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 8,242 58,768 SH   DFND 1 0 0 58,768
3M CO COMMSTCK 88579Y101 13,233 94,350 SH   DFND 3 0 0 94,350
3M CO COMMSTCK 88579Y101 266,715 1,901,713 SH   SOLE   1,901,713 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 228 5,936 SH   DFND 3 0 0 5,936
ABBOTT LABORATORIES COMMSTCK 002824100 3,771 98,381 SH   DFND 1 0 0 98,381
ABBOTT LABORATORIES COMMSTCK 002824100 78,583 2,050,169 SH   SOLE   2,050,169 0 0
ABBVIE INC COMMSTCK 00287Y109 323 6,122 SH   DFND 3 0 0 6,122
ABBVIE INC COMMSTCK 00287Y109 5,195 98,380 SH   DFND 1 0 0 98,380
ABBVIE INC COMMSTCK 00287Y109 102,061 1,932,601 SH   SOLE   1,932,601 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 1,520 61,200 SH   DFND 2 61,200 0 0
ACCENTURE PLC COMMSTCK G1151C101 264 3,208 SH   SOLE   3,208 0 0
ACE LTD COMMSTCK H0023R105 50,000 482,955 SH   SOLE   482,955 0 0
ACTAVIS PLC COMMSTCK G0083B108 178 1,058 SH   DFND 3 0 0 1,058
ACTAVIS PLC COMMSTCK G0083B108 2,867 17,066 SH   DFND 1 0 0 17,066
ACTAVIS PLC COMMSTCK G0083B108 132,369 787,912 SH   SOLE   787,912 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 248 4,145 SH   DFND 3 0 0 4,145
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 4,131 68,986 SH   DFND 1 0 0 68,986
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 69,332 1,157,853 SH   SOLE   1,157,853 0 0
ADVISORY BOARD COMPANY (TH COMMSTCK 00762W107 6,960 109,316 SH   SOLE   109,316 0 0
AETNA INC COMMSTCK 00817Y108 159 2,325 SH   DFND 3 0 0 2,325
AETNA INC COMMSTCK 00817Y108 442 6,438 SH   DFND 4 0 0 6,438
AETNA INC COMMSTCK 00817Y108 2,757 40,202 SH   DFND 1 0 0 40,202
AETNA INC COMMSTCK 00817Y108 174,133 2,538,746 SH   SOLE   2,538,746 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 49,812 229,676 SH   SOLE   229,676 0 0
AFLAC INCORPORATED COMMSTCK 001055102 231 3,462 SH   DFND 3 0 0 3,462
AFLAC INCORPORATED COMMSTCK 001055102 3,814 57,098 SH   DFND 1 0 0 57,098
AFLAC INCORPORATED COMMSTCK 001055102 102,613 1,536,128 SH   SOLE   1,536,128 0 0
AGILENT TECHNOLOGIES INC COMMSTCK 00846U101 6,198 108,367 SH   SOLE   108,367 0 0
AGL RESOURCES INC. COMMSTCK 001204106 11 240 SH   DFND 3 0 0 240
AGL RESOURCES INC. COMMSTCK 001204106 39,537 837,107 SH   SOLE   837,107 0 0
AIRGAS INC COMMSTCK 009363102 254 2,273 SH   DFND 3 0 0 2,273
AIRGAS INC COMMSTCK 009363102 4,155 37,152 SH   DFND 1 0 0 37,152
AIRGAS INC COMMSTCK 009363102 65,605 586,545 SH   SOLE   586,545 0 0
AKAMAI TECHNOLOGIES, INC. COMMSTCK 00971T101 18,586 393,937 SH   SOLE   393,937 0 0
ALERE INC 3% PFDDOM 01449J204 1,034 3,611 SH   DFND 4 0 0 3,611
ALERE INC 3% PFDDOM 01449J204 35,566 124,228 SH   SOLE   124,228 0 0
ALERE INC 3% CNVRTBND 01449JAA3 798 710,000 PRN   DFND 4 0 0 710,000
ALERE INC 3% CNVRTBND 01449JAA3 14,232 12,665,000 PRN   SOLE   12,665,000 0 0
ALEXANDER & BALDWIN LLC COMMSTCK 014491104 359 8,600 SH   DFND 2 8,600 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 3,022 47,500 SH   DFND 2 47,500 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 5,032 79,100 SH   SOLE   79,100 0 0
ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 4,058 30,500 SH   SOLE   30,500 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 6,592 115,339 SH   SOLE   115,339 0 0
ALKERMES PLC COMMSTCK G01767105 8,662 213,043 SH   SOLE   213,043 0 0
ALLERGAN INC/UNITED STATES COMMSTCK 018490102 9,307 83,785 SH   DFND 3 0 0 83,785
ALLERGAN INC/UNITED STATES COMMSTCK 018490102 81,757 736,018 SH   SOLE   736,018 0 0
ALLIANCE DATA SYSTEMS CORP COMMSTCK 018581108 8,637 32,849 SH   SOLE   32,849 0 0
ALLIANCE ONE INTERNATIONAL CNVRTBND 018772AQ6 207 204,000 PRN   DFND 4 0 0 204,000
ALLIANCE ONE INTERNATIONAL CNVRTBND 018772AQ6 9,419 9,274,000 PRN   SOLE   9,274,000 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 10 199 SH   DFND 3 0 0 199
ALLIANT ENERGY CORP COMMSTCK 018802108 17,468 338,533 SH   SOLE   338,533 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 108,629 1,991,733 SH   SOLE   1,991,733 0 0
ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 70 70,000 PRN   DFND 4 0 0 70,000
ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 223 224,000 PRN   DFND 1 0 0 224,000
ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 6,994 7,020,000 PRN   SOLE   7,020,000 0 0
ALPHA NATURAL RESOURCES IN CNVRTBND 02076XAE2 7,566 7,297,000 PRN   SOLE   7,297,000 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 78,130 2,035,167 SH   SOLE   2,035,167 0 0
AMARIN CORPORATION PLC DEPRECPT 023111206 532 270,000 SH   SOLE   270,000 0 0
AMAZON.COM INC COMMSTCK 023135106 93,036 233,296 SH   SOLE   233,296 0 0
AMDOCS LIMITED COMMSTCK G02602103 21,219 514,526 SH   SOLE   514,526 0 0
AMEREN CORPORATION COMMSTCK 023608102 12 319 SH   DFND 3 0 0 319
AMEREN CORPORATION COMMSTCK 023608102 97,398 2,693,538 SH   SOLE   2,693,538 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 2,166 68,900 SH   DFND 2 68,900 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 720 22,357 SH   SOLE   22,357 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,003 62,200 SH   DFND 2 62,200 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 105 2,248 SH   DFND 3 0 0 2,248
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1,770 37,873 SH   DFND 1 0 0 37,873
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 77,277 1,653,348 SH   SOLE   1,653,348 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 191 2,100 SH   DFND 3 0 0 2,100
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 3,263 35,964 SH   DFND 1 0 0 35,964
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 63,160 696,130 SH   SOLE   696,130 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 453 8,864 SH   SOLE   8,864 0 0
AMERICAN TOWER CORPORATION COMMSTCK 03027X100 211 2,638 SH   SOLE   2,638 0 0
AMERICAN WATER WORKS COMPA COMMSTCK 030420103 9,703 229,600 SH   SOLE   229,600 0 0
AMERIPRISE FINANCIAL INC COMMSTCK 03076C106 20,426 177,539 SH   SOLE   177,539 0 0
AMGEN INC COMMSTCK 031162100 292 2,559 SH   DFND 3 0 0 2,559
AMGEN INC COMMSTCK 031162100 4,997 43,771 SH   DFND 1 0 0 43,771
AMGEN INC COMMSTCK 031162100 74,049 648,641 SH   SOLE   648,641 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 4,085 51,498 SH   SOLE   51,498 0 0
ANALOG DEVICES INC COMMSTCK 032654105 4,612 90,559 SH   DFND 3 0 0 90,559
ANALOG DEVICES INC COMMSTCK 032654105 5,915 116,140 SH   DFND 1 0 0 116,140
ANALOG DEVICES INC COMMSTCK 032654105 204,672 4,018,699 SH   SOLE   4,018,699 0 0
ANIXTER INTERNATIONAL INC. COMMSTCK 035290105 9,873 109,891 SH   SOLE   109,891 0 0
AON PLC COMMSTCK G0408V102 9,470 112,888 SH   SOLE   112,888 0 0
APACHE CORPORATION COMMSTCK 037411105 215 2,504 SH   DFND 3 0 0 2,504
APACHE CORPORATION COMMSTCK 037411105 3,615 42,063 SH   DFND 1 0 0 42,063
APACHE CORPORATION COMMSTCK 037411105 161,550 1,879,801 SH   SOLE   1,879,801 0 0
APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 74 70,000 PRN   DFND 4 0 0 70,000
APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 6,765 6,360,000 PRN   SOLE   6,360,000 0 0
APPLE INC COMMSTCK 037833100 10,233 18,237 SH   DFND 1 0 0 18,237
APPLE INC COMMSTCK 037833100 19,949 35,553 SH   DFND 3 0 0 35,553
APPLE INC COMMSTCK 037833100 654,467 1,166,379 SH   SOLE   1,166,379 0 0
APPLIED MATERIALS INC COMMSTCK 038222105 4,880 275,864 SH   SOLE   275,864 0 0
AQUA AMERICA INC COMMSTCK 03836W103 2,620 111,069 SH   SOLE   111,069 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 6,184 348,028 SH   SOLE   348,028 0 0
ARMADA HOFFLER PROPERTIES COMMSTCK 04208T108 550 59,300 SH   DFND 2 59,300 0 0
ARROW ELECTRONICS INC COMMSTCK 042735100 49 907 SH   DFND 4 0 0 907
ARROW ELECTRONICS INC COMMSTCK 042735100 860 15,847 SH   SOLE   15,847 0 0
ASML HOLDING NV DEPRECPT N07059210 131 1,400 SH   DFND 3 0 0 1,400
ASML HOLDING NV DEPRECPT N07059210 2,641 28,188 SH   DFND 1 0 0 28,188
ASML HOLDING NV DEPRECPT N07059210 33,998 362,836 SH   SOLE   362,836 0 0
ASPEN TECHNOLOGY, INC. COMMSTCK 045327103 5,969 142,800 SH   SOLE   142,800 0 0
ASTRAZENECA PLC DEPRECPT 046353108 38,700 651,839 SH   SOLE   651,839 0 0
AT&T INC COMMSTCK 00206R102 1,769 50,307 SH   SOLE   50,307 0 0
ATLAS AIR WORLDWIDE HOLDIN COMMSTCK 049164205 12,342 299,934 SH   SOLE   299,934 0 0
AUTOLIV INC COMMSTCK 052800109 2,177 23,717 SH   SOLE   23,717 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 337 4,171 SH   DFND 3 0 0 4,171
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 5,875 72,705 SH   DFND 1 0 0 72,705
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 87,960 1,088,479 SH   SOLE   1,088,479 0 0
AUXILIUM PHARMACEUTICALS I CNVRTBND 05334DAA5 631 570,000 PRN   DFND 4 0 0 570,000
AUXILIUM PHARMACEUTICALS I CNVRTBND 05334DAA5 1,151 1,040,000 PRN   DFND 3 0 0 1,040,000
AUXILIUM PHARMACEUTICALS I CNVRTBND 05334DAA5 25,875 23,390,000 PRN   SOLE   23,390,000 0 0
AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 9,981 188,718 SH   SOLE   188,718 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 7,508 63,500 SH   DFND 2 63,500 0 0
AXIALL CORP COMMSTCK 05463D100 498 10,495 SH   DFND 4 0 0 10,495
AXIALL CORP COMMSTCK 05463D100 11,844 249,661 SH   SOLE   249,661 0 0
AXIS CAPITAL HOLDINGS LIMI COMMSTCK G0692U109 22,570 474,452 SH   SOLE   474,452 0 0
B&G FOODS INC COMMSTCK 05508R106 5,018 147,973 SH   SOLE   147,973 0 0
BAIDU INC DEPRECPT 056752108 1,276 7,175 SH   SOLE   7,175 0 0
BAKER HUGHES INCORPORATED COMMSTCK 057224107 3,606 65,248 SH   SOLE   65,248 0 0
BANCO SANTANDER BRASIL SA DEPRECPT 05967A107 1,493 244,819 SH   SOLE   244,819 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 176 11,327 SH   DFND 3 0 0 11,327
BANK OF AMERICA CORP COMMSTCK 060505104 2,968 190,594 SH   DFND 1 0 0 190,594
BANK OF AMERICA CORP COMMSTCK 060505104 46,406 2,980,449 SH   SOLE   2,980,449 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 748 705 SH   DFND 3 0 0 705
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 3,751 3,535 SH   DFND 1 0 0 3,535
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 40,109 37,803 SH   SOLE   37,803 0 0
BASIC ENERGY SERVICES INC COMMSTCK 06985P100 3,443 218,179 SH   SOLE   218,179 0 0
BB&T CORP COMMSTCK 054937107 195 5,220 SH   DFND 3 0 0 5,220
BB&T CORP COMMSTCK 054937107 3,456 92,600 SH   DFND 1 0 0 92,600
BB&T CORP COMMSTCK 054937107 135,244 3,623,910 SH   SOLE   3,623,910 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 303 2,742 SH   DFND 3 0 0 2,742
BECTON DICKINSON AND COMPA COMMSTCK 075887109 5,141 46,532 SH   DFND 1 0 0 46,532
BECTON DICKINSON AND COMPA COMMSTCK 075887109 103,456 936,336 SH   SOLE   936,336 0 0
BED BATH & BEYOND INC COMMSTCK 075896100 212 2,646 SH   SOLE   2,646 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 1,015 8,565 SH   SOLE   8,565 0 0
BHP BILLITON LTD DEPRECPT 088606108 14 198 SH   DFND 3 0 0 198
BHP BILLITON LTD DEPRECPT 088606108 22,070 323,600 SH   SOLE   323,600 0 0
BILL BARRETT CORP COMMSTCK 06846N104 5,130 191,560 SH   SOLE   191,560 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 411 3,321 SH   DFND 4 0 0 3,321
BIO-RAD LABORATORIES INC COMMSTCK 090572207 7,312 59,151 SH   SOLE   59,151 0 0
BIOGEN, INC. COMMSTCK 09062X103 413 1,475 SH   SOLE   1,475 0 0
BIOMED REALTY TRUST INC COMMSTCK 09063H107 2,745 151,500 SH   DFND 2 151,500 0 0
BIOSCRIP INC COMMSTCK 09069N108 112 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 1,962 265,191 SH   SOLE   265,191 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 20,626 654,807 SH   SOLE   654,807 0 0
BOEING CO COMMSTCK 097023105 12,250 89,747 SH   SOLE   89,747 0 0
BORGWARNER INC COMMSTCK 099724106 133 2,372 SH   DFND 3 0 0 2,372
BORGWARNER INC COMMSTCK 099724106 2,561 45,814 SH   DFND 1 0 0 45,814
BORGWARNER INC COMMSTCK 099724106 38,384 686,540 SH   SOLE   686,540 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 8,491 84,600 SH   DFND 2 84,600 0 0
BP PLC DEPRECPT 055622104 693 14,247 SH   SOLE   14,247 0 0
BRE PROPERTIES INC COMMSTCK 05564E106 2,013 36,800 SH   DFND 2 36,800 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 4,614 86,808 SH   SOLE   86,808 0 0
BROADCOM CORPORATION COMMSTCK 111320107 2,808 94,700 SH   SOLE   94,700 0 0
BROOKDALE SENIOR LIVING IN COMMSTCK 112463104 6,302 231,849 SH   SOLE   231,849 0 0
BRUKER CORPORATION COMMSTCK 116794108 3,516 177,836 SH   SOLE   177,836 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4,483 98,095 SH   SOLE   98,095 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4,397 113,432 SH   DFND 1 0 0 113,432
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4,720 121,778 SH   DFND 3 0 0 121,778
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 145,912 3,764,488 SH   SOLE   3,764,488 0 0
CADENCE DESIGN SYSTEMS, IN COMMSTCK 127387108 7,921 565,000 SH   SOLE   565,000 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 3,180 55,900 SH   DFND 2 55,900 0 0
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 60 1,005 SH   DFND 3 0 0 1,005
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 1,022 17,175 SH   DFND 1 0 0 17,175
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 14,430 242,402 SH   SOLE   242,402 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 126 2,909 SH   DFND 3 0 0 2,909
CAMPBELL SOUP COMPANY COMMSTCK 134429109 1,958 45,234 SH   DFND 1 0 0 45,234
CAMPBELL SOUP COMPANY COMMSTCK 134429109 128,530 2,969,729 SH   SOLE   2,969,729 0 0
CANADIAN NATIONAL RAILWAY COMMSTCK 136375102 3,565 62,526 SH   SOLE   62,526 0 0
CANADIAN PACIFIC RAILWAY C COMMSTCK 13645T100 4,578 30,257 SH   SOLE   30,257 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 131,476 1,967,912 SH   SOLE   1,967,912 0 0
CAREFUSION CORP COMMSTCK 14170T101 13,525 339,644 SH   SOLE   339,644 0 0
CARLYLE GROUP/THE COMMSTCK 14309L102 31,756 891,523 SH   SOLE   891,523 0 0
CARMAX INC. COMMSTCK 143130102 10,389 220,952 SH   SOLE   220,952 0 0
CARTERS INC COMMSTCK 146229109 4,393 61,195 SH   SOLE   61,195 0 0
CATAMARAN CORP COMMSTCK 148887102 18,370 386,905 SH   SOLE   386,905 0 0
CATERPILLAR INC COMMSTCK 149123101 386 4,246 SH   SOLE   4,246 0 0
CBOE HOLDINGS INC COMMSTCK 12503M108 8,002 154,001 SH   SOLE   154,001 0 0
CBS CORP COMMSTCK 124857202 42,331 664,117 SH   SOLE   664,117 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 20 398 SH   DFND 3 0 0 398
CEDAR FAIR, L.P. COMMSTCK 150185106 34,137 688,514 SH   SOLE   688,514 0 0
CELGENE CORPORATION COMMSTCK 151020104 3,205 18,971 SH   DFND 1 0 0 18,971
CELGENE CORPORATION COMMSTCK 151020104 11,876 70,288 SH   DFND 3 0 0 70,288
CELGENE CORPORATION COMMSTCK 151020104 244,686 1,448,191 SH   SOLE   1,448,191 0 0
CEMEX SAB DE CV 3.75% CNVRTBND 151290BC6 31,533 23,250,000 PRN   SOLE   23,250,000 0 0
CENTURYLINK INC COMMSTCK 156700106 880 27,631 SH   SOLE   27,631 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 6,959 131,209 SH   SOLE   131,209 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 4,211 161,971 SH   SOLE   161,971 0 0
CHART INDUSTRIES INC COMMSTCK 16115Q308 8,065 84,325 SH   SOLE   84,325 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 280 300,000 PRN   DFND 4 0 0 300,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1,166 1,250,000 PRN   DFND 1 0 0 1,250,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 2,052 2,200,000 PRN   DFND 3 0 0 2,200,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 16,178 17,349,000 PRN   SOLE   17,349,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,360 1,340,000 PRN   SOLE   1,340,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,726 1,700,000 PRN   DFND 3 0 0 1,700,000
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 2,331 92,180 SH   SOLE   92,180 0 0
CHEVRON CORP COMMSTCK 166764100 316 2,527 SH   DFND 3 0 0 2,527
CHEVRON CORP COMMSTCK 166764100 5,437 43,524 SH   DFND 1 0 0 43,524
CHEVRON CORP COMMSTCK 166764100 84,207 674,139 SH   SOLE   674,139 0 0
CHICAGO BRIDGE & IRON COMP COMMSTCK 167250109 2,929 35,234 SH   SOLE   35,234 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 26,082 48,954 SH   SOLE   48,954 0 0
CHUBB CORPORATION COMMSTCK 171232101 526 5,439 SH   DFND 3 0 0 5,439
CHUBB CORPORATION COMMSTCK 171232101 8,516 88,132 SH   DFND 1 0 0 88,132
CHUBB CORPORATION COMMSTCK 171232101 164,672 1,704,151 SH   SOLE   1,704,151 0 0
CIENA CORPORATION 0.875% CNVRTBND 171779AE1 256 250,000 PRN   DFND 4 0 0 250,000
CIENA CORPORATION 0.875% CNVRTBND 171779AE1 16,104 15,750,000 PRN   SOLE   15,750,000 0 0
CIGNA CORPORATION COMMSTCK 125509109 472 5,400 SH   DFND 4 0 0 5,400
CIGNA CORPORATION COMMSTCK 125509109 11,985 137,000 SH   SOLE   137,000 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 22,682 216,202 SH   SOLE   216,202 0 0
CINEMARK HOLDINGS INC COMMSTCK 17243V102 5,160 154,807 SH   SOLE   154,807 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 34,138 1,520,626 SH   SOLE   1,520,626 0 0
CIT GROUP INC COMMSTCK 125581801 31,082 596,232 SH   SOLE   596,232 0 0
CITIGROUP INC COMMSTCK 172967424 358 6,879 SH   DFND 3 0 0 6,879
CITIGROUP INC COMMSTCK 172967424 6,330 121,476 SH   DFND 1 0 0 121,476
CITIGROUP INC COMMSTCK 172967424 324,207 6,221,581 SH   SOLE   6,221,581 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 4,262 67,386 SH   SOLE   67,386 0 0
CLOROX COMPANY COMMSTCK 189054109 125 1,348 SH   DFND 3 0 0 1,348
CLOROX COMPANY COMMSTCK 189054109 1,698 18,310 SH   DFND 1 0 0 18,310
CLOROX COMPANY COMMSTCK 189054109 50,095 540,051 SH   SOLE   540,051 0 0
CME GROUP INC COMMSTCK 12572Q105 1,509 19,228 SH   SOLE   19,228 0 0
COACH INC COMMSTCK 189754104 119 2,123 SH   DFND 3 0 0 2,123
COACH INC COMMSTCK 189754104 1,952 34,770 SH   DFND 1 0 0 34,770
COACH INC COMMSTCK 189754104 28,385 505,708 SH   SOLE   505,708 0 0
COBALT INTERNATIONAL ENERG COMMSTCK 19075F106 252 15,304 SH   SOLE   15,304 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 668 755,000 PRN   DFND 3 0 0 755,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 672 760,000 PRN   DFND 4 0 0 760,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 2,211 2,500,000 PRN   DFND 1 0 0 2,500,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 59,395 67,160,000 PRN   SOLE   67,160,000 0 0
COCA-COLA COMPANY (THE) COMMSTCK 191216100 736 17,820 SH   SOLE   17,820 0 0
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 80 1,804 SH   DFND 3 0 0 1,804
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 1,365 30,928 SH   DFND 1 0 0 30,928
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 97,178 2,202,074 SH   SOLE   2,202,074 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 8,254 126,574 SH   DFND 3 0 0 126,574
COLGATE-PALMOLIVE CO COMMSTCK 194162103 9,138 140,127 SH   DFND 1 0 0 140,127
COLGATE-PALMOLIVE CO COMMSTCK 194162103 264,220 4,051,832 SH   SOLE   4,051,832 0 0
COMCAST CORPORATION COMMSTCK 20030N101 89 1,715 SH   DFND 3 0 0 1,715
COMCAST CORPORATION COMMSTCK 20030N101 1,530 29,445 SH   DFND 1 0 0 29,445
COMCAST CORPORATION COMMSTCK 20030N101 116,863 2,248,886 SH   SOLE   2,248,886 0 0
COMERICA INCORPORATED COMMSTCK 200340107 15,268 321,168 SH   SOLE   321,168 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 142 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 4,225 581,198 SH   SOLE   581,198 0 0
COMMUNITY HEALTH SYSTEMS I COMMSTCK 203668108 18,478 470,540 SH   SOLE   470,540 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 13 168 SH   DFND 3 0 0 168
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 23,234 290,240 SH   SOLE   290,240 0 0
CONAGRA FOODS INC COMMSTCK 205887102 6,051 179,569 SH   SOLE   179,569 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 218 3,084 SH   DFND 3 0 0 3,084
CONOCOPHILLIPS COMMSTCK 20825C104 3,792 53,676 SH   DFND 1 0 0 53,676
CONOCOPHILLIPS COMMSTCK 20825C104 163,966 2,320,828 SH   SOLE   2,320,828 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 12 215 SH   DFND 3 0 0 215
CONSOLIDATED EDISON INC COMMSTCK 209115104 19,888 359,762 SH   SOLE   359,762 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 6,265 89,019 SH   SOLE   89,019 0 0
COPA HOLDINGS SA COMMSTCK P31076105 17,993 112,376 SH   SOLE   112,376 0 0
CORRECTIONS CORPORATION OF COMMSTCK 22025Y407 8,180 255,056 SH   SOLE   255,056 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AC1 35 50,000 PRN   DFND 3 0 0 50,000
CORSICANTO LTD 3.5% CNVRTBND 220480AC1 247 350,000 PRN   DFND 4 0 0 350,000
CORSICANTO LTD 3.5% CNVRTBND 220480AC1 12,274 17,395,000 PRN   SOLE   17,395,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 15,909 86,188 SH   SOLE   86,188 0 0
COVIDIEN PLC COMMSTCK G2554F113 3,786 55,595 SH   DFND 1 0 0 55,595
COVIDIEN PLC COMMSTCK G2554F113 9,676 142,091 SH   DFND 3 0 0 142,091
COVIDIEN PLC COMMSTCK G2554F113 192,051 2,820,136 SH   SOLE   2,820,136 0 0
CR BARD INC COMMSTCK 067383109 474 3,540 SH   DFND 3 0 0 3,540
CR BARD INC COMMSTCK 067383109 8,065 60,215 SH   DFND 1 0 0 60,215
CR BARD INC COMMSTCK 067383109 124,071 926,318 SH   SOLE   926,318 0 0
CRANE CO. COMMSTCK 224399105 27,882 414,605 SH   SOLE   414,605 0 0
CREDICORP LTD COMMSTCK G2519Y108 1,766 13,305 SH   SOLE   13,305 0 0
CREE INC COMMSTCK 225447101 6,384 102,037 SH   SOLE   102,037 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 228227104 10,867 147,994 SH   SOLE   147,994 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 29,706 666,494 SH   SOLE   666,494 0 0
CSX CORPORATION COMMSTCK 126408103 19,497 677,680 SH   SOLE   677,680 0 0
CUBESMART COMMSTCK 229663109 1,471 92,300 SH   DFND 2 92,300 0 0
CUBIST PHARMACEUTICALS INC COMMSTCK 229678107 650 9,438 SH   DFND 4 0 0 9,438
CUBIST PHARMACEUTICALS INC COMMSTCK 229678107 34,883 506,501 SH   SOLE   506,501 0 0
CUMMINS INC COMMSTCK 231021106 4,292 30,448 SH   DFND 1 0 0 30,448
CUMMINS INC COMMSTCK 231021106 7,762 55,064 SH   DFND 3 0 0 55,064
CUMMINS INC COMMSTCK 231021106 194,408 1,379,075 SH   SOLE   1,379,075 0 0
CVS CAREMARK CORP COMMSTCK 126650100 4,620 64,549 SH   DFND 1 0 0 64,549
CVS CAREMARK CORP COMMSTCK 126650100 13,055 182,404 SH   DFND 3 0 0 182,404
CVS CAREMARK CORP COMMSTCK 126650100 298,834 4,175,409 SH   SOLE   4,175,409 0 0
CYTEC INDUSTRIES INC. COMMSTCK 232820100 21,430 230,039 SH   SOLE   230,039 0 0
D R HORTON INC COMMSTCK 23331A109 26,091 1,168,956 SH   SOLE   1,168,956 0 0
D R HORTON INC 2% CNVRTBND 23331ABB4 604 350,000 PRN   DFND 4 0 0 350,000
D R HORTON INC 2% CNVRTBND 23331ABB4 6,966 4,037,000 PRN   SOLE   4,037,000 0 0
DANAHER CORPORATION COMMSTCK 235851102 225 2,920 SH   SOLE   2,920 0 0
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 106 1,672 SH   DFND 3 0 0 1,672
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 1,821 28,738 SH   DFND 1 0 0 28,738
DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 53,628 846,270 SH   SOLE   846,270 0 0
DDR CORP COMMSTCK 23317H102 3,154 205,200 SH   DFND 2 205,200 0 0
DELEK US HOLDINGS INC COMMSTCK 246647101 7,009 203,685 SH   SOLE   203,685 0 0
DELPHI AUTOMOTIVE PLC COMMSTCK G27823106 11,858 197,208 SH   SOLE   197,208 0 0
DELTA AIR LINES INC COMMSTCK 247361702 15,098 549,605 SH   SOLE   549,605 0 0
DEVON ENERGY CORPORATION COMMSTCK 25179M103 224 3,614 SH   SOLE   3,614 0 0
DFC GLOBAL CORP 2.875% CNVRTBND 256664AB9 4,875 5,000,000 PRN   SOLE   5,000,000 0 0
DIANA SHIPPING INC COMMSTCK Y2066G104 10,469 787,763 SH   SOLE   787,763 0 0
DICKS SPORTING GOODS INC. COMMSTCK 253393102 34,619 595,849 SH   SOLE   595,849 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 224 3,996 SH   DFND 3 0 0 3,996
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 3,853 68,870 SH   DFND 1 0 0 68,870
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 158,852 2,839,170 SH   SOLE   2,839,170 0 0
DISCOVERY COMMUNICATIONS I COMMSTCK 25470F104 9,320 103,074 SH   SOLE   103,074 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 6,712 111,274 SH   SOLE   111,274 0 0
DOLLAR TREE INC COMMSTCK 256746108 12,848 227,717 SH   SOLE   227,717 0 0
DOMTAR CORP COMMSTCK 257559203 5,857 62,083 SH   SOLE   62,083 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 1,770 76,000 SH   DFND 2 76,000 0 0
DOVER CORP COMMSTCK 260003108 5,361 55,535 SH   SOLE   55,535 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 12,873 289,943 SH   SOLE   289,943 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 104 2,128 SH   DFND 3 0 0 2,128
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 1,540 31,604 SH   DFND 1 0 0 31,604
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 45,545 934,835 SH   SOLE   934,835 0 0
DRYSHIPS INC 5% CNVRTBND 262498AB4 6,771 6,700,000 PRN   SOLE   6,700,000 0 0
DST SYSTEMS, INC. COMMSTCK 233326107 158 1,741 SH   DFND 3 0 0 1,741
DST SYSTEMS, INC. COMMSTCK 233326107 2,782 30,659 SH   DFND 1 0 0 30,659
DST SYSTEMS, INC. COMMSTCK 233326107 42,587 469,335 SH   SOLE   469,335 0 0
DUKE ENERGY CORP COMMSTCK 26441C204 14,543 210,734 SH   SOLE   210,734 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 20,588 1,368,875 SH   SOLE   1,368,875 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 2,898 117,300 SH   DFND 2 117,300 0 0
EAGLE MATERIALS INC COMMSTCK 26969P108 8,148 105,225 SH   SOLE   105,225 0 0
EASTMAN CHEMICAL COMPANY COMMSTCK 277432100 40,890 506,695 SH   SOLE   506,695 0 0
EATON CORPORATION COMMSTCK G29183103 86 1,136 SH   DFND 3 0 0 1,136
EATON CORPORATION COMMSTCK G29183103 1,502 19,729 SH   DFND 1 0 0 19,729
EATON CORPORATION COMMSTCK G29183103 192,454 2,528,301 SH   SOLE   2,528,301 0 0
EBAY INC. COMMSTCK 278642103 151 2,755 SH   DFND 3 0 0 2,755
EBAY INC. COMMSTCK 278642103 2,935 53,470 SH   DFND 1 0 0 53,470
EBAY INC. COMMSTCK 278642103 88,818 1,618,101 SH   SOLE   1,618,101 0 0
ECOLAB INC COMMSTCK 278865100 4,932 47,299 SH   DFND 1 0 0 47,299
ECOLAB INC COMMSTCK 278865100 7,916 75,919 SH   DFND 3 0 0 75,919
ECOLAB INC COMMSTCK 278865100 208,801 2,002,501 SH   SOLE   2,002,501 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 11,802 179,470 SH   SOLE   179,470 0 0
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 9,028 138,958 SH   SOLE   138,958 0 0
ELECTRONIC ARTS INC COMMSTCK 285512109 9,430 411,085 SH   SOLE   411,085 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 124 2,427 SH   DFND 3 0 0 2,427
ELI LILLY AND COMPANY COMMSTCK 532457108 2,041 40,012 SH   DFND 1 0 0 40,012
ELI LILLY AND COMPANY COMMSTCK 532457108 42,308 829,559 SH   SOLE   829,559 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 97 3,855 SH   DFND 3 0 0 3,855
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 146 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 1,662 66,095 SH   DFND 1 0 0 66,095
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 158,860 6,316,496 SH   SOLE   6,316,496 0 0
EMERSON ELECTRIC CO COMMSTCK 291011104 4,714 67,170 SH   SOLE   67,170 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 6,875 394,200 SH   SOLE   394,200 0 0
ENERSIS SA DEPRECPT 29274F104 2,510 167,438 SH   SOLE   167,438 0 0
ENSCO PLC COMMSTCK G3157S106 175 3,068 SH   DFND 3 0 0 3,068
ENSCO PLC COMMSTCK G3157S106 3,054 53,408 SH   DFND 1 0 0 53,408
ENSCO PLC COMMSTCK G3157S106 48,811 853,645 SH   SOLE   853,645 0 0
EOG RESOURCES INC COMMSTCK 26875P101 41,478 247,130 SH   SOLE   247,130 0 0
EPR PROPERTIES COMMSTCK 26884U109 3,854 78,400 SH   DFND 2 78,400 0 0
EQT CORP COMMSTCK 26884L109 13,795 153,648 SH   SOLE   153,648 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 2,623 72,400 SH   DFND 2 72,400 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 10,535 203,100 SH   DFND 2 203,100 0 0
ESCO TECHNOLOGIES INC. COMMSTCK 296315104 141 4,114 SH   DFND 4 0 0 4,114
ESCO TECHNOLOGIES INC. COMMSTCK 296315104 2,218 64,737 SH   SOLE   64,737 0 0
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 5,423 71,998 SH   DFND 3 0 0 71,998
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 109,232 1,450,240 SH   SOLE   1,450,240 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 1,181 16,810 SH   DFND 1 0 0 16,810
EXPRESS SCRIPTS INC COMMSTCK 30219G108 6,296 89,640 SH   DFND 3 0 0 89,640
EXPRESS SCRIPTS INC COMMSTCK 30219G108 142,666 2,031,119 SH   SOLE   2,031,119 0 0
EXTERRAN HOLDINGS INC 4.25 CNVRTBND 30225XAA1 3,469 2,325,000 PRN   DFND 3 0 0 2,325,000
EXTRA SPACE STORAGE INC COMMSTCK 30225T102 3,568 84,700 SH   DFND 2 84,700 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 140 1,384 SH   DFND 3 0 0 1,384
EXXON MOBIL CORP COMMSTCK 30231G102 2,464 24,350 SH   DFND 1 0 0 24,350
EXXON MOBIL CORP COMMSTCK 30231G102 222,624 2,199,840 SH   SOLE   2,199,840 0 0
F5 NETWORKS INC COMMSTCK 315616102 60 663 SH   DFND 3 0 0 663
F5 NETWORKS INC COMMSTCK 315616102 1,033 11,364 SH   DFND 1 0 0 11,364
F5 NETWORKS INC COMMSTCK 315616102 83,020 913,708 SH   SOLE   913,708 0 0
FACEBOOK INC COMMSTCK 30303M102 183 3,345 SH   DFND 3 0 0 3,345
FACEBOOK INC COMMSTCK 30303M102 3,179 58,154 SH   DFND 1 0 0 58,154
FACEBOOK INC COMMSTCK 30303M102 59,872 1,095,359 SH   SOLE   1,095,359 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 4,401 43,400 SH   DFND 2 43,400 0 0
FEDERATED INVESTORS INC. COMMSTCK 314211103 9,331 323,988 SH   SOLE   323,988 0 0
FEDEX CORP COMMSTCK 31428X106 45,931 319,477 SH   SOLE   319,477 0 0
FIDELITY NATIONAL FINANCIA CNVRTBND 31620RAE5 466 285,000 PRN   DFND 3 0 0 285,000
FIDELITY NATIONAL FINANCIA CNVRTBND 31620RAE5 1,390 850,000 PRN   DFND 1 0 0 850,000
FIDELITY NATIONAL FINANCIA CNVRTBND 31620RAE5 13,105 8,015,000 PRN   SOLE   8,015,000 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 24,664 459,458 SH   SOLE   459,458 0 0
FINANCIAL ENGINES, INC. COMMSTCK 317485100 7,520 108,230 SH   SOLE   108,230 0 0
FINANCIAL SELECT SECTOR SP ETIF 81369Y605 5,253 240,303 SH   SOLE   240,303 0 0
FINISAR CORPORATION COMMSTCK 31787A507 4,422 184,882 SH   SOLE   184,882 0 0
FIRST POTOMAC REALTY TRUST COMMSTCK 33610F109 1,039 89,300 SH   DFND 2 89,300 0 0
FIRST REPUBLIC BANK/SAN FR COMMSTCK 33616C100 25,039 478,302 SH   SOLE   478,302 0 0
FISERV INC COMMSTCK 337738108 193 3,268 SH   DFND 3 0 0 3,268
FISERV INC COMMSTCK 337738108 3,547 60,062 SH   DFND 1 0 0 60,062
FISERV INC COMMSTCK 337738108 50,704 858,664 SH   SOLE   858,664 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 8,310 414,043 SH   SOLE   414,043 0 0
FMC TECHNOLOGIES INC COMMSTCK 30249U101 47 895 SH   DFND 3 0 0 895
FMC TECHNOLOGIES INC COMMSTCK 30249U101 800 15,329 SH   DFND 1 0 0 15,329
FMC TECHNOLOGIES INC COMMSTCK 30249U101 12,300 235,592 SH   SOLE   235,592 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 334 21,618 SH   DFND 3 0 0 21,618
FORD MOTOR COMPANY COMMSTCK 345370860 5,372 348,165 SH   DFND 1 0 0 348,165
FORD MOTOR COMPANY COMMSTCK 345370860 118,049 7,650,643 SH   SOLE   7,650,643 0 0
FORD MOTOR COMPANY 4.25% CNVRTBND 345370CN8 1,055 572,000 PRN   DFND 4 0 0 572,000
FORD MOTOR COMPANY 4.25% CNVRTBND 345370CN8 48,490 26,282,000 PRN   SOLE   26,282,000 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 768 40,227 SH   DFND 4 0 0 40,227
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 2,829 148,100 SH   DFND 2 148,100 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 13,040 682,747 SH   SOLE   682,747 0 0
FOREST CITY ENTERPRISES IN CNVRTBND 345550AP2 406 365,000 PRN   DFND 4 0 0 365,000
FOREST CITY ENTERPRISES IN CNVRTBND 345550AP2 7,787 7,000,000 PRN   SOLE   7,000,000 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 4,156 90,932 SH   SOLE   90,932 0 0
FRANKLIN RESOURCES INC COMMSTCK 354613101 219 3,785 SH   DFND 3 0 0 3,785
FRANKLIN RESOURCES INC COMMSTCK 354613101 4,023 69,681 SH   DFND 1 0 0 69,681
FRANKLIN RESOURCES INC COMMSTCK 354613101 56,066 971,179 SH   SOLE   971,179 0 0
FREEPORT-MCMORAN COPPER & COMMSTCK 35671D857 14 380 SH   DFND 3 0 0 380
FREEPORT-MCMORAN COPPER & COMMSTCK 35671D857 626 16,600 SH   DFND 4 0 0 16,600
FREEPORT-MCMORAN COPPER & COMMSTCK 35671D857 55,999 1,483,802 SH   SOLE   1,483,802 0 0
G&K SERVICES INC. COMMSTCK 361268105 12 199 SH   DFND 3 0 0 199
G&K SERVICES INC. COMMSTCK 361268105 21,294 342,187 SH   SOLE   342,187 0 0
G-III APPAREL GROUP LTD COMMSTCK 36237H101 9,340 126,574 SH   SOLE   126,574 0 0
GANNETT CO INC COMMSTCK 364730101 1,711 57,850 SH   SOLE   57,850 0 0
GARTNER INC COMMSTCK 366651107 5,994 84,364 SH   SOLE   84,364 0 0
GENERAC HOLDINGS INC COMMSTCK 368736104 10,632 187,711 SH   SOLE   187,711 0 0
GENERAL CABLE CORPORATION COMMSTCK 369300108 448 15,223 SH   DFND 4 0 0 15,223
GENERAL CABLE CORPORATION COMMSTCK 369300108 20,720 704,532 SH   SOLE   704,532 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 796 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,540 1,440,000 PRN   DFND 3 0 0 1,440,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 2,588 2,420,000 PRN   DFND 1 0 0 2,420,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 49,693 46,469,000 PRN   SOLE   46,469,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 395 14,102 SH   DFND 3 0 0 14,102
GENERAL ELECTRIC CO COMMSTCK 369604103 6,208 221,466 SH   DFND 1 0 0 221,466
GENERAL ELECTRIC CO COMMSTCK 369604103 207,005 7,385,115 SH   SOLE   7,385,115 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 22,194 1,105,845 SH   SOLE   1,105,845 0 0
GENERAL MILLS INC COMMSTCK 370334104 175 3,505 SH   DFND 3 0 0 3,505
GENERAL MILLS INC COMMSTCK 370334104 3,002 60,141 SH   DFND 1 0 0 60,141
GENERAL MILLS INC COMMSTCK 370334104 53,996 1,081,876 SH   SOLE   1,081,876 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 6,085 148,881 SH   SOLE   148,881 0 0
GENESEE & WYOMING INC. COMMSTCK 371559105 5,413 56,361 SH   SOLE   56,361 0 0
GENPACT LTD COMMSTCK G3922B107 5,043 274,505 SH   SOLE   274,505 0 0
GENUINE PARTS COMPANY COMMSTCK 372460105 11 138 SH   DFND 3 0 0 138
GENUINE PARTS COMPANY COMMSTCK 372460105 18,010 216,488 SH   SOLE   216,488 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 2,981 39,670 SH   DFND 1 0 0 39,670
GILEAD SCIENCES INC COMMSTCK 375558103 7,996 106,400 SH   DFND 3 0 0 106,400
GILEAD SCIENCES INC COMMSTCK 375558103 205,824 2,738,848 SH   SOLE   2,738,848 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 116,267 655,914 SH   SOLE   655,914 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 4,356 227,961 SH   SOLE   227,961 0 0
GOODRICH PETROLEUM CORPORA COMMSTCK 382410405 3,861 226,827 SH   SOLE   226,827 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 37,448 1,570,165 SH   SOLE   1,570,165 0 0
GOODYEAR TIRE & RUBBER COM PFDDOM 382550309 267 3,987 SH   DFND 1 0 0 3,987
GOODYEAR TIRE & RUBBER COM PFDDOM 382550309 5,673 84,861 SH   SOLE   84,861 0 0
GOOGLE INC COMMSTCK 38259P508 5,039 4,496 SH   DFND 1 0 0 4,496
GOOGLE INC COMMSTCK 38259P508 18,166 16,209 SH   DFND 3 0 0 16,209
GOOGLE INC COMMSTCK 38259P508 446,010 397,971 SH   SOLE   397,971 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 32 967 SH   DFND 3 0 0 967
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 51,176 1,530,838 SH   SOLE   1,530,838 0 0
GREEN MOUNTAIN COFFEE ROAS COMMSTCK 393122106 92,019 1,217,504 SH   SOLE   1,217,504 0 0
GREENBRIER CO INC 3.5% CNVRTBND 393657AH4 71 60,000 PRN   DFND 4 0 0 60,000
GREENBRIER CO INC 3.5% CNVRTBND 393657AH4 1,100 930,000 PRN   DFND 1 0 0 930,000
GREENBRIER CO INC 3.5% CNVRTBND 393657AH4 16,206 13,705,000 PRN   SOLE   13,705,000 0 0
GRUPO TELEVISA S.A.B DEPRECPT 40049J206 2,952 97,545 SH   SOLE   97,545 0 0
GUIDEWIRE SOFTWARE INC COMMSTCK 40171V100 7,423 151,280 SH   SOLE   151,280 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 27,572 436,615 SH   SOLE   436,615 0 0
H&R BLOCK INC COMMSTCK 093671105 6,245 215,062 SH   SOLE   215,062 0 0
HALCON RESOURCES CORP COMMSTCK 40537Q209 4 982 SH   DFND 4 0 0 982
HALCON RESOURCES CORP COMMSTCK 40537Q209 320 82,959 SH   SOLE   82,959 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 87 1,716 SH   DFND 3 0 0 1,716
HALLIBURTON COMPANY COMMSTCK 406216101 1,529 30,131 SH   DFND 1 0 0 30,131
HALLIBURTON COMPANY COMMSTCK 406216101 86,965 1,713,589 SH   SOLE   1,713,589 0 0
HANESBRANDS INC COMMSTCK 410345102 12,807 182,260 SH   SOLE   182,260 0 0
HARLEY-DAVIDSON INC COMMSTCK 412822108 10,777 155,654 SH   SOLE   155,654 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 112,074 3,093,390 SH   SOLE   3,093,390 0 0
HCP INC COMMSTCK 40414L109 6,483 178,500 SH   DFND 2 178,500 0 0
HCP INC COMMSTCK 40414L109 11,321 311,703 SH   SOLE   311,703 0 0
HEALTH CARE REIT INC COMMSTCK 42217K106 5,180 96,700 SH   DFND 2 96,700 0 0
HEALTHCARE SERVICES GROUP COMMSTCK 421906108 3,682 129,796 SH   SOLE   129,796 0 0
HELMERICH & PAYNE, INC. COMMSTCK 423452101 73 864 SH   DFND 3 0 0 864
HELMERICH & PAYNE, INC. COMMSTCK 423452101 1,212 14,414 SH   DFND 1 0 0 14,414
HELMERICH & PAYNE, INC. COMMSTCK 423452101 17,113 203,533 SH   SOLE   203,533 0 0
HERBALIFE LTD COMMSTCK G4412G101 5,124 65,112 SH   SOLE   65,112 0 0
HERCULES OFFSHORE INC COMMSTCK 427093109 49 7,481 SH   DFND 4 0 0 7,481
HERCULES OFFSHORE INC COMMSTCK 427093109 1,492 228,521 SH   SOLE   228,521 0 0
HERCULES OFFSHORE INC CNVRTBND 427093AD1 2,242 2,265,000 PRN   SOLE   2,265,000 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 724 7,445 SH   DFND 3 0 0 7,445
HERSHEY COMPANY THE COMMSTCK 427866108 11,821 121,576 SH   DFND 1 0 0 121,576
HERSHEY COMPANY THE COMMSTCK 427866108 244,626 2,515,951 SH   SOLE   2,515,951 0 0
HESS CORPORATION COMMSTCK 42809H107 27,234 328,118 SH   SOLE   328,118 0 0
HEWLETT-PACKARD COMPANY COMMSTCK 428236103 4,777 170,730 SH   SOLE   170,730 0 0
HILLSHIRE BRANDS CO COMMSTCK 432589109 9 275 SH   DFND 3 0 0 275
HILLSHIRE BRANDS CO COMMSTCK 432589109 17,422 520,983 SH   SOLE   520,983 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 251 215,000 PRN   DFND 3 0 0 215,000
HOLOGIC INC 2% CNVRTBND 436440AB7 525 450,000 PRN   DFND 4 0 0 450,000
HOLOGIC INC 2% CNVRTBND 436440AB7 3,497 3,000,000 PRN   DFND 1 0 0 3,000,000
HOLOGIC INC 2% CNVRTBND 436440AB7 42,907 36,810,000 PRN   SOLE   36,810,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AC5 403 395,000 PRN   DFND 3 0 0 395,000
HOLOGIC INC 2% CNVRTBND 436440AC5 1,430 1,400,000 PRN   DFND 1 0 0 1,400,000
HOLOGIC INC 2% CNVRTBND 436440AC5 26,619 26,065,000 PRN   SOLE   26,065,000 0 0
HOME DEPOT INC COMMSTCK 437076102 1,938 23,533 SH   DFND 1 0 0 23,533
HOME DEPOT INC COMMSTCK 437076102 11,816 143,507 SH   DFND 3 0 0 143,507
HOME DEPOT INC COMMSTCK 437076102 160,183 1,945,380 SH   SOLE   1,945,380 0 0
HOME PROPERTIES INC COMMSTCK 437306103 20,180 376,352 SH   SOLE   376,352 0 0
HOMEAWAY INC COMMSTCK 43739Q100 11,493 281,146 SH   SOLE   281,146 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 142,723 1,562,029 SH   SOLE   1,562,029 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 7,376 379,400 SH   DFND 2 379,400 0 0
HUMANA INC COMMSTCK 444859102 76,793 743,975 SH   SOLE   743,975 0 0
ILLUMINA INC COMMSTCK 452327109 6,816 61,619 SH   SOLE   61,619 0 0
ING US INC COMMSTCK 45685E106 53,477 1,521,401 SH   SOLE   1,521,401 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 268 4,352 SH   DFND 3 0 0 4,352
INGERSOLL-RAND PLC COMMSTCK G47791101 4,599 74,659 SH   DFND 1 0 0 74,659
INGERSOLL-RAND PLC COMMSTCK G47791101 206,237 3,348,009 SH   SOLE   3,348,009 0 0
INGRAM MICRO INC. COMMSTCK 457153104 93 3,977 SH   DFND 4 0 0 3,977
INGRAM MICRO INC. COMMSTCK 457153104 2,406 102,572 SH   SOLE   102,572 0 0
INGREDION INC COMMSTCK 457187102 16,791 245,265 SH   SOLE   245,265 0 0
INSULET CORP COMMSTCK 45784P101 1,180 31,798 SH   SOLE   31,798 0 0
INTEL CORPORATION COMMSTCK 458140100 115 4,441 SH   DFND 3 0 0 4,441
INTEL CORPORATION COMMSTCK 458140100 1,847 71,162 SH   DFND 1 0 0 71,162
INTEL CORPORATION COMMSTCK 458140100 47,457 1,828,071 SH   SOLE   1,828,071 0 0
INTEL CORPORATION 2.95% CNVRTBND 458140AD2 728 650,000 PRN   DFND 3 0 0 650,000
INTEL CORPORATION 2.95% CNVRTBND 458140AD2 4,626 4,130,000 PRN   DFND 1 0 0 4,130,000
INTEL CORPORATION 2.95% CNVRTBND 458140AD2 60,740 54,232,000 PRN   SOLE   54,232,000 0 0
INTEL CORPORATION 3.25% CNVRTBND 458140AF7 24 18,000 PRN   DFND 3 0 0 18,000
INTEL CORPORATION 3.25% CNVRTBND 458140AF7 1,229 904,000 PRN   DFND 1 0 0 904,000
INTEL CORPORATION 3.25% CNVRTBND 458140AF7 10,095 7,426,000 PRN   SOLE   7,426,000 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 272 1,449 SH   DFND 3 0 0 1,449
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 4,543 24,222 SH   DFND 1 0 0 24,222
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 63,668 339,434 SH   SOLE   339,434 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 49 1,003 SH   DFND 3 0 0 1,003
INTERNATIONAL PAPER CO COMMSTCK 460146103 864 17,614 SH   DFND 1 0 0 17,614
INTERNATIONAL PAPER CO COMMSTCK 460146103 55,856 1,139,215 SH   SOLE   1,139,215 0 0
INVESCO LTD COMMSTCK G491BT108 136 3,733 SH   DFND 3 0 0 3,733
INVESCO LTD COMMSTCK G491BT108 2,345 64,418 SH   DFND 1 0 0 64,418
INVESCO LTD COMMSTCK G491BT108 35,951 987,658 SH   SOLE   987,658 0 0
ISHARES MSCI MEXICO INVEST ETIF 464286822 1,779 26,155 SH   SOLE   26,155 0 0
ITAU UNIBANCO SA DEPRECPT 465562106 6,234 459,385 SH   SOLE   459,385 0 0
ITC HOLDINGS CORP COMMSTCK 465685105 2,068 21,583 SH   SOLE   21,583 0 0
ITRON INC COMMSTCK 465741106 393 9,479 SH   DFND 4 0 0 9,479
ITRON INC COMMSTCK 465741106 9,151 220,889 SH   SOLE   220,889 0 0
JARDEN CORP COMMSTCK 471109108 25,838 421,152 SH   SOLE   421,152 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 30,606 241,827 SH   SOLE   241,827 0 0
JINKOSOLAR HOLDING CO LTD CNVRTBND 47759TAA8 6,487 6,000,000 PRN   SOLE   6,000,000 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 2,039 82,636 SH   SOLE   82,636 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 323 5,850 SH   DFND 3 0 0 5,850
JOHN WILEY & SONS INC COMMSTCK 968223206 5,306 96,119 SH   DFND 1 0 0 96,119
JOHN WILEY & SONS INC COMMSTCK 968223206 185,444 3,359,486 SH   SOLE   3,359,486 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 507 5,540 SH   DFND 3 0 0 5,540
JOHNSON & JOHNSON COMMSTCK 478160104 8,144 88,923 SH   DFND 1 0 0 88,923
JOHNSON & JOHNSON COMMSTCK 478160104 358,967 3,919,280 SH   SOLE   3,919,280 0 0
JOHNSON CONTROLS INC. COMMSTCK 478366107 222 4,318 SH   DFND 3 0 0 4,318
JOHNSON CONTROLS INC. COMMSTCK 478366107 4,116 80,228 SH   DFND 1 0 0 80,228
JOHNSON CONTROLS INC. COMMSTCK 478366107 61,695 1,202,631 SH   SOLE   1,202,631 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 11,804 115,286 SH   SOLE   115,286 0 0
JOY GLOBAL INC. COMMSTCK 481165108 345 5,900 SH   DFND 4 0 0 5,900
JOY GLOBAL INC. COMMSTCK 481165108 27,438 469,107 SH   SOLE   469,107 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 256 4,374 SH   DFND 3 0 0 4,374
JPMORGAN CHASE & CO COMMSTCK 46625H100 4,367 74,670 SH   DFND 1 0 0 74,670
JPMORGAN CHASE & CO COMMSTCK 46625H100 162,282 2,774,997 SH   SOLE   2,774,997 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 12,959 104,649 SH   SOLE   104,649 0 0
KAPSTONE PAPER AND PACKAGI COMMSTCK 48562P103 7,040 126,034 SH   SOLE   126,034 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,076 36,412 SH   SOLE   36,412 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 646 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 646 650,000 PRN   DFND 3 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,266 1,275,000 PRN   DFND 1 0 0 1,275,000
KB HOME 1.375% CNVRTBND 48666KAS8 37,019 37,275,000 PRN   SOLE   37,275,000 0 0
KBR INC COMMSTCK 48242W106 19,726 618,551 SH   SOLE   618,551 0 0
KELLOGG COMPANY COMMSTCK 487836108 11 176 SH   DFND 3 0 0 176
KELLOGG COMPANY COMMSTCK 487836108 19,626 321,371 SH   SOLE   321,371 0 0
KENNAMETAL INC COMMSTCK 489170100 284 5,449 SH   DFND 4 0 0 5,449
KENNAMETAL INC COMMSTCK 489170100 7,771 149,248 SH   SOLE   149,248 0 0
KEYCORP COMMSTCK 493267108 137 10,206 SH   DFND 3 0 0 10,206
KEYCORP COMMSTCK 493267108 4,949 368,803 SH   DFND 1 0 0 368,803
KEYCORP COMMSTCK 493267108 143,248 10,674,192 SH   SOLE   10,674,192 0 0
KILROY REALTY CORPORATION COMMSTCK 49427F108 5,690 113,400 SH   DFND 2 113,400 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 15 143 SH   DFND 3 0 0 143
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 28,600 273,787 SH   SOLE   273,787 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 17,298 875,861 SH   SOLE   875,861 0 0
KKR & CO LP COMMSTCK 48248M102 5,732 235,478 SH   SOLE   235,478 0 0
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 127 2,348 SH   DFND 3 0 0 2,348
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 1,879 34,839 SH   DFND 1 0 0 34,839
KRAFT FOODS GROUP INC COMMSTCK 50076Q106 58,952 1,093,322 SH   SOLE   1,093,322 0 0
LAM RESEARCH CORPORATION 1 CNVRTBND 512807AL2 694 571,000 PRN   DFND 4 0 0 571,000
LAM RESEARCH CORPORATION 1 CNVRTBND 512807AL2 912 750,000 PRN   DFND 3 0 0 750,000
LAM RESEARCH CORPORATION 1 CNVRTBND 512807AL2 2,675 2,199,000 PRN   DFND 1 0 0 2,199,000
LAM RESEARCH CORPORATION 1 CNVRTBND 512807AL2 47,482 39,040,000 PRN   SOLE   39,040,000 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 24,853 315,119 SH   SOLE   315,119 0 0
LAZARD LTD COMMSTCK G54050102 2,085 46,000 SH   SOLE   46,000 0 0
LEAR CORPORATION COMMSTCK 521865204 120 1,488 SH   DFND 1 0 0 1,488
LEAR CORPORATION COMMSTCK 521865204 21,939 270,951 SH   SOLE   270,951 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 6,655 143,150 SH   SOLE   143,150 0 0
LIBERTY GLOBAL INC COMMSTCK G5480U104 8,797 98,858 SH   SOLE   98,858 0 0
LIBERTY PROPERTY TRUST COMMSTCK 531172104 3,306 97,600 SH   DFND 2 97,600 0 0
LIFEPOINT HOSPITALS INC 3. CNVRTBND 53219LAH2 1,288 1,185,000 PRN   SOLE   1,185,000 0 0
LINCOLN ELECTRIC HOLDINGS, COMMSTCK 533900106 8,551 119,869 SH   SOLE   119,869 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 58,358 1,130,527 SH   SOLE   1,130,527 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 17,597 386,328 SH   SOLE   386,328 0 0
LINKEDIN CORP COMMSTCK 53578A108 9,313 42,952 SH   SOLE   42,952 0 0
LIVE NATION ENTERTAINMENT CNVRTBND 538034AB5 2,528 2,491,000 PRN   SOLE   2,491,000 0 0
LKQ CORP COMMSTCK 501889208 16,179 491,753 SH   SOLE   491,753 0 0
LORILLARD INC COMMSTCK 544147101 1,931 38,100 SH   SOLE   38,100 0 0
LOWES COMPANIES INC COMMSTCK 548661107 87 1,759 SH   DFND 3 0 0 1,759
LOWES COMPANIES INC COMMSTCK 548661107 1,501 30,284 SH   DFND 1 0 0 30,284
LOWES COMPANIES INC COMMSTCK 548661107 161,376 3,256,827 SH   SOLE   3,256,827 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 10 130 SH   DFND 3 0 0 130
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 774 9,637 SH   DFND 4 0 0 9,637
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 174,170 2,169,535 SH   SOLE   2,169,535 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 5,512 93,600 SH   DFND 2 93,600 0 0
MACYS INC COMMSTCK 55616P104 197 3,685 SH   DFND 3 0 0 3,685
MACYS INC COMMSTCK 55616P104 3,726 69,766 SH   DFND 1 0 0 69,766
MACYS INC COMMSTCK 55616P104 152,664 2,858,878 SH   SOLE   2,858,878 0 0
MANITOWOC COMPANY INC (THE COMMSTCK 563571108 10,950 469,560 SH   SOLE   469,560 0 0
MARATHON OIL CORP COMMSTCK 565849106 217 6,144 SH   DFND 3 0 0 6,144
MARATHON OIL CORP COMMSTCK 565849106 244 6,900 SH   DFND 4 0 0 6,900
MARATHON OIL CORP COMMSTCK 565849106 3,184 90,208 SH   DFND 1 0 0 90,208
MARATHON OIL CORP COMMSTCK 565849106 175,004 4,957,619 SH   SOLE   4,957,619 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 232 2,531 SH   DFND 3 0 0 2,531
MARATHON PETROLEUM CORP COMMSTCK 56585A102 316 3,450 SH   DFND 4 0 0 3,450
MARATHON PETROLEUM CORP COMMSTCK 56585A102 3,612 39,376 SH   DFND 1 0 0 39,376
MARATHON PETROLEUM CORP COMMSTCK 56585A102 148,474 1,618,595 SH   SOLE   1,618,595 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 39,275 795,679 SH   SOLE   795,679 0 0
MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 21,023 1,461,939 SH   SOLE   1,461,939 0 0
MASIMO CORPORATION COMMSTCK 574795100 9,500 324,995 SH   SOLE   324,995 0 0
MASTERCARD INC COMMSTCK 57636Q104 2,680 3,208 SH   DFND 1 0 0 3,208
MASTERCARD INC COMMSTCK 57636Q104 18,252 21,847 SH   DFND 3 0 0 21,847
MASTERCARD INC COMMSTCK 57636Q104 207,224 248,036 SH   SOLE   248,036 0 0
MAXIM INTEGRATED PRODUCTS COMMSTCK 57772K101 5,153 184,644 SH   SOLE   184,644 0 0
MBIA INC COMMSTCK 55262C100 133 11,131 SH   SOLE   11,131 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 7,875 114,256 SH   SOLE   114,256 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 183 1,888 SH   DFND 3 0 0 1,888
MCDONALDS CORPORATION COMMSTCK 580135101 3,230 33,285 SH   DFND 1 0 0 33,285
MCDONALDS CORPORATION COMMSTCK 580135101 50,926 524,851 SH   SOLE   524,851 0 0
MCKESSON CORP COMMSTCK 58155Q103 127 788 SH   DFND 3 0 0 788
MCKESSON CORP COMMSTCK 58155Q103 2,260 14,000 SH   DFND 1 0 0 14,000
MCKESSON CORP COMMSTCK 58155Q103 30,463 188,741 SH   SOLE   188,741 0 0
MEDIA GENERAL INC COMMSTCK 584404107 15,026 664,861 SH   SOLE   664,861 0 0
MEDTRONIC INC COMMSTCK 585055106 50,385 877,947 SH   SOLE   877,947 0 0
MELCO CROWN ENTERTAINMENT DEPRECPT 585464100 8,936 227,831 SH   SOLE   227,831 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 233 175,000 PRN   DFND 3 0 0 175,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 598 450,000 PRN   DFND 4 0 0 450,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 2,942 2,213,000 PRN   DFND 1 0 0 2,213,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 47,980 36,092,000 PRN   SOLE   36,092,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 131 2,612 SH   DFND 3 0 0 2,612
MERCK & CO INC COMMSTCK 58933Y105 2,422 48,392 SH   DFND 1 0 0 48,392
MERCK & CO INC COMMSTCK 58933Y105 108,117 2,160,181 SH   SOLE   2,160,181 0 0
METHANEX CORPORATION COMMSTCK 59151K108 6,735 113,687 SH   SOLE   113,687 0 0
METLIFE INC COMMSTCK 59156R108 2,737 50,759 SH   SOLE   50,759 0 0
MGM RESORTS INTERNATIONAL CNVRTBND 55303QAE0 7,425 5,400,000 PRN   SOLE   5,400,000 0 0
MICHAEL KORS HOLDINGS LTD COMMSTCK G60754101 8,106 99,845 SH   SOLE   99,845 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 16 359 SH   DFND 3 0 0 359
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 29,645 662,454 SH   SOLE   662,454 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 9,952 265,885 SH   DFND 1 0 0 265,885
MICROSOFT CORPORATION COMMSTCK 594918104 17,443 466,026 SH   DFND 3 0 0 466,026
MICROSOFT CORPORATION COMMSTCK 594918104 510,269 13,632,616 SH   SOLE   13,632,616 0 0
MINE SAFETY APPLIANCES COM COMMSTCK 602720104 12,478 243,656 SH   SOLE   243,656 0 0
MOBILE MINI, INC. COMMSTCK 60740F105 6,751 163,942 SH   SOLE   163,942 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 8,914 59,867 SH   SOLE   59,867 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 2,111 37,588 SH   SOLE   37,588 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 244 6,908 SH   DFND 3 0 0 6,908
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 3,689 104,516 SH   DFND 1 0 0 104,516
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 88,271 2,500,591 SH   SOLE   2,500,591 0 0
MONSANTO COMPANY COMMSTCK 61166W101 1,993 17,104 SH   DFND 1 0 0 17,104
MONSANTO COMPANY COMMSTCK 61166W101 5,162 44,292 SH   DFND 3 0 0 44,292
MONSANTO COMPANY COMMSTCK 61166W101 130,182 1,116,962 SH   SOLE   1,116,962 0 0
MONSTER BEVERAGE CORP COMMSTCK 611740101 7,996 117,985 SH   SOLE   117,985 0 0
MORGAN STANLEY COMMSTCK 617446448 88 2,800 SH   DFND 3 0 0 2,800
MORGAN STANLEY COMMSTCK 617446448 1,521 48,500 SH   DFND 1 0 0 48,500
MORGAN STANLEY COMMSTCK 617446448 193,290 6,163,599 SH   SOLE   6,163,599 0 0
MOSAIC CO COMMSTCK 61945C103 82 1,737 SH   DFND 3 0 0 1,737
MOSAIC CO COMMSTCK 61945C103 1,464 30,968 SH   DFND 1 0 0 30,968
MOSAIC CO COMMSTCK 61945C103 23,401 495,053 SH   SOLE   495,053 0 0
MOTOROLA SOLUTIONS INC COMMSTCK 620076307 89 1,318 SH   DFND 3 0 0 1,318
MOTOROLA SOLUTIONS INC COMMSTCK 620076307 1,759 26,057 SH   DFND 1 0 0 26,057
MOTOROLA SOLUTIONS INC COMMSTCK 620076307 25,885 383,485 SH   SOLE   383,485 0 0
NASDAQ OMX GROUP INCORPORA COMMSTCK 631103108 87,614 2,201,356 SH   SOLE   2,201,356 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 15 205 SH   DFND 3 0 0 205
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 23,478 328,827 SH   SOLE   328,827 0 0
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 137 1,728 SH   DFND 3 0 0 1,728
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 2,304 28,969 SH   DFND 1 0 0 28,969
NATIONAL OILWELL VARCO INC COMMSTCK 637071101 37,356 469,710 SH   SOLE   469,710 0 0
NATIONAL RETAIL PROPERTIES COMMSTCK 637417106 1,756 57,900 SH   DFND 2 57,900 0 0
NATURAL GROCERS BY VITAMIN COMMSTCK 63888U108 4,092 96,396 SH   SOLE   96,396 0 0
NCR CORPORATION COMMSTCK 62886E108 28,416 834,278 SH   SOLE   834,278 0 0
NETAPP INC COMMSTCK 64110D104 2,575 62,600 SH   SOLE   62,600 0 0
NETFLIX INC COMMSTCK 64110L106 4,672 12,690 SH   SOLE   12,690 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 4,899 524,523 SH   SOLE   524,523 0 0
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 12 696 SH   DFND 3 0 0 696
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 20,690 1,227,875 SH   SOLE   1,227,875 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 64,880 757,766 SH   SOLE   757,766 0 0
NORDSTROM INC COMMSTCK 655664100 122 1,982 SH   DFND 3 0 0 1,982
NORDSTROM INC COMMSTCK 655664100 1,802 29,152 SH   DFND 1 0 0 29,152
NORDSTROM INC COMMSTCK 655664100 27,869 450,962 SH   SOLE   450,962 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 275 2,964 SH   DFND 3 0 0 2,964
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 5,117 55,127 SH   DFND 1 0 0 55,127
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 69,703 750,863 SH   SOLE   750,863 0 0
NORTHEAST UTILITIES COMMSTCK 664397106 38,204 901,250 SH   SOLE   901,250 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 4,611 74,500 SH   SOLE   74,500 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 3,019 26,344 SH   SOLE   26,344 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 12,180 343,402 SH   SOLE   343,402 0 0
NOVARTIS AG DEPRECPT 66987V109 6,864 85,400 SH   SOLE   85,400 0 0
NOVELLUS SYSTEMS, INC. 2.6 CNVRTBND 670008AD3 100 60,000 PRN   DFND 3 0 0 60,000
NOVELLUS SYSTEMS, INC. 2.6 CNVRTBND 670008AD3 769 460,000 PRN   DFND 4 0 0 460,000
NOVELLUS SYSTEMS, INC. 2.6 CNVRTBND 670008AD3 1,753 1,049,000 PRN   DFND 1 0 0 1,049,000
NOVELLUS SYSTEMS, INC. 2.6 CNVRTBND 670008AD3 64,744 38,740,000 PRN   SOLE   38,740,000 0 0
NPS PHARMACEUTICALS, INC. COMMSTCK 62936P103 11,209 369,214 SH   SOLE   369,214 0 0
NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 9,588 69,370 SH   SOLE   69,370 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 557 570,000 PRN   DFND 3 0 0 570,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 733 750,000 PRN   DFND 4 0 0 750,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 1,705 1,745,000 PRN   DFND 1 0 0 1,745,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 54,041 55,320,000 PRN   SOLE   55,320,000 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 227 210,000 PRN   DFND 4 0 0 210,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 514 475,000 PRN   DFND 3 0 0 475,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 3,986 3,680,000 PRN   DFND 1 0 0 3,680,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 38,676 35,708,000 PRN   SOLE   35,708,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 9,199 574,200 SH   SOLE   574,200 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 1,180 12,411 SH   DFND 1 0 0 12,411
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 3,945 41,479 SH   DFND 3 0 0 41,479
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 195,793 2,058,809 SH   SOLE   2,058,809 0 0
OMNICARE INC COMMSTCK 681904108 19,031 315,295 SH   SOLE   315,295 0 0
OMNICARE INC 3.25% CNVRTBND 681904AL2 607 568,000 PRN   DFND 1 0 0 568,000
OMNICARE INC 3.25% CNVRTBND 681904AL2 2,015 1,885,000 PRN   DFND 3 0 0 1,885,000
OMNICARE INC 3.25% CNVRTBND 681904AL2 4,180 3,911,000 PRN   SOLE   3,911,000 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 165 150,000 PRN   DFND 3 0 0 150,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 666 606,000 PRN   DFND 4 0 0 606,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 33,799 30,744,000 PRN   SOLE   30,744,000 0 0
ONEOK INC COMMSTCK 682680103 1,964 31,586 SH   SOLE   31,586 0 0
ORACLE CORPORATION COMMSTCK 68389X105 264 6,906 SH   DFND 3 0 0 6,906
ORACLE CORPORATION COMMSTCK 68389X105 4,432 115,849 SH   DFND 1 0 0 115,849
ORACLE CORPORATION COMMSTCK 68389X105 66,279 1,732,337 SH   SOLE   1,732,337 0 0
ORBITAL SCIENCES CORPORATI COMMSTCK 685564106 380 16,300 SH   DFND 4 0 0 16,300
ORBITAL SCIENCES CORPORATI COMMSTCK 685564106 6,757 289,990 SH   SOLE   289,990 0 0
OWENS & MINOR INC COMMSTCK 690732102 12 336 SH   DFND 3 0 0 336
OWENS & MINOR INC COMMSTCK 690732102 21,333 583,503 SH   SOLE   583,503 0 0
PACCAR INC COMMSTCK 693718108 254 4,295 SH   DFND 3 0 0 4,295
PACCAR INC COMMSTCK 693718108 4,225 71,397 SH   DFND 1 0 0 71,397
PACCAR INC COMMSTCK 693718108 90,023 1,521,422 SH   SOLE   1,521,422 0 0
PARKER HANNIFIN CORP COMMSTCK 701094104 56,443 438,764 SH   SOLE   438,764 0 0
PBF ENERGY INC COMMSTCK 69318G106 5,253 166,969 SH   SOLE   166,969 0 0
PDL BIOPHARMA INC 3.75% CNVRTBND 69329YAC8 222 164,000 PRN   DFND 4 0 0 164,000
PDL BIOPHARMA INC 3.75% CNVRTBND 69329YAC8 549 406,000 PRN   DFND 1 0 0 406,000
PDL BIOPHARMA INC 3.75% CNVRTBND 69329YAC8 15,209 11,240,000 PRN   SOLE   11,240,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 23,951 778,628 SH   SOLE   778,628 0 0
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 9,921 656,171 SH   SOLE   656,171 0 0
PEPSICO INC COMMSTCK 713448108 1,671 20,145 SH   DFND 1 0 0 20,145
PEPSICO INC COMMSTCK 713448108 6,060 73,065 SH   DFND 3 0 0 73,065
PEPSICO INC COMMSTCK 713448108 186,950 2,254,035 SH   SOLE   2,254,035 0 0
PFIZER INC COMMSTCK 717081103 326 10,659 SH   DFND 3 0 0 10,659
PFIZER INC COMMSTCK 717081103 5,428 177,228 SH   DFND 1 0 0 177,228
PFIZER INC COMMSTCK 717081103 270,762 8,839,768 SH   SOLE   8,839,768 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 10,234 117,460 SH   DFND 3 0 0 117,460
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 84,089 965,102 SH   SOLE   965,102 0 0
PHILLIPS 66 COMMSTCK 718546104 156 2,017 SH   DFND 3 0 0 2,017
PHILLIPS 66 COMMSTCK 718546104 2,901 37,611 SH   DFND 1 0 0 37,611
PHILLIPS 66 COMMSTCK 718546104 47,249 612,592 SH   SOLE   612,592 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 1,142 69,100 SH   DFND 2 69,100 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 8,737 47,464 SH   SOLE   47,464 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 491 6,327 SH   DFND 3 0 0 6,327
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 8,019 103,370 SH   DFND 1 0 0 103,370
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 282,207 3,637,624 SH   SOLE   3,637,624 0 0
PNM RESOURCES INC COMMSTCK 69349H107 23,048 955,564 SH   SOLE   955,564 0 0
POLYMET MINING CORP COMMSTCK 731916102 82 91,233 SH   DFND 4 0 0 91,233
POLYMET MINING CORP COMMSTCK 731916102 2,318 2,575,236 SH   SOLE   2,575,236 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 25,631 594,957 SH   SOLE   594,957 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 8,162 43,037 SH   SOLE   43,037 0 0
PPL CORPORATION COMMSTCK 69351T106 28,338 941,789 SH   SOLE   941,789 0 0
PRAXAIR INC COMMSTCK 74005P104 5,057 38,888 SH   DFND 3 0 0 38,888
PRAXAIR INC COMMSTCK 74005P104 42,834 329,419 SH   SOLE   329,419 0 0
PRECISION CASTPARTS CORP COMMSTCK 740189105 7,902 29,343 SH   DFND 3 0 0 29,343
PRECISION CASTPARTS CORP COMMSTCK 740189105 74,202 275,536 SH   SOLE   275,536 0 0
PRECISION DRILLING CORPORA COMMSTCK 74022D308 26,947 2,875,846 SH   SOLE   2,875,846 0 0
PRICELINE.COM INCORPORATED COMMSTCK 741503403 11,365 9,777 SH   SOLE   9,777 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 3,958 48,622 SH   DFND 1 0 0 48,622
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 5,202 63,901 SH   DFND 3 0 0 63,901
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 85,693 1,052,613 SH   SOLE   1,052,613 0 0
PROLOGIS INC COMMSTCK 74340W103 9,023 244,200 SH   DFND 2 244,200 0 0
PRUDENTIAL FINANCIAL INC COMMSTCK 744320102 7,780 84,361 SH   SOLE   84,361 0 0
PUBLIC STORAGE COMMSTCK 74460D109 8,745 58,100 SH   DFND 2 58,100 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 3,544 133,070 SH   SOLE   133,070 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 10,882 146,564 SH   DFND 3 0 0 146,564
QUALCOMM INCORPORATED COMMSTCK 747525103 108,528 1,461,655 SH   SOLE   1,461,655 0 0
QUESTAR CORPORATION COMMSTCK 748356102 10 425 SH   DFND 3 0 0 425
QUESTAR CORPORATION COMMSTCK 748356102 17,214 748,759 SH   SOLE   748,759 0 0
RALPH LAUREN CORP COMMSTCK 751212101 2,227 12,612 SH   SOLE   12,612 0 0
RAMCO-GERSHENSON PROPERTIE COMMSTCK 751452202 1,508 95,800 SH   DFND 2 95,800 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 8,397 99,600 SH   SOLE   99,600 0 0
RAYONIER INC COMMSTCK 754907103 2,621 62,256 SH   SOLE   62,256 0 0
RAYTHEON COMPANY COMMSTCK 755111507 11,603 127,925 SH   SOLE   127,925 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 10,992 565,139 SH   SOLE   565,139 0 0
REGENCY CENTERS CORPORATIO COMMSTCK 758849103 2,977 64,300 SH   DFND 2 64,300 0 0
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 126,332 12,773,714 SH   SOLE   12,773,714 0 0
REINSURANCE GROUP OF AMERI COMMSTCK 759351604 21,024 271,587 SH   SOLE   271,587 0 0
RENT-A-CENTER, INC/TX COMMSTCK 76009N100 519 15,577 SH   SOLE   15,577 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 608 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 1,763 119,800 SH   DFND 2 119,800 0 0
RIO TINTO PLC DEPRECPT 767204100 51,000 903,780 SH   SOLE   903,780 0 0
RITE AID CORPORATION COMMSTCK 767754104 119 23,609 SH   SOLE   23,609 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,434 100,100 SH   DFND 2 100,100 0 0
ROBERT HALF INTERNATIONAL COMMSTCK 770323103 18,997 452,406 SH   SOLE   452,406 0 0
ROCK-TENN COMPANY COMMSTCK 772739207 6,685 63,661 SH   SOLE   63,661 0 0
ROCKWELL AUTOMATION INC COMMSTCK 773903109 100 849 SH   DFND 3 0 0 849
ROCKWELL AUTOMATION INC COMMSTCK 773903109 1,766 14,944 SH   DFND 1 0 0 14,944
ROCKWELL AUTOMATION INC COMMSTCK 773903109 35,887 303,716 SH   SOLE   303,716 0 0
ROPER INDUSTRIES INC COMMSTCK 776696106 6,017 43,387 SH   SOLE   43,387 0 0
ROSETTA RESOURCES INC COMMSTCK 777779307 15,093 314,168 SH   SOLE   314,168 0 0
ROSS STORES, INC. COMMSTCK 778296103 3,695 49,308 SH   DFND 1 0 0 49,308
ROSS STORES, INC. COMMSTCK 778296103 13,451 179,514 SH   DFND 3 0 0 179,514
ROSS STORES, INC. COMMSTCK 778296103 279,096 3,724,763 SH   SOLE   3,724,763 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 215 205,000 PRN   DFND 4 0 0 205,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 7,139 6,795,000 PRN   SOLE   6,795,000 0 0
RYDER SYSTEM INC COMMSTCK 783549108 32,894 445,843 SH   SOLE   445,843 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 187 200,000 PRN   DFND 3 0 0 200,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 308 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 602 645,000 PRN   DFND 1 0 0 645,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 18,546 19,875,000 PRN   SOLE   19,875,000 0 0
SALESFORCE.COM INC. COMMSTCK 79466L302 7,804 141,402 SH   SOLE   141,402 0 0
SALIX PHARMACEUTICALS LTD. COMMSTCK 795435106 36,915 410,439 SH   SOLE   410,439 0 0
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 447 300,000 PRN   DFND 3 0 0 300,000
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 455 305,000 PRN   DFND 4 0 0 305,000
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 1,796 1,205,000 PRN   DFND 1 0 0 1,205,000
SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 31,348 21,030,000 PRN   SOLE   21,030,000 0 0
SANDISK CORPORATION COMMSTCK 80004C101 5,300 75,132 SH   SOLE   75,132 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 9,213 102,550 SH   SOLE   102,550 0 0
SCHLUMBERGER LTD COMMSTCK 806857108 3,704 41,107 SH   DFND 1 0 0 41,107
SCHLUMBERGER LTD COMMSTCK 806857108 8,775 97,386 SH   DFND 3 0 0 97,386
SCHLUMBERGER LTD COMMSTCK 806857108 143,413 1,591,536 SH   SOLE   1,591,536 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 326 3,775 SH   DFND 3 0 0 3,775
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 4,218 48,817 SH   DFND 1 0 0 48,817
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 19,579 226,578 SH   SOLE   226,578 0 0
SEADRILL LTD COMMSTCK G7945E105 9,720 236,600 SH   SOLE   236,600 0 0
SEAGATE TECHNOLOGY PLC COMMSTCK G7945M107 226 4,019 SH   SOLE   4,019 0 0
SEMGROUP CORP COMMSTCK 81663A105 6,778 103,916 SH   SOLE   103,916 0 0
SERVICENOW INC COMMSTCK 81762P102 3,297 58,867 SH   SOLE   58,867 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 1,699 9,258 SH   SOLE   9,258 0 0
SHIRE PLC DEPRECPT 82481R106 12,129 85,846 SH   SOLE   85,846 0 0
SHUTTERFLY INC COMMSTCK 82568P304 6,022 118,237 SH   SOLE   118,237 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 9,166 85,333 SH   SOLE   85,333 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 285 1,874 SH   SOLE   1,874 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 16,266 106,900 SH   DFND 2 106,900 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 41,660 1,458,674 SH   SOLE   1,458,674 0 0
SLM CORP COMMSTCK 78442P106 27,873 1,060,635 SH   SOLE   1,060,635 0 0
SMITH & NEPHEW PLC DEPRECPT 83175M205 2,755 38,402 SH   DFND 1 0 0 38,402
SNAP-ON INCORPORATED COMMSTCK 833034101 925 8,448 SH   SOLE   8,448 0 0
SONOCO PRODUCTS COMPANY COMMSTCK 835495102 10,899 261,231 SH   SOLE   261,231 0 0
SOUTHERN COMPANY (THE) COMMSTCK 842587107 130 3,152 SH   DFND 3 0 0 3,152
SOUTHERN COMPANY (THE) COMMSTCK 842587107 2,277 55,400 SH   DFND 1 0 0 55,400
SOUTHERN COMPANY (THE) COMMSTCK 842587107 41,964 1,020,762 SH   SOLE   1,020,762 0 0
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 174 4,428 SH   DFND 3 0 0 4,428
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 3,025 76,905 SH   DFND 1 0 0 76,905
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 60,352 1,534,499 SH   SOLE   1,534,499 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 11 312 SH   DFND 3 0 0 312
SPECTRA ENERGY CORP COMMSTCK 847560109 21,135 593,351 SH   SOLE   593,351 0 0
SPIRIT AEROSYSTEMS HOLDING COMMSTCK 848574109 338 9,917 SH   SOLE   9,917 0 0
SPX CORPORATION COMMSTCK 784635104 194 1,946 SH   DFND 3 0 0 1,946
SPX CORPORATION COMMSTCK 784635104 3,327 33,396 SH   DFND 1 0 0 33,396
SPX CORPORATION COMMSTCK 784635104 55,697 559,154 SH   SOLE   559,154 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 5,174 116,904 SH   SOLE   116,904 0 0
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 311 235,000 PRN   DFND 4 0 0 235,000
STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 3,660 2,765,000 PRN   SOLE   2,765,000 0 0
STANLEY BLACK & DECKER INC PFDDOM 854502309 6,206 50,000 SH   SOLE   50,000 0 0
STAPLES INC COMMSTCK 855030102 171 10,733 SH   SOLE   10,733 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 293 3,742 SH   DFND 4 0 0 3,742
STARBUCKS CORPORATION COMMSTCK 855244109 3,319 42,338 SH   DFND 1 0 0 42,338
STARBUCKS CORPORATION COMMSTCK 855244109 15,310 195,302 SH   DFND 3 0 0 195,302
STARBUCKS CORPORATION COMMSTCK 855244109 255,314 3,256,976 SH   SOLE   3,256,976 0 0
STARWOOD HOTELS AND RESORT COMMSTCK 85590A401 6,494 81,732 SH   SOLE   81,732 0 0
STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 1,771 63,932 SH   SOLE   63,932 0 0
STEEL DYNAMICS INC 5.125% CNVRTBND 858119AP5 330 280,000 PRN   DFND 4 0 0 280,000
STEEL DYNAMICS INC 5.125% CNVRTBND 858119AP5 9,321 7,920,000 PRN   SOLE   7,920,000 0 0
STERICYCLE INC COMMSTCK 858912108 6,866 59,104 SH   SOLE   59,104 0 0
STRATASYS INC. COMMSTCK M85548101 4,974 36,930 SH   SOLE   36,930 0 0
SUNPOWER CORP 4.5% CNVRTBND 867652AE9 427 305,000 PRN   SOLE   305,000 0 0
SUPERIOR ENERGY SERVICES I COMMSTCK 868157108 35,363 1,328,948 SH   SOLE   1,328,948 0 0
SUPERVALU INC COMMSTCK 868536103 146 20,065 SH   SOLE   20,065 0 0
SYMANTEC CORPORATION COMMSTCK 871503108 154 6,510 SH   DFND 3 0 0 6,510
SYMANTEC CORPORATION COMMSTCK 871503108 2,590 109,849 SH   DFND 1 0 0 109,849
SYMANTEC CORPORATION COMMSTCK 871503108 63,394 2,688,468 SH   SOLE   2,688,468 0 0
T ROWE PRICE GROUP INC COMMSTCK 74144T108 194 2,318 SH   DFND 3 0 0 2,318
T ROWE PRICE GROUP INC COMMSTCK 74144T108 3,186 38,027 SH   DFND 1 0 0 38,027
T ROWE PRICE GROUP INC COMMSTCK 74144T108 47,076 561,962 SH   SOLE   561,962 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 5,000 286,706 SH   SOLE   286,706 0 0
TARGA RESOURCES INC COMMSTCK 87612G101 1,061 12,036 SH   SOLE   12,036 0 0
TARGET CORPORATION COMMSTCK 87612E106 143 2,257 SH   DFND 3 0 0 2,257
TARGET CORPORATION COMMSTCK 87612E106 2,725 43,074 SH   DFND 1 0 0 43,074
TARGET CORPORATION COMMSTCK 87612E106 28,070 443,651 SH   SOLE   443,651 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 3,957 61,900 SH   DFND 2 61,900 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,414 84,272 SH   SOLE   84,272 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 4,679 152,700 SH   SOLE   152,700 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 393 7,136 SH   DFND 4 0 0 7,136
TE CONNECTIVITY LTD COMMSTCK H84989104 6,443 116,913 SH   SOLE   116,913 0 0
TENNECO INC COMMSTCK 880349105 22,825 403,484 SH   SOLE   403,484 0 0
TERADYNE INC COMMSTCK 880770102 627 35,600 SH   SOLE   35,600 0 0
TEREX CORPORATION COMMSTCK 880779103 42,998 1,024,001 SH   SOLE   1,024,001 0 0
TERNIUM SA -ADR DEPRECPT 880890108 2,009 64,184 SH   SOLE   64,184 0 0
TESLA MOTORS INC COMMSTCK 88160R101 4,407 29,309 SH   SOLE   29,309 0 0
TESORO CORP COMMSTCK 881609101 5,351 91,462 SH   SOLE   91,462 0 0
TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 3,143 78,418 SH   SOLE   78,418 0 0
TEXTRON INC COMMSTCK 883203101 3,838 104,398 SH   SOLE   104,398 0 0
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 698 480,000 PRN   DFND 4 0 0 480,000
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 22,562 15,520,000 PRN   SOLE   15,520,000 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 918 8,242 SH   DFND 4 0 0 8,242
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 2,755 24,741 SH   DFND 1 0 0 24,741
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 15,560 139,739 SH   DFND 3 0 0 139,739
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 192,422 1,728,085 SH   SOLE   1,728,085 0 0
THL CREDIT INC COMMSTCK 872438106 1,044 63,291 SH   SOLE   63,291 0 0
TIBCO SOFTWARE INC COMMSTCK 88632Q103 1,544 68,700 SH   SOLE   68,700 0 0
TIBCO SOFTWARE INC 2.25% CNVRTBND 88632QAB9 160 160,000 PRN   DFND 3 0 0 160,000
TIBCO SOFTWARE INC 2.25% CNVRTBND 88632QAB9 220 220,000 PRN   DFND 4 0 0 220,000
TIBCO SOFTWARE INC 2.25% CNVRTBND 88632QAB9 17,703 17,670,000 PRN   SOLE   17,670,000 0 0
TIFFANY & CO. COMMSTCK 886547108 3,269 35,238 SH   SOLE   35,238 0 0
TIME WARNER INC COMMSTCK 887317303 1,770 25,387 SH   DFND 1 0 0 25,387
TIME WARNER INC COMMSTCK 887317303 6,307 90,460 SH   DFND 3 0 0 90,460
TIME WARNER INC COMMSTCK 887317303 184,328 2,643,833 SH   SOLE   2,643,833 0 0
TJX COS INC COMMSTCK 872540109 290 4,552 SH   DFND 3 0 0 4,552
TJX COS INC COMMSTCK 872540109 5,058 79,360 SH   DFND 1 0 0 79,360
TJX COS INC COMMSTCK 872540109 85,351 1,339,260 SH   SOLE   1,339,260 0 0
TOWERS WATSON & CO COMMSTCK 891894107 20,409 159,931 SH   SOLE   159,931 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 13,046 168,166 SH   SOLE   168,166 0 0
TRAVELERS COS INC COMMSTCK 89417E109 206 2,280 SH   DFND 3 0 0 2,280
TRAVELERS COS INC COMMSTCK 89417E109 3,467 38,290 SH   DFND 1 0 0 38,290
TRAVELERS COS INC COMMSTCK 89417E109 93,545 1,033,186 SH   SOLE   1,033,186 0 0
TWENTY-FIRST CENTURY FOX I COMMSTCK 90130A101 3,745 106,458 SH   SOLE   106,458 0 0
TYSON FOODS INC COMMSTCK 902494103 10,824 323,478 SH   SOLE   323,478 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 253 1,503 SH   DFND 3 0 0 1,503
UNION PACIFIC CORPORATION COMMSTCK 907818108 4,237 25,221 SH   DFND 1 0 0 25,221
UNION PACIFIC CORPORATION COMMSTCK 907818108 160,464 955,145 SH   SOLE   955,145 0 0
UNITED AIRLINES INC 4.5% CNVRTBND 210795PU8 174 85,000 PRN   DFND 4 0 0 85,000
UNITED AIRLINES INC 4.5% CNVRTBND 210795PU8 9,585 4,690,000 PRN   SOLE   4,690,000 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 48,163 1,273,138 SH   SOLE   1,273,138 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 5,088 48,425 SH   DFND 3 0 0 48,425
UNITED PARCEL SERVICE INC COMMSTCK 911312106 43,946 418,216 SH   SOLE   418,216 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 9,546 122,469 SH   SOLE   122,469 0 0
UNITED STATES STEEL CORP COMMSTCK 912909108 1,260 42,700 SH   SOLE   42,700 0 0
UNITED STATES STEEL CORP 2 CNVRTBND 912909AH1 165 125,000 PRN   DFND 4 0 0 125,000
UNITED STATES STEEL CORP 2 CNVRTBND 912909AH1 5,791 4,375,000 PRN   SOLE   4,375,000 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8,195 72,013 SH   DFND 1 0 0 72,013
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 15,064 132,376 SH   DFND 3 0 0 132,376
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 349,871 3,074,434 SH   SOLE   3,074,434 0 0
UNITEDHEALTH GROUP INCORPO COMMSTCK 91324P102 8,047 106,872 SH   SOLE   106,872 0 0
UNUM GROUP COMMSTCK 91529Y106 40,248 1,147,327 SH   SOLE   1,147,327 0 0
US BANCORP COMMSTCK 902973304 380 9,404 SH   DFND 3 0 0 9,404
US BANCORP COMMSTCK 902973304 5,958 147,469 SH   DFND 1 0 0 147,469
US BANCORP COMMSTCK 902973304 127,110 3,146,288 SH   SOLE   3,146,288 0 0
UTILITIES SELECT SECTOR SP ETIF 81369Y886 14,100 371,358 SH   SOLE   371,358 0 0
VALE SA DEPRECPT 91912E204 4,505 321,543 SH   SOLE   321,543 0 0
VALEANT PHARMACEUTICALS IN COMMSTCK 91911K102 857 7,300 SH   SOLE   7,300 0 0
VALSPAR CORPORATION (THE) COMMSTCK 920355104 31 440 SH   DFND 3 0 0 440
VALSPAR CORPORATION (THE) COMMSTCK 920355104 60,109 843,163 SH   SOLE   843,163 0 0
VANTAGE DRILLING CO 7.875% CNVRTBND G93205AA3 438 375,000 PRN   DFND 3 0 0 375,000
VANTAGE DRILLING CO 7.875% CNVRTBND G93205AA3 7,737 6,625,000 PRN   SOLE   6,625,000 0 0
VANTIV INC COMMSTCK 92210H105 8,692 266,549 SH   SOLE   266,549 0 0
VENTAS INC COMMSTCK 92276F100 155 2,709 SH   SOLE   2,709 0 0
VENTAS INC COMMSTCK 92276F100 6,278 109,600 SH   DFND 2 109,600 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 6,837 104,026 SH   SOLE   104,026 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 220 4,482 SH   DFND 3 0 0 4,482
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 3,423 69,665 SH   DFND 1 0 0 69,665
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 129,851 2,642,467 SH   SOLE   2,642,467 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 3,021 40,657 SH   DFND 3 0 0 40,657
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 87,372 1,175,942 SH   SOLE   1,175,942 0 0
VIACOM INC COMMSTCK 92553P201 8,528 97,640 SH   SOLE   97,640 0 0
VISA INC COMMSTCK 92826C839 135 608 SH   DFND 3 0 0 608
VISA INC COMMSTCK 92826C839 2,407 10,809 SH   DFND 1 0 0 10,809
VISA INC COMMSTCK 92826C839 147,388 661,881 SH   SOLE   661,881 0 0
VITAMIN SHOPPE INC COMMSTCK 92849E101 714 13,729 SH   SOLE   13,729 0 0
VMWARE INC COMMSTCK 928563402 8,143 90,770 SH   SOLE   90,770 0 0
VODAFONE GROUP PLC DEPRECPT 92857W209 80,682 2,052,461 SH   SOLE   2,052,461 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 4,004 45,100 SH   DFND 2 45,100 0 0
W R GRACE & CO COMMSTCK 38388F108 14,344 145,078 SH   SOLE   145,078 0 0
WAGEWORKS INC COMMSTCK 930427109 10,305 173,367 SH   SOLE   173,367 0 0
WAL-MART STORES INC COMMSTCK 931142103 3,288 41,779 SH   SOLE   41,779 0 0
WALGREEN CO COMMSTCK 931422109 470 8,179 SH   DFND 3 0 0 8,179
WALGREEN CO COMMSTCK 931422109 7,867 136,966 SH   DFND 1 0 0 136,966
WALGREEN CO COMMSTCK 931422109 125,264 2,180,773 SH   SOLE   2,180,773 0 0
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 7,479 97,894 SH   DFND 1 0 0 97,894
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 10,745 140,641 SH   DFND 3 0 0 140,641
WALT DISNEY COMPANY (THE) COMMSTCK 254687106 367,016 4,803,878 SH   SOLE   4,803,878 0 0
WALTER INVESTMENT MANAGEME COMMSTCK 93317W102 43,250 1,223,145 SH   SOLE   1,223,145 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 1,835 40,904 SH   SOLE   40,904 0 0
WATERS CORPORATION COMMSTCK 941848103 365 3,650 SH   DFND 4 0 0 3,650
WATERS CORPORATION COMMSTCK 941848103 3,741 37,407 SH   SOLE   37,407 0 0
WEATHERFORD INTERNATIONAL COMMSTCK H27013103 20,104 1,297,860 SH   SOLE   1,297,860 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 172 175,000 PRN   DFND 3 0 0 175,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 477 485,000 PRN   DFND 1 0 0 485,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 624 635,000 PRN   DFND 4 0 0 635,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 18,810 19,145,000 PRN   SOLE   19,145,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 6,696 95,083 SH   SOLE   95,083 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 641 14,109 SH   DFND 3 0 0 14,109
WELLS FARGO & COMPANY COMMSTCK 949746101 10,432 229,779 SH   DFND 1 0 0 229,779
WELLS FARGO & COMPANY COMMSTCK 949746101 198,071 4,362,803 SH   SOLE   4,362,803 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 1,915 1,725 SH   DFND 3 0 0 1,725
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 6,621 5,965 SH   DFND 1 0 0 5,965
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 95,769 86,278 SH   SOLE   86,278 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 36,072 1,121,283 SH   SOLE   1,121,283 0 0
WESTLAKE CHEMICAL CORP COMMSTCK 960413102 9,737 79,765 SH   SOLE   79,765 0 0
WEX INC COMMSTCK 96208T104 9,725 98,200 SH   SOLE   98,200 0 0
WEYERHAEUSER COMPANY COMMSTCK 962166104 15,538 492,180 SH   SOLE   492,180 0 0
WHITING PETROLEUM CORP COMMSTCK 966387102 29,645 479,149 SH   SOLE   479,149 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 36,096 624,172 SH   SOLE   624,172 0 0
WILLIAMS COS INC COMMSTCK 969457100 1,332 34,537 SH   SOLE   34,537 0 0
WILLIS GROUP HOLDINGS PLC COMMSTCK G96666105 20,443 456,216 SH   SOLE   456,216 0 0
WINDSTREAM CORP COMMSTCK 97382A101 230 28,800 SH   DFND 4 0 0 28,800
WINDSTREAM CORP COMMSTCK 97382A101 4,878 611,276 SH   SOLE   611,276 0 0
WW GRAINGER INC COMMSTCK 384802104 4,742 18,565 SH   DFND 3 0 0 18,565
WW GRAINGER INC COMMSTCK 384802104 46,774 183,125 SH   SOLE   183,125 0 0
XEROX CORPORATION COMMSTCK 984121103 60,657 4,984,156 SH   SOLE   4,984,156 0 0
XILINX INC COMMSTCK 983919101 3,540 77,098 SH   DFND 1 0 0 77,098
XILINX INC COMMSTCK 983919101 6,549 142,620 SH   DFND 3 0 0 142,620
XILINX INC COMMSTCK 983919101 202,364 4,406,871 SH   SOLE   4,406,871 0 0
XILINX INC 3.125% CNVRTBND 983919AD3 158 100,000 PRN   DFND 4 0 0 100,000
XILINX INC 3.125% CNVRTBND 983919AD3 633 400,000 PRN   DFND 3 0 0 400,000
XILINX INC 3.125% CNVRTBND 983919AD3 2,929 1,850,000 PRN   DFND 1 0 0 1,850,000
XILINX INC 3.125% CNVRTBND 983919AD3 32,795 20,715,000 PRN   SOLE   20,715,000 0 0
XYLEM INC/NY COMMSTCK 98419M100 73 2,109 SH   DFND 4 0 0 2,109
XYLEM INC/NY COMMSTCK 98419M100 1,063 30,711 SH   SOLE   30,711 0 0
YAHOO! INC. COMMSTCK 984332106 113 2,798 SH   DFND 3 0 0 2,798
YAHOO! INC. COMMSTCK 984332106 1,767 43,700 SH   DFND 1 0 0 43,700
YAHOO! INC. COMMSTCK 984332106 173,245 4,284,013 SH   SOLE   4,284,013 0 0
YANDEX NV COMMSTCK N97284108 7,074 163,945 SH   SOLE   163,945 0 0
YUM! BRANDS INC. COMMSTCK 988498101 1,969 26,046 SH   SOLE   26,046 0 0
ZIMMER HOLDINGS INC COMMSTCK 98956P102 29,158 312,886 SH   SOLE   312,886 0 0
ZOETIS INC COMMSTCK 98978V103 203 6,206 SH   DFND 3 0 0 6,206
ZOETIS INC COMMSTCK 98978V103 3,382 103,467 SH   DFND 1 0 0 103,467
ZOETIS INC COMMSTCK 98978V103 59,337 1,815,151 SH   SOLE   1,815,151 0 0