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 6,046 36,656 SH   DFND 1 0 0 36,656
3M CO COMMSTCK 88579Y101 16,756 101,582 SH   DFND 3 0 0 101,582
3M CO COMMSTCK 88579Y101 251,195 1,522,854 SH   SOLE   1,522,854 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 660 14,253 SH   DFND 3 0 0 14,253
ABBOTT LABORATORIES COMMSTCK 002824100 4,548 98,166 SH   DFND 1 0 0 98,166
ABBOTT LABORATORIES COMMSTCK 002824100 87,263 1,883,511 SH   SOLE   1,883,511 0 0
ABBVIE INC COMMSTCK 00287Y109 2,799 47,814 SH   DFND 3 0 0 47,814
ABBVIE INC COMMSTCK 00287Y109 3,616 61,764 SH   DFND 1 0 0 61,764
ABBVIE INC COMMSTCK 00287Y109 132,216 2,258,563 SH   SOLE   2,258,563 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 3,547 101,700 SH   DFND 2 101,700 0 0
ACE LTD COMMSTCK H0023R105 9,362 83,976 SH   SOLE   83,976 0 0
ACTAVIS PLC COMMSTCK G0083B108 5,068 17,029 SH   DFND 1 0 0 17,029
ACTAVIS PLC COMMSTCK G0083B108 10,690 35,919 SH   DFND 3 0 0 35,919
ACTAVIS PLC COMMSTCK G0083B108 160,702 539,956 SH   SOLE   539,956 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 5,456 32,444 SH   SOLE   32,444 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 2,764 37,378 SH   SOLE   37,378 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 17,647 117,892 SH   SOLE   117,892 0 0
AETNA INC COMMSTCK 00817Y108 607 5,700 SH   DFND 4 0 0 5,700
AETNA INC COMMSTCK 00817Y108 617 5,788 SH   DFND 3 0 0 5,788
AETNA INC COMMSTCK 00817Y108 4,273 40,114 SH   DFND 1 0 0 40,114
AETNA INC COMMSTCK 00817Y108 241,493 2,266,900 SH   SOLE   2,266,900 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 48,408 225,384 SH   SOLE   225,384 0 0
AGL RESOURCES INC. COMMSTCK 001204106 20,484 412,558 SH   SOLE   412,558 0 0
AGRIUM INC COMMSTCK 008916108 2,708 25,967 SH   SOLE   25,967 0 0
AKAMAI TECHNOLOGIES, INC. COMMSTCK 00971T101 21,757 306,236 SH   SOLE   306,236 0 0
AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 280 260,000 PRN   DFND 4 0 0 260,000
AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 14,805 13,740,000 PRN   SOLE   13,740,000 0 0
ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 312 245,000 PRN   DFND 4 0 0 245,000
ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 9,739 7,650,000 PRN   SOLE   7,650,000 0 0
ALERE INC 3% PFDDOM 01449J204 276 811 SH   DFND 4 0 0 811
ALERE INC 3% PFDDOM 01449J204 12,420 36,503 SH   SOLE   36,503 0 0
ALERE INC 3% CNVRTBND 01449JAA3 837 710,000 PRN   DFND 4 0 0 710,000
ALERE INC 3% CNVRTBND 01449JAA3 14,929 12,665,000 PRN   SOLE   12,665,000 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 2,565 59,400 SH   DFND 2 59,400 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 7,840 79,970 SH   SOLE   79,970 0 0
ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 5,535 31,941 SH   SOLE   31,941 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 15,288 284,250 SH   SOLE   284,250 0 0
ALKERMES PLC COMMSTCK G01767105 15,375 252,166 SH   SOLE   252,166 0 0
ALLEGION PLC COMMSTCK G0176J109 266 4,346 SH   DFND 3 0 0 4,346
ALLEGION PLC COMMSTCK G0176J109 1,876 30,662 SH   DFND 1 0 0 30,662
ALLEGION PLC COMMSTCK G0176J109 27,721 453,174 SH   SOLE   453,174 0 0
ALLIANCE DATA SYSTEMS CORP COMMSTCK 018581108 5,222 17,626 SH   SOLE   17,626 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 32,682 518,755 SH   SOLE   518,755 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 84,747 1,190,773 SH   SOLE   1,190,773 0 0
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 453 4,340 SH   DFND 3 0 0 4,340
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 3,196 30,604 SH   DFND 1 0 0 30,604
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 46,976 449,880 SH   SOLE   449,880 0 0
ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 1,848 1,905,000 PRN   SOLE   1,905,000 0 0
ALPHA NATURAL RESOURCES IN CNVRTBND 02076XAE2 2,704 7,297,000 PRN   SOLE   7,297,000 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 931 18,606 SH   DFND 3 0 0 18,606
ALTRIA GROUP INC COMMSTCK 02209S103 11,018 220,268 SH   SOLE   220,268 0 0
AMAZON.COM INC COMMSTCK 023135106 2,836 7,622 SH   SOLE   7,622 0 0
AMDOCS LIMITED COMMSTCK G02602103 32,170 591,356 SH   SOLE   591,356 0 0
AMEREN CORPORATION COMMSTCK 023608102 40,843 967,847 SH   SOLE   967,847 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1,597 30,267 SH   DFND 3 0 0 30,267
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 219,415 4,157,170 SH   SOLE   4,157,170 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3,419 79,000 SH   DFND 2 79,000 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 960 22,395 SH   DFND 3 0 0 22,395
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,024 47,223 SH   SOLE   47,223 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 3,104 72,400 SH   DFND 2 72,400 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 559 9,941 SH   DFND 3 0 0 9,941
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 3,986 70,854 SH   DFND 1 0 0 70,854
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 146,784 2,609,497 SH   SOLE   2,609,497 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 898 11,501 SH   DFND 3 0 0 11,501
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 6,295 80,577 SH   DFND 1 0 0 80,577
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 117,386 1,502,631 SH   SOLE   1,502,631 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 1,044 63,100 SH   DFND 2 63,100 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 279 5,089 SH   SOLE   5,089 0 0
AMERICAN TOWER CORPORATION COMMSTCK 03027X100 201 2,140 SH   SOLE   2,140 0 0
AMERIPRISE FINANCIAL INC COMMSTCK 03076C106 27,454 209,831 SH   SOLE   209,831 0 0
AMERISOURCEBERGEN CORPORAT COMMSTCK 03073E105 868 7,633 SH   SOLE   7,633 0 0
AMGEN INC COMMSTCK 031162100 6,008 37,587 SH   SOLE   37,587 0 0
AMPHENOL CORPORATION COMMSTCK 032095101 4,512 76,561 SH   SOLE   76,561 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 3,593 43,393 SH   SOLE   43,393 0 0
ANALOG DEVICES INC COMMSTCK 032654105 4,390 69,684 SH   DFND 1 0 0 69,684
ANALOG DEVICES INC COMMSTCK 032654105 7,049 111,891 SH   DFND 3 0 0 111,891
ANALOG DEVICES INC COMMSTCK 032654105 166,869 2,648,712 SH   SOLE   2,648,712 0 0
ANSYS, INC. COMMSTCK 03662Q105 6,904 78,283 SH   SOLE   78,283 0 0
ANTHEM INC 2.75% CNVRTBND 94973VBG1 8,572 4,150,000 PRN   SOLE   4,150,000 0 0
AON PLC COMMSTCK G0408V102 2,730 28,400 SH   SOLE   28,400 0 0
APACHE CORPORATION COMMSTCK 037411105 442 7,323 SH   DFND 3 0 0 7,323
APACHE CORPORATION COMMSTCK 037411105 3,114 51,618 SH   DFND 1 0 0 51,618
APACHE CORPORATION COMMSTCK 037411105 46,142 764,821 SH   SOLE   764,821 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 5,044 5,000,000 PRN   SOLE   5,000,000 0 0
APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 17,319 2,256,587 SH   SOLE   2,256,587 0 0
APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 529 520,000 PRN   SOLE   520,000 0 0
APPLE INC COMMSTCK 037833100 13,287 106,779 SH   DFND 1 0 0 106,779
APPLE INC COMMSTCK 037833100 30,899 248,321 SH   DFND 3 0 0 248,321
APPLE INC COMMSTCK 037833100 801,454 6,441,004 SH   SOLE   6,441,004 0 0
ARCHER-DANIELS-MIDLAND COM COMMSTCK 039483102 29,753 627,703 SH   SOLE   627,703 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 854 49,735 SH   DFND 3 0 0 49,735
ARES CAPITAL CORPORATION COMMSTCK 04010L103 6,701 390,299 SH   SOLE   390,299 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 117 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,661 4,845,000 PRN   SOLE   4,845,000 0 0
ASML HOLDING NV DEPRECPT N07059210 342 3,388 SH   DFND 3 0 0 3,388
ASML HOLDING NV DEPRECPT N07059210 2,505 24,790 SH   DFND 1 0 0 24,790
ASML HOLDING NV DEPRECPT N07059210 35,743 353,785 SH   SOLE   353,785 0 0
ASTRAZENECA PLC DEPRECPT 046353108 1,069 15,615 SH   DFND 3 0 0 15,615
ASTRAZENECA PLC DEPRECPT 046353108 2,304 33,676 SH   DFND 1 0 0 33,676
ASTRAZENECA PLC DEPRECPT 046353108 48,531 709,207 SH   SOLE   709,207 0 0
AT&T INC COMMSTCK 00206R102 425 13,026 SH   SOLE   13,026 0 0
AUTODESK INC COMMSTCK 052769106 9,772 166,645 SH   SOLE   166,645 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 508 5,937 SH   DFND 3 0 0 5,937
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 3,559 41,552 SH   DFND 1 0 0 41,552
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 53,029 619,206 SH   SOLE   619,206 0 0
AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 55,646 438,224 SH   SOLE   438,224 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 11,692 67,100 SH   DFND 2 67,100 0 0
AVERY DENNISON CORPORATION COMMSTCK 053611109 6,101 115,300 SH   SOLE   115,300 0 0
AXIALL CORP COMMSTCK 05463D100 493 10,495 SH   DFND 4 0 0 10,495
AXIALL CORP COMMSTCK 05463D100 8,930 190,248 SH   SOLE   190,248 0 0
B/E AEROSPACE INC COMMSTCK 073302101 11,791 185,335 SH   SOLE   185,335 0 0
BAKER HUGHES INCORPORATED COMMSTCK 057224107 41,504 652,779 SH   SOLE   652,779 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 644 41,821 SH   DFND 3 0 0 41,821
BANK OF AMERICA CORP COMMSTCK 060505104 4,566 296,687 SH   DFND 1 0 0 296,687
BANK OF AMERICA CORP COMMSTCK 060505104 124,837 8,111,540 SH   SOLE   8,111,540 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 263 227 SH   DFND 3 0 0 227
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 535 462 SH   DFND 1 0 0 462
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 13,582 11,739 SH   SOLE   11,739 0 0
BANKUNITED INC COMMSTCK 06652K103 3,867 118,108 SH   SOLE   118,108 0 0
BB&T CORP COMMSTCK 054937107 501 12,845 SH   DFND 3 0 0 12,845
BB&T CORP COMMSTCK 054937107 3,603 92,397 SH   DFND 1 0 0 92,397
BB&T CORP COMMSTCK 054937107 70,088 1,797,601 SH   SOLE   1,797,601 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 848 5,903 SH   DFND 3 0 0 5,903
BECTON DICKINSON AND COMPA COMMSTCK 075887109 5,910 41,159 SH   DFND 1 0 0 41,159
BECTON DICKINSON AND COMPA COMMSTCK 075887109 131,815 917,999 SH   SOLE   917,999 0 0
BED BATH & BEYOND INC COMMSTCK 075896100 39,937 520,180 SH   SOLE   520,180 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 794 5,503 SH   SOLE   5,503 0 0
BERRY PLASTICS GROUP INC COMMSTCK 08579W103 7,321 202,286 SH   SOLE   202,286 0 0
BHP BILLITON LTD DEPRECPT 088606108 9,979 214,735 SH   SOLE   214,735 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 389 2,875 SH   DFND 4 0 0 2,875
BIO-RAD LABORATORIES INC COMMSTCK 090572207 5,403 39,969 SH   SOLE   39,969 0 0
BIOGEN, INC. COMMSTCK 09062X103 7,800 18,472 SH   SOLE   18,472 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 171 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 5,781 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 174 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 5,883 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMED REALTY TRUST INC COMMSTCK 09063H107 3,641 160,700 SH   DFND 2 160,700 0 0
BIOSCRIP INC COMMSTCK 09069N108 67 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 1,175 265,191 SH   SOLE   265,191 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 6,925 682,300 SH   SOLE   682,300 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 7,045 464,100 SH   SOLE   464,100 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 12,383 318,419 SH   SOLE   318,419 0 0
BOARDWALK PIPELINE PARTNER COMMSTCK 096627104 5,057 314,105 SH   SOLE   314,105 0 0
BOEING CO COMMSTCK 097023105 247 1,644 SH   SOLE   1,644 0 0
BORGWARNER INC COMMSTCK 099724106 405 6,704 SH   DFND 3 0 0 6,704
BORGWARNER INC COMMSTCK 099724106 2,847 47,081 SH   DFND 1 0 0 47,081
BORGWARNER INC COMMSTCK 099724106 49,347 815,929 SH   SOLE   815,929 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 158 1,122 SH   SOLE   1,122 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 11,842 84,300 SH   DFND 2 84,300 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 48,804 2,749,545 SH   SOLE   2,749,545 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 5,621 87,155 SH   SOLE   87,155 0 0
BROADCOM CORPORATION COMMSTCK 111320107 103,996 2,402,042 SH   SOLE   2,402,042 0 0
BROOKDALE SENIOR LIVING IN COMMSTCK 112463104 7,016 185,813 SH   SOLE   185,813 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4,810 96,250 SH   SOLE   96,250 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 3,799 128,652 SH   DFND 1 0 0 128,652
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 5,505 186,436 SH   DFND 3 0 0 186,436
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 171,353 5,802,660 SH   SOLE   5,802,660 0 0
CADENCE DESIGN SYSTEMS, IN COMMSTCK 127387108 6,403 347,211 SH   SOLE   347,211 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 4,883 62,500 SH   DFND 2 62,500 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 11,998 153,565 SH   SOLE   153,565 0 0
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 229 5,067 SH   DFND 3 0 0 5,067
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 1,597 35,405 SH   DFND 1 0 0 35,405
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 39,901 884,340 SH   SOLE   884,340 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 567 12,184 SH   DFND 3 0 0 12,184
CAMPBELL SOUP COMPANY COMMSTCK 134429109 3,979 85,476 SH   DFND 1 0 0 85,476
CAMPBELL SOUP COMPANY COMMSTCK 134429109 111,928 2,404,463 SH   SOLE   2,404,463 0 0
CANADIAN NATIONAL RAILWAY COMMSTCK 136375102 17,272 258,285 SH   SOLE   258,285 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 1,325 14,680 SH   DFND 3 0 0 14,680
CARDINAL HEALTH INC COMMSTCK 14149Y108 2,995 33,175 SH   DFND 1 0 0 33,175
CARDINAL HEALTH INC COMMSTCK 14149Y108 274,699 3,043,085 SH   SOLE   3,043,085 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 460 465,000 PRN   DFND 1 0 0 465,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 485 490,000 PRN   DFND 4 0 0 490,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 1,133 1,145,000 PRN   DFND 3 0 0 1,145,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 24,477 24,740,000 PRN   SOLE   24,740,000 0 0
CARLISLE COMPANIES INCORPO COMMSTCK 142339100 8,350 90,140 SH   SOLE   90,140 0 0
CATAMARAN CORP COMMSTCK 148887102 25,424 427,011 SH   SOLE   427,011 0 0
CATERPILLAR INC COMMSTCK 149123101 249 3,113 SH   SOLE   3,113 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 26,467 930,303 SH   SOLE   930,303 0 0
CBS CORP COMMSTCK 124857202 872 14,381 SH   DFND 3 0 0 14,381
CBS CORP COMMSTCK 124857202 3,048 50,279 SH   DFND 1 0 0 50,279
CBS CORP COMMSTCK 124857202 137,859 2,273,783 SH   SOLE   2,273,783 0 0
CDK GLOBAL INC COMMSTCK 12508E101 78 1,671 SH   DFND 3 0 0 1,671
CDK GLOBAL INC COMMSTCK 12508E101 558 11,941 SH   DFND 1 0 0 11,941
CDK GLOBAL INC COMMSTCK 12508E101 8,097 173,166 SH   SOLE   173,166 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 40,841 711,522 SH   SOLE   711,522 0 0
CELGENE CORPORATION COMMSTCK 151020104 6,302 54,670 SH   DFND 1 0 0 54,670
CELGENE CORPORATION COMMSTCK 151020104 19,369 168,020 SH   DFND 3 0 0 168,020
CELGENE CORPORATION COMMSTCK 151020104 374,955 3,252,557 SH   SOLE   3,252,557 0 0
CEMEX SAB DE CV 3.75% CNVRTBND 151290BC6 25,155 21,250,000 PRN   SOLE   21,250,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 194 175,000 PRN   DFND 3 0 0 175,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 282 254,000 PRN   DFND 4 0 0 254,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 12,851 11,571,000 PRN   SOLE   11,571,000 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 16,024 202,095 SH   SOLE   202,095 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 431 14,169 SH   DFND 3 0 0 14,169
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 3,060 100,525 SH   DFND 1 0 0 100,525
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 44,662 1,467,217 SH   SOLE   1,467,217 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 2,332 79,300 SH   DFND 2 79,300 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 762 9,299 SH   DFND 3 0 0 9,299
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 2,405 29,337 SH   DFND 1 0 0 29,337
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 36,495 445,218 SH   SOLE   445,218 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 272 300,000 PRN   DFND 4 0 0 300,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1,134 1,250,000 PRN   DFND 1 0 0 1,250,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1,815 2,000,000 PRN   DFND 3 0 0 2,000,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 14,838 16,350,000 PRN   SOLE   16,350,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,284 1,340,000 PRN   SOLE   1,340,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,629 1,700,000 PRN   DFND 3 0 0 1,700,000
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,731 51,156 SH   DFND 3 0 0 51,156
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 15,591 460,849 SH   SOLE   460,849 0 0
CHEVRON CORP COMMSTCK 166764100 575 5,477 SH   SOLE   5,477 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 3,233 272,368 SH   SOLE   272,368 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 8,008 12,310 SH   SOLE   12,310 0 0
CHUBB CORPORATION COMMSTCK 171232101 1,219 12,059 SH   DFND 3 0 0 12,059
CHUBB CORPORATION COMMSTCK 171232101 8,670 85,761 SH   DFND 1 0 0 85,761
CHUBB CORPORATION COMMSTCK 171232101 167,121 1,653,027 SH   SOLE   1,653,027 0 0
CIGNA CORPORATION COMMSTCK 125509109 546 4,220 SH   DFND 4 0 0 4,220
CIGNA CORPORATION COMMSTCK 125509109 7,050 54,462 SH   SOLE   54,462 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 27,261 236,864 SH   SOLE   236,864 0 0
CINTAS CORPORATION COMMSTCK 172908105 5,658 69,307 SH   SOLE   69,307 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 61,367 2,229,512 SH   SOLE   2,229,512 0 0
CITIGROUP INC COMMSTCK 172967424 433 8,408 SH   DFND 3 0 0 8,408
CITIGROUP INC COMMSTCK 172967424 3,035 58,903 SH   DFND 1 0 0 58,903
CITIGROUP INC COMMSTCK 172967424 105,759 2,052,768 SH   SOLE   2,052,768 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 552 22,857 SH   DFND 3 0 0 22,857
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 636 26,339 SH   DFND 1 0 0 26,339
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 51,857 2,149,059 SH   SOLE   2,149,059 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 3,536 55,369 SH   SOLE   55,369 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 979 34,734 SH   SOLE   34,734 0 0
CLOROX COMPANY COMMSTCK 189054109 322 2,918 SH   DFND 3 0 0 2,918
CLOROX COMPANY COMMSTCK 189054109 2,021 18,310 SH   DFND 1 0 0 18,310
CLOROX COMPANY COMMSTCK 189054109 55,505 502,805 SH   SOLE   502,805 0 0
CME GROUP INC COMMSTCK 12572Q105 818 8,637 SH   DFND 3 0 0 8,637
CME GROUP INC COMMSTCK 12572Q105 1,739 18,365 SH   SOLE   18,365 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 222 305,000 PRN   DFND 3 0 0 305,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 443 610,000 PRN   DFND 4 0 0 610,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 1,036 1,425,000 PRN   DFND 1 0 0 1,425,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 39,313 54,085,000 PRN   SOLE   54,085,000 0 0
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 582 13,164 SH   DFND 3 0 0 13,164
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 4,145 93,777 SH   DFND 1 0 0 93,777
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 60,380 1,366,074 SH   SOLE   1,366,074 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 10,096 145,596 SH   DFND 3 0 0 145,596
COLGATE-PALMOLIVE CO COMMSTCK 194162103 110,386 1,591,957 SH   SOLE   1,591,957 0 0
COMCAST CORPORATION COMMSTCK 20030N101 599 10,602 SH   DFND 3 0 0 10,602
COMCAST CORPORATION COMMSTCK 20030N101 71,694 1,269,587 SH   SOLE   1,269,587 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 126 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 3,207 498,029 SH   SOLE   498,029 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 27,855 298,840 SH   SOLE   298,840 0 0
COMSCORE INC COMMSTCK 20564W105 6,836 133,509 SH   SOLE   133,509 0 0
CON-WAY INC COMMSTCK 205944101 12,574 284,939 SH   SOLE   284,939 0 0
CONAGRA FOODS INC COMMSTCK 205887102 11,814 323,408 SH   SOLE   323,408 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 1,775 28,510 SH   DFND 3 0 0 28,510
CONOCOPHILLIPS COMMSTCK 20825C104 3,179 51,058 SH   DFND 1 0 0 51,058
CONOCOPHILLIPS COMMSTCK 20825C104 145,262 2,333,152 SH   SOLE   2,333,152 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 14,239 122,525 SH   SOLE   122,525 0 0
CORPORATE OFFICE PROPERTIE COMMSTCK 22002T108 15,166 516,201 SH   SOLE   516,201 0 0
CORRECTIONS CORPORATION OF COMMSTCK 22025Y407 22,529 559,594 SH   SOLE   559,594 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 240 225,000 PRN   DFND 4 0 0 225,000
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 12,642 11,870,000 PRN   SOLE   11,870,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 16,729 84,564 SH   SOLE   84,564 0 0
COSTCO WHOLESALE CORPORATI COMMSTCK 22160K105 3,444 22,735 SH   SOLE   22,735 0 0
COTY US INC COMMSTCK 222070203 11,553 476,005 SH   SOLE   476,005 0 0
CR BARD INC COMMSTCK 067383109 1,426 8,524 SH   DFND 3 0 0 8,524
CR BARD INC COMMSTCK 067383109 10,055 60,083 SH   DFND 1 0 0 60,083
CR BARD INC COMMSTCK 067383109 149,902 895,742 SH   SOLE   895,742 0 0
CREDICORP LTD COMMSTCK G2519Y108 865 6,151 SH   SOLE   6,151 0 0
CRITEO SA DEPRECPT 226718104 5,155 130,496 SH   SOLE   130,496 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 9,549 176,771 SH   SOLE   176,771 0 0
CSX CORP COMMSTCK 126408103 924 27,912 SH   SOLE   27,912 0 0
CUBESMART COMMSTCK 229663109 2,903 120,200 SH   DFND 2 120,200 0 0
CUMMINS INC COMMSTCK 231021106 1,783 12,858 SH   DFND 1 0 0 12,858
CUMMINS INC COMMSTCK 231021106 7,389 53,293 SH   DFND 3 0 0 53,293
CUMMINS INC COMMSTCK 231021106 152,806 1,102,175 SH   SOLE   1,102,175 0 0
CVS HEALTH CORP COMMSTCK 126650100 10,183 98,664 SH   DFND 1 0 0 98,664
CVS HEALTH CORP COMMSTCK 126650100 23,140 224,205 SH   DFND 3 0 0 224,205
CVS HEALTH CORP COMMSTCK 126650100 528,844 5,123,960 SH   SOLE   5,123,960 0 0
DANAHER CORPORATION COMMSTCK 235851102 238 2,804 SH   SOLE   2,804 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 7,294 239,451 SH   SOLE   239,451 0 0
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 25,322 311,542 SH   SOLE   311,542 0 0
DDR CORP COMMSTCK 23317H102 4,461 239,600 SH   DFND 2 239,600 0 0
DELTA AIR LINES INC COMMSTCK 247361702 2,171 48,287 SH   SOLE   48,287 0 0
DEVON ENERGY CORPORATION COMMSTCK 25179M103 51,318 850,910 SH   SOLE   850,910 0 0
DICKS SPORTING GOODS INC. COMMSTCK 253393102 3,513 61,635 SH   SOLE   61,635 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 1,819 32,284 SH   DFND 3 0 0 32,284
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 3,452 61,261 SH   DFND 1 0 0 61,261
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 187,651 3,330,105 SH   SOLE   3,330,105 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 3,318 44,021 SH   SOLE   44,021 0 0
DOLLAR TREE INC COMMSTCK 256746108 23,522 289,881 SH   SOLE   289,881 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,346 78,700 SH   DFND 2 78,700 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 461 9,606 SH   DFND 3 0 0 9,606
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 3,272 68,194 SH   DFND 1 0 0 68,194
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 67,692 1,410,835 SH   SOLE   1,410,835 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 388 4,945 SH   DFND 3 0 0 4,945
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 2,480 31,604 SH   DFND 1 0 0 31,604
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 74,007 943,010 SH   SOLE   943,010 0 0
DST SYSTEMS, INC. COMMSTCK 233326107 476 4,298 SH   DFND 3 0 0 4,298
DST SYSTEMS, INC. COMMSTCK 233326107 3,387 30,592 SH   DFND 1 0 0 30,592
DST SYSTEMS, INC. COMMSTCK 233326107 50,677 457,743 SH   SOLE   457,743 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 25,281 1,161,270 SH   SOLE   1,161,270 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 4,193 128,300 SH   DFND 2 128,300 0 0
DYNEGY INC COMMSTCK 26817R108 960 30,553 SH   SOLE   30,553 0 0
EAGLE MATERIALS INC COMMSTCK 26969P108 5,719 68,443 SH   SOLE   68,443 0 0
EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 533 33,200 SH   DFND 2 33,200 0 0
EATON CORPORATION COMMSTCK G29183103 841 12,384 SH   DFND 3 0 0 12,384
EATON CORPORATION COMMSTCK G29183103 2,117 31,164 SH   DFND 1 0 0 31,164
EATON CORPORATION COMMSTCK G29183103 180,899 2,662,633 SH   SOLE   2,662,633 0 0
EBAY INC. COMMSTCK 278642103 1,530 26,531 SH   DFND 3 0 0 26,531
EBAY INC. COMMSTCK 278642103 2,578 44,687 SH   DFND 1 0 0 44,687
EBAY INC. COMMSTCK 278642103 146,954 2,547,754 SH   SOLE   2,547,754 0 0
ECOLAB INC COMMSTCK 278865100 5,261 45,998 SH   DFND 1 0 0 45,998
ECOLAB INC COMMSTCK 278865100 9,776 85,467 SH   DFND 3 0 0 85,467
ECOLAB INC COMMSTCK 278865100 209,651 1,832,932 SH   SOLE   1,832,932 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 22,988 367,977 SH   SOLE   367,977 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 23,146 162,473 SH   SOLE   162,473 0 0
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 275 3,850 SH   DFND 3 0 0 3,850
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 1,905 26,656 SH   DFND 1 0 0 26,656
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 44,995 629,566 SH   SOLE   629,566 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 342 4,707 SH   DFND 3 0 0 4,707
ELI LILLY AND COMPANY COMMSTCK 532457108 2,457 33,825 SH   DFND 1 0 0 33,825
ELI LILLY AND COMPANY COMMSTCK 532457108 57,324 789,042 SH   SOLE   789,042 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 148 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 4,760 186,217 SH   DFND 1 0 0 186,217
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 11,564 452,443 SH   DFND 3 0 0 452,443
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 287,961 11,266,077 SH   SOLE   11,266,077 0 0
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 677 586,000 PRN   DFND 4 0 0 586,000
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 788 682,000 PRN   DFND 3 0 0 682,000
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 23,051 19,947,000 PRN   SOLE   19,947,000 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,498 132,800 SH   DFND 2 132,800 0 0
EMULEX CORPORATION 1.75% CNVRTBND 292475AF7 192 190,000 PRN   DFND 4 0 0 190,000
EMULEX CORPORATION 1.75% CNVRTBND 292475AF7 7,549 7,460,000 PRN   SOLE   7,460,000 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 46,014 512,974 SH   SOLE   512,974 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 10,221 598,774 SH   SOLE   598,774 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 180 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 7,116 7,125,000 PRN   SOLE   7,125,000 0 0
ENERGY XXI 3% CNVRTBND 29274UAB7 60 207,000 PRN   DFND 4 0 0 207,000
ENERGY XXI 3% CNVRTBND 29274UAB7 4,684 16,293,000 PRN   SOLE   16,293,000 0 0
EOG RESOURCES INC COMMSTCK 26875P101 762 8,314 SH   DFND 3 0 0 8,314
EOG RESOURCES INC COMMSTCK 26875P101 68,040 742,068 SH   SOLE   742,068 0 0
EPR PROPERTIES COMMSTCK 26884U109 8,296 138,202 SH   SOLE   138,202 0 0
EQT CORP COMMSTCK 26884L109 4,852 58,553 SH   SOLE   58,553 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3,748 68,200 SH   DFND 2 68,200 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 14,396 184,900 SH   DFND 2 184,900 0 0
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 6,643 79,883 SH   DFND 3 0 0 79,883
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 66,533 800,058 SH   SOLE   800,058 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 41,716 825,733 SH   SOLE   825,733 0 0
EXELON CORPORATION COMMSTCK 30161N101 44,462 1,322,875 SH   SOLE   1,322,875 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 2,095 24,147 SH   DFND 1 0 0 24,147
EXPRESS SCRIPTS INC COMMSTCK 30219G108 11,045 127,288 SH   DFND 3 0 0 127,288
EXPRESS SCRIPTS INC COMMSTCK 30219G108 236,160 2,721,680 SH   SOLE   2,721,680 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,410 123,400 SH   DFND 2 123,400 0 0
EXTRA SPACE STORAGE INC COMMSTCK 30225T102 4,602 68,100 SH   DFND 2 68,100 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 141,189 1,661,047 SH   SOLE   1,661,047 0 0
F5 NETWORKS INC COMMSTCK 315616102 1,111 9,668 SH   DFND 3 0 0 9,668
F5 NETWORKS INC COMMSTCK 315616102 4,130 35,934 SH   DFND 1 0 0 35,934
F5 NETWORKS INC COMMSTCK 315616102 136,323 1,186,033 SH   SOLE   1,186,033 0 0
FACEBOOK INC COMMSTCK 30303M102 1,957 23,803 SH   DFND 3 0 0 23,803
FACEBOOK INC COMMSTCK 30303M102 4,781 58,154 SH   DFND 1 0 0 58,154
FACEBOOK INC COMMSTCK 30303M102 174,816 2,126,332 SH   SOLE   2,126,332 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 6,654 45,200 SH   DFND 2 45,200 0 0
FEDERATED INVESTORS INC. COMMSTCK 314211103 10,415 307,332 SH   SOLE   307,332 0 0
FEDEX CORP COMMSTCK 31428X106 6,563 39,665 SH   SOLE   39,665 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 28,964 425,566 SH   SOLE   425,566 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 251 245,000 PRN   DFND 4 0 0 245,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 748 730,000 PRN   DFND 3 0 0 730,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 1,333 1,300,000 PRN   DFND 1 0 0 1,300,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 24,660 24,059,000 PRN   SOLE   24,059,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 21,663 1,515,925 SH   SOLE   1,515,925 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 774 13,561 SH   SOLE   13,561 0 0
FIRSTENERGY CORPORATION COMMSTCK 337932107 43,955 1,253,703 SH   SOLE   1,253,703 0 0
FISERV INC COMMSTCK 337738108 633 7,978 SH   DFND 3 0 0 7,978
FISERV INC COMMSTCK 337738108 4,545 57,236 SH   DFND 1 0 0 57,236
FISERV INC COMMSTCK 337738108 66,488 837,386 SH   SOLE   837,386 0 0
FIVE BELOW INC COMMSTCK 33829M101 3,679 103,428 SH   SOLE   103,428 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 3,276 222,256 SH   SOLE   222,256 0 0
FOOT LOCKER INC. COMMSTCK 344849104 5,380 85,389 SH   SOLE   85,389 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 814 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 834 51,659 SH   DFND 3 0 0 51,659
FORD MOTOR COMPANY COMMSTCK 345370860 52,816 3,272,365 SH   SOLE   3,272,365 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 987 38,682 SH   DFND 4 0 0 38,682
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 4,178 163,700 SH   DFND 2 163,700 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 16,564 649,060 SH   SOLE   649,060 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 153 3,223 SH   DFND 3 0 0 3,223
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 1,089 22,932 SH   DFND 1 0 0 22,932
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 50,121 1,055,623 SH   SOLE   1,055,623 0 0
FRANKLIN RESOURCES INC COMMSTCK 354613101 462 9,001 SH   DFND 3 0 0 9,001
FRANKLIN RESOURCES INC COMMSTCK 354613101 3,345 65,187 SH   DFND 1 0 0 65,187
FRANKLIN RESOURCES INC COMMSTCK 354613101 48,382 942,760 SH   SOLE   942,760 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 2,256 120,631 SH   SOLE   120,631 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 315 16,600 SH   DFND 4 0 0 16,600
FREEPORT-MCMORAN INC COMMSTCK 35671D857 8,816 465,214 SH   SOLE   465,214 0 0
G&K SERVICES INC. COMMSTCK 361268105 1,172 16,153 SH   DFND 3 0 0 16,153
G&K SERVICES INC. COMMSTCK 361268105 27,887 384,494 SH   SOLE   384,494 0 0
G-III APPAREL GROUP LTD COMMSTCK 36237H101 10,958 97,274 SH   SOLE   97,274 0 0
GANNETT CO INC COMMSTCK 364730101 1,448 39,063 SH   DFND 3 0 0 39,063
GANNETT CO INC COMMSTCK 364730101 1,677 45,238 SH   DFND 1 0 0 45,238
GANNETT CO INC COMMSTCK 364730101 45,666 1,231,553 SH   SOLE   1,231,553 0 0
GARTNER INC COMMSTCK 366651107 6,284 74,941 SH   SOLE   74,941 0 0
GENERAC HOLDINGS INC COMMSTCK 368736104 16,121 331,086 SH   SOLE   331,086 0 0
GENERAL CABLE CORPORATION COMMSTCK 369300108 262 15,223 SH   DFND 4 0 0 15,223
GENERAL CABLE CORPORATION COMMSTCK 369300108 7,535 437,303 SH   SOLE   437,303 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 590 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,467 1,850,000 PRN   DFND 3 0 0 1,850,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,919 2,420,000 PRN   DFND 1 0 0 2,420,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 39,164 49,379,000 PRN   SOLE   49,379,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 791 31,902 SH   DFND 3 0 0 31,902
GENERAL ELECTRIC CO COMMSTCK 369604103 5,483 220,981 SH   DFND 1 0 0 220,981
GENERAL ELECTRIC CO COMMSTCK 369604103 175,171 7,060,481 SH   SOLE   7,060,481 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 66,111 2,237,262 SH   SOLE   2,237,262 0 0
GENERAL MILLS INC COMMSTCK 370334104 442 7,811 SH   DFND 3 0 0 7,811
GENERAL MILLS INC COMMSTCK 370334104 2,818 49,791 SH   DFND 1 0 0 49,791
GENERAL MILLS INC COMMSTCK 370334104 61,752 1,091,029 SH   SOLE   1,091,029 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 57,812 1,541,665 SH   SOLE   1,541,665 0 0
GEO GROUP INC(OLD) COMMSTCK 36162J106 22,587 516,395 SH   SOLE   516,395 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 18,187 185,337 SH   DFND 3 0 0 185,337
GILEAD SCIENCES INC COMMSTCK 375558103 280,784 2,861,351 SH   SOLE   2,861,351 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 340 7,367 SH   DFND 3 0 0 7,367
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 2,376 51,487 SH   DFND 1 0 0 51,487
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 53,076 1,150,066 SH   SOLE   1,150,066 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 6,181 32,884 SH   SOLE   32,884 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 28,776 1,062,624 SH   SOLE   1,062,624 0 0
GOOGLE INC COMMSTCK 38259P508 4,789 8,634 SH   DFND 1 0 0 8,634
GOOGLE INC COMMSTCK 38259P508 13,049 23,524 SH   DFND 3 0 0 23,524
GOOGLE INC COMMSTCK 38259P508 287,956 519,121 SH   SOLE   519,121 0 0
GOOGLE INC COMMSTCK 38259P706 2,458 4,486 SH   DFND 1 0 0 4,486
GOOGLE INC COMMSTCK 38259P706 11,817 21,563 SH   DFND 3 0 0 21,563
GOOGLE INC COMMSTCK 38259P706 212,426 387,639 SH   SOLE   387,639 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 43,693 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST IN COMMSTCK 38489R605 2,734 97,400 SH   DFND 2 97,400 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 4,822 105,037 SH   SOLE   105,037 0 0
H&R BLOCK INC COMMSTCK 093671105 26,738 833,734 SH   SOLE   833,734 0 0
HALCON RESOURCES CORP COMMSTCK 40537Q209 3 2,113 SH   DFND 4 0 0 2,113
HALCON RESOURCES CORP COMMSTCK 40537Q209 189 122,459 SH   SOLE   122,459 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 6,212 141,561 SH   SOLE   141,561 0 0
HANESBRANDS INC COMMSTCK 410345102 10,886 324,873 SH   SOLE   324,873 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 25,286 348,383 SH   SOLE   348,383 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 134,220 3,209,480 SH   SOLE   3,209,480 0 0
HCA HOLDINGS INC COMMSTCK 40412C101 46,580 619,170 SH   SOLE   619,170 0 0
HCP INC COMMSTCK 40414L109 7,791 180,300 SH   DFND 2 180,300 0 0
HEALTH CARE REIT INC COMMSTCK 42217K106 8,951 115,700 SH   DFND 2 115,700 0 0
HEALTH CARE REIT INC 6.5% PFDDOM 42217K601 3,358 50,000 SH   SOLE   50,000 0 0
HELMERICH & PAYNE, INC. COMMSTCK 423452101 163 2,400 SH   DFND 3 0 0 2,400
HELMERICH & PAYNE, INC. COMMSTCK 423452101 1,142 16,780 SH   DFND 1 0 0 16,780
HELMERICH & PAYNE, INC. COMMSTCK 423452101 31,748 466,409 SH   SOLE   466,409 0 0
HERCULES OFFSHORE INC CNVRTBND 427093AD1 606 2,265,000 PRN   SOLE   2,265,000 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 1,555 15,406 SH   DFND 3 0 0 15,406
HERSHEY COMPANY THE COMMSTCK 427866108 10,939 108,402 SH   DFND 1 0 0 108,402
HERSHEY COMPANY THE COMMSTCK 427866108 219,724 2,177,422 SH   SOLE   2,177,422 0 0
HERTZ GLOBAL HOLDINGS INC COMMSTCK 42805T105 4,012 185,073 SH   SOLE   185,073 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2,684 90,600 SH   DFND 2 90,600 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 7,547 254,786 SH   SOLE   254,786 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 10,308 7,003,000 PRN   SOLE   7,003,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AC5 254 205,000 PRN   DFND 3 0 0 205,000
HOLOGIC INC 2% CNVRTBND 436440AC5 1,158 935,000 PRN   DFND 1 0 0 935,000
HOLOGIC INC 2% CNVRTBND 436440AC5 18,813 15,195,000 PRN   SOLE   15,195,000 0 0
HOME DEPOT INC COMMSTCK 437076102 3,772 33,198 SH   DFND 1 0 0 33,198
HOME DEPOT INC COMMSTCK 437076102 18,922 166,555 SH   DFND 3 0 0 166,555
HOME DEPOT INC COMMSTCK 437076102 284,544 2,504,569 SH   SOLE   2,504,569 0 0
HOMEAWAY INC COMMSTCK 43739Q100 14,627 484,828 SH   SOLE   484,828 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,799 17,247 SH   DFND 3 0 0 17,247
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 2,088 20,020 SH   DFND 1 0 0 20,020
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 122,988 1,179,058 SH   SOLE   1,179,058 0 0
HORMEL FOODS CORPORATION COMMSTCK 440452100 6,866 120,778 SH   SOLE   120,778 0 0
HOSPITALITY PROPERTIES TRU COMMSTCK 44106M102 13,558 410,959 SH   SOLE   410,959 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 510 25,274 SH   DFND 3 0 0 25,274
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 4,845 240,100 SH   DFND 2 240,100 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 39,588 1,961,765 SH   SOLE   1,961,765 0 0
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 87 3,692 SH   DFND 3 0 0 3,692
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 624 26,574 SH   DFND 1 0 0 26,574
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 6,933 295,266 SH   SOLE   295,266 0 0
HUB GROUP, INC. COMMSTCK 443320106 7,088 180,414 SH   SOLE   180,414 0 0
HUMANA INC COMMSTCK 444859102 967 5,430 SH   DFND 3 0 0 5,430
HUMANA INC COMMSTCK 444859102 2,526 14,191 SH   DFND 1 0 0 14,191
HUMANA INC COMMSTCK 444859102 111,008 623,569 SH   SOLE   623,569 0 0
HUNTINGTON BANCSHARES INCO COMMSTCK 446150104 30,114 2,725,269 SH   SOLE   2,725,269 0 0
HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 24,532 175,043 SH   SOLE   175,043 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 4,358 44,862 SH   SOLE   44,862 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 1,773 54,170 SH   SOLE   54,170 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,525 22,406 SH   DFND 3 0 0 22,406
INGERSOLL-RAND PLC COMMSTCK G47791101 4,746 69,706 SH   DFND 1 0 0 69,706
INGERSOLL-RAND PLC COMMSTCK G47791101 185,449 2,723,986 SH   SOLE   2,723,986 0 0
INGREDION INC COMMSTCK 457187102 23,658 304,006 SH   SOLE   304,006 0 0
INSULET CORP COMMSTCK 45784P101 10,524 315,566 SH   SOLE   315,566 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 176 175,000 PRN   DFND 3 0 0 175,000
INSULET CORP 2% CNVRTBND 45784PAD3 494 490,000 PRN   DFND 4 0 0 490,000
INSULET CORP 2% CNVRTBND 45784PAD3 18,267 18,120,000 PRN   SOLE   18,120,000 0 0
INTEL CORPORATION COMMSTCK 458140100 721 23,050 SH   DFND 3 0 0 23,050
INTEL CORPORATION COMMSTCK 458140100 1,993 63,737 SH   SOLE   63,737 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 13,034 55,876 SH   DFND 3 0 0 55,876
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 220,422 944,924 SH   SOLE   944,924 0 0
INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2,833 72,339 SH   SOLE   72,339 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 280 1,743 SH   DFND 3 0 0 1,743
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 1,949 12,141 SH   DFND 1 0 0 12,141
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 57,254 356,723 SH   SOLE   356,723 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 6,331 53,931 SH   DFND 3 0 0 53,931
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 64,948 553,219 SH   SOLE   553,219 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 77,441 1,395,579 SH   SOLE   1,395,579 0 0
INTERSIL CORP COMMSTCK 46069S109 20,034 1,398,988 SH   SOLE   1,398,988 0 0
INTUIT INC. COMMSTCK 461202103 10,585 109,166 SH   SOLE   109,166 0 0
INVESCO LTD COMMSTCK G491BT108 363 9,141 SH   DFND 3 0 0 9,141
INVESCO LTD COMMSTCK G491BT108 2,551 64,277 SH   DFND 1 0 0 64,277
INVESCO LTD COMMSTCK G491BT108 42,210 1,063,481 SH   SOLE   1,063,481 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 25,238 272,250 SH   SOLE   272,250 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 1,027 28,152 SH   DFND 3 0 0 28,152
IRON MOUNTAIN INC COMMSTCK 46284V101 2,175 59,617 SH   SOLE   59,617 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 12,223 449,704 SH   SOLE   449,704 0 0
ITC HOLDINGS CORP COMMSTCK 465685105 1,311 35,013 SH   SOLE   35,013 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 7,093 73,942 SH   SOLE   73,942 0 0
JARDEN CORP COMMSTCK 471109108 34,506 652,286 SH   SOLE   652,286 0 0
JARDEN CORP 1.125% CNVRTBND 471109AM0 582 490,000 PRN   DFND 4 0 0 490,000
JARDEN CORP 1.125% CNVRTBND 471109AM0 950 800,000 PRN   DFND 3 0 0 800,000
JARDEN CORP 1.125% CNVRTBND 471109AM0 25,187 21,210,000 PRN   SOLE   21,210,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 55,799 322,932 SH   SOLE   322,932 0 0
JDS UNIPHASE CORPORATION 0 CNVRTBND 46612JAF8 3,103 3,000,000 PRN   SOLE   3,000,000 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 26,083 225,374 SH   SOLE   225,374 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 4,044 93,835 SH   SOLE   93,835 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 1,464 23,944 SH   DFND 3 0 0 23,944
JOHN WILEY & SONS INC COMMSTCK 968223206 5,877 96,119 SH   DFND 1 0 0 96,119
JOHN WILEY & SONS INC COMMSTCK 968223206 201,999 3,303,873 SH   SOLE   3,303,873 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 7,499 74,539 SH   DFND 1 0 0 74,539
JOHNSON & JOHNSON COMMSTCK 478160104 7,716 76,700 SH   DFND 3 0 0 76,700
JOHNSON & JOHNSON COMMSTCK 478160104 248,638 2,471,554 SH   SOLE   2,471,554 0 0
JOHNSON CONTROLS INC. COMMSTCK 478366107 2,114 41,909 SH   SOLE   41,909 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 34,695 203,607 SH   SOLE   203,607 0 0
JOY GLOBAL INC. COMMSTCK 481165108 231 5,900 SH   DFND 4 0 0 5,900
JOY GLOBAL INC. COMMSTCK 481165108 4,427 113,000 SH   SOLE   113,000 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 19,725 325,607 SH   SOLE   325,607 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 7,167 70,205 SH   SOLE   70,205 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 515 13,569 SH   DFND 3 0 0 13,569
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,039 27,405 SH   SOLE   27,405 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 574 600,000 PRN   DFND 3 0 0 600,000
KB HOME 1.375% CNVRTBND 48666KAS8 622 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,219 1,275,000 PRN   DFND 1 0 0 1,275,000
KB HOME 1.375% CNVRTBND 48666KAS8 36,314 37,975,000 PRN   SOLE   37,975,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 23,278 352,963 SH   SOLE   352,963 0 0
KENNAMETAL INC COMMSTCK 489170100 184 5,449 SH   DFND 4 0 0 5,449
KENNAMETAL INC COMMSTCK 489170100 4,868 144,499 SH   SOLE   144,499 0 0
KEURIG GREEN MOUNTAIN INC COMMSTCK 49271M100 100,669 901,005 SH   SOLE   901,005 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 117 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 3,902 4,855,000 PRN   SOLE   4,855,000 0 0
KILROY REALTY CORPORATION COMMSTCK 49427F108 6,436 84,500 SH   DFND 2 84,500 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 237 2,214 SH   SOLE   2,214 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 33,450 1,245,824 SH   SOLE   1,245,824 0 0
KINDER MORGAN INC COMMSTCK 49456B101 1,879 44,684 SH   DFND 3 0 0 44,684
KINDER MORGAN INC COMMSTCK 49456B101 2,645 62,880 SH   DFND 1 0 0 62,880
KINDER MORGAN INC COMMSTCK 49456B101 50,311 1,196,166 SH   SOLE   1,196,166 0 0
KKR & CO LP COMMSTCK 48248M102 3,227 141,462 SH   SOLE   141,462 0 0
KOHLS CORP COMMSTCK 500255104 51,388 656,713 SH   SOLE   656,713 0 0
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 441 5,058 SH   DFND 3 0 0 5,058
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 3,028 34,763 SH   DFND 1 0 0 34,763
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 99,880 1,146,534 SH   SOLE   1,146,534 0 0
KROGER CO (THE) COMMSTCK 501044101 21,408 279,257 SH   SOLE   279,257 0 0
L-3 COMMUNICATIONS HOLDING COMMSTCK 502424104 1,177 9,360 SH   SOLE   9,360 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 2,805 39,940 SH   SOLE   39,940 0 0
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 436 7,351 SH   DFND 3 0 0 7,351
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 932 15,719 SH   SOLE   15,719 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 5,520 100,291 SH   SOLE   100,291 0 0
LAZARD LTD COMMSTCK G54050102 451 8,582 SH   DFND 3 0 0 8,582
LAZARD LTD COMMSTCK G54050102 57,791 1,098,898 SH   SOLE   1,098,898 0 0
LEAR CORPORATION COMMSTCK 521865204 26,671 240,671 SH   SOLE   240,671 0 0
LENNAR CORPORATION COMMSTCK 526057104 47,856 923,684 SH   SOLE   923,684 0 0
LEVEL 3 COMMUNICATIONS INC COMMSTCK 52729N308 12,354 229,449 SH   SOLE   229,449 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U104 5,395 104,826 SH   SOLE   104,826 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U120 6,539 131,269 SH   SOLE   131,269 0 0
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 274 275,000 PRN   DFND 4 0 0 275,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 349 350,000 PRN   DFND 3 0 0 350,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 8,359 8,375,000 PRN   SOLE   8,375,000 0 0
LIBERTY PROPERTY TRUST COMMSTCK 531172104 3,106 87,000 SH   DFND 2 87,000 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 63,992 1,113,685 SH   SOLE   1,113,685 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 18,754 400,736 SH   SOLE   400,736 0 0
LINKEDIN CORP COMMSTCK 53578A108 12,163 48,679 SH   SOLE   48,679 0 0
LITHIA MOTORS INC. COMMSTCK 536797103 8,663 87,140 SH   SOLE   87,140 0 0
LORILLARD INC COMMSTCK 544147101 12,560 192,190 SH   DFND 3 0 0 192,190
LORILLARD INC COMMSTCK 544147101 197,463 3,021,629 SH   SOLE   3,021,629 0 0
LOUISIANA PACIFIC CORP COMMSTCK 546347105 16,593 1,005,055 SH   SOLE   1,005,055 0 0
LOWES COMPANIES INC COMMSTCK 548661107 1,911 25,685 SH   DFND 3 0 0 25,685
LOWES COMPANIES INC COMMSTCK 548661107 95,854 1,288,536 SH   SOLE   1,288,536 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 514 5,849 SH   DFND 4 0 0 5,849
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 1,451 16,528 SH   DFND 3 0 0 16,528
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 47,955 546,182 SH   SOLE   546,182 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 3,314 39,300 SH   DFND 2 39,300 0 0
MACQUARIE INFRASTRUCTURE C COMMSTCK 55608B105 8,021 97,477 SH   SOLE   97,477 0 0
MACYS INC COMMSTCK 55616P104 1,655 25,501 SH   DFND 3 0 0 25,501
MACYS INC COMMSTCK 55616P104 4,329 66,686 SH   DFND 1 0 0 66,686
MACYS INC COMMSTCK 55616P104 143,232 2,206,631 SH   SOLE   2,206,631 0 0
MALLINCKRODT PLC COMMSTCK G5785G107 1,260 9,948 SH   DFND 3 0 0 9,948
MALLINCKRODT PLC COMMSTCK G5785G107 3,719 29,366 SH   DFND 1 0 0 29,366
MALLINCKRODT PLC COMMSTCK G5785G107 179,223 1,415,104 SH   SOLE   1,415,104 0 0
MANITOWOC COMPANY INC (THE COMMSTCK 563571108 9,535 442,257 SH   SOLE   442,257 0 0
MANPOWERGROUP INC COMMSTCK 56418H100 36,988 429,347 SH   SOLE   429,347 0 0
MARATHON OIL CORP COMMSTCK 565849106 180 6,900 SH   DFND 4 0 0 6,900
MARATHON OIL CORP COMMSTCK 565849106 413 15,807 SH   DFND 3 0 0 15,807
MARATHON OIL CORP COMMSTCK 565849106 2,929 112,173 SH   DFND 1 0 0 112,173
MARATHON OIL CORP COMMSTCK 565849106 51,211 1,961,341 SH   SOLE   1,961,341 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 353 3,450 SH   DFND 4 0 0 3,450
MARATHON PETROLEUM CORP COMMSTCK 56585A102 1,096 10,708 SH   DFND 3 0 0 10,708
MARATHON PETROLEUM CORP COMMSTCK 56585A102 3,859 37,693 SH   DFND 1 0 0 37,693
MARATHON PETROLEUM CORP COMMSTCK 56585A102 89,518 874,287 SH   SOLE   874,287 0 0
MARKET VECTORS VIETNAM ETF ETIF 57060U761 2,009 119,015 SH   SOLE   119,015 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 16,843 209,702 SH   SOLE   209,702 0 0
MARTIN MARIETTA MATERIALS COMMSTCK 573284106 5,132 36,710 SH   SOLE   36,710 0 0
MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 29,311 1,993,975 SH   SOLE   1,993,975 0 0
MASTERCARD INC COMMSTCK 57636Q104 19,152 221,693 SH   DFND 3 0 0 221,693
MASTERCARD INC COMMSTCK 57636Q104 215,883 2,498,936 SH   SOLE   2,498,936 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 9,046 117,319 SH   SOLE   117,319 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 876 8,993 SH   DFND 3 0 0 8,993
MCDONALDS CORPORATION COMMSTCK 580135101 2,169 22,257 SH   SOLE   22,257 0 0
MCKESSON CORP COMMSTCK 58155Q103 2,709 11,974 SH   DFND 3 0 0 11,974
MCKESSON CORP COMMSTCK 58155Q103 6,336 28,011 SH   DFND 1 0 0 28,011
MCKESSON CORP COMMSTCK 58155Q103 96,667 427,351 SH   SOLE   427,351 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 603 5,997 SH   DFND 3 0 0 5,997
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 4,295 42,721 SH   DFND 1 0 0 42,721
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 67,466 671,100 SH   SOLE   671,100 0 0
MEADWESTVACO CORP COMMSTCK 583334107 14,569 292,144 SH   SOLE   292,144 0 0
MEDTRONIC INC COMMSTCK G5960L103 11,227 143,959 SH   DFND 3 0 0 143,959
MEDTRONIC INC COMMSTCK G5960L103 204,047 2,616,326 SH   SOLE   2,616,326 0 0
MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 13,256 747,240 SH   SOLE   747,240 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 218 175,000 PRN   DFND 3 0 0 175,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 561 450,000 PRN   DFND 4 0 0 450,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 2,761 2,213,000 PRN   DFND 1 0 0 2,213,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 44,806 35,917,000 PRN   SOLE   35,917,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 2,540 44,181 SH   DFND 3 0 0 44,181
MERCK & CO INC COMMSTCK 58933Y105 4,273 74,340 SH   DFND 1 0 0 74,340
MERCK & CO INC COMMSTCK 58933Y105 151,480 2,635,348 SH   SOLE   2,635,348 0 0
MEREDITH CORPORATION COMMSTCK 589433101 9,308 166,907 SH   SOLE   166,907 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 2,989 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,923 2,625,000 PRN   SOLE   2,625,000 0 0
METHANEX CORPORATION COMMSTCK 59151K108 2,958 55,218 SH   SOLE   55,218 0 0
METLIFE INC COMMSTCK 59156R108 206 4,072 SH   SOLE   4,072 0 0
MGM RESORTS INTERNATIONAL CNVRTBND 55303QAE0 3,416 3,000,000 PRN   SOLE   3,000,000 0 0
MICHAEL KORS HOLDINGS LTD COMMSTCK G60754101 4,977 75,696 SH   SOLE   75,696 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 888 18,157 SH   DFND 3 0 0 18,157
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 31,893 652,211 SH   SOLE   652,211 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 22,426 633,490 SH   SOLE   633,490 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 10,786 265,303 SH   DFND 1 0 0 265,303
MICROSOFT CORPORATION COMMSTCK 594918104 25,437 625,683 SH   DFND 3 0 0 625,683
MICROSOFT CORPORATION COMMSTCK 594918104 644,899 15,862,730 SH   SOLE   15,862,730 0 0
MOBILE MINI, INC. COMMSTCK 60740F105 6,664 156,284 SH   SOLE   156,284 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 6,235 33,564 SH   SOLE   33,564 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 440 5,916 SH   DFND 3 0 0 5,916
MOLSON COORS BREWING CO COMMSTCK 60871R209 110,120 1,479,110 SH   SOLE   1,479,110 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 671 18,595 SH   DFND 3 0 0 18,595
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 4,768 132,121 SH   DFND 1 0 0 132,121
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 136,381 3,778,900 SH   SOLE   3,778,900 0 0
MONSANTO COMPANY COMMSTCK 61166W101 1,921 17,067 SH   DFND 1 0 0 17,067
MONSANTO COMPANY COMMSTCK 61166W101 6,473 57,518 SH   DFND 3 0 0 57,518
MONSANTO COMPANY COMMSTCK 61166W101 136,946 1,216,869 SH   SOLE   1,216,869 0 0
MONSTER BEVERAGE CORP COMMSTCK 611740101 14,971 108,178 SH   SOLE   108,178 0 0
MORGAN STANLEY COMMSTCK 617446448 657 18,399 SH   DFND 3 0 0 18,399
MORGAN STANLEY COMMSTCK 617446448 4,600 128,899 SH   DFND 1 0 0 128,899
MORGAN STANLEY COMMSTCK 617446448 192,707 5,399,479 SH   SOLE   5,399,479 0 0
MOSAIC CO COMMSTCK 61945C103 17,531 380,604 SH   SOLE   380,604 0 0
MRC GLOBAL INC COMMSTCK 55345K103 4,657 393,006 SH   SOLE   393,006 0 0
MSA SAFETY INC COMMSTCK 553498106 11,201 224,564 SH   SOLE   224,564 0 0
MYLAN INC COMMSTCK N59465109 49,038 826,251 SH   SOLE   826,251 0 0
NASDAQ OMX GROUP INCORPORA COMMSTCK 631103108 122,397 2,402,765 SH   SOLE   2,402,765 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 16,839 279,114 SH   SOLE   279,114 0 0
NATIONAL RETAIL PROPERTIES COMMSTCK 637417106 2,593 63,300 SH   DFND 2 63,300 0 0
NAVIENT CORP COMMSTCK 63938C108 25,494 1,254,021 SH   SOLE   1,254,021 0 0
NCR CORPORATION COMMSTCK 62886E108 398 13,491 SH   DFND 4 0 0 13,491
NCR CORPORATION COMMSTCK 62886E108 5,325 180,452 SH   SOLE   180,452 0 0
NETAPP INC COMMSTCK 64110D104 359 10,122 SH   DFND 3 0 0 10,122
NETAPP INC COMMSTCK 64110D104 2,512 70,828 SH   DFND 1 0 0 70,828
NETAPP INC COMMSTCK 64110D104 71,408 2,013,774 SH   SOLE   2,013,774 0 0
NETFLIX INC COMMSTCK 64110L106 10,081 24,192 SH   SOLE   24,192 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 7,699 193,871 SH   SOLE   193,871 0 0
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 491 29,319 SH   DFND 3 0 0 29,319
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 20,226 1,208,971 SH   SOLE   1,208,971 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 439 4,220 SH   DFND 3 0 0 4,220
NEXTERA ENERGY INC COMMSTCK 65339F101 3,129 30,071 SH   DFND 1 0 0 30,071
NEXTERA ENERGY INC COMMSTCK 65339F101 123,221 1,184,248 SH   SOLE   1,184,248 0 0
NORDSTROM INC COMMSTCK 655664100 487 6,065 SH   DFND 3 0 0 6,065
NORDSTROM INC COMMSTCK 655664100 3,411 42,473 SH   DFND 1 0 0 42,473
NORDSTROM INC COMMSTCK 655664100 65,245 812,318 SH   SOLE   812,318 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 620 6,021 SH   DFND 3 0 0 6,021
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 4,355 42,318 SH   DFND 1 0 0 42,318
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 63,773 619,635 SH   SOLE   619,635 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 5,271 75,680 SH   SOLE   75,680 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 8,140 50,574 SH   SOLE   50,574 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 6,635 122,853 SH   SOLE   122,853 0 0
NOVARTIS AG DEPRECPT 66987V109 8,179 82,942 SH   SOLE   82,942 0 0
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 984 16,342 SH   DFND 3 0 0 16,342
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 58,157 965,906 SH   SOLE   965,906 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 873 880,000 PRN   DFND 3 0 0 880,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 898 905,000 PRN   DFND 4 0 0 905,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 1,732 1,745,000 PRN   DFND 1 0 0 1,745,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 41,913 42,230,000 PRN   SOLE   42,230,000 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 132 106,000 PRN   DFND 4 0 0 106,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 134 107,000 PRN   DFND 3 0 0 107,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 3,222 2,580,000 PRN   DFND 1 0 0 2,580,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 28,038 22,453,000 PRN   SOLE   22,453,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 41,488 1,982,720 SH   SOLE   1,982,720 0 0
OASIS PETROLEUM INC COMMSTCK 674215108 5,677 399,225 SH   SOLE   399,225 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 850 11,638 SH   DFND 3 0 0 11,638
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 1,628 22,296 SH   DFND 1 0 0 22,296
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 99,356 1,361,039 SH   SOLE   1,361,039 0 0
OFFICE DEPOT INC COMMSTCK 676220106 22,046 2,396,290 SH   SOLE   2,396,290 0 0
OLD DOMINION FREIGHT LINE COMMSTCK 679580100 6,263 81,023 SH   SOLE   81,023 0 0
OMNICARE INC COMMSTCK 681904108 48,532 629,794 SH   SOLE   629,794 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 411 376,000 PRN   SOLE   376,000 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 2,062 1,885,000 PRN   DFND 3 0 0 1,885,000
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 21,591 1,782,909 SH   SOLE   1,782,909 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 392 306,000 PRN   DFND 4 0 0 306,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 13,449 10,507,000 PRN   SOLE   10,507,000 0 0
ORACLE CORPORATION COMMSTCK 68389X105 36,038 835,185 SH   SOLE   835,185 0 0
ORBITAL ATK INC COMMSTCK 68557N103 296 3,869 SH   DFND 4 0 0 3,869
ORBITAL ATK INC COMMSTCK 68557N103 3,758 49,044 SH   SOLE   49,044 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 2,366 10,941 SH   DFND 3 0 0 10,941
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 49,451 228,688 SH   SOLE   228,688 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 310 10,354 SH   DFND 1 0 0 10,354
OUTFRONT MEDIA INC COMMSTCK 69007J106 900 30,077 SH   DFND 3 0 0 30,077
OUTFRONT MEDIA INC COMMSTCK 69007J106 18,966 633,876 SH   SOLE   633,876 0 0
OWENS & MINOR INC COMMSTCK 690732102 20,190 596,631 SH   SOLE   596,631 0 0
OWENS CORNING COMMSTCK 690742101 20,756 478,251 SH   SOLE   478,251 0 0
PACCAR INC COMMSTCK 693718108 329 5,206 SH   DFND 3 0 0 5,206
PACCAR INC COMMSTCK 693718108 2,228 35,292 SH   DFND 1 0 0 35,292
PACCAR INC COMMSTCK 693718108 42,044 665,891 SH   SOLE   665,891 0 0
PACKAGING CORPORATION OF A COMMSTCK 695156109 3,745 47,893 SH   SOLE   47,893 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 5,717 39,133 SH   SOLE   39,133 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 3,126 19,539 SH   SOLE   19,539 0 0
PARAMOUNT GROUP INC COMMSTCK 69924R108 1,822 94,400 SH   DFND 2 94,400 0 0
PARKER HANNIFIN CORP COMMSTCK 701094104 505 4,250 SH   DFND 3 0 0 4,250
PARKER HANNIFIN CORP COMMSTCK 701094104 48,715 410,132 SH   SOLE   410,132 0 0
PDC ENERGY INC COMMSTCK 69327R101 3,030 56,069 SH   SOLE   56,069 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 228 238,000 PRN   DFND 4 0 0 238,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 730 763,000 PRN   DFND 3 0 0 763,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 12,797 13,374,000 PRN   SOLE   13,374,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 21,217 455,603 SH   SOLE   455,603 0 0
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 342 22,514 SH   DFND 3 0 0 22,514
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 10,147 667,594 SH   SOLE   667,594 0 0
PEPSICO INC COMMSTCK 713448108 13,203 138,073 SH   DFND 3 0 0 138,073
PEPSICO INC COMMSTCK 713448108 193,168 2,020,167 SH   SOLE   2,020,167 0 0
PERFORMANCE SPORTS GROUP L COMMSTCK 71377G100 4,313 221,205 SH   SOLE   221,205 0 0
PFIZER INC COMMSTCK 717081103 2,486 71,468 SH   DFND 3 0 0 71,468
PFIZER INC COMMSTCK 717081103 2,841 81,659 SH   DFND 1 0 0 81,659
PFIZER INC COMMSTCK 717081103 191,998 5,518,777 SH   SOLE   5,518,777 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 460 6,105 SH   SOLE   6,105 0 0
PHILLIPS 66 COMMSTCK 718546104 1,033 13,148 SH   DFND 3 0 0 13,148
PHILLIPS 66 COMMSTCK 718546104 2,950 37,529 SH   DFND 1 0 0 37,529
PHILLIPS 66 COMMSTCK 718546104 47,744 607,433 SH   SOLE   607,433 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 4,092 219,900 SH   DFND 2 219,900 0 0
PINNACLE ENTERTAINMENT INC COMMSTCK 723456109 287 7,965 SH   DFND 4 0 0 7,965
PINNACLE ENTERTAINMENT INC COMMSTCK 723456109 3,626 100,462 SH   SOLE   100,462 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 24,064 589,658 SH   SOLE   589,658 0 0
PINNACLE WEST CAPITAL CORP COMMSTCK 723484101 20,227 317,285 SH   SOLE   317,285 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,728 29,254 SH   DFND 3 0 0 29,254
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 7,662 82,170 SH   DFND 1 0 0 82,170
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 294,779 3,161,513 SH   SOLE   3,161,513 0 0
PNM RESOURCES INC COMMSTCK 69349H107 25,135 860,776 SH   SOLE   860,776 0 0
POLYCOM, INC. COMMSTCK 73172K104 22,350 1,667,891 SH   SOLE   1,667,891 0 0
POLYMET MINING CORP COMMSTCK 731916102 59 45,826 SH   DFND 4 0 0 45,826
POLYMET MINING CORP COMMSTCK 731916102 711 555,685 SH   SOLE   555,685 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 1,012 42,000 SH   SOLE   42,000 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 24,957 506,128 SH   SOLE   506,128 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 4,758 21,095 SH   SOLE   21,095 0 0
PRAXAIR INC COMMSTCK 74005P104 3,957 32,777 SH   DFND 3 0 0 32,777
PRAXAIR INC COMMSTCK 74005P104 38,392 317,970 SH   SOLE   317,970 0 0
PRECISION CASTPARTS CORP COMMSTCK 740189105 9,026 42,983 SH   DFND 3 0 0 42,983
PRECISION CASTPARTS CORP COMMSTCK 740189105 121,667 579,369 SH   SOLE   579,369 0 0
PRICELINE GROUP INC 0.35% CNVRTBND 741503AS5 1,643 1,440,000 PRN   SOLE   1,440,000 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 695 8,483 SH   SOLE   8,483 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 9,017 331,519 SH   SOLE   331,519 0 0
PROLOGIS INC COMMSTCK 74340W103 11,038 253,400 SH   DFND 2 253,400 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 64,823 1,546,347 SH   SOLE   1,546,347 0 0
PUBLIC STORAGE COMMSTCK 74460D109 175 890 SH   SOLE   890 0 0
PUBLIC STORAGE COMMSTCK 74460D109 11,533 58,500 SH   DFND 2 58,500 0 0
PVH CORP COMMSTCK 693656100 3,519 33,022 SH   SOLE   33,022 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 8,734 280,553 SH   SOLE   280,553 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 12,124 174,844 SH   DFND 3 0 0 174,844
QUALCOMM INCORPORATED COMMSTCK 747525103 150,948 2,176,932 SH   SOLE   2,176,932 0 0
QUEST DIAGNOSTICS INCORPOR COMMSTCK 74834L100 43,221 562,413 SH   SOLE   562,413 0 0
QUESTAR CORPORATION COMMSTCK 748356102 17,368 727,896 SH   SOLE   727,896 0 0
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 266 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 6,244 5,755,000 PRN   SOLE   5,755,000 0 0
RAMCO-GERSHENSON PROPERTIE COMMSTCK 751452202 1,741 93,600 SH   DFND 2 93,600 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 4,835 92,905 SH   SOLE   92,905 0 0
RAYTHEON COMPANY COMMSTCK 755111507 9,392 85,966 SH   SOLE   85,966 0 0
REGAL BELOIT CORP COMMSTCK 758750103 17,397 217,675 SH   SOLE   217,675 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 655 28,663 SH   DFND 3 0 0 28,663
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 14,665 642,073 SH   SOLE   642,073 0 0
REGENERON PHARMACEUTICALS, COMMSTCK 75886F107 218 482 SH   SOLE   482 0 0
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 30,743 3,253,280 SH   SOLE   3,253,280 0 0
REINSURANCE GROUP OF AMERI COMMSTCK 759351604 29,152 312,827 SH   SOLE   312,827 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 655 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 2,273 124,200 SH   DFND 2 124,200 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 2,519 159,300 SH   DFND 2 159,300 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 3,397 108,500 SH   DFND 2 108,500 0 0
ROCKWELL AUTOMATION INC COMMSTCK 773903109 1,108 9,554 SH   DFND 3 0 0 9,554
ROCKWELL AUTOMATION INC COMMSTCK 773903109 1,730 14,911 SH   DFND 1 0 0 14,911
ROCKWELL AUTOMATION INC COMMSTCK 773903109 30,077 259,303 SH   SOLE   259,303 0 0
ROCKWELL COLLINS INC. COMMSTCK 774341101 11,660 120,770 SH   SOLE   120,770 0 0
ROPER INDUSTRIES INC COMMSTCK 776696106 9,152 53,209 SH   SOLE   53,209 0 0
ROSS STORES, INC. COMMSTCK 778296103 7,318 69,459 SH   DFND 1 0 0 69,459
ROSS STORES, INC. COMMSTCK 778296103 15,841 150,349 SH   DFND 3 0 0 150,349
ROSS STORES, INC. COMMSTCK 778296103 359,563 3,412,712 SH   SOLE   3,412,712 0 0
RPM INTERNATIONAL INC COMMSTCK 749685103 4,539 94,574 SH   SOLE   94,574 0 0
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 200 170,000 PRN   DFND 4 0 0 170,000
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 3,336 2,830,000 PRN   SOLE   2,830,000 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 236 205,000 PRN   DFND 4 0 0 205,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 10,114 8,795,000 PRN   SOLE   8,795,000 0 0
RYDER SYSTEM INC COMMSTCK 783549108 37,392 394,055 SH   SOLE   394,055 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 321 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 823 845,000 PRN   DFND 3 0 0 845,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 1,066 1,095,000 PRN   DFND 1 0 0 1,095,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 21,199 21,770,000 PRN   SOLE   21,770,000 0 0
SABRE CORP COMMSTCK 78573M104 7,062 290,632 SH   SOLE   290,632 0 0
SALESFORCE.COM INC. COMMSTCK 79466L302 8,377 125,388 SH   SOLE   125,388 0 0
SALIX PHARMACEUTICALS LTD. COMMSTCK 795435106 6,354 36,771 SH   SOLE   36,771 0 0
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 731 275,000 PRN   DFND 4 0 0 275,000
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 18,873 7,100,000 PRN   SOLE   7,100,000 0 0
SALLY BEAUTY HOLDINGS INC COMMSTCK 79546E104 25,982 755,946 SH   SOLE   755,946 0 0
SANDISK CORPORATION COMMSTCK 80004C101 1,699 26,709 SH   SOLE   26,709 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 15,378 131,325 SH   SOLE   131,325 0 0
SCHLUMBERGER LTD COMMSTCK 806857108 11,315 135,603 SH   DFND 3 0 0 135,603
SCHLUMBERGER LTD COMMSTCK 806857108 117,160 1,404,117 SH   SOLE   1,404,117 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 675 9,846 SH   DFND 3 0 0 9,846
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 4,801 70,025 SH   DFND 1 0 0 70,025
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 69,877 1,019,213 SH   SOLE   1,019,213 0 0
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 113 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3,794 4,370,000 PRN   SOLE   4,370,000 0 0
SEMGROUP CORP COMMSTCK 81663A105 7,088 87,144 SH   SOLE   87,144 0 0
SERVICENOW INC COMMSTCK 81762P102 6,692 84,951 SH   SOLE   84,951 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 10,850 38,136 SH   SOLE   38,136 0 0
SHIRE PLC DEPRECPT 82481R106 27,835 116,323 SH   SOLE   116,323 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 474 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 513 520,000 PRN   DFND 3 0 0 520,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 17,557 17,790,000 PRN   SOLE   17,790,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 7,489 57,795 SH   SOLE   57,795 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 9,098 65,551 SH   SOLE   65,551 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 272 1,388 SH   SOLE   1,388 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 20,151 103,000 SH   DFND 2 103,000 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 32,249 328,101 SH   SOLE   328,101 0 0
SMITH & NEPHEW PLC DEPRECPT 83175M205 2,890 84,570 SH   DFND 1 0 0 84,570
SNAP-ON INCORPORATED COMMSTCK 833034101 950 6,457 SH   DFND 3 0 0 6,457
SNAP-ON INCORPORATED COMMSTCK 833034101 2,003 13,618 SH   SOLE   13,618 0 0
SONIC CORP COMMSTCK 835451105 8,453 266,647 SH   SOLE   266,647 0 0
SONOCO PRODUCTS COMPANY COMMSTCK 835495102 13,519 297,392 SH   SOLE   297,392 0 0
SOUTHERN COMPANY (THE) COMMSTCK 842587107 222 5,013 SH   SOLE   5,013 0 0
SOUTHWEST AIRLINES CO. COMMSTCK 844741108 2,602 58,741 SH   SOLE   58,741 0 0
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 357 15,410 SH   DFND 3 0 0 15,410
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 2,510 108,238 SH   DFND 1 0 0 108,238
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 99,122 4,274,339 SH   SOLE   4,274,339 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 811 22,418 SH   DFND 3 0 0 22,418
SPECTRA ENERGY CORP COMMSTCK 847560109 1,780 49,199 SH   SOLE   49,199 0 0
SPLUNK INC COMMSTCK 848637104 6,091 102,882 SH   SOLE   102,882 0 0
SPX CORPORATION COMMSTCK 784635104 2,459 28,969 SH   SOLE   28,969 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 6,469 103,844 SH   SOLE   103,844 0 0
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 290 235,000 PRN   DFND 4 0 0 235,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 728 590,000 PRN   DFND 3 0 0 590,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 1,492 1,210,000 PRN   DFND 1 0 0 1,210,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 19,046 15,445,000 PRN   SOLE   15,445,000 0 0
STANLEY BLACK & DECKER INC PFDDOM 854502309 389 2,900 SH   SOLE   2,900 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 354 3,742 SH   DFND 4 0 0 3,742
STARBUCKS CORPORATION COMMSTCK 855244109 15,663 165,391 SH   DFND 3 0 0 165,391
STARBUCKS CORPORATION COMMSTCK 855244109 235,695 2,488,861 SH   SOLE   2,488,861 0 0
STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 6,450 77,243 SH   SOLE   77,243 0 0
STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2,262 93,104 SH   SOLE   93,104 0 0
STARWOOD WAYPOINT RESIDENT COMMSTCK 85571W109 330 12,785 SH   SOLE   12,785 0 0
STATE STREET CORP COMMSTCK 857477103 452 6,147 SH   DFND 3 0 0 6,147
STATE STREET CORP COMMSTCK 857477103 3,141 42,722 SH   DFND 1 0 0 42,722
STATE STREET CORP COMMSTCK 857477103 65,986 897,409 SH   SOLE   897,409 0 0
STEELCASE INC. COMMSTCK 858155203 15,711 829,525 SH   SOLE   829,525 0 0
STORE CAPITAL COMMSTCK 862121100 1,488 63,718 SH   DFND 2 63,718 0 0
SYMANTEC CORPORATION COMMSTCK 871503108 270 11,535 SH   DFND 3 0 0 11,535
SYMANTEC CORPORATION COMMSTCK 871503108 1,907 81,601 SH   DFND 1 0 0 81,601
SYMANTEC CORPORATION COMMSTCK 871503108 27,861 1,192,443 SH   SOLE   1,192,443 0 0
SYNAPTICS INCORPORATED COMMSTCK 87157D109 5,101 62,736 SH   SOLE   62,736 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 150 130,000 PRN   DFND 4 0 0 130,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 7,353 6,370,000 PRN   SOLE   6,370,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 14,517 478,305 SH   SOLE   478,305 0 0
T ROWE PRICE GROUP INC COMMSTCK 74144T108 800 9,883 SH   SOLE   9,883 0 0
TABLEAU SOFTWARE INC COMMSTCK 87336U105 5,482 59,250 SH   SOLE   59,250 0 0
TARGA RESOURCES INC COMMSTCK 87612G101 655 6,836 SH   DFND 3 0 0 6,836
TARGA RESOURCES INC COMMSTCK 87612G101 1,393 14,544 SH   SOLE   14,544 0 0
TARGET CORPORATION COMMSTCK 87612E106 910 11,084 SH   DFND 3 0 0 11,084
TARGET CORPORATION COMMSTCK 87612E106 44,326 540,104 SH   SOLE   540,104 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 9,749 126,400 SH   DFND 2 126,400 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 577 36,044 SH   DFND 3 0 0 36,044
TCP CAPITAL CORP COMMSTCK 87238Q103 12,849 802,066 SH   SOLE   802,066 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 5,845 156,862 SH   SOLE   156,862 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 285 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 4,073 56,873 SH   SOLE   56,873 0 0
TENNECO INC COMMSTCK 880349105 21,475 374,001 SH   SOLE   374,001 0 0
TESARO INC COMMSTCK 881569107 7,418 129,230 SH   SOLE   129,230 0 0
TESORO CORP COMMSTCK 881609101 2,691 29,476 SH   SOLE   29,476 0 0
TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 71,494 1,147,578 SH   SOLE   1,147,578 0 0
THE COCA-COLA CO COMMSTCK 191216100 657 16,214 SH   DFND 3 0 0 16,214
THE COCA-COLA CO COMMSTCK 191216100 4,613 113,750 SH   DFND 1 0 0 113,750
THE COCA-COLA CO COMMSTCK 191216100 84,292 2,078,711 SH   SOLE   2,078,711 0 0
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 407 480,000 PRN   DFND 4 0 0 480,000
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 11,043 13,020,000 PRN   SOLE   13,020,000 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 729 5,429 SH   DFND 4 0 0 5,429
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 5,315 39,561 SH   DFND 1 0 0 39,561
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 17,063 127,013 SH   DFND 3 0 0 127,013
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 264,244 1,966,983 SH   SOLE   1,966,983 0 0
TIME INC COMMSTCK 887228104 500 22,282 SH   DFND 3 0 0 22,282
TIME INC COMMSTCK 887228104 519 23,141 SH   DFND 1 0 0 23,141
TIME INC COMMSTCK 887228104 8,595 383,039 SH   SOLE   383,039 0 0
TIME WARNER CABLE INC COMMSTCK 88732J207 45,272 302,057 SH   SOLE   302,057 0 0
TIME WARNER INC COMMSTCK 887317303 2,582 30,574 SH   DFND 1 0 0 30,574
TIME WARNER INC COMMSTCK 887317303 12,069 142,928 SH   DFND 3 0 0 142,928
TIME WARNER INC COMMSTCK 887317303 183,209 2,169,697 SH   SOLE   2,169,697 0 0
TJX COS INC COMMSTCK 872540109 873 12,463 SH   DFND 3 0 0 12,463
TJX COS INC COMMSTCK 872540109 6,206 88,591 SH   DFND 1 0 0 88,591
TJX COS INC COMMSTCK 872540109 99,062 1,414,161 SH   SOLE   1,414,161 0 0
TORO COMPANY (THE) COMMSTCK 891092108 3,820 54,483 SH   SOLE   54,483 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 21,374 560,253 SH   SOLE   560,253 0 0
TOWERS WATSON & CO COMMSTCK 891894107 33,586 254,085 SH   SOLE   254,085 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 617 7,248 SH   DFND 3 0 0 7,248
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 13,980 164,355 SH   SOLE   164,355 0 0
TRAVELERS COS INC COMMSTCK 89417E109 616 5,701 SH   DFND 3 0 0 5,701
TRAVELERS COS INC COMMSTCK 89417E109 4,487 41,499 SH   DFND 1 0 0 41,499
TRAVELERS COS INC COMMSTCK 89417E109 109,913 1,016,488 SH   SOLE   1,016,488 0 0
TRIPADVISOR INC COMMSTCK 896945201 10,352 124,466 SH   SOLE   124,466 0 0
TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 5,738 406,681 SH   SOLE   406,681 0 0
TWITTER INC COMMSTCK 90184L102 10,508 209,817 SH   SOLE   209,817 0 0
TYSON FOODS INC COMMSTCK 902494103 53,871 1,406,544 SH   SOLE   1,406,544 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 6,209 41,157 SH   SOLE   41,157 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 726 6,706 SH   DFND 3 0 0 6,706
UNION PACIFIC CORPORATION COMMSTCK 907818108 5,181 47,837 SH   DFND 1 0 0 47,837
UNION PACIFIC CORPORATION COMMSTCK 907818108 155,990 1,440,214 SH   SOLE   1,440,214 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 302 4,490 SH   DFND 4 0 0 4,490
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 129,329 1,923,108 SH   SOLE   1,923,108 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 7,412 76,460 SH   DFND 3 0 0 76,460
UNITED PARCEL SERVICE INC COMMSTCK 911312106 75,579 779,650 SH   SOLE   779,650 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 8,051 88,321 SH   SOLE   88,321 0 0
UNITED STATES STEEL CORP COMMSTCK 912909108 1,184 48,511 SH   SOLE   48,511 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8,025 68,476 SH   DFND 1 0 0 68,476
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 15,701 133,969 SH   DFND 3 0 0 133,969
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 327,361 2,793,185 SH   SOLE   2,793,185 0 0
UNITEDHEALTH GROUP INCORPO COMMSTCK 91324P102 3,009 25,438 SH   SOLE   25,438 0 0
UNUM GROUP COMMSTCK 91529Y106 16,341 484,452 SH   SOLE   484,452 0 0
US BANCORP COMMSTCK 902973304 917 20,995 SH   DFND 3 0 0 20,995
US BANCORP COMMSTCK 902973304 6,426 147,146 SH   DFND 1 0 0 147,146
US BANCORP COMMSTCK 902973304 164,819 3,774,192 SH   SOLE   3,774,192 0 0
USG CORPORATION COMMSTCK 903293405 15,860 594,022 SH   SOLE   594,022 0 0
UTI WORLDWIDE INC COMMSTCK G87210103 4,107 333,932 SH   SOLE   333,932 0 0
VALSPAR CORP COMMSTCK 920355104 475 5,650 SH   DFND 3 0 0 5,650
VALSPAR CORP COMMSTCK 920355104 3,362 40,008 SH   DFND 1 0 0 40,008
VALSPAR CORP COMMSTCK 920355104 123,276 1,467,048 SH   SOLE   1,467,048 0 0
VENTAS INC COMMSTCK 92276F100 155 2,125 SH   SOLE   2,125 0 0
VENTAS INC COMMSTCK 92276F100 7,192 98,500 SH   DFND 2 98,500 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 956 19,657 SH   DFND 3 0 0 19,657
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 112,077 2,304,697 SH   SOLE   2,304,697 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 3,367 28,540 SH   DFND 3 0 0 28,540
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 90,330 765,707 SH   SOLE   765,707 0 0
VIACOM INC COMMSTCK 92553P201 38,649 565,877 SH   SOLE   565,877 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 6,195 210,415 SH   SOLE   210,415 0 0
VISA INC COMMSTCK 92826C839 330 5,043 SH   DFND 3 0 0 5,043
VISA INC COMMSTCK 92826C839 2,326 35,560 SH   DFND 1 0 0 35,560
VISA INC COMMSTCK 92826C839 139,280 2,129,345 SH   SOLE   2,129,345 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 3,270 29,200 SH   DFND 2 29,200 0 0
VOYA FINANCIAL INC COMMSTCK 929089100 82,480 1,913,248 SH   SOLE   1,913,248 0 0
W R GRACE & CO COMMSTCK 38388F108 6,837 69,148 SH   SOLE   69,148 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 14,777 120,252 SH   SOLE   120,252 0 0
WABTEC CORPORATION COMMSTCK 929740108 6,166 64,895 SH   SOLE   64,895 0 0
WAGEWORKS INC COMMSTCK 930427109 6,247 117,140 SH   SOLE   117,140 0 0
WAL-MART STORES INC COMMSTCK 931142103 3,433 41,744 SH   SOLE   41,744 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 62,101 733,355 SH   SOLE   733,355 0 0
WALT DISNEY CO COMMSTCK 254687106 8,161 77,801 SH   DFND 1 0 0 77,801
WALT DISNEY CO COMMSTCK 254687106 19,088 181,977 SH   DFND 3 0 0 181,977
WALT DISNEY CO COMMSTCK 254687106 414,361 3,950,432 SH   SOLE   3,950,432 0 0
WATERS CORPORATION COMMSTCK 941848103 37 295 SH   DFND 4 0 0 295
WATERS CORPORATION COMMSTCK 941848103 315 2,530 SH   SOLE   2,530 0 0
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 332 315,000 PRN   DFND 4 0 0 315,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 791 750,000 PRN   DFND 3 0 0 750,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 37,457 35,525,000 PRN   SOLE   35,525,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 635 625,000 PRN   DFND 3 0 0 625,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 645 635,000 PRN   DFND 4 0 0 635,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 1,433 1,410,000 PRN   DFND 1 0 0 1,410,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 27,713 27,270,000 PRN   SOLE   27,270,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 8,522 93,179 SH   SOLE   93,179 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 2,962 54,453 SH   DFND 3 0 0 54,453
WELLS FARGO & COMPANY COMMSTCK 949746101 12,473 229,276 SH   DFND 1 0 0 229,276
WELLS FARGO & COMPANY COMMSTCK 949746101 389,105 7,152,663 SH   SOLE   7,152,663 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 2,410 1,975 SH   DFND 3 0 0 1,975
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 6,057 4,965 SH   DFND 1 0 0 4,965
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 96,115 78,783 SH   SOLE   78,783 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 30,780 794,122 SH   SOLE   794,122 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 21,447 235,657 SH   SOLE   235,657 0 0
WESTLAKE CHEMICAL CORP COMMSTCK 960413102 9,599 133,435 SH   SOLE   133,435 0 0
WEYERHAEUSER COMPANY COMMSTCK 962166104 36,933 1,114,119 SH   SOLE   1,114,119 0 0
WHEELER REAL ESTATE INVEST COMMSTCK 963025101 192 83,950 SH   SOLE   83,950 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 371 1,838 SH   DFND 3 0 0 1,838
WHIRLPOOL CORPORATION COMMSTCK 963320106 2,620 12,967 SH   DFND 1 0 0 12,967
WHIRLPOOL CORPORATION COMMSTCK 963320106 134,040 663,365 SH   SOLE   663,365 0 0
WHITING PETROLEUM CORP COMMSTCK 966387102 8,555 276,877 SH   SOLE   276,877 0 0
WILLIAMS COMPANIES INC COMMSTCK 969457100 800 15,813 SH   DFND 3 0 0 15,813
WILLIAMS COMPANIES INC COMMSTCK 969457100 1,691 33,422 SH   SOLE   33,422 0 0
WINDSTREAM SERVICES LLC COMMSTCK 97382A101 213 28,800 SH   DFND 4 0 0 28,800
WINDSTREAM SERVICES LLC COMMSTCK 97382A101 4,523 611,276 SH   SOLE   611,276 0 0
WYNDHAM WORLDWIDE CORP COMMSTCK 98310W108 3,498 38,669 SH   SOLE   38,669 0 0
XEROX CORPORATION COMMSTCK 984121103 24,685 1,921,043 SH   SOLE   1,921,043 0 0
YAHOO! INC. COMMSTCK 984332106 90,979 2,047,459 SH   SOLE   2,047,459 0 0
ZIMMER HOLDINGS INC COMMSTCK 98956P102 37,176 316,334 SH   SOLE   316,334 0 0
ZOETIS INC COMMSTCK 98978V103 1,118 24,156 SH   DFND 3 0 0 24,156
ZOETIS INC COMMSTCK 98978V103 7,882 170,276 SH   DFND 1 0 0 170,276
ZOETIS INC COMMSTCK 98978V103 124,292 2,685,080 SH   SOLE   2,685,080 0 0