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 8,418 58,768 SH   DFND 1 0 0 58,768
3M CO COMMSTCK 88579Y101 14,197 99,116 SH   DFND 3 0 0 99,116
3M CO COMMSTCK 88579Y101 240,257 1,677,306 SH   SOLE   1,677,306 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 572 13,979 SH   DFND 3 0 0 13,979
ABBOTT LABORATORIES COMMSTCK 002824100 4,024 98,381 SH   DFND 1 0 0 98,381
ABBOTT LABORATORIES COMMSTCK 002824100 76,803 1,877,814 SH   SOLE   1,877,814 0 0
ABBVIE INC COMMSTCK 00287Y109 1,857 32,899 SH   DFND 3 0 0 32,899
ABBVIE INC COMMSTCK 00287Y109 5,553 98,380 SH   DFND 1 0 0 98,380
ABBVIE INC COMMSTCK 00287Y109 106,294 1,883,302 SH   SOLE   1,883,302 0 0
ABERDEEN ASIA PACIFIC COMMSTCK 003009107 18,573 2,957,437 SH   SOLE   2,957,437 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 2,256 80,300 SH   DFND 2 80,300 0 0
ACE LTD COMMSTCK H0023R105 4,418 42,604 SH   SOLE   42,604 0 0
ACTAVIS PLC COMMSTCK G0083B108 1,817 8,146 SH   DFND 3 0 0 8,146
ACTAVIS PLC COMMSTCK G0083B108 3,807 17,066 SH   DFND 1 0 0 17,066
ACTAVIS PLC COMMSTCK G0083B108 51,620 231,429 SH   SOLE   231,429 0 0
ADOBE SYSTEMS INCORPO COMMSTCK 00724F101 700 9,680 SH   DFND 3 0 0 9,680
ADOBE SYSTEMS INCORPO COMMSTCK 00724F101 4,992 68,986 SH   DFND 1 0 0 68,986
ADOBE SYSTEMS INCORPO COMMSTCK 00724F101 76,111 1,051,836 SH   SOLE   1,051,836 0 0
ADVANCE AUTO PARTS IN COMMSTCK 00751Y106 16,630 123,256 SH   SOLE   123,256 0 0
AES CORPORATION (THE) COMMSTCK 00130H105 177 11,385 SH   SOLE   11,385 0 0
AETNA INC COMMSTCK 00817Y108 452 5,572 SH   DFND 3 0 0 5,572
AETNA INC COMMSTCK 00817Y108 522 6,438 SH   DFND 4 0 0 6,438
AETNA INC COMMSTCK 00817Y108 3,260 40,202 SH   DFND 1 0 0 40,202
AETNA INC COMMSTCK 00817Y108 202,041 2,491,869 SH   SOLE   2,491,869 0 0
AFFILIATED MANAGERS G COMMSTCK 008252108 42,142 205,169 SH   SOLE   205,169 0 0
AFLAC INCORPORATED COMMSTCK 001055102 497 7,976 SH   DFND 3 0 0 7,976
AFLAC INCORPORATED COMMSTCK 001055102 3,554 57,098 SH   DFND 1 0 0 57,098
AFLAC INCORPORATED COMMSTCK 001055102 53,400 857,834 SH   SOLE   857,834 0 0
AGL RESOURCES INC. COMMSTCK 001204106 13 240 SH   DFND 3 0 0 240
AGL RESOURCES INC. COMMSTCK 001204106 23,373 424,727 SH   SOLE   424,727 0 0
AIRGAS INC COMMSTCK 009363102 559 5,136 SH   DFND 3 0 0 5,136
AIRGAS INC COMMSTCK 009363102 4,046 37,152 SH   DFND 1 0 0 37,152
AIRGAS INC COMMSTCK 009363102 57,775 530,487 SH   SOLE   530,487 0 0
AKAMAI TECHNOLOGIES, COMMSTCK 00971T101 16,169 264,802 SH   SOLE   264,802 0 0
AKORN INC COMMSTCK 009728106 8,469 254,698 SH   SOLE   254,698 0 0
ALERE INC COMMSTCK 01449J105 52 1,400 SH   DFND 4 0 0 1,400
ALERE INC COMMSTCK 01449J105 17,499 467,646 SH   SOLE   467,646 0 0
ALERE INC 3% PFDDOM 01449J204 1,148 3,611 SH   DFND 4 0 0 3,611
ALERE INC 3% PFDDOM 01449J204 39,488 124,228 SH   SOLE   124,228 0 0
ALERE INC 3% CNVRTBND 01449JAA3 786 710,000 PRN   DFND 4 0 0 710,000
ALERE INC 3% CNVRTBND 01449JAA3 14,019 12,665,000 PRN   SOLE   12,665,000 0 0
ALEXANDER & BALDWIN I COMMSTCK 014491104 1,612 38,900 SH   DFND 2 38,900 0 0
ALEXANDRIA REAL ESTAT COMMSTCK 015271109 3,835 49,400 SH   DFND 2 49,400 0 0
ALEXANDRIA REAL ESTAT COMMSTCK 015271109 6,111 78,707 SH   SOLE   78,707 0 0
ALEXION PHARMACEUTICA COMMSTCK 015351109 4,990 31,934 SH   SOLE   31,934 0 0
ALIGN TECHNOLOGY, INC COMMSTCK 016255101 10,559 188,427 SH   SOLE   188,427 0 0
ALKERMES PLC COMMSTCK G01767105 8,834 175,517 SH   SOLE   175,517 0 0
ALLEGION PLC COMMSTCK G0176J109 198 3,485 SH   DFND 3 0 0 3,485
ALLEGION PLC COMMSTCK G0176J109 1,411 24,886 SH   DFND 1 0 0 24,886
ALLEGION PLC COMMSTCK G0176J109 22,003 388,196 SH   SOLE   388,196 0 0
ALLERGAN INC/UNITED S COMMSTCK 018490102 12,999 76,816 SH   DFND 3 0 0 76,816
ALLERGAN INC/UNITED S COMMSTCK 018490102 123,161 727,813 SH   SOLE   727,813 0 0
ALLIANCE DATA SYSTEMS COMMSTCK 018581108 5,325 18,933 SH   SOLE   18,933 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 12 199 SH   DFND 3 0 0 199
ALLIANT ENERGY CORP COMMSTCK 018802108 28,223 463,742 SH   SOLE   463,742 0 0
ALLSTATE CORPORATION COMMSTCK 020002101 86,465 1,472,495 SH   SOLE   1,472,495 0 0
ALPHA APPALACHIA HOLD CNVRTBND 576203AJ2 1,932 1,905,000 PRN   SOLE   1,905,000 0 0
ALPHA NATURAL RESOURC CNVRTBND 02076XAE2 6,303 7,297,000 PRN   SOLE   7,297,000 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 1,216 29,004 SH   DFND 3 0 0 29,004
ALTRIA GROUP INC COMMSTCK 02209S103 9,109 217,183 SH   SOLE   217,183 0 0
AMARIN CORPORATION PL DEPRECPT 023111206 475 270,000 SH   SOLE   270,000 0 0
AMAZON.COM INC COMMSTCK 023135106 74,980 230,865 SH   SOLE   230,865 0 0
AMDOCS LIMITED COMMSTCK G02602103 24,528 529,411 SH   SOLE   529,411 0 0
AMEREN CORPORATION COMMSTCK 023608102 13 319 SH   DFND 3 0 0 319
AMEREN CORPORATION COMMSTCK 023608102 49,839 1,219,147 SH   SOLE   1,219,147 0 0
AMERICAN ASSETS TRUST COMMSTCK 024013104 2,477 71,700 SH   DFND 2 71,700 0 0
AMERICAN CAMPUS COMMU COMMSTCK 024835100 896 23,424 SH   DFND 3 0 0 23,424
AMERICAN CAMPUS COMMU COMMSTCK 024835100 1,465 38,319 SH   SOLE   38,319 0 0
AMERICAN CAMPUS COMMU COMMSTCK 024835100 2,482 64,900 SH   DFND 2 64,900 0 0
AMERICAN ELECTRIC POW COMMSTCK 025537101 311 5,580 SH   DFND 3 0 0 5,580
AMERICAN ELECTRIC POW COMMSTCK 025537101 2,112 37,873 SH   DFND 1 0 0 37,873
AMERICAN ELECTRIC POW COMMSTCK 025537101 100,583 1,803,538 SH   SOLE   1,803,538 0 0
AMERICAN EXPRESS COMP COMMSTCK 025816109 479 5,044 SH   DFND 3 0 0 5,044
AMERICAN EXPRESS COMP COMMSTCK 025816109 3,412 35,964 SH   DFND 1 0 0 35,964
AMERICAN EXPRESS COMP COMMSTCK 025816109 67,067 706,939 SH   SOLE   706,939 0 0
AMERICAN HOMES 4 RENT COMMSTCK 02665T306 1,126 63,400 SH   DFND 2 63,400 0 0
AMERICAN INTERNATIONA COMMSTCK 026874784 5,528 101,274 SH   SOLE   101,274 0 0
AMERICAN REALTY CAPIT COMMSTCK 02917T104 560 44,700 SH   DFND 2 44,700 0 0
AMERICAN REALTY CAPIT COMMSTCK 02917T104 7,996 638,159 SH   SOLE   638,159 0 0
AMERICAN TOWER CORPOR COMMSTCK 03027X100 214 2,383 SH   SOLE   2,383 0 0
AMERICAN WATER WORKS COMMSTCK 030420103 11,299 228,485 SH   SOLE   228,485 0 0
AMERIPRISE FINANCIAL COMMSTCK 03076C106 22,035 183,626 SH   SOLE   183,626 0 0
AMGEN INC COMMSTCK 031162100 16,921 142,948 SH   SOLE   142,948 0 0
ANADARKO PETROLEUM CO COMMSTCK 032511107 4,733 43,240 SH   SOLE   43,240 0 0
ANALOG DEVICES INC COMMSTCK 032654105 4,463 82,537 SH   DFND 1 0 0 82,537
ANALOG DEVICES INC COMMSTCK 032654105 5,834 107,902 SH   DFND 3 0 0 107,902
ANALOG DEVICES INC COMMSTCK 032654105 174,156 3,220,943 SH   SOLE   3,220,943 0 0
ANIXTER INTERNATIONAL COMMSTCK 035290105 10,944 109,368 SH   SOLE   109,368 0 0
ANSYS, INC. COMMSTCK 03662Q105 6,206 81,848 SH   SOLE   81,848 0 0
AON PLC COMMSTCK G0408V102 11,608 128,854 SH   SOLE   128,854 0 0
APACHE CORPORATION COMMSTCK 037411105 548 5,445 SH   DFND 3 0 0 5,445
APACHE CORPORATION COMMSTCK 037411105 4,013 39,883 SH   DFND 1 0 0 39,883
APACHE CORPORATION COMMSTCK 037411105 124,939 1,241,689 SH   SOLE   1,241,689 0 0
APOLLO COMMERCIAL REA CNVRTBND 03762UAA3 5,278 5,000,000 PRN   SOLE   5,000,000 0 0
APOLLO INVESTMENT COR COMMSTCK 03761U106 1,809 210,140 SH   SOLE   210,140 0 0
APOLLO INVESTMENT COR CNVRTBND 03761UAE6 550 520,000 PRN   SOLE   520,000 0 0
APPLE INC COMMSTCK 037833100 10,313 110,978 SH   DFND 1 0 0 110,978
APPLE INC COMMSTCK 037833100 25,386 273,172 SH   DFND 3 0 0 273,172
APPLE INC COMMSTCK 037833100 664,359 7,149,026 SH   SOLE   7,149,026 0 0
ARES CAPITAL CORPORAT COMMSTCK 04010L103 929 52,016 SH   DFND 3 0 0 52,016
ARES CAPITAL CORPORAT COMMSTCK 04010L103 18,142 1,015,809 SH   SOLE   1,015,809 0 0
ARMADA HOFFLER PROPER COMMSTCK 04208T108 419 43,300 SH   DFND 2 43,300 0 0
ASCENT CAPITAL GROUP CNVRTBND 043632AA6 144 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP CNVRTBND 043632AA6 4,515 4,845,000 PRN   SOLE   4,845,000 0 0
ASML HOLDING NV DEPRECPT N07059210 306 3,276 SH   DFND 3 0 0 3,276
ASML HOLDING NV DEPRECPT N07059210 2,629 28,188 SH   DFND 1 0 0 28,188
ASML HOLDING NV DEPRECPT N07059210 33,213 356,099 SH   SOLE   356,099 0 0
ASTRAZENECA PLC DEPRECPT 046353108 839 11,292 SH   DFND 3 0 0 11,292
ASTRAZENECA PLC DEPRECPT 046353108 15,940 214,512 SH   SOLE   214,512 0 0
AT&T INC COMMSTCK 00206R102 8,979 253,921 SH   SOLE   253,921 0 0
ATLAS AIR WORLDWIDE H COMMSTCK 049164205 18,561 503,690 SH   SOLE   503,690 0 0
ATMEL CORPORATION COMMSTCK 049513104 10,288 1,098,025 SH   SOLE   1,098,025 0 0
AUTODESK INC COMMSTCK 052769106 3,624 64,274 SH   SOLE   64,274 0 0
AUTOLIV INC COMMSTCK 052800109 1,840 17,262 SH   SOLE   17,262 0 0
AUTOMATIC DATA PROCES COMMSTCK 053015103 394 4,970 SH   DFND 3 0 0 4,970
AUTOMATIC DATA PROCES COMMSTCK 053015103 2,846 35,902 SH   DFND 1 0 0 35,902
AUTOMATIC DATA PROCES COMMSTCK 053015103 41,171 519,313 SH   SOLE   519,313 0 0
AUTOZONE INC COMMSTCK 053332102 4,487 8,368 SH   SOLE   8,368 0 0
AUXILIUM PHARMACEUTIC CNVRTBND 05334DAA5 714 660,000 PRN   DFND 4 0 0 660,000
AUXILIUM PHARMACEUTIC CNVRTBND 05334DAA5 29,157 26,935,000 PRN   SOLE   26,935,000 0 0
AVAGO TECHNOLOGIES LT COMMSTCK Y0486S104 18,773 260,476 SH   SOLE   260,476 0 0
AVALONBAY COMMUNITIES COMMSTCK 053484101 9,527 67,000 SH   DFND 2 67,000 0 0
AVIV REIT INC COMMSTCK 05381L101 341 12,100 SH   DFND 2 12,100 0 0
AXIALL CORP COMMSTCK 05463D100 496 10,495 SH   DFND 4 0 0 10,495
AXIALL CORP COMMSTCK 05463D100 11,801 249,661 SH   SOLE   249,661 0 0
B/E AEROSPACE INC COMMSTCK 073302101 10,528 113,829 SH   SOLE   113,829 0 0
BAIDU INC DEPRECPT 056752108 2,022 10,823 SH   SOLE   10,823 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 1,567 101,943 SH   DFND 3 0 0 101,943
BANK OF AMERICA CORP COMMSTCK 060505104 2,929 190,594 SH   DFND 1 0 0 190,594
BANK OF AMERICA CORP COMMSTCK 060505104 171,716 11,172,135 SH   SOLE   11,172,135 0 0
BANK OF AMERICA CORP PFDDOM 060505682 827 705 SH   DFND 3 0 0 705
BANK OF AMERICA CORP PFDDOM 060505682 4,146 3,535 SH   DFND 1 0 0 3,535
BANK OF AMERICA CORP PFDDOM 060505682 45,275 38,603 SH   SOLE   38,603 0 0
BANKUNITED INC COMMSTCK 06652K103 10,825 323,336 SH   SOLE   323,336 0 0
BASIC ENERGY SERVICES COMMSTCK 06985P100 5,179 177,236 SH   SOLE   177,236 0 0
BB&T CORP COMMSTCK 054937107 1,580 40,078 SH   DFND 3 0 0 40,078
BB&T CORP COMMSTCK 054937107 3,651 92,600 SH   DFND 1 0 0 92,600
BB&T CORP COMMSTCK 054937107 121,125 3,071,891 SH   SOLE   3,071,891 0 0
BECTON DICKINSON AND COMMSTCK 075887109 728 6,153 SH   DFND 3 0 0 6,153
BECTON DICKINSON AND COMMSTCK 075887109 5,505 46,532 SH   DFND 1 0 0 46,532
BECTON DICKINSON AND COMMSTCK 075887109 114,241 965,687 SH   SOLE   965,687 0 0
BERKSHIRE HATHAWAY IN COMMSTCK 084670702 877 6,933 SH   SOLE   6,933 0 0
BIO-RAD LABORATORIES COMMSTCK 090572207 344 2,875 SH   DFND 4 0 0 2,875
BIO-RAD LABORATORIES COMMSTCK 090572207 5,798 48,435 SH   SOLE   48,435 0 0
BIOGEN, INC. COMMSTCK 09062X103 388 1,232 SH   SOLE   1,232 0 0
BIOMARIN PHARMACEUTIC CNVRTBND 09061GAE1 119 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTIC CNVRTBND 09061GAE1 4,019 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMARIN PHARMACEUTIC CNVRTBND 09061GAF8 121 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTIC CNVRTBND 09061GAF8 4,091 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMED REALTY TRUST I COMMSTCK 09063H107 3,432 157,200 SH   DFND 2 157,200 0 0
BIOSCRIP INC COMMSTCK 09069N108 126 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 2,212 265,191 SH   SOLE   265,191 0 0
BLACKROCK MUNIVEST FU COMMSTCK 09253R105 3,662 370,698 SH   SOLE   370,698 0 0
BLACKROCK MUNIYIELD F COMMSTCK 09253W104 3,838 266,689 SH   SOLE   266,689 0 0
BLACKSTONE GROUP LP/T COMMSTCK 09253U108 16,723 500,092 SH   SOLE   500,092 0 0
BOEING CO COMMSTCK 097023105 388 3,052 SH   SOLE   3,052 0 0
BORGWARNER INC COMMSTCK 099724106 408 6,257 SH   DFND 3 0 0 6,257
BORGWARNER INC COMMSTCK 099724106 2,987 45,814 SH   DFND 1 0 0 45,814
BORGWARNER INC COMMSTCK 099724106 44,863 688,184 SH   SOLE   688,184 0 0
BOSTON PROPERTIES, IN COMMSTCK 101121101 10,116 85,600 SH   DFND 2 85,600 0 0
BRADY CORPORATION COMMSTCK 104674106 6,003 200,984 SH   SOLE   200,984 0 0
BRISTOL-MYERS SQUIBB COMMSTCK 110122108 4,155 85,646 SH   SOLE   85,646 0 0
BROADCOM CORPORATION COMMSTCK 111320107 3,714 100,060 SH   SOLE   100,060 0 0
BROOKDALE SENIOR LIVI COMMSTCK 112463104 6,396 191,848 SH   SOLE   191,848 0 0
BRUKER CORPORATION COMMSTCK 116794108 8,355 344,237 SH   SOLE   344,237 0 0
CABOT MICROELECTRONIC COMMSTCK 12709P103 4,360 97,640 SH   SOLE   97,640 0 0
CABOT OIL & GAS CORPO COMMSTCK 127097103 3,873 113,432 SH   DFND 1 0 0 113,432
CABOT OIL & GAS CORPO COMMSTCK 127097103 4,467 130,840 SH   DFND 3 0 0 130,840
CABOT OIL & GAS CORPO COMMSTCK 127097103 171,907 5,035,368 SH   SOLE   5,035,368 0 0
CADENCE DESIGN SYSTEM COMMSTCK 127387108 9,177 524,714 SH   SOLE   524,714 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 4,177 58,700 SH   DFND 2 58,700 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 10,079 141,665 SH   SOLE   141,665 0 0
CAMECO CORPORATION COMMSTCK 13321L108 7,890 402,334 SH   SOLE   402,334 0 0
CAMERON INTERNATIONAL COMMSTCK 13342B105 282 4,159 SH   DFND 3 0 0 4,159
CAMERON INTERNATIONAL COMMSTCK 13342B105 2,078 30,684 SH   DFND 1 0 0 30,684
CAMERON INTERNATIONAL COMMSTCK 13342B105 29,670 438,188 SH   SOLE   438,188 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 201 4,379 SH   DFND 3 0 0 4,379
CAMPBELL SOUP COMPANY COMMSTCK 134429109 2,072 45,234 SH   DFND 1 0 0 45,234
CAMPBELL SOUP COMPANY COMMSTCK 134429109 109,929 2,399,667 SH   SOLE   2,399,667 0 0
CANADIAN PACIFIC RAIL COMMSTCK 13645T100 5,754 31,766 SH   SOLE   31,766 0 0
CAPITAL ONE FINANCIAL COMMSTCK 14040H105 254 3,076 SH   SOLE   3,076 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 94,285 1,375,212 SH   SOLE   1,375,212 0 0
CARLYLE GROUP LP/THE COMMSTCK 14309L102 29,212 860,178 SH   SOLE   860,178 0 0
CARMAX INC. COMMSTCK 143130102 4,377 84,163 SH   SOLE   84,163 0 0
CATAMARAN CORP COMMSTCK 148887102 16,687 377,881 SH   SOLE   377,881 0 0
CATERPILLAR INC COMMSTCK 149123101 381 3,510 SH   SOLE   3,510 0 0
CATHAY GENERAL BANCOR COMMSTCK 149150104 15,370 601,313 SH   SOLE   601,313 0 0
CBS CORP COMMSTCK 124857202 701 11,282 SH   DFND 3 0 0 11,282
CBS CORP COMMSTCK 124857202 1,794 28,876 SH   DFND 1 0 0 28,876
CBS CORP COMMSTCK 124857202 93,717 1,508,158 SH   SOLE   1,508,158 0 0
CBS OUTDOOR AMERICAS COMMSTCK 14987J106 434 13,275 SH   DFND 3 0 0 13,275
CBS OUTDOOR AMERICAS COMMSTCK 14987J106 8,240 252,155 SH   SOLE   252,155 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 21 398 SH   DFND 3 0 0 398
CEDAR FAIR, L.P. COMMSTCK 150185106 36,781 695,290 SH   SOLE   695,290 0 0
CELGENE CORPORATION COMMSTCK 151020104 3,258 37,942 SH   DFND 1 0 0 37,942
CELGENE CORPORATION COMMSTCK 151020104 13,452 156,634 SH   DFND 3 0 0 156,634
CELGENE CORPORATION COMMSTCK 151020104 245,451 2,858,067 SH   SOLE   2,858,067 0 0
CEMEX SAB DE CV 3.75% CNVRTBND 151290BC6 33,751 22,250,000 PRN   SOLE   22,250,000 0 0
CHARLES RIVER LABORAT COMMSTCK 159864107 6,592 123,177 SH   SOLE   123,177 0 0
CHART INDUSTRIES INC COMMSTCK 16115Q308 8,949 108,159 SH   SOLE   108,159 0 0
CHESAPEAKE ENERGY COR CNVRTBND 165167CB1 289 300,000 PRN   DFND 4 0 0 300,000
CHESAPEAKE ENERGY COR CNVRTBND 165167CB1 1,205 1,250,000 PRN   DFND 1 0 0 1,250,000
CHESAPEAKE ENERGY COR CNVRTBND 165167CB1 2,120 2,200,000 PRN   DFND 3 0 0 2,200,000
CHESAPEAKE ENERGY COR CNVRTBND 165167CB1 16,720 17,349,000 PRN   SOLE   17,349,000 0 0
CHESAPEAKE ENERGY COR CNVRTBND 165167BZ9 1,435 1,340,000 PRN   SOLE   1,340,000 0 0
CHESAPEAKE ENERGY COR CNVRTBND 165167BZ9 1,821 1,700,000 PRN   DFND 3 0 0 1,700,000
CHESAPEAKE LODGING TR COMMSTCK 165240102 1,617 53,501 SH   DFND 3 0 0 53,501
CHESAPEAKE LODGING TR COMMSTCK 165240102 19,868 657,244 SH   SOLE   657,244 0 0
CHEVRON CORP COMMSTCK 166764100 831 6,362 SH   SOLE   6,362 0 0
CHIPOTLE MEXICAN GRIL COMMSTCK 169656105 6,352 10,721 SH   SOLE   10,721 0 0
CHUBB CORPORATION COMMSTCK 171232101 1,139 12,357 SH   DFND 3 0 0 12,357
CHUBB CORPORATION COMMSTCK 171232101 8,123 88,132 SH   DFND 1 0 0 88,132
CHUBB CORPORATION COMMSTCK 171232101 154,745 1,678,905 SH   SOLE   1,678,905 0 0
CIENA CORPORATION 0.8 CNVRTBND 171779AE1 248 250,000 PRN   DFND 4 0 0 250,000
CIENA CORPORATION 0.8 CNVRTBND 171779AE1 11,647 11,750,000 PRN   SOLE   11,750,000 0 0
CIGNA CORPORATION COMMSTCK 125509109 497 5,400 SH   DFND 4 0 0 5,400
CIGNA CORPORATION COMMSTCK 125509109 6,622 72,000 SH   SOLE   72,000 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 37,340 260,280 SH   SOLE   260,280 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 445 17,912 SH   SOLE   17,912 0 0
CIT GROUP INC COMMSTCK 125581801 17,019 371,925 SH   SOLE   371,925 0 0
CITIGROUP INC COMMSTCK 172967424 11 234 SH   DFND 3 0 0 234
CITIGROUP INC COMMSTCK 172967424 151,235 3,210,942 SH   SOLE   3,210,942 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 3,371 53,900 SH   SOLE   53,900 0 0
CLOROX COMPANY COMMSTCK 189054109 271 2,968 SH   DFND 3 0 0 2,968
CLOROX COMPANY COMMSTCK 189054109 1,674 18,310 SH   DFND 1 0 0 18,310
CLOROX COMPANY COMMSTCK 189054109 48,035 525,552 SH   SOLE   525,552 0 0
CMS ENERGY CORPORATIO COMMSTCK 125896100 4,488 144,088 SH   SOLE   144,088 0 0
COBALT INTERNATIONAL CNVRTBND 19075FAA4 696 755,000 PRN   DFND 3 0 0 755,000
COBALT INTERNATIONAL CNVRTBND 19075FAA4 701 760,000 PRN   DFND 4 0 0 760,000
COBALT INTERNATIONAL CNVRTBND 19075FAA4 2,306 2,500,000 PRN   DFND 1 0 0 2,500,000
COBALT INTERNATIONAL CNVRTBND 19075FAA4 61,955 67,160,000 PRN   SOLE   67,160,000 0 0
COCA-COLA COMPANY (TH COMMSTCK 191216100 682 16,094 SH   SOLE   16,094 0 0
COCA-COLA ENTERPRISES COMMSTCK 19122T109 675 14,132 SH   DFND 3 0 0 14,132
COCA-COLA ENTERPRISES COMMSTCK 19122T109 1,478 30,928 SH   DFND 1 0 0 30,928
COCA-COLA ENTERPRISES COMMSTCK 19122T109 62,377 1,305,505 SH   SOLE   1,305,505 0 0
COGNIZANT TECHNOLOGY COMMSTCK 192446102 201 4,116 SH   SOLE   4,116 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 7,164 105,073 SH   DFND 1 0 0 105,073
COLGATE-PALMOLIVE CO COMMSTCK 194162103 9,148 134,177 SH   DFND 3 0 0 134,177
COLGATE-PALMOLIVE CO COMMSTCK 194162103 195,499 2,867,399 SH   SOLE   2,867,399 0 0
COMCAST CORPORATION COMMSTCK 20030N101 1,148 21,394 SH   DFND 3 0 0 21,394
COMCAST CORPORATION COMMSTCK 20030N101 46,026 857,412 SH   SOLE   857,412 0 0
COMERICA INCORPORATED COMMSTCK 200340107 21,488 428,397 SH   SOLE   428,397 0 0
COMMERCIAL VEHICLE GR COMMSTCK 202608105 197 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GR COMMSTCK 202608105 5,728 570,490 SH   SOLE   570,490 0 0
COMMUNITY HEALTH SYST COMMSTCK 203668108 26,829 591,346 SH   SOLE   591,346 0 0
COMPASS MINERALS INTE COMMSTCK 20451N101 16 168 SH   DFND 3 0 0 168
COMPASS MINERALS INTE COMMSTCK 20451N101 27,970 292,148 SH   SOLE   292,148 0 0
CON-WAY INC COMMSTCK 205944101 27,058 536,753 SH   SOLE   536,753 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 2,808 19,431 SH   SOLE   19,431 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 2,440 28,467 SH   DFND 3 0 0 28,467
CONOCOPHILLIPS COMMSTCK 20825C104 3,581 41,776 SH   DFND 1 0 0 41,776
CONOCOPHILLIPS COMMSTCK 20825C104 123,941 1,445,714 SH   SOLE   1,445,714 0 0
CONSTELLATION BRANDS COMMSTCK 21036P108 11,290 128,106 SH   SOLE   128,106 0 0
COPA HOLDINGS SA COMMSTCK P31076105 243 1,703 SH   SOLE   1,703 0 0
CORRECTIONS CORPORATI COMMSTCK 22025Y407 15,359 467,544 SH   SOLE   467,544 0 0
COSTAR GROUP INC COMMSTCK 22160N109 9,171 57,985 SH   SOLE   57,985 0 0
COTY US INC COMMSTCK 222070203 14,640 854,641 SH   SOLE   854,641 0 0
COVIDIEN PLC COMMSTCK G2554F113 11,275 125,033 SH   DFND 3 0 0 125,033
COVIDIEN PLC COMMSTCK G2554F113 152,760 1,693,940 SH   SOLE   1,693,940 0 0
CR BARD INC COMMSTCK 067383109 1,188 8,308 SH   DFND 3 0 0 8,308
CR BARD INC COMMSTCK 067383109 8,611 60,215 SH   DFND 1 0 0 60,215
CR BARD INC COMMSTCK 067383109 127,823 893,808 SH   SOLE   893,808 0 0
CRANE CO. COMMSTCK 224399105 31,443 422,852 SH   SOLE   422,852 0 0
CREDICORP LTD COMMSTCK G2519Y108 1,925 12,384 SH   SOLE   12,384 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 36,594 735,402 SH   SOLE   735,402 0 0
CSX CORP COMMSTCK 126408103 3,245 105,339 SH   SOLE   105,339 0 0
CUBESMART COMMSTCK 229663109 1,676 91,500 SH   DFND 2 91,500 0 0
CUBIST PHARMACEUTICAL COMMSTCK 229678107 452 6,470 SH   DFND 4 0 0 6,470
CUBIST PHARMACEUTICAL COMMSTCK 229678107 24,605 352,411 SH   SOLE   352,411 0 0
CUMMINS INC COMMSTCK 231021106 4,698 30,448 SH   DFND 1 0 0 30,448
CUMMINS INC COMMSTCK 231021106 8,123 52,646 SH   DFND 3 0 0 52,646
CUMMINS INC COMMSTCK 231021106 190,482 1,234,572 SH   SOLE   1,234,572 0 0
CVS CAREMARK CORP COMMSTCK 126650100 4,865 64,549 SH   DFND 1 0 0 64,549
CVS CAREMARK CORP COMMSTCK 126650100 15,145 200,942 SH   DFND 3 0 0 200,942
CVS CAREMARK CORP COMMSTCK 126650100 303,154 4,022,215 SH   SOLE   4,022,215 0 0
CYTEC INDUSTRIES INC. COMMSTCK 232820100 24,948 236,653 SH   SOLE   236,653 0 0
D R HORTON INC COMMSTCK 23331A109 664 27,013 SH   DFND 4 0 0 27,013
D R HORTON INC COMMSTCK 23331A109 37,219 1,514,179 SH   SOLE   1,514,179 0 0
DANAHER CORPORATION COMMSTCK 235851102 5,367 68,173 SH   SOLE   68,173 0 0
DAVITA HEALTHCARE PAR COMMSTCK 23918K108 293 4,054 SH   DFND 3 0 0 4,054
DAVITA HEALTHCARE PAR COMMSTCK 23918K108 2,078 28,738 SH   DFND 1 0 0 28,738
DAVITA HEALTHCARE PAR COMMSTCK 23918K108 57,150 790,232 SH   SOLE   790,232 0 0
DDR CORP COMMSTCK 23317H102 3,776 214,200 SH   DFND 2 214,200 0 0
DEAN FOODS COMPANY COMMSTCK 242370203 21,606 1,228,297 SH   SOLE   1,228,297 0 0
DELPHI AUTOMOTIVE PLC COMMSTCK G27823106 12,672 184,352 SH   SOLE   184,352 0 0
DELTA AIR LINES INC COMMSTCK 247361702 18,844 486,684 SH   SOLE   486,684 0 0
DEVON ENERGY CORPORAT COMMSTCK 25179M103 22,517 283,590 SH   SOLE   283,590 0 0
DIAMONDROCK HOSPITALI COMMSTCK 252784301 1,284 100,192 SH   SOLE   100,192 0 0
DIANA SHIPPING INC COMMSTCK Y2066G104 9,118 837,278 SH   SOLE   837,278 0 0
DICKS SPORTING GOODS COMMSTCK 253393102 2,904 62,374 SH   SOLE   62,374 0 0
DIRECTV COMMSTCK 25490A309 9,416 110,764 SH   SOLE   110,764 0 0
DISCOVER FINANCIAL SE COMMSTCK 254709108 1,522 24,563 SH   DFND 3 0 0 24,563
DISCOVER FINANCIAL SE COMMSTCK 254709108 3,848 62,082 SH   DFND 1 0 0 62,082
DISCOVER FINANCIAL SE COMMSTCK 254709108 175,513 2,831,762 SH   SOLE   2,831,762 0 0
DISCOVERY COMMUNICATI COMMSTCK 25470F104 7,111 95,727 SH   SOLE   95,727 0 0
DOLLAR GENERAL CORPOR COMMSTCK 256677105 2,923 50,951 SH   SOLE   50,951 0 0
DOLLAR TREE INC COMMSTCK 256746108 14,499 266,234 SH   SOLE   266,234 0 0
DOMINION RESOURCES IN COMMSTCK 25746U109 286 4,003 SH   SOLE   4,003 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,272 80,500 SH   DFND 2 80,500 0 0
DOW CHEMICAL COMPANY COMMSTCK 260543103 302 5,861 SH   DFND 3 0 0 5,861
DOW CHEMICAL COMPANY COMMSTCK 260543103 14,381 279,469 SH   SOLE   279,469 0 0
DR PEPPER SNAPPLE GRO COMMSTCK 26138E109 293 5,003 SH   DFND 3 0 0 5,003
DR PEPPER SNAPPLE GRO COMMSTCK 26138E109 1,851 31,604 SH   DFND 1 0 0 31,604
DR PEPPER SNAPPLE GRO COMMSTCK 26138E109 54,649 932,896 SH   SOLE   932,896 0 0
DRYSHIPS INC 5% CNVRTBND 262498AB4 1,876 1,900,000 PRN   SOLE   1,900,000 0 0
DST SYSTEMS, INC. COMMSTCK 233326107 383 4,156 SH   DFND 3 0 0 4,156
DST SYSTEMS, INC. COMMSTCK 233326107 2,826 30,659 SH   DFND 1 0 0 30,659
DST SYSTEMS, INC. COMMSTCK 233326107 42,460 460,671 SH   SOLE   460,671 0 0
DSW INC COMMSTCK 23334L102 9,768 349,599 SH   SOLE   349,599 0 0
DUKE ENERGY CORP COMMSTCK 26441C204 7,775 104,805 SH   SOLE   104,805 0 0
DUKE REALTY CORPORATI COMMSTCK 264411505 28,221 1,554,000 SH   SOLE   1,554,000 0 0
DUNKIN BRANDS GROUP I COMMSTCK 265504100 4,636 101,196 SH   SOLE   101,196 0 0
DUPONT FABROS TECHNOL COMMSTCK 26613Q106 3,300 122,400 SH   DFND 2 122,400 0 0
EAGLE MATERIALS INC COMMSTCK 26969P108 10,504 111,418 SH   SOLE   111,418 0 0
EASTMAN CHEMICAL COMP COMMSTCK 277432100 33,734 386,191 SH   SOLE   386,191 0 0
EATON CORPORATION COMMSTCK G29183103 1,513 19,601 SH   DFND 3 0 0 19,601
EATON CORPORATION COMMSTCK G29183103 2,410 31,232 SH   DFND 1 0 0 31,232
EATON CORPORATION COMMSTCK G29183103 204,957 2,655,565 SH   SOLE   2,655,565 0 0
EBAY INC. COMMSTCK 278642103 1,202 24,011 SH   DFND 3 0 0 24,011
EBAY INC. COMMSTCK 278642103 2,677 53,470 SH   DFND 1 0 0 53,470
EBAY INC. COMMSTCK 278642103 107,507 2,147,562 SH   SOLE   2,147,562 0 0
ECOLAB INC COMMSTCK 278865100 5,700 51,199 SH   DFND 1 0 0 51,199
ECOLAB INC COMMSTCK 278865100 8,908 80,010 SH   DFND 3 0 0 80,010
ECOLAB INC COMMSTCK 278865100 218,356 1,961,167 SH   SOLE   1,961,167 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 3,365 57,903 SH   SOLE   57,903 0 0
EDWARDS LIFESCIENCES COMMSTCK 28176E108 17,443 203,209 SH   SOLE   203,209 0 0
EI DU PONT DE NEMOURS COMMSTCK 263534109 8,331 127,314 SH   SOLE   127,314 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 313 5,040 SH   DFND 3 0 0 5,040
ELI LILLY AND COMPANY COMMSTCK 532457108 2,488 40,012 SH   DFND 1 0 0 40,012
ELI LILLY AND COMPANY COMMSTCK 532457108 53,151 854,931 SH   SOLE   854,931 0 0
EMC CORP/ MASSACHUSET COMMSTCK 268648102 153 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSET COMMSTCK 268648102 1,741 66,095 SH   DFND 1 0 0 66,095
EMC CORP/ MASSACHUSET COMMSTCK 268648102 6,951 263,894 SH   DFND 3 0 0 263,894
EMC CORP/ MASSACHUSET COMMSTCK 268648102 195,831 7,434,736 SH   SOLE   7,434,736 0 0
EMPIRE STATE REALTY T COMMSTCK 292104106 2,196 133,100 SH   DFND 2 133,100 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 8,913 585,991 SH   SOLE   585,991 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 180 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 7,107 7,125,000 PRN   SOLE   7,125,000 0 0
ENERSIS SA DEPRECPT 29274F104 815 48,385 SH   SOLE   48,385 0 0
ENSCO PLC COMMSTCK G3157S106 342 6,161 SH   DFND 3 0 0 6,161
ENSCO PLC COMMSTCK G3157S106 2,540 45,713 SH   DFND 1 0 0 45,713
ENSCO PLC COMMSTCK G3157S106 36,843 663,010 SH   SOLE   663,010 0 0
EOG RESOURCES INC COMMSTCK 26875P101 1,016 8,696 SH   DFND 3 0 0 8,696
EOG RESOURCES INC COMMSTCK 26875P101 120,089 1,027,631 SH   SOLE   1,027,631 0 0
EPR PROPERTIES COMMSTCK 26884U109 2,798 50,076 SH   SOLE   50,076 0 0
EPR PROPERTIES COMMSTCK 26884U109 3,263 58,400 SH   DFND 2 58,400 0 0
EQT CORP COMMSTCK 26884L109 966 9,040 SH   DFND 3 0 0 9,040
EQT CORP COMMSTCK 26884L109 7,668 71,731 SH   SOLE   71,731 0 0
EQUITY LIFESTYLE PROP COMMSTCK 29472R108 3,113 70,500 SH   DFND 2 70,500 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 12,449 197,600 SH   DFND 2 197,600 0 0
ESCO TECHNOLOGIES INC COMMSTCK 296315104 61 1,749 SH   DFND 4 0 0 1,749
ESCO TECHNOLOGIES INC COMMSTCK 296315104 1,010 29,164 SH   SOLE   29,164 0 0
ESSEX PROPERTY TRUST, COMMSTCK 297178105 2,271 12,281 SH   DFND 2 12,281 0 0
ESTEE LAUDER COMPANIE COMMSTCK 518439104 5,370 72,320 SH   DFND 3 0 0 72,320
ESTEE LAUDER COMPANIE COMMSTCK 518439104 105,088 1,415,141 SH   SOLE   1,415,141 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 1,678 24,200 SH   DFND 1 0 0 24,200
EXPRESS SCRIPTS INC COMMSTCK 30219G108 7,969 114,940 SH   DFND 3 0 0 114,940
EXPRESS SCRIPTS INC COMMSTCK 30219G108 184,940 2,667,535 SH   SOLE   2,667,535 0 0
EXTRA SPACE STORAGE I COMMSTCK 30225T102 4,659 87,500 SH   DFND 2 87,500 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 643 6,384 SH   DFND 3 0 0 6,384
EXXON MOBIL CORP COMMSTCK 30231G102 4,671 46,392 SH   DFND 1 0 0 46,392
EXXON MOBIL CORP COMMSTCK 30231G102 95,056 944,139 SH   SOLE   944,139 0 0
F5 NETWORKS INC COMMSTCK 315616102 344 3,083 SH   DFND 3 0 0 3,083
F5 NETWORKS INC COMMSTCK 315616102 2,535 22,745 SH   DFND 1 0 0 22,745
F5 NETWORKS INC COMMSTCK 315616102 138,863 1,246,077 SH   SOLE   1,246,077 0 0
FACEBOOK INC COMMSTCK 30303M102 1,286 19,115 SH   DFND 3 0 0 19,115
FACEBOOK INC COMMSTCK 30303M102 3,913 58,154 SH   DFND 1 0 0 58,154
FACEBOOK INC COMMSTCK 30303M102 114,620 1,703,374 SH   SOLE   1,703,374 0 0
FEDERAL REALTY INVEST COMMSTCK 313747206 5,756 47,600 SH   DFND 2 47,600 0 0
FEDERATED INVESTORS I COMMSTCK 314211103 9,888 319,802 SH   SOLE   319,802 0 0
FEDEX CORP COMMSTCK 31428X106 5,776 38,157 SH   SOLE   38,157 0 0
FIDELITY NATIONAL INF COMMSTCK 31620M106 23,652 432,073 SH   SOLE   432,073 0 0
FIRST REPUBLIC BANK/S COMMSTCK 33616C100 9,423 171,353 SH   SOLE   171,353 0 0
FIRSTENERGY CORPORATI COMMSTCK 337932107 10,975 316,099 SH   SOLE   316,099 0 0
FISERV INC COMMSTCK 337738108 465 7,711 SH   DFND 3 0 0 7,711
FISERV INC COMMSTCK 337738108 3,623 60,062 SH   DFND 1 0 0 60,062
FISERV INC COMMSTCK 337738108 50,839 842,826 SH   SOLE   842,826 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 9,056 281,587 SH   SOLE   281,587 0 0
FMC TECHNOLOGIES INC COMMSTCK 30249U101 128 2,104 SH   DFND 3 0 0 2,104
FMC TECHNOLOGIES INC COMMSTCK 30249U101 936 15,329 SH   DFND 1 0 0 15,329
FMC TECHNOLOGIES INC COMMSTCK 30249U101 13,982 228,955 SH   SOLE   228,955 0 0
FOOT LOCKER INC. COMMSTCK 344849104 4,315 85,072 SH   SOLE   85,072 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 1,794 104,042 SH   DFND 3 0 0 104,042
FORD MOTOR COMPANY COMMSTCK 345370860 6,002 348,165 SH   DFND 1 0 0 348,165
FORD MOTOR COMPANY COMMSTCK 345370860 148,741 8,627,646 SH   SOLE   8,627,646 0 0
FORD MOTOR COMPANY 4. CNVRTBND 345370CN8 1,143 572,000 PRN   DFND 4 0 0 572,000
FORD MOTOR COMPANY 4. CNVRTBND 345370CN8 52,515 26,282,000 PRN   SOLE   26,282,000 0 0
FOREST CITY ENTERPRIS COMMSTCK 345550107 733 36,897 SH   DFND 4 0 0 36,897
FOREST CITY ENTERPRIS COMMSTCK 345550107 3,183 160,200 SH   DFND 2 160,200 0 0
FOREST CITY ENTERPRIS COMMSTCK 345550107 11,557 581,629 SH   SOLE   581,629 0 0
FOREST CITY ENTERPRIS CNVRTBND 345550AP2 412 365,000 PRN   DFND 4 0 0 365,000
FOREST CITY ENTERPRIS CNVRTBND 345550AP2 7,910 7,000,000 PRN   SOLE   7,000,000 0 0
FRANKLIN RESOURCES IN COMMSTCK 354613101 526 9,096 SH   DFND 3 0 0 9,096
FRANKLIN RESOURCES IN COMMSTCK 354613101 4,030 69,681 SH   DFND 1 0 0 69,681
FRANKLIN RESOURCES IN COMMSTCK 354613101 54,418 940,833 SH   SOLE   940,833 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 606 16,600 SH   DFND 4 0 0 16,600
FREEPORT-MCMORAN INC COMMSTCK 35671D857 1,135 31,087 SH   DFND 3 0 0 31,087
FREEPORT-MCMORAN INC COMMSTCK 35671D857 28,882 791,292 SH   SOLE   791,292 0 0
G&K SERVICES INC. COMMSTCK 361268105 568 10,912 SH   DFND 3 0 0 10,912
G&K SERVICES INC. COMMSTCK 361268105 18,801 361,066 SH   SOLE   361,066 0 0
G-III APPAREL GROUP L COMMSTCK 36237H101 9,599 117,550 SH   SOLE   117,550 0 0
GANNETT CO INC COMMSTCK 364730101 1,068 34,098 SH   DFND 3 0 0 34,098
GANNETT CO INC COMMSTCK 364730101 12,905 412,181 SH   SOLE   412,181 0 0
GARTNER INC COMMSTCK 366651107 5,525 78,349 SH   SOLE   78,349 0 0
GENERAC HOLDINGS INC COMMSTCK 368736104 31,137 638,832 SH   SOLE   638,832 0 0
GENERAL CABLE CORPORA COMMSTCK 369300108 391 15,223 SH   DFND 4 0 0 15,223
GENERAL CABLE CORPORA COMMSTCK 369300108 18,078 704,532 SH   SOLE   704,532 0 0
GENERAL CABLE CORPORA CNVRTBND 369300AL2 737 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORA CNVRTBND 369300AL2 1,832 1,850,000 PRN   DFND 3 0 0 1,850,000
GENERAL CABLE CORPORA CNVRTBND 369300AL2 2,396 2,420,000 PRN   DFND 1 0 0 2,420,000
GENERAL CABLE CORPORA CNVRTBND 369300AL2 48,885 49,379,000 PRN   SOLE   49,379,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 844 32,122 SH   DFND 3 0 0 32,122
GENERAL ELECTRIC CO COMMSTCK 369604103 5,820 221,466 SH   DFND 1 0 0 221,466
GENERAL ELECTRIC CO COMMSTCK 369604103 130,766 4,975,871 SH   SOLE   4,975,871 0 0
GENERAL GROWTH PROPER COMMSTCK 370023103 26,948 1,143,794 SH   SOLE   1,143,794 0 0
GENERAL MILLS INC COMMSTCK 370334104 493 9,386 SH   DFND 3 0 0 9,386
GENERAL MILLS INC COMMSTCK 370334104 3,633 69,142 SH   DFND 1 0 0 69,142
GENERAL MILLS INC COMMSTCK 370334104 75,241 1,432,077 SH   SOLE   1,432,077 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 18,010 496,149 SH   SOLE   496,149 0 0
GENUINE PARTS COMPANY COMMSTCK 372460105 12 138 SH   DFND 3 0 0 138
GENUINE PARTS COMPANY COMMSTCK 372460105 19,031 216,759 SH   SOLE   216,759 0 0
GENWORTH HOLDINGS INC COMMSTCK 37247D106 13,786 792,294 SH   SOLE   792,294 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 4,083 49,242 SH   DFND 1 0 0 49,242
GILEAD SCIENCES INC COMMSTCK 375558103 15,196 183,285 SH   DFND 3 0 0 183,285
GILEAD SCIENCES INC COMMSTCK 375558103 303,989 3,666,495 SH   SOLE   3,666,495 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 4,986 93,226 SH   SOLE   93,226 0 0
GOLDMAN SACHS GROUP I COMMSTCK 38141G104 4,302 25,693 SH   SOLE   25,693 0 0
GOLUB CAPITAL BDC INC COMMSTCK 38173M102 10,482 592,212 SH   SOLE   592,212 0 0
GOODRICH PETROLEUM CO COMMSTCK 382410405 16,277 589,743 SH   SOLE   589,743 0 0
GOODYEAR TIRE & RUBBE COMMSTCK 382550101 45,545 1,639,483 SH   SOLE   1,639,483 0 0
GOOGLE INC COMMSTCK 38259P508 2,629 4,496 SH   DFND 1 0 0 4,496
GOOGLE INC COMMSTCK 38259P508 11,009 18,830 SH   DFND 3 0 0 18,830
GOOGLE INC COMMSTCK 38259P508 222,185 380,017 SH   SOLE   380,017 0 0
GORMAN-RUPP COMPANY ( COMMSTCK 383082104 31 889 SH   DFND 3 0 0 889
GORMAN-RUPP COMPANY ( COMMSTCK 383082104 54,088 1,529,196 SH   SOLE   1,529,196 0 0
GRAMERCY PROPERTY TRU COMMSTCK 38489R100 484 80,000 SH   DFND 2 80,000 0 0
GULFPORT ENERGY CORPO COMMSTCK 402635304 15,412 245,415 SH   SOLE   245,415 0 0
H&R BLOCK INC COMMSTCK 093671105 10,751 320,743 SH   SOLE   320,743 0 0
HALCON RESOURCES CORP COMMSTCK 40537Q209 21 2,881 SH   DFND 4 0 0 2,881
HALCON RESOURCES CORP COMMSTCK 40537Q209 1,383 189,699 SH   SOLE   189,699 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 289 4,073 SH   DFND 3 0 0 4,073
HALLIBURTON COMPANY COMMSTCK 406216101 2,140 30,131 SH   DFND 1 0 0 30,131
HALLIBURTON COMPANY COMMSTCK 406216101 192,815 2,715,323 SH   SOLE   2,715,323 0 0
HANESBRANDS INC COMMSTCK 410345102 16,662 169,264 SH   SOLE   169,264 0 0
HARLEY-DAVIDSON INC COMMSTCK 412822108 10,097 144,555 SH   SOLE   144,555 0 0
HARMAN INTERNATIONAL COMMSTCK 413086109 1,265 11,779 SH   SOLE   11,779 0 0
HARRIS CORPORATION COMMSTCK 413875105 1,221 16,117 SH   SOLE   16,117 0 0
HARTFORD FINANCIAL SE COMMSTCK 416515104 74,293 2,074,653 SH   SOLE   2,074,653 0 0
HCA HOLDINGS INC COMMSTCK 40412C101 16,438 291,555 SH   SOLE   291,555 0 0
HCP INC COMMSTCK 40414L109 7,813 188,800 SH   DFND 2 188,800 0 0
HEALTH CARE REIT INC COMMSTCK 42217K106 6,850 109,300 SH   DFND 2 109,300 0 0
HELIX ENERGY SOLUTION COMMSTCK 42330P107 11,568 439,694 SH   SOLE   439,694 0 0
HELMERICH & PAYNE, IN COMMSTCK 423452101 220 1,892 SH   DFND 3 0 0 1,892
HELMERICH & PAYNE, IN COMMSTCK 423452101 1,674 14,414 SH   DFND 1 0 0 14,414
HELMERICH & PAYNE, IN COMMSTCK 423452101 23,197 199,788 SH   SOLE   199,788 0 0
HERCULES OFFSHORE INC COMMSTCK 427093109 30 7,481 SH   DFND 4 0 0 7,481
HERCULES OFFSHORE INC COMMSTCK 427093109 919 228,521 SH   SOLE   228,521 0 0
HERCULES OFFSHORE INC CNVRTBND 427093AD1 2,259 2,265,000 PRN   SOLE   2,265,000 0 0
HERCULES TECHNOLOGY G COMMSTCK 427096508 774 47,918 SH   SOLE   47,918 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 1,592 16,354 SH   DFND 3 0 0 16,354
HERSHEY COMPANY THE COMMSTCK 427866108 11,503 118,140 SH   DFND 1 0 0 118,140
HERSHEY COMPANY THE COMMSTCK 427866108 230,716 2,369,474 SH   SOLE   2,369,474 0 0
HESS CORPORATION COMMSTCK 42809H107 24,310 245,827 SH   SOLE   245,827 0 0
HEWLETT-PACKARD COMPA COMMSTCK 428236103 5,584 165,795 SH   SOLE   165,795 0 0
HILTON WORLDWIDE HOLD COMMSTCK 43300A104 1,820 78,100 SH   DFND 2 78,100 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 270 215,000 PRN   DFND 3 0 0 215,000
HOLOGIC INC 2% CNVRTBND 436440AB7 564 450,000 PRN   DFND 4 0 0 450,000
HOLOGIC INC 2% CNVRTBND 436440AB7 3,763 3,000,000 PRN   DFND 1 0 0 3,000,000
HOLOGIC INC 2% CNVRTBND 436440AB7 46,174 36,810,000 PRN   SOLE   36,810,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AC5 432 395,000 PRN   DFND 3 0 0 395,000
HOLOGIC INC 2% CNVRTBND 436440AC5 1,530 1,400,000 PRN   DFND 1 0 0 1,400,000
HOLOGIC INC 2% CNVRTBND 436440AC5 28,492 26,065,000 PRN   SOLE   26,065,000 0 0
HOME DEPOT INC COMMSTCK 437076102 1,905 23,533 SH   DFND 1 0 0 23,533
HOME DEPOT INC COMMSTCK 437076102 11,789 145,609 SH   DFND 3 0 0 145,609
HOME DEPOT INC COMMSTCK 437076102 160,751 1,985,562 SH   SOLE   1,985,562 0 0
HOME PROPERTIES INC COMMSTCK 437306103 22,718 355,187 SH   SOLE   355,187 0 0
HOMEAWAY INC COMMSTCK 43739Q100 9,092 261,104 SH   SOLE   261,104 0 0
HONEYWELL INTERNATION COMMSTCK 438516106 1,399 15,046 SH   DFND 3 0 0 15,046
HONEYWELL INTERNATION COMMSTCK 438516106 144,061 1,549,873 SH   SOLE   1,549,873 0 0
HORSEHEAD HOLDING COR COMMSTCK 440694305 2,329 127,540 SH   SOLE   127,540 0 0
HOST HOTELS & RESORTS COMMSTCK 44107P104 1,269 57,646 SH   SOLE   57,646 0 0
HOST HOTELS & RESORTS COMMSTCK 44107P104 8,522 387,200 SH   DFND 2 387,200 0 0
HUMANA INC COMMSTCK 444859102 169 1,326 SH   DFND 3 0 0 1,326
HUMANA INC COMMSTCK 444859102 1,250 9,784 SH   DFND 1 0 0 9,784
HUMANA INC COMMSTCK 444859102 103,875 813,301 SH   SOLE   813,301 0 0
HUNTINGTON BANCSHARES COMMSTCK 446150104 16,978 1,779,646 SH   SOLE   1,779,646 0 0
HUNTINGTON INGALLS IN COMMSTCK 446413106 9,484 100,261 SH   SOLE   100,261 0 0
ICICI BANK LIMITED DEPRECPT 45104G104 3,035 60,812 SH   SOLE   60,812 0 0
ILLINOIS TOOL WORKS I COMMSTCK 452308109 4,152 47,422 SH   SOLE   47,422 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,479 23,656 SH   DFND 3 0 0 23,656
INGERSOLL-RAND PLC COMMSTCK G47791101 4,667 74,659 SH   DFND 1 0 0 74,659
INGERSOLL-RAND PLC COMMSTCK G47791101 212,760 3,403,610 SH   SOLE   3,403,610 0 0
INGREDION INC COMMSTCK 457187102 24,072 320,787 SH   SOLE   320,787 0 0
INSULET CORP COMMSTCK 45784P101 8,615 217,166 SH   SOLE   217,166 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 72 65,000 PRN   DFND 4 0 0 65,000
INSULET CORP 2% CNVRTBND 45784PAD3 2,692 2,435,000 PRN   SOLE   2,435,000 0 0
INTEGRATED DEVICE TEC COMMSTCK 458118106 3,534 228,580 SH   SOLE   228,580 0 0
INTEL CORPORATION COMMSTCK 458140100 310 10,047 SH   DFND 3 0 0 10,047
INTEL CORPORATION COMMSTCK 458140100 2,199 71,162 SH   DFND 1 0 0 71,162
INTEL CORPORATION COMMSTCK 458140100 50,905 1,647,395 SH   SOLE   1,647,395 0 0
INTEL CORPORATION 2.9 CNVRTBND 458140AD2 808 650,000 PRN   DFND 3 0 0 650,000
INTEL CORPORATION 2.9 CNVRTBND 458140AD2 5,134 4,130,000 PRN   DFND 1 0 0 4,130,000
INTEL CORPORATION 2.9 CNVRTBND 458140AD2 67,417 54,232,000 PRN   SOLE   54,232,000 0 0
INTERCONTINENTALEXCHA COMMSTCK 45866F104 9,596 50,801 SH   DFND 3 0 0 50,801
INTERCONTINENTALEXCHA COMMSTCK 45866F104 83,693 443,052 SH   SOLE   443,052 0 0
INTERNATIONAL BUSINES COMMSTCK 459200101 487 2,686 SH   DFND 3 0 0 2,686
INTERNATIONAL BUSINES COMMSTCK 459200101 3,533 19,493 SH   DFND 1 0 0 19,493
INTERNATIONAL BUSINES COMMSTCK 459200101 51,542 284,339 SH   SOLE   284,339 0 0
INTERNATIONAL FLAVORS COMMSTCK 459506101 5,114 49,044 SH   DFND 3 0 0 49,044
INTERNATIONAL FLAVORS COMMSTCK 459506101 44,028 422,210 SH   SOLE   422,210 0 0
INTERNATIONAL PAPER C COMMSTCK 460146103 418 8,291 SH   DFND 3 0 0 8,291
INTERNATIONAL PAPER C COMMSTCK 460146103 33,301 659,817 SH   SOLE   659,817 0 0
INVESCO LTD COMMSTCK G491BT108 334 8,838 SH   DFND 3 0 0 8,838
INVESCO LTD COMMSTCK G491BT108 2,432 64,418 SH   DFND 1 0 0 64,418
INVESCO LTD COMMSTCK G491BT108 36,594 969,390 SH   SOLE   969,390 0 0
IRON MOUNTAIN INC COMMSTCK 462846106 474 13,371 SH   DFND 3 0 0 13,371
IRON MOUNTAIN INC COMMSTCK 462846106 778 21,942 SH   SOLE   21,942 0 0
ISHARES MSCI SPAIN IN ETIF 464286764 3,812 89,024 SH   SOLE   89,024 0 0
ITAU UNIBANCO SA DEPRECPT 465562106 1,247 86,729 SH   SOLE   86,729 0 0
ITRON INC COMMSTCK 465741106 304 7,499 SH   DFND 4 0 0 7,499
ITRON INC COMMSTCK 465741106 4,704 116,013 SH   SOLE   116,013 0 0
ITT CORP COMMSTCK 450911201 5,324 110,681 SH   SOLE   110,681 0 0
JARDEN CORP COMMSTCK 471109108 28,641 482,582 SH   SOLE   482,582 0 0
JAZZ PHARMACEUTICALS COMMSTCK G50871105 45,807 311,592 SH   SOLE   311,592 0 0
JETBLUE AIRWAYS CORPO COMMSTCK 477143101 4,704 433,546 SH   SOLE   433,546 0 0
JOHN B. SANFILIPPO & COMMSTCK 800422107 2,177 82,239 SH   SOLE   82,239 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 1,479 24,415 SH   DFND 3 0 0 24,415
JOHN WILEY & SONS INC COMMSTCK 968223206 5,824 96,119 SH   DFND 1 0 0 96,119
JOHN WILEY & SONS INC COMMSTCK 968223206 200,422 3,307,840 SH   SOLE   3,307,840 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 8,946 85,510 SH   DFND 3 0 0 85,510
JOHNSON & JOHNSON COMMSTCK 478160104 9,303 88,923 SH   DFND 1 0 0 88,923
JOHNSON & JOHNSON COMMSTCK 478160104 434,707 4,155,101 SH   SOLE   4,155,101 0 0
JOHNSON CONTROLS INC. COMMSTCK 478366107 1,123 22,500 SH   DFND 3 0 0 22,500
JOHNSON CONTROLS INC. COMMSTCK 478366107 4,006 80,228 SH   DFND 1 0 0 80,228
JOHNSON CONTROLS INC. COMMSTCK 478366107 56,613 1,133,839 SH   SOLE   1,133,839 0 0
JONES LANG LASALLE IN COMMSTCK 48020Q107 20,530 162,435 SH   SOLE   162,435 0 0
JOY GLOBAL INC. COMMSTCK 481165108 363 5,900 SH   DFND 4 0 0 5,900
JOY GLOBAL INC. COMMSTCK 481165108 29,499 479,029 SH   SOLE   479,029 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 423 7,335 SH   DFND 3 0 0 7,335
JPMORGAN CHASE & CO COMMSTCK 46625H100 3,055 53,021 SH   DFND 1 0 0 53,021
JPMORGAN CHASE & CO COMMSTCK 46625H100 68,534 1,189,414 SH   SOLE   1,189,414 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 5,538 51,507 SH   SOLE   51,507 0 0
KAPSTONE PAPER AND PA COMMSTCK 48562P103 7,032 212,255 SH   SOLE   212,255 0 0
KAR AUCTION SERVICES COMMSTCK 48238T109 452 14,192 SH   DFND 3 0 0 14,192
KAR AUCTION SERVICES COMMSTCK 48238T109 709 22,236 SH   SOLE   22,236 0 0
KATE SPADE LLC COMMSTCK 485865109 3,790 99,371 SH   SOLE   99,371 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 653 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,106 1,100,000 PRN   DFND 3 0 0 1,100,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,281 1,275,000 PRN   DFND 1 0 0 1,275,000
KB HOME 1.375% CNVRTBND 48666KAS8 37,662 37,475,000 PRN   SOLE   37,475,000 0 0
KBR INC COMMSTCK 48242W106 19,572 820,614 SH   SOLE   820,614 0 0
KELLOGG COMPANY COMMSTCK 487836108 12 176 SH   DFND 3 0 0 176
KELLOGG COMPANY COMMSTCK 487836108 23,012 350,259 SH   SOLE   350,259 0 0
KENNAMETAL INC COMMSTCK 489170100 252 5,449 SH   DFND 4 0 0 5,449
KENNAMETAL INC COMMSTCK 489170100 6,687 144,499 SH   SOLE   144,499 0 0
KEYCORP COMMSTCK 493267108 342 23,861 SH   DFND 3 0 0 23,861
KEYCORP COMMSTCK 493267108 5,285 368,803 SH   DFND 1 0 0 368,803
KEYCORP COMMSTCK 493267108 100,829 7,036,197 SH   SOLE   7,036,197 0 0
KILROY REALTY CORPORA COMMSTCK 49427F108 6,845 109,900 SH   DFND 2 109,900 0 0
KIMBERLY-CLARK CORPOR COMMSTCK 494368103 16 143 SH   DFND 3 0 0 143
KIMBERLY-CLARK CORPOR COMMSTCK 494368103 16,679 149,965 SH   SOLE   149,965 0 0
KIMCO REALTY CORPORAT COMMSTCK 49446R109 20,705 901,022 SH   SOLE   901,022 0 0
KIRBY CORPORATION COMMSTCK 497266106 10,449 89,197 SH   SOLE   89,197 0 0
KKR & CO LP COMMSTCK 48248M102 9,097 373,881 SH   SOLE   373,881 0 0
KODIAK OIL & GAS CORP COMMSTCK 50015Q100 72,017 4,949,646 SH   SOLE   4,949,646 0 0
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 309 5,150 SH   DFND 3 0 0 5,150
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 2,089 34,839 SH   DFND 1 0 0 34,839
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 64,920 1,082,899 SH   SOLE   1,082,899 0 0
KROGER CO (THE) COMMSTCK 501044101 12,586 254,614 SH   SOLE   254,614 0 0
LAM RESEARCH CORPORAT CNVRTBND 512807AL2 780 571,000 PRN   DFND 4 0 0 571,000
LAM RESEARCH CORPORAT CNVRTBND 512807AL2 1,025 750,000 PRN   DFND 3 0 0 750,000
LAM RESEARCH CORPORAT CNVRTBND 512807AL2 3,004 2,199,000 PRN   DFND 1 0 0 2,199,000
LAM RESEARCH CORPORAT CNVRTBND 512807AL2 53,338 39,040,000 PRN   SOLE   39,040,000 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 13,153 172,560 SH   SOLE   172,560 0 0
LAZARD LTD COMMSTCK G54050102 39,839 772,675 SH   SOLE   772,675 0 0
LEAR CORPORATION COMMSTCK 521865204 133 1,488 SH   DFND 1 0 0 1,488
LEAR CORPORATION COMMSTCK 521865204 22,476 251,633 SH   SOLE   251,633 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 4,304 112,269 SH   SOLE   112,269 0 0
LEIDOS INC COMMSTCK 808625107 3,595 81,408 SH   SOLE   81,408 0 0
LENNAR CORPORATION COMMSTCK 526057104 5,089 121,226 SH   SOLE   121,226 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U104 4,846 109,598 SH   SOLE   109,598 0 0
LIBERTY GLOBAL PLC COMMSTCK G5480U120 5,807 137,250 SH   SOLE   137,250 0 0
LIBERTY PROPERTY TRUS COMMSTCK 531172104 3,827 100,900 SH   DFND 2 100,900 0 0
LINCOLN NATIONAL CORP COMMSTCK 534187109 72,240 1,404,354 SH   SOLE   1,404,354 0 0
LINEAR TECHNOLOGY COR COMMSTCK 535678106 18,203 386,728 SH   SOLE   386,728 0 0
LINKEDIN CORP COMMSTCK 53578A108 5,818 33,933 SH   SOLE   33,933 0 0
LIVE NATION ENTERTAIN CNVRTBND 538034AB5 2,486 2,491,000 PRN   SOLE   2,491,000 0 0
LKQ CORP COMMSTCK 501889208 7,936 297,348 SH   SOLE   297,348 0 0
LORILLARD INC COMMSTCK 544147101 11,839 194,184 SH   DFND 3 0 0 194,184
LORILLARD INC COMMSTCK 544147101 220,913 3,623,308 SH   SOLE   3,623,308 0 0
LOWES COMPANIES INC COMMSTCK 548661107 1,453 30,284 SH   DFND 1 0 0 30,284
LOWES COMPANIES INC COMMSTCK 548661107 1,501 31,269 SH   DFND 3 0 0 31,269
LOWES COMPANIES INC COMMSTCK 548661107 101,579 2,116,663 SH   SOLE   2,116,663 0 0
LYONDELLBASELL INDUST COMMSTCK N53745100 651 6,664 SH   DFND 4 0 0 6,664
LYONDELLBASELL INDUST COMMSTCK N53745100 1,783 18,261 SH   DFND 3 0 0 18,261
LYONDELLBASELL INDUST COMMSTCK N53745100 183,493 1,879,092 SH   SOLE   1,879,092 0 0
MACERICH COMPANY (THE COMMSTCK 554382101 6,348 95,100 SH   DFND 2 95,100 0 0
MACYS INC COMMSTCK 55616P104 1,682 28,991 SH   DFND 3 0 0 28,991
MACYS INC COMMSTCK 55616P104 4,048 69,766 SH   DFND 1 0 0 69,766
MACYS INC COMMSTCK 55616P104 148,919 2,566,680 SH   SOLE   2,566,680 0 0
MALLINCKRODT PLC COMMSTCK G5785G107 80 1,000 SH   DFND 3 0 0 1,000
MALLINCKRODT PLC COMMSTCK G5785G107 556 6,949 SH   DFND 1 0 0 6,949
MALLINCKRODT PLC COMMSTCK G5785G107 9,019 112,714 SH   SOLE   112,714 0 0
MANITOWOC COMPANY INC COMMSTCK 563571108 14,067 428,088 SH   SOLE   428,088 0 0
MARATHON OIL CORP COMMSTCK 565849106 275 6,900 SH   DFND 4 0 0 6,900
MARATHON OIL CORP COMMSTCK 565849106 554 13,880 SH   DFND 3 0 0 13,880
MARATHON OIL CORP COMMSTCK 565849106 4,016 100,608 SH   DFND 1 0 0 100,608
MARATHON OIL CORP COMMSTCK 565849106 128,252 3,212,727 SH   SOLE   3,212,727 0 0
MARATHON PETROLEUM CO COMMSTCK 56585A102 269 3,450 SH   DFND 4 0 0 3,450
MARATHON PETROLEUM CO COMMSTCK 56585A102 1,369 17,532 SH   DFND 3 0 0 17,532
MARATHON PETROLEUM CO COMMSTCK 56585A102 3,074 39,376 SH   DFND 1 0 0 39,376
MARATHON PETROLEUM CO COMMSTCK 56585A102 104,996 1,344,891 SH   SOLE   1,344,891 0 0
MARRIOTT INTERNATIONA COMMSTCK 571903202 54,316 847,368 SH   SOLE   847,368 0 0
MARTIN MARIETTA MATER COMMSTCK 573284106 9,062 68,623 SH   SOLE   68,623 0 0
MARVELL TECHNOLOGY GR COMMSTCK G5876H105 29,893 2,086,052 SH   SOLE   2,086,052 0 0
MASTERCARD INC COMMSTCK 57636Q104 13,457 183,159 SH   DFND 3 0 0 183,159
MASTERCARD INC COMMSTCK 57636Q104 126,774 1,725,514 SH   SOLE   1,725,514 0 0
MBIA INC COMMSTCK 55262C100 124 11,234 SH   SOLE   11,234 0 0
MCCORMICK & COMPANY I COMMSTCK 579780206 8,141 113,718 SH   SOLE   113,718 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 451 4,479 SH   DFND 3 0 0 4,479
MCDONALDS CORPORATION COMMSTCK 580135101 3,353 33,285 SH   DFND 1 0 0 33,285
MCDONALDS CORPORATION COMMSTCK 580135101 50,447 500,760 SH   SOLE   500,760 0 0
MCKESSON CORP COMMSTCK 58155Q103 2,283 12,262 SH   DFND 3 0 0 12,262
MCKESSON CORP COMMSTCK 58155Q103 5,227 28,072 SH   DFND 1 0 0 28,072
MCKESSON CORP COMMSTCK 58155Q103 79,206 425,359 SH   SOLE   425,359 0 0
MEAD JOHNSON NUTRITIO COMMSTCK 582839106 540 5,799 SH   DFND 3 0 0 5,799
MEAD JOHNSON NUTRITIO COMMSTCK 582839106 3,989 42,815 SH   DFND 1 0 0 42,815
MEAD JOHNSON NUTRITIO COMMSTCK 582839106 58,377 626,565 SH   SOLE   626,565 0 0
MEADWESTVACO CORP COMMSTCK 583334107 7,845 177,243 SH   SOLE   177,243 0 0
MEDLEY CAPITAL CORP COMMSTCK 58503F106 724 55,427 SH   DFND 3 0 0 55,427
MEDLEY CAPITAL CORP COMMSTCK 58503F106 1,167 89,382 SH   SOLE   89,382 0 0
MEDTRONIC INC COMMSTCK 585055106 70,971 1,113,090 SH   SOLE   1,113,090 0 0
MELCO CROWN ENTERTAIN DEPRECPT 585464100 3,860 108,083 SH   SOLE   108,083 0 0
MENTOR GRAPHICS CORPO CNVRTBND 587200AK2 214 175,000 PRN   DFND 3 0 0 175,000
MENTOR GRAPHICS CORPO CNVRTBND 587200AK2 551 450,000 PRN   DFND 4 0 0 450,000
MENTOR GRAPHICS CORPO CNVRTBND 587200AK2 2,710 2,213,000 PRN   DFND 1 0 0 2,213,000
MENTOR GRAPHICS CORPO CNVRTBND 587200AK2 45,096 36,832,000 PRN   SOLE   36,832,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 2,018 34,885 SH   DFND 3 0 0 34,885
MERCK & CO INC COMMSTCK 58933Y105 5,437 93,991 SH   DFND 1 0 0 93,991
MERCK & CO INC COMMSTCK 58933Y105 238,783 4,127,625 SH   SOLE   4,127,625 0 0
MEREDITH CORPORATION COMMSTCK 589433101 8,397 173,644 SH   SOLE   173,644 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,219 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 4,225 2,625,000 PRN   SOLE   2,625,000 0 0
METLIFE INC COMMSTCK 59156R108 3,737 67,258 SH   SOLE   67,258 0 0
MGM RESORTS INTERNATI CNVRTBND 55303QAE0 7,928 5,400,000 PRN   SOLE   5,400,000 0 0
MICHAEL KORS HOLDINGS COMMSTCK G60754101 6,136 69,212 SH   SOLE   69,212 0 0
MICROCHIP TECHNOLOGY COMMSTCK 595017104 944 19,348 SH   DFND 3 0 0 19,348
MICROCHIP TECHNOLOGY COMMSTCK 595017104 32,264 661,008 SH   SOLE   661,008 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 2,199 66,725 SH   SOLE   66,725 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 11,087 265,885 SH   DFND 1 0 0 265,885
MICROSOFT CORPORATION COMMSTCK 594918104 23,165 555,514 SH   DFND 3 0 0 555,514
MICROSOFT CORPORATION COMMSTCK 594918104 577,651 13,852,553 SH   SOLE   13,852,553 0 0
MOBILE MINI, INC. COMMSTCK 60740F105 6,766 141,283 SH   SOLE   141,283 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 7,691 55,598 SH   SOLE   55,598 0 0
MOLSON COORS BREWING COMMSTCK 60871R209 99,425 1,340,689 SH   SOLE   1,340,689 0 0
MONDELEZ INTERNATIONA COMMSTCK 609207105 702 18,676 SH   DFND 3 0 0 18,676
MONDELEZ INTERNATIONA COMMSTCK 609207105 4,980 132,411 SH   DFND 1 0 0 132,411
MONDELEZ INTERNATIONA COMMSTCK 609207105 145,801 3,876,648 SH   SOLE   3,876,648 0 0
MONSANTO COMPANY COMMSTCK 61166W101 2,134 17,104 SH   DFND 1 0 0 17,104
MONSANTO COMPANY COMMSTCK 61166W101 6,622 53,084 SH   DFND 3 0 0 53,084
MONSANTO COMPANY COMMSTCK 61166W101 129,824 1,040,758 SH   SOLE   1,040,758 0 0
MONSTER BEVERAGE CORP COMMSTCK 611740101 11,459 161,329 SH   SOLE   161,329 0 0
MORGAN STANLEY COMMSTCK 617446448 827 25,589 SH   DFND 3 0 0 25,589
MORGAN STANLEY COMMSTCK 617446448 1,568 48,500 SH   DFND 1 0 0 48,500
MORGAN STANLEY COMMSTCK 617446448 161,723 5,002,249 SH   SOLE   5,002,249 0 0
MOSAIC CO COMMSTCK 61945C103 207 4,183 SH   DFND 3 0 0 4,183
MOSAIC CO COMMSTCK 61945C103 1,531 30,968 SH   DFND 1 0 0 30,968
MOSAIC CO COMMSTCK 61945C103 23,953 484,391 SH   SOLE   484,391 0 0
MOTOROLA SOLUTIONS IN COMMSTCK 620076307 234 3,515 SH   DFND 3 0 0 3,515
MOTOROLA SOLUTIONS IN COMMSTCK 620076307 1,735 26,057 SH   DFND 1 0 0 26,057
MOTOROLA SOLUTIONS IN COMMSTCK 620076307 25,722 386,383 SH   SOLE   386,383 0 0
MSA SAFETY INC COMMSTCK 553498106 13,432 233,686 SH   SOLE   233,686 0 0
MYLAN INC COMMSTCK 628530107 11,676 226,453 SH   SOLE   226,453 0 0
NASDAQ OMX GROUP INCO COMMSTCK 631103108 130,096 3,368,616 SH   SOLE   3,368,616 0 0
NATIONAL FUEL GAS COM COMMSTCK 636180101 16 205 SH   DFND 3 0 0 205
NATIONAL FUEL GAS COM COMMSTCK 636180101 23,520 300,383 SH   SOLE   300,383 0 0
NATIONAL OILWELL VARC COMMSTCK 637071101 330 4,011 SH   DFND 3 0 0 4,011
NATIONAL OILWELL VARC COMMSTCK 637071101 2,386 28,969 SH   DFND 1 0 0 28,969
NATIONAL OILWELL VARC COMMSTCK 637071101 35,928 436,286 SH   SOLE   436,286 0 0
NATIONAL RETAIL PROPE COMMSTCK 637417106 2,235 60,100 SH   DFND 2 60,100 0 0
NCR CORPORATION COMMSTCK 62886E108 230 6,565 SH   DFND 4 0 0 6,565
NCR CORPORATION COMMSTCK 62886E108 58,988 1,681,049 SH   SOLE   1,681,049 0 0
NETAPP INC COMMSTCK 64110D104 2,286 62,600 SH   SOLE   62,600 0 0
NETFLIX INC COMMSTCK 64110L106 10,506 23,844 SH   SOLE   23,844 0 0
NEUROCRINE BIOSCIENCE COMMSTCK 64125C109 7,592 511,617 SH   SOLE   511,617 0 0
NEW YORK COMMUNITY BA COMMSTCK 649445103 519 32,466 SH   DFND 3 0 0 32,466
NEW YORK COMMUNITY BA COMMSTCK 649445103 19,708 1,233,279 SH   SOLE   1,233,279 0 0
NEXSTAR BROADCASTING COMMSTCK 65336K103 16,326 316,343 SH   SOLE   316,343 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 79,609 776,822 SH   SOLE   776,822 0 0
NORDSTROM INC COMMSTCK 655664100 219 3,218 SH   DFND 3 0 0 3,218
NORDSTROM INC COMMSTCK 655664100 1,980 29,152 SH   DFND 1 0 0 29,152
NORDSTROM INC COMMSTCK 655664100 21,316 313,790 SH   SOLE   313,790 0 0
NORFOLK SOUTHERN CORP COMMSTCK 655844108 726 7,042 SH   DFND 3 0 0 7,042
NORFOLK SOUTHERN CORP COMMSTCK 655844108 5,082 49,327 SH   DFND 1 0 0 49,327
NORFOLK SOUTHERN CORP COMMSTCK 655844108 74,305 721,193 SH   SOLE   721,193 0 0
NORTHEAST UTILITIES COMMSTCK 664397106 38,654 817,738 SH   SOLE   817,738 0 0
NORTHERN TRUST CORPOR COMMSTCK 665859104 4,761 74,141 SH   SOLE   74,141 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 6,564 54,869 SH   SOLE   54,869 0 0
NORWEGIAN CRUISE LINE COMMSTCK G66721104 10,110 318,921 SH   SOLE   318,921 0 0
NOVARTIS AG DEPRECPT 66987V109 7,815 86,323 SH   SOLE   86,323 0 0
NOVELLUS SYSTEMS, INC CNVRTBND 670008AD3 587 290,000 PRN   DFND 4 0 0 290,000
NOVELLUS SYSTEMS, INC CNVRTBND 670008AD3 29,557 14,605,000 PRN   SOLE   14,605,000 0 0
NOW INC COMMSTCK 67011P100 36 1,003 SH   DFND 3 0 0 1,003
NOW INC COMMSTCK 67011P100 262 7,242 SH   DFND 1 0 0 7,242
NOW INC COMMSTCK 67011P100 3,970 109,626 SH   SOLE   109,626 0 0
NPS PHARMACEUTICALS, COMMSTCK 62936P103 8,391 253,897 SH   SOLE   253,897 0 0
NU SKIN ENTERPRISES, COMMSTCK 67018T105 200 2,706 SH   DFND 4 0 0 2,706
NU SKIN ENTERPRISES, COMMSTCK 67018T105 74,500 1,007,301 SH   SOLE   1,007,301 0 0
NUANCE COMMUNICATIONS CNVRTBND 67020YAF7 879 880,000 PRN   DFND 3 0 0 880,000
NUANCE COMMUNICATIONS CNVRTBND 67020YAF7 1,019 1,020,000 PRN   DFND 4 0 0 1,020,000
NUANCE COMMUNICATIONS CNVRTBND 67020YAF7 1,743 1,745,000 PRN   DFND 1 0 0 1,745,000
NUANCE COMMUNICATIONS CNVRTBND 67020YAF7 55,720 55,790,000 PRN   SOLE   55,790,000 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 240 210,000 PRN   DFND 4 0 0 210,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 543 475,000 PRN   DFND 3 0 0 475,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 4,209 3,680,000 PRN   DFND 1 0 0 3,680,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 40,841 35,708,000 PRN   SOLE   35,708,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 10,594 571,402 SH   SOLE   571,402 0 0
NXP SEMICONDUCTORS NV COMMSTCK N6596X109 5,443 82,240 SH   SOLE   82,240 0 0
OCCIDENTAL PETROLEUM COMMSTCK 674599105 1,274 12,411 SH   DFND 1 0 0 12,411
OCCIDENTAL PETROLEUM COMMSTCK 674599105 5,264 51,295 SH   DFND 3 0 0 51,295
OCCIDENTAL PETROLEUM COMMSTCK 674599105 190,806 1,859,162 SH   SOLE   1,859,162 0 0
OLD DOMINION FREIGHT COMMSTCK 679580100 4,627 72,662 SH   SOLE   72,662 0 0
OMNICARE INC COMMSTCK 681904108 45,917 689,748 SH   SOLE   689,748 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 400 376,000 PRN   SOLE   376,000 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 2,005 1,885,000 PRN   DFND 3 0 0 1,885,000
ON SEMICONDUCTOR CORP CNVRTBND 682189AH8 176 150,000 PRN   DFND 3 0 0 150,000
ON SEMICONDUCTOR CORP CNVRTBND 682189AH8 711 606,000 PRN   DFND 4 0 0 606,000
ON SEMICONDUCTOR CORP CNVRTBND 682189AH8 36,067 30,744,000 PRN   SOLE   30,744,000 0 0
ONEOK INC COMMSTCK 682680103 1,251 18,374 SH   DFND 3 0 0 18,374
ONEOK INC COMMSTCK 682680103 2,021 29,682 SH   SOLE   29,682 0 0
ORACLE CORPORATION COMMSTCK 68389X105 1,933 47,694 SH   SOLE   47,694 0 0
ORBITAL SCIENCES CORP COMMSTCK 685564106 299 10,126 SH   DFND 4 0 0 10,126
ORBITAL SCIENCES CORP COMMSTCK 685564106 4,634 156,817 SH   SOLE   156,817 0 0
OWENS & MINOR INC COMMSTCK 690732102 11 336 SH   DFND 3 0 0 336
OWENS & MINOR INC COMMSTCK 690732102 19,853 584,264 SH   SOLE   584,264 0 0
PACCAR INC COMMSTCK 693718108 428 6,812 SH   DFND 3 0 0 6,812
PACCAR INC COMMSTCK 693718108 2,813 44,769 SH   DFND 1 0 0 44,769
PACCAR INC COMMSTCK 693718108 75,548 1,202,427 SH   SOLE   1,202,427 0 0
PARKER HANNIFIN CORP COMMSTCK 701094104 918 7,298 SH   DFND 3 0 0 7,298
PARKER HANNIFIN CORP COMMSTCK 701094104 66,871 531,865 SH   SOLE   531,865 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 344 300,000 PRN   DFND 4 0 0 300,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 1,317 1,150,000 PRN   DFND 3 0 0 1,150,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 18,950 16,550,000 PRN   SOLE   16,550,000 0 0
PEBBLEBROOK HOTEL TRU COMMSTCK 70509V100 20,763 561,765 SH   SOLE   561,765 0 0
PENN VIRGINIA CORPORA COMMSTCK 707882106 7,570 446,607 SH   SOLE   446,607 0 0
PEOPLES UNITED FINANC COMMSTCK 712704105 357 23,547 SH   DFND 3 0 0 23,547
PEOPLES UNITED FINANC COMMSTCK 712704105 9,951 655,981 SH   SOLE   655,981 0 0
PEPSICO INC COMMSTCK 713448108 1,031 11,545 SH   DFND 1 0 0 11,545
PEPSICO INC COMMSTCK 713448108 8,007 89,627 SH   DFND 3 0 0 89,627
PEPSICO INC COMMSTCK 713448108 144,165 1,613,667 SH   SOLE   1,613,667 0 0
PFIZER INC COMMSTCK 717081103 2,307 77,717 SH   DFND 3 0 0 77,717
PFIZER INC COMMSTCK 717081103 2,934 98,851 SH   DFND 1 0 0 98,851
PFIZER INC COMMSTCK 717081103 202,629 6,827,138 SH   SOLE   6,827,138 0 0
PHILIP MORRIS INTERNA COMMSTCK 718172109 630 7,473 SH   SOLE   7,473 0 0
PHILLIPS 66 COMMSTCK 718546104 1,071 13,310 SH   DFND 3 0 0 13,310
PHILLIPS 66 COMMSTCK 718546104 3,025 37,611 SH   DFND 1 0 0 37,611
PHILLIPS 66 COMMSTCK 718546104 48,945 608,544 SH   SOLE   608,544 0 0
PIEDMONT OFFICE REALT COMMSTCK 720190206 1,210 63,900 SH   DFND 2 63,900 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 19,086 580,107 SH   SOLE   580,107 0 0
PINNACLE WEST CAPITAL COMMSTCK 723484101 22,833 394,757 SH   SOLE   394,757 0 0
PIONEER NATURAL RESOU COMMSTCK 723787107 47,296 205,804 SH   SOLE   205,804 0 0
PNC FINANCIAL SERVICE COMMSTCK 693475105 3,002 33,706 SH   DFND 3 0 0 33,706
PNC FINANCIAL SERVICE COMMSTCK 693475105 9,205 103,370 SH   DFND 1 0 0 103,370
PNC FINANCIAL SERVICE COMMSTCK 693475105 325,379 3,653,886 SH   SOLE   3,653,886 0 0
PNM RESOURCES INC COMMSTCK 69349H107 25,632 873,934 SH   SOLE   873,934 0 0
POLYMET MINING CORP COMMSTCK 731916102 99 91,233 SH   DFND 4 0 0 91,233
POLYMET MINING CORP COMMSTCK 731916102 1,588 1,470,662 SH   SOLE   1,470,662 0 0
POWERSHARES BUYBACK A ETIF 73935X286 23,105 515,158 SH   SOLE   515,158 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 2,668 12,694 SH   SOLE   12,694 0 0
PPL CORPORATION COMMSTCK 69351T106 30,134 848,128 SH   SOLE   848,128 0 0
PRAXAIR INC COMMSTCK 74005P104 5,164 38,874 SH   DFND 3 0 0 38,874
PRAXAIR INC COMMSTCK 74005P104 46,619 350,938 SH   SOLE   350,938 0 0
PRECISION CASTPARTS C COMMSTCK 740189105 7,437 29,465 SH   DFND 3 0 0 29,465
PRECISION CASTPARTS C COMMSTCK 740189105 72,165 285,917 SH   SOLE   285,917 0 0
PRECISION DRILLING CO COMMSTCK 74022D308 38,163 2,695,148 SH   SOLE   2,695,148 0 0
PRICELINE GROUP INC COMMSTCK 741503403 12,144 10,095 SH   SOLE   10,095 0 0
PRICELINE GROUP INC 0 CNVRTBND 741503AS5 5,242 4,440,000 PRN   SOLE   4,440,000 0 0
PROCTER & GAMBLE COMP COMMSTCK 742718109 291 3,706 SH   DFND 3 0 0 3,706
PROCTER & GAMBLE COMP COMMSTCK 742718109 3,821 48,622 SH   DFND 1 0 0 48,622
PROCTER & GAMBLE COMP COMMSTCK 742718109 41,541 528,581 SH   SOLE   528,581 0 0
PROLOGIS INC COMMSTCK 74340W103 10,466 254,700 SH   DFND 2 254,700 0 0
PROSPECT CAPITAL CORP CNVRTBND 74348TAD4 1,664 1,600,000 PRN   SOLE   1,600,000 0 0
PRUDENTIAL FINANCIAL COMMSTCK 744320102 13,694 154,264 SH   SOLE   154,264 0 0
PUBLIC SERVICE ENTERP COMMSTCK 744573106 11,551 283,194 SH   SOLE   283,194 0 0
PUBLIC STORAGE COMMSTCK 74460D109 9,904 57,800 SH   DFND 2 57,800 0 0
PVH CORP COMMSTCK 693656100 103,515 887,776 SH   SOLE   887,776 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 3,402 150,400 SH   SOLE   150,400 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 12,766 161,182 SH   DFND 3 0 0 161,182
QUALCOMM INCORPORATED COMMSTCK 747525103 106,727 1,347,561 SH   SOLE   1,347,561 0 0
QUANTA SERVICES, INC. COMMSTCK 74762E102 5,292 153,049 SH   SOLE   153,049 0 0
QUESTAR CORPORATION COMMSTCK 748356102 11 425 SH   DFND 3 0 0 425
QUESTAR CORPORATION COMMSTCK 748356102 18,622 750,900 SH   SOLE   750,900 0 0
RAMCO-GERSHENSON PROP COMMSTCK 751452202 1,557 93,700 SH   DFND 2 93,700 0 0
RANGE RESOURCES CORPO COMMSTCK 75281A109 6,705 77,110 SH   SOLE   77,110 0 0
RAYTHEON COMPANY COMMSTCK 755111507 18,797 203,761 SH   SOLE   203,761 0 0
REGAL ENTERTAINMENT G COMMSTCK 758766109 633 29,979 SH   DFND 3 0 0 29,979
REGAL ENTERTAINMENT G COMMSTCK 758766109 11,932 565,514 SH   SOLE   565,514 0 0
REGENCY CENTERS CORPO COMMSTCK 758849103 3,480 62,500 SH   DFND 2 62,500 0 0
REGIONS FINANCIAL COR COMMSTCK 7591EP100 58 5,461 SH   DFND 3 0 0 5,461
REGIONS FINANCIAL COR COMMSTCK 7591EP100 980 92,291 SH   DFND 1 0 0 92,291
REGIONS FINANCIAL COR COMMSTCK 7591EP100 139,933 13,176,338 SH   SOLE   13,176,338 0 0
REINSURANCE GROUP OF COMMSTCK 759351604 22,045 279,401 SH   SOLE   279,401 0 0
RESOLUTE FOREST PRODU COMMSTCK 76117W109 637 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY IN COMMSTCK 76131N101 1,958 124,500 SH   DFND 2 124,500 0 0
REXFORD INDUSTRIAL RE COMMSTCK 76169C100 511 35,900 SH   DFND 2 35,900 0 0
RICE ENERGY INC COMMSTCK 762760106 6,090 200,006 SH   SOLE   200,006 0 0
RITE AID CORPORATION COMMSTCK 767754104 113 15,803 SH   SOLE   15,803 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 3,126 108,200 SH   DFND 2 108,200 0 0
ROCK-TENN COMPANY COMMSTCK 772739207 1,753 16,599 SH   SOLE   16,599 0 0
ROCKWELL AUTOMATION I COMMSTCK 773903109 1,295 10,344 SH   DFND 3 0 0 10,344
ROCKWELL AUTOMATION I COMMSTCK 773903109 1,870 14,944 SH   DFND 1 0 0 14,944
ROCKWELL AUTOMATION I COMMSTCK 773903109 36,914 294,935 SH   SOLE   294,935 0 0
ROCKWELL COLLINS INC. COMMSTCK 774341101 6,149 78,693 SH   SOLE   78,693 0 0
ROPER INDUSTRIES INC COMMSTCK 776696106 7,422 50,831 SH   SOLE   50,831 0 0
ROSETTA RESOURCES INC COMMSTCK 777779307 23,686 431,840 SH   SOLE   431,840 0 0
ROSS STORES, INC. COMMSTCK 778296103 3,261 49,308 SH   DFND 1 0 0 49,308
ROSS STORES, INC. COMMSTCK 778296103 8,651 130,813 SH   DFND 3 0 0 130,813
ROSS STORES, INC. COMMSTCK 778296103 199,297 3,013,719 SH   SOLE   3,013,719 0 0
RPC INC COMMSTCK 749660106 3,107 132,275 SH   SOLE   132,275 0 0
RPM INTERNATIONAL INC CNVRTBND 749685AT0 211 170,000 PRN   DFND 4 0 0 170,000
RPM INTERNATIONAL INC CNVRTBND 749685AT0 3,518 2,830,000 PRN   SOLE   2,830,000 0 0
RTI INTERNATIONAL MET CNVRTBND 74973WAB3 206 205,000 PRN   DFND 4 0 0 205,000
RTI INTERNATIONAL MET CNVRTBND 74973WAB3 6,820 6,795,000 PRN   SOLE   6,795,000 0 0
RYDER SYSTEM INC COMMSTCK 783549108 35,039 397,761 SH   SOLE   397,761 0 0
RYLAND GROUP INC (THE CNVRTBND 783764AS2 302 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE CNVRTBND 783764AS2 498 545,000 PRN   DFND 3 0 0 545,000
RYLAND GROUP INC (THE CNVRTBND 783764AS2 589 645,000 PRN   DFND 1 0 0 645,000
RYLAND GROUP INC (THE CNVRTBND 783764AS2 18,161 19,875,000 PRN   SOLE   19,875,000 0 0
RYMAN HOSPITALITY PRO COMMSTCK 78377T107 2,896 60,137 SH   SOLE   60,137 0 0
SAFE BULKERS INC COMMSTCK Y7388L103 3,653 374,246 SH   SOLE   374,246 0 0
SALESFORCE.COM INC. COMMSTCK 79466L302 4,694 80,824 SH   SOLE   80,824 0 0
SALIX PHARMACEUTICALS COMMSTCK 795435106 51,468 417,255 SH   SOLE   417,255 0 0
SALIX PHARMACEUTICALS CNVRTBND 795435AE6 599 305,000 PRN   DFND 4 0 0 305,000
SALIX PHARMACEUTICALS CNVRTBND 795435AE6 20,525 10,455,000 PRN   SOLE   10,455,000 0 0
SANDISK CORPORATION COMMSTCK 80004C101 8,517 81,553 SH   SOLE   81,553 0 0
SBA COMMUNICATIONS CO COMMSTCK 78388J106 14,046 137,304 SH   SOLE   137,304 0 0
SCHLUMBERGER LTD COMMSTCK 806857108 4,849 41,107 SH   DFND 1 0 0 41,107
SCHLUMBERGER LTD COMMSTCK 806857108 13,995 118,650 SH   DFND 3 0 0 118,650
SCHLUMBERGER LTD COMMSTCK 806857108 187,342 1,588,319 SH   SOLE   1,588,319 0 0
SCRIPPS NETWORKS INTE COMMSTCK 811065101 694 8,554 SH   DFND 3 0 0 8,554
SCRIPPS NETWORKS INTE COMMSTCK 811065101 4,980 61,379 SH   DFND 1 0 0 61,379
SCRIPPS NETWORKS INTE COMMSTCK 811065101 74,040 912,497 SH   SOLE   912,497 0 0
SEMGROUP CORP COMMSTCK 81663A105 7,184 91,112 SH   SOLE   91,112 0 0
SHIRE PLC DEPRECPT 82481R106 8,653 36,744 SH   SOLE   36,744 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 482 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 522 520,000 PRN   DFND 3 0 0 520,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 21,413 21,320,000 PRN   SOLE   21,320,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 9,901 78,466 SH   SOLE   78,466 0 0
SIMON PROPERTY GROUP COMMSTCK 828806109 282 1,693 SH   SOLE   1,693 0 0
SIMON PROPERTY GROUP COMMSTCK 828806109 17,393 104,600 SH   DFND 2 104,600 0 0
SKYWORKS SOLUTIONS IN COMMSTCK 83088M102 48,109 1,024,466 SH   SOLE   1,024,466 0 0
SLM CORP COMMSTCK 78442P106 1,749 210,494 SH   SOLE   210,494 0 0
SM ENERGY CO COMMSTCK 78454L100 23,660 281,332 SH   SOLE   281,332 0 0
SMITH & NEPHEW PLC DEPRECPT 83175M205 3,027 33,902 SH   DFND 1 0 0 33,902
SNAP-ON INCORPORATED COMMSTCK 833034101 592 4,999 SH   DFND 3 0 0 4,999
SNAP-ON INCORPORATED COMMSTCK 833034101 941 7,938 SH   SOLE   7,938 0 0
SONOCO PRODUCTS COMPA COMMSTCK 835495102 13,593 309,413 SH   SOLE   309,413 0 0
SOUTHERN COMPANY (THE COMMSTCK 842587107 337 7,430 SH   DFND 3 0 0 7,430
SOUTHERN COMPANY (THE COMMSTCK 842587107 2,514 55,400 SH   DFND 1 0 0 55,400
SOUTHERN COMPANY (THE COMMSTCK 842587107 45,606 1,004,982 SH   SOLE   1,004,982 0 0
SOUTHWESTERN ENERGY C COMMSTCK 845467109 977 21,487 SH   DFND 3 0 0 21,487
SOUTHWESTERN ENERGY C COMMSTCK 845467109 3,498 76,905 SH   DFND 1 0 0 76,905
SOUTHWESTERN ENERGY C COMMSTCK 845467109 162,617 3,574,784 SH   SOLE   3,574,784 0 0
SPDR S&P MORTGAGE FIN ETIF 78464A698 1,093 27,102 SH   SOLE   27,102 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 1,009 23,759 SH   DFND 3 0 0 23,759
SPECTRA ENERGY CORP COMMSTCK 847560109 25,256 594,544 SH   SOLE   594,544 0 0
SPX CORPORATION COMMSTCK 784635104 508 4,691 SH   DFND 3 0 0 4,691
SPX CORPORATION COMMSTCK 784635104 3,614 33,396 SH   DFND 1 0 0 33,396
SPX CORPORATION COMMSTCK 784635104 65,280 603,273 SH   SOLE   603,273 0 0
SS&C TECHNOLOGIES HOL COMMSTCK 78467J100 4,801 108,570 SH   SOLE   108,570 0 0
ST JUDE MEDICAL INC COMMSTCK 790849103 5,597 80,823 SH   SOLE   80,823 0 0
STANDARD PACIFIC CORP CNVRTBND 85375CBC4 295 235,000 PRN   DFND 4 0 0 235,000
STANDARD PACIFIC CORP CNVRTBND 85375CBC4 3,475 2,765,000 PRN   SOLE   2,765,000 0 0
STANLEY BLACK & DECKE PFDDOM 854502309 2,908 22,100 SH   SOLE   22,100 0 0
STAPLES INC COMMSTCK 855030102 154 14,250 SH   SOLE   14,250 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 290 3,742 SH   DFND 4 0 0 3,742
STARBUCKS CORPORATION COMMSTCK 855244109 2,451 31,676 SH   DFND 1 0 0 31,676
STARBUCKS CORPORATION COMMSTCK 855244109 12,089 156,225 SH   DFND 3 0 0 156,225
STARBUCKS CORPORATION COMMSTCK 855244109 210,804 2,724,272 SH   SOLE   2,724,272 0 0
STARWOOD HOTELS AND R COMMSTCK 85590A401 6,040 74,731 SH   SOLE   74,731 0 0
STARWOOD PROPERTY TRU COMMSTCK 85571B105 2,213 93,104 SH   SOLE   93,104 0 0
STARWOOD WAYPOINT RES COMMSTCK 85571W109 335 12,785 SH   SOLE   12,785 0 0
STATE STREET CORPORAT COMMSTCK 857477103 411 6,113 SH   DFND 3 0 0 6,113
STATE STREET CORPORAT COMMSTCK 857477103 3,028 45,021 SH   DFND 1 0 0 45,021
STATE STREET CORPORAT COMMSTCK 857477103 60,076 893,184 SH   SOLE   893,184 0 0
SUNTRUST BANKS INC COMMSTCK 867914103 299 7,461 SH   SOLE   7,461 0 0
SUPERIOR ENERGY SERVI COMMSTCK 868157108 29,273 809,991 SH   SOLE   809,991 0 0
SYMANTEC CORPORATION COMMSTCK 871503108 326 14,249 SH   DFND 3 0 0 14,249
SYMANTEC CORPORATION COMMSTCK 871503108 2,404 104,980 SH   DFND 1 0 0 104,980
SYMANTEC CORPORATION COMMSTCK 871503108 34,963 1,526,789 SH   SOLE   1,526,789 0 0
SYNAPTICS INCORPORATE COMMSTCK 87157D109 8,828 97,401 SH   SOLE   97,401 0 0
T ROWE PRICE GROUP IN COMMSTCK 74144T108 435 5,158 SH   DFND 3 0 0 5,158
T ROWE PRICE GROUP IN COMMSTCK 74144T108 3,210 38,027 SH   DFND 1 0 0 38,027
T ROWE PRICE GROUP IN COMMSTCK 74144T108 46,562 551,614 SH   SOLE   551,614 0 0
TARGA RESOURCES INC COMMSTCK 87612G101 998 7,149 SH   DFND 3 0 0 7,149
TARGA RESOURCES INC COMMSTCK 87612G101 1,647 11,802 SH   SOLE   11,802 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 5,390 71,100 SH   DFND 2 71,100 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 11,110 610,092 SH   SOLE   610,092 0 0
TD AMERITRADE HOLDING COMMSTCK 87236Y108 4,787 152,700 SH   SOLE   152,700 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 273 4,415 SH   DFND 4 0 0 4,415
TE CONNECTIVITY LTD COMMSTCK H84989104 4,237 68,516 SH   SOLE   68,516 0 0
TENNECO INC COMMSTCK 880349105 27,271 415,080 SH   SOLE   415,080 0 0
TEREX CORPORATION COMMSTCK 880779103 32,980 802,422 SH   SOLE   802,422 0 0
TESLA MOTORS INC COMMSTCK 88160R101 3,200 13,328 SH   SOLE   13,328 0 0
TEVA PHARMACEUTICAL I DEPRECPT 881624209 11,939 227,765 SH   SOLE   227,765 0 0
THERAVANCE INC. 2.125 CNVRTBND 88338TAB0 692 480,000 PRN   DFND 4 0 0 480,000
THERAVANCE INC. 2.125 CNVRTBND 88338TAB0 22,378 15,520,000 PRN   SOLE   15,520,000 0 0
THERMO FISHER SCIENTI COMMSTCK 883556102 725 6,148 SH   DFND 4 0 0 6,148
THERMO FISHER SCIENTI COMMSTCK 883556102 4,678 39,648 SH   DFND 1 0 0 39,648
THERMO FISHER SCIENTI COMMSTCK 883556102 14,153 119,943 SH   DFND 3 0 0 119,943
THERMO FISHER SCIENTI COMMSTCK 883556102 207,424 1,757,833 SH   SOLE   1,757,833 0 0
TIBCO SOFTWARE INC COMMSTCK 88632Q103 1,386 68,700 SH   SOLE   68,700 0 0
TIBCO SOFTWARE INC 2. CNVRTBND 88632QAB9 162 160,000 PRN   DFND 3 0 0 160,000
TIBCO SOFTWARE INC 2. CNVRTBND 88632QAB9 222 220,000 PRN   DFND 4 0 0 220,000
TIBCO SOFTWARE INC 2. CNVRTBND 88632QAB9 17,836 17,670,000 PRN   SOLE   17,670,000 0 0
TIFFANY & CO. COMMSTCK 886547108 2,417 24,105 SH   SOLE   24,105 0 0
TIME INC COMMSTCK 887228104 10 422 SH   DFND 3 0 0 422
TIME INC COMMSTCK 887228104 77 3,173 SH   DFND 1 0 0 3,173
TIME INC COMMSTCK 887228104 1,339 55,269 SH   SOLE   55,269 0 0
TIME WARNER INC COMMSTCK 887317303 1,783 25,387 SH   DFND 1 0 0 25,387
TIME WARNER INC COMMSTCK 887317303 8,068 114,841 SH   DFND 3 0 0 114,841
TIME WARNER INC COMMSTCK 887317303 128,877 1,834,549 SH   SOLE   1,834,549 0 0
TJX COS INC COMMSTCK 872540109 567 10,669 SH   DFND 3 0 0 10,669
TJX COS INC COMMSTCK 872540109 4,218 79,360 SH   DFND 1 0 0 79,360
TJX COS INC COMMSTCK 872540109 69,284 1,303,564 SH   SOLE   1,303,564 0 0
TOLL BROTHERS, INC. COMMSTCK 889478103 4,251 115,204 SH   SOLE   115,204 0 0
TOWERS WATSON & CO COMMSTCK 891894107 15,318 146,960 SH   SOLE   146,960 0 0
TRACTOR SUPPLY COMPAN COMMSTCK 892356106 9,433 156,177 SH   SOLE   156,177 0 0
TRAVELERS COS INC COMMSTCK 89417E109 524 5,574 SH   DFND 3 0 0 5,574
TRAVELERS COS INC COMMSTCK 89417E109 3,912 41,590 SH   DFND 1 0 0 41,590
TRAVELERS COS INC COMMSTCK 89417E109 83,208 884,532 SH   SOLE   884,532 0 0
TRIANGLE CAPITAL CORP COMMSTCK 895848109 789 27,804 SH   SOLE   27,804 0 0
TRIMAS CORPORATION COMMSTCK 896215209 25,389 665,859 SH   SOLE   665,859 0 0
TRIPLEPOINT VENTURE G COMMSTCK 89677Y100 6,647 405,810 SH   SOLE   405,810 0 0
TWENTY-FIRST CENTURY COMMSTCK 90130A101 204 5,796 SH   SOLE   5,796 0 0
UBIQUITI NETWORKS INC COMMSTCK 90347A100 6,714 148,566 SH   SOLE   148,566 0 0
UNION PACIFIC CORPORA COMMSTCK 907818108 706 7,074 SH   DFND 3 0 0 7,074
UNION PACIFIC CORPORA COMMSTCK 907818108 5,032 50,442 SH   DFND 1 0 0 50,442
UNION PACIFIC CORPORA COMMSTCK 907818108 150,577 1,509,545 SH   SOLE   1,509,545 0 0
UNITED AIRLINES INC 4 CNVRTBND 210795PU8 186 85,000 PRN   DFND 4 0 0 85,000
UNITED AIRLINES INC 4 CNVRTBND 210795PU8 10,286 4,690,000 PRN   SOLE   4,690,000 0 0
UNITED CONTINENTAL HO COMMSTCK 910047109 49,668 1,209,343 SH   SOLE   1,209,343 0 0
UNITED PARCEL SERVICE COMMSTCK 911312106 5,782 56,317 SH   DFND 3 0 0 56,317
UNITED PARCEL SERVICE COMMSTCK 911312106 45,792 446,057 SH   SOLE   446,057 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 12,390 118,303 SH   SOLE   118,303 0 0
UNITED STATES STEEL C COMMSTCK 912909108 1,276 48,991 SH   SOLE   48,991 0 0
UNITED STATES STEEL C CNVRTBND 912909AH1 155 125,000 PRN   DFND 4 0 0 125,000
UNITED STATES STEEL C CNVRTBND 912909AH1 5,433 4,375,000 PRN   SOLE   4,375,000 0 0
UNITED TECHNOLOGIES C COMMSTCK 913017109 8,753 75,813 SH   DFND 1 0 0 75,813
UNITED TECHNOLOGIES C COMMSTCK 913017109 16,810 145,600 SH   DFND 3 0 0 145,600
UNITED TECHNOLOGIES C COMMSTCK 913017109 317,426 2,749,465 SH   SOLE   2,749,465 0 0
UNITEDHEALTH GROUP IN COMMSTCK 91324P102 2,082 25,470 SH   SOLE   25,470 0 0
UNUM GROUP COMMSTCK 91529Y106 32,150 924,917 SH   SOLE   924,917 0 0
US BANCORP COMMSTCK 902973304 916 21,155 SH   DFND 3 0 0 21,155
US BANCORP COMMSTCK 902973304 6,388 147,469 SH   DFND 1 0 0 147,469
US BANCORP COMMSTCK 902973304 134,926 3,114,644 SH   SOLE   3,114,644 0 0
VALSPAR CORPORATION ( COMMSTCK 920355104 34 440 SH   DFND 3 0 0 440
VALSPAR CORPORATION ( COMMSTCK 920355104 62,872 825,206 SH   SOLE   825,206 0 0
VANTAGE DRILLING CO 7 CNVRTBND G93205AA3 4,580 4,050,000 PRN   SOLE   4,050,000 0 0
VANTIV INC COMMSTCK 92210H105 8,322 247,543 SH   SOLE   247,543 0 0
VENTAS INC COMMSTCK 92276F100 189 2,945 SH   SOLE   2,945 0 0
VENTAS INC COMMSTCK 92276F100 6,936 108,200 SH   DFND 2 108,200 0 0
VERIFONE SYSTEMS INC COMMSTCK 92342Y109 20,016 544,649 SH   SOLE   544,649 0 0
VERIZON COMMUNICATION COMMSTCK 92343V104 1,832 37,449 SH   DFND 3 0 0 37,449
VERIZON COMMUNICATION COMMSTCK 92343V104 3,409 69,665 SH   DFND 1 0 0 69,665
VERIZON COMMUNICATION COMMSTCK 92343V104 192,983 3,944,055 SH   SOLE   3,944,055 0 0
VERTEX PHARMACEUTICAL COMMSTCK 92532F100 3,111 32,860 SH   DFND 3 0 0 32,860
VERTEX PHARMACEUTICAL COMMSTCK 92532F100 77,381 817,292 SH   SOLE   817,292 0 0
VIACOM INC COMMSTCK 92553P201 4,749 54,754 SH   SOLE   54,754 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 5,561 29,620 SH   SOLE   29,620 0 0
VISA INC COMMSTCK 92826C839 315 1,493 SH   DFND 3 0 0 1,493
VISA INC COMMSTCK 92826C839 2,278 10,809 SH   DFND 1 0 0 10,809
VISA INC COMMSTCK 92826C839 119,105 565,254 SH   SOLE   565,254 0 0
VITAMIN SHOPPE INC COMMSTCK 92849E101 461 10,711 SH   DFND 3 0 0 10,711
VITAMIN SHOPPE INC COMMSTCK 92849E101 749 17,419 SH   SOLE   17,419 0 0
VMWARE INC COMMSTCK 928563402 8,161 84,298 SH   SOLE   84,298 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 4,493 42,100 SH   DFND 2 42,100 0 0
VOYA FINANCIAL INC COMMSTCK 929089100 115,061 3,166,233 SH   SOLE   3,166,233 0 0
W R GRACE & CO COMMSTCK 38388F108 10,003 105,818 SH   SOLE   105,818 0 0
WAGEWORKS INC COMMSTCK 930427109 6,690 138,775 SH   SOLE   138,775 0 0
WAL-MART STORES INC COMMSTCK 931142103 3,039 40,484 SH   SOLE   40,484 0 0
WALGREEN CO COMMSTCK 931422109 3,089 41,668 SH   DFND 3 0 0 41,668
WALGREEN CO COMMSTCK 931422109 10,153 136,966 SH   DFND 1 0 0 136,966
WALGREEN CO COMMSTCK 931422109 158,364 2,136,306 SH   SOLE   2,136,306 0 0
WALT DISNEY COMPANY ( COMMSTCK 254687106 8,616 100,494 SH   DFND 1 0 0 100,494
WALT DISNEY COMPANY ( COMMSTCK 254687106 13,823 161,223 SH   DFND 3 0 0 161,223
WALT DISNEY COMPANY ( COMMSTCK 254687106 343,956 4,011,617 SH   SOLE   4,011,617 0 0
WASHINGTON PRIME GROU COMMSTCK 939647103 16 859 SH   SOLE   859 0 0
WASHINGTON PRIME GROU COMMSTCK 939647103 562 30,000 SH   DFND 2 30,000 0 0
WATERS CORPORATION COMMSTCK 941848103 248 2,379 SH   DFND 4 0 0 2,379
WATERS CORPORATION COMMSTCK 941848103 2,007 19,213 SH   SOLE   19,213 0 0
WEATHERFORD INTERNATI COMMSTCK H27013103 10,719 466,055 SH   SOLE   466,055 0 0
WEBMD HEALTH CORP 2.5 CNVRTBND 94770VAF9 184 175,000 PRN   DFND 3 0 0 175,000
WEBMD HEALTH CORP 2.5 CNVRTBND 94770VAF9 510 485,000 PRN   DFND 1 0 0 485,000
WEBMD HEALTH CORP 2.5 CNVRTBND 94770VAF9 668 635,000 PRN   DFND 4 0 0 635,000
WEBMD HEALTH CORP 2.5 CNVRTBND 94770VAF9 20,126 19,145,000 PRN   SOLE   19,145,000 0 0
WELLCARE HEALTH PLANS COMMSTCK 94946T106 6,532 87,488 SH   SOLE   87,488 0 0
WELLPOINT INC 2.75% CNVRTBND 94973VBG1 7,391 4,825,000 PRN   SOLE   4,825,000 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 1,708 32,493 SH   DFND 3 0 0 32,493
WELLS FARGO & COMPANY COMMSTCK 949746101 12,077 229,779 SH   DFND 1 0 0 229,779
WELLS FARGO & COMPANY COMMSTCK 949746101 225,618 4,292,581 SH   SOLE   4,292,581 0 0
WELLS FARGO & COMPANY PFDDOM 949746804 2,095 1,725 SH   DFND 3 0 0 1,725
WELLS FARGO & COMPANY PFDDOM 949746804 7,245 5,965 SH   DFND 1 0 0 5,965
WELLS FARGO & COMPANY PFDDOM 949746804 104,796 86,278 SH   SOLE   86,278 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 37,813 990,134 SH   SOLE   990,134 0 0
WESTERN DIGITAL CORPO COMMSTCK 958102105 7,197 77,973 SH   SOLE   77,973 0 0
WESTLAKE CHEMICAL COR COMMSTCK 960413102 24,196 288,870 SH   SOLE   288,870 0 0
WEX INC COMMSTCK 96208T104 9,573 91,201 SH   SOLE   91,201 0 0
WEYERHAEUSER COMPANY COMMSTCK 962166104 13,456 406,636 SH   SOLE   406,636 0 0
WHEELER REAL ESTATE I COMMSTCK 963025101 352 74,022 SH   SOLE   74,022 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 59,729 429,027 SH   SOLE   429,027 0 0
WHITING PETROLEUM COR COMMSTCK 966387102 26,652 332,109 SH   SOLE   332,109 0 0
WILLIAMS COS INC COMMSTCK 969457100 963 16,539 SH   DFND 3 0 0 16,539
WILLIAMS COS INC COMMSTCK 969457100 1,579 27,119 SH   SOLE   27,119 0 0
WINDSTREAM CORP COMMSTCK 97382A101 287 28,800 SH   DFND 4 0 0 28,800
WINDSTREAM CORP COMMSTCK 97382A101 6,088 611,276 SH   SOLE   611,276 0 0
WW GRAINGER INC COMMSTCK 384802104 4,721 18,565 SH   DFND 3 0 0 18,565
WW GRAINGER INC COMMSTCK 384802104 41,595 163,585 SH   SOLE   163,585 0 0
WYNDHAM WORLDWIDE COR COMMSTCK 98310W108 1,254 16,560 SH   SOLE   16,560 0 0
XEROX CORPORATION COMMSTCK 984121103 44,044 3,540,504 SH   SOLE   3,540,504 0 0
XILINX INC COMMSTCK 983919101 3,648 77,098 SH   DFND 1 0 0 77,098
XILINX INC COMMSTCK 983919101 7,603 160,696 SH   DFND 3 0 0 160,696
XILINX INC COMMSTCK 983919101 183,331 3,875,102 SH   SOLE   3,875,102 0 0
YAHOO! INC. COMMSTCK 984332106 688 19,590 SH   DFND 3 0 0 19,590
YAHOO! INC. COMMSTCK 984332106 1,535 43,700 SH   DFND 1 0 0 43,700
YAHOO! INC. COMMSTCK 984332106 115,590 3,290,347 SH   SOLE   3,290,347 0 0
YANDEX NV COMMSTCK N97284108 1,864 52,312 SH   SOLE   52,312 0 0
ZIMMER HOLDINGS INC COMMSTCK 98956P102 30,742 295,991 SH   SOLE   295,991 0 0
ZIONS BANCORPORATION COMMSTCK 989701107 38,536 1,307,639 SH   SOLE   1,307,639 0 0
ZOETIS INC COMMSTCK 98978V103 1,138 35,261 SH   DFND 3 0 0 35,261
ZOETIS INC COMMSTCK 98978V103 4,174 129,360 SH   DFND 1 0 0 129,360
ZOETIS INC COMMSTCK 98978V103 67,451 2,090,194 SH   SOLE   2,090,194 0 0