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 6,023 36,656 SH   DFND 1 0 0 36,656
3M CO COMMSTCK 88579Y101 14,465 88,027 SH   DFND 3 0 0 88,027
3M CO COMMSTCK 88579Y101 229,572 1,397,106 SH   SOLE   1,397,106 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 628 13,939 SH   DFND 3 0 0 13,939
ABBOTT LABORATORIES COMMSTCK 002824100 4,419 98,166 SH   DFND 1 0 0 98,166
ABBOTT LABORATORIES COMMSTCK 002824100 83,150 1,846,956 SH   SOLE   1,846,956 0 0
ABBVIE INC COMMSTCK 00287Y109 3,386 51,745 SH   DFND 3 0 0 51,745
ABBVIE INC COMMSTCK 00287Y109 5,605 85,656 SH   DFND 1 0 0 85,656
ABBVIE INC COMMSTCK 00287Y109 194,016 2,964,792 SH   SOLE   2,964,792 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 3,206 100,100 SH   DFND 2 100,100 0 0
ACE LTD COMMSTCK H0023R105 9,853 85,766 SH   SOLE   85,766 0 0
ACTAVIS PLC COMMSTCK G0083B108 1,642 6,379 SH   DFND 3 0 0 6,379
ACTAVIS PLC COMMSTCK G0083B108 4,383 17,029 SH   DFND 1 0 0 17,029
ACTAVIS PLC COMMSTCK G0083B108 18,702 72,656 SH   SOLE   72,656 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 4,588 32,752 SH   SOLE   32,752 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 3,355 46,154 SH   SOLE   46,154 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 18,885 118,562 SH   SOLE   118,562 0 0
AETNA INC COMMSTCK 00817Y108 501 5,637 SH   DFND 3 0 0 5,637
AETNA INC COMMSTCK 00817Y108 572 6,438 SH   DFND 4 0 0 6,438
AETNA INC COMMSTCK 00817Y108 3,563 40,114 SH   DFND 1 0 0 40,114
AETNA INC COMMSTCK 00817Y108 214,230 2,411,681 SH   SOLE   2,411,681 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 53,552 252,317 SH   SOLE   252,317 0 0
AGL RESOURCES INC. COMMSTCK 001204106 22,489 412,558 SH   SOLE   412,558 0 0
AIRGAS INC COMMSTCK 009363102 361 3,131 SH   DFND 3 0 0 3,131
AIRGAS INC COMMSTCK 009363102 2,506 21,761 SH   DFND 1 0 0 21,761
AIRGAS INC COMMSTCK 009363102 37,091 322,028 SH   SOLE   322,028 0 0
AKAMAI TECHNOLOGIES, INC. COMMSTCK 00971T101 19,391 307,990 SH   SOLE   307,990 0 0
ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 175 145,000 PRN   DFND 4 0 0 145,000
ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 6,323 5,250,000 PRN   SOLE   5,250,000 0 0
ALERE INC COMMSTCK 01449J105 6,320 166,304 SH   SOLE   166,304 0 0
ALERE INC 3% PFDDOM 01449J204 885 2,811 SH   DFND 4 0 0 2,811
ALERE INC 3% PFDDOM 01449J204 29,066 92,274 SH   SOLE   92,274 0 0
ALERE INC 3% CNVRTBND 01449JAA3 738 710,000 PRN   DFND 4 0 0 710,000
ALERE INC 3% CNVRTBND 01449JAA3 13,172 12,665,000 PRN   SOLE   12,665,000 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 2,120 54,000 SH   DFND 2 54,000 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 7,008 78,970 SH   SOLE   78,970 0 0
ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 5,698 30,795 SH   SOLE   30,795 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 16,695 298,599 SH   SOLE   298,599 0 0
ALKERMES PLC COMMSTCK G01767105 16,489 281,576 SH   SOLE   281,576 0 0
ALLEGION PLC COMMSTCK G0176J109 236 4,250 SH   DFND 3 0 0 4,250
ALLEGION PLC COMMSTCK G0176J109 1,701 30,662 SH   DFND 1 0 0 30,662
ALLEGION PLC COMMSTCK G0176J109 25,048 451,648 SH   SOLE   451,648 0 0
ALLERGAN INC/UNITED STATES COMMSTCK 018490102 15,095 71,007 SH   DFND 3 0 0 71,007
ALLERGAN INC/UNITED STATES COMMSTCK 018490102 173,534 816,286 SH   SOLE   816,286 0 0
ALLIANCE DATA SYSTEMS CORP COMMSTCK 018581108 6,425 22,460 SH   SOLE   22,460 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 34,210 515,055 SH   SOLE   515,055 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 92,609 1,318,275 SH   SOLE   1,318,275 0 0
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 412 4,244 SH   DFND 3 0 0 4,244
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 2,969 30,604 SH   DFND 1 0 0 30,604
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 43,491 448,365 SH   SOLE   448,365 0 0
ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 1,829 1,905,000 PRN   SOLE   1,905,000 0 0
ALPHA NATURAL RESOURCES IN CNVRTBND 02076XAE2 3,644 7,297,000 PRN   SOLE   7,297,000 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 1,389 28,195 SH   DFND 3 0 0 28,195
ALTRIA GROUP INC COMMSTCK 02209S103 11,404 231,457 SH   SOLE   231,457 0 0
AMAZON.COM INC COMMSTCK 023135106 2,272 7,322 SH   SOLE   7,322 0 0
AMDOCS LIMITED COMMSTCK G02602103 21,492 460,648 SH   SOLE   460,648 0 0
AMEREN CORPORATION COMMSTCK 023608102 56,379 1,222,173 SH   SOLE   1,222,173 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1,957 36,494 SH   DFND 3 0 0 36,494
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1,985 37,006 SH   DFND 1 0 0 37,006
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 267,096 4,980,340 SH   SOLE   4,980,340 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3,113 78,200 SH   DFND 2 78,200 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 942 22,769 SH   DFND 3 0 0 22,769
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 1,734 41,931 SH   SOLE   41,931 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,953 71,400 SH   DFND 2 71,400 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 590 9,722 SH   DFND 3 0 0 9,722
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 4,302 70,854 SH   DFND 1 0 0 70,854
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 146,754 2,416,899 SH   SOLE   2,416,899 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 409 4,396 SH   DFND 3 0 0 4,396
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 2,949 31,694 SH   DFND 1 0 0 31,694
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 56,025 602,162 SH   SOLE   602,162 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 1,068 62,700 SH   DFND 2 62,700 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 4,371 78,032 SH   SOLE   78,032 0 0
AMERICAN TOWER CORPORATION COMMSTCK 03027X100 210 2,120 SH   SOLE   2,120 0 0
AMERICAN WATER WORKS COMPA COMMSTCK 030420103 5,954 111,699 SH   SOLE   111,699 0 0
AMERIPRISE FINANCIAL INC COMMSTCK 03076C106 24,010 181,553 SH   SOLE   181,553 0 0
AMGEN INC COMMSTCK 031162100 418 2,625 SH   SOLE   2,625 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 3,437 41,662 SH   SOLE   41,662 0 0
ANALOG DEVICES INC COMMSTCK 032654105 3,869 69,684 SH   DFND 1 0 0 69,684
ANALOG DEVICES INC COMMSTCK 032654105 5,492 98,925 SH   DFND 3 0 0 98,925
ANALOG DEVICES INC COMMSTCK 032654105 151,085 2,721,276 SH   SOLE   2,721,276 0 0
ANSYS, INC. COMMSTCK 03662Q105 6,456 78,728 SH   SOLE   78,728 0 0
AON PLC COMMSTCK G0408V102 2,693 28,400 SH   SOLE   28,400 0 0
APACHE CORPORATION COMMSTCK 037411105 449 7,162 SH   DFND 3 0 0 7,162
APACHE CORPORATION COMMSTCK 037411105 3,235 51,618 SH   DFND 1 0 0 51,618
APACHE CORPORATION COMMSTCK 037411105 47,769 762,235 SH   SOLE   762,235 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,959 5,000,000 PRN   SOLE   5,000,000 0 0
APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 17,639 2,377,197 SH   SOLE   2,377,197 0 0
APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 533 520,000 PRN   SOLE   520,000 0 0
APPLE INC COMMSTCK 037833100 11,786 106,779 SH   DFND 1 0 0 106,779
APPLE INC COMMSTCK 037833100 25,826 233,974 SH   DFND 3 0 0 233,974
APPLE INC COMMSTCK 037833100 721,569 6,537,132 SH   SOLE   6,537,132 0 0
ARCHER-DANIELS-MIDLAND COM COMMSTCK 039483102 33,382 641,955 SH   SOLE   641,955 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 789 50,565 SH   DFND 3 0 0 50,565
ARES CAPITAL CORPORATION COMMSTCK 04010L103 18,807 1,205,179 SH   SOLE   1,205,179 0 0
ARES CAPITAL CORPORATION 4 CNVRTBND 04010LAM5 787 785,000 PRN   SOLE   785,000 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 128 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,988 4,845,000 PRN   SOLE   4,845,000 0 0
ASML HOLDING NV DEPRECPT N07059210 357 3,314 SH   DFND 3 0 0 3,314
ASML HOLDING NV DEPRECPT N07059210 2,673 24,790 SH   DFND 1 0 0 24,790
ASML HOLDING NV DEPRECPT N07059210 38,022 352,615 SH   SOLE   352,615 0 0
ASTRAZENECA PLC DEPRECPT 046353108 1,104 15,689 SH   DFND 3 0 0 15,689
ASTRAZENECA PLC DEPRECPT 046353108 2,370 33,676 SH   DFND 1 0 0 33,676
ASTRAZENECA PLC DEPRECPT 046353108 49,615 704,962 SH   SOLE   704,962 0 0
AT&T INC COMMSTCK 00206R102 457 13,609 SH   SOLE   13,609 0 0
AUTODESK INC COMMSTCK 052769106 10,065 167,582 SH   SOLE   167,582 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 484 5,807 SH   DFND 3 0 0 5,807
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 3,464 41,552 SH   DFND 1 0 0 41,552
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 51,449 617,121 SH   SOLE   617,121 0 0
AUXILIUM PHARMACEUTICALS I CNVRTBND 05334DAA5 2,874 1,937,000 PRN   SOLE   1,937,000 0 0
AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 16,958 168,588 SH   SOLE   168,588 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 11,078 67,800 SH   DFND 2 67,800 0 0
AVERY DENNISON CORPORATION COMMSTCK 053611109 5,787 111,554 SH   SOLE   111,554 0 0
AXIALL CORP COMMSTCK 05463D100 446 10,495 SH   DFND 4 0 0 10,495
AXIALL CORP COMMSTCK 05463D100 8,559 201,537 SH   SOLE   201,537 0 0
B/E AEROSPACE INC COMMSTCK 073302101 4,520 77,902 SH   SOLE   77,902 0 0
BAIDU INC DEPRECPT 056752108 9,156 40,162 SH   SOLE   40,162 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 2,672 149,333 SH   DFND 3 0 0 149,333
BANK OF AMERICA CORP COMMSTCK 060505104 5,308 296,687 SH   DFND 1 0 0 296,687
BANK OF AMERICA CORP COMMSTCK 060505104 259,839 14,524,259 SH   SOLE   14,524,259 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 264 227 SH   DFND 3 0 0 227
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 538 462 SH   DFND 1 0 0 462
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 14,599 12,539 SH   SOLE   12,539 0 0
BANKUNITED INC COMMSTCK 06652K103 6,652 229,617 SH   SOLE   229,617 0 0
BB&T CORP COMMSTCK 054937107 489 12,562 SH   DFND 3 0 0 12,562
BB&T CORP COMMSTCK 054937107 3,593 92,397 SH   DFND 1 0 0 92,397
BB&T CORP COMMSTCK 054937107 69,737 1,793,175 SH   SOLE   1,793,175 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 803 5,773 SH   DFND 3 0 0 5,773
BECTON DICKINSON AND COMPA COMMSTCK 075887109 5,728 41,159 SH   DFND 1 0 0 41,159
BECTON DICKINSON AND COMPA COMMSTCK 075887109 126,578 909,583 SH   SOLE   909,583 0 0
BED BATH & BEYOND INC COMMSTCK 075896100 33,746 443,039 SH   SOLE   443,039 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 832 5,544 SH   SOLE   5,544 0 0
BERRY PLASTICS GROUP INC COMMSTCK 08579W103 5,104 161,762 SH   SOLE   161,762 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 347 2,875 SH   DFND 4 0 0 2,875
BIO-RAD LABORATORIES INC COMMSTCK 090572207 5,839 48,435 SH   SOLE   48,435 0 0
BIOGEN, INC. COMMSTCK 09062X103 6,311 18,593 SH   SOLE   18,593 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 135 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 4,567 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 141 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 4,762 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMED REALTY TRUST INC COMMSTCK 09063H107 3,438 159,600 SH   DFND 2 159,600 0 0
BIOSCRIP INC COMMSTCK 09069N108 106 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 1,854 265,191 SH   SOLE   265,191 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 6,762 682,300 SH   SOLE   682,300 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 6,841 464,100 SH   SOLE   464,100 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 11,963 353,607 SH   SOLE   353,607 0 0
BOARDWALK PIPELINE PARTNER COMMSTCK 096627104 5,614 315,899 SH   SOLE   315,899 0 0
BORGWARNER INC COMMSTCK 099724106 281 5,115 SH   DFND 3 0 0 5,115
BORGWARNER INC COMMSTCK 099724106 2,035 37,033 SH   DFND 1 0 0 37,033
BORGWARNER INC COMMSTCK 099724106 32,873 598,227 SH   SOLE   598,227 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 173 1,342 SH   SOLE   1,342 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 10,939 85,000 SH   DFND 2 85,000 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 4,986 84,466 SH   SOLE   84,466 0 0
BROADCOM CORPORATION COMMSTCK 111320107 72,904 1,682,531 SH   SOLE   1,682,531 0 0
BROOKDALE SENIOR LIVING IN COMMSTCK 112463104 11,243 306,607 SH   SOLE   306,607 0 0
BRUKER CORPORATION COMMSTCK 116794108 7,538 384,188 SH   SOLE   384,188 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4,555 96,250 SH   SOLE   96,250 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 3,809 128,652 SH   DFND 1 0 0 128,652
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4,302 145,298 SH   DFND 3 0 0 145,298
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 171,449 5,790,229 SH   SOLE   5,790,229 0 0
CADENCE DESIGN SYSTEMS, IN COMMSTCK 127387108 9,574 504,702 SH   SOLE   504,702 0 0
CALIFORNIA RESOURCES CORP COMMSTCK 13057Q107 26 4,684 SH   DFND 3 0 0 4,684
CALIFORNIA RESOURCES CORP COMMSTCK 13057Q107 49 8,918 SH   DFND 1 0 0 8,918
CALIFORNIA RESOURCES CORP COMMSTCK 13057Q107 1,425 258,588 SH   SOLE   258,588 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 4,209 57,000 SH   DFND 2 57,000 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 10,498 142,171 SH   SOLE   142,171 0 0
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 248 4,955 SH   DFND 3 0 0 4,955
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 1,768 35,405 SH   DFND 1 0 0 35,405
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 41,266 826,146 SH   SOLE   826,146 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 183 4,150 SH   DFND 3 0 0 4,150
CAMPBELL SOUP COMPANY COMMSTCK 134429109 1,253 28,481 SH   DFND 1 0 0 28,481
CAMPBELL SOUP COMPANY COMMSTCK 134429109 65,091 1,479,352 SH   SOLE   1,479,352 0 0
CANADIAN NATIONAL RAILWAY COMMSTCK 136375102 17,716 257,085 SH   SOLE   257,085 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 220 2,670 SH   SOLE   2,670 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 817 10,115 SH   DFND 3 0 0 10,115
CARDINAL HEALTH INC COMMSTCK 14149Y108 212,293 2,629,671 SH   SOLE   2,629,671 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
CARLYLE GROUP LP/THE COMMSTCK 14309L102 20,251 736,401 SH   SOLE   736,401 0 0
CATAMARAN CORP COMMSTCK 148887102 19,665 379,996 SH   SOLE   379,996 0 0
CATERPILLAR INC COMMSTCK 149123101 282 3,076 SH   SOLE   3,076 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 20,893 816,438 SH   SOLE   816,438 0 0
CBS CORP COMMSTCK 124857202 658 11,893 SH   DFND 3 0 0 11,893
CBS CORP COMMSTCK 124857202 1,834 33,137 SH   DFND 1 0 0 33,137
CBS CORP COMMSTCK 124857202 121,610 2,197,500 SH   SOLE   2,197,500 0 0
CDK GLOBAL INC COMMSTCK 12508E101 66 1,623 SH   DFND 3 0 0 1,623
CDK GLOBAL INC COMMSTCK 12508E101 487 11,941 SH   DFND 1 0 0 11,941
CDK GLOBAL INC COMMSTCK 12508E101 7,034 172,583 SH   SOLE   172,583 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 33,803 706,722 SH   SOLE   706,722 0 0
CELANESE CORPORATION COMMSTCK 150870103 18,166 302,973 SH   SOLE   302,973 0 0
CELGENE CORPORATION COMMSTCK 151020104 6,115 54,670 SH   DFND 1 0 0 54,670
CELGENE CORPORATION COMMSTCK 151020104 16,948 151,510 SH   DFND 3 0 0 151,510
CELGENE CORPORATION COMMSTCK 151020104 354,640 3,170,390 SH   SOLE   3,170,390 0 0
CEMEX SAB DE CV 3.75% CNVRTBND 151290BC6 25,620 21,250,000 PRN   SOLE   21,250,000 0 0
CH ROBINSON WORLDWIDE INC COMMSTCK 12541W209 2,726 36,404 SH   SOLE   36,404 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 15,488 243,374 SH   SOLE   243,374 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 418 13,857 SH   DFND 3 0 0 13,857
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 3,035 100,525 SH   DFND 1 0 0 100,525
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 47,032 1,557,880 SH   SOLE   1,557,880 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 1,521 52,500 SH   DFND 2 52,500 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 269 300,000 PRN   DFND 4 0 0 300,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1,123 1,250,000 PRN   DFND 1 0 0 1,250,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1,796 2,000,000 PRN   DFND 3 0 0 2,000,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 14,684 16,350,000 PRN   SOLE   16,350,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,301 1,340,000 PRN   SOLE   1,340,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,651 1,700,000 PRN   DFND 3 0 0 1,700,000
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,935 52,009 SH   DFND 3 0 0 52,009
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 16,703 448,886 SH   SOLE   448,886 0 0
CHEVRON CORP COMMSTCK 166764100 49,096 437,653 SH   SOLE   437,653 0 0
CHINA BIOLOGIC PRODUCTS IN COMMSTCK 16938C106 371 5,525 SH   SOLE   5,525 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 2,503 272,368 SH   SOLE   272,368 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 8,474 12,379 SH   SOLE   12,379 0 0
CHUBB CORPORATION COMMSTCK 171232101 1,220 11,795 SH   DFND 3 0 0 11,795
CHUBB CORPORATION COMMSTCK 171232101 8,874 85,761 SH   DFND 1 0 0 85,761
CHUBB CORPORATION COMMSTCK 171232101 170,347 1,646,340 SH   SOLE   1,646,340 0 0
CIENA CORPORATION 0.875% CNVRTBND 171779AE1 248 250,000 PRN   DFND 4 0 0 250,000
CIENA CORPORATION 0.875% CNVRTBND 171779AE1 10,946 11,050,000 PRN   SOLE   11,050,000 0 0
CIGNA CORPORATION COMMSTCK 125509109 556 5,400 SH   DFND 4 0 0 5,400
CIGNA CORPORATION COMMSTCK 125509109 7,328 71,211 SH   SOLE   71,211 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 10,659 100,557 SH   SOLE   100,557 0 0
CINTAS CORPORATION COMMSTCK 172908105 5,467 69,700 SH   SOLE   69,700 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 52,615 1,891,607 SH   SOLE   1,891,607 0 0
CIT GROUP INC COMMSTCK 125581801 20,903 437,036 SH   SOLE   437,036 0 0
CITIGROUP INC COMMSTCK 172967424 151,316 2,796,446 SH   SOLE   2,796,446 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 3,439 53,900 SH   SOLE   53,900 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 975 34,734 SH   SOLE   34,734 0 0
CLOROX COMPANY COMMSTCK 189054109 297 2,854 SH   DFND 3 0 0 2,854
CLOROX COMPANY COMMSTCK 189054109 1,908 18,310 SH   DFND 1 0 0 18,310
CLOROX COMPANY COMMSTCK 189054109 52,295 501,822 SH   SOLE   501,822 0 0
CME GROUP INC COMMSTCK 12572Q105 778 8,781 SH   DFND 3 0 0 8,781
CME GROUP INC COMMSTCK 12572Q105 1,446 16,307 SH   SOLE   16,307 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 184 305,000 PRN   DFND 3 0 0 305,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 368 610,000 PRN   DFND 4 0 0 610,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 860 1,425,000 PRN   DFND 1 0 0 1,425,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 32,654 54,085,000 PRN   SOLE   54,085,000 0 0
COCA-COLA COMPANY (THE) COMMSTCK 191216100 612 14,497 SH   DFND 3 0 0 14,497
COCA-COLA COMPANY (THE) COMMSTCK 191216100 4,398 104,179 SH   DFND 1 0 0 104,179
COCA-COLA COMPANY (THE) COMMSTCK 191216100 81,747 1,936,219 SH   SOLE   1,936,219 0 0
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 995 22,490 SH   DFND 3 0 0 22,490
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 4,147 93,777 SH   DFND 1 0 0 93,777
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 67,510 1,526,690 SH   SOLE   1,526,690 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 8,568 123,839 SH   DFND 3 0 0 123,839
COLGATE-PALMOLIVE CO COMMSTCK 194162103 97,591 1,410,474 SH   SOLE   1,410,474 0 0
COMCAST CORPORATION COMMSTCK 20030N101 625 10,779 SH   DFND 3 0 0 10,779
COMCAST CORPORATION COMMSTCK 20030N101 78,363 1,350,857 SH   SOLE   1,350,857 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 131 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 3,317 498,029 SH   SOLE   498,029 0 0
COMMUNITY HEALTH SYSTEMS I COMMSTCK 203668108 31,737 588,596 SH   SOLE   588,596 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 25,749 296,540 SH   SOLE   296,540 0 0
COMSCORE INC COMMSTCK 20564W105 6,234 134,259 SH   SOLE   134,259 0 0
CON-WAY INC COMMSTCK 205944101 35,031 712,292 SH   SOLE   712,292 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 1,983 28,707 SH   DFND 3 0 0 28,707
CONOCOPHILLIPS COMMSTCK 20825C104 3,526 51,058 SH   DFND 1 0 0 51,058
CONOCOPHILLIPS COMMSTCK 20825C104 158,736 2,298,519 SH   SOLE   2,298,519 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 12,097 123,225 SH   SOLE   123,225 0 0
CORRECTIONS CORPORATION OF COMMSTCK 22025Y407 20,471 563,310 SH   SOLE   563,310 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 217 350,000 PRN   DFND 4 0 0 350,000
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 10,185 16,395,000 PRN   SOLE   16,395,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 15,616 85,043 SH   SOLE   85,043 0 0
COSTCO WHOLESALE CORPORATI COMMSTCK 22160K105 204 1,439 SH   SOLE   1,439 0 0
COTY US INC COMMSTCK 222070203 18,466 893,820 SH   SOLE   893,820 0 0
COVANTA HOLDING CORP COMMSTCK 22282E102 6,472 294,068 SH   SOLE   294,068 0 0
COVIDIEN PLC COMMSTCK G2554F113 12,318 120,436 SH   DFND 3 0 0 120,436
COVIDIEN PLC COMMSTCK G2554F113 193,065 1,887,610 SH   SOLE   1,887,610 0 0
CR BARD INC COMMSTCK 067383109 1,385 8,312 SH   DFND 3 0 0 8,312
CR BARD INC COMMSTCK 067383109 10,011 60,083 SH   DFND 1 0 0 60,083
CR BARD INC COMMSTCK 067383109 148,889 893,586 SH   SOLE   893,586 0 0
CRANE CO. COMMSTCK 224399105 21,118 359,753 SH   SOLE   359,753 0 0
CREDICORP LTD COMMSTCK G2519Y108 1,202 7,504 SH   SOLE   7,504 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 29,895 587,322 SH   SOLE   587,322 0 0
CSX CORP COMMSTCK 126408103 10,705 295,474 SH   SOLE   295,474 0 0
CUBESMART COMMSTCK 229663109 2,476 112,200 SH   DFND 2 112,200 0 0
CUBIST PHARMACEUTICALS INC CNVRTBND 229678AF4 133 100,000 PRN   DFND 4 0 0 100,000
CUBIST PHARMACEUTICALS INC CNVRTBND 229678AF4 6,317 4,765,000 PRN   SOLE   4,765,000 0 0
CUBIST PHARMACEUTICALS INC CNVRTBND 229678AH0 143 105,000 PRN   DFND 3 0 0 105,000
CUBIST PHARMACEUTICALS INC CNVRTBND 229678AH0 156 115,000 PRN   DFND 4 0 0 115,000
CUBIST PHARMACEUTICALS INC CNVRTBND 229678AH0 17,211 12,655,000 PRN   SOLE   12,655,000 0 0
CUMMINS INC COMMSTCK 231021106 1,854 12,858 SH   DFND 1 0 0 12,858
CUMMINS INC COMMSTCK 231021106 5,765 39,987 SH   DFND 3 0 0 39,987
CUMMINS INC COMMSTCK 231021106 156,931 1,088,516 SH   SOLE   1,088,516 0 0
CVS HEALTH CORP COMMSTCK 126650100 9,502 98,664 SH   DFND 1 0 0 98,664
CVS HEALTH CORP COMMSTCK 126650100 19,404 201,471 SH   DFND 3 0 0 201,471
CVS HEALTH CORP COMMSTCK 126650100 500,417 5,195,899 SH   SOLE   5,195,899 0 0
D R HORTON INC COMMSTCK 23331A109 124 4,891 SH   DFND 4 0 0 4,891
D R HORTON INC COMMSTCK 23331A109 1,225 48,437 SH   SOLE   48,437 0 0
DANAHER CORPORATION COMMSTCK 235851102 259 3,024 SH   SOLE   3,024 0 0
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 311 4,102 SH   DFND 3 0 0 4,102
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 2,172 28,675 SH   DFND 1 0 0 28,675
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 58,282 769,506 SH   SOLE   769,506 0 0
DDR CORP COMMSTCK 23317H102 4,289 233,600 SH   DFND 2 233,600 0 0
DELTA AIR LINES INC COMMSTCK 247361702 2,572 52,297 SH   SOLE   52,297 0 0
DEVON ENERGY CORPORATION COMMSTCK 25179M103 49,886 814,991 SH   SOLE   814,991 0 0
DEVRY INC. COMMSTCK 251893103 36,011 758,597 SH   SOLE   758,597 0 0
DICKS SPORTING GOODS INC. COMMSTCK 253393102 2,979 60,000 SH   SOLE   60,000 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 1,404 21,445 SH   DFND 3 0 0 21,445
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 2,062 31,488 SH   DFND 1 0 0 31,488
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 181,088 2,765,117 SH   SOLE   2,765,117 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 3,112 44,021 SH   SOLE   44,021 0 0
DOLLAR TREE INC COMMSTCK 256746108 20,387 289,670 SH   SOLE   289,670 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,221 78,200 SH   DFND 2 78,200 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 428 9,394 SH   DFND 3 0 0 9,394
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 3,110 68,194 SH   DFND 1 0 0 68,194
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 63,396 1,389,960 SH   SOLE   1,389,960 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 347 4,835 SH   DFND 3 0 0 4,835
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 2,265 31,604 SH   DFND 1 0 0 31,604
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 67,226 937,865 SH   SOLE   937,865 0 0
DST SYSTEMS, INC. COMMSTCK 233326107 396 4,204 SH   DFND 3 0 0 4,204
DST SYSTEMS, INC. COMMSTCK 233326107 2,880 30,592 SH   DFND 1 0 0 30,592
DST SYSTEMS, INC. COMMSTCK 233326107 42,951 456,196 SH   SOLE   456,196 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 31,131 1,541,128 SH   SOLE   1,541,128 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 3,902 117,400 SH   DFND 2 117,400 0 0
DYNEGY INC COMMSTCK 26817R108 933 30,728 SH   SOLE   30,728 0 0
EAGLE MATERIALS INC COMMSTCK 26969P108 5,685 74,774 SH   SOLE   74,774 0 0
EASTMAN CHEMICAL COMPANY COMMSTCK 277432100 16,079 211,955 SH   SOLE   211,955 0 0
EATON CORPORATION COMMSTCK G29183103 845 12,432 SH   DFND 3 0 0 12,432
EATON CORPORATION COMMSTCK G29183103 2,118 31,164 SH   DFND 1 0 0 31,164
EATON CORPORATION COMMSTCK G29183103 167,226 2,460,656 SH   SOLE   2,460,656 0 0
EBAY INC. COMMSTCK 278642103 1,429 25,463 SH   DFND 3 0 0 25,463
EBAY INC. COMMSTCK 278642103 2,038 36,320 SH   DFND 1 0 0 36,320
EBAY INC. COMMSTCK 278642103 147,009 2,619,556 SH   SOLE   2,619,556 0 0
ECOLAB INC COMMSTCK 278865100 4,808 45,998 SH   DFND 1 0 0 45,998
ECOLAB INC COMMSTCK 278865100 7,763 74,274 SH   DFND 3 0 0 74,274
ECOLAB INC COMMSTCK 278865100 187,560 1,794,491 SH   SOLE   1,794,491 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 24,259 370,477 SH   SOLE   370,477 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 22,379 175,690 SH   SOLE   175,690 0 0
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 9,020 121,988 SH   SOLE   121,988 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 337 4,891 SH   DFND 3 0 0 4,891
ELI LILLY AND COMPANY COMMSTCK 532457108 2,334 33,825 SH   DFND 1 0 0 33,825
ELI LILLY AND COMPANY COMMSTCK 532457108 55,671 806,949 SH   SOLE   806,949 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 172 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 5,538 186,217 SH   DFND 1 0 0 186,217
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 11,191 376,282 SH   DFND 3 0 0 376,282
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 350,747 11,793,787 SH   SOLE   11,793,787 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,292 130,400 SH   DFND 2 130,400 0 0
EMULEX CORPORATION 1.75% CNVRTBND 292475AF7 174 190,000 PRN   DFND 4 0 0 190,000
EMULEX CORPORATION 1.75% CNVRTBND 292475AF7 6,849 7,460,000 PRN   SOLE   7,460,000 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 28,091 389,510 SH   SOLE   389,510 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 10,537 689,134 SH   SOLE   689,134 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 176 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 6,969 7,125,000 PRN   SOLE   7,125,000 0 0
ENERGY XXI 3% CNVRTBND 29274UAB7 91 310,000 PRN   DFND 4 0 0 310,000
ENERGY XXI 3% CNVRTBND 29274UAB7 7,368 25,190,000 PRN   SOLE   25,190,000 0 0
EOG RESOURCES INC COMMSTCK 26875P101 1,101 11,956 SH   DFND 3 0 0 11,956
EOG RESOURCES INC COMMSTCK 26875P101 2,335 25,359 SH   DFND 1 0 0 25,359
EOG RESOURCES INC COMMSTCK 26875P101 129,867 1,410,529 SH   SOLE   1,410,529 0 0
EPR PROPERTIES COMMSTCK 26884U109 7,965 138,202 SH   SOLE   138,202 0 0
EQT CORP COMMSTCK 26884L109 4,315 57,000 SH   SOLE   57,000 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3,490 67,700 SH   DFND 2 67,700 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 13,420 186,800 SH   DFND 2 186,800 0 0
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 5,223 68,543 SH   DFND 3 0 0 68,543
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 53,863 706,862 SH   SOLE   706,862 0 0
EXELON CORPORATION COMMSTCK 30161N101 46,975 1,266,860 SH   SOLE   1,266,860 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 1,735 38,887 SH   SOLE   38,887 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 2,045 24,147 SH   DFND 1 0 0 24,147
EXPRESS SCRIPTS INC COMMSTCK 30219G108 9,244 109,176 SH   DFND 3 0 0 109,176
EXPRESS SCRIPTS INC COMMSTCK 30219G108 214,588 2,534,402 SH   SOLE   2,534,402 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,454 127,100 SH   DFND 2 127,100 0 0
EXTRA SPACE STORAGE INC COMMSTCK 30225T102 4,738 80,800 SH   DFND 2 80,800 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 169,886 1,837,594 SH   SOLE   1,837,594 0 0
F5 NETWORKS INC COMMSTCK 315616102 1,048 8,030 SH   DFND 3 0 0 8,030
F5 NETWORKS INC COMMSTCK 315616102 3,931 30,129 SH   DFND 1 0 0 30,129
F5 NETWORKS INC COMMSTCK 315616102 140,002 1,073,103 SH   SOLE   1,073,103 0 0
FACEBOOK INC COMMSTCK 30303M102 1,861 23,853 SH   DFND 3 0 0 23,853
FACEBOOK INC COMMSTCK 30303M102 4,537 58,154 SH   DFND 1 0 0 58,154
FACEBOOK INC COMMSTCK 30303M102 167,419 2,145,845 SH   SOLE   2,145,845 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5,899 44,200 SH   DFND 2 44,200 0 0
FEDERATED INVESTORS INC. COMMSTCK 314211103 10,120 307,332 SH   SOLE   307,332 0 0
FEDEX CORP COMMSTCK 31428X106 6,616 38,099 SH   SOLE   38,099 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 26,651 428,469 SH   SOLE   428,469 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 232 245,000 PRN   DFND 4 0 0 245,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 426 450,000 PRN   DFND 3 0 0 450,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 867 915,000 PRN   DFND 1 0 0 915,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 18,840 19,884,000 PRN   SOLE   19,884,000 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 1,688 32,378 SH   SOLE   32,378 0 0
FIRSTENERGY CORPORATION COMMSTCK 337932107 48,003 1,231,172 SH   SOLE   1,231,172 0 0
FISERV INC COMMSTCK 337738108 554 7,800 SH   DFND 3 0 0 7,800
FISERV INC COMMSTCK 337738108 4,062 57,236 SH   DFND 1 0 0 57,236
FISERV INC COMMSTCK 337738108 59,232 834,605 SH   SOLE   834,605 0 0
FIVE BELOW INC COMMSTCK 33829M101 4,247 104,016 SH   SOLE   104,016 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 4,007 213,910 SH   SOLE   213,910 0 0
FMC TECHNOLOGIES INC COMMSTCK 30249U101 204 4,350 SH   DFND 3 0 0 4,350
FMC TECHNOLOGIES INC COMMSTCK 30249U101 1,482 31,642 SH   DFND 1 0 0 31,642
FMC TECHNOLOGIES INC COMMSTCK 30249U101 21,529 459,622 SH   SOLE   459,622 0 0
FOOT LOCKER INC. COMMSTCK 344849104 4,797 85,389 SH   SOLE   85,389 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 781 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 814 52,522 SH   DFND 3 0 0 52,522
FORD MOTOR COMPANY COMMSTCK 345370860 50,500 3,258,088 SH   SOLE   3,258,088 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 639 29,978 SH   DFND 4 0 0 29,978
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 3,551 166,700 SH   DFND 2 166,700 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 8,409 394,804 SH   SOLE   394,804 0 0
FOREST CITY ENTERPRISES IN CNVRTBND 345550AR8 298 280,000 PRN   DFND 4 0 0 280,000
FOREST CITY ENTERPRISES IN CNVRTBND 345550AR8 9,951 9,355,000 PRN   SOLE   9,355,000 0 0
FOREST CITY ENTERPRISES IN CNVRTBND 345550AP2 417 365,000 PRN   DFND 4 0 0 365,000
FOREST CITY ENTERPRISES IN CNVRTBND 345550AP2 4,788 4,195,000 PRN   SOLE   4,195,000 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 143 3,152 SH   DFND 3 0 0 3,152
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 1,038 22,932 SH   DFND 1 0 0 22,932
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 47,952 1,059,234 SH   SOLE   1,059,234 0 0
FRANKLIN RESOURCES INC COMMSTCK 354613101 487 8,801 SH   DFND 3 0 0 8,801
FRANKLIN RESOURCES INC COMMSTCK 354613101 3,609 65,187 SH   DFND 1 0 0 65,187
FRANKLIN RESOURCES INC COMMSTCK 354613101 52,027 939,627 SH   SOLE   939,627 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 2,006 120,631 SH   SOLE   120,631 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 388 16,600 SH   DFND 4 0 0 16,600
FREEPORT-MCMORAN INC COMMSTCK 35671D857 10,815 462,990 SH   SOLE   462,990 0 0
G&K SERVICES INC. COMMSTCK 361268105 1,163 16,422 SH   DFND 3 0 0 16,422
G&K SERVICES INC. COMMSTCK 361268105 26,857 379,068 SH   SOLE   379,068 0 0
G-III APPAREL GROUP LTD COMMSTCK 36237H101 9,882 97,829 SH   SOLE   97,829 0 0
GANNETT CO INC COMMSTCK 364730101 898 28,117 SH   DFND 1 0 0 28,117
GANNETT CO INC COMMSTCK 364730101 1,182 37,012 SH   DFND 3 0 0 37,012
GANNETT CO INC COMMSTCK 364730101 30,853 966,259 SH   SOLE   966,259 0 0
GARTNER INC COMMSTCK 366651107 6,346 75,364 SH   SOLE   75,364 0 0
GENERAC HOLDINGS INC COMMSTCK 368736104 32,539 695,873 SH   SOLE   695,873 0 0
GENERAL CABLE CORPORATION COMMSTCK 369300108 227 15,223 SH   DFND 4 0 0 15,223
GENERAL CABLE CORPORATION COMMSTCK 369300108 10,498 704,532 SH   SOLE   704,532 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 537 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,335 1,850,000 PRN   DFND 3 0 0 1,850,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,747 2,420,000 PRN   DFND 1 0 0 2,420,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 35,646 49,379,000 PRN   SOLE   49,379,000 0 0
GENERAL DYNAMICS CORPORATI COMMSTCK 369550108 245 1,782 SH   SOLE   1,782 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 793 31,373 SH   DFND 3 0 0 31,373
GENERAL ELECTRIC CO COMMSTCK 369604103 5,584 220,981 SH   DFND 1 0 0 220,981
GENERAL ELECTRIC CO COMMSTCK 369604103 131,310 5,196,265 SH   SOLE   5,196,265 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 31,874 1,133,092 SH   SOLE   1,133,092 0 0
GENERAL MILLS INC COMMSTCK 370334104 496 9,302 SH   DFND 3 0 0 9,302
GENERAL MILLS INC COMMSTCK 370334104 3,002 56,291 SH   DFND 1 0 0 56,291
GENERAL MILLS INC COMMSTCK 370334104 69,935 1,311,363 SH   SOLE   1,311,363 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 46,599 1,334,844 SH   SOLE   1,334,844 0 0
GEO GROUP INC(OLD) COMMSTCK 36162J106 20,980 519,825 SH   SOLE   519,825 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 2,185 23,183 SH   DFND 1 0 0 23,183
GILEAD SCIENCES INC COMMSTCK 375558103 15,708 166,645 SH   DFND 3 0 0 166,645
GILEAD SCIENCES INC COMMSTCK 375558103 281,947 2,991,162 SH   SOLE   2,991,162 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 308 7,204 SH   DFND 3 0 0 7,204
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 2,201 51,487 SH   DFND 1 0 0 51,487
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 49,045 1,147,510 SH   SOLE   1,147,510 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 6,125 31,600 SH   SOLE   31,600 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 6,577 366,814 SH   SOLE   366,814 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 44,072 1,542,585 SH   SOLE   1,542,585 0 0
GOOGLE INC COMMSTCK 38259P508 2,169 4,087 SH   DFND 1 0 0 4,087
GOOGLE INC COMMSTCK 38259P508 9,903 18,662 SH   DFND 3 0 0 18,662
GOOGLE INC COMMSTCK 38259P508 217,758 410,353 SH   SOLE   410,353 0 0
GOOGLE INC COMMSTCK 38259P706 2,361 4,486 SH   DFND 1 0 0 4,486
GOOGLE INC COMMSTCK 38259P706 9,735 18,493 SH   DFND 3 0 0 18,493
GOOGLE INC COMMSTCK 38259P706 187,469 356,134 SH   SOLE   356,134 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 46,859 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST IN COMMSTCK 38489R100 3,157 457,600 SH   DFND 2 457,600 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 4,268 102,250 SH   SOLE   102,250 0 0
H&R BLOCK INC COMMSTCK 093671105 33,358 990,448 SH   SOLE   990,448 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 162 4,119 SH   DFND 3 0 0 4,119
HALLIBURTON COMPANY COMMSTCK 406216101 1,182 30,065 SH   DFND 1 0 0 30,065
HALLIBURTON COMPANY COMMSTCK 406216101 29,983 762,345 SH   SOLE   762,345 0 0
HANESBRANDS INC COMMSTCK 410345102 10,380 92,995 SH   SOLE   92,995 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 20,550 288,137 SH   SOLE   288,137 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 138,134 3,313,357 SH   SOLE   3,313,357 0 0
HCA HOLDINGS INC COMMSTCK 40412C101 40,507 551,937 SH   SOLE   551,937 0 0
HCP INC COMMSTCK 40414L109 7,881 179,000 SH   DFND 2 179,000 0 0
HD SUPPLY INC COMMSTCK 40416M105 9,264 314,150 SH   SOLE   314,150 0 0
HEALTH CARE REIT INC COMMSTCK 42217K106 8,445 111,600 SH   DFND 2 111,600 0 0
HEALTH CARE REIT INC 6.5% PFDDOM 42217K601 3,292 50,000 SH   SOLE   50,000 0 0
HELIX ENERGY SOLUTIONS GRO COMMSTCK 42330P107 19,467 897,111 SH   SOLE   897,111 0 0
HELMERICH & PAYNE, INC. COMMSTCK 423452101 158 2,348 SH   DFND 3 0 0 2,348
HELMERICH & PAYNE, INC. COMMSTCK 423452101 1,131 16,780 SH   DFND 1 0 0 16,780
HELMERICH & PAYNE, INC. COMMSTCK 423452101 31,480 466,919 SH   SOLE   466,919 0 0
HERCULES OFFSHORE INC CNVRTBND 427093AD1 2,259 2,265,000 PRN   SOLE   2,265,000 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 1,566 15,065 SH   DFND 3 0 0 15,065
HERSHEY COMPANY THE COMMSTCK 427866108 11,266 108,402 SH   DFND 1 0 0 108,402
HERSHEY COMPANY THE COMMSTCK 427866108 233,329 2,245,056 SH   SOLE   2,245,056 0 0
HERTZ GLOBAL HOLDINGS INC COMMSTCK 42805T105 5,416 217,158 SH   SOLE   217,158 0 0
HEWLETT-PACKARD COMPANY COMMSTCK 428236103 6,414 159,819 SH   SOLE   159,819 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2,852 109,300 SH   DFND 2 109,300 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 6,685 256,240 SH   SOLE   256,240 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 8,732 7,003,000 PRN   SOLE   7,003,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AC5 440 395,000 PRN   DFND 3 0 0 395,000
HOLOGIC INC 2% CNVRTBND 436440AC5 1,559 1,400,000 PRN   DFND 1 0 0 1,400,000
HOLOGIC INC 2% CNVRTBND 436440AC5 29,030 26,065,000 PRN   SOLE   26,065,000 0 0
HOME DEPOT INC COMMSTCK 437076102 3,485 33,198 SH   DFND 1 0 0 33,198
HOME DEPOT INC COMMSTCK 437076102 15,000 142,894 SH   DFND 3 0 0 142,894
HOME DEPOT INC COMMSTCK 437076102 241,574 2,301,363 SH   SOLE   2,301,363 0 0
HOMEAWAY INC COMMSTCK 43739Q100 14,520 487,584 SH   SOLE   487,584 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,741 17,423 SH   DFND 3 0 0 17,423
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 2,000 20,020 SH   DFND 1 0 0 20,020
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 121,490 1,215,877 SH   SOLE   1,215,877 0 0
HORMEL FOODS CORPORATION COMMSTCK 440452100 6,328 121,465 SH   SOLE   121,465 0 0
HOSPITALITY PROPERTIES TRU COMMSTCK 44106M102 12,753 411,387 SH   SOLE   411,387 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 895 37,633 SH   DFND 3 0 0 37,633
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 5,664 238,300 SH   DFND 2 238,300 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 60,722 2,554,557 SH   SOLE   2,554,557 0 0
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 76 3,652 SH   DFND 3 0 0 3,652
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 550 26,574 SH   DFND 1 0 0 26,574
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 6,118 295,390 SH   SOLE   295,390 0 0
HUMANA INC COMMSTCK 444859102 193 1,342 SH   DFND 3 0 0 1,342
HUMANA INC COMMSTCK 444859102 1,402 9,763 SH   DFND 1 0 0 9,763
HUMANA INC COMMSTCK 444859102 84,569 588,795 SH   SOLE   588,795 0 0
HUNTINGTON BANCSHARES INCO COMMSTCK 446150104 24,897 2,366,672 SH   SOLE   2,366,672 0 0
HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 2,082 18,514 SH   SOLE   18,514 0 0
ICICI BANK LIMITED DEPRECPT 45104G104 1,921 166,363 SH   SOLE   166,363 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 5,800 61,243 SH   SOLE   61,243 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 1,392 54,170 SH   SOLE   54,170 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,420 22,400 SH   DFND 3 0 0 22,400
INGERSOLL-RAND PLC COMMSTCK G47791101 4,419 69,706 SH   DFND 1 0 0 69,706
INGERSOLL-RAND PLC COMMSTCK G47791101 172,596 2,722,761 SH   SOLE   2,722,761 0 0
INGREDION INC COMMSTCK 457187102 25,953 305,906 SH   SOLE   305,906 0 0
INSULET CORP COMMSTCK 45784P101 9,453 205,238 SH   SOLE   205,238 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 76 65,000 PRN   DFND 4 0 0 65,000
INSULET CORP 2% CNVRTBND 45784PAD3 2,611 2,220,000 PRN   SOLE   2,220,000 0 0
INTEL CORPORATION COMMSTCK 458140100 1,180 32,511 SH   DFND 3 0 0 32,511
INTEL CORPORATION COMMSTCK 458140100 2,244 61,826 SH   DFND 1 0 0 61,826
INTEL CORPORATION COMMSTCK 458140100 64,615 1,780,524 SH   SOLE   1,780,524 0 0
INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2,897 72,339 SH   SOLE   72,339 0 0
INTERCONTINENTALEXCHANGE G COMMSTCK 45866F104 10,584 48,263 SH   DFND 3 0 0 48,263
INTERCONTINENTALEXCHANGE G COMMSTCK 45866F104 133,830 610,288 SH   SOLE   610,288 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 20,329 126,705 SH   SOLE   126,705 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 4,707 46,438 SH   DFND 3 0 0 46,438
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 47,621 469,817 SH   SOLE   469,817 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 67,804 1,265,465 SH   SOLE   1,265,465 0 0
INTUIT INC. COMMSTCK 461202103 10,079 109,327 SH   SOLE   109,327 0 0
INVESCO LTD COMMSTCK G491BT108 353 8,941 SH   DFND 3 0 0 8,941
INVESCO LTD COMMSTCK G491BT108 2,540 64,277 SH   DFND 1 0 0 64,277
INVESCO LTD COMMSTCK G491BT108 40,102 1,014,725 SH   SOLE   1,014,725 0 0
IRON MOUNTAIN INC COMMSTCK 462846106 1,107 28,622 SH   DFND 3 0 0 28,622
IRON MOUNTAIN INC COMMSTCK 462846106 2,047 52,936 SH   SOLE   52,936 0 0
ITC HOLDINGS CORP COMMSTCK 465685105 1,424 35,214 SH   SOLE   35,214 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 9,301 116,326 SH   SOLE   116,326 0 0
JARDEN CORP COMMSTCK 471109108 34,474 720,018 SH   SOLE   720,018 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 41,562 253,843 SH   SOLE   253,843 0 0
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 3,816 45,297 SH   SOLE   45,297 0 0
JDS UNIPHASE CORPORATION 0 CNVRTBND 46612JAF8 3,169 3,000,000 PRN   SOLE   3,000,000 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 20,164 199,686 SH   SOLE   199,686 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 3,754 82,504 SH   SOLE   82,504 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 1,418 23,944 SH   DFND 3 0 0 23,944
JOHN WILEY & SONS INC COMMSTCK 968223206 5,694 96,119 SH   DFND 1 0 0 96,119
JOHN WILEY & SONS INC COMMSTCK 968223206 195,830 3,305,700 SH   SOLE   3,305,700 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 7,068 67,589 SH   DFND 3 0 0 67,589
JOHNSON & JOHNSON COMMSTCK 478160104 7,795 74,539 SH   DFND 1 0 0 74,539
JOHNSON & JOHNSON COMMSTCK 478160104 269,816 2,580,241 SH   SOLE   2,580,241 0 0
JOHNSON CONTROLS INC. COMMSTCK 478366107 2,152 44,513 SH   SOLE   44,513 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 32,354 215,797 SH   SOLE   215,797 0 0
JOY GLOBAL INC. COMMSTCK 481165108 274 5,900 SH   DFND 4 0 0 5,900
JOY GLOBAL INC. COMMSTCK 481165108 5,257 113,000 SH   SOLE   113,000 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 23,685 378,482 SH   SOLE   378,482 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 154 1,261 SH   DFND 3 0 0 1,261
KANSAS CITY SOUTHERN COMMSTCK 485170302 1,120 9,177 SH   DFND 1 0 0 9,177
KANSAS CITY SOUTHERN COMMSTCK 485170302 25,761 211,101 SH   SOLE   211,101 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 478 13,795 SH   DFND 3 0 0 13,795
KAR AUCTION SERVICES INC COMMSTCK 48238T109 843 24,334 SH   SOLE   24,334 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 595 600,000 PRN   DFND 3 0 0 600,000
KB HOME 1.375% CNVRTBND 48666KAS8 644 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,264 1,275,000 PRN   DFND 1 0 0 1,275,000
KB HOME 1.375% CNVRTBND 48666KAS8 37,643 37,975,000 PRN   SOLE   37,975,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 22,954 350,763 SH   SOLE   350,763 0 0
KENNAMETAL INC COMMSTCK 489170100 195 5,449 SH   DFND 4 0 0 5,449
KENNAMETAL INC COMMSTCK 489170100 5,172 144,499 SH   SOLE   144,499 0 0
KEURIG GREEN MOUNTAIN INC COMMSTCK 49271M100 66,601 503,048 SH   SOLE   503,048 0 0
KEYCORP COMMSTCK 493267108 409 29,447 SH   DFND 3 0 0 29,447
KEYCORP COMMSTCK 493267108 5,115 367,996 SH   DFND 1 0 0 367,996
KEYCORP COMMSTCK 493267108 36,009 2,590,575 SH   SOLE   2,590,575 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 131 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 4,379 4,855,000 PRN   SOLE   4,855,000 0 0
KILROY REALTY CORPORATION COMMSTCK 49427F108 7,183 104,000 SH   DFND 2 104,000 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 232 2,011 SH   SOLE   2,011 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 35,983 1,431,308 SH   SOLE   1,431,308 0 0
KINDER MORGAN INC COMMSTCK 49456B101 1,908 45,085 SH   DFND 3 0 0 45,085
KINDER MORGAN INC COMMSTCK 49456B101 2,660 62,880 SH   DFND 1 0 0 62,880
KINDER MORGAN INC COMMSTCK 49456B101 50,003 1,181,827 SH   SOLE   1,181,827 0 0
KIRBY CORPORATION COMMSTCK 497266106 3,584 44,395 SH   SOLE   44,395 0 0
KKR & CO LP COMMSTCK 48248M102 5,064 218,190 SH   SOLE   218,190 0 0
KLA-TENCOR CORPORATION COMMSTCK 482480100 2,250 31,997 SH   SOLE   31,997 0 0
KLX INC COMMSTCK 482539103 1,607 38,969 SH   SOLE   38,969 0 0
KOHLS CORP COMMSTCK 500255104 26,664 436,833 SH   SOLE   436,833 0 0
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 309 4,927 SH   DFND 3 0 0 4,927
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 2,178 34,763 SH   DFND 1 0 0 34,763
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 71,413 1,139,697 SH   SOLE   1,139,697 0 0
KROGER CO (THE) COMMSTCK 501044101 18,020 280,646 SH   SOLE   280,646 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 2,362 29,776 SH   SOLE   29,776 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 5,678 97,630 SH   SOLE   97,630 0 0
LAZARD LTD COMMSTCK G54050102 394 7,874 SH   DFND 3 0 0 7,874
LAZARD LTD COMMSTCK G54050102 64,349 1,286,216 SH   SOLE   1,286,216 0 0
LEAR CORPORATION COMMSTCK 521865204 23,740 242,045 SH   SOLE   242,045 0 0
LEGG MASON INC COMMSTCK 524901105 3,363 63,010 SH   SOLE   63,010 0 0
LEVEL 3 COMMUNICATIONS INC COMMSTCK 52729N308 11,394 230,750 SH   SOLE   230,750 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U104 5,293 105,424 SH   SOLE   105,424 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U120 6,378 132,018 SH   SOLE   132,018 0 0
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 271 275,000 PRN   DFND 4 0 0 275,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 345 350,000 PRN   DFND 3 0 0 350,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 8,260 8,375,000 PRN   SOLE   8,375,000 0 0
LIBERTY PROPERTY TRUST COMMSTCK 531172104 3,146 83,600 SH   DFND 2 83,600 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 79,933 1,386,040 SH   SOLE   1,386,040 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 18,198 399,085 SH   SOLE   399,085 0 0
LINKEDIN CORP COMMSTCK 53578A108 11,245 48,953 SH   SOLE   48,953 0 0
LITHIA MOTORS INC. COMMSTCK 536797103 7,597 87,633 SH   SOLE   87,633 0 0
LKQ CORP COMMSTCK 501889208 15,868 564,301 SH   SOLE   564,301 0 0
LORILLARD INC COMMSTCK 544147101 11,729 186,351 SH   DFND 3 0 0 186,351
LORILLARD INC COMMSTCK 544147101 222,986 3,542,832 SH   SOLE   3,542,832 0 0
LOWES COMPANIES INC COMMSTCK 548661107 1,797 26,114 SH   DFND 3 0 0 26,114
LOWES COMPANIES INC COMMSTCK 548661107 109,695 1,594,407 SH   SOLE   1,594,407 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 464 5,849 SH   DFND 4 0 0 5,849
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 1,334 16,804 SH   DFND 3 0 0 16,804
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 64,918 817,716 SH   SOLE   817,716 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 5,355 64,200 SH   DFND 2 64,200 0 0
MACQUARIE INFRASTRUCTURE C COMMSTCK 55608B105 6,969 98,032 SH   SOLE   98,032 0 0
MACYS INC COMMSTCK 55616P104 1,796 27,323 SH   DFND 3 0 0 27,323
MACYS INC COMMSTCK 55616P104 5,253 79,887 SH   DFND 1 0 0 79,887
MACYS INC COMMSTCK 55616P104 183,671 2,793,478 SH   SOLE   2,793,478 0 0
MALLINCKRODT PLC COMMSTCK G5785G107 988 9,976 SH   DFND 3 0 0 9,976
MALLINCKRODT PLC COMMSTCK G5785G107 2,908 29,366 SH   DFND 1 0 0 29,366
MALLINCKRODT PLC COMMSTCK G5785G107 136,564 1,379,014 SH   SOLE   1,379,014 0 0
MANITOWOC COMPANY INC (THE COMMSTCK 563571108 10,379 469,643 SH   SOLE   469,643 0 0
MANPOWERGROUP INC COMMSTCK 56418H100 9,579 140,515 SH   SOLE   140,515 0 0
MARATHON OIL CORP COMMSTCK 565849106 195 6,900 SH   DFND 4 0 0 6,900
MARATHON OIL CORP COMMSTCK 565849106 437 15,460 SH   DFND 3 0 0 15,460
MARATHON OIL CORP COMMSTCK 565849106 3,173 112,173 SH   DFND 1 0 0 112,173
MARATHON OIL CORP COMMSTCK 565849106 55,330 1,955,827 SH   SOLE   1,955,827 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 311 3,450 SH   DFND 4 0 0 3,450
MARATHON PETROLEUM CORP COMMSTCK 56585A102 1,509 16,716 SH   DFND 3 0 0 16,716
MARATHON PETROLEUM CORP COMMSTCK 56585A102 3,402 37,693 SH   DFND 1 0 0 37,693
MARATHON PETROLEUM CORP COMMSTCK 56585A102 110,996 1,229,736 SH   SOLE   1,229,736 0 0
MARKET VECTORS VIETNAM ETF ETIF 57060U761 2,021 105,164 SH   SOLE   105,164 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 79,204 1,015,044 SH   SOLE   1,015,044 0 0
MARTIN MARIETTA MATERIALS COMMSTCK 573284106 4,073 36,918 SH   SOLE   36,918 0 0
MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 23,776 1,639,701 SH   SOLE   1,639,701 0 0
MASTERCARD INC COMMSTCK 57636Q104 14,960 173,626 SH   DFND 3 0 0 173,626
MASTERCARD INC COMMSTCK 57636Q104 174,056 2,020,154 SH   SOLE   2,020,154 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 8,598 115,719 SH   SOLE   115,719 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 299 3,196 SH   SOLE   3,196 0 0
MCKESSON CORP COMMSTCK 58155Q103 2,495 12,020 SH   DFND 3 0 0 12,020
MCKESSON CORP COMMSTCK 58155Q103 5,815 28,011 SH   DFND 1 0 0 28,011
MCKESSON CORP COMMSTCK 58155Q103 88,005 423,959 SH   SOLE   423,959 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 590 5,866 SH   DFND 3 0 0 5,866
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 4,295 42,721 SH   DFND 1 0 0 42,721
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 67,290 669,282 SH   SOLE   669,282 0 0
MEADWESTVACO CORP COMMSTCK 583334107 12,968 292,144 SH   SOLE   292,144 0 0
MEDTRONIC INC COMMSTCK 585055106 791 10,959 SH   DFND 3 0 0 10,959
MEDTRONIC INC COMMSTCK 585055106 56,123 777,333 SH   SOLE   777,333 0 0
MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 13,623 755,575 SH   SOLE   755,575 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 210 175,000 PRN   DFND 3 0 0 175,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 539 450,000 PRN   DFND 4 0 0 450,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 2,650 2,213,000 PRN   DFND 1 0 0 2,213,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 43,011 35,917,000 PRN   SOLE   35,917,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 2,179 38,372 SH   DFND 3 0 0 38,372
MERCK & CO INC COMMSTCK 58933Y105 4,222 74,340 SH   DFND 1 0 0 74,340
MERCK & CO INC COMMSTCK 58933Y105 175,425 3,089,017 SH   SOLE   3,089,017 0 0
MEREDITH CORPORATION COMMSTCK 589433101 9,066 166,907 SH   SOLE   166,907 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,294 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 4,323 2,625,000 PRN   SOLE   2,625,000 0 0
METLIFE INC COMMSTCK 59156R108 222 4,102 SH   SOLE   4,102 0 0
MGM RESORTS INTERNATIONAL CNVRTBND 55303QAE0 4,661 3,950,000 PRN   SOLE   3,950,000 0 0
MICHAEL KORS HOLDINGS LTD COMMSTCK G60754101 5,632 74,997 SH   SOLE   74,997 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 833 18,460 SH   DFND 3 0 0 18,460
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 29,228 647,938 SH   SOLE   647,938 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 212 6,050 SH   SOLE   6,050 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 12,323 265,303 SH   DFND 1 0 0 265,303
MICROSOFT CORPORATION COMMSTCK 594918104 24,050 517,757 SH   DFND 3 0 0 517,757
MICROSOFT CORPORATION COMMSTCK 594918104 720,142 15,503,585 SH   SOLE   15,503,585 0 0
MOBILE MINI, INC. COMMSTCK 60740F105 6,367 157,180 SH   SOLE   157,180 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 5,244 33,756 SH   SOLE   33,756 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 119,757 1,607,049 SH   SOLE   1,607,049 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 1,333 36,707 SH   DFND 3 0 0 36,707
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 4,799 132,121 SH   DFND 1 0 0 132,121
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 151,247 4,163,721 SH   SOLE   4,163,721 0 0
MONSANTO COMPANY COMMSTCK 61166W101 2,039 17,067 SH   DFND 1 0 0 17,067
MONSANTO COMPANY COMMSTCK 61166W101 6,054 50,673 SH   DFND 3 0 0 50,673
MONSANTO COMPANY COMMSTCK 61166W101 148,969 1,246,915 SH   SOLE   1,246,915 0 0
MONSTER BEVERAGE CORP COMMSTCK 611740101 11,788 108,793 SH   SOLE   108,793 0 0
MORGAN STANLEY COMMSTCK 617446448 354 9,119 SH   DFND 3 0 0 9,119
MORGAN STANLEY COMMSTCK 617446448 2,464 63,507 SH   DFND 1 0 0 63,507
MORGAN STANLEY COMMSTCK 617446448 203,455 5,243,686 SH   SOLE   5,243,686 0 0
MOSAIC CO COMMSTCK 61945C103 1,602 35,100 SH   SOLE   35,100 0 0
MSA SAFETY INC COMMSTCK 553498106 11,922 224,564 SH   SOLE   224,564 0 0
MYLAN INC COMMSTCK 628530107 38,963 691,198 SH   SOLE   691,198 0 0
NASDAQ OMX GROUP INCORPORA COMMSTCK 631103108 132,014 2,752,577 SH   SOLE   2,752,577 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 19,855 285,566 SH   SOLE   285,566 0 0
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 266 4,057 SH   DFND 3 0 0 4,057
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 1,894 28,906 SH   DFND 1 0 0 28,906
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 28,530 435,379 SH   SOLE   435,379 0 0
NATIONAL RETAIL PROPERTIES COMMSTCK 637417106 2,417 61,400 SH   DFND 2 61,400 0 0
NAVIENT CORP COMMSTCK 63938C108 31,932 1,477,628 SH   SOLE   1,477,628 0 0
NCR CORPORATION COMMSTCK 62886E108 393 13,491 SH   DFND 4 0 0 13,491
NCR CORPORATION COMMSTCK 62886E108 27,141 931,390 SH   SOLE   931,390 0 0
NEFF CORP COMMSTCK 640094207 4,006 355,455 SH   SOLE   355,455 0 0
NETAPP INC COMMSTCK 64110D104 410 9,899 SH   DFND 3 0 0 9,899
NETAPP INC COMMSTCK 64110D104 2,936 70,828 SH   DFND 1 0 0 70,828
NETAPP INC COMMSTCK 64110D104 131,540 3,173,462 SH   SOLE   3,173,462 0 0
NETFLIX INC COMMSTCK 64110L106 5,131 15,019 SH   SOLE   15,019 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 5,331 238,621 SH   SOLE   238,621 0 0
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 477 29,809 SH   DFND 3 0 0 29,809
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 19,233 1,202,038 SH   SOLE   1,202,038 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 439 4,126 SH   DFND 3 0 0 4,126
NEXTERA ENERGY INC COMMSTCK 65339F101 3,196 30,071 SH   DFND 1 0 0 30,071
NEXTERA ENERGY INC COMMSTCK 65339F101 128,208 1,206,209 SH   SOLE   1,206,209 0 0
NORDSTROM INC COMMSTCK 655664100 428 5,394 SH   DFND 3 0 0 5,394
NORDSTROM INC COMMSTCK 655664100 3,112 39,201 SH   DFND 1 0 0 39,201
NORDSTROM INC COMMSTCK 655664100 60,065 756,577 SH   SOLE   756,577 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 650 5,931 SH   DFND 3 0 0 5,931
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 4,638 42,318 SH   DFND 1 0 0 42,318
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 67,813 618,678 SH   SOLE   618,678 0 0
NORTHEAST UTILITIES COMMSTCK 664397106 43,672 815,992 SH   SOLE   815,992 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 5,851 86,817 SH   SOLE   86,817 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 11,041 74,908 SH   SOLE   74,908 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 4,168 89,140 SH   SOLE   89,140 0 0
NOVARTIS AG DEPRECPT 66987V109 7,685 82,942 SH   SOLE   82,942 0 0
NOW INC COMMSTCK 67011P100 26 1,011 SH   DFND 3 0 0 1,011
NOW INC COMMSTCK 67011P100 186 7,226 SH   DFND 1 0 0 7,226
NOW INC COMMSTCK 67011P100 2,773 107,790 SH   SOLE   107,790 0 0
NPS PHARMACEUTICALS, INC. COMMSTCK 62936P103 18,775 524,878 SH   SOLE   524,878 0 0
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 550 12,588 SH   DFND 3 0 0 12,588
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 31,166 713,183 SH   SOLE   713,183 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 877 880,000 PRN   DFND 3 0 0 880,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 1,017 1,020,000 PRN   DFND 4 0 0 1,020,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 1,740 1,745,000 PRN   DFND 1 0 0 1,745,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 51,459 51,620,000 PRN   SOLE   51,620,000 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 135 106,000 PRN   DFND 4 0 0 106,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 136 107,000 PRN   DFND 3 0 0 107,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 3,280 2,580,000 PRN   DFND 1 0 0 2,580,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 28,543 22,453,000 PRN   SOLE   22,453,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 11,123 554,774 SH   SOLE   554,774 0 0
OASIS PETROLEUM INC COMMSTCK 674215108 680 41,126 SH   SOLE   41,126 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 1,797 22,296 SH   DFND 1 0 0 22,296
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 4,047 50,202 SH   DFND 3 0 0 50,202
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 81,530 1,011,412 SH   SOLE   1,011,412 0 0
OCEANEERING INTERNATIONAL, COMMSTCK 675232102 2,538 43,156 SH   SOLE   43,156 0 0
OFFICE DEPOT INC COMMSTCK 676220106 20,680 2,411,605 SH   SOLE   2,411,605 0 0
OLD DOMINION FREIGHT LINE COMMSTCK 679580100 7,367 94,885 SH   SOLE   94,885 0 0
OMNICARE INC COMMSTCK 681904108 46,406 636,307 SH   SOLE   636,307 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 404 376,000 PRN   SOLE   376,000 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 2,026 1,885,000 PRN   DFND 3 0 0 1,885,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 267 225,000 PRN   DFND 1 0 0 225,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 313 263,000 PRN   DFND 3 0 0 263,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 720 606,000 PRN   DFND 4 0 0 606,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 37,691 31,706,000 PRN   SOLE   31,706,000 0 0
ORACLE CORPORATION COMMSTCK 68389X105 27,728 616,594 SH   SOLE   616,594 0 0
ORBITAL SCIENCES CORPORATI COMMSTCK 685564106 249 9,257 SH   DFND 4 0 0 9,257
ORBITAL SCIENCES CORPORATI COMMSTCK 685564106 3,120 116,032 SH   SOLE   116,032 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 248 9,232 SH   DFND 1 0 0 9,232
OUTFRONT MEDIA INC COMMSTCK 69007J106 366 13,625 SH   DFND 3 0 0 13,625
OUTFRONT MEDIA INC COMMSTCK 69007J106 14,309 533,108 SH   SOLE   533,108 0 0
OWENS & MINOR INC COMMSTCK 690732102 20,828 593,231 SH   SOLE   593,231 0 0
PACCAR INC COMMSTCK 693718108 346 5,092 SH   DFND 3 0 0 5,092
PACCAR INC COMMSTCK 693718108 2,400 35,292 SH   DFND 1 0 0 35,292
PACCAR INC COMMSTCK 693718108 49,046 721,162 SH   SOLE   721,162 0 0
PACKAGING CORPORATION OF A COMMSTCK 695156109 3,744 47,971 SH   SOLE   47,971 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 4,824 39,355 SH   SOLE   39,355 0 0
PANDORA MEDIA INC COMMSTCK 698354107 3,690 206,944 SH   SOLE   206,944 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 7,596 43,454 SH   SOLE   43,454 0 0
PARAMOUNT GROUP INC COMMSTCK 69924R108 957 51,500 SH   DFND 2 51,500 0 0
PARKER HANNIFIN CORP COMMSTCK 701094104 557 4,321 SH   DFND 3 0 0 4,321
PARKER HANNIFIN CORP COMMSTCK 701094104 101,741 788,998 SH   SOLE   788,998 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 12,789 13,374,000 PRN   SOLE   13,374,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 25,391 556,457 SH   SOLE   556,457 0 0
PENTAIR PLC COMMSTCK G7S00T104 3,093 46,560 SH   SOLE   46,560 0 0
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 347 22,890 SH   DFND 3 0 0 22,890
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 9,961 656,220 SH   SOLE   656,220 0 0
PEPSICO INC COMMSTCK 713448108 9,446 99,898 SH   DFND 3 0 0 99,898
PEPSICO INC COMMSTCK 713448108 161,488 1,707,785 SH   SOLE   1,707,785 0 0
PERFORMANCE SPORTS GROUP L COMMSTCK 71377G100 4,002 222,468 SH   SOLE   222,468 0 0
PFIZER INC COMMSTCK 717081103 2,249 72,205 SH   DFND 3 0 0 72,205
PFIZER INC COMMSTCK 717081103 2,544 81,659 SH   DFND 1 0 0 81,659
PFIZER INC COMMSTCK 717081103 163,864 5,260,482 SH   SOLE   5,260,482 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 501 6,150 SH   SOLE   6,150 0 0
PHILLIPS 66 COMMSTCK 718546104 943 13,151 SH   DFND 3 0 0 13,151
PHILLIPS 66 COMMSTCK 718546104 2,691 37,529 SH   DFND 1 0 0 37,529
PHILLIPS 66 COMMSTCK 718546104 43,290 603,767 SH   SOLE   603,767 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 4,052 215,100 SH   DFND 2 215,100 0 0
PIMCO FLOATING RATE STRATE COMMSTCK 72201J104 4,933 502,828 SH   SOLE   502,828 0 0
PIMCO HIGH INCOME FUND COMMSTCK 722014107 5,138 456,725 SH   SOLE   456,725 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 20,810 589,518 SH   SOLE   589,518 0 0
PINNACLE WEST CAPITAL CORP COMMSTCK 723484101 26,734 391,364 SH   SOLE   391,364 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 232 1,556 SH   SOLE   1,556 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,718 29,795 SH   DFND 3 0 0 29,795
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 7,697 84,370 SH   DFND 1 0 0 84,370
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 263,594 2,889,338 SH   SOLE   2,889,338 0 0
PNM RESOURCES INC COMMSTCK 69349H107 25,679 866,639 SH   SOLE   866,639 0 0
POLYCOM, INC. COMMSTCK 73172K104 25,892 1,917,952 SH   SOLE   1,917,952 0 0
POLYMET MINING CORP COMMSTCK 731916102 69 65,956 SH   DFND 4 0 0 65,956
POLYMET MINING CORP COMMSTCK 731916102 921 885,929 SH   SOLE   885,929 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 1,009 42,000 SH   SOLE   42,000 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 23,111 480,986 SH   SOLE   480,986 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 2,861 12,379 SH   SOLE   12,379 0 0
PRAXAIR INC COMMSTCK 74005P104 3,647 28,151 SH   DFND 3 0 0 28,151
PRAXAIR INC COMMSTCK 74005P104 38,962 300,723 SH   SOLE   300,723 0 0
PRECISION CASTPARTS CORP COMMSTCK 740189105 6,845 28,416 SH   DFND 3 0 0 28,416
PRECISION CASTPARTS CORP COMMSTCK 740189105 106,035 440,199 SH   SOLE   440,199 0 0
PRICELINE GROUP INC 0.35% CNVRTBND 741503AS5 1,606 1,440,000 PRN   SOLE   1,440,000 0 0
PRICELINE GROUP INC 1% CNVRTBND 741503AQ9 1,143 860,000 PRN   SOLE   860,000 0 0
PROASSURANCE CORPORATION COMMSTCK 74267C106 4,367 96,732 SH   SOLE   96,732 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 677 7,428 SH   DFND 3 0 0 7,428
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 4,918 53,993 SH   DFND 1 0 0 53,993
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 71,892 789,243 SH   SOLE   789,243 0 0
PROLOGIS INC COMMSTCK 74340W103 10,478 243,500 SH   DFND 2 243,500 0 0
PRUDENTIAL FINANCIAL INC COMMSTCK 744320102 8,870 98,059 SH   SOLE   98,059 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 66,960 1,616,994 SH   SOLE   1,616,994 0 0
PUBLIC STORAGE COMMSTCK 74460D109 176 954 SH   SOLE   954 0 0
PUBLIC STORAGE COMMSTCK 74460D109 10,758 58,200 SH   DFND 2 58,200 0 0
PVH CORP COMMSTCK 693656100 321 2,508 SH   DFND 3 0 0 2,508
PVH CORP COMMSTCK 693656100 2,341 18,263 SH   DFND 1 0 0 18,263
PVH CORP COMMSTCK 693656100 96,181 750,421 SH   SOLE   750,421 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 8,715 282,145 SH   SOLE   282,145 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 10,359 139,362 SH   DFND 3 0 0 139,362
QUALCOMM INCORPORATED COMMSTCK 747525103 119,499 1,607,683 SH   SOLE   1,607,683 0 0
QUESTAR CORPORATION COMMSTCK 748356102 18,401 727,896 SH   SOLE   727,896 0 0
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 273 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 6,413 5,755,000 PRN   SOLE   5,755,000 0 0
RAMCO-GERSHENSON PROPERTIE COMMSTCK 751452202 1,724 92,000 SH   DFND 2 92,000 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 4,834 90,440 SH   SOLE   90,440 0 0
RAYTHEON COMPANY COMMSTCK 755111507 21,889 202,359 SH   SOLE   202,359 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 622 29,142 SH   DFND 3 0 0 29,142
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 13,574 635,472 SH   SOLE   635,472 0 0
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 58 5,458 SH   DFND 3 0 0 5,458
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 972 92,089 SH   DFND 1 0 0 92,089
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 76,297 7,225,124 SH   SOLE   7,225,124 0 0
REINSURANCE GROUP OF AMERI COMMSTCK 759351604 24,266 276,944 SH   SOLE   276,944 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 669 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 2,072 123,400 SH   DFND 2 123,400 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 2,149 136,800 SH   DFND 2 136,800 0 0
RICE ENERGY INC COMMSTCK 762760106 4,497 214,448 SH   SOLE   214,448 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 3,718 110,900 SH   DFND 2 110,900 0 0
ROCKWELL AUTOMATION INC COMMSTCK 773903109 1,127 10,136 SH   DFND 3 0 0 10,136
ROCKWELL AUTOMATION INC COMMSTCK 773903109 1,658 14,911 SH   DFND 1 0 0 14,911
ROCKWELL AUTOMATION INC COMMSTCK 773903109 28,869 259,609 SH   SOLE   259,609 0 0
ROPER INDUSTRIES INC COMMSTCK 776696106 8,367 53,513 SH   SOLE   53,513 0 0
ROSS STORES, INC. COMMSTCK 778296103 6,547 69,459 SH   DFND 1 0 0 69,459
ROSS STORES, INC. COMMSTCK 778296103 12,413 131,690 SH   DFND 3 0 0 131,690
ROSS STORES, INC. COMMSTCK 778296103 330,366 3,504,839 SH   SOLE   3,504,839 0 0
RPC INC COMMSTCK 749660106 1,918 147,055 SH   SOLE   147,055 0 0
RPM INTERNATIONAL INC COMMSTCK 749685103 3,995 78,781 SH   SOLE   78,781 0 0
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 198 170,000 PRN   DFND 4 0 0 170,000
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 3,299 2,830,000 PRN   SOLE   2,830,000 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 199 205,000 PRN   DFND 4 0 0 205,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 8,548 8,795,000 PRN   SOLE   8,795,000 0 0
RYDER SYSTEM INC COMMSTCK 783549108 44,084 474,782 SH   SOLE   474,782 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 305 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 782 845,000 PRN   DFND 3 0 0 845,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 1,014 1,095,000 PRN   DFND 1 0 0 1,095,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 20,151 21,770,000 PRN   SOLE   21,770,000 0 0
SALESFORCE.COM INC. COMMSTCK 79466L302 7,508 126,594 SH   SOLE   126,594 0 0
SALIX PHARMACEUTICALS LTD. COMMSTCK 795435106 19,297 167,884 SH   SOLE   167,884 0 0
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 501 275,000 PRN   DFND 4 0 0 275,000
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 15,013 8,235,000 PRN   SOLE   8,235,000 0 0
SANDISK CORPORATION COMMSTCK 80004C101 7,852 80,141 SH   SOLE   80,141 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 14,628 132,072 SH   SOLE   132,072 0 0
SCHLUMBERGER LTD COMMSTCK 806857108 3,503 41,017 SH   DFND 1 0 0 41,017
SCHLUMBERGER LTD COMMSTCK 806857108 10,400 121,764 SH   DFND 3 0 0 121,764
SCHLUMBERGER LTD COMMSTCK 806857108 164,525 1,926,301 SH   SOLE   1,926,301 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 725 9,630 SH   DFND 3 0 0 9,630
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 5,271 70,025 SH   DFND 1 0 0 70,025
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 76,457 1,015,773 SH   SOLE   1,015,773 0 0
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 118 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3,982 4,370,000 PRN   SOLE   4,370,000 0 0
SEMGROUP CORP COMMSTCK 81663A105 5,994 87,640 SH   SOLE   87,640 0 0
SERVICENOW INC COMMSTCK 81762P102 4,472 65,911 SH   SOLE   65,911 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 9,685 36,820 SH   SOLE   36,820 0 0
SHIRE PLC DEPRECPT 82481R106 23,477 110,458 SH   SOLE   110,458 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 455 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 492 520,000 PRN   DFND 3 0 0 520,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 16,845 17,790,000 PRN   SOLE   17,790,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 7,731 61,376 SH   SOLE   61,376 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 8,673 65,922 SH   SOLE   65,922 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 270 1,484 SH   SOLE   1,484 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 18,757 103,000 SH   DFND 2 103,000 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 63,520 873,612 SH   SOLE   873,612 0 0
SMITH & NEPHEW PLC DEPRECPT 83175M205 3,107 84,570 SH   DFND 1 0 0 84,570
SNAP-ON INCORPORATED COMMSTCK 833034101 898 6,565 SH   DFND 3 0 0 6,565
SNAP-ON INCORPORATED COMMSTCK 833034101 1,653 12,091 SH   SOLE   12,091 0 0
SONIC CORP COMMSTCK 835451105 7,302 268,147 SH   SOLE   268,147 0 0
SONOCO PRODUCTS COMPANY COMMSTCK 835495102 12,996 297,392 SH   SOLE   297,392 0 0
SOUTHWEST AIRLINES CO. COMMSTCK 844741108 3,218 76,045 SH   SOLE   76,045 0 0
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 233 8,548 SH   DFND 3 0 0 8,548
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 1,678 61,470 SH   DFND 1 0 0 61,470
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 27,530 1,008,804 SH   SOLE   1,008,804 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 827 22,792 SH   DFND 3 0 0 22,792
SPECTRA ENERGY CORP COMMSTCK 847560109 1,518 41,831 SH   SOLE   41,831 0 0
SPIRIT AIRLINES INC COMMSTCK 848577102 3,552 46,990 SH   SOLE   46,990 0 0
SPX CORPORATION COMMSTCK 784635104 2,423 28,200 SH   SOLE   28,200 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 6,108 104,433 SH   SOLE   104,433 0 0
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 263 235,000 PRN   DFND 4 0 0 235,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 662 590,000 PRN   DFND 3 0 0 590,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 1,357 1,210,000 PRN   DFND 1 0 0 1,210,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 17,318 15,445,000 PRN   SOLE   15,445,000 0 0
STANLEY BLACK & DECKER INC PFDDOM 854502309 399 2,900 SH   SOLE   2,900 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 307 3,742 SH   DFND 4 0 0 3,742
STARBUCKS CORPORATION COMMSTCK 855244109 11,475 139,853 SH   DFND 3 0 0 139,853
STARBUCKS CORPORATION COMMSTCK 855244109 192,827 2,350,113 SH   SOLE   2,350,113 0 0
STARWOOD HOTELS AND RESORT COMMSTCK 85590A401 5,357 66,074 SH   SOLE   66,074 0 0
STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2,164 93,104 SH   SOLE   93,104 0 0
STARWOOD WAYPOINT RESIDENT COMMSTCK 85571W109 337 12,785 SH   SOLE   12,785 0 0
STATE STREET CORP COMMSTCK 857477103 472 6,012 SH   DFND 3 0 0 6,012
STATE STREET CORP COMMSTCK 857477103 3,526 44,922 SH   DFND 1 0 0 44,922
STATE STREET CORP COMMSTCK 857477103 70,126 893,327 SH   SOLE   893,327 0 0
STORE CAPITAL COMMSTCK 862121100 1,303 60,300 SH   DFND 2 60,300 0 0
SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 78 3,857 SH   DFND 3 0 0 3,857
SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 566 28,068 SH   DFND 1 0 0 28,068
SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 8,290 411,422 SH   SOLE   411,422 0 0
SYMANTEC CORPORATION COMMSTCK 871503108 289 11,281 SH   DFND 3 0 0 11,281
SYMANTEC CORPORATION COMMSTCK 871503108 2,093 81,601 SH   DFND 1 0 0 81,601
SYMANTEC CORPORATION COMMSTCK 871503108 30,489 1,188,412 SH   SOLE   1,188,412 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 137 130,000 PRN   DFND 4 0 0 130,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 6,708 6,370,000 PRN   SOLE   6,370,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 8,277 278,227 SH   SOLE   278,227 0 0
TABLEAU SOFTWARE INC COMMSTCK 87336U105 5,051 59,586 SH   SOLE   59,586 0 0
TARGA RESOURCES INC COMMSTCK 87612G101 737 6,950 SH   DFND 3 0 0 6,950
TARGA RESOURCES INC COMMSTCK 87612G101 1,454 13,713 SH   SOLE   13,713 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 7,237 94,700 SH   DFND 2 94,700 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 615 36,646 SH   DFND 3 0 0 36,646
TCP CAPITAL CORP COMMSTCK 87238Q103 12,446 741,729 SH   SOLE   741,729 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 5,464 152,700 SH   SOLE   152,700 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 252 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 3,751 59,298 SH   SOLE   59,298 0 0
TENNECO INC COMMSTCK 880349105 26,381 466,020 SH   SOLE   466,020 0 0
TEREX CORPORATION COMMSTCK 880779103 21,220 761,103 SH   SOLE   761,103 0 0
TESARO INC COMMSTCK 881569107 4,785 128,671 SH   SOLE   128,671 0 0
TESORO CORP COMMSTCK 881609101 1,782 23,972 SH   SOLE   23,972 0 0
TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 59,564 1,035,721 SH   SOLE   1,035,721 0 0
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 371 480,000 PRN   DFND 4 0 0 480,000
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 12,009 15,520,000 PRN   SOLE   15,520,000 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 770 6,148 SH   DFND 4 0 0 6,148
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 4,957 39,561 SH   DFND 1 0 0 39,561
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 13,780 109,981 SH   DFND 3 0 0 109,981
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 226,705 1,809,446 SH   SOLE   1,809,446 0 0
TIME INC COMMSTCK 887228104 10 424 SH   DFND 3 0 0 424
TIME INC COMMSTCK 887228104 78 3,173 SH   DFND 1 0 0 3,173
TIME INC COMMSTCK 887228104 1,140 46,319 SH   SOLE   46,319 0 0
TIME WARNER CABLE INC COMMSTCK 88732J207 46,735 307,345 SH   SOLE   307,345 0 0
TIME WARNER INC COMMSTCK 887317303 2,612 30,574 SH   DFND 1 0 0 30,574
TIME WARNER INC COMMSTCK 887317303 9,266 108,470 SH   DFND 3 0 0 108,470
TIME WARNER INC COMMSTCK 887317303 157,825 1,847,636 SH   SOLE   1,847,636 0 0
TJX COS INC COMMSTCK 872540109 836 12,189 SH   DFND 3 0 0 12,189
TJX COS INC COMMSTCK 872540109 6,076 88,591 SH   DFND 1 0 0 88,591
TJX COS INC COMMSTCK 872540109 97,893 1,427,428 SH   SOLE   1,427,428 0 0
TORO COMPANY (THE) COMMSTCK 891092108 3,627 56,842 SH   SOLE   56,842 0 0
TOWERS WATSON & CO COMMSTCK 891894107 29,010 256,336 SH   SOLE   256,336 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 11,841 150,228 SH   SOLE   150,228 0 0
TRAVELERS COS INC COMMSTCK 89417E109 587 5,542 SH   DFND 3 0 0 5,542
TRAVELERS COS INC COMMSTCK 89417E109 4,393 41,499 SH   DFND 1 0 0 41,499
TRAVELERS COS INC COMMSTCK 89417E109 107,385 1,014,497 SH   SOLE   1,014,497 0 0
TRIPADVISOR INC COMMSTCK 896945201 7,164 95,958 SH   SOLE   95,958 0 0
TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 6,039 406,681 SH   SOLE   406,681 0 0
TRIUMPH GROUP INC COMMSTCK 896818101 15,490 230,431 SH   SOLE   230,431 0 0
TWENTY-FIRST CENTURY FOX I COMMSTCK 90130A101 273 7,109 SH   SOLE   7,109 0 0
TWITTER INC COMMSTCK 90184L102 5,561 155,019 SH   SOLE   155,019 0 0
TYSON FOODS INC COMMSTCK 902494103 56,076 1,398,764 SH   SOLE   1,398,764 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 781 6,558 SH   DFND 3 0 0 6,558
UNION PACIFIC CORPORATION COMMSTCK 907818108 5,699 47,837 SH   DFND 1 0 0 47,837
UNION PACIFIC CORPORATION COMMSTCK 907818108 181,025 1,519,561 SH   SOLE   1,519,561 0 0
UNITED AIRLINES INC 4.5% CNVRTBND 210795PU8 298 85,000 PRN   DFND 4 0 0 85,000
UNITED AIRLINES INC 4.5% CNVRTBND 210795PU8 14,153 4,040,000 PRN   SOLE   4,040,000 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 115,749 1,730,444 SH   SOLE   1,730,444 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 6,846 61,582 SH   DFND 3 0 0 61,582
UNITED PARCEL SERVICE INC COMMSTCK 911312106 76,172 685,183 SH   SOLE   685,183 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 10,620 104,107 SH   SOLE   104,107 0 0
UNITED STATES STEEL CORP COMMSTCK 912909108 18,198 680,552 SH   SOLE   680,552 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8,057 70,059 SH   DFND 1 0 0 70,059
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 13,581 118,094 SH   DFND 3 0 0 118,094
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 302,889 2,633,819 SH   SOLE   2,633,819 0 0
UNITEDHEALTH GROUP INCORPO COMMSTCK 91324P102 2,519 24,921 SH   SOLE   24,921 0 0
US BANCORP COMMSTCK 902973304 923 20,532 SH   DFND 3 0 0 20,532
US BANCORP COMMSTCK 902973304 6,614 147,146 SH   DFND 1 0 0 147,146
US BANCORP COMMSTCK 902973304 153,085 3,405,667 SH   SOLE   3,405,667 0 0
UTI WORLDWIDE INC COMMSTCK G87210103 2,704 224,022 SH   SOLE   224,022 0 0
VALSPAR CORPORATION (THE) COMMSTCK 920355104 478 5,525 SH   DFND 3 0 0 5,525
VALSPAR CORPORATION (THE) COMMSTCK 920355104 3,460 40,008 SH   DFND 1 0 0 40,008
VALSPAR CORPORATION (THE) COMMSTCK 920355104 125,601 1,452,368 SH   SOLE   1,452,368 0 0
VANGUARD ETF INDUSTRIALS ETIF 92204A603 1,140 10,671 SH   SOLE   10,671 0 0
VENTAS INC COMMSTCK 92276F100 155 2,163 SH   SOLE   2,163 0 0
VENTAS INC COMMSTCK 92276F100 7,005 97,700 SH   DFND 2 97,700 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 1,549 33,106 SH   DFND 3 0 0 33,106
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 1,939 41,443 SH   DFND 1 0 0 41,443
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 186,919 3,995,696 SH   SOLE   3,995,696 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 2,912 24,508 SH   DFND 3 0 0 24,508
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 73,983 622,749 SH   SOLE   622,749 0 0
VIACOM INC COMMSTCK 92553P201 6,693 88,941 SH   SOLE   88,941 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 5,788 296,200 SH   SOLE   296,200 0 0
VISA INC COMMSTCK 92826C839 317 1,208 SH   DFND 3 0 0 1,208
VISA INC COMMSTCK 92826C839 2,331 8,890 SH   DFND 1 0 0 8,890
VISA INC COMMSTCK 92826C839 139,959 533,788 SH   SOLE   533,788 0 0
VITAMIN SHOPPE INC COMMSTCK 92849E101 506 10,412 SH   DFND 3 0 0 10,412
VITAMIN SHOPPE INC COMMSTCK 92849E101 926 19,062 SH   SOLE   19,062 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 3,472 29,500 SH   DFND 2 29,500 0 0
VOYA FINANCIAL INC COMMSTCK 929089100 98,198 2,317,072 SH   SOLE   2,317,072 0 0
W R GRACE & CO COMMSTCK 38388F108 6,634 69,542 SH   SOLE   69,542 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 4,807 45,877 SH   SOLE   45,877 0 0
WABTEC CORPORATION COMMSTCK 929740108 6,345 73,029 SH   SOLE   73,029 0 0
WAGEWORKS INC COMMSTCK 930427109 8,645 133,885 SH   SOLE   133,885 0 0
WAL-MART STORES INC COMMSTCK 931142103 15,298 178,134 SH   SOLE   178,134 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 321 4,209 SH   SOLE   4,209 0 0
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 7,771 82,501 SH   DFND 1 0 0 82,501
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 14,670 155,746 SH   DFND 3 0 0 155,746
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 360,936 3,832,000 SH   SOLE   3,832,000 0 0
WATERS CORPORATION COMMSTCK 941848103 190 1,690 SH   DFND 4 0 0 1,690
WATERS CORPORATION COMMSTCK 941848103 1,671 14,822 SH   SOLE   14,822 0 0
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 314 315,000 PRN   DFND 4 0 0 315,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 749 750,000 PRN   DFND 3 0 0 750,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 36,606 36,675,000 PRN   SOLE   36,675,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 623 625,000 PRN   DFND 3 0 0 625,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 633 635,000 PRN   DFND 4 0 0 635,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 1,406 1,410,000 PRN   DFND 1 0 0 1,410,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 27,202 27,270,000 PRN   SOLE   27,270,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 7,366 89,765 SH   SOLE   89,765 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 1,775 32,380 SH   DFND 3 0 0 32,380
WELLS FARGO & COMPANY COMMSTCK 949746101 12,569 229,276 SH   DFND 1 0 0 229,276
WELLS FARGO & COMPANY COMMSTCK 949746101 302,086 5,510,498 SH   SOLE   5,510,498 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 2,095 1,725 SH   DFND 3 0 0 1,725
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 6,031 4,965 SH   DFND 1 0 0 4,965
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 95,700 78,783 SH   SOLE   78,783 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 40,720 987,379 SH   SOLE   987,379 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 40,304 364,080 SH   SOLE   364,080 0 0
WESTLAKE CHEMICAL CORP COMMSTCK 960413102 7,785 127,437 SH   SOLE   127,437 0 0
WEYERHAEUSER COMPANY COMMSTCK 962166104 40,186 1,119,693 SH   SOLE   1,119,693 0 0
WHEELER REAL ESTATE INVEST COMMSTCK 963025101 332 83,950 SH   SOLE   83,950 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 346 1,785 SH   DFND 3 0 0 1,785
WHIRLPOOL CORPORATION COMMSTCK 963320106 2,512 12,967 SH   DFND 1 0 0 12,967
WHIRLPOOL CORPORATION COMMSTCK 963320106 134,151 692,430 SH   SOLE   692,430 0 0
WILLIAMS COMPANIES INC COMMSTCK 969457100 723 16,077 SH   DFND 3 0 0 16,077
WILLIAMS COMPANIES INC COMMSTCK 969457100 1,334 29,676 SH   SOLE   29,676 0 0
WINDSTREAM CORP COMMSTCK 97382A101 237 28,800 SH   DFND 4 0 0 28,800
WINDSTREAM CORP COMMSTCK 97382A101 5,037 611,276 SH   SOLE   611,276 0 0
WW GRAINGER INC COMMSTCK 384802104 4,666 18,306 SH   DFND 3 0 0 18,306
WW GRAINGER INC COMMSTCK 384802104 49,959 196,003 SH   SOLE   196,003 0 0
WYNDHAM WORLDWIDE CORP COMMSTCK 98310W108 3,316 38,669 SH   SOLE   38,669 0 0
XEROX CORPORATION COMMSTCK 984121103 63,569 4,586,476 SH   SOLE   4,586,476 0 0
XILINX INC COMMSTCK 983919101 2,808 64,856 SH   DFND 1 0 0 64,856
XILINX INC COMMSTCK 983919101 6,314 145,842 SH   DFND 3 0 0 145,842
XILINX INC COMMSTCK 983919101 155,868 3,600,560 SH   SOLE   3,600,560 0 0
YAHOO! INC. COMMSTCK 984332106 110,068 2,179,134 SH   SOLE   2,179,134 0 0
ZIMMER HOLDINGS INC COMMSTCK 98956P102 32,798 289,174 SH   SOLE   289,174 0 0
ZIONS BANCORPORATION COMMSTCK 989701107 20,724 726,896 SH   SOLE   726,896 0 0
ZOETIS INC COMMSTCK 98978V103 763 17,727 SH   DFND 3 0 0 17,727
ZOETIS INC COMMSTCK 98978V103 5,554 129,077 SH   DFND 1 0 0 129,077
ZOETIS INC COMMSTCK 98978V103 88,468 2,055,969 SH   SOLE   2,055,969 0 0