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
3D Systems Corp COMMSTCK 88554D205 5,084 94,168 SH   SOLE   94,168 0 0
3M Co COMMSTCK 88579Y101 7,017 58,768 SH   DFND 1 0 0 58,768
3M Co COMMSTCK 88579Y101 12,612 105,619 SH   DFND 3 0 0 105,619
3M Co COMMSTCK 88579Y101 305,900 2,561,766 SH   SOLE   2,561,766 0 0
Abbott Laboratories COMMSTCK 002824100 200 6,024 SH   DFND 3 0 0 6,024
Abbott Laboratories COMMSTCK 002824100 3,265 98,381 SH   DFND 1 0 0 98,381
Abbott Laboratories COMMSTCK 002824100 63,867 1,924,282 SH   SOLE   1,924,282 0 0
AbbVie Inc COMMSTCK 00287Y109 278 6,210 SH   DFND 3 0 0 6,210
AbbVie Inc COMMSTCK 00287Y109 4,401 98,380 SH   DFND 1 0 0 98,380
AbbVie Inc COMMSTCK 00287Y109 86,549 1,934,919 SH   SOLE   1,934,919 0 0
Acadia Realty Trust COMMSTCK 004239109 982 39,800 SH   DFND 2 39,800 0 0
Accenture PLC COMMSTCK G1151C101 263 3,567 SH   SOLE   3,567 0 0
ACE Ltd COMMSTCK H0023R105 92,592 989,658 SH   SOLE   989,658 0 0
Actavis Inc COMMSTCK G0083B108 175 1,212 SH   DFND 3 0 0 1,212
Actavis Inc COMMSTCK G0083B108 3,104 21,557 SH   DFND 1 0 0 21,557
Actavis Inc COMMSTCK G0083B108 117,579 816,522 SH   SOLE   816,522 0 0
Adobe Systems Inc COMMSTCK 00724F101 218 4,206 SH   DFND 3 0 0 4,206
Adobe Systems Inc COMMSTCK 00724F101 3,583 68,986 SH   DFND 1 0 0 68,986
Adobe Systems Inc COMMSTCK 00724F101 61,405 1,182,235 SH   SOLE   1,182,235 0 0
Aetna Inc COMMSTCK 00817Y108 151 2,361 SH   DFND 3 0 0 2,361
Aetna Inc COMMSTCK 00817Y108 412 6,438 SH   DFND 4 0 0 6,438
Aetna Inc COMMSTCK 00817Y108 2,574 40,202 SH   DFND 1 0 0 40,202
Aetna Inc COMMSTCK 00817Y108 182,428 2,849,550 SH   SOLE   2,849,550 0 0
Affiliated Managers Group COMMSTCK 008252108 36,413 199,371 SH   SOLE   199,371 0 0
Aflac Inc COMMSTCK 001055102 218 3,513 SH   DFND 3 0 0 3,513
Aflac Inc COMMSTCK 001055102 3,540 57,098 SH   DFND 1 0 0 57,098
Aflac Inc COMMSTCK 001055102 97,646 1,575,182 SH   SOLE   1,575,182 0 0
Agilent Technologies Inc COMMSTCK 00846U101 5,889 114,902 SH   SOLE   114,902 0 0
AGL Resources Inc COMMSTCK 001204106 11 240 SH   DFND 3 0 0 240
AGL Resources Inc COMMSTCK 001204106 38,760 842,051 SH   SOLE   842,051 0 0
Air Methods Corp COMMSTCK 009128307 5,030 118,080 SH   SOLE   118,080 0 0
Airgas Inc COMMSTCK 009363102 245 2,307 SH   DFND 3 0 0 2,307
Airgas Inc COMMSTCK 009363102 3,940 37,152 SH   DFND 1 0 0 37,152
Airgas Inc COMMSTCK 009363102 63,920 602,738 SH   SOLE   602,738 0 0
Akamai Technologies Inc COMMSTCK 00971T101 13,796 266,848 SH   SOLE   266,848 0 0
Alere Inc COMMSTCK 01449J105 43 1,400 SH   DFND 4 0 0 1,400
Alere Inc COMMSTCK 01449J105 2,238 73,200 SH   SOLE   73,200 0 0
Alere Inc 3% PFDDOM 01449J204 952 3,611 SH   DFND 4 0 0 3,611
Alere Inc 3% PFDDOM 01449J204 32,366 124,228 SH   SOLE   124,228 0 0
Alere Inc 3% CNVRTBND 01449JAA3 749 710,000 PRN   DFND 4 0 0 710,000
Alere Inc 3% CNVRTBND 01449JAA3 13,354 12,665,000 PRN   SOLE   12,665,000 0 0
Alexandria Real Estate Equ COMMSTCK 015271109 3,109 48,700 SH   DFND 2 48,700 0 0
Alexandria Real Estate Equ COMMSTCK 015271109 5,051 79,100 SH   SOLE   79,100 0 0
Alexion Pharmaceuticals In COMMSTCK 015351109 9,871 84,977 SH   SOLE   84,977 0 0
Align Technology Inc COMMSTCK 016255101 9,500 197,426 SH   SOLE   197,426 0 0
Alkermes Plc COMMSTCK G01767105 5,890 175,180 SH   SOLE   175,180 0 0
Allergan Inc/United States COMMSTCK 018490102 8,167 90,298 SH   DFND 3 0 0 90,298
Allergan Inc/United States COMMSTCK 018490102 69,228 765,374 SH   SOLE   765,374 0 0
Alliance Data Systems Corp COMMSTCK 018581108 7,260 34,332 SH   SOLE   34,332 0 0
Alliance One International CNVRTBND 018772AQ6 203 204,000 PRN   DFND 4 0 0 204,000
Alliance One International CNVRTBND 018772AQ6 9,216 9,274,000 PRN   SOLE   9,274,000 0 0
Alliant Energy Corp COMMSTCK 018802108 16,774 338,533 SH   SOLE   338,533 0 0
Allstate Corp/The COMMSTCK 020002101 118,597 2,346,142 SH   SOLE   2,346,142 0 0
Alpha Appalachia Holdings CNVRTBND 576203AJ2 65 70,000 PRN   DFND 4 0 0 70,000
Alpha Appalachia Holdings CNVRTBND 576203AJ2 209 224,000 PRN   DFND 1 0 0 224,000
Alpha Appalachia Holdings CNVRTBND 576203AJ2 6,564 7,020,000 PRN   SOLE   7,020,000 0 0
Alpha Natural Resources In CNVRTBND 02076XAE2 424 445,000 PRN   DFND 4 0 0 445,000
Alpha Natural Resources In CNVRTBND 02076XAE2 1,356 1,425,000 PRN   DFND 1 0 0 1,425,000
Alpha Natural Resources In CNVRTBND 02076XAE2 30,736 32,290,000 PRN   SOLE   32,290,000 0 0
Altra Holdings Inc 2.75% CNVRTBND 02208RAE6 3,685 3,100,000 PRN   SOLE   3,100,000 0 0
Altria Group Inc COMMSTCK 02209S103 79,195 2,305,543 SH   SOLE   2,305,543 0 0
Amarin Corp PLC DEPRECPT 023111206 1,706 270,000 SH   SOLE   270,000 0 0
Amazon.com Inc COMMSTCK 023135106 72,002 230,304 SH   SOLE   230,304 0 0
Amdocs Ltd COMMSTCK G02602103 21,346 582,600 SH   SOLE   582,600 0 0
Ameren Corp COMMSTCK 023608102 11 319 SH   DFND 3 0 0 319
Ameren Corp COMMSTCK 023608102 90,629 2,601,296 SH   SOLE   2,601,296 0 0
American Assets Trust Inc COMMSTCK 024013104 2,284 74,854 SH   DFND 2 74,854 0 0
American Campus Communitie COMMSTCK 024835100 2,175 63,700 SH   DFND 2 63,700 0 0
American Campus Communitie COMMSTCK 024835100 18,364 537,754 SH   SOLE   537,754 0 0
American Eagle Outfitters COMMSTCK 02553E106 6,627 473,700 SH   SOLE   473,700 0 0
American Electric Power Co COMMSTCK 025537101 99 2,282 SH   DFND 3 0 0 2,282
American Electric Power Co COMMSTCK 025537101 1,642 37,873 SH   DFND 1 0 0 37,873
American Electric Power Co COMMSTCK 025537101 73,467 1,694,750 SH   SOLE   1,694,750 0 0
American Express Co COMMSTCK 025816109 161 2,132 SH   DFND 3 0 0 2,132
American Express Co COMMSTCK 025816109 2,716 35,964 SH   DFND 1 0 0 35,964
American Express Co COMMSTCK 025816109 49,045 649,426 SH   SOLE   649,426 0 0
American Homes 4 Rent COMMSTCK 02665T306 1,006 62,300 SH   DFND 2 62,300 0 0
American International Gro COMMSTCK 026874784 517 10,629 SH   SOLE   10,629 0 0
American Tower Corp COMMSTCK 03027X100 217 2,934 SH   SOLE   2,934 0 0
American Water Works Co In COMMSTCK 030420103 9,478 229,600 SH   SOLE   229,600 0 0
Ameriprise Financial Inc COMMSTCK 03076C106 35,086 385,220 SH   SOLE   385,220 0 0
Amgen Inc COMMSTCK 031162100 291 2,597 SH   DFND 3 0 0 2,597
Amgen Inc COMMSTCK 031162100 4,900 43,771 SH   DFND 1 0 0 43,771
Amgen Inc COMMSTCK 031162100 72,730 649,724 SH   SOLE   649,724 0 0
Anadarko Petroleum Corp COMMSTCK 032511107 4,723 50,786 SH   SOLE   50,786 0 0
Analog Devices Inc COMMSTCK 032654105 4,592 97,592 SH   DFND 3 0 0 97,592
Analog Devices Inc COMMSTCK 032654105 5,464 116,140 SH   DFND 1 0 0 116,140
Analog Devices Inc COMMSTCK 032654105 209,582 4,454,457 SH   SOLE   4,454,457 0 0
Anixter International Inc COMMSTCK 035290105 9,633 109,891 SH   SOLE   109,891 0 0
Aon PLC COMMSTCK G0408V102 8,761 117,688 SH   SOLE   117,688 0 0
Apache Corp COMMSTCK 037411105 216 2,541 SH   DFND 3 0 0 2,541
Apache Corp COMMSTCK 037411105 3,581 42,063 SH   DFND 1 0 0 42,063
Apache Corp COMMSTCK 037411105 159,241 1,870,342 SH   SOLE   1,870,342 0 0
Apollo Investment Corp 5.7 CNVRTBND 03761UAE6 74 70,000 PRN   DFND 4 0 0 70,000
Apollo Investment Corp 5.7 CNVRTBND 03761UAE6 6,710 6,360,000 PRN   SOLE   6,360,000 0 0
Apple Inc COMMSTCK 037833100 8,943 18,758 SH   DFND 1 0 0 18,758
Apple Inc COMMSTCK 037833100 19,803 41,538 SH   DFND 3 0 0 41,538
Apple Inc COMMSTCK 037833100 564,356 1,183,757 SH   SOLE   1,183,757 0 0
Applied Materials Inc COMMSTCK 038222105 5,052 288,045 SH   SOLE   288,045 0 0
Aqua America Inc COMMSTCK 03836W103 2,868 115,974 SH   SOLE   115,974 0 0
Ares Capital Corp COMMSTCK 04010L103 3,938 227,735 SH   SOLE   227,735 0 0
Armada Hoffler Properties COMMSTCK 04208T108 562 56,700 SH   DFND 2 56,700 0 0
Arrow Electronics Inc COMMSTCK 042735100 180 3,700 SH   DFND 4 0 0 3,700
Arrow Electronics Inc COMMSTCK 042735100 3,079 63,443 SH   SOLE   63,443 0 0
Ascent Capital Group Inc 4 CNVRTBND 043632AA6 163 155,000 PRN   DFND 4 0 0 155,000
Ascent Capital Group Inc 4 CNVRTBND 043632AA6 5,093 4,845,000 PRN   SOLE   4,845,000 0 0
ASML Holding NV DEPRECPT N07059210 140 1,421 SH   DFND 3 0 0 1,421
ASML Holding NV DEPRECPT N07059210 2,784 28,188 SH   DFND 1 0 0 28,188
ASML Holding NV DEPRECPT N07059210 38,624 391,094 SH   SOLE   391,094 0 0
Aspen Technology Inc COMMSTCK 045327103 5,161 149,369 SH   SOLE   149,369 0 0
AstraZeneca PLC DEPRECPT 046353108 30,645 590,122 SH   SOLE   590,122 0 0
AT&T Inc COMMSTCK 00206R102 11 311 SH   DFND 3 0 0 311
AT&T Inc COMMSTCK 00206R102 20,063 593,230 SH   SOLE   593,230 0 0
Autoliv Inc COMMSTCK 052800109 2,761 31,595 SH   SOLE   31,595 0 0
Automatic Data Processing COMMSTCK 053015103 306 4,232 SH   DFND 3 0 0 4,232
Automatic Data Processing COMMSTCK 053015103 5,262 72,705 SH   DFND 1 0 0 72,705
Automatic Data Processing COMMSTCK 053015103 78,835 1,089,177 SH   SOLE   1,089,177 0 0
Auxilium Pharmaceuticals I CNVRTBND 05334DAA5 538 520,000 PRN   DFND 4 0 0 520,000
Auxilium Pharmaceuticals I CNVRTBND 05334DAA5 20,150 19,480,000 PRN   SOLE   19,480,000 0 0
Avago Technologies Ltd COMMSTCK Y0486S104 5,865 136,017 SH   SOLE   136,017 0 0
AvalonBay Communities Inc COMMSTCK 053484101 8,274 65,100 SH   DFND 2 65,100 0 0
Aviv REIT Inc COMMSTCK 05381L101 290 12,700 SH   DFND 2 12,700 0 0
Axiall Corp COMMSTCK 05463D100 397 10,495 SH   DFND 4 0 0 10,495
Axiall Corp COMMSTCK 05463D100 9,575 253,361 SH   SOLE   253,361 0 0
Axis Capital Holdings Ltd COMMSTCK G0692U109 20,802 480,300 SH   SOLE   480,300 0 0
B&G Foods Inc COMMSTCK 05508R106 5,338 154,508 SH   SOLE   154,508 0 0
B/E Aerospace Inc COMMSTCK 073302101 380 5,148 SH   DFND 4 0 0 5,148
B/E Aerospace Inc COMMSTCK 073302101 3,985 53,986 SH   SOLE   53,986 0 0
Banco Santander Brasil SA/ DEPRECPT 05967A107 2,986 429,699 SH   SOLE   429,699 0 0
Bank of America Corp COMMSTCK 060505104 159 11,500 SH   DFND 3 0 0 11,500
Bank of America Corp COMMSTCK 060505104 2,630 190,594 SH   DFND 1 0 0 190,594
Bank of America Corp COMMSTCK 060505104 41,178 2,983,939 SH   SOLE   2,983,939 0 0
Bank of America Corp 7.25% PFDDOM 060505682 761 705 SH   DFND 3 0 0 705
Bank of America Corp 7.25% PFDDOM 060505682 3,818 3,535 SH   DFND 1 0 0 3,535
Bank of America Corp 7.25% PFDDOM 060505682 40,827 37,803 SH   SOLE   37,803 0 0
Bank of Montreal COMMSTCK 063671101 16,737 250,474 SH   SOLE   250,474 0 0
Basic Energy Services Inc COMMSTCK 06985P100 5,522 436,832 SH   SOLE   436,832 0 0
Baxter International Inc COMMSTCK 071813109 132 2,013 SH   DFND 3 0 0 2,013
Baxter International Inc COMMSTCK 071813109 2,272 34,580 SH   DFND 1 0 0 34,580
Baxter International Inc COMMSTCK 071813109 32,946 501,531 SH   SOLE   501,531 0 0
BB&T Corp COMMSTCK 054937107 179 5,300 SH   DFND 3 0 0 5,300
BB&T Corp COMMSTCK 054937107 3,125 92,600 SH   DFND 1 0 0 92,600
BB&T Corp COMMSTCK 054937107 102,369 3,033,146 SH   SOLE   3,033,146 0 0
Becton Dickinson and Co COMMSTCK 075887109 278 2,780 SH   DFND 3 0 0 2,780
Becton Dickinson and Co COMMSTCK 075887109 4,654 46,532 SH   DFND 1 0 0 46,532
Becton Dickinson and Co COMMSTCK 075887109 93,723 937,045 SH   SOLE   937,045 0 0
Bed Bath & Beyond Inc COMMSTCK 075896100 228 2,943 SH   SOLE   2,943 0 0
Berkshire Hathaway Inc COMMSTCK 084670702 1,082 9,534 SH   SOLE   9,534 0 0
BHP Billiton Ltd DEPRECPT 088606108 13 198 SH   DFND 3 0 0 198
BHP Billiton Ltd DEPRECPT 088606108 21,519 323,600 SH   SOLE   323,600 0 0
Bill Barrett Corp COMMSTCK 06846N104 6,249 248,854 SH   SOLE   248,854 0 0
Bio-Rad Laboratories Inc COMMSTCK 090572207 390 3,321 SH   DFND 4 0 0 3,321
Bio-Rad Laboratories Inc COMMSTCK 090572207 6,954 59,151 SH   SOLE   59,151 0 0
Biogen Idec Inc COMMSTCK 09062X103 427 1,774 SH   SOLE   1,774 0 0
BioMed Realty Trust Inc COMMSTCK 09063H107 2,898 155,900 SH   DFND 2 155,900 0 0
BlackRock MuniVest Fund In COMMSTCK 09253R105 1,280 137,000 SH   SOLE   137,000 0 0
BlackRock MuniYield Fund I COMMSTCK 09253W104 1,093 81,800 SH   SOLE   81,800 0 0
Blackstone Group LP COMMSTCK 09253U108 15,612 627,233 SH   SOLE   627,233 0 0
Boeing Co/The COMMSTCK 097023105 13,308 113,261 SH   SOLE   113,261 0 0
Boise Inc COMMSTCK 09746Y105 9,441 749,314 SH   SOLE   749,314 0 0
Bonanza Creek Energy Inc COMMSTCK 097793103 5,409 112,083 SH   SOLE   112,083 0 0
BorgWarner Inc COMMSTCK 099724106 122 1,204 SH   DFND 3 0 0 1,204
BorgWarner Inc COMMSTCK 099724106 2,323 22,907 SH   DFND 1 0 0 22,907
BorgWarner Inc COMMSTCK 099724106 34,820 343,428 SH   SOLE   343,428 0 0
Boston Properties Inc COMMSTCK 101121101 8,199 76,700 SH   DFND 2 76,700 0 0
BP PLC DEPRECPT 055622104 591 14,054 SH   SOLE   14,054 0 0
BRE Properties Inc COMMSTCK 05564E106 2,731 53,800 SH   DFND 2 53,800 0 0
Bristol-Myers Squibb Co COMMSTCK 110122108 3,957 85,502 SH   SOLE   85,502 0 0
Broadcom Corp COMMSTCK 111320107 2,463 94,700 SH   SOLE   94,700 0 0
Brocade Communications Sys COMMSTCK 111621306 31,220 3,878,200 SH   SOLE   3,878,200 0 0
Brookdale Senior Living In COMMSTCK 112463104 6,712 255,205 SH   SOLE   255,205 0 0
Brookfield Office Properti COMMSTCK 112900105 1,169 61,300 SH   DFND 2 61,300 0 0
Bruker Corp COMMSTCK 116794108 2,792 135,182 SH   SOLE   135,182 0 0
Cabot Microelectronics Cor COMMSTCK 12709P103 3,779 98,095 SH   SOLE   98,095 0 0
Cabot Oil & Gas Corp COMMSTCK 127097103 4,233 113,432 SH   DFND 1 0 0 113,432
Cabot Oil & Gas Corp COMMSTCK 127097103 4,325 115,884 SH   DFND 3 0 0 115,884
Cabot Oil & Gas Corp COMMSTCK 127097103 133,574 3,579,153 SH   SOLE   3,579,153 0 0
Camden Property Trust COMMSTCK 133131102 3,527 57,400 SH   DFND 2 57,400 0 0
Cameron International Corp COMMSTCK 13342B105 60 1,020 SH   DFND 3 0 0 1,020
Cameron International Corp COMMSTCK 13342B105 1,003 17,175 SH   DFND 1 0 0 17,175
Cameron International Corp COMMSTCK 13342B105 14,155 242,513 SH   SOLE   242,513 0 0
Campbell Soup Co COMMSTCK 134429109 120 2,949 SH   DFND 3 0 0 2,949
Campbell Soup Co COMMSTCK 134429109 1,841 45,234 SH   DFND 1 0 0 45,234
Campbell Soup Co COMMSTCK 134429109 117,463 2,885,350 SH   SOLE   2,885,350 0 0
Cardinal Health Inc COMMSTCK 14149Y108 85,918 1,647,508 SH   SOLE   1,647,508 0 0
CareFusion Corp COMMSTCK 14170T101 23,942 648,830 SH   SOLE   648,830 0 0
Carlyle Group LP/The COMMSTCK 14309L102 19,134 743,925 SH   SOLE   743,925 0 0
CarMax Inc COMMSTCK 143130102 11,192 230,909 SH   SOLE   230,909 0 0
Carpenter Technology Corp COMMSTCK 144285103 14,899 256,400 SH   SOLE   256,400 0 0
Carter's Inc COMMSTCK 146229109 4,857 64,000 SH   SOLE   64,000 0 0
Catamaran Corp COMMSTCK 148887102 14,379 312,937 SH   SOLE   312,937 0 0
Caterpillar Inc COMMSTCK 149123101 395 4,732 SH   SOLE   4,732 0 0
CBS Corp COMMSTCK 124857202 5,240 94,993 SH   SOLE   94,993 0 0
Cedar Fair LP COMMSTCK 150185106 17 398 SH   DFND 3 0 0 398
Cedar Fair LP COMMSTCK 150185106 30,019 688,514 SH   SOLE   688,514 0 0
Celgene Corp COMMSTCK 151020104 2,920 18,971 SH   DFND 1 0 0 18,971
Celgene Corp COMMSTCK 151020104 11,454 74,413 SH   DFND 3 0 0 74,413
Celgene Corp COMMSTCK 151020104 222,702 1,446,777 SH   SOLE   1,446,777 0 0
Cemex SAB de CV 3.75% CNVRTBND 151290BC6 30,225 23,250,000 PRN   SOLE   23,250,000 0 0
CenturyLink Inc COMMSTCK 156700106 1,397 44,531 SH   SOLE   44,531 0 0
Charles River Laboratories COMMSTCK 159864107 4,682 101,212 SH   SOLE   101,212 0 0
Chart Industries Inc COMMSTCK 16115Q308 12,404 100,812 SH   SOLE   100,812 0 0
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 274 300,000 PRN   DFND 4 0 0 300,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 1,141 1,250,000 PRN   DFND 1 0 0 1,250,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 2,008 2,200,000 PRN   DFND 3 0 0 2,200,000
Chesapeake Energy Corp 2.2 CNVRTBND 165167CB1 17,201 18,850,000 PRN   SOLE   18,850,000 0 0
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 1,317 1,340,000 PRN   SOLE   1,340,000 0 0
Chesapeake Energy Corp 2.5 CNVRTBND 165167BZ9 1,670 1,700,000 PRN   DFND 3 0 0 1,700,000
Chesapeake Lodging Trust COMMSTCK 165240102 1,657 70,383 SH   SOLE   70,383 0 0
Chevron Corp COMMSTCK 166764100 312 2,564 SH   DFND 3 0 0 2,564
Chevron Corp COMMSTCK 166764100 5,773 47,514 SH   DFND 1 0 0 47,514
Chevron Corp COMMSTCK 166764100 259,758 2,137,930 SH   SOLE   2,137,930 0 0
Chipotle Mexican Grill Inc COMMSTCK 169656105 54,049 126,077 SH   SOLE   126,077 0 0
Chubb Corp/The COMMSTCK 171232101 493 5,518 SH   DFND 3 0 0 5,518
Chubb Corp/The COMMSTCK 171232101 7,867 88,132 SH   DFND 1 0 0 88,132
Chubb Corp/The COMMSTCK 171232101 136,682 1,531,276 SH   SOLE   1,531,276 0 0
Ciena Corp 0.875% CNVRTBND 171779AE1 255 250,000 PRN   DFND 4 0 0 250,000
Ciena Corp 0.875% CNVRTBND 171779AE1 16,035 15,750,000 PRN   SOLE   15,750,000 0 0
Cigna Corp COMMSTCK 125509109 415 5,400 SH   DFND 4 0 0 5,400
Cigna Corp COMMSTCK 125509109 5,534 72,000 SH   SOLE   72,000 0 0
Cimarex Energy Co COMMSTCK 171798101 25,180 261,200 SH   SOLE   261,200 0 0
Cinemark Holdings Inc COMMSTCK 17243V102 7,810 246,066 SH   SOLE   246,066 0 0
Cisco Systems Inc COMMSTCK 17275R102 185 7,917 SH   DFND 3 0 0 7,917
Cisco Systems Inc COMMSTCK 17275R102 3,329 142,126 SH   DFND 1 0 0 142,126
Cisco Systems Inc COMMSTCK 17275R102 97,795 4,175,723 SH   SOLE   4,175,723 0 0
CIT Group Inc COMMSTCK 125581801 29,432 603,480 SH   SOLE   603,480 0 0
Citigroup Inc COMMSTCK 172967424 362 7,471 SH   DFND 3 0 0 7,471
Citigroup Inc COMMSTCK 172967424 5,893 121,476 SH   DFND 1 0 0 121,476
Citigroup Inc COMMSTCK 172967424 323,402 6,666,708 SH   SOLE   6,666,708 0 0
Citrix Systems Inc COMMSTCK 177376100 49,658 703,276 SH   SOLE   703,276 0 0
Clorox Co/The COMMSTCK 189054109 112 1,366 SH   DFND 3 0 0 1,366
Clorox Co/The COMMSTCK 189054109 1,496 18,310 SH   DFND 1 0 0 18,310
Clorox Co/The COMMSTCK 189054109 46,080 563,875 SH   SOLE   563,875 0 0
Coach Inc COMMSTCK 189754104 129 2,357 SH   DFND 3 0 0 2,357
Coach Inc COMMSTCK 189754104 2,501 45,870 SH   DFND 1 0 0 45,870
Coach Inc COMMSTCK 189754104 31,261 573,287 SH   SOLE   573,287 0 0
Cobalt International Energ COMMSTCK 19075F106 5,297 213,063 SH   SOLE   213,063 0 0
Cobalt International Energ CNVRTBND 19075FAA4 872 825,000 PRN   DFND 4 0 0 825,000
Cobalt International Energ CNVRTBND 19075FAA4 952 900,000 PRN   DFND 3 0 0 900,000
Cobalt International Energ CNVRTBND 19075FAA4 3,056 2,890,000 PRN   DFND 1 0 0 2,890,000
Cobalt International Energ CNVRTBND 19075FAA4 79,397 75,080,000 PRN   SOLE   75,080,000 0 0
Coca-Cola Co/The COMMSTCK 191216100 6,662 175,883 SH   DFND 3 0 0 175,883
Coca-Cola Co/The COMMSTCK 191216100 47,973 1,266,455 SH   SOLE   1,266,455 0 0
Coca-Cola Enterprises Inc COMMSTCK 19122T109 74 1,832 SH   DFND 3 0 0 1,832
Coca-Cola Enterprises Inc COMMSTCK 19122T109 1,244 30,928 SH   DFND 1 0 0 30,928
Coca-Cola Enterprises Inc COMMSTCK 19122T109 92,947 2,311,535 SH   SOLE   2,311,535 0 0
Colgate-Palmolive Co COMMSTCK 194162103 6,230 105,062 SH   DFND 3 0 0 105,062
Colgate-Palmolive Co COMMSTCK 194162103 9,089 153,264 SH   DFND 1 0 0 153,264
Colgate-Palmolive Co COMMSTCK 194162103 236,427 3,986,957 SH   SOLE   3,986,957 0 0
Comcast Corp COMMSTCK 20030N101 79 1,741 SH   DFND 3 0 0 1,741
Comcast Corp COMMSTCK 20030N101 1,329 29,445 SH   DFND 1 0 0 29,445
Comcast Corp COMMSTCK 20030N101 100,534 2,226,675 SH   SOLE   2,226,675 0 0
Comerica Inc COMMSTCK 200340107 12,784 325,200 SH   SOLE   325,200 0 0
Commercial Vehicle Group I COMMSTCK 202608105 156 19,600 SH   DFND 4 0 0 19,600
Commercial Vehicle Group I COMMSTCK 202608105 4,626 581,198 SH   SOLE   581,198 0 0
Community Health Systems I COMMSTCK 203668108 9,216 222,070 SH   SOLE   222,070 0 0
CommVault Systems Inc COMMSTCK 204166102 8,811 100,315 SH   SOLE   100,315 0 0
Compass Minerals Internati COMMSTCK 20451N101 13 168 SH   DFND 3 0 0 168
Compass Minerals Internati COMMSTCK 20451N101 22,137 290,240 SH   SOLE   290,240 0 0
ConAgra Foods Inc COMMSTCK 205887102 5,689 187,499 SH   SOLE   187,499 0 0
ConocoPhillips COMMSTCK 20825C104 217 3,129 SH   DFND 3 0 0 3,129
ConocoPhillips COMMSTCK 20825C104 4,401 63,315 SH   DFND 1 0 0 63,315
ConocoPhillips COMMSTCK 20825C104 60,765 874,196 SH   SOLE   874,196 0 0
Consolidated Edison Inc COMMSTCK 209115104 12 215 SH   DFND 3 0 0 215
Consolidated Edison Inc COMMSTCK 209115104 20,912 379,261 SH   SOLE   379,261 0 0
Continental Airlines Inc 4 CNVRTBND 210795PU8 145 85,000 PRN   DFND 4 0 0 85,000
Continental Airlines Inc 4 CNVRTBND 210795PU8 7,976 4,690,000 PRN   SOLE   4,690,000 0 0
Copa Holdings SA COMMSTCK P31076105 16,459 118,691 SH   SOLE   118,691 0 0
Corsicanto Ltd 3.5% CNVRTBND 220480AC1 54 50,000 PRN   DFND 3 0 0 50,000
Corsicanto Ltd 3.5% CNVRTBND 220480AC1 380 350,000 PRN   DFND 4 0 0 350,000
Corsicanto Ltd 3.5% CNVRTBND 220480AC1 17,819 16,395,000 PRN   SOLE   16,395,000 0 0
CoStar Group Inc COMMSTCK 22160N109 15,380 91,600 SH   SOLE   91,600 0 0
Covidien PLC COMMSTCK G2554F113 3,388 55,595 SH   DFND 1 0 0 55,595
Covidien PLC COMMSTCK G2554F113 9,141 150,003 SH   DFND 3 0 0 150,003
Covidien PLC COMMSTCK G2554F113 169,639 2,783,708 SH   SOLE   2,783,708 0 0
CR Bard Inc COMMSTCK 067383109 414 3,592 SH   DFND 3 0 0 3,592
CR Bard Inc COMMSTCK 067383109 6,736 58,475 SH   DFND 1 0 0 58,475
CR Bard Inc COMMSTCK 067383109 106,798 927,070 SH   SOLE   927,070 0 0
Crane Co COMMSTCK 224399105 18,439 299,000 SH   SOLE   299,000 0 0
Credicorp Ltd COMMSTCK G2519Y108 1,709 13,305 SH   SOLE   13,305 0 0
Crown Castle International COMMSTCK 228227104 9,695 132,755 SH   SOLE   132,755 0 0
Crown Holdings Inc COMMSTCK 228368106 24,878 588,410 SH   SOLE   588,410 0 0
CSX Corp COMMSTCK 126408103 17,638 685,243 SH   SOLE   685,243 0 0
CubeSmart COMMSTCK 229663109 1,672 93,700 SH   DFND 2 93,700 0 0
Cubist Pharmaceuticals Inc COMMSTCK 229678107 758 11,934 SH   DFND 4 0 0 11,934
Cubist Pharmaceuticals Inc COMMSTCK 229678107 42,865 674,502 SH   SOLE   674,502 0 0
Cummins Inc COMMSTCK 231021106 4,046 30,448 SH   DFND 1 0 0 30,448
Cummins Inc COMMSTCK 231021106 7,618 57,333 SH   DFND 3 0 0 57,333
Cummins Inc COMMSTCK 231021106 175,676 1,322,161 SH   SOLE   1,322,161 0 0
CVS Caremark Corp COMMSTCK 126650100 3,663 64,549 SH   DFND 1 0 0 64,549
CVS Caremark Corp COMMSTCK 126650100 10,934 192,670 SH   DFND 3 0 0 192,670
CVS Caremark Corp COMMSTCK 126650100 230,141 4,055,350 SH   SOLE   4,055,350 0 0
Cytec Industries Inc COMMSTCK 232820100 18,941 232,800 SH   SOLE   232,800 0 0
Danaher Corp COMMSTCK 235851102 11,007 158,792 SH   SOLE   158,792 0 0
DaVita HealthCare Partners COMMSTCK 23918K108 1,635 28,738 SH   DFND 1 0 0 28,738
DaVita HealthCare Partners COMMSTCK 23918K108 3,887 68,314 SH   DFND 3 0 0 68,314
DaVita HealthCare Partners COMMSTCK 23918K108 77,489 1,361,852 SH   SOLE   1,361,852 0 0
DDR Corp COMMSTCK 23317H102 3,274 208,400 SH   DFND 2 208,400 0 0
Delphi Automotive PLC COMMSTCK G27823106 11,521 197,208 SH   SOLE   197,208 0 0
Delta Air Lines Inc COMMSTCK 247361702 47 2,000 SH   DFND 1 0 0 2,000
Delta Air Lines Inc COMMSTCK 247361702 15,421 653,697 SH   SOLE   653,697 0 0
Devon Energy Corp COMMSTCK 25179M103 232 4,021 SH   SOLE   4,021 0 0
DFC Global Corp 2.875% CNVRTBND 256664AB9 4,856 5,000,000 PRN   SOLE   5,000,000 0 0
Diana Shipping Inc COMMSTCK Y2066G104 9,600 795,339 SH   SOLE   795,339 0 0
Dick's Sporting Goods Inc COMMSTCK 253393102 25,932 485,800 SH   SOLE   485,800 0 0
DigitalGlobe Inc COMMSTCK 25389M877 99 3,139 SH   DFND 4 0 0 3,139
DigitalGlobe Inc COMMSTCK 25389M877 1,474 46,607 SH   SOLE   46,607 0 0
Discover Financial Service COMMSTCK 254709108 205 4,055 SH   DFND 3 0 0 4,055
Discover Financial Service COMMSTCK 254709108 3,481 68,870 SH   DFND 1 0 0 68,870
Discover Financial Service COMMSTCK 254709108 165,009 3,264,923 SH   SOLE   3,264,923 0 0
Discovery Communications I COMMSTCK 25470F104 9,103 107,830 SH   SOLE   107,830 0 0
Dollar General Corp COMMSTCK 256677105 6,571 116,390 SH   SOLE   116,390 0 0
Dollar Tree Inc COMMSTCK 256746108 9,566 167,354 SH   SOLE   167,354 0 0
Douglas Emmett Inc COMMSTCK 25960P109 1,835 78,200 SH   DFND 2 78,200 0 0
Dover Corp COMMSTCK 260003108 5,854 65,168 SH   SOLE   65,168 0 0
Dow Chemical Co/The COMMSTCK 260543103 5,171 134,668 SH   SOLE   134,668 0 0
DR Horton Inc COMMSTCK 23331A109 18,798 967,491 SH   SOLE   967,491 0 0
DR Horton Inc 2% CNVRTBND 23331ABB4 532 350,000 PRN   DFND 4 0 0 350,000
DR Horton Inc 2% CNVRTBND 23331ABB4 6,136 4,037,000 PRN   SOLE   4,037,000 0 0
Dr Pepper Snapple Group In COMMSTCK 26138E109 97 2,157 SH   DFND 3 0 0 2,157
Dr Pepper Snapple Group In COMMSTCK 26138E109 1,416 31,604 SH   DFND 1 0 0 31,604
Dr Pepper Snapple Group In COMMSTCK 26138E109 41,911 935,095 SH   SOLE   935,095 0 0
DryShips Inc 5% CORPBOND 262498AB4 11,429 11,700,000 SH   SOLE   11,700,000 0 0
DST Systems Inc COMMSTCK 233326107 133 1,768 SH   DFND 3 0 0 1,768
DST Systems Inc COMMSTCK 233326107 2,312 30,659 SH   DFND 1 0 0 30,659
DST Systems Inc COMMSTCK 233326107 35,409 469,557 SH   SOLE   469,557 0 0
Duke Energy Corp COMMSTCK 26441C204 14,083 210,888 SH   SOLE   210,888 0 0
Duke Realty Corp COMMSTCK 264411505 15,453 1,000,830 SH   SOLE   1,000,830 0 0
DuPont Fabros Technology I COMMSTCK 26613Q106 3,059 118,700 SH   DFND 2 118,700 0 0
Eagle Materials Inc COMMSTCK 26969P108 11,376 156,806 SH   SOLE   156,806 0 0
Eastman Chemical Co COMMSTCK 277432100 35,406 454,510 SH   SOLE   454,510 0 0
Eaton Corp PLC COMMSTCK G29183103 72,045 1,046,551 SH   SOLE   1,046,551 0 0
eBay Inc COMMSTCK 278642103 156 2,797 SH   DFND 3 0 0 2,797
eBay Inc COMMSTCK 278642103 2,983 53,470 SH   DFND 1 0 0 53,470
eBay Inc COMMSTCK 278642103 47,782 856,470 SH   SOLE   856,470 0 0
Ecolab Inc COMMSTCK 278865100 4,671 47,299 SH   DFND 1 0 0 47,299
Ecolab Inc COMMSTCK 278865100 7,737 78,342 SH   DFND 3 0 0 78,342
Ecolab Inc COMMSTCK 278865100 212,446 2,151,137 SH   SOLE   2,151,137 0 0
Edison International COMMSTCK 281020107 217 4,705 SH   SOLE   4,705 0 0
EI du Pont de Nemours & Co COMMSTCK 263534109 8,171 139,530 SH   SOLE   139,530 0 0
Eli Lilly & Co COMMSTCK 532457108 124 2,462 SH   DFND 3 0 0 2,462
Eli Lilly & Co COMMSTCK 532457108 2,014 40,012 SH   DFND 1 0 0 40,012
Eli Lilly & Co COMMSTCK 532457108 41,828 831,072 SH   SOLE   831,072 0 0
Embraer SA DEPRECPT 29082A107 6,212 191,307 SH   SOLE   191,307 0 0
EMC Corp/MA COMMSTCK 268648102 100 3,914 SH   DFND 3 0 0 3,914
EMC Corp/MA COMMSTCK 268648102 148 5,800 SH   DFND 4 0 0 5,800
EMC Corp/MA COMMSTCK 268648102 1,689 66,095 SH   DFND 1 0 0 66,095
EMC Corp/MA COMMSTCK 268648102 142,477 5,574,205 SH   SOLE   5,574,205 0 0
Emerson Electric Co COMMSTCK 291011104 3,897 60,227 SH   SOLE   60,227 0 0
Endologix Inc COMMSTCK 29266S106 7,225 447,900 SH   SOLE   447,900 0 0
Enersis SA DEPRECPT 29274F104 2,827 176,026 SH   SOLE   176,026 0 0
Ensco PLC COMMSTCK G3157S106 167 3,113 SH   DFND 3 0 0 3,113
Ensco PLC COMMSTCK G3157S106 2,871 53,408 SH   DFND 1 0 0 53,408
Ensco PLC COMMSTCK G3157S106 46,057 856,883 SH   SOLE   856,883 0 0
EOG Resources Inc COMMSTCK 26875P101 48,917 288,968 SH   SOLE   288,968 0 0
EPR Properties COMMSTCK 26884U109 3,880 79,600 SH   DFND 2 79,600 0 0
EQT Corp COMMSTCK 26884L109 13,538 152,593 SH   SOLE   152,593 0 0
Equity Lifestyle Propertie COMMSTCK 29472R108 2,802 82,000 SH   DFND 2 82,000 0 0
Equity Residential COMMSTCK 29476L107 11,416 213,100 SH   DFND 2 213,100 0 0
ESCO Technologies Inc COMMSTCK 296315104 180 5,414 SH   DFND 4 0 0 5,414
ESCO Technologies Inc COMMSTCK 296315104 3,700 111,337 SH   SOLE   111,337 0 0
Estee Lauder Cos Inc/The COMMSTCK 518439104 47,745 683,047 SH   SOLE   683,047 0 0
Exelis Inc COMMSTCK 30162A108 13 800 SH   DFND 4 0 0 800
Exelis Inc COMMSTCK 30162A108 204 12,975 SH   SOLE   12,975 0 0
Expeditors International o COMMSTCK 302130109 3,730 84,646 SH   SOLE   84,646 0 0
Express Scripts Holding Co COMMSTCK 30219G108 1,039 16,810 SH   DFND 1 0 0 16,810
Express Scripts Holding Co COMMSTCK 30219G108 5,298 85,754 SH   DFND 3 0 0 85,754
Express Scripts Holding Co COMMSTCK 30219G108 106,722 1,727,458 SH   SOLE   1,727,458 0 0
Exterran Holdings Inc 4.25 CNVRTBND 30225XAA1 2,898 2,325,000 PRN   DFND 3 0 0 2,325,000
Extra Space Storage Inc COMMSTCK 30225T102 4,314 94,300 SH   DFND 2 94,300 0 0
Exxon Mobil Corp COMMSTCK 30231G102 1,957 22,742 SH   SOLE   22,742 0 0
F5 Networks Inc COMMSTCK 315616102 58 673 SH   DFND 3 0 0 673
F5 Networks Inc COMMSTCK 315616102 975 11,364 SH   DFND 1 0 0 11,364
F5 Networks Inc COMMSTCK 315616102 47,506 553,942 SH   SOLE   553,942 0 0
Facebook Inc COMMSTCK 30303M102 171 3,396 SH   DFND 3 0 0 3,396
Facebook Inc COMMSTCK 30303M102 2,922 58,154 SH   DFND 1 0 0 58,154
Facebook Inc COMMSTCK 30303M102 47,990 955,211 SH   SOLE   955,211 0 0
Federal Realty Investment COMMSTCK 313747206 4,474 44,100 SH   DFND 2 44,100 0 0
Federated Investors Inc COMMSTCK 314211103 8,800 323,988 SH   SOLE   323,988 0 0
FedEx Corp COMMSTCK 31428X106 41,071 359,927 SH   SOLE   359,927 0 0
Fidelity National Financia CNVRTBND 31620RAE5 404 285,000 PRN   DFND 3 0 0 285,000
Fidelity National Financia CNVRTBND 31620RAE5 1,204 850,000 PRN   DFND 1 0 0 850,000
Fidelity National Financia CNVRTBND 31620RAE5 11,351 8,015,000 PRN   SOLE   8,015,000 0 0
Fidelity National Informat COMMSTCK 31620M106 21,597 465,050 SH   SOLE   465,050 0 0
Financial Engines Inc COMMSTCK 317485100 5,609 94,363 SH   SOLE   94,363 0 0
First Potomac Realty Trust COMMSTCK 33610F109 1,320 105,000 SH   DFND 2 105,000 0 0
First Republic Bank/CA COMMSTCK 33616C100 24,287 520,840 SH   SOLE   520,840 0 0
Fiserv Inc COMMSTCK 337738108 179 1,776 SH   DFND 3 0 0 1,776
Fiserv Inc COMMSTCK 337738108 3,035 30,031 SH   DFND 1 0 0 30,031
Fiserv Inc COMMSTCK 337738108 43,404 429,534 SH   SOLE   429,534 0 0
Flotek Industries Inc COMMSTCK 343389102 12,394 538,888 SH   SOLE   538,888 0 0
Flowers Foods Inc COMMSTCK 343498101 4,570 213,156 SH   SOLE   213,156 0 0
FMC Technologies Inc COMMSTCK 30249U101 50 908 SH   DFND 3 0 0 908
FMC Technologies Inc COMMSTCK 30249U101 850 15,329 SH   DFND 1 0 0 15,329
FMC Technologies Inc COMMSTCK 30249U101 31,276 564,345 SH   SOLE   564,345 0 0
Ford Motor Co COMMSTCK 345370860 370 21,924 SH   DFND 3 0 0 21,924
Ford Motor Co COMMSTCK 345370860 5,874 348,165 SH   DFND 1 0 0 348,165
Ford Motor Co COMMSTCK 345370860 126,990 7,527,566 SH   SOLE   7,527,566 0 0
Ford Motor Co 4.25% CNVRTBND 345370CN8 1,229 622,000 PRN   DFND 4 0 0 622,000
Ford Motor Co 4.25% CNVRTBND 345370CN8 59,727 30,232,000 PRN   SOLE   30,232,000 0 0
Forest City Enterprises In COMMSTCK 345550107 814 42,984 SH   DFND 4 0 0 42,984
Forest City Enterprises In COMMSTCK 345550107 2,938 155,100 SH   DFND 2 155,100 0 0
Forest City Enterprises In COMMSTCK 345550107 14,269 753,358 SH   SOLE   753,358 0 0
Forest City Enterprises In CNVRTBND 345550AP2 406 365,000 PRN   DFND 4 0 0 365,000
Forest City Enterprises In CNVRTBND 345550AP2 7,783 7,000,000 PRN   SOLE   7,000,000 0 0
Fortune Brands Home & Secu COMMSTCK 34964C106 4,230 101,612 SH   SOLE   101,612 0 0
Frank's International NV COMMSTCK N33462107 7,246 242,108 SH   SOLE   242,108 0 0
Franklin Resources Inc COMMSTCK 354613101 194 3,841 SH   DFND 3 0 0 3,841
Franklin Resources Inc COMMSTCK 354613101 3,522 69,681 SH   DFND 1 0 0 69,681
Franklin Resources Inc COMMSTCK 354613101 54,447 1,077,098 SH   SOLE   1,077,098 0 0
Freeport-McMoRan Copper & COMMSTCK 35671D857 13 380 SH   DFND 3 0 0 380
Freeport-McMoRan Copper & COMMSTCK 35671D857 549 16,600 SH   DFND 4 0 0 16,600
Freeport-McMoRan Copper & COMMSTCK 35671D857 48,530 1,467,036 SH   SOLE   1,467,036 0 0
G&K Services Inc COMMSTCK 361268105 12 199 SH   DFND 3 0 0 199
G&K Services Inc COMMSTCK 361268105 20,665 342,187 SH   SOLE   342,187 0 0
G-III Apparel Group Ltd COMMSTCK 36237H101 7,221 132,282 SH   SOLE   132,282 0 0
Gannett Co Inc COMMSTCK 364730101 1,529 57,067 SH   SOLE   57,067 0 0
Garmin Ltd COMMSTCK H2906T109 9,579 211,972 SH   SOLE   211,972 0 0
Gartner Inc COMMSTCK 366651107 5,296 88,262 SH   SOLE   88,262 0 0
General Cable Corp COMMSTCK 369300108 130 4,100 SH   DFND 4 0 0 4,100
General Cable Corp COMMSTCK 369300108 10,522 331,400 SH   SOLE   331,400 0 0
General Cable Corp 4.5% CNVRTBND 369300AL2 575 509,000 PRN   DFND 4 0 0 509,000
General Cable Corp 4.5% CNVRTBND 369300AL2 1,344 1,190,000 PRN   DFND 3 0 0 1,190,000
General Cable Corp 4.5% CNVRTBND 369300AL2 2,733 2,420,000 PRN   DFND 1 0 0 2,420,000
General Cable Corp 4.5% CNVRTBND 369300AL2 47,382 41,954,000 PRN   SOLE   41,954,000 0 0
General Electric Co COMMSTCK 369604103 342 14,301 SH   DFND 3 0 0 14,301
General Electric Co COMMSTCK 369604103 5,291 221,466 SH   DFND 1 0 0 221,466
General Electric Co COMMSTCK 369604103 254,212 10,640,931 SH   SOLE   10,640,931 0 0
General Mills Inc COMMSTCK 370334104 170 3,556 SH   DFND 3 0 0 3,556
General Mills Inc COMMSTCK 370334104 3,329 69,479 SH   DFND 1 0 0 69,479
General Mills Inc COMMSTCK 370334104 48,040 1,002,656 SH   SOLE   1,002,656 0 0
Genesee & Wyoming Inc COMMSTCK 371559105 4,862 52,292 SH   SOLE   52,292 0 0
Genpact Ltd COMMSTCK G3922B107 5,922 313,659 SH   SOLE   313,659 0 0
Genuine Parts Co COMMSTCK 372460105 11 138 SH   DFND 3 0 0 138
Genuine Parts Co COMMSTCK 372460105 17,512 216,488 SH   SOLE   216,488 0 0
Gilead Sciences Inc COMMSTCK 375558103 98 1,565 SH   DFND 3 0 0 1,565
Gilead Sciences Inc COMMSTCK 375558103 2,493 39,670 SH   DFND 1 0 0 39,670
Gilead Sciences Inc COMMSTCK 375558103 103,976 1,654,610 SH   SOLE   1,654,610 0 0
Goldman Sachs Group Inc/Th COMMSTCK 38141G104 97 610 SH   DFND 3 0 0 610
Goldman Sachs Group Inc/Th COMMSTCK 38141G104 1,685 10,652 SH   DFND 1 0 0 10,652
Goldman Sachs Group Inc/Th COMMSTCK 38141G104 138,685 876,585 SH   SOLE   876,585 0 0
Golub Capital BDC Inc COMMSTCK 38173M102 908 52,363 SH   SOLE   52,363 0 0
Goodrich Petroleum Corp COMMSTCK 382410405 2,973 122,400 SH   SOLE   122,400 0 0
Goodyear Tire & Rubber Co/ COMMSTCK 382550101 35,648 1,587,900 SH   SOLE   1,587,900 0 0
Goodyear Tire & Rubber Co/ PFDDOM 382550309 74 1,160 SH   DFND 3 0 0 1,160
Goodyear Tire & Rubber Co/ PFDDOM 382550309 2,308 36,248 SH   DFND 1 0 0 36,248
Goodyear Tire & Rubber Co/ PFDDOM 382550309 29,127 457,455 SH   SOLE   457,455 0 0
Google Inc COMMSTCK 38259P508 3,938 4,496 SH   DFND 1 0 0 4,496
Google Inc COMMSTCK 38259P508 16,104 18,386 SH   DFND 3 0 0 18,386
Google Inc COMMSTCK 38259P508 345,335 394,259 SH   SOLE   394,259 0 0
Gorman-Rupp Co/The COMMSTCK 383082104 31 774 SH   DFND 3 0 0 774
Gorman-Rupp Co/The COMMSTCK 383082104 49,134 1,224,671 SH   SOLE   1,224,671 0 0
Grana y Montero SA DEPRECPT 38500P208 280 14,011 SH   SOLE   14,011 0 0
Green Mountain Coffee Roas COMMSTCK 393122106 95,776 1,271,417 SH   SOLE   1,271,417 0 0
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 129 120,000 PRN   DFND 4 0 0 120,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 998 930,000 PRN   DFND 1 0 0 930,000
Greenbrier Cos Inc 3.5% CNVRTBND 393657AH4 16,789 15,645,000 PRN   SOLE   15,645,000 0 0
Guidewire Software Inc COMMSTCK 40171V100 7,456 158,264 SH   SOLE   158,264 0 0
Gulfport Energy Corp COMMSTCK 402635304 33,522 521,019 SH   SOLE   521,019 0 0
Halliburton Co COMMSTCK 406216101 84 1,742 SH   DFND 3 0 0 1,742
Halliburton Co COMMSTCK 406216101 1,451 30,131 SH   DFND 1 0 0 30,131
Halliburton Co COMMSTCK 406216101 118,806 2,467,411 SH   SOLE   2,467,411 0 0
Hanesbrands Inc COMMSTCK 410345102 12,016 192,841 SH   SOLE   192,841 0 0
Harley-Davidson Inc COMMSTCK 412822108 10,454 162,727 SH   SOLE   162,727 0 0
Hartford Financial Service COMMSTCK 416515104 105,957 3,404,779 SH   SOLE   3,404,779 0 0
HCP Inc COMMSTCK 40414L109 7,195 175,700 SH   DFND 2 175,700 0 0
HCP Inc COMMSTCK 40414L109 14,209 346,990 SH   SOLE   346,990 0 0
Health Care REIT Inc COMMSTCK 42217K106 6,338 101,600 SH   DFND 2 101,600 0 0
Health Care REIT Inc 6.5% PFDDOM 42217K601 2,878 50,000 SH   SOLE   50,000 0 0
Helmerich & Payne Inc COMMSTCK 423452101 60 877 SH   DFND 3 0 0 877
Helmerich & Payne Inc COMMSTCK 423452101 994 14,414 SH   DFND 1 0 0 14,414
Helmerich & Payne Inc COMMSTCK 423452101 14,334 207,892 SH   SOLE   207,892 0 0
Hercules Offshore Inc COMMSTCK 427093109 55 7,481 SH   DFND 4 0 0 7,481
Hercules Offshore Inc COMMSTCK 427093109 1,684 228,521 SH   SOLE   228,521 0 0
Hercules Offshore Inc CNVRTBND 427093AD1 2,244 2,265,000 PRN   SOLE   2,265,000 0 0
Hershey Co/The COMMSTCK 427866108 715 7,730 SH   DFND 3 0 0 7,730
Hershey Co/The COMMSTCK 427866108 11,300 122,159 SH   DFND 1 0 0 122,159
Hershey Co/The COMMSTCK 427866108 242,170 2,618,052 SH   SOLE   2,618,052 0 0
Hertz Global Holdings Inc COMMSTCK 42805T105 5,495 247,949 SH   SOLE   247,949 0 0
Hess Corp COMMSTCK 42809H107 11,013 142,400 SH   SOLE   142,400 0 0
Hewlett-Packard Co COMMSTCK 428236103 2,941 140,190 SH   SOLE   140,190 0 0
Hillshire Brands Co COMMSTCK 432589109 8 275 SH   DFND 3 0 0 275
Hillshire Brands Co COMMSTCK 432589109 16,015 520,983 SH   SOLE   520,983 0 0
Hologic Inc COMMSTCK 436440101 30,661 1,484,807 SH   SOLE   1,484,807 0 0
Hologic Inc 2% CNVRTBND 436440AA9 100 100,000 PRN   DFND 3 0 0 100,000
Hologic Inc 2% CNVRTBND 436440AA9 265 265,000 PRN   SOLE   265,000 0 0
Hologic Inc 2% CNVRTBND 436440AB7 242 215,000 PRN   DFND 3 0 0 215,000
Hologic Inc 2% CNVRTBND 436440AB7 506 450,000 PRN   DFND 4 0 0 450,000
Hologic Inc 2% CNVRTBND 436440AB7 3,375 3,000,000 PRN   DFND 1 0 0 3,000,000
Hologic Inc 2% CNVRTBND 436440AB7 41,411 36,810,000 PRN   SOLE   36,810,000 0 0
Hologic Inc 2% CNVRTBND 436440AC5 397 395,000 PRN   DFND 3 0 0 395,000
Hologic Inc 2% CNVRTBND 436440AC5 1,407 1,400,000 PRN   DFND 1 0 0 1,400,000
Hologic Inc 2% CNVRTBND 436440AC5 25,492 25,365,000 PRN   SOLE   25,365,000 0 0
Home Depot Inc/The COMMSTCK 437076102 1,785 23,533 SH   DFND 1 0 0 23,533
Home Depot Inc/The COMMSTCK 437076102 11,152 147,033 SH   DFND 3 0 0 147,033
Home Depot Inc/The COMMSTCK 437076102 194,520 2,564,540 SH   SOLE   2,564,540 0 0
Home Properties Inc COMMSTCK 437306103 12,423 215,120 SH   SOLE   215,120 0 0
HomeAway Inc COMMSTCK 43739Q100 8,233 294,036 SH   SOLE   294,036 0 0
Honeywell International In COMMSTCK 438516106 3,744 45,092 SH   SOLE   45,092 0 0
Hospira Inc COMMSTCK 441060100 863 22,000 SH   SOLE   22,000 0 0
Host Hotels & Resorts Inc COMMSTCK 44107P104 6,149 348,000 SH   DFND 2 348,000 0 0
Humana Inc COMMSTCK 444859102 57,027 611,023 SH   SOLE   611,023 0 0
Illumina Inc COMMSTCK 452327109 6,962 86,127 SH   SOLE   86,127 0 0
Imax Corp COMMSTCK 45245E109 9,542 315,534 SH   SOLE   315,534 0 0
Ingersoll-Rand PLC COMMSTCK G47791101 287 4,419 SH   DFND 3 0 0 4,419
Ingersoll-Rand PLC COMMSTCK G47791101 4,848 74,659 SH   DFND 1 0 0 74,659
Ingersoll-Rand PLC COMMSTCK G47791101 214,960 3,310,126 SH   SOLE   3,310,126 0 0
Ingram Micro Inc COMMSTCK 457153104 332 14,400 SH   DFND 4 0 0 14,400
Ingram Micro Inc COMMSTCK 457153104 10,140 439,900 SH   SOLE   439,900 0 0
Ingredion Inc COMMSTCK 457187102 13,179 199,170 SH   SOLE   199,170 0 0
Insulet Corp COMMSTCK 45784P101 7,412 204,527 SH   SOLE   204,527 0 0
Intel Corp COMMSTCK 458140100 97 4,214 SH   DFND 3 0 0 4,214
Intel Corp COMMSTCK 458140100 1,631 71,162 SH   DFND 1 0 0 71,162
Intel Corp COMMSTCK 458140100 41,624 1,816,042 SH   SOLE   1,816,042 0 0
Intel Corp 2.95% CNVRTBND 458140AD2 704 650,000 PRN   DFND 3 0 0 650,000
Intel Corp 2.95% CNVRTBND 458140AD2 4,471 4,130,000 PRN   DFND 1 0 0 4,130,000
Intel Corp 2.95% CNVRTBND 458140AD2 58,706 54,232,000 PRN   SOLE   54,232,000 0 0
Intel Corp 3.25% CNVRTBND 458140AF7 22 18,000 PRN   DFND 3 0 0 18,000
Intel Corp 3.25% CNVRTBND 458140AF7 1,119 904,000 PRN   DFND 1 0 0 904,000
Intel Corp 3.25% CNVRTBND 458140AF7 9,194 7,426,000 PRN   SOLE   7,426,000 0 0
InterContinental Hotels Gr DEPRECPT 45857P400 2,319 79,400 SH   SOLE   79,400 0 0
IntercontinentalExchange I COMMSTCK 45865V100 8,076 44,518 SH   DFND 3 0 0 44,518
IntercontinentalExchange I COMMSTCK 45865V100 57,415 316,478 SH   SOLE   316,478 0 0
International Business Mac COMMSTCK 459200101 272 1,470 SH   DFND 3 0 0 1,470
International Business Mac COMMSTCK 459200101 4,485 24,222 SH   DFND 1 0 0 24,222
International Business Mac COMMSTCK 459200101 71,101 383,957 SH   SOLE   383,957 0 0
International Paper Co COMMSTCK 460146103 46 1,018 SH   DFND 3 0 0 1,018
International Paper Co COMMSTCK 460146103 789 17,614 SH   DFND 1 0 0 17,614
International Paper Co COMMSTCK 460146103 47,078 1,050,856 SH   SOLE   1,050,856 0 0
iShares Core MSCI Emerging ETIF 46434G103 3,269 67,200 SH   SOLE   67,200 0 0
iShares MSCI All Peru Capp ETIF 464289842 1,474 45,200 SH   SOLE   45,200 0 0
iShares MSCI South Korea C ETIF 464286772 3,101 50,400 SH   SOLE   50,400 0 0
iShares US Real Estate ETF ETIF 464287739 8,938 140,180 SH   SOLE   140,180 0 0
Itau Unibanco Holding SA DEPRECPT 465562106 7,236 512,464 SH   SOLE   512,464 0 0
ITC Holdings Corp COMMSTCK 465685105 2,115 22,538 SH   SOLE   22,538 0 0
Itron Inc COMMSTCK 465741106 406 9,479 SH   DFND 4 0 0 9,479
Itron Inc COMMSTCK 465741106 11,326 264,451 SH   SOLE   264,451 0 0
ITT Corp COMMSTCK 450911201 124 3,450 SH   DFND 4 0 0 3,450
ITT Corp COMMSTCK 450911201 2,245 62,459 SH   SOLE   62,459 0 0
Jarden Corp COMMSTCK 471109108 32,173 664,730 SH   SOLE   664,730 0 0
Jazz Pharmaceuticals Plc COMMSTCK G50871105 30,201 328,378 SH   SOLE   328,378 0 0
JinkoSolar Holding Co Ltd CNVRTBND 47759TAA8 5,854 6,000,000 PRN   SOLE   6,000,000 0 0
John Wiley & Sons Inc COMMSTCK 968223206 283 5,932 SH   DFND 3 0 0 5,932
John Wiley & Sons Inc COMMSTCK 968223206 4,584 96,119 SH   DFND 1 0 0 96,119
John Wiley & Sons Inc COMMSTCK 968223206 160,214 3,359,486 SH   SOLE   3,359,486 0 0
Johnson & Johnson COMMSTCK 478160104 487 5,619 SH   DFND 3 0 0 5,619
Johnson & Johnson COMMSTCK 478160104 7,709 88,923 SH   DFND 1 0 0 88,923
Johnson & Johnson COMMSTCK 478160104 328,137 3,785,173 SH   SOLE   3,785,173 0 0
Johnson Controls Inc COMMSTCK 478366107 182 4,384 SH   DFND 3 0 0 4,384
Johnson Controls Inc COMMSTCK 478366107 3,329 80,228 SH   DFND 1 0 0 80,228
Johnson Controls Inc COMMSTCK 478366107 47,961 1,155,689 SH   SOLE   1,155,689 0 0
Jones Lang LaSalle Inc COMMSTCK 48020Q107 5,639 64,595 SH   SOLE   64,595 0 0
Joy Global Inc COMMSTCK 481165108 301 5,900 SH   DFND 4 0 0 5,900
Joy Global Inc COMMSTCK 481165108 24,214 474,417 SH   SOLE   474,417 0 0
JPMorgan Chase & Co COMMSTCK 46625H100 229 4,439 SH   DFND 3 0 0 4,439
JPMorgan Chase & Co COMMSTCK 46625H100 3,860 74,670 SH   DFND 1 0 0 74,670
JPMorgan Chase & Co COMMSTCK 46625H100 148,270 2,868,439 SH   SOLE   2,868,439 0 0
Kansas City Southern COMMSTCK 485170302 11,057 101,109 SH   SOLE   101,109 0 0
KapStone Paper and Packagi COMMSTCK 48562P103 6,022 140,702 SH   SOLE   140,702 0 0
KAR Auction Services Inc COMMSTCK 48238T109 493 17,481 SH   SOLE   17,481 0 0
Kaydon Corp COMMSTCK 486587108 16,208 456,320 SH   SOLE   456,320 0 0
KB Home 1.375% CNVRTBND 48666KAS8 660 650,000 PRN   DFND 4 0 0 650,000
KB Home 1.375% CNVRTBND 48666KAS8 660 650,000 PRN   DFND 3 0 0 650,000
KB Home 1.375% CNVRTBND 48666KAS8 1,295 1,275,000 PRN   DFND 1 0 0 1,275,000
KB Home 1.375% CNVRTBND 48666KAS8 37,146 36,575,000 PRN   SOLE   36,575,000 0 0
KBR Inc COMMSTCK 48242W106 23,302 713,900 SH   SOLE   713,900 0 0
Kellogg Co COMMSTCK 487836108 17,993 306,371 SH   SOLE   306,371 0 0
Kennametal Inc COMMSTCK 489170100 248 5,449 SH   DFND 4 0 0 5,449
Kennametal Inc COMMSTCK 489170100 6,806 149,248 SH   SOLE   149,248 0 0
KeyCorp COMMSTCK 493267108 118 10,362 SH   DFND 3 0 0 10,362
KeyCorp COMMSTCK 493267108 4,634 406,500 SH   DFND 1 0 0 406,500
KeyCorp COMMSTCK 493267108 115,338 10,117,373 SH   SOLE   10,117,373 0 0
Kilroy Realty Corp COMMSTCK 49427F108 5,784 115,800 SH   DFND 2 115,800 0 0
Kimberly-Clark Corp COMMSTCK 494368103 13 143 SH   DFND 3 0 0 143
Kimberly-Clark Corp COMMSTCK 494368103 25,816 274,001 SH   SOLE   274,001 0 0
Kimco Realty Corp COMMSTCK 49446R109 15,291 757,750 SH   SOLE   757,750 0 0
KKR & Co LP COMMSTCK 48248M102 1,724 83,763 SH   SOLE   83,763 0 0
Kraft Foods Group Inc COMMSTCK 50076Q106 125 2,380 SH   DFND 3 0 0 2,380
Kraft Foods Group Inc COMMSTCK 50076Q106 1,827 34,839 SH   DFND 1 0 0 34,839
Kraft Foods Group Inc COMMSTCK 50076Q106 55,965 1,067,221 SH   SOLE   1,067,221 0 0
Lam Research Corp 1.25% CNVRTBND 512807AL2 687 571,000 PRN   DFND 4 0 0 571,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 902 750,000 PRN   DFND 3 0 0 750,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 2,646 2,199,000 PRN   DFND 1 0 0 2,199,000
Lam Research Corp 1.25% CNVRTBND 512807AL2 46,970 39,040,000 PRN   SOLE   39,040,000 0 0
Laredo Petroleum Holdings COMMSTCK 516806106 3,738 125,952 SH   SOLE   125,952 0 0
Las Vegas Sands Corp COMMSTCK 517834107 12,212 183,856 SH   SOLE   183,856 0 0
Lazard Ltd COMMSTCK G54050102 1,657 46,000 SH   SOLE   46,000 0 0
Lear Corp COMMSTCK 521865204 106 1,488 SH   DFND 1 0 0 1,488
Lear Corp COMMSTCK 521865204 20,267 283,183 SH   SOLE   283,183 0 0
Leidos Holdings Inc COMMSTCK 525327102 8,401 184,564 SH   SOLE   184,564 0 0
Liberty Global PLC COMMSTCK G5480U104 4,882 61,519 SH   SOLE   61,519 0 0
Liberty Property Trust COMMSTCK 531172104 3,574 100,400 SH   DFND 2 100,400 0 0
LifePoint Hospitals Inc 3. CNVRTBND 53219LAH2 1,247 1,185,000 PRN   SOLE   1,185,000 0 0
Lincoln Electric Holdings COMMSTCK 533900106 8,355 125,418 SH   SOLE   125,418 0 0
Lincoln National Corp COMMSTCK 534187109 19,021 453,000 SH   SOLE   453,000 0 0
Linear Technology Corp COMMSTCK 535678106 15,322 386,328 SH   SOLE   386,328 0 0
LinkedIn Corp COMMSTCK 53578A108 11,060 44,950 SH   SOLE   44,950 0 0
Live Nation Entertainment CNVRTBND 538034AB5 2,542 2,491,000 PRN   SOLE   2,491,000 0 0
LKQ Corp COMMSTCK 501889208 16,382 514,176 SH   SOLE   514,176 0 0
Lorillard Inc COMMSTCK 544147101 1,719 38,379 SH   SOLE   38,379 0 0
Lowe's Cos Inc COMMSTCK 548661107 85 1,786 SH   DFND 3 0 0 1,786
Lowe's Cos Inc COMMSTCK 548661107 1,442 30,284 SH   DFND 1 0 0 30,284
Lowe's Cos Inc COMMSTCK 548661107 133,143 2,796,528 SH   SOLE   2,796,528 0 0
LyondellBasell Industries COMMSTCK N53745100 798 10,892 SH   DFND 4 0 0 10,892
LyondellBasell Industries COMMSTCK N53745100 131,741 1,799,002 SH   SOLE   1,799,002 0 0
Macerich Co/The COMMSTCK 554382101 5,430 96,200 SH   DFND 2 96,200 0 0
Macys Inc COMMSTCK 55616P104 162 3,739 SH   DFND 3 0 0 3,739
Macys Inc COMMSTCK 55616P104 3,019 69,766 SH   DFND 1 0 0 69,766
Macys Inc COMMSTCK 55616P104 129,837 3,000,613 SH   SOLE   3,000,613 0 0
Mallinckrodt PLC COMMSTCK G5785G107 18 417 SH   DFND 3 0 0 417
Mallinckrodt PLC COMMSTCK G5785G107 306 6,949 SH   DFND 1 0 0 6,949
Mallinckrodt PLC COMMSTCK G5785G107 5,092 115,485 SH   SOLE   115,485 0 0
Manitowoc Co Inc/The COMMSTCK 563571108 11,204 572,214 SH   SOLE   572,214 0 0
Marathon Oil Corp COMMSTCK 565849106 217 6,230 SH   DFND 3 0 0 6,230
Marathon Oil Corp COMMSTCK 565849106 241 6,900 SH   DFND 4 0 0 6,900
Marathon Oil Corp COMMSTCK 565849106 3,146 90,208 SH   DFND 1 0 0 90,208
Marathon Oil Corp COMMSTCK 565849106 195,764 5,612,503 SH   SOLE   5,612,503 0 0
Marathon Petroleum Corp COMMSTCK 56585A102 165 2,566 SH   DFND 3 0 0 2,566
Marathon Petroleum Corp COMMSTCK 56585A102 222 3,450 SH   DFND 4 0 0 3,450
Marathon Petroleum Corp COMMSTCK 56585A102 2,533 39,376 SH   DFND 1 0 0 39,376
Marathon Petroleum Corp COMMSTCK 56585A102 57,981 901,439 SH   SOLE   901,439 0 0
Marriott International Inc COMMSTCK 571903202 25,656 609,979 SH   SOLE   609,979 0 0
Marvell Technology Group L COMMSTCK G5876H105 26,038 2,264,200 SH   SOLE   2,264,200 0 0
Masimo Corp COMMSTCK 574795100 7,634 286,545 SH   SOLE   286,545 0 0
Mastercard Inc COMMSTCK 57636Q104 2,158 3,208 SH   DFND 1 0 0 3,208
Mastercard Inc COMMSTCK 57636Q104 16,750 24,897 SH   DFND 3 0 0 24,897
Mastercard Inc COMMSTCK 57636Q104 159,489 237,059 SH   SOLE   237,059 0 0
Maxim Integrated Products COMMSTCK 57772K101 1,252 41,998 SH   DFND 1 0 0 41,998
Maxim Integrated Products COMMSTCK 57772K101 3,526 118,325 SH   DFND 3 0 0 118,325
Maxim Integrated Products COMMSTCK 57772K101 78,674 2,640,052 SH   SOLE   2,640,052 0 0
McCormick & Co Inc/MD COMMSTCK 579780206 7,392 114,256 SH   SOLE   114,256 0 0
McDonald's Corp COMMSTCK 580135101 212 2,205 SH   DFND 3 0 0 2,205
McDonald's Corp COMMSTCK 580135101 3,684 38,293 SH   DFND 1 0 0 38,293
McDonald's Corp COMMSTCK 580135101 57,585 598,530 SH   SOLE   598,530 0 0
McKesson Corp COMMSTCK 58155Q103 1,982 15,447 SH   SOLE   15,447 0 0
Medtronic Inc COMMSTCK 585055106 10 189 SH   DFND 3 0 0 189
Medtronic Inc COMMSTCK 585055106 44,967 844,459 SH   SOLE   844,459 0 0
Melco Crown Entertainment DEPRECPT 585464100 7,575 237,978 SH   SOLE   237,978 0 0
Mentor Graphics Corp 4% CNVRTBND 587200AK2 229 175,000 PRN   DFND 3 0 0 175,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 590 450,000 PRN   DFND 4 0 0 450,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 2,899 2,213,000 PRN   DFND 1 0 0 2,213,000
Mentor Graphics Corp 4% CNVRTBND 587200AK2 47,281 36,092,000 PRN   SOLE   36,092,000 0 0
Merck & Co Inc COMMSTCK 58933Y105 126 2,649 SH   DFND 3 0 0 2,649
Merck & Co Inc COMMSTCK 58933Y105 2,304 48,392 SH   DFND 1 0 0 48,392
Merck & Co Inc COMMSTCK 58933Y105 112,181 2,356,258 SH   SOLE   2,356,258 0 0
Methanex Corp COMMSTCK 59151K108 8,109 158,165 SH   SOLE   158,165 0 0
MetLife Inc COMMSTCK 59156R108 329 7,000 SH   SOLE   7,000 0 0
MGM Resorts International CNVRTBND 55303QAE0 6,875 5,400,000 PRN   SOLE   5,400,000 0 0
Michael Kors Holdings Ltd COMMSTCK G60754101 20,718 278,024 SH   SOLE   278,024 0 0
Microchip Technology Inc COMMSTCK 595017104 14 359 SH   DFND 3 0 0 359
Microchip Technology Inc COMMSTCK 595017104 26,673 662,020 SH   SOLE   662,020 0 0
Microsoft Corp COMMSTCK 594918104 8,857 265,885 SH   DFND 1 0 0 265,885
Microsoft Corp COMMSTCK 594918104 15,562 467,202 SH   DFND 3 0 0 467,202
Microsoft Corp COMMSTCK 594918104 446,622 13,408,037 SH   SOLE   13,408,037 0 0
Mine Safety Appliances Co COMMSTCK 602720104 12,575 243,656 SH   SOLE   243,656 0 0
Mobile Mini Inc COMMSTCK 60740F105 6,700 196,708 SH   SOLE   196,708 0 0
Mohawk Industries Inc COMMSTCK 608190104 8,142 62,512 SH   SOLE   62,512 0 0
Molex Inc COMMSTCK 608554200 18,407 480,841 SH   SOLE   480,841 0 0
Molson Coors Brewing Co COMMSTCK 60871R209 1,900 37,909 SH   SOLE   37,909 0 0
Mondelez International Inc COMMSTCK 609207105 220 7,003 SH   DFND 3 0 0 7,003
Mondelez International Inc COMMSTCK 609207105 3,284 104,516 SH   DFND 1 0 0 104,516
Mondelez International Inc COMMSTCK 609207105 78,676 2,504,001 SH   SOLE   2,504,001 0 0
Monolithic Power Systems I COMMSTCK 609839105 4,381 144,697 SH   SOLE   144,697 0 0
Monsanto Co COMMSTCK 61166W101 1,785 17,104 SH   DFND 1 0 0 17,104
Monsanto Co COMMSTCK 61166W101 4,877 46,727 SH   DFND 3 0 0 46,727
Monsanto Co COMMSTCK 61166W101 116,314 1,114,440 SH   SOLE   1,114,440 0 0
Monster Beverage Corp COMMSTCK 611740101 4,972 95,166 SH   SOLE   95,166 0 0
Morgan Stanley COMMSTCK 617446448 150,545 5,586,088 SH   SOLE   5,586,088 0 0
Mosaic Co/The COMMSTCK 61945C103 76 1,763 SH   DFND 3 0 0 1,763
Mosaic Co/The COMMSTCK 61945C103 1,332 30,968 SH   DFND 1 0 0 30,968
Mosaic Co/The COMMSTCK 61945C103 21,321 495,602 SH   SOLE   495,602 0 0
Motorola Solutions Inc COMMSTCK 620076307 79 1,338 SH   DFND 3 0 0 1,338
Motorola Solutions Inc COMMSTCK 620076307 1,547 26,057 SH   DFND 1 0 0 26,057
Motorola Solutions Inc COMMSTCK 620076307 23,182 390,407 SH   SOLE   390,407 0 0
Mueller Water Products Inc COMMSTCK 624758108 4,441 555,833 SH   SOLE   555,833 0 0
Murphy Oil Corp COMMSTCK 626717102 13,415 222,400 SH   SOLE   222,400 0 0
NASDAQ OMX Group Inc/The COMMSTCK 631103108 25,425 792,300 SH   SOLE   792,300 0 0
National Fuel Gas Co COMMSTCK 636180101 14 205 SH   DFND 3 0 0 205
National Fuel Gas Co COMMSTCK 636180101 22,778 331,263 SH   SOLE   331,263 0 0
National Oilwell Varco Inc COMMSTCK 637071101 137 1,754 SH   DFND 3 0 0 1,754
National Oilwell Varco Inc COMMSTCK 637071101 2,263 28,969 SH   DFND 1 0 0 28,969
National Oilwell Varco Inc COMMSTCK 637071101 37,558 480,829 SH   SOLE   480,829 0 0
National Retail Properties COMMSTCK 637417106 1,887 59,300 SH   DFND 2 59,300 0 0
Natural Grocers by Vitamin COMMSTCK 63888U108 3,490 87,912 SH   SOLE   87,912 0 0
NCR Corp COMMSTCK 62886E108 25,893 653,700 SH   SOLE   653,700 0 0
NetApp Inc COMMSTCK 64110D104 2,746 64,435 SH   SOLE   64,435 0 0
Netflix Inc COMMSTCK 64110L106 7,839 25,352 SH   SOLE   25,352 0 0
Neurocrine Biosciences Inc COMMSTCK 64125C109 5,371 474,486 SH   SOLE   474,486 0 0
New York Community Bancorp COMMSTCK 649445103 11 696 SH   DFND 3 0 0 696
New York Community Bancorp COMMSTCK 649445103 18,542 1,227,147 SH   SOLE   1,227,147 0 0
NextEra Energy Inc COMMSTCK 65339F101 71,117 887,183 SH   SOLE   887,183 0 0
NIKE Inc COMMSTCK 654106103 288 3,967 SH   SOLE   3,967 0 0
Nordstrom Inc COMMSTCK 655664100 113 2,012 SH   DFND 3 0 0 2,012
Nordstrom Inc COMMSTCK 655664100 2,214 39,395 SH   DFND 1 0 0 39,395
Nordstrom Inc COMMSTCK 655664100 25,347 451,011 SH   SOLE   451,011 0 0
Norfolk Southern Corp COMMSTCK 655844108 244 3,159 SH   DFND 3 0 0 3,159
Norfolk Southern Corp COMMSTCK 655844108 4,264 55,127 SH   DFND 1 0 0 55,127
Norfolk Southern Corp COMMSTCK 655844108 58,119 751,383 SH   SOLE   751,383 0 0
Northeast Utilities COMMSTCK 664397106 27,366 663,420 SH   SOLE   663,420 0 0
Northern Trust Corp COMMSTCK 665859104 4,052 74,500 SH   SOLE   74,500 0 0
Novartis AG DEPRECPT 66987V109 6,551 85,400 SH   SOLE   85,400 0 0
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 95 60,000 PRN   DFND 3 0 0 60,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 728 460,000 PRN   DFND 4 0 0 460,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 1,661 1,049,000 PRN   DFND 1 0 0 1,049,000
Novellus Systems Inc 2.625 CNVRTBND 670008AD3 61,330 38,740,000 PRN   SOLE   38,740,000 0 0
NPS Pharmaceuticals Inc COMMSTCK 62936P103 14,277 448,811 SH   SOLE   448,811 0 0
Nu Skin Enterprises Inc COMMSTCK 67018T105 6,935 72,434 SH   SOLE   72,434 0 0
Nuance Communications Inc COMMSTCK 67020Y100 42 2,236 SH   DFND 3 0 0 2,236
Nuance Communications Inc COMMSTCK 67020Y100 701 37,495 SH   DFND 1 0 0 37,495
Nuance Communications Inc COMMSTCK 67020Y100 9,406 503,114 SH   SOLE   503,114 0 0
Nuance Communications Inc CNVRTBND 67020YAF7 576 570,000 PRN   DFND 3 0 0 570,000
Nuance Communications Inc CNVRTBND 67020YAF7 758 750,000 PRN   DFND 4 0 0 750,000
Nuance Communications Inc CNVRTBND 67020YAF7 1,764 1,745,000 PRN   DFND 1 0 0 1,745,000
Nuance Communications Inc CNVRTBND 67020YAF7 55,908 55,320,000 PRN   SOLE   55,320,000 0 0
NuVasive Inc 2.75% CNVRTBND 670704AC9 205 210,000 PRN   DFND 4 0 0 210,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 463 475,000 PRN   DFND 3 0 0 475,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 3,588 3,680,000 PRN   DFND 1 0 0 3,680,000
NuVasive Inc 2.75% CNVRTBND 670704AC9 34,460 35,308,000 PRN   SOLE   35,308,000 0 0
NVIDIA Corp COMMSTCK 67066G104 8,935 574,200 SH   SOLE   574,200 0 0
Occidental Petroleum Corp COMMSTCK 674599105 1,161 12,411 SH   DFND 1 0 0 12,411
Occidental Petroleum Corp COMMSTCK 674599105 4,086 43,678 SH   DFND 3 0 0 43,678
Occidental Petroleum Corp COMMSTCK 674599105 213,647 2,284,013 SH   SOLE   2,284,013 0 0
Omnicare Inc 3.25% CNVRTBND 681904AL2 604 568,000 PRN   DFND 1 0 0 568,000
Omnicare Inc 3.25% CNVRTBND 681904AL2 2,003 1,885,000 PRN   DFND 3 0 0 1,885,000
Omnicare Inc 3.25% CNVRTBND 681904AL2 4,155 3,911,000 PRN   SOLE   3,911,000 0 0
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 162 150,000 PRN   DFND 3 0 0 150,000
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 655 606,000 PRN   DFND 4 0 0 606,000
ON Semiconductor Corp 2.62 CNVRTBND 682189AH8 33,223 30,744,000 PRN   SOLE   30,744,000 0 0
ONEOK Inc COMMSTCK 682680103 586 10,985 SH   SOLE   10,985 0 0
Oracle Corp COMMSTCK 68389X105 3,843 115,849 SH   DFND 1 0 0 115,849
Oracle Corp COMMSTCK 68389X105 11,116 335,125 SH   DFND 3 0 0 335,125
Oracle Corp COMMSTCK 68389X105 206,357 6,221,184 SH   SOLE   6,221,184 0 0
Orbital Sciences Corp COMMSTCK 685564106 345 16,300 SH   DFND 4 0 0 16,300
Orbital Sciences Corp COMMSTCK 685564106 7,705 363,790 SH   SOLE   363,790 0 0
Owens & Minor Inc COMMSTCK 690732102 12 336 SH   DFND 3 0 0 336
Owens & Minor Inc COMMSTCK 690732102 20,183 583,503 SH   SOLE   583,503 0 0
PACCAR Inc COMMSTCK 693718108 243 4,359 SH   DFND 3 0 0 4,359
PACCAR Inc COMMSTCK 693718108 3,974 71,397 SH   DFND 1 0 0 71,397
PACCAR Inc COMMSTCK 693718108 78,062 1,402,479 SH   SOLE   1,402,479 0 0
Panera Bread Co COMMSTCK 69840W108 5,297 33,413 SH   SOLE   33,413 0 0
PDC Energy Inc COMMSTCK 69327R101 6,723 112,917 SH   SOLE   112,917 0 0
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 547 425,000 PRN   DFND 4 0 0 425,000
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 1,353 1,050,000 PRN   DFND 1 0 0 1,050,000
PDL BioPharma Inc 3.75% CNVRTBND 69329YAC8 30,554 23,720,000 PRN   SOLE   23,720,000 0 0
Pebblebrook Hotel Trust COMMSTCK 70509V100 873 30,400 SH   DFND 2 30,400 0 0
Pebblebrook Hotel Trust COMMSTCK 70509V100 22,724 791,510 SH   SOLE   791,510 0 0
People's United Financial COMMSTCK 712704105 6,273 436,231 SH   SOLE   436,231 0 0
PepsiCo Inc COMMSTCK 713448108 1,602 20,145 SH   DFND 1 0 0 20,145
PepsiCo Inc COMMSTCK 713448108 6,107 76,819 SH   DFND 3 0 0 76,819
PepsiCo Inc COMMSTCK 713448108 179,229 2,254,448 SH   SOLE   2,254,448 0 0
Pfizer Inc COMMSTCK 717081103 311 10,817 SH   DFND 3 0 0 10,817
Pfizer Inc COMMSTCK 717081103 5,088 177,228 SH   DFND 1 0 0 177,228
Pfizer Inc COMMSTCK 717081103 266,595 9,285,798 SH   SOLE   9,285,798 0 0
Philip Morris Internationa COMMSTCK 718172109 11,431 132,017 SH   DFND 3 0 0 132,017
Philip Morris Internationa COMMSTCK 718172109 141,301 1,631,838 SH   SOLE   1,631,838 0 0
Phillips 66 COMMSTCK 718546104 118 2,048 SH   DFND 3 0 0 2,048
Phillips 66 COMMSTCK 718546104 2,175 37,611 SH   DFND 1 0 0 37,611
Phillips 66 COMMSTCK 718546104 35,523 614,380 SH   SOLE   614,380 0 0
Piedmont Office Realty Tru COMMSTCK 720190206 1,229 70,800 SH   DFND 2 70,800 0 0
Pioneer Natural Resources COMMSTCK 723787107 11,000 58,264 SH   SOLE   58,264 0 0
Plum Creek Timber Co Inc COMMSTCK 729251108 960 20,502 SH   SOLE   20,502 0 0
PNC Financial Services Gro COMMSTCK 693475105 465 6,419 SH   DFND 3 0 0 6,419
PNC Financial Services Gro COMMSTCK 693475105 7,489 103,370 SH   DFND 1 0 0 103,370
PNC Financial Services Gro COMMSTCK 693475105 286,180 3,950,034 SH   SOLE   3,950,034 0 0
PNM Resources Inc COMMSTCK 69349H107 17,219 760,890 SH   SOLE   760,890 0 0
Polymet Mining Corp COMMSTCK 731916102 72 91,233 SH   DFND 4 0 0 91,233
Polymet Mining Corp COMMSTCK 731916102 2,211 2,794,636 SH   SOLE   2,794,636 0 0
PowerShares Buyback Achiev ETIF 73935X286 23,245 594,957 SH   SOLE   594,957 0 0
PPG Industries Inc COMMSTCK 693506107 7,190 43,037 SH   SOLE   43,037 0 0
PPL Corp COMMSTCK 69351T106 200 6,584 SH   SOLE   6,584 0 0
Praxair Inc COMMSTCK 74005P104 4,937 41,067 SH   DFND 3 0 0 41,067
Praxair Inc COMMSTCK 74005P104 36,353 302,412 SH   SOLE   302,412 0 0
Precision Castparts Corp COMMSTCK 740189105 6,117 26,920 SH   DFND 3 0 0 26,920
Precision Castparts Corp COMMSTCK 740189105 51,356 226,001 SH   SOLE   226,001 0 0
Precision Drilling Corp COMMSTCK 74022D308 16,354 1,648,631 SH   SOLE   1,648,631 0 0
priceline.com Inc COMMSTCK 741503403 10,511 10,397 SH   SOLE   10,397 0 0
Procter & Gamble Co/The COMMSTCK 742718109 4,113 54,416 SH   DFND 1 0 0 54,416
Procter & Gamble Co/The COMMSTCK 742718109 4,405 58,272 SH   DFND 3 0 0 58,272
Procter & Gamble Co/The COMMSTCK 742718109 72,320 956,739 SH   SOLE   956,739 0 0
Prologis Inc COMMSTCK 74340W103 9,537 253,500 SH   DFND 2 253,500 0 0
Prudential Financial Inc COMMSTCK 744320102 6,596 84,582 SH   SOLE   84,582 0 0
Public Storage COMMSTCK 74460D109 10,227 63,700 SH   DFND 2 63,700 0 0
Qlik Technologies Inc COMMSTCK 74733T105 11,575 338,057 SH   SOLE   338,057 0 0
QUALCOMM Inc COMMSTCK 747525103 10,438 154,964 SH   DFND 3 0 0 154,964
QUALCOMM Inc COMMSTCK 747525103 151,535 2,249,630 SH   SOLE   2,249,630 0 0
Questar Corp COMMSTCK 748356102 10 425 SH   DFND 3 0 0 425
Questar Corp COMMSTCK 748356102 16,840 748,759 SH   SOLE   748,759 0 0
Ramco-Gershenson Propertie COMMSTCK 751452202 1,365 88,600 SH   DFND 2 88,600 0 0
Range Resources Corp COMMSTCK 75281A109 7,564 99,671 SH   SOLE   99,671 0 0
Raytheon Co COMMSTCK 755111507 84 1,096 SH   DFND 3 0 0 1,096
Raytheon Co COMMSTCK 755111507 1,455 18,874 SH   DFND 1 0 0 18,874
Raytheon Co COMMSTCK 755111507 127,811 1,658,373 SH   SOLE   1,658,373 0 0
Regal Entertainment Group COMMSTCK 758766109 10,713 564,451 SH   SOLE   564,451 0 0
Regency Centers Corp COMMSTCK 758849103 3,539 73,200 SH   DFND 2 73,200 0 0
Regions Financial Corp COMMSTCK 7591EP100 116,916 12,625,878 SH   SOLE   12,625,878 0 0
Reinsurance Group of Ameri COMMSTCK 759351604 18,456 275,500 SH   SOLE   275,500 0 0
Rent-A-Center Inc/TX COMMSTCK 76009N100 20,422 536,020 SH   SOLE   536,020 0 0
Resolute Forest Products I COMMSTCK 76117W109 502 37,976 SH   DFND 3 0 0 37,976
Retail Opportunity Investm COMMSTCK 76131N101 1,878 135,900 SH   DFND 2 135,900 0 0
Rio Tinto PLC DEPRECPT 767204100 6,939 142,300 SH   SOLE   142,300 0 0
RLJ Lodging Trust COMMSTCK 74965L101 2,387 101,600 SH   DFND 2 101,600 0 0
Robert Half International COMMSTCK 770323103 27,154 695,720 SH   SOLE   695,720 0 0
Rock Tenn Co COMMSTCK 772739207 4,200 41,470 SH   SOLE   41,470 0 0
Rockwell Automation Inc COMMSTCK 773903109 92 862 SH   DFND 3 0 0 862
Rockwell Automation Inc COMMSTCK 773903109 1,598 14,944 SH   DFND 1 0 0 14,944
Rockwell Automation Inc COMMSTCK 773903109 32,471 303,637 SH   SOLE   303,637 0 0
Ross Stores Inc COMMSTCK 778296103 3,590 49,308 SH   DFND 1 0 0 49,308
Ross Stores Inc COMMSTCK 778296103 13,806 189,641 SH   DFND 3 0 0 189,641
Ross Stores Inc COMMSTCK 778296103 248,035 3,407,075 SH   SOLE   3,407,075 0 0
Rowan Cos Plc COMMSTCK G7665A101 2,286 62,259 SH   SOLE   62,259 0 0
RTI International Metals I CNVRTBND 74973WAB3 212 205,000 PRN   DFND 4 0 0 205,000
RTI International Metals I CNVRTBND 74973WAB3 7,033 6,795,000 PRN   SOLE   6,795,000 0 0
Ryder System Inc COMMSTCK 783549108 25,295 423,700 SH   SOLE   423,700 0 0
Ryland Group Inc/The 0.25% CNVRTBND 783764AS2 183 200,000 PRN   DFND 3 0 0 200,000
Ryland Group Inc/The 0.25% CNVRTBND 783764AS2 589 645,000 PRN   DFND 1 0 0 645,000
Ryland Group Inc/The 0.25% CNVRTBND 783764AS2 7,852 8,605,000 PRN   SOLE   8,605,000 0 0
Salesforce.com Inc COMMSTCK 79466L302 6,283 121,027 SH   SOLE   121,027 0 0
Salix Pharmaceuticals Ltd COMMSTCK 795435106 30,292 452,933 SH   SOLE   452,933 0 0
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 368 300,000 PRN   DFND 3 0 0 300,000
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 374 305,000 PRN   DFND 4 0 0 305,000
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 1,478 1,205,000 PRN   DFND 1 0 0 1,205,000
Salix Pharmaceuticals Ltd CNVRTBND 795435AE6 25,801 21,030,000 PRN   SOLE   21,030,000 0 0
SanDisk Corp COMMSTCK 80004C101 1,012 17,000 SH   SOLE   17,000 0 0
SanDisk Corp 1.5% CNVRTBND 80004CAD3 253 191,000 PRN   DFND 3 0 0 191,000
SanDisk Corp 1.5% CNVRTBND 80004CAD3 1,230 930,000 PRN   DFND 1 0 0 930,000
SanDisk Corp 1.5% CNVRTBND 80004CAD3 21,081 15,940,000 PRN   SOLE   15,940,000 0 0
SBA Communications Corp COMMSTCK 78388J106 11,544 143,478 SH   SOLE   143,478 0 0
Schlumberger Ltd COMMSTCK 806857108 3,632 41,107 SH   DFND 1 0 0 41,107
Schlumberger Ltd COMMSTCK 806857108 9,071 102,654 SH   DFND 3 0 0 102,654
Schlumberger Ltd COMMSTCK 806857108 201,230 2,277,386 SH   SOLE   2,277,386 0 0
Scripps Networks Interacti COMMSTCK 811065101 299 3,833 SH   DFND 3 0 0 3,833
Scripps Networks Interacti COMMSTCK 811065101 3,813 48,817 SH   DFND 1 0 0 48,817
Scripps Networks Interacti COMMSTCK 811065101 17,698 226,578 SH   SOLE   226,578 0 0
Seadrill Ltd COMMSTCK G7945E105 10,666 236,600 SH   SOLE   236,600 0 0
Seagate Technology PLC COMMSTCK G7945M107 232 5,306 SH   SOLE   5,306 0 0
SemGroup Corp COMMSTCK 81663A105 7,423 130,183 SH   SOLE   130,183 0 0
Sherwin-Williams Co/The COMMSTCK 824348106 9,581 52,589 SH   SOLE   52,589 0 0
Shire PLC DEPRECPT 82481R106 14,409 120,183 SH   SOLE   120,183 0 0
Shutterfly Inc COMMSTCK 82568P304 6,910 123,659 SH   SOLE   123,659 0 0
Signature Bank/New York NY COMMSTCK 82669G104 7,882 86,127 SH   SOLE   86,127 0 0
Simon Property Group Inc COMMSTCK 828806109 310 2,089 SH   SOLE   2,089 0 0
Simon Property Group Inc COMMSTCK 828806109 16,127 108,800 SH   DFND 2 108,800 0 0
Skyworks Solutions Inc COMMSTCK 83088M102 37,811 1,522,182 SH   SOLE   1,522,182 0 0
SLM Corp COMMSTCK 78442P106 26,733 1,073,600 SH   SOLE   1,073,600 0 0
Smith & Nephew PLC DEPRECPT 83175M205 2,397 38,402 SH   DFND 1 0 0 38,402
Snap-on Inc COMMSTCK 833034101 829 8,334 SH   SOLE   8,334 0 0
SodaStream International L COMMSTCK M9068E105 6,457 103,491 SH   SOLE   103,491 0 0
Sonoco Products Co COMMSTCK 835495102 10,172 261,231 SH   SOLE   261,231 0 0
Southern Co/The COMMSTCK 842587107 9,621 233,644 SH   SOLE   233,644 0 0
Southwest Airlines Co COMMSTCK 844741108 21,204 1,456,300 SH   SOLE   1,456,300 0 0
Southwestern Energy Co COMMSTCK 845467109 164 4,496 SH   DFND 3 0 0 4,496
Southwestern Energy Co COMMSTCK 845467109 2,798 76,905 SH   DFND 1 0 0 76,905
Southwestern Energy Co COMMSTCK 845467109 55,845 1,535,049 SH   SOLE   1,535,049 0 0
Spectra Energy Corp COMMSTCK 847560109 11 312 SH   DFND 3 0 0 312
Spectra Energy Corp COMMSTCK 847560109 20,292 592,815 SH   SOLE   592,815 0 0
Spirit Aerosystems Holding COMMSTCK 848574109 2,227 91,892 SH   SOLE   91,892 0 0
SPX Corp COMMSTCK 784635104 167 1,976 SH   DFND 3 0 0 1,976
SPX Corp COMMSTCK 784635104 2,827 33,396 SH   DFND 1 0 0 33,396
SPX Corp COMMSTCK 784635104 47,348 559,407 SH   SOLE   559,407 0 0
SS&C Technologies Holdings COMMSTCK 78467J100 4,658 122,269 SH   SOLE   122,269 0 0
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 290 235,000 PRN   DFND 4 0 0 235,000
Standard Pacific Corp 1.25 CNVRTBND 85375CBC4 3,411 2,765,000 PRN   SOLE   2,765,000 0 0
Stanley Black & Decker Inc COMMSTCK 854502101 24,315 268,469 SH   SOLE   268,469 0 0
Stanley Black & Decker Inc PFDDOM 854502309 6,858 50,000 SH   SOLE   50,000 0 0
Staples Inc COMMSTCK 855030102 175 11,954 SH   SOLE   11,954 0 0
Starbucks Corp COMMSTCK 855244109 288 3,742 SH   DFND 4 0 0 3,742
Starbucks Corp COMMSTCK 855244109 3,259 42,338 SH   DFND 1 0 0 42,338
Starbucks Corp COMMSTCK 855244109 15,844 205,852 SH   DFND 3 0 0 205,852
Starbucks Corp COMMSTCK 855244109 240,055 3,118,816 SH   SOLE   3,118,816 0 0
Starwood Hotels & Resorts COMMSTCK 85590A401 1,183 17,800 SH   DFND 2 17,800 0 0
Starwood Hotels & Resorts COMMSTCK 85590A401 2,392 36,000 SH   SOLE   36,000 0 0
Steel Dynamics Inc 5.125% CNVRTBND 858119AP5 306 280,000 PRN   DFND 4 0 0 280,000
Steel Dynamics Inc 5.125% CNVRTBND 858119AP5 8,643 7,920,000 PRN   SOLE   7,920,000 0 0
Stericycle Inc COMMSTCK 858912108 8,096 70,152 SH   SOLE   70,152 0 0
SunPower Corp 4.5% CNVRTBND 867652AE9 400 305,000 PRN   SOLE   305,000 0 0
Suntech Power Holdings Co CNVRTBND 86800CAE4 220 857,000 PRN   SOLE   857,000 0 0
Superior Energy Services I COMMSTCK 868157108 33,902 1,353,933 SH   SOLE   1,353,933 0 0
SUPERVALU Inc COMMSTCK 868536103 172 20,910 SH   SOLE   20,910 0 0
Symantec Corp COMMSTCK 871503108 164 6,610 SH   DFND 3 0 0 6,610
Symantec Corp COMMSTCK 871503108 2,719 109,849 SH   DFND 1 0 0 109,849
Symantec Corp COMMSTCK 871503108 76,172 3,077,639 SH   SOLE   3,077,639 0 0
Synchronoss Technologies I COMMSTCK 87157B103 4,747 124,730 SH   SOLE   124,730 0 0
T Rowe Price Group Inc COMMSTCK 74144T108 242 3,367 SH   DFND 3 0 0 3,367
T Rowe Price Group Inc COMMSTCK 74144T108 4,296 59,727 SH   DFND 1 0 0 59,727
T Rowe Price Group Inc COMMSTCK 74144T108 60,016 834,365 SH   SOLE   834,365 0 0
Taiwan Semiconductor Manuf DEPRECPT 874039100 5,704 336,306 SH   SOLE   336,306 0 0
Tangoe Inc COMMSTCK 87582Y108 3,505 146,905 SH   SOLE   146,905 0 0
Targa Resources Corp COMMSTCK 87612G101 866 11,873 SH   SOLE   11,873 0 0
Target Corp COMMSTCK 87612E106 218 3,409 SH   DFND 3 0 0 3,409
Target Corp COMMSTCK 87612E106 3,997 62,479 SH   DFND 1 0 0 62,479
Target Corp COMMSTCK 87612E106 54,208 847,257 SH   SOLE   847,257 0 0
Taubman Centers Inc COMMSTCK 876664103 4,119 61,200 SH   DFND 2 61,200 0 0
TCP Capital Corp COMMSTCK 87238Q103 1,367 84,272 SH   SOLE   84,272 0 0
TD Ameritrade Holding Corp COMMSTCK 87236Y108 3,998 152,700 SH   SOLE   152,700 0 0
TE Connectivity Ltd COMMSTCK H84989104 402 7,764 SH   DFND 4 0 0 7,764
TE Connectivity Ltd COMMSTCK H84989104 6,617 127,800 SH   SOLE   127,800 0 0
Tenneco Inc COMMSTCK 880349105 28,757 569,441 SH   SOLE   569,441 0 0
Teradyne Inc COMMSTCK 880770102 588 35,600 SH   SOLE   35,600 0 0
Terex Corp COMMSTCK 880779103 25,986 773,404 SH   SOLE   773,404 0 0
Ternium SA DEPRECPT 880890108 1,542 64,184 SH   SOLE   64,184 0 0
Teva Pharmaceutical Indust DEPRECPT 881624209 32,165 851,378 SH   SOLE   851,378 0 0
Theravance Inc 2.125% CNVRTBND 88338TAB0 781 480,000 PRN   DFND 4 0 0 480,000
Theravance Inc 2.125% CNVRTBND 88338TAB0 25,239 15,520,000 PRN   SOLE   15,520,000 0 0
Thermo Fisher Scientific I COMMSTCK 883556102 996 10,805 SH   DFND 4 0 0 10,805
Thermo Fisher Scientific I COMMSTCK 883556102 2,280 24,741 SH   DFND 1 0 0 24,741
Thermo Fisher Scientific I COMMSTCK 883556102 13,605 147,643 SH   DFND 3 0 0 147,643
Thermo Fisher Scientific I COMMSTCK 883556102 155,599 1,688,541 SH   SOLE   1,688,541 0 0
TIBCO Software Inc COMMSTCK 88632Q103 1,758 68,700 SH   SOLE   68,700 0 0
TIBCO Software Inc 2.25% CNVRTBND 88632QAB9 163 160,000 PRN   DFND 3 0 0 160,000
TIBCO Software Inc 2.25% CNVRTBND 88632QAB9 223 220,000 PRN   DFND 4 0 0 220,000
TIBCO Software Inc 2.25% CNVRTBND 88632QAB9 16,524 16,270,000 PRN   SOLE   16,270,000 0 0
Time Warner Inc COMMSTCK 887317303 1,671 25,387 SH   DFND 1 0 0 25,387
Time Warner Inc COMMSTCK 887317303 6,068 92,206 SH   DFND 3 0 0 92,206
Time Warner Inc COMMSTCK 887317303 225,754 3,430,394 SH   SOLE   3,430,394 0 0
Timken Co COMMSTCK 887389104 605 10,017 SH   SOLE   10,017 0 0
TJX Cos Inc COMMSTCK 872540109 260 4,619 SH   DFND 3 0 0 4,619
TJX Cos Inc COMMSTCK 872540109 4,475 79,360 SH   DFND 1 0 0 79,360
TJX Cos Inc COMMSTCK 872540109 76,029 1,348,274 SH   SOLE   1,348,274 0 0
Towers Watson & Co COMMSTCK 891894107 16,194 151,406 SH   SOLE   151,406 0 0
Tractor Supply Co COMMSTCK 892356106 11,810 175,824 SH   SOLE   175,824 0 0
Transocean Ltd COMMSTCK H8817H100 35 795 SH   DFND 4 0 0 795
Transocean Ltd COMMSTCK H8817H100 1,093 24,551 SH   SOLE   24,551 0 0
Travelers Cos Inc/The COMMSTCK 89417E109 196 2,315 SH   DFND 3 0 0 2,315
Travelers Cos Inc/The COMMSTCK 89417E109 3,246 38,290 SH   DFND 1 0 0 38,290
Travelers Cos Inc/The COMMSTCK 89417E109 97,611 1,151,476 SH   SOLE   1,151,476 0 0
Twenty-First Century Fox I COMMSTCK 90130A101 255 7,626 SH   SOLE   7,626 0 0
Tyco International Ltd COMMSTCK H89128104 4,213 123,874 SH   SOLE   123,874 0 0
Tyson Foods Inc COMMSTCK 902494103 4,344 153,600 SH   SOLE   153,600 0 0
Ultimate Software Group In COMMSTCK 90385D107 4,510 30,595 SH   SOLE   30,595 0 0
Unilever NV DEPRECPT 904784709 3,380 89,602 SH   SOLE   89,602 0 0
Union Pacific Corp COMMSTCK 907818108 237 1,525 SH   DFND 3 0 0 1,525
Union Pacific Corp COMMSTCK 907818108 3,918 25,221 SH   DFND 1 0 0 25,221
Union Pacific Corp COMMSTCK 907818108 153,718 989,558 SH   SOLE   989,558 0 0
United Continental Holding COMMSTCK 910047109 39,446 1,284,466 SH   SOLE   1,284,466 0 0
United Parcel Service Inc COMMSTCK 911312106 2,211 24,203 SH   DFND 1 0 0 24,203
United Parcel Service Inc COMMSTCK 911312106 4,622 50,587 SH   DFND 3 0 0 50,587
United Parcel Service Inc COMMSTCK 911312106 66,260 725,184 SH   SOLE   725,184 0 0
United Rentals Inc COMMSTCK 911363109 7,623 130,778 SH   SOLE   130,778 0 0
United States Steel Corp COMMSTCK 912909108 879 42,700 SH   SOLE   42,700 0 0
United States Steel Corp 2 CNVRTBND 912909AH1 138 125,000 PRN   DFND 4 0 0 125,000
United States Steel Corp 2 CNVRTBND 912909AH1 4,843 4,375,000 PRN   SOLE   4,375,000 0 0
United Technologies Corp COMMSTCK 913017109 7,764 72,013 SH   DFND 1 0 0 72,013
United Technologies Corp COMMSTCK 913017109 15,033 139,424 SH   DFND 3 0 0 139,424
United Technologies Corp COMMSTCK 913017109 369,528 3,427,271 SH   SOLE   3,427,271 0 0
UnitedHealth Group Inc COMMSTCK 91324P102 16,468 229,965 SH   SOLE   229,965 0 0
Unum Group COMMSTCK 91529Y106 55,318 1,817,282 SH   SOLE   1,817,282 0 0
US Airways Group Inc COMMSTCK 90341W108 7,307 385,404 SH   SOLE   385,404 0 0
US Bancorp COMMSTCK 902973304 349 9,536 SH   DFND 3 0 0 9,536
US Bancorp COMMSTCK 902973304 5,394 147,469 SH   DFND 1 0 0 147,469
US Bancorp COMMSTCK 902973304 115,145 3,147,760 SH   SOLE   3,147,760 0 0
Vale SA DEPRECPT 91912E105 7,532 482,516 SH   SOLE   482,516 0 0
Vale SA DEPRECPT 91912E105 2,064 145,281 SH   SOLE   145,281 0 0
Valeant Pharmaceuticals In COMMSTCK 91911K102 762 7,300 SH   SOLE   7,300 0 0
Valero Energy Corp COMMSTCK 91913Y100 267 7,820 SH   SOLE   7,820 0 0
Valspar Corp/The COMMSTCK 920355104 30 473 SH   DFND 3 0 0 473
Valspar Corp/The COMMSTCK 920355104 53,482 843,163 SH   SOLE   843,163 0 0
Vantage Drilling Co 7.875% CORPBOND G93205AA3 430 375,000 SH   DFND 3 0 0 375,000
Vantage Drilling Co 7.875% CORPBOND G93205AA3 7,594 6,625,000 SH   SOLE   6,625,000 0 0
Vantiv Inc COMMSTCK 92210H105 7,785 278,622 SH   SOLE   278,622 0 0
Ventas Inc COMMSTCK 92276F100 149 2,418 SH   SOLE   2,418 0 0
Ventas Inc COMMSTCK 92276F100 7,202 117,100 SH   DFND 2 117,100 0 0
Verisk Analytics Inc COMMSTCK 92345Y106 8,547 131,570 SH   SOLE   131,570 0 0
Verizon Communications Inc COMMSTCK 92343V104 212 4,543 SH   DFND 3 0 0 4,543
Verizon Communications Inc COMMSTCK 92343V104 3,251 69,665 SH   DFND 1 0 0 69,665
Verizon Communications Inc COMMSTCK 92343V104 148,514 3,182,901 SH   SOLE   3,182,901 0 0
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 3,313 43,694 SH   DFND 3 0 0 43,694
Vertex Pharmaceuticals Inc COMMSTCK 92532F100 90,675 1,195,928 SH   SOLE   1,195,928 0 0
VF Corp COMMSTCK 918204108 3,486 17,512 SH   SOLE   17,512 0 0
Viacom Inc COMMSTCK 92553P201 8,180 97,870 SH   SOLE   97,870 0 0
Visa Inc COMMSTCK 92826C839 118 617 SH   DFND 3 0 0 617
Visa Inc COMMSTCK 92826C839 2,066 10,809 SH   DFND 1 0 0 10,809
Visa Inc COMMSTCK 92826C839 104,292 545,747 SH   SOLE   545,747 0 0
Vodafone Group PLC DEPRECPT 92857W209 53,837 1,530,322 SH   SOLE   1,530,322 0 0
Vornado Realty Trust COMMSTCK 929042109 4,489 53,400 SH   DFND 2 53,400 0 0
WageWorks Inc COMMSTCK 930427109 9,811 194,479 SH   SOLE   194,479 0 0
Wal-Mart Stores Inc COMMSTCK 931142103 91 1,233 SH   DFND 3 0 0 1,233
Wal-Mart Stores Inc COMMSTCK 931142103 1,477 19,975 SH   DFND 1 0 0 19,975
Wal-Mart Stores Inc COMMSTCK 931142103 26,106 352,980 SH   SOLE   352,980 0 0
Walgreen Co COMMSTCK 931422109 447 8,300 SH   DFND 3 0 0 8,300
Walgreen Co COMMSTCK 931422109 7,198 133,799 SH   DFND 1 0 0 133,799
Walgreen Co COMMSTCK 931422109 117,414 2,182,415 SH   SOLE   2,182,415 0 0
Walt Disney Co/The COMMSTCK 254687106 6,313 97,894 SH   DFND 1 0 0 97,894
Walt Disney Co/The COMMSTCK 254687106 9,326 144,605 SH   DFND 3 0 0 144,605
Walt Disney Co/The COMMSTCK 254687106 323,947 5,023,208 SH   SOLE   5,023,208 0 0
Walter Investment Manageme COMMSTCK 93317W102 49,505 1,252,029 SH   SOLE   1,252,029 0 0
Warner Chilcott PLC COMMSTCK G94368100 5,548 242,800 SH   SOLE   242,800 0 0
Waters Corp COMMSTCK 941848103 388 3,650 SH   DFND 4 0 0 3,650
Waters Corp COMMSTCK 941848103 3,973 37,407 SH   SOLE   37,407 0 0
Weatherford International COMMSTCK H27013103 23,079 1,505,460 SH   SOLE   1,505,460 0 0
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 49 50,000 PRN   DFND 4 0 0 50,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 98 100,000 PRN   DFND 3 0 0 100,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 784 800,000 PRN   DFND 1 0 0 800,000
WebMD Health Corp 2.25% CNVRTBND 94770VAH5 25,807 26,350,000 PRN   SOLE   26,350,000 0 0
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 165 175,000 PRN   DFND 3 0 0 175,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 457 485,000 PRN   DFND 1 0 0 485,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 598 635,000 PRN   DFND 4 0 0 635,000
WebMD Health Corp 2.5% CNVRTBND 94770VAF9 18,032 19,145,000 PRN   SOLE   19,145,000 0 0
Wells Fargo & Co COMMSTCK 949746101 591 14,312 SH   DFND 3 0 0 14,312
Wells Fargo & Co COMMSTCK 949746101 9,494 229,779 SH   DFND 1 0 0 229,779
Wells Fargo & Co COMMSTCK 949746101 196,929 4,765,940 SH   SOLE   4,765,940 0 0
Wells Fargo & Co 7.5% PFDDOM 949746804 1,962 1,725 SH   DFND 3 0 0 1,725
Wells Fargo & Co 7.5% PFDDOM 949746804 6,785 5,965 SH   DFND 1 0 0 5,965
Wells Fargo & Co 7.5% PFDDOM 949746804 94,730 83,278 SH   SOLE   83,278 0 0
Westar Energy Inc COMMSTCK 95709T100 23,928 780,700 SH   SOLE   780,700 0 0
Westlake Chemical Corp COMMSTCK 960413102 8,717 83,288 SH   SOLE   83,288 0 0
WEX Inc COMMSTCK 96208T104 7,723 88,011 SH   SOLE   88,011 0 0
Weyerhaeuser Co COMMSTCK 962166104 11,352 396,501 SH   SOLE   396,501 0 0
Whiting Petroleum Corp COMMSTCK 966387102 36,207 604,970 SH   SOLE   604,970 0 0
Williams Cos Inc/The COMMSTCK 969457100 1,130 31,069 SH   SOLE   31,069 0 0
Willis Group Holdings PLC COMMSTCK G96666105 24,751 571,210 SH   SOLE   571,210 0 0
Windstream Holdings Inc COMMSTCK 97382A101 230 28,800 SH   DFND 4 0 0 28,800
Windstream Holdings Inc COMMSTCK 97382A101 4,890 611,276 SH   SOLE   611,276 0 0
WNS Holdings Ltd DEPRECPT 92932M101 3,796 178,901 SH   SOLE   178,901 0 0
WR Grace & Co COMMSTCK 38388F108 13,813 158,038 SH   SOLE   158,038 0 0
WW Grainger Inc COMMSTCK 384802104 4,714 18,012 SH   DFND 3 0 0 18,012
WW Grainger Inc COMMSTCK 384802104 47,858 182,866 SH   SOLE   182,866 0 0
Xerox Corp COMMSTCK 984121103 58,836 5,717,816 SH   SOLE   5,717,816 0 0
Xilinx Inc COMMSTCK 983919101 3,613 77,098 SH   DFND 1 0 0 77,098
Xilinx Inc COMMSTCK 983919101 7,196 153,566 SH   DFND 3 0 0 153,566
Xilinx Inc COMMSTCK 983919101 219,088 4,675,371 SH   SOLE   4,675,371 0 0
Xilinx Inc 3.125% CNVRTBND 983919AD3 162 100,000 PRN   DFND 4 0 0 100,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 647 400,000 PRN   DFND 3 0 0 400,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 2,992 1,850,000 PRN   DFND 1 0 0 1,850,000
Xilinx Inc 3.125% CNVRTBND 983919AD3 33,507 20,715,000 PRN   SOLE   20,715,000 0 0
Xylem Inc/NY COMMSTCK 98419M100 193 6,900 SH   DFND 4 0 0 6,900
Xylem Inc/NY COMMSTCK 98419M100 4,372 156,520 SH   SOLE   156,520 0 0
Yahoo! Inc COMMSTCK 984332106 94 2,837 SH   DFND 3 0 0 2,837
Yahoo! Inc COMMSTCK 984332106 1,449 43,700 SH   DFND 1 0 0 43,700
Yahoo! Inc COMMSTCK 984332106 167,726 5,058,075 SH   SOLE   5,058,075 0 0
Yum! Brands Inc COMMSTCK 988498101 4,286 60,034 SH   SOLE   60,034 0 0
Zimmer Holdings Inc COMMSTCK 98956P102 21,319 259,550 SH   SOLE   259,550 0 0
Zoetis Inc COMMSTCK 98978V103 196 6,298 SH   DFND 3 0 0 6,298
Zoetis Inc COMMSTCK 98978V103 3,220 103,467 SH   DFND 1 0 0 103,467
Zoetis Inc COMMSTCK 98978V103 56,499 1,815,513 SH   SOLE   1,815,513 0 0