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 17,125 113,681 SH   DFND 3 0 0 113,681
3M CO COMMSTCK 88579Y101 172,306 1,143,829 SH   SOLE   1,143,829 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 443 9,871 SH   DFND 3 5,537 0 4,334
ABBOTT LABORATORIES COMMSTCK 002824100 3,037 67,614 SH   DFND 1 67,614 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 50,995 1,135,487 SH   SOLE   1,135,487 0 0
ABBVIE INC COMMSTCK 00287Y109 1,417 23,925 SH   DFND 3 19,929 0 3,996
ABBVIE INC COMMSTCK 00287Y109 3,664 61,851 SH   DFND 1 61,851 0 0
ABBVIE INC COMMSTCK 00287Y109 63,049 1,064,298 SH   SOLE   1,064,298 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 3,401 102,600 SH   DFND 2 102,600 0 0
ACCENTURE PLC COMMSTCK G1151C101 12,499 119,612 SH   SOLE   119,612 0 0
ACE LTD COMMSTCK H0023R105 6,876 58,848 SH   SOLE   58,848 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 10,573 45,224 SH   SOLE   45,224 0 0
ADEPTUS HEALTH INC COMMSTCK 006855100 1,992 36,537 SH   SOLE   36,537 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 10,941 116,473 SH   SOLE   116,473 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 17,575 116,770 SH   SOLE   116,770 0 0
AETNA INC COMMSTCK 00817Y108 291 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 981 9,073 SH   DFND 3 5,172 0 3,901
AETNA INC COMMSTCK 00817Y108 6,788 62,781 SH   DFND 1 62,781 0 0
AETNA INC COMMSTCK 00817Y108 162,116 1,499,406 SH   SOLE   1,499,406 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 15,710 98,337 SH   SOLE   98,337 0 0
AGILENT TECHNOLOGIES INC COMMSTCK 00846U101 4,202 100,511 SH   SOLE   100,511 0 0
AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 4,918 5,130,000 PRN   SOLE   5,130,000 0 0
ALASKA AIR GROUP, INC. COMMSTCK 011659109 8,587 106,658 SH   SOLE   106,658 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 7,147 195,553 SH   SOLE   195,553 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 19,059 577,014 SH   SOLE   577,014 0 0
ALERE INC 3% PFDDOM 01449J204 228 811 SH   DFND 4 0 0 811
ALERE INC 3% PFDDOM 01449J204 10,265 36,503 SH   SOLE   36,503 0 0
ALERE INC 3% CNVRTBND 01449JAA3 144 140,000 PRN   DFND 4 0 0 140,000
ALERE INC 3% CNVRTBND 01449JAA3 4,902 4,765,000 PRN   SOLE   4,765,000 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 2,338 66,200 SH   DFND 2 66,200 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 15,940 176,409 SH   SOLE   176,409 0 0
ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 7,970 41,785 SH   SOLE   41,785 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 2,136 26,284 SH   SOLE   26,284 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 26,429 401,356 SH   SOLE   401,356 0 0
ALKERMES PLC COMMSTCK G01767105 16,569 208,726 SH   SOLE   208,726 0 0
ALLEGION PLC COMMSTCK G0176J109 97 1,479 SH   DFND 3 848 0 631
ALLEGION PLC COMMSTCK G0176J109 669 10,149 SH   DFND 1 10,149 0 0
ALLEGION PLC COMMSTCK G0176J109 18,347 278,325 SH   SOLE   278,325 0 0
ALLERGAN PLC COMMSTCK G0177J108 16,975 54,319 SH   DFND 3 0 0 54,319
ALLERGAN PLC COMMSTCK G0177J108 180,713 578,281 SH   SOLE   578,281 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 31,798 509,168 SH   SOLE   509,168 0 0
ALPHABET INC COMMSTCK 02079K107 3,442 4,536 SH   DFND 1 4,536 0 0
ALPHABET INC COMMSTCK 02079K107 17,593 23,183 SH   DFND 3 1,673 0 21,510
ALPHABET INC COMMSTCK 02079K107 358,089 471,865 SH   SOLE   471,865 0 0
ALPHABET INC COMMSTCK 02079K305 13,737 17,656 SH   DFND 1 17,656 0 0
ALPHABET INC COMMSTCK 02079K305 19,755 25,392 SH   DFND 3 1,480 0 23,912
ALPHABET INC COMMSTCK 02079K305 529,193 680,188 SH   SOLE   680,188 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 4,240 72,843 SH   DFND 3 17,374 0 55,469
ALTRIA GROUP INC COMMSTCK 02209S103 52,177 896,357 SH   SOLE   896,357 0 0
AMAZON.COM INC COMMSTCK 023135106 7,470 11,052 SH   SOLE   11,052 0 0
AMDOCS LIMITED COMMSTCK G02602103 24,872 455,774 SH   SOLE   455,774 0 0
AMERCO COMMSTCK 023586100 7,551 19,386 SH   SOLE   19,386 0 0
AMEREN CORPORATION COMMSTCK 023608102 25,481 589,421 SH   SOLE   589,421 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1,248 29,458 SH   DFND 3 29,458 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 162,593 3,839,272 SH   SOLE   3,839,272 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 2,773 72,300 SH   DFND 2 72,300 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,824 68,300 SH   DFND 2 68,300 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1,924 33,011 SH   DFND 3 18,872 0 14,139
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 13,414 230,199 SH   DFND 1 230,199 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 324,592 5,570,479 SH   SOLE   5,570,479 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 494 7,099 SH   DFND 3 4,068 0 3,031
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 3,420 49,175 SH   DFND 1 49,175 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 69,408 997,959 SH   SOLE   997,959 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 1,991 119,500 SH   DFND 2 119,500 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 8,391 135,408 SH   SOLE   135,408 0 0
AMGEN INC COMMSTCK 031162100 31,467 193,844 SH   SOLE   193,844 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 27,865 573,596 SH   SOLE   573,596 0 0
ANALOG DEVICES INC COMMSTCK 032654105 5,669 102,477 SH   DFND 1 102,477 0 0
ANALOG DEVICES INC COMMSTCK 032654105 9,068 163,918 SH   DFND 3 18,383 0 145,535
ANALOG DEVICES INC COMMSTCK 032654105 178,863 3,233,236 SH   SOLE   3,233,236 0 0
ANTHEM INC 2.75% CNVRTBND 94973VBG1 2,195 1,150,000 PRN   SOLE   1,150,000 0 0
AON PLC COMMSTCK G0408V102 1,743 18,900 SH   SOLE   18,900 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,368 4,360,000 PRN   SOLE   4,360,000 0 0
APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 11,779 2,256,587 SH   SOLE   2,256,587 0 0
APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 519 520,000 PRN   SOLE   520,000 0 0
APPLE INC COMMSTCK 037833100 13,664 129,816 SH   DFND 1 129,816 0 0
APPLE INC COMMSTCK 037833100 32,314 306,993 SH   DFND 3 38,770 0 268,223
APPLE INC COMMSTCK 037833100 777,120 7,382,862 SH   SOLE   7,382,862 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 690 48,404 SH   DFND 3 48,404 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 8,218 576,675 SH   SOLE   576,675 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 100 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,140 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 1,235 36,384 SH   DFND 3 29,373 0 7,011
ASTRAZENECA PLC DEPRECPT 046353108 3,738 110,110 SH   DFND 1 110,110 0 0
ASTRAZENECA PLC DEPRECPT 046353108 69,774 2,055,196 SH   SOLE   2,055,196 0 0
ASTRONICS CORP COMMSTCK 046433108 7,995 196,392 SH   SOLE   196,392 0 0
AT&T INC COMMSTCK 00206R102 9,454 274,756 SH   SOLE   274,756 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 807 9,522 SH   DFND 3 5,430 0 4,092
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 5,470 64,568 SH   DFND 1 64,568 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 82,033 968,285 SH   SOLE   968,285 0 0
AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 16,656 114,749 SH   SOLE   114,749 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 159 862 SH   SOLE   862 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 10,477 56,900 SH   DFND 2 56,900 0 0
AXIALL CORP COMMSTCK 05463D100 162 10,495 SH   DFND 4 0 0 10,495
AXIALL CORP COMMSTCK 05463D100 2,930 190,248 SH   SOLE   190,248 0 0
BALL CORPORATION COMMSTCK 058498106 15,063 207,115 SH   SOLE   207,115 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 3,872 230,090 SH   DFND 3 178,108 0 51,982
BANK OF AMERICA CORP COMMSTCK 060505104 13,931 827,770 SH   DFND 1 827,770 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 388,240 23,068,343 SH   SOLE   23,068,343 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 248 227 SH   DFND 3 227 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 505 462 SH   DFND 1 462 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 12,834 11,739 SH   SOLE   11,739 0 0
BANKUNITED INC COMMSTCK 06652K103 7,859 217,943 SH   SOLE   217,943 0 0
BAXALTA INC COMMSTCK 07177M103 648 16,611 SH   DFND 3 9,508 0 7,103
BAXALTA INC COMMSTCK 07177M103 4,450 114,008 SH   DFND 1 114,008 0 0
BAXALTA INC COMMSTCK 07177M103 80,166 2,053,953 SH   SOLE   2,053,953 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 933 6,057 SH   DFND 3 3,393 0 2,664
BECTON DICKINSON AND COMPA COMMSTCK 075887109 6,351 41,217 SH   DFND 1 41,217 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 139,602 905,980 SH   SOLE   905,980 0 0
BED BATH & BEYOND INC COMMSTCK 075896100 26,996 559,495 SH   SOLE   559,495 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 619 4,687 SH   SOLE   4,687 0 0
BERRY PLASTICS GROUP INC COMMSTCK 08579W103 3,989 110,244 SH   SOLE   110,244 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 177 1,274 SH   DFND 4 0 0 1,274
BIO-RAD LABORATORIES INC COMMSTCK 090572207 2,131 15,365 SH   SOLE   15,365 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2,426 1,890,000 PRN   SOLE   1,890,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 154 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 5,191 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMED REALTY TRUST INC COMMSTCK 09063H107 14,823 625,724 SH   SOLE   625,724 0 0
BIOSCRIP INC COMMSTCK 09069N108 26 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 464 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 9,431 143,195 SH   SOLE   143,195 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 8,233 803,201 SH   SOLE   803,201 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 8,067 542,534 SH   SOLE   542,534 0 0
BOEING CO COMMSTCK 097023105 349 2,415 SH   SOLE   2,415 0 0
BORGWARNER INC COMMSTCK 099724106 7,450 172,337 SH   SOLE   172,337 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 154 1,209 SH   SOLE   1,209 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 10,420 81,700 SH   DFND 2 81,700 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 67,641 3,668,146 SH   SOLE   3,668,146 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 14,829 215,566 SH   SOLE   215,566 0 0
BROADCOM CORPORATION COMMSTCK 111320107 37,188 643,160 SH   SOLE   643,160 0 0
BUFFALO WILD WINGS INC COMMSTCK 119848109 7,523 47,119 SH   SOLE   47,119 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4,228 96,581 SH   SOLE   96,581 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 3,839 217,037 SH   DFND 3 0 0 217,037
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 60,728 3,432,889 SH   SOLE   3,432,889 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 261 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 655 590,000 PRN   DFND 3 590,000 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 1,343 1,210,000 PRN   DFND 1 1,210,000 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 18,254 16,445,000 PRN   SOLE   16,445,000 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 1,138 23,216 SH   SOLE   23,216 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 5,074 66,100 SH   DFND 2 66,100 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 11,680 152,166 SH   SOLE   152,166 0 0
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 23,513 372,039 SH   SOLE   372,039 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 792 15,071 SH   DFND 3 8,495 0 6,576
CAMPBELL SOUP COMPANY COMMSTCK 134429109 5,433 103,390 SH   DFND 1 103,390 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 114,514 2,179,143 SH   SOLE   2,179,143 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 90 1,252 SH   DFND 4 0 0 1,252
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 1,168 16,176 SH   SOLE   16,176 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 221,689 2,483,349 SH   SOLE   2,483,349 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 432 465,000 PRN   DFND 1 465,000 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 455 490,000 PRN   DFND 4 0 0 490,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 1,114 1,200,000 PRN   DFND 3 1,200,000 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 22,911 24,685,000 PRN   SOLE   24,685,000 0 0
CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 141 120,000 PRN   DFND 4 0 0 120,000
CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 5,891 5,000,000 PRN   SOLE   5,000,000 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 32,646 1,041,997 SH   SOLE   1,041,997 0 0
CBS CORP COMMSTCK 124857202 742 15,735 SH   DFND 3 15,735 0 0
CBS CORP COMMSTCK 124857202 33,271 705,950 SH   SOLE   705,950 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 40,092 717,979 SH   SOLE   717,979 0 0
CELANESE CORPORATION COMMSTCK 150870103 28,911 429,387 SH   SOLE   429,387 0 0
CELGENE CORPORATION COMMSTCK 151020104 7,537 62,937 SH   DFND 1 62,937 0 0
CELGENE CORPORATION COMMSTCK 151020104 22,058 184,182 SH   DFND 3 18,547 0 165,635
CELGENE CORPORATION COMMSTCK 151020104 410,629 3,428,764 SH   SOLE   3,428,764 0 0
CEMEX SAB DE CV DEPRECPT 151290889 119 21,334 SH   SOLE   21,334 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 258 290,000 PRN   DFND 4 0 0 290,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 654 735,000 PRN   DFND 3 735,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 760 855,000 PRN   DFND 1 855,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 19,348 21,755,000 PRN   SOLE   21,755,000 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 23,502 292,345 SH   SOLE   292,345 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 399 12,103 SH   DFND 3 6,924 0 5,179
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 2,771 84,158 SH   DFND 1 84,158 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 40,761 1,237,822 SH   SOLE   1,237,822 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 1,890 92,300 SH   DFND 2 92,300 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 955 11,735 SH   DFND 3 8,869 0 2,866
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 3,734 45,889 SH   DFND 1 45,889 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 55,818 685,890 SH   SOLE   685,890 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 467 1,400,000 PRN   DFND 3 0 0 1,400,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 630 1,340,000 PRN   SOLE   1,340,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 799 1,700,000 PRN   DFND 3 0 0 1,700,000
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,253 49,789 SH   DFND 3 49,789 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 2,848 113,179 SH   SOLE   113,179 0 0
CHEVRON CORP COMMSTCK 166764100 2,159 23,999 SH   DFND 3 13,721 0 10,278
CHEVRON CORP COMMSTCK 166764100 14,792 164,427 SH   DFND 1 164,427 0 0
CHEVRON CORP COMMSTCK 166764100 249,194 2,770,049 SH   SOLE   2,770,049 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 5,783 701,814 SH   SOLE   701,814 0 0
CHUBB CORPORATION COMMSTCK 171232101 1,671 12,600 SH   DFND 3 7,067 0 5,533
CHUBB CORPORATION COMMSTCK 171232101 11,391 85,882 SH   DFND 1 85,882 0 0
CHUBB CORPORATION COMMSTCK 171232101 221,904 1,672,979 SH   SOLE   1,672,979 0 0
CHURCH & DWIGHT CO INC COMMSTCK 171340102 18,555 218,608 SH   SOLE   218,608 0 0
CIGNA CORPORATION COMMSTCK 125509109 391 2,670 SH   DFND 4 0 0 2,670
CIGNA CORPORATION COMMSTCK 125509109 5,160 35,266 SH   SOLE   35,266 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 32,196 360,215 SH   SOLE   360,215 0 0
CINTAS CORPORATION COMMSTCK 172908105 6,069 66,661 SH   SOLE   66,661 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 43,000 1,583,515 SH   SOLE   1,583,515 0 0
CITIGROUP INC COMMSTCK 172967424 42,965 830,241 SH   SOLE   830,241 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 1,577 60,201 SH   DFND 3 49,852 0 10,349
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 4,340 165,720 SH   DFND 1 165,720 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 158,981 6,070,308 SH   SOLE   6,070,308 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 28,677 379,072 SH   SOLE   379,072 0 0
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 163 150,000 PRN   DFND 4 0 0 150,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 1,098 1,010,000 PRN   DFND 3 925,000 0 85,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 12,506 11,500,000 PRN   SOLE   11,500,000 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 1,134 41,792 SH   SOLE   41,792 0 0
CLOROX COMPANY COMMSTCK 189054109 378 2,982 SH   DFND 3 1,704 0 1,278
CLOROX COMPANY COMMSTCK 189054109 2,632 20,756 SH   DFND 1 20,756 0 0
CLOROX COMPANY COMMSTCK 189054109 58,167 458,621 SH   SOLE   458,621 0 0
CME GROUP INC COMMSTCK 12572Q105 1,145 12,643 SH   DFND 3 12,643 0 0
CME GROUP INC COMMSTCK 12572Q105 2,650 29,253 SH   SOLE   29,253 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 39 70,000 PRN   DFND 1 70,000 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 289 515,000 PRN   DFND 4 0 0 515,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 18,192 32,450,000 PRN   SOLE   32,450,000 0 0
COCA-COLA CO COMMSTCK 191216100 2,243 52,214 SH   DFND 3 41,080 0 11,134
COCA-COLA CO COMMSTCK 191216100 7,751 180,416 SH   DFND 1 180,416 0 0
COCA-COLA CO COMMSTCK 191216100 133,165 3,099,751 SH   SOLE   3,099,751 0 0
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 23,468 476,613 SH   SOLE   476,613 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 8,714 145,187 SH   DFND 3 0 0 145,187
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 142,531 2,374,730 SH   SOLE   2,374,730 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 10,868 163,129 SH   DFND 3 0 0 163,129
COLGATE-PALMOLIVE CO COMMSTCK 194162103 117,464 1,763,188 SH   SOLE   1,763,188 0 0
COMCAST CORPORATION COMMSTCK 20030N101 383 6,788 SH   SOLE   6,788 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 54 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 1,375 498,029 SH   SOLE   498,029 0 0
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 108 5,760 SH   DFND 4 0 0 5,760
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 2,285 122,255 SH   SOLE   122,255 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 21,181 281,394 SH   SOLE   281,394 0 0
CONAGRA FOODS INC COMMSTCK 205887102 7,103 168,469 SH   SOLE   168,469 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 22,924 246,864 SH   SOLE   246,864 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 740 15,858 SH   DFND 3 15,858 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 1,845 39,517 SH   SOLE   39,517 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 25,659 399,241 SH   SOLE   399,241 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 17,286 121,358 SH   SOLE   121,358 0 0
CORE LABORATORIES N.V. COMMSTCK N22717107 3,648 33,549 SH   SOLE   33,549 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 4,552 5,030,000 PRN   SOLE   5,030,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 23,653 114,438 SH   SOLE   114,438 0 0
CR BARD INC COMMSTCK 067383109 730 3,852 SH   DFND 3 2,205 0 1,647
CR BARD INC COMMSTCK 067383109 5,012 26,456 SH   DFND 1 26,456 0 0
CR BARD INC COMMSTCK 067383109 78,762 415,760 SH   SOLE   415,760 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 7,326 57,763 SH   SOLE   57,763 0 0
CREDICORP LTD COMMSTCK G2519Y108 204 2,098 SH   SOLE   2,098 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 34,346 677,444 SH   SOLE   677,444 0 0
CUBESMART COMMSTCK 229663109 5,561 181,600 SH   DFND 2 181,600 0 0
CUMMINS INC COMMSTCK 231021106 5,357 60,872 SH   DFND 3 0 0 60,872
CUMMINS INC COMMSTCK 231021106 60,906 692,036 SH   SOLE   692,036 0 0
CVS HEALTH CORP COMMSTCK 126650100 12,305 125,853 SH   DFND 1 125,853 0 0
CVS HEALTH CORP COMMSTCK 126650100 25,359 259,370 SH   DFND 3 30,872 0 228,498
CVS HEALTH CORP COMMSTCK 126650100 459,254 4,697,287 SH   SOLE   4,697,287 0 0
D R HORTON INC COMMSTCK 23331A109 5,045 157,509 SH   SOLE   157,509 0 0
DANAHER CORPORATION COMMSTCK 235851102 256 2,756 SH   SOLE   2,756 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 11,152 267,185 SH   SOLE   267,185 0 0
DDR CORP COMMSTCK 23317H102 3,738 222,000 SH   DFND 2 222,000 0 0
DELPHI AUTOMOTIVE PLC COMMSTCK G27823106 14,568 169,932 SH   SOLE   169,932 0 0
DELTA AIR LINES INC COMMSTCK 247361702 213 4,198 SH   SOLE   4,198 0 0
DEMANDWARE INC COMMSTCK 24802Y105 7,152 132,522 SH   SOLE   132,522 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 508 9,467 SH   DFND 3 9,467 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 23,496 438,190 SH   SOLE   438,190 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 2,827 39,334 SH   DFND 3 30,987 0 8,347
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 9,599 133,554 SH   DFND 1 133,554 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 171,154 2,381,435 SH   SOLE   2,381,435 0 0
DOLLAR TREE INC COMMSTCK 256746108 15,253 197,521 SH   SOLE   197,521 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,357 75,600 SH   DFND 2 75,600 0 0
DOVER CORP COMMSTCK 260003108 28,641 467,154 SH   SOLE   467,154 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 1,704 33,100 SH   DFND 3 24,792 0 8,308
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 6,995 135,877 SH   DFND 1 135,877 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 114,862 2,231,205 SH   SOLE   2,231,205 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 562 6,034 SH   DFND 3 3,452 0 2,582
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 3,915 42,010 SH   DFND 1 42,010 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 128,689 1,380,787 SH   SOLE   1,380,787 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 24,291 1,155,629 SH   SOLE   1,155,629 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 3,754 118,100 SH   DFND 2 118,100 0 0
EBAY INC COMMSTCK 278642103 1,230 44,750 SH   DFND 1 44,750 0 0
EBAY INC COMMSTCK 278642103 1,315 47,858 SH   DFND 3 45,056 0 2,802
EBAY INC COMMSTCK 278642103 128,038 4,659,315 SH   SOLE   4,659,315 0 0
ECOLAB INC COMMSTCK 278865100 5,269 46,063 SH   DFND 1 46,063 0 0
ECOLAB INC COMMSTCK 278865100 10,253 89,637 SH   DFND 3 3,906 0 85,731
ECOLAB INC COMMSTCK 278865100 219,492 1,918,969 SH   SOLE   1,918,969 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 25,641 433,057 SH   SOLE   433,057 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 7,913 100,194 SH   DFND 3 0 0 100,194
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 116,735 1,478,028 SH   SOLE   1,478,028 0 0
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 10,597 159,115 SH   SOLE   159,115 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 444 5,271 SH   DFND 3 2,956 0 2,315
ELI LILLY AND COMPANY COMMSTCK 532457108 3,029 35,945 SH   DFND 1 35,945 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 59,401 704,975 SH   SOLE   704,975 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 149 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 13,355 520,066 SH   DFND 3 0 0 520,066
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 152,311 5,931,127 SH   SOLE   5,931,127 0 0
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 566 411,000 PRN   DFND 4 0 0 411,000
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 21,427 15,548,000 PRN   SOLE   15,548,000 0 0
EMPIRE DISTRICT ELECTRIC C COMMSTCK 291641108 3,304 117,713 SH   SOLE   117,713 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,376 131,500 SH   DFND 2 131,500 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 14,027 229,122 SH   SOLE   229,122 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 8,349 843,312 SH   SOLE   843,312 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 146 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 5,767 7,125,000 PRN   SOLE   7,125,000 0 0
ENGILITY HOLDINGS INC COMMSTCK 29286C107 1,701 52,368 SH   SOLE   52,368 0 0
EOG RESOURCES INC COMMSTCK 26875P101 529 7,472 SH   DFND 3 4,253 0 3,219
EOG RESOURCES INC COMMSTCK 26875P101 3,667 51,795 SH   DFND 1 51,795 0 0
EOG RESOURCES INC COMMSTCK 26875P101 74,417 1,051,235 SH   SOLE   1,051,235 0 0
EPR PROPERTIES COMMSTCK 26884U109 8,078 138,202 SH   SOLE   138,202 0 0
EQT CORP COMMSTCK 26884L109 3,992 76,583 SH   SOLE   76,583 0 0
EQUIFAX INC. COMMSTCK 294429105 8,861 79,565 SH   SOLE   79,565 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3,934 59,000 SH   DFND 2 59,000 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 13,658 167,400 SH   DFND 2 167,400 0 0
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 6,699 76,070 SH   DFND 3 0 0 76,070
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 66,753 758,037 SH   SOLE   758,037 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 46,333 907,244 SH   SOLE   907,244 0 0
EXELON CORPORATION COMMSTCK 30161N101 42,978 1,547,635 SH   SOLE   1,547,635 0 0
EXPEDIA INC COMMSTCK 30212P303 12,332 99,210 SH   SOLE   99,210 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 17,290 383,371 SH   SOLE   383,371 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 12,181 139,358 SH   DFND 3 0 0 139,358
EXPRESS SCRIPTS INC COMMSTCK 30219G108 158,639 1,814,880 SH   SOLE   1,814,880 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,604 163,800 SH   DFND 2 163,800 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 25,534 327,573 SH   SOLE   327,573 0 0
FACEBOOK INC COMMSTCK 30303M102 2,178 20,808 SH   DFND 3 16,709 0 4,099
FACEBOOK INC COMMSTCK 30303M102 6,647 63,510 SH   DFND 1 63,510 0 0
FACEBOOK INC COMMSTCK 30303M102 131,566 1,257,079 SH   SOLE   1,257,079 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5,713 39,100 SH   DFND 2 39,100 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 15,422 105,559 SH   SOLE   105,559 0 0
FEDEX CORP COMMSTCK 31428X106 7,581 50,885 SH   SOLE   50,885 0 0
FEI COMPANY COMMSTCK 30241L109 2,064 25,867 SH   SOLE   25,867 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 21,967 362,491 SH   SOLE   362,491 0 0
FIFTH STREET FINANCE CORP COMMSTCK 31678A103 7,845 1,229,677 SH   SOLE   1,229,677 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 228 245,000 PRN   DFND 4 0 0 245,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 678 730,000 PRN   DFND 3 730,000 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 1,207 1,300,000 PRN   DFND 1 1,300,000 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 21,077 22,694,000 PRN   SOLE   22,694,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 28,739 1,979,304 SH   SOLE   1,979,304 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 4,337 65,657 SH   SOLE   65,657 0 0
FIRSTENERGY CORPORATION COMMSTCK 337932107 29,149 918,662 SH   SOLE   918,662 0 0
FISERV INC COMMSTCK 337738108 761 8,316 SH   DFND 3 4,718 0 3,598
FISERV INC COMMSTCK 337738108 5,242 57,316 SH   DFND 1 57,316 0 0
FISERV INC COMMSTCK 337738108 76,924 841,064 SH   SOLE   841,064 0 0
FLEETMATICS GROUP PLC COMMSTCK G35569105 3,539 69,684 SH   SOLE   69,684 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 3,181 278,021 SH   SOLE   278,021 0 0
FLUOR CORPORATION COMMSTCK 343412102 18,410 389,882 SH   SOLE   389,882 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 708 50,276 SH   DFND 3 50,276 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 710 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 45,367 3,219,770 SH   SOLE   3,219,770 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 768 35,040 SH   DFND 4 0 0 35,040
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 4,327 197,300 SH   DFND 2 197,300 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 13,211 602,417 SH   SOLE   602,417 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 50,375 907,666 SH   SOLE   907,666 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 8,261 494,954 SH   SOLE   494,954 0 0
G&K SERVICES INC. COMMSTCK 361268105 989 15,721 SH   DFND 3 15,721 0 0
G&K SERVICES INC. COMMSTCK 361268105 23,758 377,703 SH   SOLE   377,703 0 0
GARTNER INC COMMSTCK 366651107 6,735 74,261 SH   SOLE   74,261 0 0
GENERAL CABLE CORPORATION COMMSTCK 369300108 134 9,985 SH   DFND 4 0 0 9,985
GENERAL CABLE CORPORATION COMMSTCK 369300108 370 27,572 SH   SOLE   27,572 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 456 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,134 1,850,000 PRN   DFND 3 1,310,000 0 540,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,484 2,420,000 PRN   DFND 1 2,420,000 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 28,472 46,437,000 PRN   SOLE   46,437,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 2,148 68,969 SH   DFND 3 39,040 0 29,929
GENERAL ELECTRIC CO COMMSTCK 369604103 14,985 481,063 SH   DFND 1 481,063 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 255,267 8,194,774 SH   SOLE   8,194,774 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 19,026 699,213 SH   SOLE   699,213 0 0
GENERAL MILLS INC COMMSTCK 370334104 748 12,971 SH   DFND 3 7,422 0 5,549
GENERAL MILLS INC COMMSTCK 370334104 5,159 89,467 SH   DFND 1 89,467 0 0
GENERAL MILLS INC COMMSTCK 370334104 84,690 1,468,776 SH   SOLE   1,468,776 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 26,929 791,806 SH   SOLE   791,806 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 20,732 204,882 SH   DFND 3 20,221 0 184,661
GILEAD SCIENCES INC COMMSTCK 375558103 322,605 3,188,115 SH   SOLE   3,188,115 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 22,254 551,520 SH   SOLE   551,520 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 21,157 117,391 SH   SOLE   117,391 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 42,565 1,302,880 SH   SOLE   1,302,880 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 38,996 1,458,881 SH   SOLE   1,458,881 0 0
GRANITE CONSTRUCTION INCOR COMMSTCK 387328107 2,397 55,859 SH   SOLE   55,859 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 3,370 137,173 SH   SOLE   137,173 0 0
H&R BLOCK INC COMMSTCK 093671105 10,228 307,069 SH   SOLE   307,069 0 0
HAIN CELESTIAL GROUP INC COMMSTCK 405217100 12,652 313,258 SH   SOLE   313,258 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 822 24,162 SH   DFND 3 24,162 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 68,885 2,023,653 SH   SOLE   2,023,653 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 32,097 394,604 SH   SOLE   394,604 0 0
HARRIS CORPORATION COMMSTCK 413875105 17,512 201,522 SH   SOLE   201,522 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 1,418 32,618 SH   DFND 3 18,586 0 14,032
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 9,736 224,031 SH   DFND 1 224,031 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 300,308 6,909,989 SH   SOLE   6,909,989 0 0
HD SUPPLY INC COMMSTCK 40416M105 8,597 286,274 SH   SOLE   286,274 0 0
HDFC BANK LIMITED DEPRECPT 40415F101 1,546 25,097 SH   SOLE   25,097 0 0
HELMERICH & PAYNE, INC. COMMSTCK 423452101 313 5,851 SH   DFND 3 3,324 0 2,527
HELMERICH & PAYNE, INC. COMMSTCK 423452101 2,155 40,235 SH   DFND 1 40,235 0 0
HELMERICH & PAYNE, INC. COMMSTCK 423452101 54,586 1,019,354 SH   SOLE   1,019,354 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 5,620 62,951 SH   DFND 1 62,951 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 7,474 83,729 SH   DFND 3 18,133 0 65,596
HERSHEY COMPANY THE COMMSTCK 427866108 285,060 3,193,236 SH   SOLE   3,193,236 0 0
HILL-ROM HOLDINGS INC COMMSTCK 431475102 5,671 118,006 SH   SOLE   118,006 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2,459 114,900 SH   DFND 2 114,900 0 0
HOLOGIC INC COMMSTCK 436440101 5,694 147,180 SH   SOLE   147,180 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 11,853 7,003,000 PRN   SOLE   7,003,000 0 0
HOME DEPOT INC COMMSTCK 437076102 9,690 73,268 SH   DFND 1 73,268 0 0
HOME DEPOT INC COMMSTCK 437076102 28,228 213,448 SH   DFND 3 23,754 0 189,694
HOME DEPOT INC COMMSTCK 437076102 433,745 3,279,733 SH   SOLE   3,279,733 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 2,015 19,457 SH   DFND 3 17,117 0 2,340
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 3,920 37,846 SH   DFND 1 37,846 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 177,114 1,710,089 SH   SOLE   1,710,089 0 0
HORMEL FOODS CORPORATION COMMSTCK 440452100 9,462 119,647 SH   SOLE   119,647 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 25 1,640 SH   SOLE   1,640 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 3,631 236,700 SH   DFND 2 236,700 0 0
HUMANA INC COMMSTCK 444859102 922 5,163 SH   DFND 3 5,163 0 0
HUMANA INC COMMSTCK 444859102 56,133 314,453 SH   SOLE   314,453 0 0
HUNTINGTON BANCSHARES INC COMMSTCK 446150104 60,572 5,476,648 SH   SOLE   5,476,648 0 0
HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 4,186 32,996 SH   SOLE   32,996 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 761 8,214 SH   DFND 3 4,787 0 3,427
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 5,320 57,402 SH   DFND 1 57,402 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 77,264 833,663 SH   SOLE   833,663 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 7,076 145,868 SH   SOLE   145,868 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,195 21,617 SH   DFND 3 17,637 0 3,980
INGERSOLL-RAND PLC COMMSTCK G47791101 3,596 65,037 SH   DFND 1 65,037 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 165,338 2,990,385 SH   SOLE   2,990,385 0 0
INGREDION INC COMMSTCK 457187102 36,319 378,958 SH   SOLE   378,958 0 0
INSULET CORP COMMSTCK 45784P101 10,858 287,180 SH   SOLE   287,180 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 181 175,000 PRN   DFND 3 175,000 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 507 490,000 PRN   DFND 4 0 0 490,000
INSULET CORP 2% CNVRTBND 45784PAD3 19,413 18,745,000 PRN   SOLE   18,745,000 0 0
INTEGRATED DEVICE TECHNOLO COMMSTCK 458118106 9,221 349,948 SH   SOLE   349,948 0 0
INTEL CORPORATION COMMSTCK 458140100 689 20,006 SH   DFND 3 20,006 0 0
INTEL CORPORATION COMMSTCK 458140100 5,145 149,333 SH   SOLE   149,333 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 15,654 61,086 SH   DFND 3 0 0 61,086
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 291,261 1,136,582 SH   SOLE   1,136,582 0 0
INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2,804 72,385 SH   SOLE   72,385 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 22,685 164,841 SH   SOLE   164,841 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 7,591 63,449 SH   DFND 3 0 0 63,449
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 77,438 647,256 SH   SOLE   647,256 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 13,455 356,900 SH   SOLE   356,900 0 0
INTUIT INC. COMMSTCK 461202103 10,480 108,605 SH   SOLE   108,605 0 0
INVESCO LTD COMMSTCK G491BT108 14,388 429,757 SH   SOLE   429,757 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 30,879 346,332 SH   SOLE   346,332 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 740 27,399 SH   DFND 3 27,399 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 1,707 63,206 SH   SOLE   63,206 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 8,862 412,172 SH   SOLE   412,172 0 0
ISHARES MSCI EMERGING MARK ETIF 464286533 10,190 209,422 SH   SOLE   209,422 0 0
ISHARES MSCI INDIA INDEX F ETIF 46429B598 4,356 158,159 SH   SOLE   158,159 0 0
JARDEN CORP 1.125% CNVRTBND 471109AM0 110 90,000 PRN   DFND 3 0 0 90,000
JARDEN CORP 1.125% CNVRTBND 471109AM0 466 380,000 PRN   DFND 4 0 0 380,000
JARDEN CORP 1.125% CNVRTBND 471109AM0 18,814 15,335,000 PRN   SOLE   15,335,000 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 209 200,000 PRN   DFND 4 0 0 200,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 12,084 11,550,000 PRN   SOLE   11,550,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 51,136 363,799 SH   SOLE   363,799 0 0
JD.COM INC DEPRECPT 47215P106 3,708 114,911 SH   SOLE   114,911 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 24,593 199,391 SH   SOLE   199,391 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 5,086 94,136 SH   SOLE   94,136 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 341 7,578 SH   DFND 3 4,338 0 3,240
JOHN WILEY & SONS INC COMMSTCK 968223206 2,343 52,038 SH   DFND 1 52,038 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 40,193 892,584 SH   SOLE   892,584 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 12,162 118,401 SH   DFND 3 24,160 0 94,241
JOHNSON & JOHNSON COMMSTCK 478160104 380,657 3,705,773 SH   SOLE   3,705,773 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 19,517 122,088 SH   SOLE   122,088 0 0
JOY GLOBAL INC. COMMSTCK 481165108 39 3,055 SH   DFND 4 0 0 3,055
JOY GLOBAL INC. COMMSTCK 481165108 478 37,900 SH   SOLE   37,900 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 108 1,630 SH   DFND 4 0 0 1,630
JPMORGAN CHASE & CO COMMSTCK 46625H100 1,707 25,849 SH   DFND 3 25,849 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 233,490 3,536,116 SH   SOLE   3,536,116 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 941 25,411 SH   DFND 3 25,411 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 2,115 57,121 SH   SOLE   57,121 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 537 600,000 PRN   DFND 3 600,000 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 581 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,140 1,275,000 PRN   DFND 1 1,275,000 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 34,018 38,035,000 PRN   SOLE   38,035,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 29,225 404,393 SH   SOLE   404,393 0 0
KENNAMETAL INC COMMSTCK 489170100 105 5,449 SH   DFND 4 0 0 5,449
KENNAMETAL INC COMMSTCK 489170100 2,618 136,335 SH   SOLE   136,335 0 0
KEURIG GREEN MOUNTAIN INC COMMSTCK 49271M100 20,985 233,224 SH   SOLE   233,224 0 0
KEYCORP COMMSTCK 493267108 32,335 2,451,475 SH   SOLE   2,451,475 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 108 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 3,602 4,855,000 PRN   SOLE   4,855,000 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 10,394 392,835 SH   SOLE   392,835 0 0
L BRANDS INC COMMSTCK 501797104 12,141 126,709 SH   SOLE   126,709 0 0
LABORATORY CORPORATION OF COMMSTCK 50540R409 3,317 26,829 SH   SOLE   26,829 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 13,531 170,368 SH   SOLE   170,368 0 0
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 429 7,152 SH   DFND 3 7,152 0 0
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 1,000 16,665 SH   SOLE   16,665 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 5,750 131,163 SH   SOLE   131,163 0 0
LAZARD LTD COMMSTCK G54050102 794 17,650 SH   DFND 3 17,650 0 0
LAZARD LTD COMMSTCK G54050102 74,536 1,655,989 SH   SOLE   1,655,989 0 0
LDR HOLDING CORP COMMSTCK 50185U105 7,294 290,485 SH   SOLE   290,485 0 0
LEAR CORPORATION COMMSTCK 521865204 13,649 111,119 SH   SOLE   111,119 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 2,353 41,815 SH   SOLE   41,815 0 0
LENNAR CORPORATION COMMSTCK 526057104 31,174 637,383 SH   SOLE   637,383 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 7,820 62,611 SH   SOLE   62,611 0 0
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 269 275,000 PRN   DFND 4 0 0 275,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 343 350,000 PRN   DFND 3 175,000 0 175,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 8,031 8,200,000 PRN   SOLE   8,200,000 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 74,186 1,476,047 SH   SOLE   1,476,047 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 17,880 421,003 SH   SOLE   421,003 0 0
LINKEDIN CORP COMMSTCK 53578A108 20,828 92,534 SH   SOLE   92,534 0 0
LITHIA MOTORS INC. COMMSTCK 536797103 10,954 102,694 SH   SOLE   102,694 0 0
LOUISIANA PACIFIC CORP COMMSTCK 546347105 30,253 1,679,790 SH   SOLE   1,679,790 0 0
LOWES COMPANIES INC COMMSTCK 548661107 37,893 498,333 SH   SOLE   498,333 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 374 4,308 SH   DFND 4 0 0 4,308
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 774 8,904 SH   DFND 3 8,904 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 103,597 1,192,139 SH   SOLE   1,192,139 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 4,115 51,000 SH   DFND 2 51,000 0 0
MACYS INC COMMSTCK 55616P104 13,397 382,990 SH   SOLE   382,990 0 0
MANITOWOC COMPANY INC (THE COMMSTCK 563571108 2,504 163,128 SH   SOLE   163,128 0 0
MANPOWERGROUP INC COMMSTCK 56418H100 43,765 519,218 SH   SOLE   519,218 0 0
MARATHON OIL CORP COMMSTCK 565849106 87 6,900 SH   DFND 4 0 0 6,900
MARATHON OIL CORP COMMSTCK 565849106 1,803 143,200 SH   SOLE   143,200 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 194 3,743 SH   DFND 4 0 0 3,743
MARATHON PETROLEUM CORP COMMSTCK 56585A102 28,238 544,708 SH   SOLE   544,708 0 0
MARKET VECTORS VIETNAM ETF ETIF 57060U761 5,777 390,591 SH   SOLE   390,591 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 2,339 34,895 SH   SOLE   34,895 0 0
MASTERCARD INC COMMSTCK 57636Q104 24,269 249,266 SH   DFND 3 0 0 249,266
MASTERCARD INC COMMSTCK 57636Q104 268,072 2,753,409 SH   SOLE   2,753,409 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 10,072 117,717 SH   SOLE   117,717 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,271 10,759 SH   DFND 3 10,759 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 3,143 26,604 SH   SOLE   26,604 0 0
MCKESSON CORP COMMSTCK 58155Q103 1,753 8,889 SH   DFND 3 8,294 0 595
MCKESSON CORP COMMSTCK 58155Q103 1,877 9,516 SH   DFND 1 9,516 0 0
MCKESSON CORP COMMSTCK 58155Q103 43,196 219,012 SH   SOLE   219,012 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 879 11,131 SH   DFND 3 8,260 0 2,871
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 3,771 47,763 SH   DFND 1 47,763 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 81,255 1,029,200 SH   SOLE   1,029,200 0 0
MEDIVATION INC COMMSTCK 58501N101 7,236 149,693 SH   SOLE   149,693 0 0
MEDNAX INC COMMSTCK 58502B106 17,212 240,192 SH   SOLE   240,192 0 0
MEDTRONIC INC COMMSTCK G5960L103 8,624 112,119 SH   DFND 1 112,119 0 0
MEDTRONIC INC COMMSTCK G5960L103 13,971 181,625 SH   DFND 3 23,489 0 158,136
MEDTRONIC INC COMMSTCK G5960L103 305,821 3,975,827 SH   SOLE   3,975,827 0 0
MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 32,832 2,032,915 SH   SOLE   2,032,915 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 413 395,000 PRN   DFND 4 0 0 395,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 12,909 12,360,000 PRN   SOLE   12,360,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 52,286 989,884 SH   SOLE   989,884 0 0
MEREDITH CORPORATION COMMSTCK 589433101 7,243 167,462 SH   SOLE   167,462 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 2,385 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,130 2,625,000 PRN   SOLE   2,625,000 0 0
METLIFE INC COMMSTCK 59156R108 219 4,552 SH   SOLE   4,552 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 3,669 161,492 SH   SOLE   161,492 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 822 17,670 SH   DFND 3 17,670 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 30,714 659,953 SH   SOLE   659,953 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 22,780 1,608,770 SH   SOLE   1,608,770 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 32,094 984,791 SH   SOLE   984,791 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 20,416 367,988 SH   DFND 1 367,988 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 35,537 640,539 SH   DFND 3 102,693 0 537,846
MICROSOFT CORPORATION COMMSTCK 594918104 873,405 15,742,696 SH   SOLE   15,742,696 0 0
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 25,530 281,133 SH   SOLE   281,133 0 0
MOBILEYE NV COMMSTCK N51488117 5,674 134,210 SH   SOLE   134,210 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 10,408 54,958 SH   SOLE   54,958 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 1,382 14,714 SH   DFND 3 14,714 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 142,208 1,514,143 SH   SOLE   1,514,143 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 118,827 2,650,027 SH   SOLE   2,650,027 0 0
MONSANTO COMPANY COMMSTCK 61166W101 5,440 55,222 SH   DFND 3 6,162 0 49,060
MONSANTO COMPANY COMMSTCK 61166W101 60,939 618,544 SH   SOLE   618,544 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 8,394 56,351 SH   SOLE   56,351 0 0
MORGAN STANLEY COMMSTCK 617446448 957 30,079 SH   DFND 3 17,153 0 12,926
MORGAN STANLEY COMMSTCK 617446448 6,601 207,504 SH   DFND 1 207,504 0 0
MORGAN STANLEY COMMSTCK 617446448 155,100 4,875,818 SH   SOLE   4,875,818 0 0
MSA SAFETY INC COMMSTCK 553498106 9,794 225,295 SH   SOLE   225,295 0 0
MYLAN INC COMMSTCK N59465109 217 4,020 SH   DFND 4 0 0 4,020
MYLAN INC COMMSTCK N59465109 25,184 465,765 SH   SOLE   465,765 0 0
NASDAQ INC COMMSTCK 631103108 97,866 1,682,421 SH   SOLE   1,682,421 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 19,481 455,706 SH   SOLE   455,706 0 0
NCR CORPORATION COMMSTCK 62886E108 330 13,491 SH   DFND 4 0 0 13,491
NCR CORPORATION COMMSTCK 62886E108 4,414 180,452 SH   SOLE   180,452 0 0
NETAPP INC COMMSTCK 64110D104 14,876 560,718 SH   SOLE   560,718 0 0
NETEASE INC DEPRECPT 64110W102 6,067 33,473 SH   SOLE   33,473 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 10,718 189,473 SH   SOLE   189,473 0 0
NEW ORIENTAL EDUCATION & T DEPRECPT 647581107 3,895 124,167 SH   SOLE   124,167 0 0
NEWFIELD EXPLORATION COMPA COMMSTCK 651290108 58,683 1,802,304 SH   SOLE   1,802,304 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 11,823 113,803 SH   SOLE   113,803 0 0
NIELSEN NV COMMSTCK G6578L108 979 21,012 SH   DFND 3 21,012 0 0
NIELSEN NV COMMSTCK G6578L108 2,257 48,426 SH   SOLE   48,426 0 0
NIKE INC COMMSTCK 654106103 8,520 136,327 SH   DFND 3 0 0 136,327
NIKE INC COMMSTCK 654106103 125,691 2,011,058 SH   SOLE   2,011,058 0 0
NOAH HOLDINGS LTD DEPRECPT 65487X102 1,206 43,183 SH   SOLE   43,183 0 0
NOBLE CORPORATION PLC COMMSTCK G65431101 7,593 719,693 SH   SOLE   719,693 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 9,980 117,985 SH   SOLE   117,985 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 5,542 76,879 SH   SOLE   76,879 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 8,679 45,965 SH   SOLE   45,965 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 10,083 172,068 SH   SOLE   172,068 0 0
NUANCE COMMUNICATIONS INC COMMSTCK 67020Y100 26,517 1,333,183 SH   SOLE   1,333,183 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 169 124,000 PRN   DFND 4 0 0 124,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 8,653 6,342,000 PRN   SOLE   6,342,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 62,136 1,885,190 SH   SOLE   1,885,190 0 0
OAKTREE CAPITAL GROUP LLC COMMSTCK 674001201 12,168 254,989 SH   SOLE   254,989 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 577 8,527 SH   DFND 3 8,527 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 54,998 813,458 SH   SOLE   813,458 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 25,869 2,639,695 SH   SOLE   2,639,695 0 0
OPHTHOTECH CORP COMMSTCK 683745103 6,531 83,168 SH   SOLE   83,168 0 0
ORACLE CORPORATION COMMSTCK 68389X105 36,390 996,166 SH   SOLE   996,166 0 0
ORBITAL ATK INC COMMSTCK 68557N103 109 1,224 SH   DFND 4 0 0 1,224
ORBITAL ATK INC COMMSTCK 68557N103 1,366 15,295 SH   SOLE   15,295 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 9,724 38,371 SH   DFND 3 0 0 38,371
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 220,404 869,718 SH   SOLE   869,718 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 334 15,293 SH   DFND 3 15,293 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 9,959 456,225 SH   SOLE   456,225 0 0
OWENS & MINOR INC COMMSTCK 690732102 21,539 598,633 SH   SOLE   598,633 0 0
OWENS CORNING COMMSTCK 690742101 36,167 769,023 SH   SOLE   769,023 0 0
PACCAR INC COMMSTCK 693718108 248 5,239 SH   DFND 3 2,958 0 2,281
PACCAR INC COMMSTCK 693718108 1,675 35,342 SH   DFND 1 35,342 0 0
PACCAR INC COMMSTCK 693718108 25,079 529,093 SH   SOLE   529,093 0 0
PACKAGING CORPORATION OF A COMMSTCK 695156109 5,827 92,425 SH   SOLE   92,425 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 9,511 53,994 SH   SOLE   53,994 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 13,464 69,124 SH   SOLE   69,124 0 0
PARAMOUNT GROUP INC COMMSTCK 69924R108 3,756 207,500 SH   DFND 2 207,500 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 82,688 2,284,201 SH   SOLE   2,284,201 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 191 238,000 PRN   DFND 4 0 0 238,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 611 763,000 PRN   DFND 3 763,000 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 10,708 13,374,000 PRN   SOLE   13,374,000 0 0
PEPSICO INC COMMSTCK 713448108 17,659 176,732 SH   DFND 3 0 0 176,732
PEPSICO INC COMMSTCK 713448108 180,525 1,806,693 SH   SOLE   1,806,693 0 0
PFIZER INC COMMSTCK 717081103 4,766 147,646 SH   DFND 3 124,093 0 23,553
PFIZER INC COMMSTCK 717081103 12,084 374,364 SH   DFND 1 374,364 0 0
PFIZER INC COMMSTCK 717081103 247,200 7,657,998 SH   SOLE   7,657,998 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 285 3,246 SH   SOLE   3,246 0 0
PHILLIPS 66 COMMSTCK 718546104 839 10,253 SH   DFND 3 8,895 0 1,358
PHILLIPS 66 COMMSTCK 718546104 1,772 21,667 SH   DFND 1 21,667 0 0
PHILLIPS 66 COMMSTCK 718546104 44,185 540,154 SH   SOLE   540,154 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 5,394 285,700 SH   DFND 2 285,700 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 25,277 595,302 SH   SOLE   595,302 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 21,831 174,121 SH   SOLE   174,121 0 0
PITNEY BOWES INC COMMSTCK 724479100 8,247 399,361 SH   SOLE   399,361 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,275 23,868 SH   DFND 3 19,888 0 3,980
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 6,242 65,493 SH   DFND 1 65,493 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 182,617 1,916,034 SH   SOLE   1,916,034 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2,061 92,000 SH   SOLE   92,000 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 1,738 66,370 SH   SOLE   66,370 0 0
PRAXAIR INC COMMSTCK 74005P104 1,528 14,922 SH   SOLE   14,922 0 0
PRECISION CASTPARTS CORP COMMSTCK 740189105 8,028 34,601 SH   DFND 3 0 0 34,601
PRECISION CASTPARTS CORP COMMSTCK 740189105 86,890 374,509 SH   SOLE   374,509 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 685 8,623 SH   SOLE   8,623 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 10,577 332,619 SH   SOLE   332,619 0 0
PROLOGIS INC COMMSTCK 74340W103 9,872 230,000 SH   DFND 2 230,000 0 0
PROSHARES S&P 500 ARISTOCR COMMSTCK 74348A467 10,141 205,701 SH   SOLE   205,701 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 123,426 3,190,124 SH   SOLE   3,190,124 0 0
PUBLIC STORAGE COMMSTCK 74460D109 191 773 SH   SOLE   773 0 0
PUBLIC STORAGE COMMSTCK 74460D109 12,311 49,700 SH   DFND 2 49,700 0 0
PULTE GROUP INC COMMSTCK 745867101 3,651 204,895 SH   SOLE   204,895 0 0
PVH CORP COMMSTCK 693656100 2,252 30,581 SH   SOLE   30,581 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 8,804 278,072 SH   SOLE   278,072 0 0
QORVO INC COMMSTCK 74736K101 22,881 449,521 SH   SOLE   449,521 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 901 18,016 SH   DFND 3 18,016 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 12,195 243,968 SH   SOLE   243,968 0 0
QUEST DIAGNOSTICS INCORPOR COMMSTCK 74834L100 15,690 220,556 SH   SOLE   220,556 0 0
QUESTAR CORPORATION COMMSTCK 748356102 12,561 644,809 SH   SOLE   644,809 0 0
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 237 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 8,487 8,755,000 PRN   SOLE   8,755,000 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 2,987 121,378 SH   SOLE   121,378 0 0
RAYTHEON COMPANY COMMSTCK 755111507 8,105 65,085 SH   DFND 3 0 0 65,085
RAYTHEON COMPANY COMMSTCK 755111507 210,353 1,689,178 SH   SOLE   1,689,178 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 526 27,897 SH   DFND 3 27,897 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 12,338 653,867 SH   SOLE   653,867 0 0
REGENERON PHARMACEUTICALS, COMMSTCK 75886F107 212 391 SH   SOLE   391 0 0
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 33,951 3,536,577 SH   SOLE   3,536,577 0 0
REINSURANCE GROUP OF AMERI COMMSTCK 759351604 25,380 296,670 SH   SOLE   296,670 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 287 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 2,100 117,300 SH   DFND 2 117,300 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 3,118 190,600 SH   DFND 2 190,600 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 14,329 310,494 SH   DFND 3 11,827 0 298,667
REYNOLDS AMERICAN INC COMMSTCK 761713106 275,873 5,977,746 SH   SOLE   5,977,746 0 0
RITE AID CORPORATION COMMSTCK 767754104 7,230 922,139 SH   SOLE   922,139 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,193 101,400 SH   DFND 2 101,400 0 0
ROCKWELL COLLINS INC. COMMSTCK 774341101 7,209 78,102 SH   SOLE   78,102 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 8,565 45,129 SH   SOLE   45,129 0 0
ROSS STORES, INC. COMMSTCK 778296103 2,633 48,930 SH   DFND 1 48,930 0 0
ROSS STORES, INC. COMMSTCK 778296103 12,131 225,445 SH   DFND 3 4,055 0 221,390
ROSS STORES, INC. COMMSTCK 778296103 253,752 4,715,706 SH   SOLE   4,715,706 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 295 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 805 900,000 PRN   DFND 3 900,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 979 1,095,000 PRN   DFND 1 1,095,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 20,316 22,715,000 PRN   SOLE   22,715,000 0 0
SABRE CORP COMMSTCK 78573M104 15,157 541,914 SH   SOLE   541,914 0 0
SANDISK CORPORATION COMMSTCK 80004C101 2,650 34,879 SH   SOLE   34,879 0 0
SANDRIDGE ENERGY INC COMMSTCK 80007P307 2 11,755 SH   DFND 4 0 0 11,755
SANDRIDGE ENERGY INC COMMSTCK 80007P307 22 110,418 SH   SOLE   110,418 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 7,808 74,308 SH   SOLE   74,308 0 0
SCHLUMBERGER NV COMMSTCK 806857108 4,138 59,323 SH   DFND 1 59,323 0 0
SCHLUMBERGER NV COMMSTCK 806857108 6,091 87,327 SH   DFND 3 5,003 0 82,324
SCHLUMBERGER NV COMMSTCK 806857108 207,935 2,981,150 SH   SOLE   2,981,150 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 1,041 18,863 SH   DFND 3 10,884 0 7,979
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 7,205 130,510 SH   DFND 1 130,510 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 113,915 2,063,302 SH   SOLE   2,063,302 0 0
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 103 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3,463 4,370,000 PRN   SOLE   4,370,000 0 0
SEI INVESTMENTS COMPANY COMMSTCK 784117103 18,862 359,956 SH   SOLE   359,956 0 0
SERVICENOW INC COMMSTCK 81762P102 7,250 83,753 SH   SOLE   83,753 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 13,814 53,211 SH   SOLE   53,211 0 0
SHIRE PLC DEPRECPT 82481R106 3,218 15,699 SH   SOLE   15,699 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 463 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 501 520,000 PRN   DFND 3 520,000 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 17,049 17,690,000 PRN   SOLE   17,690,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 8,398 54,755 SH   SOLE   54,755 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 417 3,373 SH   DFND 3 3,373 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 20,624 166,737 SH   SOLE   166,737 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 2,217 11,402 SH   SOLE   11,402 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 19,152 98,500 SH   DFND 2 98,500 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 12,168 158,380 SH   SOLE   158,380 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 1,525 8,897 SH   DFND 3 8,897 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 11,065 64,543 SH   SOLE   64,543 0 0
SOUTHERN COMPANY (THE) COMMSTCK 842587107 210 4,498 SH   SOLE   4,498 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 16,742 388,798 SH   SOLE   388,798 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 501 20,935 SH   DFND 3 20,935 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 1,144 47,773 SH   SOLE   47,773 0 0
SPLUNK INC COMMSTCK 848637104 4,715 80,180 SH   SOLE   80,180 0 0
SPRINT COMMUNICATIONS INC COMMSTCK 85207U105 104 28,807 SH   SOLE   28,807 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 8,548 125,206 SH   SOLE   125,206 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 5,768 54,047 SH   SOLE   54,047 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 303 5,043 SH   DFND 4 0 0 5,043
STARBUCKS CORPORATION COMMSTCK 855244109 17,699 294,828 SH   DFND 3 0 0 294,828
STARBUCKS CORPORATION COMMSTCK 855244109 318,080 5,298,682 SH   SOLE   5,298,682 0 0
STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 3,339 48,189 SH   SOLE   48,189 0 0
STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2,619 127,382 SH   SOLE   127,382 0 0
STARWOOD WAYPOINT RESIDENT COMMSTCK 85571W109 686 30,288 SH   SOLE   30,288 0 0
STATE STREET CORP COMMSTCK 857477103 580 8,735 SH   DFND 3 4,976 0 3,759
STATE STREET CORP COMMSTCK 857477103 3,982 59,999 SH   DFND 1 59,999 0 0
STATE STREET CORP COMMSTCK 857477103 92,522 1,394,238 SH   SOLE   1,394,238 0 0
STEELCASE INC. COMMSTCK 858155203 14,864 997,560 SH   SOLE   997,560 0 0
STORE CAPITAL COMMSTCK 862121100 2,518 108,518 SH   DFND 2 108,518 0 0
STRYKER CORPORATION COMMSTCK 863667101 2,503 26,932 SH   SOLE   26,932 0 0
SUMMIT MATERIALS INC COMMSTCK 86614U100 2,179 108,751 SH   SOLE   108,751 0 0
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 91 105,000 PRN   DFND 3 0 0 105,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 165 190,000 PRN   DFND 4 0 0 190,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 14,078 16,205,000 PRN   SOLE   16,205,000 0 0
SUNTRUST BANKS INC COMMSTCK 867914103 42,501 992,087 SH   SOLE   992,087 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 181 180,000 PRN   DFND 4 0 0 180,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 10,417 10,365,000 PRN   SOLE   10,365,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 527 17,321 SH   DFND 3 17,321 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 121,749 4,003,570 SH   SOLE   4,003,570 0 0
SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 23,242 295,213 SH   SOLE   295,213 0 0
TABLEAU SOFTWARE INC COMMSTCK 87336U105 3,946 41,884 SH   SOLE   41,884 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 104,047 4,573,499 SH   SOLE   4,573,499 0 0
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 2,914 89,100 SH   DFND 2 89,100 0 0
TARGET CORPORATION COMMSTCK 87612E106 12,386 170,583 SH   SOLE   170,583 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 8,401 109,500 SH   DFND 2 109,500 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 489 35,081 SH   DFND 3 35,081 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 4,242 304,550 SH   SOLE   304,550 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 9,558 275,380 SH   SOLE   275,380 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 258 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 3,675 56,873 SH   SOLE   56,873 0 0
TEGNA INC COMMSTCK 36473H104 760 46,680 SH   DFND 3 0 0 46,680
TEGNA INC COMMSTCK 36473H104 5,601 343,839 SH   SOLE   343,839 0 0
TEGNA INC COMMSTCK 87901J105 518 20,284 SH   DFND 3 20,284 0 0
TEGNA INC COMMSTCK 87901J105 8,597 336,871 SH   SOLE   336,871 0 0
TESARO INC COMMSTCK 881569107 6,506 124,349 SH   SOLE   124,349 0 0
TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 23,300 354,962 SH   SOLE   354,962 0 0
TEXAS INSTRUMENTS INC COMMSTCK 882508104 221 4,030 SH   SOLE   4,030 0 0
TEXAS ROADHOUSE HOLDINGS L COMMSTCK 882681109 7,395 206,728 SH   SOLE   206,728 0 0
THE KROGER CO COMMSTCK 501044101 20,057 479,484 SH   SOLE   479,484 0 0
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 359 480,000 PRN   DFND 4 0 0 480,000
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 9,741 13,020,000 PRN   SOLE   13,020,000 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 586 4,129 SH   DFND 4 0 0 4,129
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 5,620 39,617 SH   DFND 1 39,617 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 19,438 137,035 SH   DFND 3 3,239 0 133,796
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 292,533 2,062,267 SH   SOLE   2,062,267 0 0
TIME INC (KOREA) COMMSTCK 887228104 289 18,456 SH   DFND 3 18,456 0 0
TIME INC (KOREA) COMMSTCK 887228104 671 42,830 SH   SOLE   42,830 0 0
TIME WARNER INC COMMSTCK 887317303 12,150 187,875 SH   DFND 3 11,668 0 176,207
TIME WARNER INC COMMSTCK 887317303 270,470 4,182,305 SH   SOLE   4,182,305 0 0
TJX COS INC COMMSTCK 872540109 1,062 14,979 SH   DFND 3 8,561 0 6,418
TJX COS INC COMMSTCK 872540109 7,392 104,245 SH   DFND 1 104,245 0 0
TJX COS INC COMMSTCK 872540109 130,675 1,842,823 SH   SOLE   1,842,823 0 0
TOLL BROTHERS FINANCE CORP CNVRTBND 88947EAM2 998 1,000,000 PRN   SOLE   1,000,000 0 0
TOLL BROTHERS INC COMMSTCK 889478103 61,159 1,836,613 SH   SOLE   1,836,613 0 0
TORO COMPANY (THE) COMMSTCK 891092108 6,137 83,990 SH   SOLE   83,990 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 22,432 450,447 SH   SOLE   450,447 0 0
TOWERS WATSON & CO COMMSTCK 891894107 17,890 139,267 SH   SOLE   139,267 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 12,653 147,985 SH   SOLE   147,985 0 0
TRANSUNION COMMSTCK 89400J107 9,474 343,646 SH   SOLE   343,646 0 0
TRAVELERS COS INC COMMSTCK 89417E109 678 6,008 SH   DFND 3 3,407 0 2,601
TRAVELERS COS INC COMMSTCK 89417E109 4,690 41,557 SH   DFND 1 41,557 0 0
TRAVELERS COS INC COMMSTCK 89417E109 133,514 1,183,005 SH   SOLE   1,183,005 0 0
TRI RESOURCES INC COMMSTCK 87612G101 173 6,383 SH   DFND 3 6,383 0 0
TRI RESOURCES INC COMMSTCK 87612G101 399 14,748 SH   SOLE   14,748 0 0
TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 4,306 360,000 SH   SOLE   360,000 0 0
TWITTER INC COMMSTCK 90184L102 9,074 392,118 SH   SOLE   392,118 0 0
TYSON FOODS INC COMMSTCK 902494103 84,456 1,583,641 SH   SOLE   1,583,641 0 0
UDR INC COMMSTCK 902653104 25,031 666,249 SH   SOLE   666,249 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 16,655 90,027 SH   SOLE   90,027 0 0
ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 8,034 41,091 SH   SOLE   41,091 0 0
UNDER ARMOUR INC COMMSTCK 904311107 6,577 81,586 SH   SOLE   81,586 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 1,032 13,199 SH   DFND 3 7,523 0 5,676
UNION PACIFIC CORPORATION COMMSTCK 907818108 7,101 90,803 SH   DFND 1 90,803 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 113,295 1,448,787 SH   SOLE   1,448,787 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 257 4,490 SH   DFND 4 0 0 4,490
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 78,365 1,367,629 SH   SOLE   1,367,629 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 7,055 73,316 SH   DFND 3 0 0 73,316
UNITED PARCEL SERVICE INC COMMSTCK 911312106 179,162 1,861,815 SH   SOLE   1,861,815 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 5,625 77,543 SH   SOLE   77,543 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8,497 88,442 SH   DFND 3 0 0 88,442
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 90,481 941,826 SH   SOLE   941,826 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 7,072 60,118 SH   SOLE   60,118 0 0
UNUM GROUP COMMSTCK 91529Y106 41,206 1,237,794 SH   SOLE   1,237,794 0 0
US BANCORP COMMSTCK 902973304 1,084 25,414 SH   DFND 3 14,694 0 10,720
US BANCORP COMMSTCK 902973304 7,518 176,195 SH   DFND 1 176,195 0 0
US BANCORP COMMSTCK 902973304 169,977 3,983,534 SH   SOLE   3,983,534 0 0
VALERO ENERGY CORPORATION COMMSTCK 91913Y100 632 8,934 SH   DFND 3 8,934 0 0
VALERO ENERGY CORPORATION COMMSTCK 91913Y100 116,388 1,645,990 SH   SOLE   1,645,990 0 0
VALSPAR CORP COMMSTCK 920355104 496 5,985 SH   DFND 3 3,396 0 2,589
VALSPAR CORP COMMSTCK 920355104 3,323 40,064 SH   DFND 1 40,064 0 0
VALSPAR CORP COMMSTCK 920355104 119,456 1,440,096 SH   SOLE   1,440,096 0 0
VANTIV INC COMMSTCK 92210H105 5,835 123,044 SH   SOLE   123,044 0 0
VCA INC COMMSTCK 918194101 4,498 81,787 SH   SOLE   81,787 0 0
VENTAS INC COMMSTCK 92276F100 4,130 73,188 SH   SOLE   73,188 0 0
VENTAS INC COMMSTCK 92276F100 8,273 146,600 SH   DFND 2 146,600 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 12,393 161,199 SH   SOLE   161,199 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 50,558 1,093,864 SH   SOLE   1,093,864 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 4,761 37,835 SH   DFND 3 0 0 37,835
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 91,792 729,490 SH   SOLE   729,490 0 0
VIAVI SOLUTIONS INC 0.625% CNVRTBND 46612JAF8 2,811 3,000,000 PRN   SOLE   3,000,000 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 4,467 292,503 SH   SOLE   292,503 0 0
VISA INC COMMSTCK 92826C839 681 8,780 SH   DFND 3 5,041 0 3,739
VISA INC COMMSTCK 92826C839 4,729 60,978 SH   DFND 1 60,978 0 0
VISA INC COMMSTCK 92826C839 189,630 2,445,255 SH   SOLE   2,445,255 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 1,939 19,400 SH   DFND 2 19,400 0 0
VOYA FINANCIAL INC COMMSTCK 929089100 83,160 2,253,046 SH   SOLE   2,253,046 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 8,878 93,487 SH   SOLE   93,487 0 0
W R GRACE & CO COMMSTCK 38388F108 13,773 138,302 SH   SOLE   138,302 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 73,204 715,858 SH   SOLE   715,858 0 0
WAL-MART STORES INC COMMSTCK 931142103 20,555 335,324 SH   SOLE   335,324 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 19,962 234,420 SH   SOLE   234,420 0 0
WALT DISNEY CO COMMSTCK 254687106 8,187 77,910 SH   DFND 1 77,910 0 0
WALT DISNEY CO COMMSTCK 254687106 19,856 188,958 SH   DFND 3 6,584 0 182,374
WALT DISNEY CO COMMSTCK 254687106 342,642 3,260,769 SH   SOLE   3,260,769 0 0
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 352 315,000 PRN   DFND 4 0 0 315,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 838 750,000 PRN   DFND 3 600,000 0 150,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 37,030 33,155,000 PRN   SOLE   33,155,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 386 375,000 PRN   DFND 3 375,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 617 600,000 PRN   DFND 4 0 0 600,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 1,065 1,035,000 PRN   DFND 1 1,035,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 16,588 16,124,000 PRN   SOLE   16,124,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 14,058 179,745 SH   SOLE   179,745 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 3,351 61,640 SH   DFND 3 46,398 0 15,242
WELLS FARGO & COMPANY COMMSTCK 949746101 12,975 238,695 SH   DFND 1 238,695 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 295,892 5,443,194 SH   SOLE   5,443,194 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 13,404 11,545 SH   DFND 3 3,645 0 7,900
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 5,764 4,965 SH   DFND 1 4,965 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 84,008 72,358 SH   SOLE   72,358 0 0
WELLTOWER INC COMMSTCK 95040Q104 9,987 146,800 SH   DFND 2 146,800 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 37,564 885,745 SH   SOLE   885,745 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 13,476 224,417 SH   SOLE   224,417 0 0
WESTLAKE CHEMICAL CORP COMMSTCK 960413102 3,661 67,391 SH   SOLE   67,391 0 0
WHEELER REAL ESTATE INVEST COMMSTCK 963025101 162 83,950 SH   SOLE   83,950 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 60,608 412,667 SH   SOLE   412,667 0 0
WHITEWAVE FOODS CO COMMSTCK 966244105 4,115 105,748 SH   SOLE   105,748 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 13,501 403,026 SH   SOLE   403,026 0 0
WILLIAMS-SONOMA, INC. COMMSTCK 969904101 5,920 101,350 SH   SOLE   101,350 0 0
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 31 4,800 SH   DFND 4 0 0 4,800
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 592 91,879 SH   SOLE   91,879 0 0
XILINX INC COMMSTCK 983919101 5,653 120,357 SH   SOLE   120,357 0 0
XL GROUP PLC COMMSTCK G98290102 82,477 2,105,070 SH   SOLE   2,105,070 0 0
YAHOO! INC. COMMSTCK 984332106 13,966 419,900 SH   SOLE   419,900 0 0
ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 18,877 184,002 SH   SOLE   184,002 0 0
ZOETIS INC COMMSTCK 98978V103 1,291 26,947 SH   DFND 3 15,287 0 11,660
ZOETIS INC COMMSTCK 98978V103 8,788 183,381 SH   DFND 1 183,381 0 0
ZOETIS INC COMMSTCK 98978V103 155,599 3,247,066 SH   SOLE   3,247,066 0 0