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 6,199 43,753 SH   DFND 1 0 0 43,753
3M CO COMMSTCK 88579Y101 13,136 92,718 SH   DFND 3 0 0 92,718
3M CO COMMSTCK 88579Y101 205,740 1,452,147 SH   SOLE   1,452,147 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 583 14,027 SH   DFND 3 0 0 14,027
ABBOTT LABORATORIES COMMSTCK 002824100 4,092 98,381 SH   DFND 1 0 0 98,381
ABBOTT LABORATORIES COMMSTCK 002824100 78,069 1,877,098 SH   SOLE   1,877,098 0 0
ABBVIE INC COMMSTCK 00287Y109 2,352 40,716 SH   DFND 3 0 0 40,716
ABBVIE INC COMMSTCK 00287Y109 4,958 85,844 SH   DFND 1 0 0 85,844
ABBVIE INC COMMSTCK 00287Y109 142,972 2,475,276 SH   SOLE   2,475,276 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 2,311 83,800 SH   DFND 2 83,800 0 0
ACE LTD COMMSTCK H0023R105 7,184 68,506 SH   SOLE   68,506 0 0
ACTAVIS PLC COMMSTCK G0083B108 1,951 8,086 SH   DFND 3 0 0 8,086
ACTAVIS PLC COMMSTCK G0083B108 4,118 17,066 SH   DFND 1 0 0 17,066
ACTAVIS PLC COMMSTCK G0083B108 27,556 114,207 SH   SOLE   114,207 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 2,284 19,400 SH   SOLE   19,400 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 15,597 119,703 SH   SOLE   119,703 0 0
AETNA INC COMMSTCK 00817Y108 451 5,572 SH   DFND 3 0 0 5,572
AETNA INC COMMSTCK 00817Y108 521 6,438 SH   DFND 4 0 0 6,438
AETNA INC COMMSTCK 00817Y108 3,256 40,202 SH   DFND 1 0 0 40,202
AETNA INC COMMSTCK 00817Y108 195,140 2,409,138 SH   SOLE   2,409,138 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 52,926 264,154 SH   SOLE   264,154 0 0
AGL RESOURCES INC. COMMSTCK 001204106 15 290 SH   DFND 3 0 0 290
AGL RESOURCES INC. COMMSTCK 001204106 22,082 430,117 SH   SOLE   430,117 0 0
AIRGAS INC COMMSTCK 009363102 398 3,595 SH   DFND 3 0 0 3,595
AIRGAS INC COMMSTCK 009363102 2,933 26,509 SH   DFND 1 0 0 26,509
AIRGAS INC COMMSTCK 009363102 43,367 391,933 SH   SOLE   391,933 0 0
AKAMAI TECHNOLOGIES, INC. COMMSTCK 00971T101 18,596 310,964 SH   SOLE   310,964 0 0
AKORN INC COMMSTCK 009728106 7,731 213,151 SH   SOLE   213,151 0 0
ALERE INC COMMSTCK 01449J105 21,011 541,795 SH   SOLE   541,795 0 0
ALERE INC 3% PFDDOM 01449J204 912 2,811 SH   DFND 4 0 0 2,811
ALERE INC 3% PFDDOM 01449J204 29,929 92,274 SH   SOLE   92,274 0 0
ALERE INC 3% CNVRTBND 01449JAA3 751 710,000 PRN   DFND 4 0 0 710,000
ALERE INC 3% CNVRTBND 01449JAA3 13,401 12,665,000 PRN   SOLE   12,665,000 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 1,759 48,900 SH   DFND 2 48,900 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 5,816 78,866 SH   SOLE   78,866 0 0
ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 5,058 30,500 SH   SOLE   30,500 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 873 9,823 SH   SOLE   9,823 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 13,910 269,165 SH   SOLE   269,165 0 0
ALKERMES PLC COMMSTCK G01767105 12,549 292,728 SH   SOLE   292,728 0 0
ALLEGION PLC COMMSTCK G0176J109 166 3,486 SH   DFND 3 0 0 3,486
ALLEGION PLC COMMSTCK G0176J109 1,186 24,886 SH   DFND 1 0 0 24,886
ALLEGION PLC COMMSTCK G0176J109 18,394 386,098 SH   SOLE   386,098 0 0
ALLERGAN INC/UNITED STATES COMMSTCK 018490102 13,052 73,247 SH   DFND 3 0 0 73,247
ALLERGAN INC/UNITED STATES COMMSTCK 018490102 136,403 765,493 SH   SOLE   765,493 0 0
ALLIANCE DATA SYSTEMS CORP COMMSTCK 018581108 5,630 22,678 SH   SOLE   22,678 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 17 300 SH   DFND 3 0 0 300
ALLIANT ENERGY CORP COMMSTCK 018802108 28,498 514,320 SH   SOLE   514,320 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 95,710 1,559,556 SH   SOLE   1,559,556 0 0
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 218 2,793 SH   DFND 3 0 0 2,793
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 1,594 20,414 SH   DFND 1 0 0 20,414
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 23,514 301,080 SH   SOLE   301,080 0 0
ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 1,824 1,905,000 PRN   SOLE   1,905,000 0 0
ALPHA NATURAL RESOURCES IN CNVRTBND 02076XAE2 5,185 7,297,000 PRN   SOLE   7,297,000 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 1,325 28,845 SH   DFND 3 0 0 28,845
ALTRIA GROUP INC COMMSTCK 02209S103 10,553 229,720 SH   SOLE   229,720 0 0
AMAZON.COM INC COMMSTCK 023135106 69,549 215,695 SH   SOLE   215,695 0 0
AMDOCS LIMITED COMMSTCK G02602103 21,167 461,358 SH   SOLE   461,358 0 0
AMEREN CORPORATION COMMSTCK 023608102 15 390 SH   DFND 3 0 0 390
AMEREN CORPORATION COMMSTCK 023608102 46,722 1,218,947 SH   SOLE   1,218,947 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 993 27,978 SH   DFND 3 0 0 27,978
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1,670 47,056 SH   DFND 1 0 0 47,056
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 201,060 5,666,867 SH   SOLE   5,666,867 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 2,549 77,300 SH   DFND 2 77,300 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 849 23,295 SH   DFND 3 0 0 23,295
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 1,477 40,523 SH   SOLE   40,523 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,537 69,600 SH   DFND 2 69,600 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 519 9,948 SH   DFND 3 0 0 9,948
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 3,707 71,009 SH   DFND 1 0 0 71,009
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 124,496 2,384,525 SH   SOLE   2,384,525 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 450 5,135 SH   DFND 3 0 0 5,135
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 3,148 35,964 SH   DFND 1 0 0 35,964
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 61,302 700,277 SH   SOLE   700,277 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 1,054 62,400 SH   DFND 2 62,400 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 11,940 221,021 SH   SOLE   221,021 0 0
AMERICAN REALTY CAPITAL PR COMMSTCK 02917T104 28,933 2,399,049 SH   SOLE   2,399,049 0 0
AMERICAN WATER WORKS COMPA COMMSTCK 030420103 14,616 303,052 SH   SOLE   303,052 0 0
AMERIPRISE FINANCIAL INC COMMSTCK 03076C106 33,762 273,639 SH   SOLE   273,639 0 0
AMGEN INC COMMSTCK 031162100 15,284 108,816 SH   SOLE   108,816 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 4,276 42,153 SH   SOLE   42,153 0 0
ANALOG DEVICES INC COMMSTCK 032654105 4,085 82,537 SH   DFND 1 0 0 82,537
ANALOG DEVICES INC COMMSTCK 032654105 5,034 101,713 SH   DFND 3 0 0 101,713
ANALOG DEVICES INC COMMSTCK 032654105 158,356 3,199,765 SH   SOLE   3,199,765 0 0
ANSYS, INC. COMMSTCK 03662Q105 6,015 79,488 SH   SOLE   79,488 0 0
ANTHEM INC 2.75% CNVRTBND 94973VBG1 7,946 4,825,000 PRN   SOLE   4,825,000 0 0
AON PLC COMMSTCK G0408V102 2,919 33,300 SH   SOLE   33,300 0 0
APACHE CORPORATION COMMSTCK 037411105 514 5,477 SH   DFND 3 0 0 5,477
APACHE CORPORATION COMMSTCK 037411105 3,744 39,883 SH   DFND 1 0 0 39,883
APACHE CORPORATION COMMSTCK 037411105 115,917 1,234,871 SH   SOLE   1,234,871 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,956 5,000,000 PRN   SOLE   5,000,000 0 0
APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 19,682 2,409,095 SH   SOLE   2,409,095 0 0
APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 541 520,000 PRN   SOLE   520,000 0 0
APPLE INC COMMSTCK 037833100 11,181 110,978 SH   DFND 1 0 0 110,978
APPLE INC COMMSTCK 037833100 25,485 252,954 SH   DFND 3 0 0 252,954
APPLE INC COMMSTCK 037833100 621,111 6,164,873 SH   SOLE   6,164,873 0 0
ARCHER-DANIELS-MIDLAND COM COMMSTCK 039483102 11,298 221,104 SH   SOLE   221,104 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 836 51,731 SH   DFND 3 0 0 51,731
ARES CAPITAL CORPORATION COMMSTCK 04010L103 16,276 1,007,167 SH   SOLE   1,007,167 0 0
ARES CAPITAL CORPORATION 4 CNVRTBND 04010LAM5 1,836 1,785,000 PRN   SOLE   1,785,000 0 0
ARMADA HOFFLER PROPERTIES COMMSTCK 04208T108 224 24,700 SH   DFND 2 24,700 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 140 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 4,367 4,845,000 PRN   SOLE   4,845,000 0 0
ASML HOLDING NV DEPRECPT N07059210 324 3,276 SH   DFND 3 0 0 3,276
ASML HOLDING NV DEPRECPT N07059210 2,455 24,844 SH   DFND 1 0 0 24,844
ASML HOLDING NV DEPRECPT N07059210 35,164 355,842 SH   SOLE   355,842 0 0
ASTRAZENECA PLC DEPRECPT 046353108 802 11,230 SH   DFND 3 0 0 11,230
ASTRAZENECA PLC DEPRECPT 046353108 15,430 215,991 SH   SOLE   215,991 0 0
AT&T INC COMMSTCK 00206R102 7,666 217,545 SH   SOLE   217,545 0 0
ATMEL CORPORATION COMMSTCK 049513104 8,616 1,066,352 SH   SOLE   1,066,352 0 0
AUTODESK INC COMMSTCK 052769106 3,439 62,422 SH   SOLE   62,422 0 0
AUTOLIV INC COMMSTCK 052800109 1,955 21,271 SH   SOLE   21,271 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 409 4,920 SH   DFND 3 0 0 4,920
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 2,983 35,902 SH   DFND 1 0 0 35,902
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 43,073 518,457 SH   SOLE   518,457 0 0
AUXILIUM PHARMACEUTICALS I CNVRTBND 05334DAA5 455 345,000 PRN   DFND 4 0 0 345,000
AUXILIUM PHARMACEUTICALS I CNVRTBND 05334DAA5 15,010 11,382,000 PRN   SOLE   11,382,000 0 0
AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 20,116 231,214 SH   SOLE   231,214 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 9,389 66,600 SH   DFND 2 66,600 0 0
AXIALL CORP COMMSTCK 05463D100 376 10,495 SH   DFND 4 0 0 10,495
AXIALL CORP COMMSTCK 05463D100 8,940 249,661 SH   SOLE   249,661 0 0
B/E AEROSPACE INC COMMSTCK 073302101 10,461 124,628 SH   SOLE   124,628 0 0
BAIDU INC DEPRECPT 056752108 3,199 14,661 SH   SOLE   14,661 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 2,598 152,366 SH   DFND 3 0 0 152,366
BANK OF AMERICA CORP COMMSTCK 060505104 5,070 297,338 SH   DFND 1 0 0 297,338
BANK OF AMERICA CORP COMMSTCK 060505104 247,922 14,540,888 SH   SOLE   14,540,888 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 485 423 SH   DFND 3 0 0 423
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 987 861 SH   DFND 1 0 0 861
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 24,383 21,267 SH   SOLE   21,267 0 0
BANK OF NEW YORK MELLON CO COMMSTCK 064058100 718 18,528 SH   SOLE   18,528 0 0
BANKUNITED INC COMMSTCK 06652K103 9,585 314,370 SH   SOLE   314,370 0 0
BASIC ENERGY SERVICES INC COMMSTCK 06985P100 4,070 187,635 SH   SOLE   187,635 0 0
BB&T CORP COMMSTCK 054937107 482 12,943 SH   DFND 3 0 0 12,943
BB&T CORP COMMSTCK 054937107 3,446 92,600 SH   DFND 1 0 0 92,600
BB&T CORP COMMSTCK 054937107 68,095 1,830,018 SH   SOLE   1,830,018 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 702 6,169 SH   DFND 3 0 0 6,169
BECTON DICKINSON AND COMPA COMMSTCK 075887109 5,059 44,449 SH   DFND 1 0 0 44,449
BECTON DICKINSON AND COMPA COMMSTCK 075887109 108,869 956,588 SH   SOLE   956,588 0 0
BED BATH & BEYOND INC COMMSTCK 075896100 7,891 119,863 SH   SOLE   119,863 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 711 5,147 SH   SOLE   5,147 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 326 2,875 SH   DFND 4 0 0 2,875
BIO-RAD LABORATORIES INC COMMSTCK 090572207 5,493 48,435 SH   SOLE   48,435 0 0
BIOGEN, INC. COMMSTCK 09062X103 354 1,069 SH   SOLE   1,069 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 122 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 4,113 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 126 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 4,254 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMED REALTY TRUST INC COMMSTCK 09063H107 3,238 160,300 SH   DFND 2 160,300 0 0
BIOSCRIP INC COMMSTCK 09069N108 105 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 1,832 265,191 SH   SOLE   265,191 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 6,432 670,027 SH   SOLE   670,027 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 6,497 457,853 SH   SOLE   457,853 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 15,721 499,403 SH   SOLE   499,403 0 0
BOEING CO COMMSTCK 097023105 5,700 44,747 SH   SOLE   44,747 0 0
BORGWARNER INC COMMSTCK 099724106 329 6,256 SH   DFND 3 0 0 6,256
BORGWARNER INC COMMSTCK 099724106 2,410 45,814 SH   DFND 1 0 0 45,814
BORGWARNER INC COMMSTCK 099724106 38,728 736,136 SH   SOLE   736,136 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 9,747 84,200 SH   DFND 2 84,200 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 4,350 84,994 SH   SOLE   84,994 0 0
BROADCOM CORPORATION COMMSTCK 111320107 48,547 1,201,056 SH   SOLE   1,201,056 0 0
BROOKDALE SENIOR LIVING IN COMMSTCK 112463104 6,182 191,871 SH   SOLE   191,871 0 0
BRUKER CORPORATION COMMSTCK 116794108 7,182 387,897 SH   SOLE   387,897 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4,055 97,823 SH   SOLE   97,823 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4,215 128,934 SH   DFND 1 0 0 128,934
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4,561 139,527 SH   DFND 3 0 0 139,527
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 162,527 4,971,777 SH   SOLE   4,971,777 0 0
CADENCE DESIGN SYSTEMS, IN COMMSTCK 127387108 8,770 509,580 SH   SOLE   509,580 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 3,961 57,800 SH   DFND 2 57,800 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 9,729 141,970 SH   SOLE   141,970 0 0
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 276 4,159 SH   DFND 3 0 0 4,159
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 2,037 30,684 SH   DFND 1 0 0 30,684
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 29,066 437,870 SH   SOLE   437,870 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 187 4,375 SH   DFND 3 0 0 4,375
CAMPBELL SOUP COMPANY COMMSTCK 134429109 1,694 39,643 SH   DFND 1 0 0 39,643
CAMPBELL SOUP COMPANY COMMSTCK 134429109 78,601 1,839,483 SH   SOLE   1,839,483 0 0
CANADIAN NATIONAL RAILWAY COMMSTCK 136375102 11 155 SH   DFND 3 0 0 155
CANADIAN NATIONAL RAILWAY COMMSTCK 136375102 18,217 256,724 SH   SOLE   256,724 0 0
CANADIAN PACIFIC RAILWAY C COMMSTCK 13645T100 6,590 31,766 SH   SOLE   31,766 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 218 2,670 SH   SOLE   2,670 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 531 7,089 SH   DFND 3 0 0 7,089
CARDINAL HEALTH INC COMMSTCK 14149Y108 182,008 2,429,359 SH   SOLE   2,429,359 0 0
CARLYLE GROUP LP/THE COMMSTCK 14309L102 23,406 768,402 SH   SOLE   768,402 0 0
CATAMARAN CORP COMMSTCK 148887102 14,059 333,535 SH   SOLE   333,535 0 0
CATERPILLAR INC COMMSTCK 149123101 276 2,788 SH   SOLE   2,788 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 20,303 817,685 SH   SOLE   817,685 0 0
CBOE HOLDINGS INC COMMSTCK 12503M108 5,404 100,964 SH   SOLE   100,964 0 0
CBS CORP COMMSTCK 124857202 573 10,702 SH   DFND 3 0 0 10,702
CBS CORP COMMSTCK 124857202 1,317 24,610 SH   DFND 1 0 0 24,610
CBS CORP COMMSTCK 124857202 56,708 1,059,968 SH   SOLE   1,059,968 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 21 453 SH   DFND 3 0 0 453
CEDAR FAIR, L.P. COMMSTCK 150185106 33,241 703,212 SH   SOLE   703,212 0 0
CELANESE CORPORATION COMMSTCK 150870103 10,055 171,825 SH   SOLE   171,825 0 0
CELGENE CORPORATION COMMSTCK 151020104 3,596 37,942 SH   DFND 1 0 0 37,942
CELGENE CORPORATION COMMSTCK 151020104 14,227 150,105 SH   DFND 3 0 0 150,105
CELGENE CORPORATION COMMSTCK 151020104 274,135 2,892,327 SH   SOLE   2,892,327 0 0
CEMEX SAB DE CV 3.75% CNVRTBND 151290BC6 31,277 21,250,000 PRN   SOLE   21,250,000 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 13,239 221,616 SH   SOLE   221,616 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 403 13,696 SH   DFND 3 0 0 13,696
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 2,961 100,745 SH   DFND 1 0 0 100,745
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 44,054 1,498,942 SH   SOLE   1,498,942 0 0
CHART INDUSTRIES INC COMMSTCK 16115Q308 4,477 73,233 SH   SOLE   73,233 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 916 39,700 SH   DFND 2 39,700 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 286 300,000 PRN   DFND 4 0 0 300,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1,193 1,250,000 PRN   DFND 1 0 0 1,250,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1,909 2,000,000 PRN   DFND 3 0 0 2,000,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 15,604 16,350,000 PRN   SOLE   16,350,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,351 1,340,000 PRN   SOLE   1,340,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,714 1,700,000 PRN   DFND 3 0 0 1,700,000
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,551 53,207 SH   DFND 3 0 0 53,207
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 19,263 660,835 SH   SOLE   660,835 0 0
CHEVRON CORP COMMSTCK 166764100 659 5,523 SH   SOLE   5,523 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 6,941 10,412 SH   SOLE   10,412 0 0
CHUBB CORPORATION COMMSTCK 171232101 1,101 12,084 SH   DFND 3 0 0 12,084
CHUBB CORPORATION COMMSTCK 171232101 7,828 85,949 SH   DFND 1 0 0 85,949
CHUBB CORPORATION COMMSTCK 171232101 149,827 1,645,002 SH   SOLE   1,645,002 0 0
CIENA CORPORATION 0.875% CNVRTBND 171779AE1 245 250,000 PRN   DFND 4 0 0 250,000
CIENA CORPORATION 0.875% CNVRTBND 171779AE1 11,522 11,750,000 PRN   SOLE   11,750,000 0 0
CIGNA CORPORATION COMMSTCK 125509109 490 5,400 SH   DFND 4 0 0 5,400
CIGNA CORPORATION COMMSTCK 125509109 6,530 72,000 SH   SOLE   72,000 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 27,833 219,971 SH   SOLE   219,971 0 0
CINTAS CORPORATION COMMSTCK 172908105 4,222 59,804 SH   SOLE   59,804 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 15,373 610,769 SH   SOLE   610,769 0 0
CIT GROUP INC COMMSTCK 125581801 32,306 702,916 SH   SOLE   702,916 0 0
CITIGROUP INC COMMSTCK 172967424 163,281 3,150,932 SH   SOLE   3,150,932 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 484 6,783 SH   DFND 3 0 0 6,783
CITRIX SYSTEMS INC COMMSTCK 177376100 4,694 65,804 SH   SOLE   65,804 0 0
CITY NATIONAL CORPORATION COMMSTCK 178566105 662 8,750 SH   SOLE   8,750 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 958 34,734 SH   SOLE   34,734 0 0
CLOROX COMPANY COMMSTCK 189054109 271 2,822 SH   DFND 3 0 0 2,822
CLOROX COMPANY COMMSTCK 189054109 1,758 18,310 SH   DFND 1 0 0 18,310
CLOROX COMPANY COMMSTCK 189054109 48,212 501,997 SH   SOLE   501,997 0 0
CME GROUP INC COMMSTCK 12572Q105 718 8,983 SH   DFND 3 0 0 8,983
CME GROUP INC COMMSTCK 12572Q105 1,944 24,319 SH   SOLE   24,319 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 253 305,000 PRN   DFND 3 0 0 305,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 505 610,000 PRN   DFND 4 0 0 610,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 1,180 1,425,000 PRN   DFND 1 0 0 1,425,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 44,789 54,085,000 PRN   SOLE   54,085,000 0 0
COCA-COLA COMPANY (THE) COMMSTCK 191216100 583 13,674 SH   SOLE   13,674 0 0
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 1,011 22,784 SH   DFND 3 0 0 22,784
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 4,169 93,983 SH   DFND 1 0 0 93,983
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 107,613 2,425,899 SH   SOLE   2,425,899 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 7,442 114,105 SH   DFND 3 0 0 114,105
COLGATE-PALMOLIVE CO COMMSTCK 194162103 74,891 1,148,281 SH   SOLE   1,148,281 0 0
COMCAST CORPORATION COMMSTCK 20030N101 79,050 1,469,878 SH   SOLE   1,469,878 0 0
COMERICA INCORPORATED COMMSTCK 200340107 21,762 436,467 SH   SOLE   436,467 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 121 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 3,078 498,029 SH   SOLE   498,029 0 0
COMMUNITY HEALTH SYSTEMS I COMMSTCK 203668108 29,399 536,572 SH   SOLE   536,572 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 14 168 SH   DFND 3 0 0 168
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 24,957 296,120 SH   SOLE   296,120 0 0
COMSCORE INC COMMSTCK 20564W105 3,846 105,630 SH   SOLE   105,630 0 0
CON-WAY INC COMMSTCK 205944101 22,190 467,162 SH   SOLE   467,162 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 2,238 29,246 SH   DFND 3 0 0 29,246
CONOCOPHILLIPS COMMSTCK 20825C104 3,916 51,170 SH   DFND 1 0 0 51,170
CONOCOPHILLIPS COMMSTCK 20825C104 119,643 1,563,548 SH   SOLE   1,563,548 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 10,844 124,414 SH   SOLE   124,414 0 0
COPA HOLDINGS SA COMMSTCK P31076105 418 3,898 SH   SOLE   3,898 0 0
CORRECTIONS CORPORATION OF COMMSTCK 22025Y407 15,958 464,431 SH   SOLE   464,431 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 233 350,000 PRN   DFND 4 0 0 350,000
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 11,568 17,395,000 PRN   SOLE   17,395,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 8,759 56,314 SH   SOLE   56,314 0 0
COTY US INC COMMSTCK 222070203 10,808 653,063 SH   SOLE   653,063 0 0
COVIDIEN PLC COMMSTCK G2554F113 10,323 119,322 SH   DFND 3 0 0 119,322
COVIDIEN PLC COMMSTCK G2554F113 142,877 1,651,571 SH   SOLE   1,651,571 0 0
CR BARD INC COMMSTCK 067383109 1,191 8,346 SH   DFND 3 0 0 8,346
CR BARD INC COMMSTCK 067383109 8,593 60,215 SH   DFND 1 0 0 60,215
CR BARD INC COMMSTCK 067383109 127,606 894,163 SH   SOLE   894,163 0 0
CRANE CO. COMMSTCK 224399105 26,549 420,016 SH   SOLE   420,016 0 0
CREDICORP LTD COMMSTCK G2519Y108 1,174 7,656 SH   SOLE   7,656 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 29,099 653,613 SH   SOLE   653,613 0 0
CSX CORP COMMSTCK 126408103 1,202 37,492 SH   SOLE   37,492 0 0
CUBESMART COMMSTCK 229663109 1,620 90,100 SH   DFND 2 90,100 0 0
CUBIST PHARMACEUTICALS INC COMMSTCK 229678107 429 6,470 SH   DFND 4 0 0 6,470
CUBIST PHARMACEUTICALS INC COMMSTCK 229678107 22,019 331,918 SH   SOLE   331,918 0 0
CUMMINS INC COMMSTCK 231021106 2,242 16,986 SH   DFND 1 0 0 16,986
CUMMINS INC COMMSTCK 231021106 6,438 48,783 SH   DFND 3 0 0 48,783
CUMMINS INC COMMSTCK 231021106 135,189 1,024,318 SH   SOLE   1,024,318 0 0
CVS HEALTH CORP COMMSTCK 126650100 7,870 98,880 SH   DFND 1 0 0 98,880
CVS HEALTH CORP COMMSTCK 126650100 16,194 203,472 SH   DFND 3 0 0 203,472
CVS HEALTH CORP COMMSTCK 126650100 403,541 5,070,247 SH   SOLE   5,070,247 0 0
CYTEC INDUSTRIES INC. COMMSTCK 232820100 22,918 484,626 SH   SOLE   484,626 0 0
D R HORTON INC COMMSTCK 23331A109 554 27,013 SH   DFND 4 0 0 27,013
D R HORTON INC COMMSTCK 23331A109 30,904 1,506,067 SH   SOLE   1,506,067 0 0
DANAHER CORPORATION COMMSTCK 235851102 258 3,391 SH   SOLE   3,391 0 0
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 297 4,055 SH   DFND 3 0 0 4,055
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 2,102 28,738 SH   DFND 1 0 0 28,738
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 57,624 787,853 SH   SOLE   787,853 0 0
DDR CORP COMMSTCK 23317H102 3,553 212,400 SH   DFND 2 212,400 0 0
DELTA AIR LINES INC COMMSTCK 247361702 1,900 52,564 SH   SOLE   52,564 0 0
DEVON ENERGY CORPORATION COMMSTCK 25179M103 18,742 274,885 SH   SOLE   274,885 0 0
DEVRY INC. COMMSTCK 251893103 18,148 423,927 SH   SOLE   423,927 0 0
DIAMONDROCK HOSPITALITY CO COMMSTCK 252784301 4,735 373,427 SH   SOLE   373,427 0 0
DICKS SPORTING GOODS INC. COMMSTCK 253393102 2,633 60,000 SH   SOLE   60,000 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 1,304 20,247 SH   DFND 3 0 0 20,247
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 2,032 31,557 SH   DFND 1 0 0 31,557
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 185,977 2,888,285 SH   SOLE   2,888,285 0 0
DOLLAR TREE INC COMMSTCK 256746108 14,497 258,559 SH   SOLE   258,559 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,036 79,300 SH   DFND 2 79,300 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 487 9,286 SH   DFND 3 0 0 9,286
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 3,584 68,344 SH   DFND 1 0 0 68,344
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 73,042 1,392,870 SH   SOLE   1,392,870 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 322 5,003 SH   DFND 3 0 0 5,003
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 2,032 31,604 SH   DFND 1 0 0 31,604
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 60,296 937,577 SH   SOLE   937,577 0 0
DRESSER RAND GROUP INC COMMSTCK 261608103 2,943 35,779 SH   SOLE   35,779 0 0
DRYSHIPS INC 5% CNVRTBND 262498AB4 1,879 1,900,000 PRN   SOLE   1,900,000 0 0
DST SYSTEMS, INC. COMMSTCK 233326107 349 4,156 SH   DFND 3 0 0 4,156
DST SYSTEMS, INC. COMMSTCK 233326107 2,573 30,659 SH   DFND 1 0 0 30,659
DST SYSTEMS, INC. COMMSTCK 233326107 38,632 460,346 SH   SOLE   460,346 0 0
DSW INC COMMSTCK 23334L102 7,186 238,649 SH   SOLE   238,649 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 26,521 1,543,685 SH   SOLE   1,543,685 0 0
DUNKIN BRANDS GROUP INC COMMSTCK 265504100 4,405 98,281 SH   SOLE   98,281 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 3,264 120,700 SH   DFND 2 120,700 0 0
DYNEGY INC COMMSTCK 26817R108 836 28,983 SH   SOLE   28,983 0 0
EAGLE MATERIALS INC COMMSTCK 26969P108 10,772 105,786 SH   SOLE   105,786 0 0
EASTMAN CHEMICAL COMPANY COMMSTCK 277432100 27,696 342,389 SH   SOLE   342,389 0 0
EATON CORPORATION COMMSTCK G29183103 1,214 19,153 SH   DFND 3 0 0 19,153
EATON CORPORATION COMMSTCK G29183103 1,979 31,232 SH   DFND 1 0 0 31,232
EATON CORPORATION COMMSTCK G29183103 138,406 2,184,095 SH   SOLE   2,184,095 0 0
EBAY INC. COMMSTCK 278642103 1,466 25,879 SH   DFND 3 0 0 25,879
EBAY INC. COMMSTCK 278642103 2,061 36,400 SH   DFND 1 0 0 36,400
EBAY INC. COMMSTCK 278642103 148,817 2,627,888 SH   SOLE   2,627,888 0 0
ECOLAB INC COMMSTCK 278865100 5,879 51,199 SH   DFND 1 0 0 51,199
ECOLAB INC COMMSTCK 278865100 8,798 76,621 SH   DFND 3 0 0 76,621
ECOLAB INC COMMSTCK 278865100 226,055 1,968,605 SH   SOLE   1,968,605 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 20,748 371,038 SH   SOLE   371,038 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 19,958 195,380 SH   SOLE   195,380 0 0
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 9,112 126,983 SH   SOLE   126,983 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 326 5,033 SH   DFND 3 0 0 5,033
ELI LILLY AND COMPANY COMMSTCK 532457108 2,360 36,399 SH   DFND 1 0 0 36,399
ELI LILLY AND COMPANY COMMSTCK 532457108 55,714 859,125 SH   SOLE   859,125 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 170 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 4,589 156,842 SH   DFND 1 0 0 156,842
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 10,292 351,727 SH   DFND 3 0 0 351,727
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 331,471 11,328,463 SH   SOLE   11,328,463 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 1,968 131,000 SH   DFND 2 131,000 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 7,829 738,560 SH   SOLE   738,560 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 162 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 6,395 7,125,000 PRN   SOLE   7,125,000 0 0
ENSCO PLC COMMSTCK G3157S106 138 3,350 SH   DFND 3 0 0 3,350
ENSCO PLC COMMSTCK G3157S106 1,021 24,713 SH   DFND 1 0 0 24,713
ENSCO PLC COMMSTCK G3157S106 14,929 361,383 SH   SOLE   361,383 0 0
EOG RESOURCES INC COMMSTCK 26875P101 1,199 12,110 SH   DFND 3 0 0 12,110
EOG RESOURCES INC COMMSTCK 26875P101 2,517 25,415 SH   DFND 1 0 0 25,415
EOG RESOURCES INC COMMSTCK 26875P101 161,937 1,635,396 SH   SOLE   1,635,396 0 0
EPR PROPERTIES COMMSTCK 26884U109 2,488 49,100 SH   DFND 2 49,100 0 0
EPR PROPERTIES COMMSTCK 26884U109 7,004 138,202 SH   SOLE   138,202 0 0
EQT CORP COMMSTCK 26884L109 1,216 13,286 SH   DFND 3 0 0 13,286
EQT CORP COMMSTCK 26884L109 7,333 80,112 SH   SOLE   80,112 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 2,944 69,500 SH   DFND 2 69,500 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 11,990 194,700 SH   DFND 2 194,700 0 0
ESCO TECHNOLOGIES INC. COMMSTCK 296315104 61 1,749 SH   DFND 4 0 0 1,749
ESCO TECHNOLOGIES INC. COMMSTCK 296315104 1,014 29,164 SH   SOLE   29,164 0 0
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 5,151 68,943 SH   DFND 3 0 0 68,943
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 49,430 661,537 SH   SOLE   661,537 0 0
EXPEDIA INC COMMSTCK 30212P303 4,667 53,260 SH   SOLE   53,260 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 1,709 24,200 SH   DFND 1 0 0 24,200
EXPRESS SCRIPTS INC COMMSTCK 30219G108 7,749 109,709 SH   DFND 3 0 0 109,709
EXPRESS SCRIPTS INC COMMSTCK 30219G108 181,583 2,570,898 SH   SOLE   2,570,898 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,702 113,800 SH   DFND 2 113,800 0 0
EXTRA SPACE STORAGE INC COMMSTCK 30225T102 4,440 86,100 SH   DFND 2 86,100 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 16 171 SH   DFND 3 0 0 171
EXXON MOBIL CORP COMMSTCK 30231G102 31,798 338,093 SH   SOLE   338,093 0 0
F5 NETWORKS INC COMMSTCK 315616102 366 3,083 SH   DFND 3 0 0 3,083
F5 NETWORKS INC COMMSTCK 315616102 2,701 22,745 SH   DFND 1 0 0 22,745
F5 NETWORKS INC COMMSTCK 315616102 121,650 1,024,507 SH   SOLE   1,024,507 0 0
FACEBOOK INC COMMSTCK 30303M102 1,699 21,493 SH   DFND 3 0 0 21,493
FACEBOOK INC COMMSTCK 30303M102 4,596 58,154 SH   DFND 1 0 0 58,154
FACEBOOK INC COMMSTCK 30303M102 166,765 2,109,875 SH   SOLE   2,109,875 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5,544 46,800 SH   DFND 2 46,800 0 0
FEDERATED INVESTORS INC. COMMSTCK 314211103 9,409 320,477 SH   SOLE   320,477 0 0
FEDEX CORP COMMSTCK 31428X106 6,153 38,112 SH   SOLE   38,112 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 24,164 429,199 SH   SOLE   429,199 0 0
FIESTA RESTAURANT GROUP IN COMMSTCK 31660B101 5,080 102,257 SH   SOLE   102,257 0 0
FIREEYE INC COMMSTCK 31816Q101 13,535 442,888 SH   SOLE   442,888 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 3,173 64,253 SH   SOLE   64,253 0 0
FIRSTENERGY CORPORATION COMMSTCK 337932107 15,494 461,545 SH   SOLE   461,545 0 0
FISERV INC COMMSTCK 337738108 498 7,710 SH   DFND 3 0 0 7,710
FISERV INC COMMSTCK 337738108 3,882 60,062 SH   DFND 1 0 0 60,062
FISERV INC COMMSTCK 337738108 54,438 842,233 SH   SOLE   842,233 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 6,130 235,154 SH   SOLE   235,154 0 0
FMC TECHNOLOGIES INC COMMSTCK 30249U101 233 4,299 SH   DFND 3 0 0 4,299
FMC TECHNOLOGIES INC COMMSTCK 30249U101 1,722 31,711 SH   DFND 1 0 0 31,711
FMC TECHNOLOGIES INC COMMSTCK 30249U101 25,190 463,810 SH   SOLE   463,810 0 0
FOOT LOCKER INC. COMMSTCK 344849104 4,745 85,263 SH   SOLE   85,263 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 1,134 76,660 SH   DFND 3 0 0 76,660
FORD MOTOR COMPANY COMMSTCK 345370860 2,365 159,879 SH   DFND 1 0 0 159,879
FORD MOTOR COMPANY COMMSTCK 345370860 79,308 5,362,282 SH   SOLE   5,362,282 0 0
FORD MOTOR COMPANY 4.25% CNVRTBND 345370CN8 740 432,000 PRN   DFND 4 0 0 432,000
FORD MOTOR COMPANY 4.25% CNVRTBND 345370CN8 36,695 21,412,000 PRN   SOLE   21,412,000 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 722 36,897 SH   DFND 4 0 0 36,897
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 3,173 162,200 SH   DFND 2 162,200 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 10,093 516,013 SH   SOLE   516,013 0 0
FOREST CITY ENTERPRISES IN CNVRTBND 345550AR8 288 280,000 PRN   DFND 4 0 0 280,000
FOREST CITY ENTERPRISES IN CNVRTBND 345550AR8 10,145 9,855,000 PRN   SOLE   9,855,000 0 0
FOREST CITY ENTERPRISES IN CNVRTBND 345550AP2 401 365,000 PRN   DFND 4 0 0 365,000
FOREST CITY ENTERPRISES IN CNVRTBND 345550AP2 6,040 5,500,000 PRN   SOLE   5,500,000 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 128 3,115 SH   DFND 3 0 0 3,115
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 945 22,982 SH   DFND 1 0 0 22,982
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 34,018 827,485 SH   SOLE   827,485 0 0
FRANKLIN RESOURCES INC COMMSTCK 354613101 497 9,100 SH   DFND 3 0 0 9,100
FRANKLIN RESOURCES INC COMMSTCK 354613101 3,568 65,330 SH   DFND 1 0 0 65,330
FRANKLIN RESOURCES INC COMMSTCK 354613101 51,342 940,164 SH   SOLE   940,164 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 2,420 129,435 SH   SOLE   129,435 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 542 16,600 SH   DFND 4 0 0 16,600
FREEPORT-MCMORAN INC COMMSTCK 35671D857 15,252 467,125 SH   SOLE   467,125 0 0
G&K SERVICES INC. COMMSTCK 361268105 941 17,000 SH   DFND 3 0 0 17,000
G&K SERVICES INC. COMMSTCK 361268105 20,909 377,555 SH   SOLE   377,555 0 0
G-III APPAREL GROUP LTD COMMSTCK 36237H101 8,184 98,774 SH   SOLE   98,774 0 0
GANNETT CO INC COMMSTCK 364730101 836 28,179 SH   DFND 1 0 0 28,179
GANNETT CO INC COMMSTCK 364730101 1,119 37,731 SH   DFND 3 0 0 37,731
GANNETT CO INC COMMSTCK 364730101 28,690 966,964 SH   SOLE   966,964 0 0
GARTNER INC COMMSTCK 366651107 5,590 76,091 SH   SOLE   76,091 0 0
GASTAR EXPLORATION INC COMMSTCK 36729W202 2,950 502,500 SH   SOLE   502,500 0 0
GENERAC HOLDINGS INC COMMSTCK 368736104 28,257 697,022 SH   SOLE   697,022 0 0
GENERAL CABLE CORPORATION COMMSTCK 369300108 230 15,223 SH   DFND 4 0 0 15,223
GENERAL CABLE CORPORATION COMMSTCK 369300108 10,624 704,532 SH   SOLE   704,532 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 517 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,286 1,850,000 PRN   DFND 3 0 0 1,850,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,682 2,420,000 PRN   DFND 1 0 0 2,420,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 34,318 49,379,000 PRN   SOLE   49,379,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 823 32,122 SH   DFND 3 0 0 32,122
GENERAL ELECTRIC CO COMMSTCK 369604103 5,674 221,466 SH   DFND 1 0 0 221,466
GENERAL ELECTRIC CO COMMSTCK 369604103 129,192 5,042,634 SH   SOLE   5,042,634 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 26,737 1,135,347 SH   SOLE   1,135,347 0 0
GENERAL MILLS INC COMMSTCK 370334104 485 9,615 SH   DFND 3 0 0 9,615
GENERAL MILLS INC COMMSTCK 370334104 3,488 69,142 SH   DFND 1 0 0 69,142
GENERAL MILLS INC COMMSTCK 370334104 76,192 1,510,247 SH   SOLE   1,510,247 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 15,810 494,979 SH   SOLE   494,979 0 0
GEO GROUP INC(OLD) COMMSTCK 36162J106 17,969 470,145 SH   SOLE   470,145 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 3,394 31,883 SH   DFND 1 0 0 31,883
GILEAD SCIENCES INC COMMSTCK 375558103 18,306 171,964 SH   DFND 3 0 0 171,964
GILEAD SCIENCES INC COMMSTCK 375558103 354,715 3,332,218 SH   SOLE   3,332,218 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 10 215 SH   DFND 3 0 0 215
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 15,241 331,543 SH   SOLE   331,543 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 4,577 24,932 SH   SOLE   24,932 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 9,192 576,285 SH   SOLE   576,285 0 0
GOODRICH PETROLEUM CORPORA COMMSTCK 382410405 10,896 735,190 SH   SOLE   735,190 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 39,152 1,733,519 SH   SOLE   1,733,519 0 0
GOOGLE INC COMMSTCK 38259P508 2,645 4,496 SH   DFND 1 0 0 4,496
GOOGLE INC COMMSTCK 38259P508 10,641 18,084 SH   DFND 3 0 0 18,084
GOOGLE INC COMMSTCK 38259P508 225,406 383,076 SH   SOLE   383,076 0 0
GOOGLE INC COMMSTCK 38259P706 2,596 4,496 SH   DFND 1 0 0 4,496
GOOGLE INC COMMSTCK 38259P706 10,371 17,962 SH   DFND 3 0 0 17,962
GOOGLE INC COMMSTCK 38259P706 191,766 332,143 SH   SOLE   332,143 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 27 889 SH   DFND 3 0 0 889
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 45,937 1,529,196 SH   SOLE   1,529,196 0 0
GRAMERCY PROPERTY TRUST IN COMMSTCK 38489R100 1,574 273,200 SH   DFND 2 273,200 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 10,593 198,366 SH   SOLE   198,366 0 0
H&R BLOCK INC COMMSTCK 093671105 27,297 880,249 SH   SOLE   880,249 0 0
HALCON RESOURCES CORP COMMSTCK 40537Q209 15 3,675 SH   DFND 4 0 0 3,675
HALCON RESOURCES CORP COMMSTCK 40537Q209 934 235,748 SH   SOLE   235,748 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 263 4,072 SH   DFND 3 0 0 4,072
HALLIBURTON COMPANY COMMSTCK 406216101 1,944 30,131 SH   DFND 1 0 0 30,131
HALLIBURTON COMPANY COMMSTCK 406216101 139,907 2,168,764 SH   SOLE   2,168,764 0 0
HANESBRANDS INC COMMSTCK 410345102 17,662 164,386 SH   SOLE   164,386 0 0
HARMAN INTERNATIONAL INDUS COMMSTCK 413086109 975 9,940 SH   SOLE   9,940 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 80,227 2,153,748 SH   SOLE   2,153,748 0 0
HCA HOLDINGS INC COMMSTCK 40412C101 38,775 549,841 SH   SOLE   549,841 0 0
HCP INC COMMSTCK 40414L109 7,581 190,900 SH   DFND 2 190,900 0 0
HD SUPPLY INC COMMSTCK 40416M105 8,188 300,380 SH   SOLE   300,380 0 0
HEALTH CARE REIT INC COMMSTCK 42217K106 6,904 110,700 SH   DFND 2 110,700 0 0
HEALTH CARE REIT INC 6.5% PFDDOM 42217K601 2,859 50,000 SH   SOLE   50,000 0 0
HELIX ENERGY SOLUTIONS GRO COMMSTCK 42330P107 19,820 898,446 SH   SOLE   898,446 0 0
HELMERICH & PAYNE, INC. COMMSTCK 423452101 185 1,890 SH   DFND 3 0 0 1,890
HELMERICH & PAYNE, INC. COMMSTCK 423452101 1,411 14,414 SH   DFND 1 0 0 14,414
HELMERICH & PAYNE, INC. COMMSTCK 423452101 19,540 199,650 SH   SOLE   199,650 0 0
HERCULES OFFSHORE INC CNVRTBND 427093AD1 2,259 2,265,000 PRN   SOLE   2,265,000 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 1,536 16,098 SH   DFND 3 0 0 16,098
HERSHEY COMPANY THE COMMSTCK 427866108 11,274 118,140 SH   DFND 1 0 0 118,140
HERSHEY COMPANY THE COMMSTCK 427866108 224,663 2,354,215 SH   SOLE   2,354,215 0 0
HERTZ GLOBAL HOLDINGS INC COMMSTCK 42805T105 5,601 220,603 SH   SOLE   220,603 0 0
HESS CORPORATION COMMSTCK 42809H107 22,836 242,114 SH   SOLE   242,114 0 0
HEWLETT-PACKARD COMPANY COMMSTCK 428236103 5,806 163,689 SH   SOLE   163,689 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2,113 85,800 SH   DFND 2 85,800 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 196 165,000 PRN   DFND 3 0 0 165,000
HOLOGIC INC 2% CNVRTBND 436440AB7 435 366,000 PRN   DFND 4 0 0 366,000
HOLOGIC INC 2% CNVRTBND 436440AB7 3,089 2,601,000 PRN   DFND 1 0 0 2,601,000
HOLOGIC INC 2% CNVRTBND 436440AB7 39,807 33,522,000 PRN   SOLE   33,522,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AC5 416 395,000 PRN   DFND 3 0 0 395,000
HOLOGIC INC 2% CNVRTBND 436440AC5 1,474 1,400,000 PRN   DFND 1 0 0 1,400,000
HOLOGIC INC 2% CNVRTBND 436440AC5 27,450 26,065,000 PRN   SOLE   26,065,000 0 0
HOME DEPOT INC COMMSTCK 437076102 3,052 33,271 SH   DFND 1 0 0 33,271
HOME DEPOT INC COMMSTCK 437076102 13,123 143,042 SH   DFND 3 0 0 143,042
HOME DEPOT INC COMMSTCK 437076102 202,962 2,212,358 SH   SOLE   2,212,358 0 0
HOMEAWAY INC COMMSTCK 43739Q100 12,619 355,477 SH   SOLE   355,477 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,393 14,963 SH   DFND 3 0 0 14,963
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 104,887 1,126,362 SH   SOLE   1,126,362 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 4,526 212,178 SH   SOLE   212,178 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 5,241 245,700 SH   DFND 2 245,700 0 0
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 70 3,610 SH   DFND 3 0 0 3,610
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 518 26,632 SH   DFND 1 0 0 26,632
HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 5,841 300,479 SH   SOLE   300,479 0 0
HUMANA INC COMMSTCK 444859102 173 1,326 SH   DFND 3 0 0 1,326
HUMANA INC COMMSTCK 444859102 1,275 9,784 SH   DFND 1 0 0 9,784
HUMANA INC COMMSTCK 444859102 96,562 741,130 SH   SOLE   741,130 0 0
HUNTINGTON BANCSHARES INCO COMMSTCK 446150104 23,062 2,370,194 SH   SOLE   2,370,194 0 0
HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 6,384 61,262 SH   SOLE   61,262 0 0
ICICI BANK LIMITED DEPRECPT 45104G104 1,996 40,644 SH   SOLE   40,644 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 6,118 72,470 SH   SOLE   72,470 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,329 23,586 SH   DFND 3 0 0 23,586
INGERSOLL-RAND PLC COMMSTCK G47791101 4,208 74,659 SH   DFND 1 0 0 74,659
INGERSOLL-RAND PLC COMMSTCK G47791101 184,974 3,282,015 SH   SOLE   3,282,015 0 0
INGREDION INC COMMSTCK 457187102 24,151 318,661 SH   SOLE   318,661 0 0
INSULET CORP COMMSTCK 45784P101 12,026 326,337 SH   SOLE   326,337 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 69 65,000 PRN   DFND 4 0 0 65,000
INSULET CORP 2% CNVRTBND 45784PAD3 2,367 2,220,000 PRN   SOLE   2,220,000 0 0
INTEGRATED DEVICE TECHNOLO COMMSTCK 458118106 5,225 327,579 SH   SOLE   327,579 0 0
INTEL CORPORATION COMMSTCK 458140100 1,191 34,194 SH   DFND 3 0 0 34,194
INTEL CORPORATION COMMSTCK 458140100 2,478 71,162 SH   DFND 1 0 0 71,162
INTEL CORPORATION COMMSTCK 458140100 62,864 1,805,399 SH   SOLE   1,805,399 0 0
INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 10 252 SH   DFND 3 0 0 252
INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2,913 75,356 SH   SOLE   75,356 0 0
INTERCONTINENTALEXCHANGE G COMMSTCK 45866F104 9,447 48,434 SH   DFND 3 0 0 48,434
INTERCONTINENTALEXCHANGE G COMMSTCK 45866F104 89,339 458,031 SH   SOLE   458,031 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 510 2,686 SH   DFND 3 0 0 2,686
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 3,700 19,493 SH   DFND 1 0 0 19,493
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 53,803 283,429 SH   SOLE   283,429 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 4,484 46,767 SH   DFND 3 0 0 46,767
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 41,866 436,645 SH   SOLE   436,645 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 394 8,246 SH   DFND 3 0 0 8,246
INTERNATIONAL PAPER CO COMMSTCK 460146103 37,642 788,482 SH   SOLE   788,482 0 0
INVESCO LTD COMMSTCK G491BT108 349 8,837 SH   DFND 3 0 0 8,837
INVESCO LTD COMMSTCK G491BT108 2,543 64,418 SH   DFND 1 0 0 64,418
INVESCO LTD COMMSTCK G491BT108 42,456 1,075,373 SH   SOLE   1,075,373 0 0
IRON MOUNTAIN INC COMMSTCK 462846106 890 27,264 SH   DFND 3 0 0 27,264
IRON MOUNTAIN INC COMMSTCK 462846106 1,558 47,706 SH   SOLE   47,706 0 0
ISHARES MSCI SPAIN INDEX F ETIF 464286764 3,956 101,709 SH   SOLE   101,709 0 0
ITC HOLDINGS CORP COMMSTCK 465685105 1,267 35,554 SH   SOLE   35,554 0 0
ITRON INC COMMSTCK 465741106 112 2,850 SH   DFND 4 0 0 2,850
ITRON INC COMMSTCK 465741106 1,567 39,873 SH   SOLE   39,873 0 0
ITT CORP COMMSTCK 450911201 4,831 107,493 SH   SOLE   107,493 0 0
JARDEN CORP COMMSTCK 471109108 28,963 481,839 SH   SOLE   481,839 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 49,935 311,004 SH   SOLE   311,004 0 0
JDS UNIPHASE CORPORATION 0 CNVRTBND 46612JAF8 2,998 3,000,000 PRN   SOLE   3,000,000 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 17,444 176,216 SH   SOLE   176,216 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 2,666 82,399 SH   SOLE   82,399 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 1,372 24,457 SH   DFND 3 0 0 24,457
JOHN WILEY & SONS INC COMMSTCK 968223206 5,393 96,119 SH   DFND 1 0 0 96,119
JOHN WILEY & SONS INC COMMSTCK 968223206 185,603 3,307,840 SH   SOLE   3,307,840 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 8,733 81,935 SH   DFND 3 0 0 81,935
JOHNSON & JOHNSON COMMSTCK 478160104 8,854 83,066 SH   DFND 1 0 0 83,066
JOHNSON & JOHNSON COMMSTCK 478160104 430,376 4,037,681 SH   SOLE   4,037,681 0 0
JOHNSON CONTROLS INC. COMMSTCK 478366107 831 18,876 SH   DFND 3 0 0 18,876
JOHNSON CONTROLS INC. COMMSTCK 478366107 2,210 50,226 SH   DFND 1 0 0 50,226
JOHNSON CONTROLS INC. COMMSTCK 478366107 33,217 754,922 SH   SOLE   754,922 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 23,209 183,706 SH   SOLE   183,706 0 0
JOY GLOBAL INC. COMMSTCK 481165108 322 5,900 SH   DFND 4 0 0 5,900
JOY GLOBAL INC. COMMSTCK 481165108 6,163 113,000 SH   SOLE   113,000 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 24,028 398,871 SH   SOLE   398,871 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 151 1,246 SH   DFND 3 0 0 1,246
KANSAS CITY SOUTHERN COMMSTCK 485170302 1,115 9,197 SH   DFND 1 0 0 9,197
KANSAS CITY SOUTHERN COMMSTCK 485170302 26,404 217,857 SH   SOLE   217,857 0 0
KAPSTONE PAPER AND PACKAGI COMMSTCK 48562P103 3,637 130,040 SH   SOLE   130,040 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 404 14,114 SH   DFND 3 0 0 14,114
KAR AUCTION SERVICES INC COMMSTCK 48238T109 673 23,516 SH   SOLE   23,516 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 578 600,000 PRN   DFND 3 0 0 600,000
KB HOME 1.375% CNVRTBND 48666KAS8 626 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,227 1,275,000 PRN   DFND 1 0 0 1,275,000
KB HOME 1.375% CNVRTBND 48666KAS8 36,551 37,975,000 PRN   SOLE   37,975,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 11 176 SH   DFND 3 0 0 176
KELLOGG COMPANY COMMSTCK 487836108 21,576 350,259 SH   SOLE   350,259 0 0
KENNAMETAL INC COMMSTCK 489170100 225 5,449 SH   DFND 4 0 0 5,449
KENNAMETAL INC COMMSTCK 489170100 5,969 144,499 SH   SOLE   144,499 0 0
KEURIG GREEN MOUNTAIN INC COMMSTCK 49271M100 55,642 427,586 SH   SOLE   427,586 0 0
KEYCORP COMMSTCK 493267108 388 29,133 SH   DFND 3 0 0 29,133
KEYCORP COMMSTCK 493267108 4,916 368,803 SH   DFND 1 0 0 368,803
KEYCORP COMMSTCK 493267108 64,953 4,872,714 SH   SOLE   4,872,714 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 142 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 4,770 4,855,000 PRN   SOLE   4,855,000 0 0
KILROY REALTY CORPORATION COMMSTCK 49427F108 6,431 108,200 SH   DFND 2 108,200 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 216 2,011 SH   SOLE   2,011 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 28,071 1,281,199 SH   SOLE   1,281,199 0 0
KINDER MORGAN INC COMMSTCK 49456B101 864 22,533 SH   DFND 3 0 0 22,533
KINDER MORGAN INC COMMSTCK 49456B101 2,416 63,018 SH   DFND 1 0 0 63,018
KINDER MORGAN INC COMMSTCK 49456B101 43,491 1,134,353 SH   SOLE   1,134,353 0 0
KIRBY CORPORATION COMMSTCK 497266106 13,561 115,066 SH   SOLE   115,066 0 0
KKR & CO LP COMMSTCK 48248M102 8,338 373,881 SH   SOLE   373,881 0 0
KODIAK OIL & GAS CORP COMMSTCK 50015Q100 92,376 6,807,351 SH   SOLE   6,807,351 0 0
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 290 5,149 SH   DFND 3 0 0 5,149
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 1,965 34,839 SH   DFND 1 0 0 34,839
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 64,284 1,139,790 SH   SOLE   1,139,790 0 0
KROGER CO (THE) COMMSTCK 501044101 12,836 246,850 SH   SOLE   246,850 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 3,540 47,390 SH   SOLE   47,390 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 6,074 97,630 SH   SOLE   97,630 0 0
LASALLE HOTEL PROPERTIES COMMSTCK 517942108 4,535 132,451 SH   SOLE   132,451 0 0
LAZARD LTD COMMSTCK G54050102 426 8,393 SH   DFND 3 0 0 8,393
LAZARD LTD COMMSTCK G54050102 63,045 1,243,483 SH   SOLE   1,243,483 0 0
LEAR CORPORATION COMMSTCK 521865204 21,117 244,380 SH   SOLE   244,380 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U104 4,528 106,440 SH   SOLE   106,440 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U120 5,467 133,293 SH   SOLE   133,293 0 0
LIBERTY PROPERTY TRUST COMMSTCK 531172104 2,920 87,800 SH   DFND 2 87,800 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 79,389 1,481,688 SH   SOLE   1,481,688 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 17,333 390,461 SH   SOLE   390,461 0 0
LINKEDIN CORP COMMSTCK 53578A108 6,848 32,954 SH   SOLE   32,954 0 0
LITHIA MOTORS INC. COMMSTCK 536797103 6,697 88,477 SH   SOLE   88,477 0 0
LKQ CORP COMMSTCK 501889208 12,980 488,155 SH   SOLE   488,155 0 0
LORILLARD INC COMMSTCK 544147101 11,353 189,509 SH   DFND 3 0 0 189,509
LORILLARD INC COMMSTCK 544147101 202,719 3,383,733 SH   SOLE   3,383,733 0 0
LOWES COMPANIES INC COMMSTCK 548661107 1,603 30,284 SH   DFND 1 0 0 30,284
LOWES COMPANIES INC COMMSTCK 548661107 1,647 31,120 SH   DFND 3 0 0 31,120
LOWES COMPANIES INC COMMSTCK 548661107 107,113 2,024,053 SH   SOLE   2,024,053 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 636 5,849 SH   DFND 4 0 0 5,849
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 1,868 17,191 SH   DFND 3 0 0 17,191
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 208,510 1,918,919 SH   SOLE   1,918,919 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 5,853 91,700 SH   DFND 2 91,700 0 0
MACQUARIE INFRASTRUCTURE C COMMSTCK 55608B105 6,602 98,979 SH   SOLE   98,979 0 0
MACYS INC COMMSTCK 55616P104 1,625 27,929 SH   DFND 3 0 0 27,929
MACYS INC COMMSTCK 55616P104 4,658 80,062 SH   DFND 1 0 0 80,062
MACYS INC COMMSTCK 55616P104 152,371 2,618,952 SH   SOLE   2,618,952 0 0
MALLINCKRODT PLC COMMSTCK G5785G107 90 1,000 SH   DFND 3 0 0 1,000
MALLINCKRODT PLC COMMSTCK G5785G107 626 6,949 SH   DFND 1 0 0 6,949
MALLINCKRODT PLC COMMSTCK G5785G107 10,154 112,633 SH   SOLE   112,633 0 0
MANITOWOC COMPANY INC (THE COMMSTCK 563571108 8,138 347,045 SH   SOLE   347,045 0 0
MARATHON OIL CORP COMMSTCK 565849106 259 6,900 SH   DFND 4 0 0 6,900
MARATHON OIL CORP COMMSTCK 565849106 583 15,501 SH   DFND 3 0 0 15,501
MARATHON OIL CORP COMMSTCK 565849106 4,226 112,419 SH   DFND 1 0 0 112,419
MARATHON OIL CORP COMMSTCK 565849106 124,967 3,324,462 SH   SOLE   3,324,462 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 292 3,450 SH   DFND 4 0 0 3,450
MARATHON PETROLEUM CORP COMMSTCK 56585A102 1,455 17,179 SH   DFND 3 0 0 17,179
MARATHON PETROLEUM CORP COMMSTCK 56585A102 3,334 39,376 SH   DFND 1 0 0 39,376
MARATHON PETROLEUM CORP COMMSTCK 56585A102 116,745 1,378,827 SH   SOLE   1,378,827 0 0
MARKET VECTORS VIETNAM ETF ETIF 57060U761 2,993 136,687 SH   SOLE   136,687 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 66,814 955,852 SH   SOLE   955,852 0 0
MARTIN MARIETTA MATERIALS COMMSTCK 573284106 8,138 63,115 SH   SOLE   63,115 0 0
MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 26,223 1,945,299 SH   SOLE   1,945,299 0 0
MASTERCARD INC COMMSTCK 57636Q104 12,910 174,646 SH   DFND 3 0 0 174,646
MASTERCARD INC COMMSTCK 57636Q104 131,448 1,778,249 SH   SOLE   1,778,249 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 7,731 115,560 SH   SOLE   115,560 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 331 3,487 SH   SOLE   3,487 0 0
MCKESSON CORP COMMSTCK 58155Q103 2,381 12,231 SH   DFND 3 0 0 12,231
MCKESSON CORP COMMSTCK 58155Q103 5,465 28,072 SH   DFND 1 0 0 28,072
MCKESSON CORP COMMSTCK 58155Q103 82,558 424,090 SH   SOLE   424,090 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 568 5,900 SH   DFND 3 0 0 5,900
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 4,120 42,815 SH   DFND 1 0 0 42,815
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 59,989 623,455 SH   SOLE   623,455 0 0
MEADWESTVACO CORP COMMSTCK 583334107 9 230 SH   DFND 3 0 0 230
MEADWESTVACO CORP COMMSTCK 583334107 11,943 291,717 SH   SOLE   291,717 0 0
MEDLEY CAPITAL CORP COMMSTCK 58503F106 627 53,111 SH   DFND 3 0 0 53,111
MEDLEY CAPITAL CORP COMMSTCK 58503F106 1,074 90,954 SH   SOLE   90,954 0 0
MEDTRONIC INC COMMSTCK 585055106 695 11,211 SH   DFND 3 0 0 11,211
MEDTRONIC INC COMMSTCK 585055106 59,774 964,870 SH   SOLE   964,870 0 0
MELLANOX TECHNOLOGIES LTD COMMSTCK M51363113 3,789 84,446 SH   SOLE   84,446 0 0
MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 12,436 458,727 SH   SOLE   458,727 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 202 175,000 PRN   DFND 3 0 0 175,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 521 450,000 PRN   DFND 4 0 0 450,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 2,560 2,213,000 PRN   DFND 1 0 0 2,213,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 41,552 35,917,000 PRN   SOLE   35,917,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 2,057 34,692 SH   DFND 3 0 0 34,692
MERCK & CO INC COMMSTCK 58933Y105 5,572 93,991 SH   DFND 1 0 0 93,991
MERCK & CO INC COMMSTCK 58933Y105 248,934 4,199,291 SH   SOLE   4,199,291 0 0
MEREDITH CORPORATION COMMSTCK 589433101 7,448 174,017 SH   SOLE   174,017 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 2,891 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,795 2,625,000 PRN   SOLE   2,625,000 0 0
METHANEX CORPORATION COMMSTCK 59151K108 7,818 117,034 SH   SOLE   117,034 0 0
MGM RESORTS INTERNATIONAL CNVRTBND 55303QAE0 5,038 4,000,000 PRN   SOLE   4,000,000 0 0
MICHAEL KORS HOLDINGS LTD COMMSTCK G60754101 4,149 58,122 SH   SOLE   58,122 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 911 19,291 SH   DFND 3 0 0 19,291
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 31,667 670,480 SH   SOLE   670,480 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 235 6,868 SH   SOLE   6,868 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 12,326 265,885 SH   DFND 1 0 0 265,885
MICROSOFT CORPORATION COMMSTCK 594918104 24,567 529,910 SH   DFND 3 0 0 529,910
MICROSOFT CORPORATION COMMSTCK 594918104 702,400 15,150,983 SH   SOLE   15,150,983 0 0
MOBILE MINI, INC. COMMSTCK 60740F105 5,192 148,457 SH   SOLE   148,457 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 4,595 34,081 SH   SOLE   34,081 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 113,878 1,529,794 SH   SOLE   1,529,794 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 643 18,765 SH   DFND 3 0 0 18,765
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 4,537 132,411 SH   DFND 1 0 0 132,411
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 153,322 4,474,583 SH   SOLE   4,474,583 0 0
MONSANTO COMPANY COMMSTCK 61166W101 1,924 17,104 SH   DFND 1 0 0 17,104
MONSANTO COMPANY COMMSTCK 61166W101 5,742 51,035 SH   DFND 3 0 0 51,035
MONSANTO COMPANY COMMSTCK 61166W101 127,586 1,133,997 SH   SOLE   1,133,997 0 0
MONSTER BEVERAGE CORP COMMSTCK 611740101 11,683 127,441 SH   SOLE   127,441 0 0
MORGAN STANLEY COMMSTCK 617446448 322 9,310 SH   DFND 3 0 0 9,310
MORGAN STANLEY COMMSTCK 617446448 2,363 68,346 SH   DFND 1 0 0 68,346
MORGAN STANLEY COMMSTCK 617446448 191,811 5,548,481 SH   SOLE   5,548,481 0 0
MOSAIC CO COMMSTCK 61945C103 1,559 35,100 SH   SOLE   35,100 0 0
MSA SAFETY INC COMMSTCK 553498106 11,568 234,177 SH   SOLE   234,177 0 0
MYLAN INC COMMSTCK 628530107 12,865 282,805 SH   SOLE   282,805 0 0
NASDAQ OMX GROUP INCORPORA COMMSTCK 631103108 155,590 3,667,850 SH   SOLE   3,667,850 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 12 166 SH   DFND 3 0 0 166
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 19,965 285,261 SH   SOLE   285,261 0 0
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 305 4,009 SH   DFND 3 0 0 4,009
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 2,205 28,969 SH   DFND 1 0 0 28,969
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 33,152 435,631 SH   SOLE   435,631 0 0
NATIONAL RETAIL PROPERTIES COMMSTCK 637417106 2,047 59,200 SH   DFND 2 59,200 0 0
NAVIENT CORP COMMSTCK 63938C108 22,396 1,264,606 SH   SOLE   1,264,606 0 0
NCR CORPORATION COMMSTCK 62886E108 219 6,565 SH   DFND 4 0 0 6,565
NCR CORPORATION COMMSTCK 62886E108 57,524 1,721,746 SH   SOLE   1,721,746 0 0
NETAPP INC COMMSTCK 64110D104 283 6,598 SH   DFND 3 0 0 6,598
NETAPP INC COMMSTCK 64110D104 2,091 48,669 SH   DFND 1 0 0 48,669
NETAPP INC COMMSTCK 64110D104 115,480 2,688,075 SH   SOLE   2,688,075 0 0
NETFLIX INC COMMSTCK 64110L106 10,448 23,157 SH   SOLE   23,157 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 7,897 503,938 SH   SOLE   503,938 0 0
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 512 32,292 SH   DFND 3 0 0 32,292
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 19,698 1,241,239 SH   SOLE   1,241,239 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 390 4,159 SH   DFND 3 0 0 4,159
NEXTERA ENERGY INC COMMSTCK 65339F101 2,829 30,137 SH   DFND 1 0 0 30,137
NEXTERA ENERGY INC COMMSTCK 65339F101 117,441 1,250,966 SH   SOLE   1,250,966 0 0
NIMBLE STORAGE INC COMMSTCK 65440R101 3,954 152,271 SH   SOLE   152,271 0 0
NORDSTROM INC COMMSTCK 655664100 374 5,476 SH   DFND 3 0 0 5,476
NORDSTROM INC COMMSTCK 655664100 2,686 39,287 SH   DFND 1 0 0 39,287
NORDSTROM INC COMMSTCK 655664100 51,732 756,648 SH   SOLE   756,648 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 760 6,813 SH   DFND 3 0 0 6,813
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 5,505 49,327 SH   DFND 1 0 0 49,327
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 80,164 718,316 SH   SOLE   718,316 0 0
NORTHEAST UTILITIES COMMSTCK 664397106 36,187 816,852 SH   SOLE   816,852 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 5,054 74,285 SH   SOLE   74,285 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 8,873 67,345 SH   SOLE   67,345 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 11,875 329,689 SH   SOLE   329,689 0 0
NOVARTIS AG DEPRECPT 66987V109 8,142 86,502 SH   SOLE   86,502 0 0
NOW INC COMMSTCK 67011P100 31 1,003 SH   DFND 3 0 0 1,003
NOW INC COMMSTCK 67011P100 220 7,242 SH   DFND 1 0 0 7,242
NOW INC COMMSTCK 67011P100 3,354 110,307 SH   SOLE   110,307 0 0
NPS PHARMACEUTICALS, INC. COMMSTCK 62936P103 10,893 418,971 SH   SOLE   418,971 0 0
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 148 3,289 SH   DFND 4 0 0 3,289
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 580 12,877 SH   DFND 3 0 0 12,877
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 65,991 1,465,497 SH   SOLE   1,465,497 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 868 880,000 PRN   DFND 3 0 0 880,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 1,006 1,020,000 PRN   DFND 4 0 0 1,020,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 1,721 1,745,000 PRN   DFND 1 0 0 1,745,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 53,869 54,620,000 PRN   SOLE   54,620,000 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 233 210,000 PRN   DFND 4 0 0 210,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 527 475,000 PRN   DFND 3 0 0 475,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 4,085 3,680,000 PRN   DFND 1 0 0 3,680,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 39,192 35,308,000 PRN   SOLE   35,308,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 10,673 578,492 SH   SOLE   578,492 0 0
NXP SEMICONDUCTORS NV COMMSTCK N6596X109 6,848 100,071 SH   SOLE   100,071 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 2,148 22,345 SH   DFND 1 0 0 22,345
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 4,876 50,714 SH   DFND 3 0 0 50,714
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 146,584 1,524,536 SH   SOLE   1,524,536 0 0
OLD DOMINION FREIGHT LINE COMMSTCK 679580100 5,756 81,490 SH   SOLE   81,490 0 0
OMNICARE INC COMMSTCK 681904108 43,921 705,443 SH   SOLE   705,443 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 388 376,000 PRN   SOLE   376,000 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 1,945 1,885,000 PRN   DFND 3 0 0 1,885,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 168 150,000 PRN   DFND 3 0 0 150,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 680 606,000 PRN   DFND 4 0 0 606,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 33,275 29,644,000 PRN   SOLE   29,644,000 0 0
ONEOK INC COMMSTCK 682680103 1,198 18,273 SH   DFND 3 0 0 18,273
ONEOK INC COMMSTCK 682680103 2,058 31,389 SH   SOLE   31,389 0 0
ORACLE CORPORATION COMMSTCK 68389X105 1,717 44,842 SH   SOLE   44,842 0 0
ORBITAL SCIENCES CORPORATI COMMSTCK 685564106 282 10,126 SH   DFND 4 0 0 10,126
ORBITAL SCIENCES CORPORATI COMMSTCK 685564106 4,360 156,817 SH   SOLE   156,817 0 0
OUTFRONT MEDIA INC COMMSTCK 14987J106 277 9,252 SH   DFND 1 0 0 9,252
OUTFRONT MEDIA INC COMMSTCK 14987J106 433 14,457 SH   DFND 3 0 0 14,457
OUTFRONT MEDIA INC COMMSTCK 14987J106 11,657 389,344 SH   SOLE   389,344 0 0
OWENS & MINOR INC COMMSTCK 690732102 11 336 SH   DFND 3 0 0 336
OWENS & MINOR INC COMMSTCK 690732102 19,303 589,580 SH   SOLE   589,580 0 0
PACCAR INC COMMSTCK 693718108 375 6,590 SH   DFND 3 0 0 6,590
PACCAR INC COMMSTCK 693718108 2,546 44,769 SH   DFND 1 0 0 44,769
PACCAR INC COMMSTCK 693718108 57,105 1,004,040 SH   SOLE   1,004,040 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 3,898 39,733 SH   SOLE   39,733 0 0
PARKER HANNIFIN CORP COMMSTCK 701094104 829 7,258 SH   DFND 3 0 0 7,258
PARKER HANNIFIN CORP COMMSTCK 701094104 84,755 742,490 SH   SOLE   742,490 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 232 238,000 PRN   DFND 4 0 0 238,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 743 763,000 PRN   DFND 3 0 0 763,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 13,023 13,374,000 PRN   SOLE   13,374,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 25,536 683,879 SH   SOLE   683,879 0 0
PENN VIRGINIA CORPORATION COMMSTCK 707882106 4,260 335,204 SH   SOLE   335,204 0 0
PENTAIR PLC COMMSTCK G7S00T104 6,839 104,434 SH   SOLE   104,434 0 0
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 339 23,418 SH   DFND 3 0 0 23,418
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 9,463 653,979 SH   SOLE   653,979 0 0
PEPSICO INC COMMSTCK 713448108 7,751 83,267 SH   DFND 3 0 0 83,267
PEPSICO INC COMMSTCK 713448108 135,189 1,452,238 SH   SOLE   1,452,238 0 0
PERFORMANCE SPORTS GROUP L COMMSTCK 71377G100 2,901 180,542 SH   SOLE   180,542 0 0
PFIZER INC COMMSTCK 717081103 1,839 62,179 SH   DFND 3 0 0 62,179
PFIZER INC COMMSTCK 717081103 102,033 3,450,546 SH   SOLE   3,450,546 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 513 6,150 SH   SOLE   6,150 0 0
PHILLIPS 66 COMMSTCK 718546104 1,087 13,366 SH   DFND 3 0 0 13,366
PHILLIPS 66 COMMSTCK 718546104 3,058 37,611 SH   DFND 1 0 0 37,611
PHILLIPS 66 COMMSTCK 718546104 49,381 607,318 SH   SOLE   607,318 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 3,711 210,400 SH   DFND 2 210,400 0 0
PIMCO HIGH INCOME FUND COMMSTCK 722014107 3,085 264,537 SH   SOLE   264,537 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 11 331 SH   DFND 3 0 0 331
PINNACLE FOODS INC COMMSTCK 72348P104 18,980 581,319 SH   SOLE   581,319 0 0
PINNACLE WEST CAPITAL CORP COMMSTCK 723484101 21,425 392,108 SH   SOLE   392,108 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 52,475 266,412 SH   SOLE   266,412 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,853 33,332 SH   DFND 3 0 0 33,332
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 8,846 103,370 SH   DFND 1 0 0 103,370
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 284,398 3,323,188 SH   SOLE   3,323,188 0 0
PNM RESOURCES INC COMMSTCK 69349H107 21,625 868,126 SH   SOLE   868,126 0 0
POLYCOM, INC. COMMSTCK 73172K104 19,534 1,590,041 SH   SOLE   1,590,041 0 0
POLYMET MINING CORP COMMSTCK 731916102 81 74,723 SH   DFND 4 0 0 74,723
POLYMET MINING CORP COMMSTCK 731916102 1,083 1,002,650 SH   SOLE   1,002,650 0 0
POWER SOLUTIONS INTERNATIO COMMSTCK 73933G202 3,974 57,600 SH   SOLE   57,600 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 23,048 515,158 SH   SOLE   515,158 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 2,497 12,694 SH   SOLE   12,694 0 0
PRAXAIR INC COMMSTCK 74005P104 3,653 28,315 SH   DFND 3 0 0 28,315
PRAXAIR INC COMMSTCK 74005P104 36,408 282,236 SH   SOLE   282,236 0 0
PRECISION CASTPARTS CORP COMMSTCK 740189105 6,657 28,104 SH   DFND 3 0 0 28,104
PRECISION CASTPARTS CORP COMMSTCK 740189105 73,195 308,997 SH   SOLE   308,997 0 0
PRECISION DRILLING CORPORA COMMSTCK 74022D308 28,889 2,677,389 SH   SOLE   2,677,389 0 0
PRICELINE GROUP INC COMMSTCK 741503403 11,389 9,830 SH   SOLE   9,830 0 0
PRICELINE GROUP INC 0.35% CNVRTBND 741503AS5 1,603 1,440,000 PRN   SOLE   1,440,000 0 0
PRIVATEBANCORP INC COMMSTCK 742962103 671 22,424 SH   SOLE   22,424 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 744 8,885 SH   DFND 3 0 0 8,885
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 5,410 64,606 SH   DFND 1 0 0 64,606
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 79,701 951,770 SH   SOLE   951,770 0 0
PROLOGIS INC COMMSTCK 74340W103 9,455 250,800 SH   DFND 2 250,800 0 0
PROSPECT CAPITAL CORP COMMSTCK 74348T102 7,074 714,572 SH   SOLE   714,572 0 0
PRUDENTIAL FINANCIAL INC COMMSTCK 744320102 14,645 166,533 SH   SOLE   166,533 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 39,277 1,054,711 SH   SOLE   1,054,711 0 0
PUBLIC STORAGE COMMSTCK 74460D109 183 1,105 SH   SOLE   1,105 0 0
PUBLIC STORAGE COMMSTCK 74460D109 9,420 56,800 SH   DFND 2 56,800 0 0
PVH CORP COMMSTCK 693656100 300 2,479 SH   DFND 3 0 0 2,479
PVH CORP COMMSTCK 693656100 2,217 18,303 SH   DFND 1 0 0 18,303
PVH CORP COMMSTCK 693656100 146,646 1,210,453 SH   SOLE   1,210,453 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 6,369 235,530 SH   SOLE   235,530 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 10,449 139,755 SH   DFND 3 0 0 139,755
QUALCOMM INCORPORATED COMMSTCK 747525103 102,058 1,364,958 SH   SOLE   1,364,958 0 0
QUANTA SERVICES, INC. COMMSTCK 74762E102 2,974 81,945 SH   SOLE   81,945 0 0
QUESTAR CORPORATION COMMSTCK 748356102 9 425 SH   DFND 3 0 0 425
QUESTAR CORPORATION COMMSTCK 748356102 16,917 758,954 SH   SOLE   758,954 0 0
RAMCO-GERSHENSON PROPERTIE COMMSTCK 751452202 1,500 92,300 SH   DFND 2 92,300 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 5,229 77,110 SH   SOLE   77,110 0 0
RAYTHEON COMPANY COMMSTCK 755111507 18,704 184,055 SH   SOLE   184,055 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 593 29,814 SH   DFND 3 0 0 29,814
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 11,318 569,333 SH   SOLE   569,333 0 0
REGENCY CENTERS CORPORATIO COMMSTCK 758849103 2,498 46,400 SH   DFND 2 46,400 0 0
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 54 5,358 SH   DFND 3 0 0 5,358
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 927 92,291 SH   DFND 1 0 0 92,291
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 140,594 14,003,431 SH   SOLE   14,003,431 0 0
REINSURANCE GROUP OF AMERI COMMSTCK 759351604 22,237 277,517 SH   SOLE   277,517 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 594 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 1,804 122,700 SH   DFND 2 122,700 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 1,819 131,400 SH   DFND 2 131,400 0 0
RICE ENERGY INC COMMSTCK 762760106 7,301 274,459 SH   SOLE   274,459 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 3,032 106,500 SH   DFND 2 106,500 0 0
ROCKWELL AUTOMATION INC COMMSTCK 773903109 1,132 10,298 SH   DFND 3 0 0 10,298
ROCKWELL AUTOMATION INC COMMSTCK 773903109 1,642 14,944 SH   DFND 1 0 0 14,944
ROCKWELL AUTOMATION INC COMMSTCK 773903109 26,210 238,536 SH   SOLE   238,536 0 0
ROPER INDUSTRIES INC COMMSTCK 776696106 7,904 54,029 SH   SOLE   54,029 0 0
ROSS STORES, INC. COMMSTCK 778296103 5,261 69,611 SH   DFND 1 0 0 69,611
ROSS STORES, INC. COMMSTCK 778296103 9,689 128,199 SH   DFND 3 0 0 128,199
ROSS STORES, INC. COMMSTCK 778296103 271,775 3,595,856 SH   SOLE   3,595,856 0 0
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 191 170,000 PRN   DFND 4 0 0 170,000
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 3,177 2,830,000 PRN   SOLE   2,830,000 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 196 205,000 PRN   DFND 4 0 0 205,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 6,498 6,795,000 PRN   SOLE   6,795,000 0 0
RYDER SYSTEM INC COMMSTCK 783549108 41,458 460,798 SH   SOLE   460,798 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 302 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 499 545,000 PRN   DFND 3 0 0 545,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 590 645,000 PRN   DFND 1 0 0 645,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 18,186 19,875,000 PRN   SOLE   19,875,000 0 0
RYMAN HOSPITALITY PROPERTI COMMSTCK 78377T107 4,566 96,535 SH   SOLE   96,535 0 0
SALESFORCE.COM INC. COMMSTCK 79466L302 5,724 99,490 SH   SOLE   99,490 0 0
SALIX PHARMACEUTICALS LTD. COMMSTCK 795435106 58,468 374,220 SH   SOLE   374,220 0 0
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 665 275,000 PRN   DFND 4 0 0 275,000
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 18,987 7,850,000 PRN   SOLE   7,850,000 0 0
SANDISK CORPORATION COMMSTCK 80004C101 7,831 79,953 SH   SOLE   79,953 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 14,788 133,346 SH   SOLE   133,346 0 0
SCHLUMBERGER LTD COMMSTCK 806857108 4,180 41,107 SH   DFND 1 0 0 41,107
SCHLUMBERGER LTD COMMSTCK 806857108 12,117 119,160 SH   DFND 3 0 0 119,160
SCHLUMBERGER LTD COMMSTCK 806857108 173,822 1,709,334 SH   SOLE   1,709,334 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 757 9,688 SH   DFND 3 0 0 9,688
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 5,480 70,179 SH   DFND 1 0 0 70,179
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 80,067 1,025,323 SH   SOLE   1,025,323 0 0
SEMGROUP CORP COMMSTCK 81663A105 7,368 88,486 SH   SOLE   88,486 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 495 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 536 520,000 PRN   DFND 3 0 0 520,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 21,973 21,320,000 PRN   SOLE   21,320,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 9,529 85,031 SH   SOLE   85,031 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 269 1,638 SH   SOLE   1,638 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 16,935 103,000 SH   DFND 2 103,000 0 0
SIRIUS XM HOLDINGS INC COMMSTCK 82968B103 4,246 1,216,540 SH   SOLE   1,216,540 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 60,277 1,038,364 SH   SOLE   1,038,364 0 0
SM ENERGY CO COMMSTCK 78454L100 21,798 279,462 SH   SOLE   279,462 0 0
SMITH & NEPHEW PLC DEPRECPT 83175M205 13 157 SH   DFND 3 0 0 157
SMITH & NEPHEW PLC DEPRECPT 83175M205 2,854 33,902 SH   DFND 1 0 0 33,902
SNAP-ON INCORPORATED COMMSTCK 833034101 602 4,972 SH   DFND 3 0 0 4,972
SNAP-ON INCORPORATED COMMSTCK 833034101 1,016 8,394 SH   SOLE   8,394 0 0
SONOCO PRODUCTS COMPANY COMMSTCK 835495102 9 239 SH   DFND 3 0 0 239
SONOCO PRODUCTS COMPANY COMMSTCK 835495102 12,183 310,075 SH   SOLE   310,075 0 0
SOUTHERN COMPANY (THE) COMMSTCK 842587107 556 12,732 SH   DFND 3 0 0 12,732
SOUTHERN COMPANY (THE) COMMSTCK 842587107 4,107 94,083 SH   DFND 1 0 0 94,083
SOUTHERN COMPANY (THE) COMMSTCK 842587107 70,285 1,610,186 SH   SOLE   1,610,186 0 0
SOUTHWEST AIRLINES CO. COMMSTCK 844741108 4,026 119,232 SH   SOLE   119,232 0 0
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 372 10,638 SH   DFND 3 0 0 10,638
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 2,688 76,905 SH   DFND 1 0 0 76,905
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 65,422 1,871,882 SH   SOLE   1,871,882 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 915 23,318 SH   DFND 3 0 0 23,318
SPECTRA ENERGY CORP COMMSTCK 847560109 1,587 40,426 SH   SOLE   40,426 0 0
SPIRIT AIRLINES INC COMMSTCK 848577102 3,850 55,689 SH   SOLE   55,689 0 0
SPX CORPORATION COMMSTCK 784635104 300 3,193 SH   DFND 3 0 0 3,193
SPX CORPORATION COMMSTCK 784635104 2,213 23,556 SH   DFND 1 0 0 23,556
SPX CORPORATION COMMSTCK 784635104 38,991 415,104 SH   SOLE   415,104 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 4,628 105,442 SH   SOLE   105,442 0 0
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 265 235,000 PRN   DFND 4 0 0 235,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 3,114 2,765,000 PRN   SOLE   2,765,000 0 0
STANLEY BLACK & DECKER INC PFDDOM 854502309 380 2,900 SH   SOLE   2,900 0 0
STAR BULK CARRIERS CORP COMMSTCK Y8162K121 2,668 240,768 SH   SOLE   240,768 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 282 3,742 SH   DFND 4 0 0 3,742
STARBUCKS CORPORATION COMMSTCK 855244109 10,933 144,887 SH   DFND 3 0 0 144,887
STARBUCKS CORPORATION COMMSTCK 855244109 173,925 2,304,865 SH   SOLE   2,304,865 0 0
STARWOOD HOTELS AND RESORT COMMSTCK 85590A401 6,679 80,264 SH   SOLE   80,264 0 0
STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2,045 93,104 SH   SOLE   93,104 0 0
STARWOOD WAYPOINT RESIDENT COMMSTCK 85571W109 333 12,785 SH   SOLE   12,785 0 0
STATE STREET CORP COMMSTCK 857477103 461 6,261 SH   DFND 3 0 0 6,261
STATE STREET CORP COMMSTCK 857477103 3,314 45,021 SH   DFND 1 0 0 45,021
STATE STREET CORP COMMSTCK 857477103 65,756 893,309 SH   SOLE   893,309 0 0
SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 125 3,813 SH   DFND 3 0 0 3,813
SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 925 28,130 SH   DFND 1 0 0 28,130
SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 96,129 2,924,526 SH   SOLE   2,924,526 0 0
SVB FINANCIAL GROUP COMMSTCK 78486Q101 669 5,966 SH   SOLE   5,966 0 0
SYMANTEC CORPORATION COMMSTCK 871503108 335 14,251 SH   DFND 3 0 0 14,251
SYMANTEC CORPORATION COMMSTCK 871503108 2,468 104,980 SH   DFND 1 0 0 104,980
SYMANTEC CORPORATION COMMSTCK 871503108 35,870 1,525,713 SH   SOLE   1,525,713 0 0
SYNAPTICS INCORPORATED COMMSTCK 87157D109 5,937 81,106 SH   SOLE   81,106 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 3,852 3,500,000 PRN   SOLE   3,500,000 0 0
TAL EDUCATION GROUP DEPRECPT 874080104 201 5,760 SH   SOLE   5,760 0 0
TARENA INTERNATIONAL INC DEPRECPT 876108101 970 74,988 SH   SOLE   74,988 0 0
TARGA RESOURCES INC COMMSTCK 87612G101 968 7,110 SH   DFND 3 0 0 7,110
TARGA RESOURCES INC COMMSTCK 87612G101 1,699 12,480 SH   SOLE   12,480 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 5,387 73,800 SH   DFND 2 73,800 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 10,850 675,172 SH   SOLE   675,172 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 5,096 152,700 SH   SOLE   152,700 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 220 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 3,402 61,531 SH   SOLE   61,531 0 0
TENNECO INC COMMSTCK 880349105 19,018 363,560 SH   SOLE   363,560 0 0
TEREX CORPORATION COMMSTCK 880779103 24,220 762,340 SH   SOLE   762,340 0 0
TESLA MOTORS INC COMMSTCK 88160R101 6,789 27,977 SH   SOLE   27,977 0 0
TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 12,790 237,961 SH   SOLE   237,961 0 0
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 458 480,000 PRN   DFND 4 0 0 480,000
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 14,822 15,520,000 PRN   SOLE   15,520,000 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 748 6,148 SH   DFND 4 0 0 6,148
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 4,825 39,648 SH   DFND 1 0 0 39,648
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 13,956 114,679 SH   DFND 3 0 0 114,679
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 222,109 1,825,056 SH   SOLE   1,825,056 0 0
TIBCO SOFTWARE INC 2.25% CNVRTBND 88632QAB9 160 160,000 PRN   DFND 3 0 0 160,000
TIBCO SOFTWARE INC 2.25% CNVRTBND 88632QAB9 220 220,000 PRN   DFND 4 0 0 220,000
TIBCO SOFTWARE INC 2.25% CNVRTBND 88632QAB9 17,681 17,670,000 PRN   SOLE   17,670,000 0 0
TIFFANY & CO. COMMSTCK 886547108 4,265 44,287 SH   SOLE   44,287 0 0
TIME INC COMMSTCK 887228104 10 422 SH   DFND 3 0 0 422
TIME INC COMMSTCK 887228104 74 3,173 SH   DFND 1 0 0 3,173
TIME INC COMMSTCK 887228104 1,135 48,425 SH   SOLE   48,425 0 0
TIME WARNER INC COMMSTCK 887317303 2,305 30,641 SH   DFND 1 0 0 30,641
TIME WARNER INC COMMSTCK 887317303 8,302 110,390 SH   DFND 3 0 0 110,390
TIME WARNER INC COMMSTCK 887317303 137,807 1,832,295 SH   SOLE   1,832,295 0 0
TJX COS INC COMMSTCK 872540109 724 12,237 SH   DFND 3 0 0 12,237
TJX COS INC COMMSTCK 872540109 5,253 88,785 SH   DFND 1 0 0 88,785
TJX COS INC COMMSTCK 872540109 85,105 1,438,316 SH   SOLE   1,438,316 0 0
TOWERS WATSON & CO COMMSTCK 891894107 20,705 208,094 SH   SOLE   208,094 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 9,330 151,677 SH   SOLE   151,677 0 0
TRAVELERS COS INC COMMSTCK 89417E109 539 5,735 SH   DFND 3 0 0 5,735
TRAVELERS COS INC COMMSTCK 89417E109 3,907 41,590 SH   DFND 1 0 0 41,590
TRAVELERS COS INC COMMSTCK 89417E109 81,587 868,497 SH   SOLE   868,497 0 0
TRINITY INDUSTRIES, INC. COMMSTCK 896522109 18,208 389,736 SH   SOLE   389,736 0 0
TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 5,313 363,672 SH   SOLE   363,672 0 0
TWENTY-FIRST CENTURY FOX I COMMSTCK 90130A101 310 9,041 SH   SOLE   9,041 0 0
TWITTER INC COMMSTCK 90184L102 10,383 201,297 SH   SOLE   201,297 0 0
TYSON FOODS INC COMMSTCK 902494103 44,260 1,124,212 SH   SOLE   1,124,212 0 0
UBIQUITI NETWORKS INC COMMSTCK 90347A100 3,022 80,512 SH   SOLE   80,512 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 770 7,105 SH   DFND 3 0 0 7,105
UNION PACIFIC CORPORATION COMMSTCK 907818108 5,469 50,442 SH   DFND 1 0 0 50,442
UNION PACIFIC CORPORATION COMMSTCK 907818108 169,642 1,564,679 SH   SOLE   1,564,679 0 0
UNITED AIRLINES INC 4.5% CNVRTBND 210795PU8 210 85,000 PRN   DFND 4 0 0 85,000
UNITED AIRLINES INC 4.5% CNVRTBND 210795PU8 10,002 4,040,000 PRN   SOLE   4,040,000 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 100,901 2,156,474 SH   SOLE   2,156,474 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 5,325 54,181 SH   DFND 3 0 0 54,181
UNITED PARCEL SERVICE INC COMMSTCK 911312106 54,034 549,745 SH   SOLE   549,745 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 12,765 114,893 SH   SOLE   114,893 0 0
UNITED STATES STEEL CORP COMMSTCK 912909108 39,168 999,940 SH   SOLE   999,940 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8,006 75,813 SH   DFND 1 0 0 75,813
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 14,745 139,629 SH   DFND 3 0 0 139,629
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 298,154 2,823,426 SH   SOLE   2,823,426 0 0
UNITEDHEALTH GROUP INCORPO COMMSTCK 91324P102 2,149 24,921 SH   SOLE   24,921 0 0
UNUM GROUP COMMSTCK 91529Y106 20,901 607,936 SH   SOLE   607,936 0 0
US BANCORP COMMSTCK 902973304 888 21,233 SH   DFND 3 0 0 21,233
US BANCORP COMMSTCK 902973304 6,169 147,469 SH   DFND 1 0 0 147,469
US BANCORP COMMSTCK 902973304 130,316 3,115,377 SH   SOLE   3,115,377 0 0
VALERO ENERGY CORPORATION COMMSTCK 91913Y100 2,845 61,489 SH   SOLE   61,489 0 0
VALSPAR CORPORATION (THE) COMMSTCK 920355104 466 5,902 SH   DFND 3 0 0 5,902
VALSPAR CORPORATION (THE) COMMSTCK 920355104 3,167 40,096 SH   DFND 1 0 0 40,096
VALSPAR CORPORATION (THE) COMMSTCK 920355104 112,155 1,419,868 SH   SOLE   1,419,868 0 0
VENTAS INC COMMSTCK 92276F100 158 2,557 SH   SOLE   2,557 0 0
VENTAS INC COMMSTCK 92276F100 6,127 98,900 SH   DFND 2 98,900 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 1,790 35,800 SH   DFND 3 0 0 35,800
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 3,196 63,934 SH   DFND 1 0 0 63,934
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 241,247 4,825,901 SH   SOLE   4,825,901 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 2,769 24,654 SH   DFND 3 0 0 24,654
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 71,559 637,159 SH   SOLE   637,159 0 0
VIACOM INC COMMSTCK 92553P201 4,635 60,245 SH   SOLE   60,245 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 5,598 29,620 SH   SOLE   29,620 0 0
VISA INC COMMSTCK 92826C839 319 1,494 SH   DFND 3 0 0 1,494
VISA INC COMMSTCK 92826C839 2,306 10,809 SH   DFND 1 0 0 10,809
VISA INC COMMSTCK 92826C839 120,802 566,161 SH   SOLE   566,161 0 0
VITAMIN SHOPPE INC COMMSTCK 92849E101 473 10,652 SH   DFND 3 0 0 10,652
VITAMIN SHOPPE INC COMMSTCK 92849E101 818 18,421 SH   SOLE   18,421 0 0
VMWARE INC COMMSTCK 928563402 7,683 81,869 SH   SOLE   81,869 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 4,138 41,400 SH   DFND 2 41,400 0 0
VOYA FINANCIAL INC COMMSTCK 929089100 112,255 2,870,962 SH   SOLE   2,870,962 0 0
W R GRACE & CO COMMSTCK 38388F108 6,385 70,213 SH   SOLE   70,213 0 0
WABTEC CORPORATION COMMSTCK 929740108 5,975 73,735 SH   SOLE   73,735 0 0
WAGEWORKS INC COMMSTCK 930427109 6,367 139,845 SH   SOLE   139,845 0 0
WAL-MART STORES INC COMMSTCK 931142103 3,015 39,430 SH   SOLE   39,430 0 0
WALGREEN CO COMMSTCK 931422109 249 4,209 SH   SOLE   4,209 0 0
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 8,947 100,494 SH   DFND 1 0 0 100,494
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 13,789 154,882 SH   DFND 3 0 0 154,882
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 361,200 4,057,060 SH   SOLE   4,057,060 0 0
WATERS CORPORATION COMMSTCK 941848103 236 2,379 SH   DFND 4 0 0 2,379
WATERS CORPORATION COMMSTCK 941848103 1,904 19,213 SH   SOLE   19,213 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 177 175,000 PRN   DFND 3 0 0 175,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 489 485,000 PRN   DFND 1 0 0 485,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 641 635,000 PRN   DFND 4 0 0 635,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 19,212 19,045,000 PRN   SOLE   19,045,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 6,385 105,817 SH   SOLE   105,817 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 1,689 32,564 SH   DFND 3 0 0 32,564
WELLS FARGO & COMPANY COMMSTCK 949746101 11,919 229,779 SH   DFND 1 0 0 229,779
WELLS FARGO & COMPANY COMMSTCK 949746101 222,882 4,296,928 SH   SOLE   4,296,928 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 2,074 1,725 SH   DFND 3 0 0 1,725
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 5,970 4,965 SH   DFND 1 0 0 4,965
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 94,737 78,783 SH   SOLE   78,783 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 33,716 988,173 SH   SOLE   988,173 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 7,181 73,784 SH   SOLE   73,784 0 0
WESTLAKE CHEMICAL CORP COMMSTCK 960413102 10,306 119,022 SH   SOLE   119,022 0 0
WEX INC COMMSTCK 96208T104 9,771 88,572 SH   SOLE   88,572 0 0
WEYERHAEUSER COMPANY COMMSTCK 962166104 22,916 719,286 SH   SOLE   719,286 0 0
WHEELER REAL ESTATE INVEST COMMSTCK 963025101 338 74,022 SH   SOLE   74,022 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 266 1,829 SH   DFND 3 0 0 1,829
WHIRLPOOL CORPORATION COMMSTCK 963320106 1,893 12,995 SH   DFND 1 0 0 12,995
WHIRLPOOL CORPORATION COMMSTCK 963320106 102,600 704,427 SH   SOLE   704,427 0 0
WHITING PETROLEUM CORP COMMSTCK 966387102 6,733 86,822 SH   SOLE   86,822 0 0
WILLIAMS COS INC COMMSTCK 969457100 910 16,448 SH   DFND 3 0 0 16,448
WILLIAMS COS INC COMMSTCK 969457100 1,615 29,170 SH   SOLE   29,170 0 0
WINDSTREAM CORP COMMSTCK 97382A101 310 28,800 SH   DFND 4 0 0 28,800
WINDSTREAM CORP COMMSTCK 97382A101 10,407 965,364 SH   SOLE   965,364 0 0
WW GRAINGER INC COMMSTCK 384802104 4,454 17,701 SH   DFND 3 0 0 17,701
WW GRAINGER INC COMMSTCK 384802104 42,583 169,214 SH   SOLE   169,214 0 0
WYNDHAM WORLDWIDE CORP COMMSTCK 98310W108 3,142 38,669 SH   SOLE   38,669 0 0
XCERRA CORP COMMSTCK 98400J108 3,668 374,700 SH   SOLE   374,700 0 0
XEROX CORPORATION COMMSTCK 984121103 49,962 3,776,433 SH   SOLE   3,776,433 0 0
XILINX INC COMMSTCK 983919101 3,265 77,098 SH   DFND 1 0 0 77,098
XILINX INC COMMSTCK 983919101 6,509 153,693 SH   DFND 3 0 0 153,693
XILINX INC COMMSTCK 983919101 160,431 3,788,212 SH   SOLE   3,788,212 0 0
YAHOO! INC. COMMSTCK 984332106 86,345 2,118,902 SH   SOLE   2,118,902 0 0
ZIMMER HOLDINGS INC COMMSTCK 98956P102 29,121 289,618 SH   SOLE   289,618 0 0
ZIONS BANCORPORATION COMMSTCK 989701107 922 31,738 SH   DFND 3 0 0 31,738
ZIONS BANCORPORATION COMMSTCK 989701107 95,787 3,296,197 SH   SOLE   3,296,197 0 0
ZOETIS INC COMMSTCK 98978V103 658 17,811 SH   DFND 3 0 0 17,811
ZOETIS INC COMMSTCK 98978V103 4,780 129,360 SH   DFND 1 0 0 129,360
ZOETIS INC COMMSTCK 98978V103 75,999 2,056,809 SH   SOLE   2,056,809 0 0