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 240 1,368 SH   DFND 1 0 0 1,368
3M CO COMMSTCK 88579Y101 18,842 107,594 SH   DFND 3 6,138 0 76,426
3M CO COMMSTCK 88579Y101 173,868 992,849 SH   SOLE   992,849 0 0
A O SMITH CORP COMMSTCK 831865209 9,390 106,577 SH   SOLE   106,577 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 375 9,534 SH   DFND 3 5,200 0 4,334
ABBOTT LABORATORIES COMMSTCK 002824100 2,658 67,614 SH   DFND 1 0 0 67,614
ABBOTT LABORATORIES COMMSTCK 002824100 35,451 901,839 SH   SOLE   901,839 0 0
ABBVIE INC COMMSTCK 00287Y109 1,460 23,577 SH   DFND 3 19,635 0 3,942
ABBVIE INC COMMSTCK 00287Y109 3,909 63,132 SH   DFND 1 0 0 63,132
ABBVIE INC COMMSTCK 00287Y109 73,997 1,195,241 SH   SOLE   1,195,241 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 3,577 100,700 SH   DFND 2 100,700 0 0
ACCENTURE PLC COMMSTCK G1151C101 21,479 189,597 SH   SOLE   189,597 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 10,525 42,447 SH   SOLE   42,447 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 551 3,407 SH   DFND 3 3,407 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 93,485 578,386 SH   SOLE   578,386 0 0
AETNA INC COMMSTCK 00817Y108 329 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 635 5,200 SH   DFND 3 3,000 0 2,200
AETNA INC COMMSTCK 00817Y108 4,482 36,700 SH   DFND 1 0 0 36,700
AETNA INC COMMSTCK 00817Y108 150,737 1,234,230 SH   SOLE   1,234,230 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 16,606 117,962 SH   SOLE   117,962 0 0
AGILENT TECHNOLOGIES INC COMMSTCK 00846U101 4,781 107,767 SH   SOLE   107,767 0 0
AGRIUM INC COMMSTCK 008916108 307 3,400 SH   DFND 3 3,400 0 0
AGRIUM INC COMMSTCK 008916108 130,184 1,439,769 SH   SOLE   1,439,769 0 0
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 5,059 5,130,000 PRN   SOLE   5,130,000 0 0
ALASKA AIR GROUP, INC. COMMSTCK 011659109 6,837 117,301 SH   SOLE   117,301 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 11,992 300,335 SH   SOLE   300,335 0 0
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 128 125,000 PRN   DFND 4 0 0 125,000
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 4,994 4,875,000 PRN   SOLE   4,875,000 0 0
ALBEMARLE CORP COMMSTCK 012653101 9,146 115,319 SH   SOLE   115,319 0 0
ALCOA INC COMMSTCK 013817101 7,679 828,319 SH   SOLE   828,319 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 20,600 824,988 SH   SOLE   818,178 0 6,810
ALERE INC 3% PFDDOM 01449J204 273 811 SH   DFND 4 0 0 811
ALERE INC 3% PFDDOM 01449J204 12,686 37,673 SH   SOLE   37,673 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 2,711 75,000 SH   DFND 2 75,000 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 18,210 175,908 SH   SOLE   175,908 0 0
ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 4,832 41,387 SH   SOLE   41,387 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 3,982 50,075 SH   SOLE   50,075 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 25,650 318,435 SH   SOLE   318,435 0 0
ALKERMES PLC COMMSTCK G01767105 10,769 249,164 SH   SOLE   249,164 0 0
ALLEGHENY TECHNOLOGIES INC COMMSTCK 01741R102 3,478 272,792 SH   SOLE   272,792 0 0
ALLERGAN PLC COMMSTCK G0177J108 227 984 SH   DFND 1 0 0 984
ALLERGAN PLC COMMSTCK G0177J108 19,009 82,257 SH   DFND 3 4,627 0 58,762
ALLERGAN PLC COMMSTCK G0177J108 186,191 805,709 SH   SOLE   805,709 0 0
ALLERGAN PLC 5.5% PFDFORN G0177J116 188 225 SH   DFND 4 0 0 225
ALLERGAN PLC 5.5% PFDFORN G0177J116 7,544 9,050 SH   SOLE   9,050 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 37,383 941,646 SH   SOLE   941,646 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 9,057 129,483 SH   SOLE   129,483 0 0
ALPHABET INC COMMSTCK 02079K107 3,598 5,199 SH   DFND 1 0 0 5,199
ALPHABET INC COMMSTCK 02079K107 41,922 60,572 SH   DFND 3 5,123 0 41,386
ALPHABET INC COMMSTCK 02079K107 538,383 777,898 SH   SOLE   774,561 0 3,337
ALPHABET INC COMMSTCK 02079K305 5,023 7,139 SH   DFND 3 5,600 0 1,539
ALPHABET INC COMMSTCK 02079K305 14,718 20,920 SH   DFND 1 0 0 20,920
ALPHABET INC COMMSTCK 02079K305 364,858 518,610 SH   SOLE   515,332 0 3,278
ALTRIA GROUP INC COMMSTCK 02209S103 1,177 17,063 SH   DFND 3 17,063 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 49,456 717,174 SH   SOLE   717,174 0 0
AMAZON.COM INC COMMSTCK 023135106 325 454 SH   DFND 1 0 0 454
AMAZON.COM INC COMMSTCK 023135106 26,737 37,362 SH   DFND 3 2,112 0 26,639
AMAZON.COM INC COMMSTCK 023135106 258,985 361,903 SH   SOLE   361,903 0 0
AMDOCS LTD COMMSTCK G02602103 25,937 449,363 SH   SOLE   449,363 0 0
AMEDISYS INC COMMSTCK 023436108 2,663 52,747 SH   SOLE   52,747 0 0
AMEREN CORPORATION COMMSTCK 023608102 31,463 587,223 SH   SOLE   587,223 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 14,409 508,976 SH   SOLE   508,976 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 4,393 103,500 SH   DFND 2 103,500 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 3,748 70,900 SH   DFND 2 70,900 0 0
AMERICAN CAPITAL LTD COMMSTCK 02503Y103 1,650 104,234 SH   SOLE   104,234 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 2,555 36,450 SH   DFND 3 21,950 0 14,500
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 17,650 251,817 SH   DFND 1 0 0 251,817
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 337,683 4,817,847 SH   SOLE   4,817,847 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 20,634 339,605 SH   SOLE   339,605 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 3,723 181,800 SH   DFND 2 181,800 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 3,048 57,628 SH   SOLE   57,628 0 0
AMGEN INC COMMSTCK 031162100 19,153 125,883 SH   SOLE   125,883 0 0
AMPLIFY SNACK BRANDS INC COMMSTCK 03211L102 6,839 463,640 SH   SOLE   463,640 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 30,392 570,736 SH   SOLE   570,736 0 0
ANALOG DEVICES INC COMMSTCK 032654105 6,451 113,895 SH   DFND 1 0 0 113,895
ANALOG DEVICES INC COMMSTCK 032654105 14,863 262,409 SH   DFND 3 33,290 0 174,387
ANALOG DEVICES INC COMMSTCK 032654105 231,404 4,085,517 SH   SOLE   4,085,517 0 0
ANTHEM INC 2.75% CNVRTBND 94973VBG1 2,094 1,150,000 PRN   SOLE   1,150,000 0 0
AON PLC COMMSTCK G0408V102 2,064 18,900 SH   SOLE   18,900 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,434 4,360,000 PRN   SOLE   4,360,000 0 0
APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 10,655 1,923,283 SH   SOLE   1,923,283 0 0
APPLE INC COMMSTCK 037833100 12,564 131,425 SH   DFND 1 0 0 131,425
APPLE INC COMMSTCK 037833100 42,966 449,438 SH   DFND 3 51,641 0 300,081
APPLE INC COMMSTCK 037833100 790,457 8,268,380 SH   SOLE   8,225,429 0 42,951
ARES CAPITAL CORPORATION COMMSTCK 04010L103 675 47,537 SH   DFND 3 47,537 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 1,531 107,845 SH   SOLE   107,845 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 88 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 2,753 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 598 19,807 SH   DFND 3 19,807 0 0
ASTRAZENECA PLC DEPRECPT 046353108 12,904 427,419 SH   SOLE   427,419 0 0
AT&T INC COMMSTCK 00206R102 1,478 34,200 SH   DFND 3 20,200 0 14,000
AT&T INC COMMSTCK 00206R102 6,719 155,500 SH   DFND 1 0 0 155,500
AT&T INC COMMSTCK 00206R102 269,105 6,227,832 SH   SOLE   6,132,206 0 95,626
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 671 7,300 SH   DFND 3 4,300 0 3,000
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 4,998 54,400 SH   DFND 1 0 0 54,400
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 68,257 742,971 SH   SOLE   742,971 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 10,246 56,800 SH   DFND 2 56,800 0 0
AVERY DENNISON CORPORATION COMMSTCK 053611109 6,856 91,713 SH   SOLE   91,713 0 0
B/E AEROSPACE INC COMMSTCK 073302101 8,811 190,816 SH   SOLE   190,816 0 0
BALL CORPORATION COMMSTCK 058498106 12,794 176,984 SH   SOLE   176,984 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 1,153 86,857 SH   DFND 3 76,857 0 10,000
BANK OF AMERICA CORP COMMSTCK 060505104 40,820 3,076,080 SH   SOLE   3,076,080 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 429 359 SH   DFND 3 134 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 5,783 4,839 SH   SOLE   4,839 0 0
BANK OF NEW YORK MELLON CO COMMSTCK 064058100 30,560 786,616 SH   SOLE   786,616 0 0
BANKUNITED INC COMMSTCK 06652K103 5,092 165,756 SH   SOLE   165,756 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 1,036 6,107 SH   DFND 3 3,500 0 2,607
BECTON DICKINSON AND COMPA COMMSTCK 075887109 7,092 41,816 SH   DFND 1 0 0 41,816
BECTON DICKINSON AND COMPA COMMSTCK 075887109 147,542 869,993 SH   SOLE   869,993 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 732 5,054 SH   SOLE   5,054 0 0
BHP BILLITON LTD DEPRECPT 088606108 6,503 227,679 SH   SOLE   227,679 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 182 1,274 SH   DFND 4 0 0 1,274
BIO-RAD LABORATORIES INC COMMSTCK 090572207 2,135 14,931 SH   SOLE   14,931 0 0
BIOGEN INC COMMSTCK 09062X103 266 1,099 SH   SOLE   1,099 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2,099 1,890,000 PRN   SOLE   1,890,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 133 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 4,492 3,885,000 PRN   SOLE   3,885,000 0 0
BIOSCRIP INC COMMSTCK 09069N108 39 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 676 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 9,699 142,838 SH   SOLE   142,838 0 0
BLACKROCK INC COMMSTCK 09247X101 13,630 39,793 SH   SOLE   36,249 0 3,544
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 2,224 200,519 SH   SOLE   200,519 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 2,227 138,401 SH   SOLE   138,401 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 1,131 46,100 SH   SOLE   46,100 0 0
BLUE BUFFALO PET PRODUCTS COMMSTCK 09531U102 7,449 319,152 SH   SOLE   319,152 0 0
BOEING CO COMMSTCK 097023105 300 2,308 SH   SOLE   2,308 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 10,816 82,000 SH   DFND 2 82,000 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 69,242 2,962,863 SH   SOLE   2,962,863 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 14,642 199,079 SH   SOLE   199,079 0 0
BROADCOM LTD COMMSTCK Y09827109 19,705 126,805 SH   SOLE   126,805 0 0
BROCADE COMMUNICATIONS SYS CNVRTBND 111621AQ1 211 215,000 PRN   DFND 4 0 0 215,000
BROCADE COMMUNICATIONS SYS CNVRTBND 111621AQ1 6,658 6,785,000 PRN   SOLE   6,785,000 0 0
BUFFALO WILD WINGS INC COMMSTCK 119848109 6,646 47,832 SH   SOLE   47,832 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4,089 96,581 SH   SOLE   96,581 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 102 3,955 SH   DFND 1 0 0 3,955
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 8,120 315,446 SH   DFND 3 17,685 0 224,715
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 160,580 6,238,556 SH   SOLE   6,238,556 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 253 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 634 590,000 PRN   DFND 3 590,000 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 16,603 15,445,000 PRN   SOLE   15,445,000 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 3,012 44,953 SH   SOLE   44,953 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 6,287 71,100 SH   DFND 2 71,100 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 13,367 151,174 SH   SOLE   151,174 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 1,014 15,242 SH   DFND 3 8,650 0 6,592
CAMPBELL SOUP COMPANY COMMSTCK 134429109 7,053 106,005 SH   DFND 1 0 0 106,005
CAMPBELL SOUP COMPANY COMMSTCK 134429109 133,872 2,012,207 SH   SOLE   2,012,207 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 132 2,083 SH   DFND 4 0 0 2,083
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 1,630 25,669 SH   SOLE   25,669 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 140,917 1,806,400 SH   SOLE   1,767,713 0 38,687
CARDTRONICS INC 1% CNVRTBND 14161HAG3 371 370,000 PRN   DFND 4 0 0 370,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 967 965,000 PRN   DFND 3 965,000 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 19,108 19,060,000 PRN   SOLE   19,060,000 0 0
CARRIAGE SERVICES INC 2.75 CNVRTBND 143905AM9 141 120,000 PRN   DFND 4 0 0 120,000
CARRIAGE SERVICES INC 2.75 CNVRTBND 143905AM9 5,872 5,000,000 PRN   SOLE   5,000,000 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 25,630 908,875 SH   SOLE   908,875 0 0
CBS CORP COMMSTCK 124857202 971 17,837 SH   DFND 3 17,837 0 0
CBS CORP COMMSTCK 124857202 37,014 679,907 SH   SOLE   652,202 0 27,705
CDW CORP(DELAWARE) COMMSTCK 12514G108 13,793 344,135 SH   SOLE   344,135 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 39,946 690,876 SH   SOLE   690,876 0 0
CELANESE CORPORATION COMMSTCK 150870103 37,778 577,211 SH   SOLE   577,211 0 0
CELGENE CORPORATION COMMSTCK 151020104 6,766 68,603 SH   DFND 1 0 0 68,603
CELGENE CORPORATION COMMSTCK 151020104 25,368 257,202 SH   DFND 3 31,502 0 171,279
CELGENE CORPORATION COMMSTCK 151020104 384,311 3,896,496 SH   SOLE   3,896,496 0 0
CEMEX SAB DE CV 3.72% CNVRTBND 151290BR3 536 575,000 PRN   DFND 3 350,000 0 225,000
CEMEX SAB DE CV 3.72% CNVRTBND 151290BR3 16,611 17,825,000 PRN   SOLE   17,825,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 334 385,000 PRN   DFND 4 0 0 385,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 659 760,000 PRN   DFND 3 760,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 22,526 25,985,000 PRN   SOLE   25,985,000 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 22,401 271,726 SH   SOLE   271,726 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 2,178 99,100 SH   DFND 2 99,100 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 1,007 12,640 SH   DFND 3 9,188 0 3,452
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 4,423 55,514 SH   DFND 1 0 0 55,514
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 59,625 748,301 SH   SOLE   748,301 0 0
CHESAPEAKE ENERGY CORPORAT COMMSTCK 165167107 95 22,209 SH   SOLE   22,209 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,137 48,897 SH   DFND 3 48,897 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 8,689 373,703 SH   SOLE   373,703 0 0
CHEVRON CORP COMMSTCK 166764100 4,561 43,508 SH   DFND 3 33,008 0 10,500
CHEVRON CORP COMMSTCK 166764100 18,493 176,407 SH   DFND 1 0 0 176,407
CHEVRON CORP COMMSTCK 166764100 438,795 4,185,774 SH   SOLE   4,185,774 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 4,498 694,119 SH   SOLE   694,119 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 5,321 13,212 SH   SOLE   13,212 0 0
CHUBB LTD COMMSTCK H1467J104 1,235 9,450 SH   DFND 3 5,550 0 3,900
CHUBB LTD COMMSTCK H1467J104 8,318 63,638 SH   DFND 1 0 0 63,638
CHUBB LTD COMMSTCK H1467J104 153,683 1,175,752 SH   SOLE   1,175,752 0 0
CHURCH & DWIGHT CO INC COMMSTCK 171340102 13,145 127,754 SH   SOLE   127,754 0 0
CIGNA CORPORATION COMMSTCK 125509109 181 1,411 SH   DFND 4 0 0 1,411
CIGNA CORPORATION COMMSTCK 125509109 2,237 17,476 SH   SOLE   17,476 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 40,155 336,532 SH   SOLE   336,532 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 956 33,308 SH   DFND 3 33,308 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 168,172 5,861,697 SH   SOLE   5,790,629 0 71,068
CITIGROUP INC COMMSTCK 172967424 13,683 322,787 SH   SOLE   322,787 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 3,108 155,576 SH   SOLE   155,576 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 5,795 72,352 SH   SOLE   72,352 0 0
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 122 110,000 PRN   DFND 4 0 0 110,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 551 495,000 PRN   DFND 3 425,000 0 70,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 10,074 9,055,000 PRN   SOLE   9,055,000 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 986 32,883 SH   SOLE   32,883 0 0
CLOROX COMPANY COMMSTCK 189054109 339 2,450 SH   DFND 3 1,450 0 1,000
CLOROX COMPANY COMMSTCK 189054109 2,339 16,900 SH   DFND 1 0 0 16,900
CLOROX COMPANY COMMSTCK 189054109 55,239 399,151 SH   SOLE   399,151 0 0
CME GROUP INC COMMSTCK 12572Q105 1,209 12,417 SH   DFND 3 12,417 0 0
CME GROUP INC COMMSTCK 12572Q105 2,849 29,253 SH   SOLE   29,253 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 510 11,127 SH   DFND 3 11,127 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 1,193 26,022 SH   SOLE   26,022 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 193 515,000 PRN   DFND 4 0 0 515,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 12,169 32,450,000 PRN   SOLE   32,450,000 0 0
COCA-COLA CO COMMSTCK 191216100 3,116 68,739 SH   DFND 3 54,076 0 14,663
COCA-COLA CO COMMSTCK 191216100 10,748 237,100 SH   DFND 1 0 0 237,100
COCA-COLA CO COMMSTCK 191216100 177,963 3,925,946 SH   SOLE   3,925,946 0 0
COCA-COLA EUROPEAN PARTNER COMMSTCK G25839104 8,782 246,050 SH   SOLE   246,050 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 225 3,929 SH   DFND 1 0 0 3,929
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 16,415 286,779 SH   DFND 3 16,241 0 204,312
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 213,805 3,735,237 SH   SOLE   3,735,237 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 301 4,116 SH   DFND 1 0 0 4,116
COLGATE-PALMOLIVE CO COMMSTCK 194162103 12,066 164,838 SH   DFND 3 9,426 0 117,328
COLGATE-PALMOLIVE CO COMMSTCK 194162103 119,560 1,633,331 SH   SOLE   1,633,331 0 0
COLONY STARWOOD HOMES COMMSTCK 19625X102 1,917 63,011 SH   SOLE   63,011 0 0
COMCAST CORPORATION COMMSTCK 20030N101 2,972 45,586 SH   SOLE   45,586 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 102 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 2,201 423,277 SH   SOLE   423,277 0 0
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 166 5,760 SH   DFND 4 0 0 5,760
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 3,117 107,856 SH   SOLE   107,856 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 20,765 279,888 SH   SOLE   279,888 0 0
CONAGRA FOODS INC COMMSTCK 205887102 30,707 642,266 SH   SOLE   642,266 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 29,030 243,397 SH   SOLE   243,397 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 31,807 395,409 SH   SOLE   395,409 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 20,022 121,049 SH   SOLE   121,049 0 0
CONTINENTAL RESOURCES INC COMMSTCK 212015101 5,271 116,444 SH   SOLE   116,444 0 0
CORE LABORATORIES N.V. COMMSTCK N22717107 2,405 19,415 SH   SOLE   19,415 0 0
CORNING INC COMMSTCK 219350105 15,658 764,547 SH   SOLE   764,547 0 0
CORPORATE OFFICE PROPERTIE COMMSTCK 22002T108 30,412 1,028,481 SH   SOLE   1,028,481 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 5,109 5,030,000 PRN   SOLE   5,030,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 24,156 110,475 SH   SOLE   110,475 0 0
COVANTA HOLDING CORP COMMSTCK 22282E102 5,241 318,630 SH   SOLE   318,630 0 0
CR BARD INC COMMSTCK 067383109 556 2,364 SH   DFND 3 1,350 0 1,014
CR BARD INC COMMSTCK 067383109 3,818 16,237 SH   DFND 1 0 0 16,237
CR BARD INC COMMSTCK 067383109 63,601 270,460 SH   SOLE   270,460 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 9,902 57,747 SH   SOLE   57,747 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 39,395 388,400 SH   SOLE   388,400 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 34,075 672,492 SH   SOLE   672,492 0 0
CSX CORP COMMSTCK 126408103 584 22,400 SH   DFND 3 16,400 0 6,000
CSX CORP COMMSTCK 126408103 85,298 3,270,643 SH   SOLE   3,270,643 0 0
CUBESMART COMMSTCK 229663109 5,932 192,100 SH   DFND 2 192,100 0 0
CUBIC CORPORATION COMMSTCK 229669106 4,693 116,864 SH   SOLE   116,864 0 0
CUMMINS INC COMMSTCK 231021106 2,772 24,654 SH   SOLE   24,654 0 0
CVS HEALTH CORP COMMSTCK 126650100 12,352 129,015 SH   DFND 1 0 0 129,015
CVS HEALTH CORP COMMSTCK 126650100 34,308 358,347 SH   DFND 3 48,254 0 236,039
CVS HEALTH CORP COMMSTCK 126650100 504,029 5,264,559 SH   SOLE   5,233,572 0 30,987
DANAHER CORPORATION COMMSTCK 235851102 3,484 34,498 SH   SOLE   34,498 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 12,175 260,212 SH   SOLE   260,212 0 0
DDR CORP COMMSTCK 23317H102 3,155 173,900 SH   DFND 2 173,900 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 41,803 383,550 SH   SOLE   383,550 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 498 9,297 SH   DFND 3 9,297 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 33,557 626,186 SH   SOLE   585,743 0 40,443
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 2,951 31,396 SH   DFND 3 26,496 0 4,900
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 8,742 92,997 SH   DFND 1 0 0 92,997
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 154,857 1,647,415 SH   SOLE   1,647,415 0 0
DOLLAR TREE INC COMMSTCK 256746108 26,613 282,392 SH   SOLE   282,392 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,792 78,600 SH   DFND 2 78,600 0 0
DOVER CORP COMMSTCK 260003108 8,631 124,514 SH   SOLE   124,514 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 1,108 22,286 SH   DFND 3 12,900 0 9,386
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 7,492 150,708 SH   DFND 1 0 0 150,708
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 136,654 2,749,029 SH   SOLE   2,749,029 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 473 4,900 SH   DFND 3 3,100 0 1,800
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 3,517 36,400 SH   DFND 1 0 0 36,400
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 91,047 942,221 SH   SOLE   942,221 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 42,722 1,602,482 SH   SOLE   1,602,482 0 0
DUN & BRADSTREET CORPORATI COMMSTCK 26483E100 7,595 62,339 SH   SOLE   62,339 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 6,508 136,900 SH   DFND 2 136,900 0 0
EAGLE MATERIALS INC COMMSTCK 26969P108 4,123 53,446 SH   SOLE   53,446 0 0
EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 1,140 57,800 SH   DFND 2 57,800 0 0
EBAY INC COMMSTCK 278642103 1,355 57,893 SH   DFND 3 47,712 0 10,181
EBAY INC COMMSTCK 278642103 3,834 163,771 SH   DFND 1 0 0 163,771
EBAY INC COMMSTCK 278642103 92,810 3,964,527 SH   SOLE   3,922,539 0 41,988
ECOLAB INC COMMSTCK 278865100 5,660 47,724 SH   DFND 1 0 0 47,724
ECOLAB INC COMMSTCK 278865100 14,640 123,438 SH   DFND 3 10,701 0 85,828
ECOLAB INC COMMSTCK 278865100 271,036 2,285,295 SH   SOLE   2,285,295 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 32,057 412,734 SH   SOLE   412,734 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 204 2,049 SH   DFND 1 0 0 2,049
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 13,978 140,159 SH   DFND 3 7,852 0 99,909
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 155,744 1,561,656 SH   SOLE   1,555,091 0 6,565
ELECTRONIC ARTS INC COMMSTCK 285512109 10,496 138,541 SH   SOLE   138,541 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 474 6,016 SH   DFND 3 3,500 0 2,516
ELI LILLY AND COMPANY COMMSTCK 532457108 3,183 40,419 SH   DFND 1 0 0 40,419
ELI LILLY AND COMPANY COMMSTCK 532457108 59,457 755,012 SH   SOLE   755,012 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 158 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 260 9,556 SH   DFND 1 0 0 9,556
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 17,977 661,648 SH   DFND 3 37,365 0 471,923
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 174,094 6,407,585 SH   SOLE   6,407,585 0 0
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 278 246,000 PRN   DFND 4 0 0 246,000
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 10,994 9,713,000 PRN   SOLE   9,713,000 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,755 145,100 SH   DFND 2 145,100 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 446 28,618 SH   SOLE   28,618 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 8,967 719,624 SH   SOLE   719,624 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 165 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 6,533 7,125,000 PRN   SOLE   7,125,000 0 0
ENDOLOGIX INC. 3.25% CNVRTBND 29266SAB2 267 205,000 PRN   DFND 4 0 0 205,000
ENDOLOGIX INC. 3.25% CNVRTBND 29266SAB2 7,537 5,795,000 PRN   SOLE   5,795,000 0 0
ENTERGY CORPORATION COMMSTCK 29364G103 32,207 395,909 SH   SOLE   395,909 0 0
EOG RESOURCES INC COMMSTCK 26875P101 756 9,060 SH   DFND 3 5,500 0 3,560
EOG RESOURCES INC COMMSTCK 26875P101 4,897 58,700 SH   DFND 1 0 0 58,700
EOG RESOURCES INC COMMSTCK 26875P101 118,988 1,426,368 SH   SOLE   1,426,368 0 0
EPR PROPERTIES COMMSTCK 26884U109 6,305 78,144 SH   SOLE   78,144 0 0
EQT CORP COMMSTCK 26884L109 5,930 76,583 SH   SOLE   76,583 0 0
EQUIFAX INC. COMMSTCK 294429105 15,056 117,257 SH   SOLE   117,257 0 0
EQUINIX INC COMMSTCK 29444U700 43,327 111,746 SH   SOLE   111,746 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3,202 40,000 SH   DFND 2 40,000 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 11,482 166,700 SH   DFND 2 166,700 0 0
ESSEX PROPERTY TRUST INC COMMSTCK 297178105 24,839 108,902 SH   SOLE   108,902 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 52,825 881,886 SH   SOLE   881,886 0 0
EXELON CORPORATION COMMSTCK 30161N101 50,568 1,390,748 SH   SOLE   1,390,748 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 18,533 377,926 SH   SOLE   377,926 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,857 191,100 SH   DFND 2 191,100 0 0
EXTRA SPACE STORAGE INC COMMSTCK 30225T102 4,046 43,723 SH   SOLE   43,723 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 52,499 560,052 SH   SOLE   560,052 0 0
FACEBOOK INC COMMSTCK 30303M102 1,155 10,109 SH   DFND 3 5,800 0 4,309
FACEBOOK INC COMMSTCK 30303M102 7,858 68,763 SH   DFND 1 0 0 68,763
FACEBOOK INC COMMSTCK 30303M102 154,760 1,354,220 SH   SOLE   1,354,220 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5,976 36,100 SH   DFND 2 36,100 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 22,865 138,118 SH   SOLE   138,118 0 0
FEDEX CORP COMMSTCK 31428X106 18,335 120,803 SH   SOLE   120,803 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 16,118 218,752 SH   SOLE   218,752 0 0
FIFTH STREET FINANCE CORP COMMSTCK 31678A103 5,964 1,229,677 SH   SOLE   1,229,677 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 236 245,000 PRN   DFND 4 0 0 245,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 704 730,000 PRN   DFND 3 730,000 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 23,139 23,994,000 PRN   SOLE   23,994,000 0 0
FIREEYE INC 1% CNVRTBND 31816QAB7 45 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC 1% CNVRTBND 31816QAB7 1,641 1,810,000 PRN   SOLE   1,810,000 0 0
FIREEYE INC 1.625% CNVRTBND 31816QAD3 44 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC 1.625% CNVRTBND 31816QAD3 1,596 1,810,000 PRN   SOLE   1,810,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 22,471 1,630,694 SH   SOLE   1,630,694 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 3,277 46,824 SH   SOLE   46,824 0 0
FIRST SOLAR INC COMMSTCK 336433107 26,095 538,259 SH   SOLE   538,259 0 0
FISERV INC COMMSTCK 337738108 651 5,990 SH   DFND 3 3,458 0 2,532
FISERV INC COMMSTCK 337738108 4,378 40,261 SH   DFND 1 0 0 40,261
FISERV INC COMMSTCK 337738108 63,811 586,880 SH   SOLE   586,880 0 0
FITBIT INC COMMSTCK 33812L102 4,890 400,189 SH   SOLE   364,312 0 35,877
FLOTEK INDUSTRIES INC COMMSTCK 343389102 3,368 255,181 SH   SOLE   255,181 0 0
FLUOR CORPORATION COMMSTCK 343412102 23,048 467,696 SH   SOLE   467,696 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 634 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 26,522 2,109,922 SH   SOLE   2,109,922 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 745 33,390 SH   DFND 4 0 0 33,390
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 4,647 208,300 SH   DFND 2 208,300 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 13,277 595,109 SH   SOLE   595,109 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 46,736 806,203 SH   SOLE   806,203 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 7,201 492,866 SH   SOLE   492,866 0 0
G&K SERVICES INC. COMMSTCK 361268105 1,182 15,439 SH   DFND 3 15,439 0 0
G&K SERVICES INC. COMMSTCK 361268105 28,929 377,814 SH   SOLE   377,814 0 0
GARTNER INC COMMSTCK 366651107 7,215 74,073 SH   SOLE   74,073 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 426 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,060 1,850,000 PRN   DFND 3 1,310,000 0 540,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 26,614 46,437,000 PRN   SOLE   46,437,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 2,235 71,000 SH   DFND 3 42,000 0 29,000
GENERAL ELECTRIC CO COMMSTCK 369604103 15,697 498,635 SH   DFND 1 0 0 498,635
GENERAL ELECTRIC CO COMMSTCK 369604103 267,620 8,501,275 SH   SOLE   8,501,275 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 20,714 694,623 SH   SOLE   694,623 0 0
GENERAL MILLS INC COMMSTCK 370334104 1,055 14,799 SH   DFND 3 8,600 0 6,199
GENERAL MILLS INC COMMSTCK 370334104 7,111 99,701 SH   DFND 1 0 0 99,701
GENERAL MILLS INC COMMSTCK 370334104 129,876 1,821,030 SH   SOLE   1,821,030 0 0
GENTEX CORPORATION COMMSTCK 371901109 11,996 776,428 SH   SOLE   712,971 0 63,457
GILEAD SCIENCES INC COMMSTCK 375558103 282 3,385 SH   DFND 1 0 0 3,385
GILEAD SCIENCES INC COMMSTCK 375558103 23,767 284,907 SH   DFND 3 34,804 0 189,284
GILEAD SCIENCES INC COMMSTCK 375558103 265,013 3,176,852 SH   SOLE   3,176,852 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 23,539 543,125 SH   SOLE   543,125 0 0
GLOBAL X MSCI ARGENTINA ET ETIF 37950E259 2,176 97,561 SH   SOLE   97,561 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 1,091 7,344 SH   DFND 3 4,250 0 3,094
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 7,389 49,728 SH   DFND 1 0 0 49,728
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 121,438 817,322 SH   SOLE   817,322 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 242 13,376 SH   DFND 3 13,376 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 565 31,250 SH   SOLE   31,250 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 43,195 1,683,350 SH   SOLE   1,683,350 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 39,988 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST COMMSTCK 385002100 5,097 552,800 SH   DFND 2 552,800 0 0
GRANITE CONSTRUCTION INCOR COMMSTCK 387328107 9,037 198,406 SH   SOLE   198,406 0 0
GRUPO FINANCIERO GALICIA S DEPRECPT 399909100 2,793 91,466 SH   SOLE   91,466 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 4,377 140,012 SH   SOLE   140,012 0 0
HAIN CELESTIAL GROUP INC COMMSTCK 405217100 6,598 132,627 SH   SOLE   132,627 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 999 22,056 SH   DFND 3 22,056 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 106,934 2,361,085 SH   SOLE   2,361,085 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 29,231 345,436 SH   SOLE   345,436 0 0
HARRIS CORPORATION COMMSTCK 413875105 43,040 515,817 SH   SOLE   515,817 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 901 20,300 SH   DFND 3 11,800 0 8,500
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 12,364 278,600 SH   DFND 1 0 0 278,600
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 213,526 4,811,322 SH   SOLE   4,811,322 0 0
HCA HOLDINGS INC COMMSTCK 40412C101 7,004 90,948 SH   SOLE   90,948 0 0
HDFC BANK LTD DEPRECPT 40415F101 4,709 70,972 SH   SOLE   70,972 0 0
HEALTHCARE REALTY TRUST IN COMMSTCK 421946104 19,453 555,958 SH   SOLE   555,958 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 7,071 62,307 SH   DFND 1 0 0 62,307
HERSHEY COMPANY THE COMMSTCK 427866108 16,069 141,587 SH   DFND 3 28,853 0 86,079
HERSHEY COMPANY THE COMMSTCK 427866108 408,881 3,602,794 SH   SOLE   3,602,794 0 0
HEWLETT PACKARD ENTERPRISE COMMSTCK 42824C109 29,624 1,621,471 SH   SOLE   1,621,471 0 0
HILL-ROM HOLDINGS INC COMMSTCK 431475102 15,003 297,393 SH   SOLE   297,393 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 1,573 69,800 SH   DFND 2 69,800 0 0
HOLOGIC INC COMMSTCK 436440101 2,018 58,312 SH   SOLE   58,312 0 0
HOLOGIC INC CNVRTBND 436440AG6 4,552 3,750,000 PRN   SOLE   3,750,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 5,823 3,877,000 PRN   SOLE   3,877,000 0 0
HOME DEPOT INC COMMSTCK 437076102 13,523 105,905 SH   DFND 1 0 0 105,905
HOME DEPOT INC COMMSTCK 437076102 35,976 281,745 SH   DFND 3 40,234 0 183,856
HOME DEPOT INC COMMSTCK 437076102 645,454 5,054,855 SH   SOLE   5,054,855 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,159 9,966 SH   DFND 3 8,709 0 1,257
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 2,348 20,189 SH   DFND 1 0 0 20,189
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 44,068 378,852 SH   SOLE   378,852 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 4,469 275,700 SH   DFND 2 275,700 0 0
HUMANA INC COMMSTCK 444859102 912 5,071 SH   DFND 3 5,071 0 0
HUMANA INC COMMSTCK 444859102 104,646 581,756 SH   SOLE   581,756 0 0
HUNTINGTON BANCSHARES INC COMMSTCK 446150104 16,240 1,816,579 SH   SOLE   1,816,579 0 0
IDEX CORPORATION COMMSTCK 45167R104 766 9,334 SH   SOLE   9,334 0 0
IHS INC COMMSTCK 451734107 3,473 30,040 SH   SOLE   30,040 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 1,007 9,671 SH   DFND 3 5,600 0 4,071
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 6,820 65,472 SH   DFND 1 0 0 65,472
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 219,473 2,107,079 SH   SOLE   2,107,079 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 5,640 147,902 SH   SOLE   147,902 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,840 28,891 SH   DFND 3 24,962 0 3,929
INGERSOLL-RAND PLC COMMSTCK G47791101 4,076 64,000 SH   DFND 1 0 0 64,000
INGERSOLL-RAND PLC COMMSTCK G47791101 145,172 2,279,705 SH   SOLE   2,269,163 0 10,542
INGREDION INC COMMSTCK 457187102 29,963 231,537 SH   SOLE   231,537 0 0
INNOVIVA INC 2.125% CNVRTBND 88338TAB0 379 480,000 PRN   DFND 4 0 0 480,000
INNOVIVA INC 2.125% CNVRTBND 88338TAB0 10,286 13,020,000 PRN   SOLE   13,020,000 0 0
INSULET CORP COMMSTCK 45784P101 988 32,665 SH   SOLE   32,665 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 166 175,000 PRN   DFND 3 175,000 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 466 490,000 PRN   DFND 4 0 0 490,000
INSULET CORP 2% CNVRTBND 45784PAD3 18,672 19,655,000 PRN   SOLE   19,655,000 0 0
INTEGRATED DEVICE TECHNOLO COMMSTCK 458118106 4,813 239,089 SH   SOLE   239,089 0 0
INTEL CORPORATION COMMSTCK 458140100 9,654 294,318 SH   SOLE   294,318 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 294 1,149 SH   DFND 1 0 0 1,149
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 20,721 80,954 SH   DFND 3 4,611 0 57,540
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 344,745 1,346,870 SH   SOLE   1,342,407 0 4,463
INTERCONTINENTAL HOTELS GR DEPRECPT 45857P608 2,263 60,320 SH   SOLE   60,320 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 16,663 109,782 SH   SOLE   109,782 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 154 1,224 SH   DFND 1 0 0 1,224
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 10,405 82,533 SH   DFND 3 4,641 0 58,766
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 97,464 773,097 SH   SOLE   773,097 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 12,879 303,904 SH   SOLE   303,904 0 0
INTERPUBLIC GROUP OF COMPA COMMSTCK 460690100 25,841 1,118,659 SH   SOLE   1,118,659 0 0
INTUIT INC. COMMSTCK 461202103 14,535 130,228 SH   SOLE   130,228 0 0
INTUITIVE SURGICAL INC COMMSTCK 46120E602 2,453 3,708 SH   SOLE   3,708 0 0
INVESCO LTD COMMSTCK G491BT108 6,814 266,783 SH   SOLE   266,783 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 24,902 311,280 SH   SOLE   311,280 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 1,072 26,908 SH   DFND 3 26,908 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 2,597 65,210 SH   SOLE   65,210 0 0
IRONWOOD PHARMACEUTICALS I CNVRTBND 46333XAD0 405 395,000 PRN   DFND 4 0 0 395,000
IRONWOOD PHARMACEUTICALS I CNVRTBND 46333XAD0 15,473 15,105,000 PRN   SOLE   15,105,000 0 0
ISHARES IBOXX HIGH YIELD C ETIF 464288513 5,335 63,000 SH   SOLE   63,000 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 10,102 412,172 SH   SOLE   412,172 0 0
ISHARES MSCI CHINA INDEX F ETIF 46429B671 5,945 140,237 SH   SOLE   140,237 0 0
ISHARES MSCI EMERGING MARK ETIF 464286533 9,400 182,203 SH   SOLE   182,203 0 0
ISHARES MSCI INDIA INDEX F ETIF 46429B598 7,770 278,297 SH   SOLE   278,297 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 8,498 98,905 SH   SOLE   98,905 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 428 400,000 PRN   DFND 4 0 0 400,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 1,558 1,455,000 PRN   DFND 3 1,255,000 0 200,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 33,971 31,730,000 PRN   SOLE   31,730,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 66,711 472,089 SH   SOLE   463,637 0 8,452
JM SMUCKER CO/THE COMMSTCK 832696405 34,082 223,621 SH   SOLE   223,621 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 4,013 94,136 SH   SOLE   94,136 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 37 700 SH   DFND 3 700 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 459 8,800 SH   DFND 1 0 0 8,800
JOHN WILEY & SONS INC COMMSTCK 968223206 13,597 260,581 SH   SOLE   260,581 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 231 1,906 SH   DFND 1 0 0 1,906
JOHNSON & JOHNSON COMMSTCK 478160104 18,844 155,354 SH   DFND 3 24,756 0 98,940
JOHNSON & JOHNSON COMMSTCK 478160104 371,978 3,066,597 SH   SOLE   3,039,772 0 26,825
JOHNSON CONTROLS INC COMMSTCK 478366107 5,157 116,520 SH   SOLE   116,520 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 160 2,568 SH   DFND 4 0 0 2,568
JPMORGAN CHASE & CO COMMSTCK 46625H100 466 7,500 SH   DFND 3 0 0 7,500
JPMORGAN CHASE & CO COMMSTCK 46625H100 247,856 3,988,672 SH   SOLE   3,950,144 0 38,528
KAISER ALUMINUM CORPORATIO COMMSTCK 483007704 7,734 85,544 SH   SOLE   85,544 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 6,015 66,764 SH   SOLE   66,764 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,042 24,956 SH   DFND 3 24,956 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 2,384 57,121 SH   SOLE   57,121 0 0
KATE SPADE LLC COMMSTCK 485865109 6,105 296,198 SH   SOLE   296,198 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 392 410,000 PRN   DFND 4 0 0 410,000
KB HOME 1.375% CNVRTBND 48666KAS8 797 835,000 PRN   DFND 3 835,000 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 27,055 28,330,000 PRN   SOLE   28,330,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 464 5,677 SH   DFND 3 5,677 0 0
KELLOGG COMPANY COMMSTCK 487836108 35,279 432,071 SH   SOLE   432,071 0 0
KEYCORP COMMSTCK 493267108 17,628 1,595,286 SH   SOLE   1,595,286 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 134 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 4,482 4,855,000 PRN   SOLE   4,855,000 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 174 1,268 SH   DFND 1 0 0 1,268
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 13,263 96,473 SH   DFND 3 5,459 0 68,551
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 218,421 1,588,744 SH   SOLE   1,588,744 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 12,268 390,938 SH   SOLE   390,938 0 0
LABORATORY CORPORATION OF COMMSTCK 50540R409 3,495 26,829 SH   SOLE   26,829 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 261 3,102 SH   DFND 3 3,102 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 27,335 325,184 SH   SOLE   325,184 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 699 10,541 SH   DFND 3 10,541 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 1,652 24,914 SH   SOLE   24,914 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 5,704 131,163 SH   SOLE   131,163 0 0
LAZARD LTD COMMSTCK G54050102 516 17,334 SH   DFND 3 17,334 0 0
LAZARD LTD COMMSTCK G54050102 34,240 1,149,752 SH   SOLE   1,149,752 0 0
LDR HOLDING CORP COMMSTCK 50185U105 4,605 124,640 SH   SOLE   124,640 0 0
LEAR CORPORATION COMMSTCK 521865204 7,415 72,866 SH   SOLE   72,866 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 3,031 63,317 SH   SOLE   63,317 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 7,549 52,936 SH   SOLE   52,936 0 0
LIBERTY BROADBAND CORP COMMSTCK 530307107 5,698 95,929 SH   SOLE   95,929 0 0
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 174 175,000 PRN   DFND 3 0 0 175,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 273 275,000 PRN   DFND 4 0 0 275,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 7,151 7,200,000 PRN   SOLE   7,200,000 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 42,378 1,093,064 SH   SOLE   1,093,064 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 21,966 472,089 SH   SOLE   472,089 0 0
LKQ CORP COMMSTCK 501889208 10,567 333,352 SH   SOLE   333,352 0 0
LOWES COMPANIES INC COMMSTCK 548661107 36,955 466,784 SH   SOLE   466,784 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 14 185 SH   DFND 3 0 0 185
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 321 4,308 SH   DFND 4 0 0 4,308
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 22,373 300,635 SH   SOLE   300,635 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 4,141 48,500 SH   DFND 2 48,500 0 0
MACQUARIE INFRASTRUCTURE C COMMSTCK 55608B105 5,194 70,148 SH   SOLE   70,148 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 142 3,743 SH   DFND 4 0 0 3,743
MARATHON PETROLEUM CORP COMMSTCK 56585A102 20,618 543,142 SH   SOLE   543,142 0 0
MARKET VECTORS VIETNAM ETF ETIF 92189F817 5,366 367,306 SH   SOLE   367,306 0 0
MARTIN MARIETTA MATERIALS COMMSTCK 573284106 2,169 11,297 SH   SOLE   11,297 0 0
MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 5,136 538,949 SH   SOLE   538,949 0 0
MASTERCARD INC COMMSTCK 57636Q104 402 4,567 SH   DFND 1 0 0 4,567
MASTERCARD INC COMMSTCK 57636Q104 31,055 352,655 SH   DFND 3 19,752 0 252,194
MASTERCARD INC COMMSTCK 57636Q104 298,568 3,390,503 SH   SOLE   3,390,503 0 0
MATERION CORP COMMSTCK 576690101 6,561 264,988 SH   SOLE   264,988 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 12,557 117,717 SH   SOLE   117,717 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,272 10,566 SH   DFND 3 10,566 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 3,325 27,628 SH   SOLE   27,628 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 1,051 11,585 SH   DFND 3 11,585 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 52,067 573,738 SH   SOLE   573,738 0 0
MEDICINES CO 2.5% CNVRTBND 584688AE5 130 110,000 PRN   DFND 3 110,000 0 0
MEDICINES CO 2.5% CNVRTBND 584688AE5 242 205,000 PRN   DFND 4 0 0 205,000
MEDICINES CO 2.5% CNVRTBND 584688AE5 9,290 7,885,000 PRN   SOLE   7,885,000 0 0
MEDIVATION INC COMMSTCK 58501N101 15,283 253,445 SH   SOLE   253,445 0 0
MEDNAX INC COMMSTCK 58502B106 22,843 315,383 SH   SOLE   315,383 0 0
MEDTRONIC INC COMMSTCK G5960L103 11,228 129,403 SH   DFND 1 0 0 129,403
MEDTRONIC INC COMMSTCK G5960L103 23,838 274,731 SH   DFND 3 45,690 0 174,373
MEDTRONIC INC COMMSTCK G5960L103 396,654 4,571,326 SH   SOLE   4,551,454 0 19,872
MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 25,802 1,624,827 SH   SOLE   1,624,827 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 433 395,000 PRN   DFND 4 0 0 395,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 13,557 12,360,000 PRN   SOLE   12,360,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 51,959 901,916 SH   SOLE   901,916 0 0
MEREDITH CORPORATION COMMSTCK 589433101 8,723 168,032 SH   SOLE   168,032 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 2,245 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 2,947 2,625,000 PRN   SOLE   2,625,000 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 1,754 77,515 SH   SOLE   77,515 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 881 17,353 SH   DFND 3 17,353 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 33,355 657,106 SH   SOLE   657,106 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 38,002 2,761,757 SH   SOLE   2,761,757 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 29,709 909,085 SH   SOLE   909,085 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 20,367 398,022 SH   DFND 1 0 0 398,022
MICROSOFT CORPORATION COMMSTCK 594918104 43,052 841,345 SH   DFND 3 138,451 0 536,225
MICROSOFT CORPORATION COMMSTCK 594918104 827,617 16,173,877 SH   SOLE   16,096,331 0 77,546
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 29,488 277,139 SH   SOLE   277,139 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 10,403 54,821 SH   SOLE   54,821 0 0
MOLINA HEALTHCARE INC 1.12 CNVRTBND 60855RAC4 217 160,000 PRN   DFND 4 0 0 160,000
MOLINA HEALTHCARE INC 1.12 CNVRTBND 60855RAC4 2,699 1,995,000 PRN   SOLE   1,995,000 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 715 7,073 SH   DFND 3 7,073 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 104,758 1,035,877 SH   SOLE   1,035,877 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 41,385 909,370 SH   SOLE   909,370 0 0
MONSANTO COMPANY COMMSTCK 61166W101 626 6,052 SH   DFND 3 6,052 0 0
MONSANTO COMPANY COMMSTCK 61166W101 1,546 14,954 SH   SOLE   14,954 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 16,011 99,629 SH   SOLE   99,629 0 0
MORGAN STANLEY COMMSTCK 617446448 26,625 1,024,814 SH   SOLE   1,024,814 0 0
MRC GLOBAL INC COMMSTCK 55345K103 3,934 276,840 SH   SOLE   276,840 0 0
MSA SAFETY INC COMMSTCK 553498106 11,922 226,954 SH   SOLE   226,954 0 0
MSC INDUSTRIAL DIRECT CO I COMMSTCK 553530106 11,660 165,253 SH   SOLE   165,253 0 0
MYLAN INC COMMSTCK N59465109 174 4,020 SH   DFND 4 0 0 4,020
MYLAN INC COMMSTCK N59465109 2,167 50,124 SH   SOLE   50,124 0 0
NASDAQ INC COMMSTCK 631103108 82,059 1,268,886 SH   SOLE   1,247,607 0 21,279
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 30,373 533,986 SH   SOLE   533,986 0 0
NCR CORPORATION COMMSTCK 62886E108 375 13,491 SH   DFND 4 0 0 13,491
NCR CORPORATION COMMSTCK 62886E108 5,011 180,452 SH   SOLE   180,452 0 0
NETEASE INC DEPRECPT 64110W102 8,070 41,766 SH   SOLE   41,766 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 7,181 158,001 SH   SOLE   158,001 0 0
NEW ORIENTAL EDUCATION & T DEPRECPT 647581107 787 18,800 SH   SOLE   18,800 0 0
NEWELL BRANDS INC COMMSTCK 651229106 8,172 168,242 SH   SOLE   168,242 0 0
NEWFIELD EXPLORATION COMPA COMMSTCK 651290108 5,508 124,661 SH   SOLE   124,661 0 0
NEWMONT MINING CORP COMMSTCK 651639106 26,676 681,892 SH   SOLE   681,892 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 14,723 112,906 SH   SOLE   112,906 0 0
NIELSEN NV COMMSTCK G6518L108 468 9,010 SH   DFND 3 9,010 0 0
NIELSEN NV COMMSTCK G6518L108 1,415 27,236 SH   SOLE   27,236 0 0
NIKE INC COMMSTCK 654106103 115 2,083 SH   DFND 1 0 0 2,083
NIKE INC COMMSTCK 654106103 8,656 156,811 SH   DFND 3 8,790 0 111,805
NIKE INC COMMSTCK 654106103 84,794 1,536,130 SH   SOLE   1,536,130 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 14,697 172,642 SH   SOLE   172,642 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 14,247 215,021 SH   SOLE   215,021 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 8,044 36,189 SH   SOLE   36,189 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 29,476 739,857 SH   SOLE   739,857 0 0
NUCOR CORPORATION COMMSTCK 670346105 7,278 147,303 SH   SOLE   147,303 0 0
NUVASIVE INC. COMMSTCK 670704105 3,798 63,589 SH   SOLE   63,589 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 70,153 1,492,297 SH   SOLE   1,492,297 0 0
NXP SEMICONDUCTORS NV 1% CNVRTBND 62952QAB6 668 615,000 PRN   DFND 3 615,000 0 0
NXP SEMICONDUCTORS NV 1% CNVRTBND 62952QAB6 8,516 7,835,000 PRN   SOLE   7,835,000 0 0
OAKTREE CAPITAL GROUP LLC COMMSTCK 674001201 9,775 218,397 SH   SOLE   218,397 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 633 8,374 SH   DFND 3 8,374 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 70,307 930,476 SH   SOLE   930,476 0 0
OLLIE'S BARGAIN OUTLET HOL COMMSTCK 681116109 6,970 280,034 SH   SOLE   280,034 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 22,955 2,602,568 SH   SOLE   2,602,568 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 335 375,000 PRN   DFND 4 0 0 375,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 12,177 13,625,000 PRN   SOLE   13,625,000 0 0
OPHTHOTECH CORP COMMSTCK 683745103 3,265 63,987 SH   SOLE   63,987 0 0
ORACLE CORPORATION COMMSTCK 68389X105 559 13,648 SH   DFND 3 8,700 0 4,948
ORACLE CORPORATION COMMSTCK 68389X105 3,243 79,225 SH   DFND 1 0 0 79,225
ORACLE CORPORATION COMMSTCK 68389X105 90,726 2,216,606 SH   SOLE   2,216,606 0 0
ORBITAL ATK INC COMMSTCK 68557N103 88 1,030 SH   DFND 4 0 0 1,030
ORBITAL ATK INC COMMSTCK 68557N103 1,086 12,759 SH   SOLE   12,759 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 153 564 SH   DFND 1 0 0 564
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 11,693 43,131 SH   DFND 3 2,483 0 30,696
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 188,281 694,508 SH   SOLE   694,508 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 363 15,019 SH   DFND 3 15,019 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 11,085 458,634 SH   SOLE   458,634 0 0
OWENS & MINOR INC COMMSTCK 690732102 21,624 578,487 SH   SOLE   578,487 0 0
OWENS CORNING COMMSTCK 690742101 47,738 926,588 SH   SOLE   926,588 0 0
PACCAR INC COMMSTCK 693718108 289 5,581 SH   DFND 3 3,300 0 2,281
PACCAR INC COMMSTCK 693718108 1,833 35,342 SH   DFND 1 0 0 35,342
PACCAR INC COMMSTCK 693718108 45,810 883,166 SH   SOLE   883,166 0 0
PACKAGING CORP OF AMERICA COMMSTCK 695156109 5,600 83,671 SH   SOLE   83,671 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 7,670 62,541 SH   SOLE   62,541 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 14,613 68,951 SH   SOLE   68,951 0 0
PARAMOUNT GROUP INC COMMSTCK 69924R108 2,641 165,700 SH   DFND 2 165,700 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 65,039 1,781,407 SH   SOLE   1,746,816 0 34,591
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 280 295,000 PRN   DFND 4 0 0 295,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 723 763,000 PRN   DFND 3 763,000 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 12,618 13,317,000 PRN   SOLE   13,317,000 0 0
PEPSICO INC COMMSTCK 713448108 416 3,931 SH   DFND 1 0 0 3,931
PEPSICO INC COMMSTCK 713448108 24,488 231,145 SH   DFND 3 13,161 0 164,318
PEPSICO INC COMMSTCK 713448108 225,479 2,128,365 SH   SOLE   2,128,365 0 0
PETROQUEST ENERGY INC COMMSTCK 716748306 58 17,500 SH   SOLE   17,500 0 0
PFIZER INC COMMSTCK 717081103 6,578 186,815 SH   DFND 3 156,882 0 29,933
PFIZER INC COMMSTCK 717081103 18,010 511,501 SH   DFND 1 0 0 511,501
PFIZER INC COMMSTCK 717081103 520,755 14,789,971 SH   SOLE   14,701,847 0 88,124
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 384 3,771 SH   SOLE   3,771 0 0
PHILLIPS 66 COMMSTCK 718546104 758 9,555 SH   DFND 3 8,370 0 1,185
PHILLIPS 66 COMMSTCK 718546104 1,507 18,989 SH   DFND 1 0 0 18,989
PHILLIPS 66 COMMSTCK 718546104 45,472 573,131 SH   SOLE   573,131 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 6,430 298,500 SH   DFND 2 298,500 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 28,267 610,660 SH   SOLE   610,660 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 34,586 228,725 SH   SOLE   228,725 0 0
PLANET FITNESS INC COMMSTCK 72703H101 4,182 221,508 SH   SOLE   221,508 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,210 27,149 SH   DFND 3 22,149 0 5,000
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 6,709 82,435 SH   DFND 1 0 0 82,435
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 196,074 2,409,070 SH   SOLE   2,384,527 0 24,543
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2,113 92,000 SH   SOLE   92,000 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 4,233 93,646 SH   SOLE   93,646 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 1,723 66,370 SH   SOLE   66,370 0 0
PRAXAIR INC COMMSTCK 74005P104 1,677 14,922 SH   SOLE   14,922 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 577 6,812 SH   SOLE   6,812 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 13,234 395,039 SH   SOLE   395,039 0 0
PROLOGIS INC COMMSTCK 74340W103 119 2,436 SH   SOLE   2,436 0 0
PROLOGIS INC COMMSTCK 74340W103 10,887 222,000 SH   DFND 2 222,000 0 0
PROSHARES S&P 500 ARISTOCR ETIF 74348A467 23,146 425,397 SH   SOLE   425,397 0 0
PROTHENA CORP PLC COMMSTCK G72800108 4,194 119,958 SH   SOLE   119,958 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 98,319 2,109,394 SH   SOLE   2,109,394 0 0
PUBLIC STORAGE COMMSTCK 74460D109 145 569 SH   SOLE   569 0 0
PUBLIC STORAGE COMMSTCK 74460D109 12,473 48,800 SH   DFND 2 48,800 0 0
PULTE GROUP INC COMMSTCK 745867101 11,004 564,615 SH   SOLE   528,412 0 36,203
PVH CORP COMMSTCK 693656100 2,882 30,581 SH   SOLE   30,581 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 948 17,693 SH   DFND 3 17,693 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 2,361 44,080 SH   SOLE   44,080 0 0
QUEST DIAGNOSTICS INCORPOR COMMSTCK 74834L100 15,041 184,754 SH   SOLE   184,754 0 0
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 227 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 9,036 9,755,000 PRN   SOLE   9,755,000 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 5,236 121,378 SH   SOLE   121,378 0 0
RAYTHEON COMPANY COMMSTCK 755111507 279 2,051 SH   DFND 1 0 0 2,051
RAYTHEON COMPANY COMMSTCK 755111507 21,184 155,823 SH   DFND 3 16,080 0 105,513
RAYTHEON COMPANY COMMSTCK 755111507 339,939 2,500,468 SH   SOLE   2,500,468 0 0
RED HAT, INC. COMMSTCK 756577102 6,951 95,748 SH   SOLE   95,748 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 604 27,397 SH   DFND 3 27,397 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 14,358 651,441 SH   SOLE   651,441 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 201 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 1,333 61,500 SH   DFND 2 61,500 0 0
RETAIL PROPERTIES OF AMERI COMMSTCK 76131V202 823 48,700 SH   DFND 2 48,700 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 4,572 216,800 SH   DFND 2 216,800 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 351 6,502 SH   DFND 1 0 0 6,502
REYNOLDS AMERICAN INC COMMSTCK 761713106 26,807 497,066 SH   DFND 3 38,993 0 346,434
REYNOLDS AMERICAN INC COMMSTCK 761713106 318,109 5,898,554 SH   SOLE   5,898,554 0 0
RITE AID CORPORATION COMMSTCK 767754104 6,889 919,826 SH   SOLE   919,826 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,276 106,100 SH   DFND 2 106,100 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 6,968 40,853 SH   SOLE   40,853 0 0
ROSS STORES, INC. COMMSTCK 778296103 2,510 44,284 SH   DFND 1 0 0 44,284
ROSS STORES, INC. COMMSTCK 778296103 13,835 244,042 SH   DFND 3 14,897 0 172,906
ROSS STORES, INC. COMMSTCK 778296103 187,624 3,309,645 SH   SOLE   3,309,645 0 0
RPC INC COMMSTCK 749660106 4,266 274,683 SH   SOLE   274,683 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 106 100,000 PRN   DFND 4 0 0 100,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 3,074 2,900,000 PRN   SOLE   2,900,000 0 0
RYANAIR HOLDINGS PLC DEPRECPT 783513203 1,020 14,668 SH   SOLE   14,668 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 250 270,000 PRN   DFND 4 0 0 270,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 597 645,000 PRN   DFND 3 645,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 11,010 11,895,000 PRN   SOLE   11,895,000 0 0
S&P GLOBAL INC COMMSTCK 78409V104 7,151 66,673 SH   SOLE   66,673 0 0
SABRE CORP COMMSTCK 78573M104 8,246 307,790 SH   SOLE   307,790 0 0
SALLY BEAUTY HOLDINGS INC COMMSTCK 79546E104 6,596 224,267 SH   SOLE   224,267 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 4,950 45,855 SH   SOLE   45,855 0 0
SCHLUMBERGER NV COMMSTCK 806857108 5,413 68,455 SH   DFND 1 0 0 68,455
SCHLUMBERGER NV COMMSTCK 806857108 9,190 116,213 SH   DFND 3 12,703 0 79,626
SCHLUMBERGER NV COMMSTCK 806857108 236,358 2,988,841 SH   SOLE   2,988,841 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 629 10,100 SH   DFND 3 5,100 0 5,000
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 7,871 126,400 SH   DFND 1 0 0 126,400
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 82,823 1,330,061 SH   SOLE   1,330,061 0 0
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 104 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3,416 4,270,000 PRN   SOLE   4,270,000 0 0
SEI INVESTMENTS COMPANY COMMSTCK 784117103 18,232 378,970 SH   SOLE   378,970 0 0
SERVICEMASTER GLOBAL HOLDI COMMSTCK 81761R109 6,559 164,803 SH   SOLE   164,803 0 0
SERVICENOW INC COMMSTCK 81762P102 8,953 134,833 SH   SOLE   134,833 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 9,282 31,606 SH   SOLE   31,606 0 0
SHIRE PLC DEPRECPT 82481R106 6,604 35,875 SH   SOLE   35,875 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 476 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 515 520,000 PRN   DFND 3 520,000 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 17,524 17,690,000 PRN   SOLE   17,690,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 5,562 44,524 SH   SOLE   44,524 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 518 6,288 SH   DFND 3 6,288 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 9,001 109,228 SH   SOLE   109,228 0 0
SILICON MOTION TECHNOLOGY DEPRECPT 82706C108 7,336 153,475 SH   SOLE   153,475 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 2,415 11,134 SH   SOLE   11,134 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 21,104 97,300 SH   DFND 2 97,300 0 0
SKECHERS U.S.A., INC. COMMSTCK 830566105 8,189 275,555 SH   SOLE   275,555 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 1,379 8,738 SH   DFND 3 8,738 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 8,415 53,320 SH   SOLE   53,320 0 0
SOLARCITY CORPORATION 1.62 CNVRTBND 83416TAC4 59 90,000 PRN   DFND 4 0 0 90,000
SOLARCITY CORPORATION 1.62 CNVRTBND 83416TAC4 4,595 6,968,000 PRN   SOLE   6,968,000 0 0
SOUTHERN COMPANY (THE) COMMSTCK 842587107 210 3,913 SH   SOLE   3,913 0 0
SOUTHERN COPPER CORP COMMSTCK 84265V105 6,879 254,954 SH   SOLE   254,954 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 11,179 285,095 SH   SOLE   285,095 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 753 20,560 SH   DFND 3 20,560 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 1,750 47,773 SH   SOLE   47,773 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 3,089 109,992 SH   SOLE   109,992 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 2,162 19,443 SH   SOLE   19,443 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 195 3,415 SH   DFND 1 0 0 3,415
STARBUCKS CORPORATION COMMSTCK 855244109 288 5,043 SH   DFND 4 0 0 5,043
STARBUCKS CORPORATION COMMSTCK 855244109 13,910 243,516 SH   DFND 3 14,004 0 173,270
STARBUCKS CORPORATION COMMSTCK 855244109 243,469 4,262,406 SH   SOLE   4,262,406 0 0
STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 3,564 48,189 SH   SOLE   48,189 0 0
STATE STREET CORP COMMSTCK 857477103 5 100 SH   DFND 3 100 0 0
STATE STREET CORP COMMSTCK 857477103 1,599 29,659 SH   DFND 1 0 0 29,659
STATE STREET CORP COMMSTCK 857477103 32,266 598,409 SH   SOLE   598,409 0 0
STORE CAPITAL COMMSTCK 862121100 2,907 98,700 SH   DFND 2 98,700 0 0
STRYKER CORPORATION COMMSTCK 863667101 5,256 43,865 SH   SOLE   43,865 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 9,456 288,022 SH   SOLE   288,022 0 0
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 85 105,000 PRN   DFND 3 0 0 105,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 154 190,000 PRN   DFND 4 0 0 190,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 13,904 17,205,000 PRN   SOLE   17,205,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 203 205,000 PRN   DFND 4 0 0 205,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 549 555,000 PRN   DFND 3 555,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 15,825 15,995,000 PRN   SOLE   15,995,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 430 17,011 SH   DFND 3 17,011 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 90,515 3,580,518 SH   SOLE   3,580,518 0 0
SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 35,830 466,601 SH   SOLE   466,601 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 110,646 4,218,316 SH   SOLE   4,169,949 0 48,367
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 3,347 83,300 SH   DFND 2 83,300 0 0
TATA MOTORS LTD DEPRECPT 876568502 612 17,639 SH   SOLE   0 0 17,639
TAUBMAN CENTERS INC COMMSTCK 876664103 8,681 117,000 SH   DFND 2 117,000 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 526 34,453 SH   DFND 3 34,453 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,508 98,715 SH   SOLE   98,715 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 5,836 204,961 SH   SOLE   204,961 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 228 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 3,248 56,873 SH   SOLE   56,873 0 0
TEGNA INC COMMSTCK 36473H104 433 31,344 SH   DFND 3 31,344 0 0
TEGNA INC COMMSTCK 36473H104 1,010 73,107 SH   SOLE   73,107 0 0
TESARO INC COMMSTCK 881569107 9,918 118,003 SH   SOLE   118,003 0 0
TEXAS ROADHOUSE HOLDINGS L COMMSTCK 882681109 3,779 82,872 SH   SOLE   82,872 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 345 2,333 SH   DFND 4 0 0 2,333
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 5,728 38,763 SH   DFND 1 0 0 38,763
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 28,557 193,269 SH   DFND 3 13,781 0 135,935
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 348,631 2,359,439 SH   SOLE   2,353,343 0 6,096
TIFFANY & CO. COMMSTCK 886547108 563 9,287 SH   DFND 3 5,700 0 3,587
TIFFANY & CO. COMMSTCK 886547108 2,498 41,200 SH   DFND 1 0 0 41,200
TIFFANY & CO. COMMSTCK 886547108 82,613 1,362,353 SH   SOLE   1,362,353 0 0
TIME WARNER INC COMMSTCK 887317303 262 3,560 SH   DFND 1 0 0 3,560
TIME WARNER INC COMMSTCK 887317303 21,761 295,903 SH   DFND 3 34,454 0 197,796
TIME WARNER INC COMMSTCK 887317303 292,505 3,977,495 SH   SOLE   3,977,495 0 0
TIMKEN COMPANY COMMSTCK 887389104 6,404 208,866 SH   SOLE   208,866 0 0
TJX COMPANIES INC COMMSTCK 872540109 1,160 15,018 SH   DFND 3 8,600 0 6,418
TJX COMPANIES INC COMMSTCK 872540109 8,051 104,245 SH   DFND 1 0 0 104,245
TJX COMPANIES INC COMMSTCK 872540109 137,021 1,774,189 SH   SOLE   1,755,734 0 18,455
TORO COMPANY (THE) COMMSTCK 891092108 3,977 45,090 SH   SOLE   45,090 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 33,555 631,800 SH   SOLE   631,800 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 13,459 147,609 SH   SOLE   147,609 0 0
TRANSDIGM GROUP INC COMMSTCK 893641100 2,449 9,289 SH   SOLE   9,289 0 0
TRAVELERS COMPANIES INC COMMSTCK 89417E109 785 6,595 SH   DFND 3 3,800 0 2,795
TRAVELERS COMPANIES INC COMMSTCK 89417E109 5,353 44,966 SH   DFND 1 0 0 44,966
TRAVELERS COMPANIES INC COMMSTCK 89417E109 109,587 920,586 SH   SOLE   920,586 0 0
TRI RESOURCES INC COMMSTCK 87612G101 534 12,669 SH   DFND 3 12,669 0 0
TRI RESOURCES INC COMMSTCK 87612G101 1,252 29,715 SH   SOLE   29,715 0 0
TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 2,217 209,367 SH   SOLE   209,367 0 0
TWITTER INC COMMSTCK 90184L102 8,308 491,316 SH   SOLE   491,316 0 0
TWITTER INC 0.25% CNVRTBND 90184LAB8 247 270,000 PRN   DFND 4 0 0 270,000
TWITTER INC 0.25% CNVRTBND 90184LAB8 7,999 8,730,000 PRN   SOLE   8,730,000 0 0
TYSON FOODS INC COMMSTCK 902494103 47,467 710,693 SH   SOLE   710,693 0 0
UDR INC COMMSTCK 902653104 24,249 656,785 SH   SOLE   656,785 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 11,159 45,802 SH   SOLE   45,802 0 0
ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 10,200 48,505 SH   SOLE   48,505 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 820 9,400 SH   DFND 3 5,400 0 4,000
UNION PACIFIC CORPORATION COMMSTCK 907818108 8,236 94,400 SH   DFND 1 0 0 94,400
UNION PACIFIC CORPORATION COMMSTCK 907818108 90,673 1,039,228 SH   SOLE   1,039,228 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 168 4,090 SH   DFND 4 0 0 4,090
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 38,648 941,714 SH   SOLE   941,714 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 220 2,046 SH   DFND 1 0 0 2,046
UNITED PARCEL SERVICE INC COMMSTCK 911312106 16,953 157,376 SH   DFND 3 8,887 0 111,955
UNITED PARCEL SERVICE INC COMMSTCK 911312106 282,671 2,624,129 SH   SOLE   2,624,129 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 72,284 1,077,254 SH   SOLE   1,077,254 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 125 1,220 SH   DFND 1 0 0 1,220
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 10,133 98,813 SH   DFND 3 5,531 0 70,652
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 98,220 957,772 SH   SOLE   957,772 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 8,520 60,343 SH   SOLE   60,343 0 0
UNUM GROUP COMMSTCK 91529Y106 25,672 807,549 SH   SOLE   807,549 0 0
US BANCORP COMMSTCK 902973304 1,101 27,300 SH   DFND 3 20,300 0 7,000
US BANCORP COMMSTCK 902973304 9,286 230,257 SH   DFND 1 0 0 230,257
US BANCORP COMMSTCK 902973304 179,695 4,455,625 SH   SOLE   4,455,625 0 0
VALSPAR CORP COMMSTCK 920355104 32 300 SH   DFND 3 300 0 0
VALSPAR CORP COMMSTCK 920355104 1,761 16,300 SH   DFND 1 0 0 16,300
VALSPAR CORP COMMSTCK 920355104 92,899 859,935 SH   SOLE   859,935 0 0
VANTIV INC COMMSTCK 92210H105 11,336 200,274 SH   SOLE   200,274 0 0
VCA INC COMMSTCK 918194101 7,196 106,433 SH   SOLE   106,433 0 0
VENTAS INC COMMSTCK 92276F100 9,203 126,377 SH   SOLE   126,377 0 0
VENTAS INC COMMSTCK 92276F100 10,297 141,400 SH   DFND 2 141,400 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 14,445 178,154 SH   SOLE   178,154 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 1,132 20,264 SH   DFND 3 20,264 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 209,773 3,756,688 SH   SOLE   3,756,688 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 70 816 SH   DFND 1 0 0 816
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 5,093 59,208 SH   DFND 3 3,316 0 42,196
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 90,473 1,051,770 SH   SOLE   1,051,770 0 0
VIACOM INC COMMSTCK 92553P201 1,674 40,370 SH   SOLE   40,370 0 0
VIAVI SOLUTIONS INC 0.625% CNVRTBND 46612JAF8 2,923 3,000,000 PRN   SOLE   3,000,000 0 0
VISA INC COMMSTCK 92826C839 965 13,004 SH   DFND 3 7,500 0 5,504
VISA INC COMMSTCK 92826C839 6,569 88,572 SH   DFND 1 0 0 88,572
VISA INC COMMSTCK 92826C839 179,077 2,414,411 SH   SOLE   2,399,767 0 14,644
VORNADO REALTY TRUST COMMSTCK 929042109 2,193 21,900 SH   DFND 2 21,900 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 11,124 92,419 SH   SOLE   92,419 0 0
W R GRACE & CO COMMSTCK 38388F108 8,884 121,345 SH   SOLE   121,345 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 43,905 479,474 SH   SOLE   479,474 0 0
WAL-MART STORES INC COMMSTCK 931142103 32,229 441,375 SH   SOLE   441,375 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 14,601 175,350 SH   SOLE   159,844 0 15,506
WALT DISNEY CO COMMSTCK 254687106 7,931 81,078 SH   DFND 1 0 0 81,078
WALT DISNEY CO COMMSTCK 254687106 24,177 247,160 SH   DFND 3 20,203 0 171,897
WALT DISNEY CO COMMSTCK 254687106 367,052 3,752,320 SH   SOLE   3,752,320 0 0
WASTE CONNECTIONS INC COMMSTCK 74339G101 8,906 123,603 SH   SOLE   123,603 0 0
WATERS CORPORATION COMMSTCK 941848103 1,222 8,690 SH   SOLE   8,690 0 0
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 133 105,000 PRN   DFND 3 0 0 105,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 15,194 11,970,000 PRN   SOLE   11,970,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 319 290,000 PRN   DFND 4 0 0 290,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 352 320,000 PRN   DFND 3 320,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 13,838 12,594,000 PRN   SOLE   12,594,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 16,962 158,109 SH   SOLE   158,109 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 4,307 91,009 SH   DFND 3 76,409 0 14,600
WELLS FARGO & COMPANY COMMSTCK 949746101 11,297 238,695 SH   DFND 1 0 0 238,695
WELLS FARGO & COMPANY COMMSTCK 949746101 193,902 4,096,806 SH   SOLE   4,096,806 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 301 232 SH   DFND 4 0 0 232
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 6,451 4,965 SH   DFND 1 0 0 4,965
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 7,261 5,589 SH   DFND 3 5,404 0 35
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 130,516 100,459 SH   SOLE   100,459 0 0
WELLTOWER INC COMMSTCK 95040Q104 11,296 148,300 SH   DFND 2 148,300 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 21,341 380,469 SH   SOLE   380,469 0 0
WHEELER REAL ESTATE INVEST COMMSTCK 963025101 129 83,950 SH   SOLE   83,950 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 53,465 320,844 SH   SOLE   320,844 0 0
WHITEWAVE FOODS CO COMMSTCK 966244105 7,588 161,653 SH   SOLE   161,653 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 206 260,000 PRN   DFND 4 0 0 260,000
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 736 930,000 PRN   DFND 3 930,000 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 11,172 14,120,000 PRN   SOLE   14,120,000 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 157 4,900 SH   DFND 3 4,900 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 76,442 2,387,309 SH   SOLE   2,387,309 0 0
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 27,710 222,913 SH   SOLE   208,869 0 14,044
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 44 4,800 SH   DFND 4 0 0 4,800
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 812 87,633 SH   SOLE   87,633 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 429 470,000 PRN   DFND 4 0 0 470,000
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 626 685,000 PRN   DFND 3 560,000 0 125,000
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 17,978 19,675,000 PRN   SOLE   19,675,000 0 0
XILINX INC COMMSTCK 983919101 3,379 73,246 SH   SOLE   73,246 0 0
XL GROUP PLC COMMSTCK G98290102 98,011 2,942,389 SH   SOLE   2,942,389 0 0
XYLEM INC (INDIANA) COMMSTCK 98419M100 5,700 127,653 SH   SOLE   127,653 0 0
ZENDESK INC COMMSTCK 98936J101 9,818 372,183 SH   SOLE   372,183 0 0
ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 15,693 130,366 SH   SOLE   130,366 0 0
ZOETIS INC COMMSTCK 98978V103 1,825 38,457 SH   DFND 3 29,457 0 9,000
ZOETIS INC COMMSTCK 98978V103 7,715 162,552 SH   DFND 1 0 0 162,552
ZOETIS INC COMMSTCK 98978V103 136,449 2,875,028 SH   SOLE   2,875,028 0 0