
Dr Pepper Snapple Group In COMMSTCK 26138E109 43,312 943,006 SH   SOLE 0 943,006 0 0
DryShips Inc 5% CORPBOND 262498AB4 10,391 11,700,000 SH   SOLE 0 11,700,000 0 0
DST Systems Inc COMMSTCK 233326107 116 1,768 SH   DFND 3 0 0 1,768
DST Systems Inc COMMSTCK 233326107 2,003 30,659 SH   DFND 1 0 0 30,659
DST Systems Inc COMMSTCK 233326107 31,139 476,642 SH   SOLE 0 476,642 0 0
Duke Energy Corp COMMSTCK 26441C204 14,287 211,662 SH   SOLE 0 211,662 0 0
Duke Realty Corp COMMSTCK 264411505 5,302 340,120 SH   DFND 4 0 0 340,120
Duke Realty Corp COMMSTCK 264411505 15,516 995,230 SH   SOLE 0 995,230 0 0
DuPont Fabros Technology I COMMSTCK 26613Q106 2,944 121,900 SH   DFND 2 121,900 0 0
Eagle Materials Inc COMMSTCK 26969P108 11,471 173,100 SH   SOLE 0 173,100 0 0
Eastman Chemical Co COMMSTCK 277432100 10,831 154,700 SH   DFND 4 0 0 154,700
Eastman Chemical Co COMMSTCK 277432100 31,638 451,910 SH   SOLE 0 451,910 0 0
Eaton Corp PLC COMMSTCK G29183103 12,504 190,000 SH   DFND 4 0 0 190,000
Eaton Corp PLC COMMSTCK G29183103 47,955 728,695 SH   SOLE 0 728,695 0 0
eBay Inc COMMSTCK 278642103 145 2,797 SH   DFND 3 0 0 2,797
eBay Inc COMMSTCK 278642103 2,765 53,470 SH   DFND 1 0 0 53,470
eBay Inc COMMSTCK 278642103 50,938 984,887 SH   SOLE 0 984,887 0 0
Ecolab Inc COMMSTCK 278865100 4,029 47,299 SH   DFND 1 0 0 47,299
Ecolab Inc COMMSTCK 278865100 6,946 81,532 SH   DFND 3 0 0 81,532
Ecolab Inc COMMSTCK 278865100 185,617 2,178,863 SH   SOLE 0 2,178,863 0 0
Ecopetrol SA DEPRECPT 279158109 509 12,095 SH   SOLE 0 12,095 0 0
Edison International COMMSTCK 281020107 227 4,705 SH   SOLE 0 4,705 0 0
EI du Pont de Nemours & Co COMMSTCK 263534109 3,892 74,130 SH   SOLE 0 74,130 0 0
Eli Lilly & Co COMMSTCK 532457108 121 2,462 SH   DFND 3 0 0 2,462
Eli Lilly & Co COMMSTCK 532457108 1,965 40,012 SH   DFND 1 0 0 40,012
Eli Lilly & Co COMMSTCK 532457108 41,324 841,278 SH   SOLE 0 841,278 0 0
Embraer SA DEPRECPT 29082A107 1,663 45,067 SH   SOLE 0 45,067 0 0
EMC Corp/MA COMMSTCK 268648102 92 3,914 SH   DFND 3 0 0 3,914
EMC Corp/MA COMMSTCK 268648102 137 5,800 SH   DFND 4 0 0 5,800
EMC Corp/MA COMMSTCK 268648102 1,561 66,095 SH   DFND 1 0 0 66,095
EMC Corp/MA COMMSTCK 268648102 94,620 4,005,934 SH   SOLE 0 4,005,934 0 0
Emerson Electric Co COMMSTCK 291011104 224 4,114 SH   SOLE 0 4,114 0 0
Endologix Inc COMMSTCK 29266S106 6,397 481,700 SH   SOLE 0 481,700 0 0
Enersis SA DEPRECPT 29274F104 2,880 176,026 SH   SOLE 0 176,026 0 0
Ensco PLC COMMSTCK G3157S106 181 3,113 SH   DFND 3 0 0 3,113
Ensco PLC COMMSTCK G3157S106 3,104 53,408 SH   DFND 1 0 0 53,408
Ensco PLC COMMSTCK G3157S106 56,062 964,585 SH   SOLE 0 964,585 0 0
EOG Resources Inc COMMSTCK 26875P101 47,253 358,844 SH   SOLE 0 358,844 0 0
EPR Properties COMMSTCK 26884U109 4,042 80,400 SH   DFND 2 80,400 0 0
EQT Corp COMMSTCK 26884L109 10,476 131,995 SH   SOLE 0 131,995 0 0
Equity Lifestyle Propertie COMMSTCK 29472R108 3,261 41,500 SH   DFND 2 41,500 0 0
Equity Residential COMMSTCK 29476L107 12,529 215,800 SH   DFND 2 215,800 0 0
ESCO Technologies Inc COMMSTCK 296315104 175 5,414 SH   DFND 4 0 0 5,414
ESCO Technologies Inc COMMSTCK 296315104 3,605 111,337 SH   SOLE 0 111,337 0 0
Estee Lauder Cos Inc/The COMMSTCK 518439104 39,176 595,647 SH   SOLE 0 595,647 0 0
Exelis Inc COMMSTCK 30162A108 95 6,900 SH   DFND 4 0 0 6,900
Exelis Inc COMMSTCK 30162A108 2,158 156,520 SH   SOLE 0 156,520 0 0
Express Scripts Holding Co COMMSTCK 30219G108 1,037 16,810 SH   DFND 1 0 0 16,810
Express Scripts Holding Co COMMSTCK 30219G108 4,322 70,054 SH   DFND 3 0 0 70,054
Express Scripts Holding Co COMMSTCK 30219G108 83,661 1,356,144 SH   SOLE 0 1,356,144 0 0
Exterran Holdings Inc 4.25 CNVRTBND 30225XAA1 2,989 2,325,000 PRN   DFND 3 0 0 2,325,000
Extra Space Storage Inc COMMSTCK 30225T102 4,000 95,400 SH   DFND 2 95,400 0 0
Exxon Mobil Corp COMMSTCK 30231G102 2,223 24,600 SH   SOLE 0 24,600 0 0
F5 Networks Inc COMMSTCK 315616102 46 673 SH   DFND 3 0 0 673
F5 Networks Inc COMMSTCK 315616102 782 11,364 SH   DFND 1 0 0 11,364
F5 Networks Inc COMMSTCK 315616102 29,772 432,726 SH   SOLE 0 432,726 0 0
Facebook Inc COMMSTCK 30303M102 84 3,396 SH   DFND 3 0 0 3,396
Facebook Inc COMMSTCK 30303M102 1,446 58,154 SH   DFND 1 0 0 58,154
Facebook Inc COMMSTCK 30303M102 24,101 969,459 SH   SOLE 0 969,459 0 0
Federal Realty Investment COMMSTCK 313747206 4,593 44,300 SH   DFND 2 44,300 0 0
Federated Investors Inc COMMSTCK 314211103 12,680 462,588 SH   SOLE 0 462,588 0 0
FedEx Corp COMMSTCK 31428X106 43,499 441,256 SH   SOLE 0 441,256 0 0
Fidelity National Financia CNVRTBND 31620RAE5 374 285,000 PRN   DFND 3 0 0 285,000
Fidelity National Financia CNVRTBND 31620RAE5 1,115 850,000 PRN   DFND 1 0 0 850,000
Fidelity National Financia CNVRTBND 31620RAE5 10,515 8,015,000 PRN   SOLE 0 8,015,000 0 0
Fidelity National Informat COMMSTCK 31620M106 6,747 157,500 SH   DFND 4 0 0 157,500
Fidelity National Informat COMMSTCK 31620M106 19,807 462,350 SH   SOLE 0 462,350 0 0
Financial Engines Inc COMMSTCK 317485100 3,638 79,800 SH   SOLE 0 79,800 0 0
First Potomac Realty Trust COMMSTCK 33610F109 1,388 106,300 SH   DFND 2 106,300 0 0
First Republic Bank/CA COMMSTCK 33616C100 6,778 176,140 SH   DFND 4 0 0 176,140
First Republic Bank/CA COMMSTCK 33616C100 19,930 517,940 SH   SOLE 0 517,940 0 0
Fiserv Inc COMMSTCK 337738108 155 1,776 SH   DFND 3 0 0 1,776
Fiserv Inc COMMSTCK 337738108 2,625 30,031 SH   DFND 1 0 0 30,031
Fiserv Inc COMMSTCK 337738108 38,113 436,029 SH   SOLE 0 436,029 0 0
Five Below Inc COMMSTCK 33829M101 4,037 109,808 SH   SOLE 0 109,808 0 0
Flotek Industries Inc COMMSTCK 343389102 10,274 572,700 SH   SOLE 0 572,700 0 0
Flowers Foods Inc COMMSTCK 343498101 4,754 215,600 SH   SOLE 0 215,600 0 0
Fluor Corp COMMSTCK 343412102 5,601 94,430 SH   DFND 4 0 0 94,430
Fluor Corp COMMSTCK 343412102 20,425 344,370 SH   SOLE 0 344,370 0 0
FMC Technologies Inc COMMSTCK 30249U101 51 908 SH   DFND 3 0 0 908
FMC Technologies Inc COMMSTCK 30249U101 854 15,329 SH   DFND 1 0 0 15,329
FMC Technologies Inc COMMSTCK 30249U101 46,793 840,400 SH   SOLE 0 840,400 0 0
Fomento Economico Mexicano DEPRECPT 344419106 3,064 29,697 SH   DFND 3 0 0 29,697
Fomento Economico Mexicano DEPRECPT 344419106 52,399 507,793 SH   SOLE 0 507,793 0 0
Ford Motor Co COMMSTCK 345370860 339 21,924 SH   DFND 3 0 0 21,924
Ford Motor Co COMMSTCK 345370860 5,386 348,165 SH   DFND 1 0 0 348,165
Ford Motor Co COMMSTCK 345370860 106,168 6,862,801 SH   SOLE 0 6,862,801 0 0
Ford Motor Co 4.25% CNVRTBND 345370CN8 1,124 622,000 PRN   DFND 4 0 0 622,000
Ford Motor Co 4.25% CNVRTBND 345370CN8 76,073 42,102,000 PRN   SOLE 0 42,102,000 0 0
Forest City Enterprises In COMMSTCK 345550107 815 45,484 SH   DFND 4 0 0 45,484
Forest City Enterprises In COMMSTCK 345550107 2,814 157,100 SH   DFND 2 157,100 0 0
Forest City Enterprises In COMMSTCK 345550107 14,979 836,358 SH   SOLE 0 836,358 0 0
Forest City Enterprises In CNVRTBND 345550AP2 409 365,000 PRN   DFND 4 0 0 365,000
Forest City Enterprises In CNVRTBND 345550AP2 7,836 7,000,000 PRN   SOLE 0 7,000,000 0 0
Fortune Brands Home & Secu COMMSTCK 34964C106 5,691 146,900 SH   SOLE 0 146,900 0 0
Franklin Resources Inc COMMSTCK 354613101 194 1,427 SH   DFND 3 0 0 1,427
Franklin Resources Inc COMMSTCK 354613101 3,159 23,227 SH   DFND 1 0 0 23,227
Franklin Resources Inc COMMSTCK 354613101 47,862 351,877 SH   SOLE 0 351,877 0 0
Freeport-McMoRan Copper & COMMSTCK 35671D857 458 16,600 SH   DFND 4 0 0 16,600
Freeport-McMoRan Copper & COMMSTCK 35671D857 40,432 1,464,397 SH   SOLE 0 1,464,397 0 0
G&K Services Inc COMMSTCK 361268105 9 199 SH   DFND 3 0 0 199
G&K Services Inc COMMSTCK 361268105 16,288 342,187 SH   SOLE 0 342,187 0 0
G-III Apparel Group Ltd COMMSTCK 36237H101 6,434 133,716 SH   SOLE 0 133,716 0 0
Gannett Co Inc COMMSTCK 364730101 1,324 54,137 SH   SOLE 0 54,137 0 0
Gartner Inc COMMSTCK 366651107 8,754 153,600 SH   SOLE 0 153,600 0 0
General Cable Corp COMMSTCK 369300108 126 4,100 SH   DFND 4 0 0 4,100
General Cable Corp COMMSTCK 369300108 10,191 331,400 SH   SOLE 0 331,400 0 0
General Cable Corp 4.5% CNVRTBND 369300AL2 561 509,000 PRN   DFND 4 0 0 509,000
General Cable Corp 4.5% CNVRTBND 369300AL2 650 590,000 PRN   DFND 3 0 0 590,000
General Cable Corp 4.5% CNVRTBND 369300AL2 2,668 2,420,000 PRN   DFND 1 0 0 2,420,000
General Cable Corp 4.5% CNVRTBND 369300AL2 44,711 40,554,000 PRN   SOLE 0 40,554,000 0 0
General Electric Co COMMSTCK 369604103 329 14,195 SH   DFND 3 0 0 14,195
General Electric Co COMMSTCK 369604103 5,136 221,466 SH   DFND 1 0 0 221,466
General Electric Co COMMSTCK 369604103 209,147 9,018,825 SH   SOLE 0 9,018,825 0 0
General Mills Inc COMMSTCK 370334104 205 4,226 SH   DFND 3 0 0 4,226
General Mills Inc COMMSTCK 370334104 3,372 69,479 SH   DFND 1 0 0 69,479
General Mills Inc COMMSTCK 370334104 49,969 1,029,656 SH   SOLE 0 1,029,656 0 0
Genpact Ltd COMMSTCK G3922B107 6,126 318,400 SH   SOLE 0 318,400 0 0
Genuine Parts Co COMMSTCK 372460105 11 138 SH   DFND 3 0 0 138
Genuine Parts Co COMMSTCK 372460105 16,901 216,488 SH   SOLE 0 216,488 0 0
Gilead Sciences Inc COMMSTCK 375558103 107 2,095 SH   DFND 3 0 0 2,095
Gilead Sciences Inc COMMSTCK 375558103 2,032 39,670 SH   DFND 1 0 0 39,670
Gilead Sciences Inc COMMSTCK 375558103 84,271 1,645,604 SH   SOLE 0 1,645,604 0 0
Goldman Sachs Group Inc/Th COMMSTCK 38141G104 92 610 SH   DFND 3 0 0 610
Goldman Sachs Group Inc/Th COMMSTCK 38141G104 1,611 10,652 SH   DFND 1 0 0 10,652
Goldman Sachs Group Inc/Th COMMSTCK 38141G104 164,322 1,086,424 SH   SOLE 0 1,086,424 0 0
Golub Capital BDC Inc COMMSTCK 38173M102 738 42,143 SH   SOLE 0 42,143 0 0
Goodyear Tire & Rubber Co/ COMMSTCK 382550101 8,854 579,100 SH   DFND 4 0 0 579,100
Goodyear Tire & Rubber Co/ COMMSTCK 382550101 26,008 1,701,000 SH   SOLE 0 1,701,000 0 0
Goodyear Tire & Rubber Co/ PFDDOM 382550309 57 1,160 SH   DFND 3 0 0 1,160
Goodyear Tire & Rubber Co/ PFDDOM 382550309 2,864 58,180 SH   DFND 1 0 0 58,180
Goodyear Tire & Rubber Co/ PFDDOM 382550309 29,940 607,995 SH   SOLE 0 607,995 0 0
Google Inc COMMSTCK 38259P508 3,958 4,496 SH   DFND 1 0 0 4,496
Google Inc COMMSTCK 38259P508 16,966 19,271 SH   DFND 3 0 0 19,271
Google Inc COMMSTCK 38259P508 338,066 384,005 SH   SOLE 0 384,005 0 0
Gorman-Rupp Co/The COMMSTCK 383082104 25 774 SH   DFND 3 0 0 774
Gorman-Rupp Co/The COMMSTCK 383082104 38,994 1,224,671 SH   SOLE 0 1,224,671 0 0
Grand Canyon Education Inc COMMSTCK 38526M106 2,340 72,600 SH   SOLE 0 72,600 0 0
Green Mountain Coffee Roas COMMSTCK 393122106 6,012 80,100 SH   DFND 4 0 0 80,100
Green Mountain Coffee Roas COMMSTCK 393122106 91,042 1,212,922 SH   SOLE 0 1,212,922 0 0
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 123 120,000 PRN   DFND 4 0 0 120,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 956 930,000 PRN   DFND 1 0 0 930,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 16,075 15,645,000 PRN   SOLE 0 15,645,000 0 0
Guidewire Software Inc COMMSTCK 40171V100 6,757 160,700 SH   SOLE 0 160,700 0 0
Gulfport Energy Corp COMMSTCK 402635304 4,321 91,800 SH   SOLE 0 91,800 0 0
Halliburton Co COMMSTCK 406216101 81 1,942 SH   DFND 3 0 0 1,942
Halliburton Co COMMSTCK 406216101 1,411 33,831 SH   DFND 1 0 0 33,831
Halliburton Co COMMSTCK 406216101 125,535 3,008,978 SH   SOLE 0 3,008,978 0 0
Hanesbrands Inc COMMSTCK 410345102 10,065 195,746 SH   SOLE 0 195,746 0 0
Harley-Davidson Inc COMMSTCK 412822108 9,095 165,900 SH   SOLE 0 165,900 0 0
Hartford Financial Service COMMSTCK 416515104 9,267 299,700 SH   DFND 4 0 0 299,700
Hartford Financial Service COMMSTCK 416515104 99,080 3,204,400 SH   SOLE 0 3,204,400 0 0
HCP Inc COMMSTCK 40414L109 5,360 117,950 SH   DFND 4 0 0 117,950
HCP Inc COMMSTCK 40414L109 8,129 178,900 SH   DFND 2 178,900 0 0
HCP Inc COMMSTCK 40414L109 15,676 344,990 SH   SOLE 0 344,990 0 0
Health Care REIT Inc COMMSTCK 42217K106 6,897 102,900 SH   DFND 2 102,900 0 0
Helmerich & Payne Inc COMMSTCK 423452101 55 877 SH   DFND 3 0 0 877
Helmerich & Payne Inc COMMSTCK 423452101 900 14,414 SH   DFND 1 0 0 14,414
Helmerich & Payne Inc COMMSTCK 423452101 13,187 211,154 SH   SOLE 0 211,154 0 0
Hercules Offshore Inc COMMSTCK 427093109 107 15,181 SH   DFND 4 0 0 15,181
Hercules Offshore Inc COMMSTCK 427093109 3,301 468,921 SH   SOLE 0 468,921 0 0
Hercules Offshore Inc CNVRTBND 427093AD1 2,251 2,265,000 PRN   SOLE 0 2,265,000 0 0
Hershey Co/The COMMSTCK 427866108 690 7,730 SH   DFND 3 0 0 7,730
Hershey Co/The COMMSTCK 427866108 10,906 122,159 SH   DFND 1 0 0 122,159
Hershey Co/The COMMSTCK 427866108 239,971 2,687,843 SH   SOLE 0 2,687,843 0 0
Hertz Global Holdings Inc COMMSTCK 42805T105 7,539 304,000 SH   SOLE 0 304,000 0 0
Hewlett-Packard Co COMMSTCK 428236103 37,095 1,495,757 SH   SOLE 0 1,495,757 0 0
Hillshire Brands Co COMMSTCK 432589109 9 275 SH   DFND 3 0 0 275
Hillshire Brands Co COMMSTCK 432589109 17,649 533,527 SH   SOLE 0 533,527 0 0
Hologic Inc COMMSTCK 436440101 6,081 315,100 SH   DFND 4 0 0 315,100
Hologic Inc COMMSTCK 436440101 26,819 1,389,600 SH   SOLE 0 1,389,600 0 0
Hologic Inc 2% CNVRTBND 436440AA9 266 265,000 PRN   SOLE 0 265,000 0 0
Hologic Inc 2% CNVRTBND 436440AB7 240 215,000 PRN   DFND 3 0 0 215,000
Hologic Inc 2% CNVRTBND 436440AB7 501 450,000 PRN   DFND 4 0 0 450,000
Hologic Inc 2% CNVRTBND 436440AB7 3,343 3,000,000 PRN   DFND 1 0 0 3,000,000
Hologic Inc 2% CNVRTBND 436440AB7 41,020 36,810,000 PRN   SOLE 0 36,810,000 0 0
Hologic Inc 2% CNVRTBND 436440AC5 391 395,000 PRN   DFND 3 0 0 395,000
Hologic Inc 2% CNVRTBND 436440AC5 1,385 1,400,000 PRN   DFND 1 0 0 1,400,000
Hologic Inc 2% CNVRTBND 436440AC5 25,095 25,365,000 PRN   SOLE 0 25,365,000 0 0
Home Depot Inc/The COMMSTCK 437076102 1,823 23,533 SH   DFND 1 0 0 23,533
Home Depot Inc/The COMMSTCK 437076102 9,603 123,963 SH   DFND 3 0 0 123,963
Home Depot Inc/The COMMSTCK 437076102 188,357 2,431,357 SH   SOLE 0 2,431,357 0 0
Home Properties Inc COMMSTCK 437306103 4,759 72,800 SH   DFND 4 0 0 72,800
Home Properties Inc COMMSTCK 437306103 13,990 214,020 SH   SOLE 0 214,020 0 0
HomeAway Inc COMMSTCK 43739Q100 9,619 297,435 SH   SOLE 0 297,435 0 0
Honeywell International In COMMSTCK 438516106 3,918 49,387 SH   SOLE 0 49,387 0 0
Hospira Inc COMMSTCK 441060100 843 22,000 SH   SOLE 0 22,000 0 0
Host Hotels & Resorts Inc COMMSTCK 44107P104 6,045 358,300 SH   DFND 2 358,300 0 0
HSBC Holdings PLC DEPRECPT 404280406 1,521 29,300 SH   SOLE 0 29,300 0 0
Humana Inc COMMSTCK 444859102 10,068 119,321 SH   DFND 4 0 0 119,321
Humana Inc COMMSTCK 444859102 52,364 620,577 SH   SOLE 0 620,577 0 0
Illumina Inc COMMSTCK 452327109 7,035 94,000 SH   SOLE 0 94,000 0 0
Imax Corp COMMSTCK 45245E109 7,933 319,100 SH   SOLE 0 319,100 0 0
Infosys Ltd DEPRECPT 456788108 1,458 35,400 SH   SOLE 0 35,400 0 0
Ingersoll-Rand PLC COMMSTCK G47791101 245 4,419 SH   DFND 3 0 0 4,419
Ingersoll-Rand PLC COMMSTCK G47791101 4,145 74,659 SH   DFND 1 0 0 74,659
Ingersoll-Rand PLC COMMSTCK G47791101 187,302 3,373,595 SH   SOLE 0 3,373,595 0 0
Ingram Micro Inc COMMSTCK 457153104 273 14,400 SH   DFND 4 0 0 14,400
Ingram Micro Inc COMMSTCK 457153104 9,738 512,800 SH   SOLE 0 512,800 0 0
Ingredion Inc COMMSTCK 457187102 7,577 115,474 SH   DFND 4 0 0 115,474
Ingredion Inc COMMSTCK 457187102 25,288 385,370 SH   SOLE 0 385,370 0 0
Insulet Corp COMMSTCK 45784P101 7,042 224,198 SH   SOLE 0 224,198 0 0
Intel Corp COMMSTCK 458140100 102 4,214 SH   DFND 3 0 0 4,214
Intel Corp COMMSTCK 458140100 1,724 71,162 SH   DFND 1 0 0 71,162
Intel Corp COMMSTCK 458140100 47,685 1,968,815 SH   SOLE 0 1,968,815 0 0
Intel Corp 2.95% CNVRTBND 458140AD2 4,494 4,130,000 PRN   DFND 1 0 0 4,130,000
Intel Corp 2.95% CNVRTBND 458140AD2 59,011 54,232,000 PRN   SOLE 0 54,232,000 0 0
Intel Corp 3.25% CNVRTBND 458140AF7 23 18,000 PRN   DFND 3 0 0 18,000
Intel Corp 3.25% CNVRTBND 458140AF7 1,152 904,000 PRN   DFND 1 0 0 904,000
Intel Corp 3.25% CNVRTBND 458140AF7 9,464 7,426,000 PRN   SOLE 0 7,426,000 0 0
IntercontinentalExchange I COMMSTCK 45865V100 5,628 31,658 SH   DFND 3 0 0 31,658
IntercontinentalExchange I COMMSTCK 45865V100 36,557 205,653 SH   SOLE 0 205,653 0 0
International Business Mac COMMSTCK 459200101 281 1,470 SH   DFND 3 0 0 1,470
International Business Mac COMMSTCK 459200101 4,629 24,222 SH   DFND 1 0 0 24,222
International Business Mac COMMSTCK 459200101 77,210 404,007 SH   SOLE 0 404,007 0 0
International Game Technol COMMSTCK 459902102 169 10,131 SH   SOLE 0 10,131 0 0
International Paper Co COMMSTCK 460146103 45 1,018 SH   DFND 3 0 0 1,018
International Paper Co COMMSTCK 460146103 780 17,614 SH   DFND 1 0 0 17,614
International Paper Co COMMSTCK 460146103 7,218 162,900 SH   DFND 4 0 0 162,900
International Paper Co COMMSTCK 460146103 46,652 1,052,856 SH   SOLE 0 1,052,856 0 0
Invesco Ltd COMMSTCK G491BT108 121 3,790 SH   DFND 3 0 0 3,790
Invesco Ltd COMMSTCK G491BT108 2,048 64,418 SH   DFND 1 0 0 64,418
Invesco Ltd COMMSTCK G491BT108 67,035 2,108,004 SH   SOLE 0 2,108,004 0 0
IPG Photonics Corp COMMSTCK 44980X109 2,909 47,900 SH   SOLE 0 47,900 0 0
Iron Mountain Inc COMMSTCK 462846106 2,142 80,500 SH   SOLE 0 80,500 0 0
iShares US Real Estate ETF ETIF 464287739 9,089 136,900 SH   SOLE 0 136,900 0 0
Itau Unibanco Holding SA DEPRECPT 465562106 10,628 822,610 SH   SOLE 0 822,610 0 0
ITC Holdings Corp COMMSTCK 465685105 2,903 31,800 SH   SOLE 0 31,800 0 0
Itron Inc COMMSTCK 465741106 402 9,479 SH   DFND 4 0 0 9,479
Itron Inc COMMSTCK 465741106 11,255 265,251 SH   SOLE 0 265,251 0 0
ITT Corp COMMSTCK 450911201 101 3,450 SH   DFND 4 0 0 3,450
ITT Corp COMMSTCK 450911201 2,302 78,259 SH   SOLE 0 78,259 0 0
Jarden Corp COMMSTCK 471109108 9,877 225,750 SH   DFND 4 0 0 225,750
Jarden Corp COMMSTCK 471109108 28,920 661,030 SH   SOLE 0 661,030 0 0
Jazz Pharmaceuticals Plc COMMSTCK G50871105 5,512 80,200 SH   DFND 4 0 0 80,200
Jazz Pharmaceuticals Plc COMMSTCK G50871105 23,427 340,859 SH   SOLE 0 340,859 0 0
JinkoSolar Holding Co Ltd CNVRTBND 47759TAA8 3,596 6,000,000 PRN   SOLE 0 6,000,000 0 0
John Wiley & Sons Inc COMMSTCK 968223206 238 5,932 SH   DFND 3 0 0 5,932
John Wiley & Sons Inc COMMSTCK 968223206 3,853 96,119 SH   DFND 1 0 0 96,119
John Wiley & Sons Inc COMMSTCK 968223206 135,983 3,391,951 SH   SOLE 0 3,391,951 0 0
Johnson & Johnson COMMSTCK 478160104 482 5,619 SH   DFND 3 0 0 5,619
Johnson & Johnson COMMSTCK 478160104 7,635 88,923 SH   DFND 1 0 0 88,923
Johnson & Johnson COMMSTCK 478160104 356,058 4,146,965 SH   SOLE 0 4,146,965 0 0
Johnson Controls Inc COMMSTCK 478366107 170 4,744 SH   DFND 3 0 0 4,744
Johnson Controls Inc COMMSTCK 478366107 2,871 80,228 SH   DFND 1 0 0 80,228
Johnson Controls Inc COMMSTCK 478366107 45,979 1,284,678 SH   SOLE 0 1,284,678 0 0
Jones Lang LaSalle Inc COMMSTCK 48020Q107 5,951 65,300 SH   SOLE 0 65,300 0 0
Joy Global Inc COMMSTCK 481165108 78 1,610 SH   DFND 3 0 0 1,610
Joy Global Inc COMMSTCK 481165108 1,345 27,714 SH   DFND 1 0 0 27,714
Joy Global Inc COMMSTCK 481165108 5,295 109,100 SH   DFND 4 0 0 109,100
Joy Global Inc COMMSTCK 481165108 44,904 925,292 SH   SOLE 0 925,292 0 0
JPMorgan Chase & Co COMMSTCK 46625H100 270 5,119 SH   DFND 3 0 0 5,119
JPMorgan Chase & Co COMMSTCK 46625H100 4,512 85,470 SH   DFND 1 0 0 85,470
JPMorgan Chase & Co COMMSTCK 46625H100 148,726 2,817,308 SH   SOLE 0 2,817,308 0 0
Kansas City Southern COMMSTCK 485170302 8,615 81,300 SH   SOLE 0 81,300 0 0
KapStone Paper and Packagi COMMSTCK 48562P103 5,123 127,500 SH   SOLE 0 127,500 0 0
KAR Auction Services Inc COMMSTCK 48238T109 379 16,583 SH   SOLE 0 16,583 0 0
Kaydon Corp COMMSTCK 486587108 12,572 456,320 SH   SOLE 0 456,320 0 0
KB Home 1.375% CNVRTBND 48666KAS8 415 400,000 PRN   DFND 3 0 0 400,000
KB Home 1.375% CNVRTBND 48666KAS8 674 650,000 PRN   DFND 4 0 0 650,000
KB Home 1.375% CNVRTBND 48666KAS8 1,323 1,275,000 PRN   DFND 1 0 0 1,275,000
KB Home 1.375% CNVRTBND 48666KAS8 37,947 36,575,000 PRN   SOLE 0 36,575,000 0 0
KBR Inc COMMSTCK 48242W106 157 4,821 SH   DFND 3 0 0 4,821
KBR Inc COMMSTCK 48242W106 2,649 81,505 SH   DFND 1 0 0 81,505
KBR Inc COMMSTCK 48242W106 70,992 2,184,373 SH   SOLE 0 2,184,373 0 0
Kellogg Co COMMSTCK 487836108 15,452 240,571 SH   SOLE 0 240,571 0 0
Kennametal Inc COMMSTCK 489170100 212 5,449 SH   DFND 4 0 0 5,449
Kennametal Inc COMMSTCK 489170100 5,795 149,248 SH   SOLE 0 149,248 0 0
KeyCorp COMMSTCK 493267108 114 10,362 SH   DFND 3 0 0 10,362
KeyCorp COMMSTCK 493267108 4,488 406,500 SH   DFND 1 0 0 406,500
KeyCorp COMMSTCK 493267108 90,578 8,204,511 SH   SOLE 0 8,204,511 0 0
Kilroy Realty Corp COMMSTCK 49427F108 6,059 114,300 SH   DFND 2 114,300 0 0
Kimberly-Clark Corp COMMSTCK 494368103 16 166 SH   DFND 3 0 0 166
Kimberly-Clark Corp COMMSTCK 494368103 26,616 274,001 SH   SOLE 0 274,001 0 0
Kimco Realty Corp COMMSTCK 49446R109 5,518 257,490 SH   DFND 4 0 0 257,490
Kimco Realty Corp COMMSTCK 49446R109 16,149 753,550 SH   SOLE 0 753,550 0 0
KKR & Co LP COMMSTCK 48248M102 4,229 215,130 SH   SOLE 0 215,130 0 0
Kraft Foods Group Inc COMMSTCK 50076Q106 129 2,301 SH   DFND 3 0 0 2,301
Kraft Foods Group Inc COMMSTCK 50076Q106 1,946 34,839 SH   DFND 1 0 0 34,839
Kraft Foods Group Inc COMMSTCK 50076Q106 60,056 1,074,919 SH   SOLE 0 1,074,919 0 0
Lam Research Corp 1.25% CNVRTBND 512807AL2 444 400,000 PRN   DFND 3 0 0 400,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 633 571,000 PRN   DFND 4 0 0 571,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 2,440 2,199,000 PRN   DFND 1 0 0 2,199,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 43,310 39,040,000 PRN   SOLE 0 39,040,000 0 0
Las Vegas Sands Corp COMMSTCK 517834107 4,638 87,630 SH   SOLE 0 87,630 0 0
Lazard Ltd COMMSTCK G54050102 1,479 46,000 SH   SOLE 0 46,000 0 0
Lear Corp COMMSTCK 521865204 17,427 288,244 SH   SOLE 0 288,244 0 0
Liberty Global PLC COMMSTCK G5480U104 4,608 62,200 SH   SOLE 0 62,200 0 0
Liberty Property Trust COMMSTCK 531172104 3,711 100,400 SH   DFND 2 100,400 0 0
LifePoint Hospitals Inc 3. CNVRTBND 53219LAH2 1,281 1,185,000 PRN   SOLE 0 1,185,000 0 0
Lincoln Electric Holdings COMMSTCK 533900106 7,290 127,300 SH   SOLE 0 127,300 0 0
Lincoln National Corp COMMSTCK 534187109 9,121 250,100 SH   DFND 4 0 0 250,100
Lincoln National Corp COMMSTCK 534187109 26,787 734,500 SH   SOLE 0 734,500 0 0
Linear Technology Corp COMMSTCK 535678106 14,232 386,328 SH   SOLE 0 386,328 0 0
LinkedIn Corp COMMSTCK 53578A108 8,220 46,100 SH   SOLE 0 46,100 0 0
Live Nation Entertainment CNVRTBND 538034AB5 2,517 2,491,000 PRN   SOLE 0 2,491,000 0 0
LKQ Corp COMMSTCK 501889208 16,416 637,500 SH   SOLE 0 637,500 0 0
Legg Mason Inc COMMSTCK 524901105 76 2,445 SH   DFND 4 0 0 2,445
Legg Mason Inc COMMSTCK 524901105 318 10,264 SH   DFND 1 0 0 10,264
Legg Mason Inc COMMSTCK 524901105 2,799 90,275 SH   SOLE 0 90,275 0 0
Lockheed Martin Corp COMMSTCK 539830109 635 5,856 SH   SOLE 0 5,856 0 0
Lorillard Inc COMMSTCK 544147101 716 16,383 SH   SOLE 0 16,383 0 0
Lowe's Cos Inc COMMSTCK 548661107 85 2,086 SH   DFND 3 0 0 2,086
Lowe's Cos Inc COMMSTCK 548661107 1,443 35,284 SH   DFND 1 0 0 35,284
Lowe's Cos Inc COMMSTCK 548661107 128,521 3,142,311 SH   SOLE 0 3,142,311 0 0
LyondellBasell Industries COMMSTCK N53745100 854 12,892 SH   DFND 4 0 0 12,892
LyondellBasell Industries COMMSTCK N53745100 65,495 988,450 SH   SOLE 0 988,450 0 0
Macerich Co/The COMMSTCK 554382101 8,505 139,500 SH   DFND 2 139,500 0 0
Macy's Inc COMMSTCK 55616P104 179 3,739 SH   DFND 3 0 0 3,739
Macy's Inc COMMSTCK 55616P104 3,349 69,766 SH   DFND 1 0 0 69,766
Macy's Inc COMMSTCK 55616P104 9,442 196,700 SH   DFND 4 0 0 196,700
Macy's Inc COMMSTCK 55616P104 166,490 3,468,546 SH   SOLE 0 3,468,546 0 0
Manitowoc Co Inc/The COMMSTCK 563571108 12,510 698,500 SH   SOLE 0 698,500 0 0
Marathon Oil Corp COMMSTCK 565849106 215 6,230 SH   DFND 3 0 0 6,230
Marathon Oil Corp COMMSTCK 565849106 3,119 90,208 SH   DFND 1 0 0 90,208
Marathon Oil Corp COMMSTCK 565849106 9,181 265,500 SH   DFND 4 0 0 265,500
Marathon Oil Corp COMMSTCK 565849106 179,481 5,190,303 SH   SOLE 0 5,190,303 0 0
Marathon Petroleum Corp COMMSTCK 56585A102 182 2,566 SH   DFND 3 0 0 2,566
Marathon Petroleum Corp COMMSTCK 56585A102 245 3,450 SH   DFND 4 0 0 3,450
Marathon Petroleum Corp COMMSTCK 56585A102 2,798 39,376 SH   DFND 1 0 0 39,376
Marathon Petroleum Corp COMMSTCK 56585A102 106,017 1,491,938 SH   SOLE 0 1,491,938 0 0
Market Vectors Vietnam ETF ETIF 57060U761 2,333 125,438 SH   SOLE 0 125,438 0 0
Marriott International Inc COMMSTCK 571903202 24,532 607,679 SH   SOLE 0 607,679 0 0
Marvell Technology Group L COMMSTCK G5876H105 9,021 770,400 SH   DFND 4 0 0 770,400
Marvell Technology Group L COMMSTCK G5876H105 26,366 2,251,600 SH   SOLE 0 2,251,600 0 0
Masco Corp COMMSTCK 574599106 5,091 261,200 SH   SOLE 0 261,200 0 0
Masimo Corp COMMSTCK 574795100 7,768 366,400 SH   SOLE 0 366,400 0 0
Mastercard Inc COMMSTCK 57636Q104 1,843 3,208 SH   DFND 1 0 0 3,208
Mastercard Inc COMMSTCK 57636Q104 16,980 29,557 SH   DFND 3 0 0 29,557
Mastercard Inc COMMSTCK 57636Q104 142,132 247,401 SH   SOLE 0 247,401 0 0
Maxim Integrated Products COMMSTCK 57772K101 1,167 41,998 SH   DFND 1 0 0 41,998
Maxim Integrated Products COMMSTCK 57772K101 3,422 123,175 SH   DFND 3 0 0 123,175
Maxim Integrated Products COMMSTCK 57772K101 71,273 2,565,630 SH   SOLE 0 2,565,630 0 0
MBIA Inc COMMSTCK 55262C100 150 11,281 SH   SOLE 0 11,281 0 0
McCormick & Co Inc/MD COMMSTCK 579780206 8,039 114,256 SH   SOLE 0 114,256 0 0
McDonald's Corp COMMSTCK 580135101 218 2,205 SH   DFND 3 0 0 2,205
McDonald's Corp COMMSTCK 580135101 3,791 38,293 SH   DFND 1 0 0 38,293
McDonald's Corp COMMSTCK 580135101 60,207 608,147 SH   SOLE 0 608,147 0 0
McKesson Corp COMMSTCK 58155Q103 2,003 17,494 SH   SOLE 0 17,494 0 0
Medtronic Inc COMMSTCK 585055106 18,414 357,759 SH   SOLE 0 357,759 0 0
Mentor Graphics Corp 4% CNVRTBND 587200AK2 61 50,000 PRN   DFND 3 0 0 50,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 547 450,000 PRN   DFND 4 0 0 450,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 2,692 2,213,000 PRN   DFND 1 0 0 2,213,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 43,252 35,562,000 PRN   SOLE 0 35,562,000 0 0
Merck & Co Inc COMMSTCK 58933Y105 123 2,649 SH   DFND 3 0 0 2,649
Merck & Co Inc COMMSTCK 58933Y105 2,248 48,392 SH   DFND 1 0 0 48,392
Merck & Co Inc COMMSTCK 58933Y105 110,968 2,388,975 SH   SOLE 0 2,388,975 0 0
Methanex Corp COMMSTCK 59151K108 6,872 160,600 SH   SOLE 0 160,600 0 0
MetLife Inc COMMSTCK 59156R108 356 7,788 SH   SOLE 0 7,788 0 0
MGM Resorts International CNVRTBND 55303QAE0 6,045 5,400,000 PRN   SOLE 0 5,400,000 0 0
Michael Kors Holdings Ltd COMMSTCK G60754101 17,415 280,800 SH   SOLE 0 280,800 0 0
Microchip Technology Inc COMMSTCK 595017104 13 359 SH   DFND 3 0 0 359
Microchip Technology Inc COMMSTCK 595017104 24,600 660,396 SH   SOLE 0 660,396 0 0
Microsoft Corp COMMSTCK 594918104 9,181 265,885 SH   DFND 1 0 0 265,885
Microsoft Corp COMMSTCK 594918104 17,355 502,602 SH   DFND 3 0 0 502,602
Microsoft Corp COMMSTCK 594918104 433,265 12,547,509 SH   SOLE 0 12,547,509 0 0
Mine Safety Appliances Co COMMSTCK 602720104 11,342 243,656 SH   SOLE 0 243,656 0 0
Mobile Mini Inc COMMSTCK 60740F105 6,189 186,705 SH   SOLE 0 186,705 0 0
Molex Inc COMMSTCK 608554200 11,954 480,841 SH   SOLE 0 480,841 0 0
Molson Coors Brewing Co COMMSTCK 60871R209 1,306 27,283 SH   SOLE 0 27,283 0 0
Mondelez International Inc COMMSTCK 609207105 200 7,003 SH   DFND 3 0 0 7,003
Mondelez International Inc COMMSTCK 609207105 2,982 104,516 SH   DFND 1 0 0 104,516
Mondelez International Inc COMMSTCK 609207105 72,134 2,528,365 SH   SOLE 0 2,528,365 0 0
Monolithic Power Systems I COMMSTCK 609839105 3,178 131,817 SH   SOLE 0 131,817 0 0
Monsanto Co COMMSTCK 61166W101 1,690 17,104 SH   DFND 1 0 0 17,104
Monsanto Co COMMSTCK 61166W101 4,958 50,187 SH   DFND 3 0 0 50,187
Monsanto Co COMMSTCK 61166W101 88,639 897,151 SH   SOLE 0 897,151 0 0
Monster Beverage Corp COMMSTCK 611740101 5,841 96,110 SH   SOLE 0 96,110 0 0
Morgan Stanley COMMSTCK 617446448 90,873 3,719,730 SH   SOLE 0 3,719,730 0 0
Mosaic Co/The COMMSTCK 61945C103 111 2,063 SH   DFND 3 0 0 2,063
Mosaic Co/The COMMSTCK 61945C103 1,925 35,768 SH   DFND 1 0 0 35,768
Mosaic Co/The COMMSTCK 61945C103 99,755 1,853,830 SH   SOLE 0 1,853,830 0 0
Motorola Solutions Inc COMMSTCK 620076307 77 1,338 SH   DFND 3 0 0 1,338
Motorola Solutions Inc COMMSTCK 620076307 1,504 26,057 SH   DFND 1 0 0 26,057
Motorola Solutions Inc COMMSTCK 620076307 22,850 395,806 SH   SOLE 0 395,806 0 0
Mueller Water Products Inc COMMSTCK 624758108 3,997 578,400 SH   SOLE 0 578,400 0 0
Murphy Oil Corp COMMSTCK 626717102 5,809 95,400 SH   DFND 4 0 0 95,400
Murphy Oil Corp COMMSTCK 626717102 17,000 279,200 SH   SOLE 0 279,200 0 0
NASDAQ OMX Group Inc/The COMMSTCK 631103108 7,489 228,400 SH   DFND 4 0 0 228,400
NASDAQ OMX Group Inc/The COMMSTCK 631103108 21,933 668,900 SH   SOLE 0 668,900 0 0
National Fuel Gas Co COMMSTCK 636180101 12 205 SH   DFND 3 0 0 205
National Fuel Gas Co COMMSTCK 636180101 19,246 332,111 SH   SOLE 0 332,111 0 0
National Oilwell Varco Inc COMMSTCK 637071101 121 1,754 SH   DFND 3 0 0 1,754
National Oilwell Varco Inc COMMSTCK 637071101 1,996 28,969 SH   DFND 1 0 0 28,969
National Oilwell Varco Inc COMMSTCK 637071101 33,621 487,967 SH   SOLE 0 487,967 0 0
National Retail Properties COMMSTCK 637417106 2,061 59,900 SH   DFND 2 59,900 0 0
Natural Grocers by Vitamin COMMSTCK 63888U108 2,750 88,698 SH   SOLE 0 88,698 0 0
NCR Corp COMMSTCK 62886E108 5,892 178,600 SH   DFND 4 0 0 178,600
NCR Corp COMMSTCK 62886E108 17,270 523,500 SH   SOLE 0 523,500 0 0
NetApp Inc COMMSTCK 64110D104 2,365 62,600 SH   SOLE 0 62,600 0 0
Netflix Inc COMMSTCK 64110L106 6,396 30,300 SH   SOLE 0 30,300 0 0
Neurocrine Biosciences Inc COMMSTCK 64125C109 3,318 248,000 SH   SOLE 0 248,000 0 0
New York Community Bancorp COMMSTCK 649445103 10 696 SH   DFND 3 0 0 696
New York Community Bancorp COMMSTCK 649445103 17,142 1,224,422 SH   SOLE 0 1,224,422 0 0
NextEra Energy Inc COMMSTCK 65339F101 85,558 1,050,046 SH   SOLE 0 1,050,046 0 0
Nielsen Holdings NV COMMSTCK N63218106 2,932 87,300 SH   SOLE 0 87,300 0 0
NIKE Inc COMMSTCK 654106103 253 3,967 SH   SOLE 0 3,967 0 0
Noble Energy Inc COMMSTCK 655044105 1,763 29,371 SH   DFND 4 0 0 29,371
Noble Energy Inc COMMSTCK 655044105 9,318 155,189 SH   SOLE 0 155,189 0 0
Nordstrom Inc COMMSTCK 655664100 140 2,332 SH   DFND 3 0 0 2,332
Nordstrom Inc COMMSTCK 655664100 2,361 39,395 SH   DFND 1 0 0 39,395
Nordstrom Inc COMMSTCK 655664100 38,161 636,650 SH   SOLE 0 636,650 0 0
Norfolk Southern Corp COMMSTCK 655844108 230 3,159 SH   DFND 3 0 0 3,159
Norfolk Southern Corp COMMSTCK 655844108 4,005 55,127 SH   DFND 1 0 0 55,127
Norfolk Southern Corp COMMSTCK 655844108 60,147 827,903 SH   SOLE 0 827,903 0 0
Northeast Utilities COMMSTCK 664397106 6,163 146,670 SH   DFND 4 0 0 146,670
Northeast Utilities COMMSTCK 664397106 18,124 431,320 SH   SOLE 0 431,320 0 0
Novartis AG DEPRECPT 66987V109 6,039 85,400 SH   SOLE 0 85,400 0 0
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 85 60,000 PRN   DFND 3 0 0 60,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 648 460,000 PRN   DFND 4 0 0 460,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 4,383 3,110,000 PRN   DFND 1 0 0 3,110,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 79,799 56,620,000 PRN   SOLE 0 56,620,000 0 0
NPS Pharmaceuticals Inc COMMSTCK 62936P103 9,941 658,318 SH   SOLE 0 658,318 0 0
Nu Skin Enterprises Inc COMMSTCK 67018T105 3,392 55,500 SH   SOLE 0 55,500 0 0
Nuance Communications Inc COMMSTCK 67020Y100 41 2,236 SH   DFND 3 0 0 2,236
Nuance Communications Inc COMMSTCK 67020Y100 689 37,495 SH   DFND 1 0 0 37,495
Nuance Communications Inc COMMSTCK 67020Y100 9,442 513,685 SH   SOLE 0 513,685 0 0
Nuance Communications Inc CNVRTBND 67020YAF7 381 370,000 PRN   DFND 3 0 0 370,000
Nuance Communications Inc CNVRTBND 67020YAF7 773 750,000 PRN   DFND 4 0 0 750,000
Nuance Communications Inc CNVRTBND 67020YAF7 1,797 1,745,000 PRN   DFND 1 0 0 1,745,000
Nuance Communications Inc CNVRTBND 67020YAF7 55,641 54,020,000 PRN   SOLE 0 54,020,000 0 0
NuVasive Inc 2.75% CNVRTBND 670704AC9 207 210,000 PRN   DFND 4 0 0 210,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 271 275,000 PRN   DFND 3 0 0 275,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 3,629 3,680,000 PRN   DFND 1 0 0 3,680,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 34,271 34,749,000 PRN   SOLE 0 34,749,000 0 0
NVIDIA Corp COMMSTCK 67066G104 6,436 458,700 SH   SOLE 0 458,700 0 0
Occidental Petroleum Corp COMMSTCK 674599105 1,107 12,411 SH   DFND 1 0 0 12,411
Occidental Petroleum Corp COMMSTCK 674599105 4,216 47,248 SH   DFND 3 0 0 47,248
Occidental Petroleum Corp COMMSTCK 674599105 173,123 1,940,191 SH   SOLE 0 1,940,191 0 0
OCZ Technology Group Inc COMMSTCK 67086E303 47 32,651 SH   DFND 4 0 0 32,651
OCZ Technology Group Inc COMMSTCK 67086E303 1,149 792,186 SH   SOLE 0 792,186 0 0
Oil States International I COMMSTCK 678026105 6,049 65,300 SH   DFND 4 0 0 65,300
Oil States International I COMMSTCK 678026105 17,759 191,700 SH   SOLE 0 191,700 0 0
Omnicare Inc 3.25% CNVRTBND 681904AL2 585 568,000 PRN   DFND 1 0 0 568,000
Omnicare Inc 3.25% CNVRTBND 681904AL2 1,942 1,885,000 PRN   DFND 3 0 0 1,885,000
Omnicare Inc 3.25% CNVRTBND 681904AL2 4,028 3,911,000 PRN   SOLE 0 3,911,000 0 0
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 172 150,000 PRN   DFND 3 0 0 150,000
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 697 606,000 PRN   DFND 4 0 0 606,000
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 35,336 30,744,000 PRN   SOLE 0 30,744,000 0 0
ONEOK Inc COMMSTCK 682680103 430 10,421 SH   SOLE 0 10,421 0 0
Onyx Pharmaceuticals Inc COMMSTCK 683399109 6,885 79,300 SH   SOLE 0 79,300 0 0
Oracle Corp COMMSTCK 68389X105 3,746 121,949 SH   DFND 1 0 0 121,949
Oracle Corp COMMSTCK 68389X105 10,948 356,395 SH   DFND 3 0 0 356,395
Oracle Corp COMMSTCK 68389X105 207,837 6,765,528 SH   SOLE 0 6,765,528 0 0
Orbital Sciences Corp COMMSTCK 685564106 283 16,300 SH   DFND 4 0 0 16,300
Orbital Sciences Corp COMMSTCK 685564106 8,848 509,390 SH   SOLE 0 509,390 0 0
Owens & Minor Inc COMMSTCK 690732102 9 274 SH   DFND 3 0 0 274
Owens & Minor Inc COMMSTCK 690732102 19,740 583,503 SH   SOLE 0 583,503 0 0
Owens Corning COMMSTCK 690742101 3,388 86,700 SH   DFND 4 0 0 86,700
Owens Corning COMMSTCK 690742101 9,953 254,690 SH   SOLE 0 254,690 0 0
Owens-Illinois Inc COMMSTCK 690768403 47 1,700 SH   DFND 4 0 0 1,700
Owens-Illinois Inc COMMSTCK 690768403 903 32,499 SH   SOLE 0 32,499 0 0
PACCAR Inc COMMSTCK 693718108 261 4,869 SH   DFND 3 0 0 4,869
PACCAR Inc COMMSTCK 693718108 3,831 71,397 SH   DFND 1 0 0 71,397
PACCAR Inc COMMSTCK 693718108 6,638 123,700 SH   DFND 4 0 0 123,700
PACCAR Inc COMMSTCK 693718108 78,187 1,457,080 SH   SOLE 0 1,457,080 0 0
Panera Bread Co COMMSTCK 69840W108 8,548 45,974 SH   SOLE 0 45,974 0 0
PDC Energy Inc COMMSTCK 69327R101 5,750 111,700 SH   SOLE 0 111,700 0 0
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 524 425,000 PRN   DFND 4 0 0 425,000
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 1,295 1,050,000 PRN   DFND 1 0 0 1,050,000
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 29,265 23,720,000 PRN   SOLE 0 23,720,000 0 0
Pebblebrook Hotel Trust COMMSTCK 70509V100 794 30,700 SH   DFND 2 30,700 0 0
Pebblebrook Hotel Trust COMMSTCK 70509V100 6,921 267,750 SH   DFND 4 0 0 267,750
Pebblebrook Hotel Trust COMMSTCK 70509V100 20,347 787,110 SH   SOLE 0 787,110 0 0
Pentair Ltd COMMSTCK H6169Q108 6,507 112,800 SH   DFND 4 0 0 112,800
Pentair Ltd COMMSTCK H6169Q108 19,128 331,560 SH   SOLE 0 331,560 0 0
PepsiCo Inc COMMSTCK 713448108 1,648 20,145 SH   DFND 1 0 0 20,145
PepsiCo Inc COMMSTCK 713448108 6,958 85,069 SH   DFND 3 0 0 85,069
PepsiCo Inc COMMSTCK 713448108 224,552 2,745,473 SH   SOLE 0 2,745,473 0 0
Pfizer Inc COMMSTCK 717081103 311 11,091 SH   DFND 3 0 0 11,091
Pfizer Inc COMMSTCK 717081103 6,223 222,163 SH   DFND 1 0 0 222,163
Pfizer Inc COMMSTCK 717081103 272,932 9,744,103 SH   SOLE 0 9,744,103 0 0
Philip Morris Internationa COMMSTCK 718172109 12,496 144,257 SH   DFND 3 0 0 144,257
Philip Morris Internationa COMMSTCK 718172109 134,374 1,551,306 SH   SOLE 0 1,551,306 0 0
Phillips 66 COMMSTCK 718546104 121 2,048 SH   DFND 3 0 0 2,048
Phillips 66 COMMSTCK 718546104 2,216 37,611 SH   DFND 1 0 0 37,611
Phillips 66 COMMSTCK 718546104 36,723 623,372 SH   SOLE 0 623,372 0 0
Piedmont Office Realty Tru COMMSTCK 720190206 1,282 71,700 SH   DFND 2 71,700 0 0
Pioneer Natural Resources COMMSTCK 723787107 8,251 57,000 SH   SOLE 0 57,000 0 0
Plum Creek Timber Co Inc COMMSTCK 729251108 29,156 624,729 SH   SOLE 0 624,729 0 0
Ply Gem Holdings Inc COMMSTCK 72941W100 4,435 221,100 SH   SOLE 0 221,100 0 0
PNC Financial Services Gro COMMSTCK 693475105 468 6,419 SH   DFND 3 0 0 6,419
PNC Financial Services Gro COMMSTCK 693475105 7,538 103,370 SH   DFND 1 0 0 103,370
PNC Financial Services Gro COMMSTCK 693475105 293,080 4,019,202 SH   SOLE 0 4,019,202 0 0
PNM Resources Inc COMMSTCK 69349H107 5,712 257,400 SH   DFND 4 0 0 257,400
PNM Resources Inc COMMSTCK 69349H107 16,789 756,590 SH   SOLE 0 756,590 0 0
Polymet Mining Corp COMMSTCK 731916102 64 91,233 SH   DFND 4 0 0 91,233
Polymet Mining Corp COMMSTCK 731916102 1,956 2,794,636 SH   SOLE 0 2,794,636 0 0
Polymet Mining Corp COMMSTCK 731916110 2 91,233 SH   DFND 4 0 0 91,233
Polymet Mining Corp COMMSTCK 731916110 64 2,794,636 SH   SOLE 0 2,794,636 0 0
PowerShares Buyback Achiev ETIF 73935X286 19,119 537,957 SH   SOLE 0 537,957 0 0
PPG Industries Inc COMMSTCK 693506107 1,735 11,848 SH   SOLE 0 11,848 0 0
PPL Corp COMMSTCK 69351T106 237 7,828 SH   SOLE 0 7,828 0 0
Praxair Inc COMMSTCK 74005P104 5,083 44,137 SH   DFND 3 0 0 44,137
Praxair Inc COMMSTCK 74005P104 32,206 279,666 SH   SOLE 0 279,666 0 0
Precision Castparts Corp COMMSTCK 740189105 3,923 17,357 SH   SOLE 0 17,357 0 0
Precision Drilling Corp COMMSTCK 74022D308 2,813 329,000 SH   DFND 4 0 0 329,000
Precision Drilling Corp COMMSTCK 74022D308 8,237 963,400 SH   SOLE 0 963,400 0 0
priceline.com Inc COMMSTCK 741503403 8,844 10,692 SH   SOLE 0 10,692 0 0
Procter & Gamble Co/The COMMSTCK 742718109 4,189 54,416 SH   DFND 1 0 0 54,416
Procter & Gamble Co/The COMMSTCK 742718109 5,107 66,332 SH   DFND 3 0 0 66,332
Procter & Gamble Co/The COMMSTCK 742718109 67,630 878,423 SH   SOLE 0 878,423 0 0
Prologis Inc COMMSTCK 74340W103 9,736 258,100 SH   DFND 2 258,100 0 0
Prudential Financial Inc COMMSTCK 744320102 3,813 52,215 SH   SOLE 0 52,215 0 0
Public Storage COMMSTCK 74460D109 9,874 64,400 SH   DFND 2 64,400 0 0
QLIK Technologies Inc COMMSTCK 74733T105 8,563 302,900 SH   SOLE 0 302,900 0 0
QUALCOMM Inc COMMSTCK 747525103 9,626 157,594 SH   DFND 3 0 0 157,594
QUALCOMM Inc COMMSTCK 747525103 131,203 2,148,044 SH   SOLE 0 2,148,044 0 0
Questar Corp COMMSTCK 748356102 10 425 SH   DFND 3 0 0 425
Questar Corp COMMSTCK 748356102 17,858 748,759 SH   SOLE 0 748,759 0 0
Ramco-Gershenson Propertie COMMSTCK 751452202 1,391 89,600 SH   DFND 2 89,600 0 0
Range Resources Corp COMMSTCK 75281A109 13,709 177,300 SH   SOLE 0 177,300 0 0
Raytheon Co COMMSTCK 755111507 72 1,096 SH   DFND 3 0 0 1,096
Raytheon Co COMMSTCK 755111507 1,248 18,874 SH   DFND 1 0 0 18,874
Raytheon Co COMMSTCK 755111507 101,167 1,530,052 SH   SOLE 0 1,530,052 0 0
Regal Entertainment Group COMMSTCK 758766109 10,058 561,875 SH   SOLE 0 561,875 0 0
Regency Centers Corp COMMSTCK 758849103 3,984 78,400 SH   DFND 2 78,400 0 0
Regions Financial Corp COMMSTCK 7591EP100 10,184 1,068,600 SH   DFND 4 0 0 1,068,600
Regions Financial Corp COMMSTCK 7591EP100 108,660 11,401,878 SH   SOLE 0 11,401,878 0 0
Rent-A-Center Inc/TX COMMSTCK 76009N100 5,858 156,010 SH   DFND 4 0 0 156,010
Rent-A-Center Inc/TX COMMSTCK 76009N100 17,120 455,920 SH   SOLE 0 455,920 0 0
Resolute Forest Products I COMMSTCK 76117W109 487 36,962 SH   DFND 3 0 0 36,962
Retail Opportunity Investm COMMSTCK 76131N101 1,875 134,900 SH   DFND 2 134,900 0 0
Retail Properties of Ameri COMMSTCK 76131V202 1,071 75,000 SH   DFND 2 75,000 0 0
Rite Aid Corp COMMSTCK 767754104 133 46,623 SH   SOLE 0 46,623 0 0
RLJ Lodging Trust COMMSTCK 74965L101 2,544 113,100 SH   DFND 2 113,100 0 0
Robert Half International COMMSTCK 770323103 7,822 235,400 SH   DFND 4 0 0 235,400
Robert Half International COMMSTCK 770323103 22,989 691,820 SH   SOLE 0 691,820 0 0
Rock Tenn Co COMMSTCK 772739207 7,171 71,793 SH   SOLE 0 71,793 0 0
Rockwell Automation Inc COMMSTCK 773903109 72 862 SH   DFND 3 0 0 862
Rockwell Automation Inc COMMSTCK 773903109 1,242 14,944 SH   DFND 1 0 0 14,944
Rockwell Automation Inc COMMSTCK 773903109 21,802 262,231 SH   SOLE 0 262,231 0 0
Ross Stores Inc COMMSTCK 778296103 3,196 49,308 SH   DFND 1 0 0 49,308
Ross Stores Inc COMMSTCK 778296103 8,283 127,800 SH   DFND 4 0 0 127,800
Ross Stores Inc COMMSTCK 778296103 12,269 189,301 SH   DFND 3 0 0 189,301
Ross Stores Inc COMMSTCK 778296103 211,895 3,269,475 SH   SOLE 0 3,269,475 0 0
Rowan Cos Plc COMMSTCK G7665A101 2,121 62,259 SH   SOLE 0 62,259 0 0
RTI International Metals I CNVRTBND 74973WAB3 193 205,000 PRN   DFND 4 0 0 205,000
RTI International Metals I CNVRTBND 74973WAB3 6,396 6,795,000 PRN   SOLE 0 6,795,000 0 0
Ryder System Inc COMMSTCK 783549108 7,714 126,900 SH   DFND 4 0 0 126,900
Ryder System Inc COMMSTCK 783549108 22,650 372,600 SH   SOLE 0 372,600 0 0
Ryland Group Inc/The 0.25% CNVRTBND 783764AS2 158 175,000 PRN   DFND 3 0 0 175,000
Ryland Group Inc/The 0.25% CNVRTBND 783764AS2 582 645,000 PRN   DFND 1 0 0 645,000
Ryland Group Inc/The 0.25% CNVRTBND 783764AS2 6,864 7,605,000 PRN   SOLE 0 7,605,000 0 0
SAIC Inc COMMSTCK 78390X101 8,509 610,818 SH   SOLE 0 610,818 0 0
Salix Pharmaceuticals Ltd COMMSTCK 795435106 1,875 28,343 SH   DFND 4 0 0 28,343
Salix Pharmaceuticals Ltd COMMSTCK 795435106 22,673 342,757 SH   SOLE 0 342,757 0 0
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 358 300,000 PRN   DFND 3 0 0 300,000
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 364 305,000 PRN   DFND 4 0 0 305,000
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 1,438 1,205,000 PRN   DFND 1 0 0 1,205,000
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 25,091 21,030,000 PRN   SOLE 0 21,030,000 0 0
SanDisk Corp COMMSTCK 80004C101 14,205 232,489 SH   SOLE 0 232,489 0 0
SanDisk Corp 1.5% CNVRTBND 80004CAD3 287 215,000 PRN   DFND 3 0 0 215,000
SanDisk Corp 1.5% CNVRTBND 80004CAD3 1,820 1,365,000 PRN   DFND 1 0 0 1,365,000
SanDisk Corp 1.5% CNVRTBND 80004CAD3 26,363 19,775,000 PRN   SOLE 0 19,775,000 0 0
SBA Communications Corp COMMSTCK 78388J106 10,755 145,100 SH   SOLE 0 145,100 0 0
Schlumberger Ltd COMMSTCK 806857108 2,946 41,107 SH   DFND 1 0 0 41,107
Schlumberger Ltd COMMSTCK 806857108 6,891 96,164 SH   DFND 3 0 0 96,164
Schlumberger Ltd COMMSTCK 806857108 158,453 2,211,183 SH   SOLE 0 2,211,183 0 0
Scripps Networks Interacti COMMSTCK 811065101 272 4,073 SH   DFND 3 0 0 4,073
Scripps Networks Interacti COMMSTCK 811065101 3,259 48,817 SH   DFND 1 0 0 48,817
Scripps Networks Interacti COMMSTCK 811065101 15,526 232,571 SH   SOLE 0 232,571 0 0
SemGroup Corp COMMSTCK 81663A105 9,738 180,800 SH   SOLE 0 180,800 0 0
Sherwin-Williams Co/The COMMSTCK 824348106 7,788 44,100 SH   SOLE 0 44,100 0 0
Shire PLC DEPRECPT 82481R106 11,491 120,821 SH   SOLE 0 120,821 0 0
Shutterfly Inc COMMSTCK 82568P304 5,430 97,321 SH   SOLE 0 97,321 0 0
Signature Bank/New York NY COMMSTCK 82669G104 5,230 63,000 SH   SOLE 0 63,000 0 0
Simon Property Group Inc COMMSTCK 828806109 330 2,089 SH   SOLE 0 2,089 0 0
Simon Property Group Inc COMMSTCK 828806109 17,182 108,800 SH   DFND 2 108,800 0 0
Six Flags Entertainment Co COMMSTCK 83001A102 5,576 158,600 SH   SOLE 0 158,600 0 0
Skyworks Solutions Inc COMMSTCK 83088M102 7,867 359,400 SH   DFND 4 0 0 359,400
Skyworks Solutions Inc COMMSTCK 83088M102 26,082 1,191,500 SH   SOLE 0 1,191,500 0 0
SLM Corp COMMSTCK 78442P106 8,344 365,000 SH   DFND 4 0 0 365,000
SLM Corp COMMSTCK 78442P106 24,403 1,067,500 SH   SOLE 0 1,067,500 0 0
Smith & Nephew PLC DEPRECPT 83175M205 2,154 38,402 SH   DFND 1 0 0 38,402
Smithfield Foods Inc COMMSTCK 832248108 914 27,900 SH   SOLE 0 27,900 0 0
Snap-on Inc COMMSTCK 833034101 1,120 12,528 SH   SOLE 0 12,528 0 0
SodaStream International L COMMSTCK M9068E105 9,125 125,600 SH   SOLE 0 125,600 0 0
Solera Holdings Inc COMMSTCK 83421A104 4,480 80,500 SH   SOLE 0 80,500 0 0
Sonoco Products Co COMMSTCK 835495102 9,031 261,231 SH   SOLE 0 261,231 0 0
Southern Co/The COMMSTCK 842587107 493 11,181 SH   SOLE 0 11,181 0 0
Southwest Airlines Co COMMSTCK 844741108 6,384 495,240 SH   DFND 4 0 0 495,240
Southwest Airlines Co COMMSTCK 844741108 18,666 1,448,100 SH   SOLE 0 1,448,100 0 0
Southwestern Energy Co COMMSTCK 845467109 164 4,496 SH   DFND 3 0 0 4,496
Southwestern Energy Co COMMSTCK 845467109 2,809 76,905 SH   DFND 1 0 0 76,905
Southwestern Energy Co COMMSTCK 845467109 56,529 1,547,480 SH   SOLE 0 1,547,480 0 0
Spectra Energy Corp COMMSTCK 847560109 11 312 SH   DFND 3 0 0 312
Spectra Energy Corp COMMSTCK 847560109 20,359 590,808 SH   SOLE 0 590,808 0 0
SPX Corp COMMSTCK 784635104 142 1,976 SH   DFND 3 0 0 1,976
SPX Corp COMMSTCK 784635104 2,404 33,396 SH   DFND 1 0 0 33,396
SPX Corp COMMSTCK 784635104 40,875 567,860 SH   SOLE 0 567,860 0 0
SS&C Technologies Holdings COMMSTCK 78467J100 4,064 123,520 SH   SOLE 0 123,520 0 0
St Jude Medical Inc COMMSTCK 790849103 213 4,676 SH   SOLE 0 4,676 0 0
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 300 235,000 PRN   DFND 4 0 0 235,000
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 3,527 2,765,000 PRN   SOLE 0 2,765,000 0 0
Stanley Black & Decker Inc COMMSTCK 854502101 5,790 74,900 SH   DFND 4 0 0 74,900
Stanley Black & Decker Inc COMMSTCK 854502101 20,430 264,290 SH   SOLE 0 264,290 0 0
Stanley Black & Decker Inc PFDDOM 854502309 6,461 50,000 SH   SOLE 0 50,000 0 0
Staples Inc COMMSTCK 855030102 226 14,272 SH   SOLE 0 14,272 0 0
Starbucks Corp COMMSTCK 855244109 472 7,209 SH   DFND 4 0 0 7,209
Starbucks Corp COMMSTCK 855244109 2,773 42,338 SH   DFND 1 0 0 42,338
Starbucks Corp COMMSTCK 855244109 13,787 210,522 SH   DFND 3 0 0 210,522
Starbucks Corp COMMSTCK 855244109 212,391 3,243,108 SH   SOLE 0 3,243,108 0 0
Starwood Hotels & Resorts COMMSTCK 85590A401 1,953 30,900 SH   DFND 2 30,900 0 0
Starwood Hotels & Resorts COMMSTCK 85590A401 4,722 74,734 SH   SOLE 0 74,734 0 0
StealthGas Inc COMMSTCK Y81669106 2,475 225,000 SH   SOLE 0 225,000 0 0
Steel Dynamics Inc 5.125% CNVRTBND 858119AP5 299 280,000 PRN   DFND 4 0 0 280,000
Steel Dynamics Inc 5.125% CNVRTBND 858119AP5 8,450 7,920,000 PRN   SOLE 0 7,920,000 0 0
Stericycle Inc COMMSTCK 858912108 6,780 61,400 SH   SOLE 0 61,400 0 0
Stone Energy Corp 1.75% CNVRTBND 861642AN6 93 100,000 PRN   DFND 4 0 0 100,000
Stone Energy Corp 1.75% CNVRTBND 861642AN6 7,307 7,900,000 PRN   SOLE 0 7,900,000 0 0
SunPower Corp 4.5% CNVRTBND 867652AE9 298 255,000 PRN   DFND 4 0 0 255,000
SunPower Corp 4.5% CNVRTBND 867652AE9 11,955 10,245,000 PRN   SOLE 0 10,245,000 0 0
Superior Energy Services I COMMSTCK 868157108 5,715 220,300 SH   DFND 4 0 0 220,300
Superior Energy Services I COMMSTCK 868157108 16,687 643,300 SH   SOLE 0 643,300 0 0
SUPERVALU Inc COMMSTCK 868536103 150 24,068 SH   SOLE 0 24,068 0 0
Symantec Corp COMMSTCK 871503108 149 6,610 SH   DFND 3 0 0 6,610
Symantec Corp COMMSTCK 871503108 2,468 109,849 SH   DFND 1 0 0 109,849
Symantec Corp COMMSTCK 871503108 8,350 371,600 SH   DFND 4 0 0 371,600
Symantec Corp COMMSTCK 871503108 64,987 2,892,150 SH   SOLE 0 2,892,150 0 0
T Rowe Price Group Inc COMMSTCK 74144T108 272 3,717 SH   DFND 3 0 0 3,717
T Rowe Price Group Inc COMMSTCK 74144T108 4,369 59,727 SH   DFND 1 0 0 59,727
T Rowe Price Group Inc COMMSTCK 74144T108 76,069 1,039,901 SH   SOLE 0 1,039,901 0 0
Taiwan Semiconductor Manuf DEPRECPT 874039100 9,915 541,206 SH   SOLE 0 541,206 0 0
Tangoe Inc COMMSTCK 87582Y108 2,065 133,823 SH   SOLE 0 133,823 0 0
Targa Resources Corp COMMSTCK 87612G101 725 11,263 SH   SOLE 0 11,263 0 0
Target Corp COMMSTCK 87612E106 268 3,889 SH   DFND 3 0 0 3,889
Target Corp COMMSTCK 87612E106 4,302 62,479 SH   DFND 1 0 0 62,479
Target Corp COMMSTCK 87612E106 64,995 943,875 SH   SOLE 0 943,875 0 0
Taubman Centers Inc COMMSTCK 876664103 1,879 25,000 SH   DFND 2 25,000 0 0
Taylor Morrison Home Corp COMMSTCK 87724P106 4,258 174,634 SH   SOLE 0 174,634 0 0
TCP Capital Corp COMMSTCK 87238Q103 245 14,614 SH   SOLE 0 14,614 0 0
TD Ameritrade Holding Corp COMMSTCK 87236Y108 3,709 152,700 SH   SOLE 0 152,700 0 0
TE Connectivity Ltd COMMSTCK H84989104 454 9,964 SH   DFND 4 0 0 9,964
TE Connectivity Ltd COMMSTCK H84989104 8,359 183,554 SH   SOLE 0 183,554 0 0
Tenneco Inc COMMSTCK 880349105 8,685 191,800 SH   DFND 4 0 0 191,800
Tenneco Inc COMMSTCK 880349105 25,639 566,241 SH   SOLE 0 566,241 0 0
Ternium SA DEPRECPT 880890108 2,368 104,618 SH   SOLE 0 104,618 0 0
Teva Pharmaceutical Indust DEPRECPT 881624209 29,889 762,471 SH   SOLE 0 762,471 0 0
Theravance Inc 2.125% CNVRTBND 88338TAB0 740 480,000 PRN   DFND 4 0 0 480,000
Theravance Inc 2.125% CNVRTBND 88338TAB0 23,920 15,520,000 PRN   SOLE 0 15,520,000 0 0
Thermo Fisher Scientific I COMMSTCK 883556102 935 11,045 SH   DFND 4 0 0 11,045
Thermo Fisher Scientific I COMMSTCK 883556102 2,094 24,741 SH   DFND 1 0 0 24,741
Thermo Fisher Scientific I COMMSTCK 883556102 12,676 149,783 SH   DFND 3 0 0 149,783
Thermo Fisher Scientific I COMMSTCK 883556102 138,968 1,642,068 SH   SOLE 0 1,642,068 0 0
TIBCO Software Inc COMMSTCK 88632Q103 1,470 68,700 SH   SOLE 0 68,700 0 0
TIBCO Software Inc 2.25% CNVRTBND 88632QAB9 156 160,000 PRN   DFND 3 0 0 160,000
TIBCO Software Inc 2.25% CNVRTBND 88632QAB9 214 220,000 PRN   DFND 4 0 0 220,000
TIBCO Software Inc 2.25% CNVRTBND 88632QAB9 14,355 14,770,000 PRN   SOLE 0 14,770,000 0 0
Time Warner Cable Inc COMMSTCK 88732J207 260 2,313 SH   SOLE 0 2,313 0 0
Time Warner Inc COMMSTCK 887317303 77 1,336 SH   DFND 3 0 0 1,336
Time Warner Inc COMMSTCK 887317303 1,468 25,387 SH   DFND 1 0 0 25,387
Time Warner Inc COMMSTCK 887317303 162,158 2,804,529 SH   SOLE 0 2,804,529 0 0
Timken Co COMMSTCK 887389104 535 9,503 SH   SOLE 0 9,503 0 0
TJX Cos Inc COMMSTCK 872540109 231 4,619 SH   DFND 3 0 0 4,619
TJX Cos Inc COMMSTCK 872540109 3,973 79,360 SH   DFND 1 0 0 79,360
TJX Cos Inc COMMSTCK 872540109 68,441 1,367,175 SH   SOLE 0 1,367,175 0 0
Tractor Supply Co COMMSTCK 892356106 10,444 88,800 SH   SOLE 0 88,800 0 0
Transocean Ltd COMMSTCK H8817H100 38 795 SH   DFND 4 0 0 795
Transocean Ltd COMMSTCK H8817H100 1,177 24,551 SH   SOLE 0 24,551 0 0
Travelers Cos Inc/The COMMSTCK 89417E109 185 2,315 SH   DFND 3 0 0 2,315
Travelers Cos Inc/The COMMSTCK 89417E109 3,060 38,290 SH   DFND 1 0 0 38,290
Travelers Cos Inc/The COMMSTCK 89417E109 89,415 1,118,807 SH   SOLE 0 1,118,807 0 0
tw telecom inc 2.375% CNVRTBND 887319AC5 4,562 3,025,000 PRN   SOLE 0 3,025,000 0 0
Twenty-First Century Fox I COMMSTCK 90130A101 3,018 92,588 SH   SOLE 0 92,588 0 0
Tyco International Ltd COMMSTCK H89128104 4,140 129,278 SH   SOLE 0 129,278 0 0
Ultimate Software Group In COMMSTCK 90385D107 3,628 30,933 SH   SOLE 0 30,933 0 0
Unilever NV DEPRECPT 904784709 14,458 367,807 SH   SOLE 0 367,807 0 0
Union Pacific Corp COMMSTCK 907818108 235 1,525 SH   DFND 3 0 0 1,525
Union Pacific Corp COMMSTCK 907818108 3,891 25,221 SH   DFND 1 0 0 25,221
Union Pacific Corp COMMSTCK 907818108 142,818 925,705 SH   SOLE 0 925,705 0 0
United Continental Holding COMMSTCK 910047109 25,914 828,200 SH   SOLE 0 828,200 0 0
United Parcel Service Inc COMMSTCK 911312106 2,093 24,203 SH   DFND 1 0 0 24,203
United Parcel Service Inc COMMSTCK 911312106 8,259 95,497 SH   DFND 3 0 0 95,497
United Parcel Service Inc COMMSTCK 911312106 83,879 969,924 SH   SOLE 0 969,924 0 0
United Rentals Inc COMMSTCK 911363109 12,682 254,100 SH   SOLE 0 254,100 0 0
United States Steel Corp COMMSTCK 912909108 749 42,700 SH   SOLE 0 42,700 0 0
United States Steel Corp 2 CNVRTBND 912909AH1 123 125,000 PRN   DFND 4 0 0 125,000
United States Steel Corp 2 CNVRTBND 912909AH1 4,318 4,375,000 PRN   SOLE 0 4,375,000 0 0
United Technologies Corp COMMSTCK 913017109 6,693 72,013 SH   DFND 1 0 0 72,013
United Technologies Corp COMMSTCK 913017109 12,729 136,964 SH   DFND 3 0 0 136,964
United Technologies Corp COMMSTCK 913017109 323,214 3,477,667 SH   SOLE 0 3,477,667 0 0
UnitedHealth Group Inc COMMSTCK 91324P102 13,658 208,587 SH   SOLE 0 208,587 0 0
Unum Group COMMSTCK 91529Y106 9,921 337,797 SH   DFND 4 0 0 337,797
Unum Group COMMSTCK 91529Y106 78,473 2,671,882 SH   SOLE 0 2,671,882 0 0
US Airways Group Inc COMMSTCK 90341W108 7,621 464,100 SH   SOLE 0 464,100 0 0
US Bancorp/MN COMMSTCK 902973304 345 9,536 SH   DFND 3 0 0 9,536
US Bancorp/MN COMMSTCK 902973304 5,331 147,469 SH   DFND 1 0 0 147,469
US Bancorp/MN COMMSTCK 902973304 115,031 3,182,056 SH   SOLE 0 3,182,056 0 0
Vale SA DEPRECPT 91912E105 5,584 424,675 SH   SOLE 0 424,675 0 0
Vale SA DEPRECPT 91912E204 1,767 145,281 SH   SOLE 0 145,281 0 0
Valeant Pharmaceuticals In COMMSTCK 91911K102 275 3,200 SH   SOLE 0 3,200 0 0
Valero Energy Corp COMMSTCK 91913Y100 4,352 125,175 SH   DFND 4 0 0 125,175
Valero Energy Corp COMMSTCK 91913Y100 50,338 1,447,735 SH   SOLE 0 1,447,735 0 0
Valspar Corp/The COMMSTCK 920355104 31 473 SH   DFND 3 0 0 473
Valspar Corp/The COMMSTCK 920355104 60,270 931,963 SH   SOLE 0 931,963 0 0
Vantage Drilling Co 7.875% CORPBOND G93205AA3 459 375,000 SH   DFND 3 0 0 375,000
Vantage Drilling Co 7.875% CORPBOND G93205AA3 8,111 6,625,000 SH   SOLE 0 6,625,000 0 0
Vantiv Inc COMMSTCK 92210H105 6,707 243,000 SH   SOLE 0 243,000 0 0
Ventas Inc COMMSTCK 92276F100 168 2,418 SH   SOLE 0 2,418 0 0
Ventas Inc COMMSTCK 92276F100 8,280 119,200 SH   DFND 2 119,200 0 0
Verisk Analytics Inc COMMSTCK 92345Y106 7,976 133,600 SH   SOLE 0 133,600 0 0
Verizon Communications Inc COMMSTCK 92343V104 229 4,543 SH   DFND 3 0 0 4,543
Verizon Communications Inc COMMSTCK 92343V104 3,507 69,665 SH   DFND 1 0 0 69,665
Verizon Communications Inc COMMSTCK 92343V104 182,792 3,631,155 SH   SOLE 0 3,631,155 0 0
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 2,495 31,244 SH   DFND 3 0 0 31,244
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 85,997 1,076,716 SH   SOLE 0 1,076,716 0 0
VF Corp COMMSTCK 918204108 2,558 13,252 SH   SOLE 0 13,252 0 0
Viacom Inc COMMSTCK 92553P201 3,987 58,583 SH   SOLE 0 58,583 0 0
Visa Inc COMMSTCK 92826C839 113 617 SH   DFND 3 0 0 617
Visa Inc COMMSTCK 92826C839 1,975 10,809 SH   DFND 1 0 0 10,809
Visa Inc COMMSTCK 92826C839 98,560 539,318 SH   SOLE 0 539,318 0 0
Vodafone Group PLC DEPRECPT 92857W209 14,193 493,858 SH   SOLE 0 493,858 0 0
Vornado Realty Trust COMMSTCK 929042109 126 1,520 SH   SOLE 0 1,520 0 0
Vornado Realty Trust COMMSTCK 929042109 6,901 83,300 SH   DFND 2 83,300 0 0
WageWorks Inc COMMSTCK 930427109 5,481 159,100 SH   SOLE 0 159,100 0 0
Wal-Mart Stores Inc COMMSTCK 931142103 103 1,381 SH   DFND 3 0 0 1,381
Wal-Mart Stores Inc COMMSTCK 931142103 1,488 19,975 SH   DFND 1 0 0 19,975
Wal-Mart Stores Inc COMMSTCK 931142103 44,042 591,252 SH   SOLE 0 591,252 0 0
Walgreen Co COMMSTCK 931422109 367 8,300 SH   DFND 3 0 0 8,300
Walgreen Co COMMSTCK 931422109 5,914 133,799 SH   DFND 1 0 0 133,799
Walgreen Co COMMSTCK 931422109 97,729 2,211,063 SH   SOLE 0 2,211,063 0 0
Walt Disney Co/The COMMSTCK 254687106 6,182 97,894 SH   DFND 1 0 0 97,894
Walt Disney Co/The COMMSTCK 254687106 9,625 152,415 SH   DFND 3 0 0 152,415
Walt Disney Co/The COMMSTCK 254687106 293,984 4,655,327 SH   SOLE 0 4,655,327 0 0
Walter Investment Manageme COMMSTCK 93317W102 6,728 199,000 SH   DFND 4 0 0 199,000
Walter Investment Manageme COMMSTCK 93317W102 46,307 1,369,635 SH   SOLE 0 1,369,635 0 0
Warner Chilcott PLC COMMSTCK G94368100 4,827 242,800 SH   SOLE 0 242,800 0 0
Waters Corp COMMSTCK 941848103 485 4,850 SH   DFND 4 0 0 4,850
Waters Corp COMMSTCK 941848103 6,164 61,607 SH   SOLE 0 61,607 0 0
Weatherford International COMMSTCK H27013103 11,633 849,100 SH   DFND 4 0 0 849,100
Weatherford International COMMSTCK H27013103 34,180 2,494,860 SH   SOLE 0 2,494,860 0 0
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 49 50,000 PRN   DFND 4 0 0 50,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 784 800,000 PRN   DFND 1 0 0 800,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 25,921 26,450,000 PRN   SOLE 0 26,450,000 0 0
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 162 175,000 PRN   DFND 3 0 0 175,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 449 485,000 PRN   DFND 1 0 0 485,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 587 635,000 PRN   DFND 4 0 0 635,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 17,709 19,145,000 PRN   SOLE 0 19,145,000 0 0
Wells Fargo & Co COMMSTCK 949746101 591 14,312 SH   DFND 3 0 0 14,312
Wells Fargo & Co COMMSTCK 949746101 9,483 229,779 SH   DFND 1 0 0 229,779
Wells Fargo & Co COMMSTCK 949746101 229,833 5,569,002 SH   SOLE 0 5,569,002 0 0
Wells Fargo & Co 7.5% PFDDOM 949746804 2,060 1,725 SH   DFND 3 0 0 1,725
Wells Fargo & Co 7.5% PFDDOM 949746804 7,122 5,965 SH   DFND 1 0 0 5,965
Wells Fargo & Co 7.5% PFDDOM 949746804 95,852 80,278 SH   SOLE 0 80,278 0 0
Westar Energy Inc COMMSTCK 95709T100 5,967 186,700 SH   DFND 4 0 0 186,700
Westar Energy Inc COMMSTCK 95709T100 17,457 546,200 SH   SOLE 0 546,200 0 0
Western Union Co/The COMMSTCK 959802109 188 10,981 SH   SOLE 0 10,981 0 0
Westlake Chemical Corp COMMSTCK 960413102 8,011 83,092 SH   SOLE 0 83,092 0 0
WEX Inc COMMSTCK 96208T104 6,819 88,900 SH   SOLE 0 88,900 0 0
Weyerhaeuser Co COMMSTCK 962166104 9,490 333,114 SH   SOLE 0 333,114 0 0
Wheeler Real Estate Invest COMMSTCK 963025101 552 101,100 SH   SOLE 0 101,100 0 0
Whiting Petroleum Corp COMMSTCK 966387102 10,444 226,600 SH   DFND 4 0 0 226,600
Whiting Petroleum Corp COMMSTCK 966387102 30,529 662,370 SH   SOLE 0 662,370 0 0
Willis Group Holdings PLC COMMSTCK G96666105 8,808 216,000 SH   DFND 4 0 0 216,000
Willis Group Holdings PLC COMMSTCK G96666105 25,896 635,010 SH   SOLE 0 635,010 0 0
Windstream Corp COMMSTCK 97381W104 222 28,800 SH   DFND 4 0 0 28,800
Windstream Corp COMMSTCK 97381W104 4,713 611,276 SH   SOLE 0 611,276 0 0
WNS Holdings Ltd DEPRECPT 92932M101 3,030 181,567 SH   SOLE 0 181,567 0 0
WR Grace & Co COMMSTCK 38388F108 12,009 142,900 SH   SOLE 0 142,900 0 0
WW Grainger Inc COMMSTCK 384802104 4,704 18,652 SH   DFND 3 0 0 18,652
WW Grainger Inc COMMSTCK 384802104 38,709 153,496 SH   SOLE 0 153,496 0 0
Xerox Corp COMMSTCK 984121103 8,484 935,400 SH   DFND 4 0 0 935,400
Xerox Corp COMMSTCK 984121103 24,875 2,742,600 SH   SOLE 0 2,742,600 0 0
Xilinx Inc COMMSTCK 983919101 3,054 77,098 SH   DFND 1 0 0 77,098
Xilinx Inc COMMSTCK 983919101 6,075 153,376 SH   DFND 3 0 0 153,376
Xilinx Inc COMMSTCK 983919101 8,591 216,900 SH   DFND 4 0 0 216,900
Xilinx Inc COMMSTCK 983919101 179,439 4,530,142 SH   SOLE 0 4,530,142 0 0
Xilinx Inc 3.125% CNVRTBND 983919AD3 138 100,000 PRN   DFND 4 0 0 100,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 414 300,000 PRN   DFND 3 0 0 300,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 2,553 1,850,000 PRN   DFND 1 0 0 1,850,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 28,587 20,715,000 PRN   SOLE 0 20,715,000 0 0
Xylem Inc/NY COMMSTCK 98419M100 186 6,900 SH   DFND 4 0 0 6,900
Xylem Inc/NY COMMSTCK 98419M100 4,217 156,520 SH   SOLE 0 156,520 0 0
Yahoo! Inc COMMSTCK 984332106 116,680 4,646,746 SH   SOLE 0 4,646,746 0 0
Yandex NV COMMSTCK N97284108 3,493 126,415 SH   SOLE 0 126,415 0 0
Yum! Brands Inc COMMSTCK 988498101 4,254 61,357 SH   SOLE 0 61,357 0 0
Zimmer Holdings Inc COMMSTCK 98956P102 6,632 88,500 SH   DFND 4 0 0 88,500
Zimmer Holdings Inc COMMSTCK 98956P102 19,353 258,250 SH   SOLE 0 258,250 0 0
Zoetis Inc COMMSTCK 98978V103 194 6,271 SH   DFND 3 0 0 6,271
Zoetis Inc COMMSTCK 98978V103 1,822 58,991 SH   DFND 1 0 0 58,991
Zoetis Inc COMMSTCK 98978V103 80,423 2,603,519 SH   SOLE 0 2,603,519 0 0