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 16,166 114,027 SH   DFND 3 0 0 114,027
3M CO COMMSTCK 88579Y101 155,283 1,095,316 SH   SOLE   1,095,316 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 397 9,871 SH   DFND 3 0 0 9,871
ABBOTT LABORATORIES COMMSTCK 002824100 2,719 67,614 SH   DFND 1 0 0 67,614
ABBOTT LABORATORIES COMMSTCK 002824100 45,677 1,135,688 SH   SOLE   1,135,688 0 0
ABBVIE INC COMMSTCK 00287Y109 2,520 46,307 SH   DFND 3 0 0 46,307
ABBVIE INC COMMSTCK 00287Y109 3,365 61,851 SH   DFND 1 0 0 61,851
ABBVIE INC COMMSTCK 00287Y109 118,549 2,178,804 SH   SOLE   2,178,804 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 3,070 102,100 SH   DFND 2 102,100 0 0
ACCENTURE PLC COMMSTCK G1151C101 11,780 119,891 SH   SOLE   119,891 0 0
ACE LTD COMMSTCK H0023R105 8,581 82,988 SH   SOLE   82,988 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 7,315 41,664 SH   SOLE   41,664 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 22,183 117,041 SH   SOLE   117,041 0 0
AETNA INC COMMSTCK 00817Y108 294 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 670 6,120 SH   DFND 3 0 0 6,120
AETNA INC COMMSTCK 00817Y108 4,611 42,140 SH   DFND 1 0 0 42,140
AETNA INC COMMSTCK 00817Y108 163,356 1,493,062 SH   SOLE   1,493,062 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 12,964 75,818 SH   SOLE   75,818 0 0
AGL RESOURCES INC. COMMSTCK 001204106 20,186 330,705 SH   SOLE   330,705 0 0
AGROFRESH SOLUTIONS INC COMMSTCK 00856G109 3,245 408,677 SH   SOLE   408,677 0 0
AKAMAI TECHNOLOGIES, INC. COMMSTCK 00971T101 23,114 334,696 SH   SOLE   334,696 0 0
AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 5,374 5,130,000 PRN   SOLE   5,130,000 0 0
ALASKA AIR GROUP, INC. COMMSTCK 011659109 8,494 106,907 SH   SOLE   106,907 0 0
ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 1,698 1,375,000 PRN   SOLE   1,375,000 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 226 6,890 SH   DFND 3 0 0 6,890
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 1,535 46,859 SH   DFND 1 0 0 46,859
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 30,413 928,358 SH   SOLE   928,358 0 0
ALERE INC 3% PFDDOM 01449J204 260 811 SH   DFND 4 0 0 811
ALERE INC 3% PFDDOM 01449J204 11,681 36,503 SH   SOLE   36,503 0 0
ALERE INC 3% CNVRTBND 01449JAA3 159 140,000 PRN   DFND 4 0 0 140,000
ALERE INC 3% CNVRTBND 01449JAA3 5,405 4,765,000 PRN   SOLE   4,765,000 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 2,177 63,400 SH   DFND 2 63,400 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 6,802 80,335 SH   SOLE   80,335 0 0
ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 5,014 32,062 SH   SOLE   32,062 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 22,595 398,086 SH   SOLE   398,086 0 0
ALKERMES PLC COMMSTCK G01767105 17,625 300,413 SH   SOLE   300,413 0 0
ALLEGION PLC COMMSTCK G0176J109 261 4,523 SH   DFND 3 0 0 4,523
ALLEGION PLC COMMSTCK G0176J109 1,770 30,705 SH   DFND 1 0 0 30,705
ALLEGION PLC COMMSTCK G0176J109 26,247 455,195 SH   SOLE   455,195 0 0
ALLERGAN PLC COMMSTCK G0177J108 4,635 17,053 SH   DFND 1 0 0 17,053
ALLERGAN PLC COMMSTCK G0177J108 15,313 56,338 SH   DFND 3 0 0 56,338
ALLERGAN PLC COMMSTCK G0177J108 168,400 619,551 SH   SOLE   619,551 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 30,587 522,936 SH   SOLE   522,936 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 5,843 100,330 SH   SOLE   100,330 0 0
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 472 5,872 SH   DFND 3 0 0 5,872
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 3,192 39,725 SH   DFND 1 0 0 39,725
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 47,179 587,101 SH   SOLE   587,101 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 3,772 69,345 SH   DFND 3 0 0 69,345
ALTRIA GROUP INC COMMSTCK 02209S103 21,492 395,072 SH   SOLE   395,072 0 0
AMAZON.COM INC COMMSTCK 023135106 4,075 7,961 SH   SOLE   7,961 0 0
AMDOCS LIMITED COMMSTCK G02602103 25,738 452,503 SH   SOLE   452,503 0 0
AMERCO COMMSTCK 023586100 6,453 16,399 SH   SOLE   16,399 0 0
AMEREN CORPORATION COMMSTCK 023608102 24,824 587,263 SH   SOLE   587,263 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1,119 28,820 SH   DFND 3 0 0 28,820
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 157,542 4,057,236 SH   SOLE   4,057,236 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 2,909 71,200 SH   DFND 2 71,200 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,352 64,900 SH   DFND 2 64,900 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1,488 26,163 SH   DFND 3 0 0 26,163
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 10,190 179,206 SH   DFND 1 0 0 179,206
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 281,814 4,956,285 SH   SOLE   4,956,285 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 888 11,975 SH   DFND 3 0 0 11,975
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 5,982 80,691 SH   DFND 1 0 0 80,691
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 108,763 1,467,188 SH   SOLE   1,467,188 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 971 60,400 SH   DFND 2 60,400 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 4,480 78,841 SH   SOLE   78,841 0 0
AMGEN INC COMMSTCK 031162100 8,315 60,111 SH   SOLE   60,111 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 2,613 43,264 SH   SOLE   43,264 0 0
ANALOG DEVICES INC COMMSTCK 032654105 5,137 91,061 SH   DFND 1 0 0 91,061
ANALOG DEVICES INC COMMSTCK 032654105 7,164 127,001 SH   DFND 3 0 0 127,001
ANALOG DEVICES INC COMMSTCK 032654105 139,286 2,469,167 SH   SOLE   2,469,167 0 0
ANSYS, INC. COMMSTCK 03662Q105 6,857 77,796 SH   SOLE   77,796 0 0
ANTHEM INC 2.75% CNVRTBND 94973VBG1 2,166 1,150,000 PRN   SOLE   1,150,000 0 0
AON PLC COMMSTCK G0408V102 1,675 18,900 SH   SOLE   18,900 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,270 4,360,000 PRN   SOLE   4,360,000 0 0
APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 12,366 2,256,587 SH   SOLE   2,256,587 0 0
APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 523 520,000 PRN   SOLE   520,000 0 0
APPLE INC COMMSTCK 037833100 11,767 106,682 SH   DFND 1 0 0 106,682
APPLE INC COMMSTCK 037833100 31,399 284,669 SH   DFND 3 0 0 284,669
APPLE INC COMMSTCK 037833100 653,033 5,920,518 SH   SOLE   5,920,518 0 0
ARCHER-DANIELS-MIDLAND COM COMMSTCK 039483102 17,708 427,215 SH   SOLE   427,215 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 686 47,357 SH   DFND 3 0 0 47,357
ARES CAPITAL CORPORATION COMMSTCK 04010L103 8,262 570,551 SH   SOLE   570,551 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 112 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,488 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 973 30,590 SH   DFND 3 0 0 30,590
ASTRAZENECA PLC DEPRECPT 046353108 2,146 67,447 SH   DFND 1 0 0 67,447
ASTRAZENECA PLC DEPRECPT 046353108 45,332 1,424,639 SH   SOLE   1,424,639 0 0
AT&T INC COMMSTCK 00206R102 8,968 275,253 SH   SOLE   275,253 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 570 7,097 SH   DFND 3 0 0 7,097
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 3,884 48,330 SH   DFND 1 0 0 48,330
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 57,253 712,460 SH   SOLE   712,460 0 0
AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 12,025 96,195 SH   SOLE   96,195 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 9,982 57,100 SH   DFND 2 57,100 0 0
AXIALL CORP COMMSTCK 05463D100 165 10,495 SH   DFND 4 0 0 10,495
AXIALL CORP COMMSTCK 05463D100 2,985 190,248 SH   SOLE   190,248 0 0
BAKER HUGHES INCORPORATED COMMSTCK 057224107 7,475 143,648 SH   SOLE   143,648 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 1,379 88,518 SH   DFND 3 0 0 88,518
BANK OF AMERICA CORP COMMSTCK 060505104 9,446 606,318 SH   DFND 1 0 0 606,318
BANK OF AMERICA CORP COMMSTCK 060505104 166,318 10,675,074 SH   SOLE   10,675,074 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 17,138 1,100,000 SH Call SOLE   1,100,000 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 244 227 SH   DFND 3 0 0 227
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 498 462 SH   DFND 1 0 0 462
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 12,643 11,739 SH   SOLE   11,739 0 0
BANKUNITED INC COMMSTCK 06652K103 7,809 218,447 SH   SOLE   218,447 0 0
BAXALTA INC COMMSTCK 07177M103 9,982 316,781 SH   SOLE   316,781 0 0
BB&T CORP COMMSTCK 054937107 17,020 478,077 SH   SOLE   478,077 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 804 6,057 SH   DFND 3 0 0 6,057
BECTON DICKINSON AND COMPA COMMSTCK 075887109 5,468 41,217 SH   DFND 1 0 0 41,217
BECTON DICKINSON AND COMPA COMMSTCK 075887109 117,707 887,285 SH   SOLE   887,285 0 0
BED BATH & BEYOND INC COMMSTCK 075896100 32,257 565,720 SH   SOLE   565,720 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 592 4,538 SH   SOLE   4,538 0 0
BERRY PLASTICS GROUP INC COMMSTCK 08579W103 5,129 170,569 SH   SOLE   170,569 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 171 1,274 SH   DFND 4 0 0 1,274
BIO-RAD LABORATORIES INC COMMSTCK 090572207 2,005 14,931 SH   SOLE   14,931 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2,442 1,890,000 PRN   SOLE   1,890,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 155 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 5,220 3,885,000 PRN   SOLE   3,885,000 0 0
BIOMED REALTY TRUST INC COMMSTCK 09063H107 2,797 140,000 SH   DFND 2 140,000 0 0
BIOMED REALTY TRUST INC COMMSTCK 09063H107 4,834 241,925 SH   SOLE   241,925 0 0
BIOSCRIP INC COMMSTCK 09069N108 28 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 496 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 7,009 124,899 SH   SOLE   124,899 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 7,719 803,201 SH   SOLE   803,201 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 7,709 542,534 SH   SOLE   542,534 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 4,239 133,861 SH   SOLE   133,861 0 0
BOEING CO COMMSTCK 097023105 239 1,828 SH   SOLE   1,828 0 0
BORGWARNER INC COMMSTCK 099724106 238 5,723 SH   DFND 3 0 0 5,723
BORGWARNER INC COMMSTCK 099724106 1,628 39,144 SH   DFND 1 0 0 39,144
BORGWARNER INC COMMSTCK 099724106 29,492 709,124 SH   SOLE   709,124 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 143 1,209 SH   SOLE   1,209 0 0
BOSTON PROPERTIES, INC. COMMSTCK 101121101 9,697 81,900 SH   DFND 2 81,900 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 59,717 3,639,037 SH   SOLE   3,639,037 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 5,149 86,973 SH   SOLE   86,973 0 0
BROADCOM CORPORATION COMMSTCK 111320107 31,447 611,449 SH   SOLE   611,449 0 0
BROWN-FORMAN CORPORATION COMMSTCK 115637209 65,795 679,000 SH   SOLE   679,000 0 0
BUFFALO WILD WINGS INC COMMSTCK 119848109 12,297 63,575 SH   SOLE   63,575 0 0
BUILDERS FIRSTSOURCE INC COMMSTCK 12008R107 7,826 617,183 SH   SOLE   617,183 0 0
BUNGE LIMITED COMMSTCK G16962105 19,645 268,004 SH   SOLE   268,004 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 3,747 96,718 SH   SOLE   96,718 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4,960 226,904 SH   DFND 3 0 0 226,904
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 79,663 3,644,233 SH   SOLE   3,644,233 0 0
CADENCE DESIGN SYSTEMS, IN COMMSTCK 127387108 7,128 344,692 SH   SOLE   344,692 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 272 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 683 590,000 PRN   DFND 3 0 0 590,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 1,400 1,210,000 PRN   DFND 1 0 0 1,210,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 19,025 16,445,000 PRN   SOLE   16,445,000 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 4,146 56,100 SH   DFND 2 56,100 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 11,261 152,387 SH   SOLE   152,387 0 0
CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 22,650 369,367 SH   SOLE   369,367 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 643 12,681 SH   DFND 3 0 0 12,681
CAMPBELL SOUP COMPANY COMMSTCK 134429109 4,338 85,596 SH   DFND 1 0 0 85,596
CAMPBELL SOUP COMPANY COMMSTCK 134429109 97,846 1,930,672 SH   SOLE   1,930,672 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 91 1,252 SH   DFND 4 0 0 1,252
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 1,173 16,176 SH   SOLE   16,176 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 728 9,472 SH   DFND 3 0 0 9,472
CARDINAL HEALTH INC COMMSTCK 14149Y108 178,281 2,320,764 SH   SOLE   2,320,764 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 431 465,000 PRN   DFND 1 0 0 465,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 454 490,000 PRN   DFND 4 0 0 490,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 1,112 1,200,000 PRN   DFND 3 0 0 1,200,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 22,864 24,685,000 PRN   SOLE   24,685,000 0 0
CARLISLE COMPANIES INCORPO COMMSTCK 142339100 10,852 124,194 SH   SOLE   124,194 0 0
CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 133 120,000 PRN   DFND 4 0 0 120,000
CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 5,547 5,000,000 PRN   SOLE   5,000,000 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 30,994 1,034,518 SH   SOLE   1,034,518 0 0
CBS CORP COMMSTCK 124857202 1,273 31,911 SH   DFND 3 0 0 31,911
CBS CORP COMMSTCK 124857202 4,484 112,390 SH   DFND 1 0 0 112,390
CBS CORP COMMSTCK 124857202 91,946 2,304,400 SH   SOLE   2,304,400 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 37,611 714,906 SH   SOLE   714,906 0 0
CELGENE CORPORATION COMMSTCK 151020104 6,304 58,278 SH   DFND 1 0 0 58,278
CELGENE CORPORATION COMMSTCK 151020104 20,452 189,070 SH   DFND 3 0 0 189,070
CELGENE CORPORATION COMMSTCK 151020104 366,664 3,389,704 SH   SOLE   3,389,704 0 0
CEMEX SAB DE CV DEPRECPT 151290889 838 119,839 SH   SOLE   119,839 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 178 175,000 PRN   DFND 3 0 0 175,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 294 290,000 PRN   DFND 4 0 0 290,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 11,206 11,040,000 PRN   SOLE   11,040,000 0 0
CERNER CORPORATION COMMSTCK 156782104 865 14,418 SH   SOLE   14,418 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 18,599 292,807 SH   SOLE   292,807 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 575 20,128 SH   DFND 3 0 0 20,128
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 3,915 137,064 SH   DFND 1 0 0 137,064
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 57,568 2,015,683 SH   SOLE   2,015,683 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 1,914 89,100 SH   DFND 2 89,100 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 921 11,610 SH   DFND 3 0 0 11,610
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 3,640 45,889 SH   DFND 1 0 0 45,889
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 54,360 685,237 SH   SOLE   685,237 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 142 200,000 PRN   DFND 4 0 0 200,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 355 500,000 PRN   DFND 1 0 0 500,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 994 1,400,000 PRN   DFND 3 0 0 1,400,000
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 6,248 8,800,000 PRN   SOLE   8,800,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,152 1,340,000 PRN   SOLE   1,340,000 0 0
CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1,462 1,700,000 PRN   DFND 3 0 0 1,700,000
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,269 48,711 SH   DFND 3 0 0 48,711
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 11,876 455,701 SH   SOLE   455,701 0 0
CHEVRON CORP COMMSTCK 166764100 1,118 14,176 SH   DFND 3 0 0 14,176
CHEVRON CORP COMMSTCK 166764100 7,660 97,107 SH   DFND 1 0 0 97,107
CHEVRON CORP COMMSTCK 166764100 141,051 1,788,172 SH   SOLE   1,788,172 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 5,417 692,661 SH   SOLE   692,661 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 23,015 31,954 SH   SOLE   31,954 0 0
CHUBB CORPORATION COMMSTCK 171232101 1,545 12,600 SH   DFND 3 0 0 12,600
CHUBB CORPORATION COMMSTCK 171232101 10,533 85,882 SH   DFND 1 0 0 85,882
CHUBB CORPORATION COMMSTCK 171232101 203,761 1,661,319 SH   SOLE   1,661,319 0 0
CIGNA CORPORATION COMMSTCK 125509109 361 2,670 SH   DFND 4 0 0 2,670
CIGNA CORPORATION COMMSTCK 125509109 4,707 34,859 SH   SOLE   34,859 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 28,172 274,903 SH   SOLE   274,903 0 0
CINTAS CORPORATION COMMSTCK 172908105 10,550 123,033 SH   SOLE   123,033 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 61,927 2,359,105 SH   SOLE   2,359,105 0 0
CITIGROUP INC COMMSTCK 172967424 65,072 1,311,679 SH   SOLE   1,311,679 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 1,424 59,690 SH   DFND 3 0 0 59,690
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 3,954 165,720 SH   DFND 1 0 0 165,720
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 131,982 5,531,503 SH   SOLE   5,531,503 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 24,932 359,876 SH   SOLE   359,876 0 0
CITRIX SYSTEMS INC 0.5% CORPBOND 177376AD2 169 160,000 SH   DFND 4 0 0 160,000
CITRIX SYSTEMS INC 0.5% CORPBOND 177376AD2 1,191 1,130,000 SH   DFND 3 0 0 1,130,000
CITRIX SYSTEMS INC 0.5% CORPBOND 177376AD2 13,043 12,370,000 SH   SOLE   12,370,000 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 1,103 41,792 SH   SOLE   41,792 0 0
CLOROX COMPANY COMMSTCK 189054109 350 3,027 SH   DFND 3 0 0 3,027
CLOROX COMPANY COMMSTCK 189054109 2,398 20,756 SH   DFND 1 0 0 20,756
CLOROX COMPANY COMMSTCK 189054109 53,010 458,840 SH   SOLE   458,840 0 0
CME GROUP INC COMMSTCK 12572Q105 1,147 12,369 SH   DFND 3 0 0 12,369
CME GROUP INC COMMSTCK 12572Q105 2,559 27,592 SH   SOLE   27,592 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 50 70,000 PRN   DFND 1 0 0 70,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 366 515,000 PRN   DFND 4 0 0 515,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 23,080 32,450,000 PRN   SOLE   32,450,000 0 0
COCA-COLA CO COMMSTCK 191216100 1,747 43,548 SH   DFND 3 0 0 43,548
COCA-COLA CO COMMSTCK 191216100 4,570 113,910 SH   DFND 1 0 0 113,910
COCA-COLA CO COMMSTCK 191216100 86,123 2,146,637 SH   SOLE   2,146,637 0 0
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 9,011 186,367 SH   SOLE   186,367 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 7,314 116,819 SH   DFND 3 0 0 116,819
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 130,622 2,086,280 SH   SOLE   2,086,280 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 10,564 166,463 SH   DFND 3 0 0 166,463
COLGATE-PALMOLIVE CO COMMSTCK 194162103 105,420 1,661,206 SH   SOLE   1,661,206 0 0
COMCAST CORPORATION COMMSTCK 20030N101 2,169 38,126 SH   SOLE   38,126 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 79 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 2,007 498,029 SH   SOLE   498,029 0 0
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 103 5,760 SH   DFND 4 0 0 5,760
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 2,188 122,255 SH   SOLE   122,255 0 0
COMMUNITY HEALTH SYSTEMS I COMMSTCK 203668108 1,945 45,475 SH   SOLE   45,475 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 22,085 281,799 SH   SOLE   281,799 0 0
CONAGRA FOODS INC COMMSTCK 205887102 6,840 168,855 SH   SOLE   168,855 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 15,900 161,746 SH   SOLE   161,746 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 775 16,169 SH   DFND 3 0 0 16,169
CONOCOPHILLIPS COMMSTCK 20825C104 1,853 38,630 SH   SOLE   38,630 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 24,063 359,953 SH   SOLE   359,953 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 15,231 121,640 SH   SOLE   121,640 0 0
COOPER COS INC/THE COMMSTCK 216648402 4,119 27,668 SH   SOLE   27,668 0 0
CORELOGIC INC COMMSTCK 21871D103 6,004 161,255 SH   SOLE   161,255 0 0
CORRECTIONS CORPORATION OF COMMSTCK 22025Y407 11,521 390,011 SH   SOLE   390,011 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 4,621 5,030,000 PRN   SOLE   5,030,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 19,850 114,699 SH   SOLE   114,699 0 0
CR BARD INC COMMSTCK 067383109 1,654 8,876 SH   DFND 3 0 0 8,876
CR BARD INC COMMSTCK 067383109 11,289 60,591 SH   DFND 1 0 0 60,591
CR BARD INC COMMSTCK 067383109 168,461 904,197 SH   SOLE   904,197 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 8,519 57,845 SH   SOLE   57,845 0 0
CREDICORP LTD COMMSTCK G2519Y108 223 2,098 SH   SOLE   2,098 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 13,284 290,354 SH   SOLE   290,354 0 0
CTRIP.COM INTERNATIONAL LT DEPRECPT 22943F100 1,676 26,528 SH   SOLE   26,528 0 0
CUBESMART COMMSTCK 229663109 4,443 163,300 SH   DFND 2 163,300 0 0
CUMMINS INC COMMSTCK 231021106 6,643 61,177 SH   DFND 3 0 0 61,177
CUMMINS INC COMMSTCK 231021106 65,489 603,142 SH   SOLE   603,142 0 0
CVS HEALTH CORP COMMSTCK 126650100 10,692 110,817 SH   DFND 1 0 0 110,817
CVS HEALTH CORP COMMSTCK 126650100 23,695 245,590 SH   DFND 3 0 0 245,590
CVS HEALTH CORP COMMSTCK 126650100 437,786 4,537,580 SH   SOLE   4,537,580 0 0
CYTEC INDUSTRIES INC. COMMSTCK 232820100 6,695 90,652 SH   SOLE   90,652 0 0
DANAHER CORPORATION COMMSTCK 235851102 1,087 12,754 SH   SOLE   12,754 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 10,131 267,805 SH   SOLE   267,805 0 0
DDR CORP COMMSTCK 23317H102 3,394 220,700 SH   DFND 2 220,700 0 0
DELTA AIR LINES INC COMMSTCK 247361702 2,190 48,803 SH   SOLE   48,803 0 0
DEMANDWARE INC COMMSTCK 24802Y105 4,010 77,588 SH   SOLE   77,588 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 482 9,262 SH   DFND 3 0 0 9,262
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 23,856 458,863 SH   SOLE   458,863 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 1,562 21,567 SH   DFND 3 0 0 21,567
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 5,603 77,345 SH   DFND 1 0 0 77,345
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 115,959 1,600,753 SH   SOLE   1,600,753 0 0
DOLLAR TREE INC COMMSTCK 256746108 21,550 323,276 SH   SOLE   323,276 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,099 73,100 SH   DFND 2 73,100 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 359 8,464 SH   DFND 3 0 0 8,464
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 2,439 57,530 SH   DFND 1 0 0 57,530
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 36,103 851,486 SH   SOLE   851,486 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 415 5,248 SH   DFND 3 0 0 5,248
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 2,833 35,832 SH   DFND 1 0 0 35,832
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 74,884 947,297 SH   SOLE   947,297 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 21,859 1,147,431 SH   SOLE   1,147,431 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 3,072 118,700 SH   DFND 2 118,700 0 0
EBAY INC COMMSTCK 278642103 730 29,850 SH   DFND 3 0 0 29,850
EBAY INC COMMSTCK 278642103 1,094 44,750 SH   DFND 1 0 0 44,750
EBAY INC COMMSTCK 278642103 71,501 2,925,580 SH   SOLE   2,925,580 0 0
ECOLAB INC COMMSTCK 278865100 5,054 46,063 SH   DFND 1 0 0 46,063
ECOLAB INC COMMSTCK 278865100 10,334 94,189 SH   DFND 3 0 0 94,189
ECOLAB INC COMMSTCK 278865100 237,396 2,163,650 SH   SOLE   2,163,650 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 27,264 432,289 SH   SOLE   432,289 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 28,802 202,586 SH   SOLE   202,586 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 507 6,055 SH   DFND 3 0 0 6,055
ELI LILLY AND COMPANY COMMSTCK 532457108 3,456 41,298 SH   DFND 1 0 0 41,298
ELI LILLY AND COMPANY COMMSTCK 532457108 67,447 805,910 SH   SOLE   805,910 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 140 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 4,505 186,480 SH   DFND 1 0 0 186,480
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 11,389 471,410 SH   DFND 3 0 0 471,410
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 297,060 12,295,549 SH   SOLE   12,295,549 0 0
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 665 586,000 PRN   DFND 4 0 0 586,000
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 20,865 18,373,000 PRN   SOLE   18,373,000 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,151 126,300 SH   DFND 2 126,300 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 37,490 541,141 SH   SOLE   541,141 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 9,823 801,248 SH   SOLE   801,248 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 160 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 6,341 7,125,000 PRN   SOLE   7,125,000 0 0
ENERGY XXI 3% CNVRTBND 29274UAB7 15 160,000 PRN   DFND 4 0 0 160,000
ENERGY XXI 3% CNVRTBND 29274UAB7 1,079 11,670,000 PRN   SOLE   11,670,000 0 0
ENTEGRIS INC COMMSTCK 29362U104 16,629 1,260,751 SH   SOLE   1,260,751 0 0
EOG RESOURCES INC COMMSTCK 26875P101 551 7,572 SH   DFND 3 0 0 7,572
EOG RESOURCES INC COMMSTCK 26875P101 3,771 51,795 SH   DFND 1 0 0 51,795
EOG RESOURCES INC COMMSTCK 26875P101 59,882 822,553 SH   SOLE   822,553 0 0
EPR PROPERTIES COMMSTCK 26884U109 7,127 138,202 SH   SOLE   138,202 0 0
EQT CORP COMMSTCK 26884L109 18,993 293,241 SH   SOLE   293,241 0 0
EQUIFAX INC. COMMSTCK 294429105 6,536 67,260 SH   SOLE   67,260 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3,520 60,100 SH   DFND 2 60,100 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 12,703 169,100 SH   DFND 2 169,100 0 0
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 6,516 80,762 SH   DFND 3 0 0 80,762
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 60,038 744,148 SH   SOLE   744,148 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 45,775 904,285 SH   SOLE   904,285 0 0
EXELON CORPORATION COMMSTCK 30161N101 59,878 2,016,107 SH   SOLE   2,016,107 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 5,517 117,255 SH   SOLE   117,255 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 3,994 49,330 SH   DFND 1 0 0 49,330
EXPRESS SCRIPTS INC COMMSTCK 30219G108 13,072 161,465 SH   DFND 3 0 0 161,465
EXPRESS SCRIPTS INC COMMSTCK 30219G108 256,659 3,170,191 SH   SOLE   3,170,191 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 1,737 103,500 SH   DFND 2 103,500 0 0
EXTRA SPACE STORAGE INC COMMSTCK 30225T102 2,353 30,500 SH   DFND 2 30,500 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 64,547 868,145 SH   SOLE   868,145 0 0
F5 NETWORKS INC COMMSTCK 315616102 1,619 13,982 SH   DFND 3 0 0 13,982
F5 NETWORKS INC COMMSTCK 315616102 4,167 35,985 SH   DFND 1 0 0 35,985
F5 NETWORKS INC COMMSTCK 315616102 128,070 1,105,962 SH   SOLE   1,105,962 0 0
FACEBOOK INC COMMSTCK 30303M102 2,115 23,523 SH   DFND 3 0 0 23,523
FACEBOOK INC COMMSTCK 30303M102 5,710 63,510 SH   DFND 1 0 0 63,510
FACEBOOK INC COMMSTCK 30303M102 196,601 2,186,884 SH   SOLE   2,186,884 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5,622 41,200 SH   DFND 2 41,200 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 7,822 57,324 SH   SOLE   57,324 0 0
FEDERATED INVESTORS INC. COMMSTCK 314211103 8,923 308,752 SH   SOLE   308,752 0 0
FEDEX CORP COMMSTCK 31428X106 5,611 38,970 SH   SOLE   38,970 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 28,207 420,498 SH   SOLE   420,498 0 0
FIFTH STREET FINANCE CORP COMMSTCK 31678A103 6,528 1,058,028 SH   SOLE   1,058,028 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 218 245,000 PRN   DFND 4 0 0 245,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 648 730,000 PRN   DFND 3 0 0 730,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 1,155 1,300,000 PRN   DFND 1 0 0 1,300,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 20,155 22,694,000 PRN   SOLE   22,694,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 66,697 4,703,626 SH   SOLE   4,703,626 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 6,507 103,657 SH   SOLE   103,657 0 0
FIRSTENERGY CORPORATION COMMSTCK 337932107 26,905 859,298 SH   SOLE   859,298 0 0
FISERV INC COMMSTCK 337738108 727 8,399 SH   DFND 3 0 0 8,399
FISERV INC COMMSTCK 337738108 4,964 57,316 SH   DFND 1 0 0 57,316
FISERV INC COMMSTCK 337738108 72,845 841,064 SH   SOLE   841,064 0 0
FLEETMATICS GROUP PLC COMMSTCK G35569105 7,865 160,220 SH   SOLE   160,220 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 4,402 263,604 SH   SOLE   263,604 0 0
FOOT LOCKER INC COMMSTCK 344849104 1,046 14,536 SH   DFND 3 0 0 14,536
FOOT LOCKER INC COMMSTCK 344849104 2,261 31,412 SH   SOLE   31,412 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 667 49,189 SH   DFND 3 0 0 49,189
FORD MOTOR COMPANY COMMSTCK 345370860 684 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 45,543 3,356,179 SH   SOLE   3,356,179 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 712 35,391 SH   DFND 4 0 0 35,391
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 3,772 187,400 SH   DFND 2 187,400 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345550107 12,141 603,117 SH   SOLE   603,117 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 43,532 917,049 SH   SOLE   917,049 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 1,844 120,257 SH   SOLE   120,257 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 53 5,427 SH   DFND 4 0 0 5,427
FREEPORT-MCMORAN INC COMMSTCK 35671D857 1,361 140,482 SH   SOLE   140,482 0 0
G&K SERVICES INC. COMMSTCK 361268105 1,025 15,381 SH   DFND 3 0 0 15,381
G&K SERVICES INC. COMMSTCK 361268105 25,057 376,125 SH   SOLE   376,125 0 0
G-III APPAREL GROUP LTD COMMSTCK 36237H101 9,611 155,870 SH   SOLE   155,870 0 0
GARTNER INC COMMSTCK 366651107 6,247 74,433 SH   SOLE   74,433 0 0
GENERAL CABLE CORPORATION COMMSTCK 369300108 158 13,280 SH   DFND 4 0 0 13,280
GENERAL CABLE CORPORATION COMMSTCK 369300108 1,035 86,967 SH   SOLE   86,967 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 448 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,113 1,850,000 PRN   DFND 3 0 0 1,850,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,457 2,420,000 PRN   DFND 1 0 0 2,420,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 27,950 46,437,000 PRN   SOLE   46,437,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 1,275 50,545 SH   DFND 3 0 0 50,545
GENERAL ELECTRIC CO COMMSTCK 369604103 8,629 342,150 SH   DFND 1 0 0 342,150
GENERAL ELECTRIC CO COMMSTCK 369604103 158,922 6,301,439 SH   SOLE   6,301,439 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 23,025 886,597 SH   SOLE   886,597 0 0
GENERAL MILLS INC COMMSTCK 370334104 851 15,158 SH   DFND 3 0 0 15,158
GENERAL MILLS INC COMMSTCK 370334104 5,820 103,691 SH   DFND 1 0 0 103,691
GENERAL MILLS INC COMMSTCK 370334104 94,575 1,684,927 SH   SOLE   1,684,927 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 59,041 1,966,709 SH   SOLE   1,966,709 0 0
GEO GROUP INC(OLD) COMMSTCK 36162J106 16,586 557,691 SH   SOLE   557,691 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 20,713 210,949 SH   DFND 3 0 0 210,949
GILEAD SCIENCES INC COMMSTCK 375558103 301,697 3,072,580 SH   SOLE   3,072,580 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 22,383 582,121 SH   SOLE   582,121 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 5,724 32,940 SH   SOLE   32,940 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 37,942 1,293,608 SH   SOLE   1,293,608 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 34,969 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST IN COMMSTCK 38489R605 2,399 115,500 SH   DFND 2 115,500 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 3,117 105,037 SH   SOLE   105,037 0 0
H&R BLOCK INC COMMSTCK 093671105 11,015 304,295 SH   SOLE   304,295 0 0
HALCON RESOURCES CORP COMMSTCK 40537Q209 70 132,213 SH   DFND 4 0 0 132,213
HALCON RESOURCES CORP COMMSTCK 40537Q209 3,908 7,373,810 SH   SOLE   7,373,810 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 67,986 1,923,234 SH   SOLE   1,923,234 0 0
HANESBRANDS INC COMMSTCK 410345102 6,813 235,415 SH   SOLE   235,415 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 30,442 391,790 SH   SOLE   391,790 0 0
HARRIS CORPORATION COMMSTCK 413875105 2,569 35,117 SH   SOLE   35,117 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 1,058 23,102 SH   DFND 3 0 0 23,102
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 7,235 158,039 SH   DFND 1 0 0 158,039
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 289,844 6,331,240 SH   SOLE   6,331,240 0 0
HCA HOLDINGS INC COMMSTCK 40412C101 4,396 56,819 SH   SOLE   56,819 0 0
HCP INC COMMSTCK 40414L109 6,154 165,200 SH   DFND 2 165,200 0 0
HDFC BANK LIMITED DEPRECPT 40415F101 1,533 25,097 SH   SOLE   25,097 0 0
HELMERICH & PAYNE, INC. COMMSTCK 423452101 279 5,912 SH   DFND 3 0 0 5,912
HELMERICH & PAYNE, INC. COMMSTCK 423452101 1,902 40,235 SH   DFND 1 0 0 40,235
HELMERICH & PAYNE, INC. COMMSTCK 423452101 48,203 1,019,960 SH   SOLE   1,019,960 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 812 8,837 SH   DFND 3 0 0 8,837
HERSHEY COMPANY THE COMMSTCK 427866108 5,537 60,259 SH   DFND 1 0 0 60,259
HERSHEY COMPANY THE COMMSTCK 427866108 88,401 962,138 SH   SOLE   962,138 0 0
HEWLETT-PACKARD COMPANY COMMSTCK 428236103 42,648 1,665,278 SH   SOLE   1,665,278 0 0
HILL-ROM HOLDINGS INC COMMSTCK 431475102 5,353 102,958 SH   SOLE   102,958 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2,478 108,000 SH   DFND 2 108,000 0 0
HOLOGIC INC COMMSTCK 436440101 860 21,974 SH   SOLE   21,974 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 11,953 7,003,000 PRN   SOLE   7,003,000 0 0
HOME DEPOT INC COMMSTCK 437076102 7,023 60,807 SH   DFND 1 0 0 60,807
HOME DEPOT INC COMMSTCK 437076102 24,610 213,093 SH   DFND 3 0 0 213,093
HOME DEPOT INC COMMSTCK 437076102 358,872 3,107,387 SH   SOLE   3,107,387 0 0
HOMEAWAY INC COMMSTCK 43739Q100 12,781 481,560 SH   SOLE   481,560 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,823 19,249 SH   DFND 3 0 0 19,249
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 3,584 37,846 SH   DFND 1 0 0 37,846
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 153,824 1,624,499 SH   SOLE   1,624,499 0 0
HORMEL FOODS CORPORATION COMMSTCK 440452100 7,592 119,924 SH   SOLE   119,924 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 3,589 227,000 SH   DFND 2 227,000 0 0
HUMANA INC COMMSTCK 444859102 1,573 8,785 SH   DFND 3 0 0 8,785
HUMANA INC COMMSTCK 444859102 4,302 24,033 SH   DFND 1 0 0 24,033
HUMANA INC COMMSTCK 444859102 153,184 855,778 SH   SOLE   855,778 0 0
HUNTINGTON BANCSHARES INCO COMMSTCK 446150104 416 39,224 SH   DFND 3 0 0 39,224
HUNTINGTON BANCSHARES INCO COMMSTCK 446150104 69,119 6,520,665 SH   SOLE   6,520,665 0 0
HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 2,632 24,568 SH   SOLE   24,568 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 4,810 120,245 SH   SOLE   120,245 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,215 23,932 SH   DFND 3 0 0 23,932
INGERSOLL-RAND PLC COMMSTCK G47791101 4,110 80,961 SH   DFND 1 0 0 80,961
INGERSOLL-RAND PLC COMMSTCK G47791101 145,844 2,872,645 SH   SOLE   2,872,645 0 0
INGREDION INC COMMSTCK 457187102 32,849 376,233 SH   SOLE   376,233 0 0
INSULET CORP COMMSTCK 45784P101 8,533 329,332 SH   SOLE   329,332 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 161 175,000 PRN   DFND 3 0 0 175,000
INSULET CORP 2% CNVRTBND 45784PAD3 452 490,000 PRN   DFND 4 0 0 490,000
INSULET CORP 2% CNVRTBND 45784PAD3 17,292 18,745,000 PRN   SOLE   18,745,000 0 0
INTEL CORPORATION COMMSTCK 458140100 661 21,947 SH   DFND 3 0 0 21,947
INTEL CORPORATION COMMSTCK 458140100 1,912 63,447 SH   SOLE   63,447 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 14,739 62,723 SH   DFND 3 0 0 62,723
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 269,514 1,146,918 SH   SOLE   1,146,918 0 0
INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2,510 72,493 SH   SOLE   72,493 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 23,875 164,689 SH   SOLE   164,689 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 6,611 64,024 SH   DFND 3 0 0 64,024
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 63,994 619,738 SH   SOLE   619,738 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 33,736 892,735 SH   SOLE   892,735 0 0
INTUIT INC. COMMSTCK 461202103 8,428 94,960 SH   SOLE   94,960 0 0
INVESCO LTD COMMSTCK G491BT108 14,153 453,171 SH   SOLE   453,171 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 23,627 310,999 SH   SOLE   310,999 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 832 26,806 SH   DFND 3 0 0 26,806
IRON MOUNTAIN INC COMMSTCK 46284V101 1,849 59,617 SH   SOLE   59,617 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 9,480 412,172 SH   SOLE   412,172 0 0
ISHARES MSCI EMERGING MARK ETIF 464286533 8,525 171,115 SH   SOLE   171,115 0 0
ISHARES MSCI INDIA INDEX F ETIF 46429B598 4,519 158,159 SH   SOLE   158,159 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 4,304 55,863 SH   SOLE   55,863 0 0
JARDEN CORP COMMSTCK 471109108 22,116 452,454 SH   SOLE   452,454 0 0
JARDEN CORP 1.125% CNVRTBND 471109AM0 560 490,000 PRN   DFND 4 0 0 490,000
JARDEN CORP 1.125% CNVRTBND 471109AM0 869 760,000 PRN   DFND 3 0 0 760,000
JARDEN CORP 1.125% CNVRTBND 471109AM0 23,390 20,450,000 PRN   SOLE   20,450,000 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 203 200,000 PRN   DFND 4 0 0 200,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 9,959 9,800,000 PRN   SOLE   9,800,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 44,445 334,648 SH   SOLE   334,648 0 0
JD.COM INC DEPRECPT 47215P106 2,197 84,304 SH   SOLE   84,304 0 0
JETBLUE AIRWAYS CORPORATIO COMMSTCK 477143101 4,194 162,761 SH   SOLE   162,761 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 22,350 195,897 SH   SOLE   195,897 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 4,832 94,260 SH   SOLE   94,260 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 1,198 23,944 SH   DFND 3 0 0 23,944
JOHN WILEY & SONS INC COMMSTCK 968223206 4,809 96,119 SH   DFND 1 0 0 96,119
JOHN WILEY & SONS INC COMMSTCK 968223206 165,270 3,303,412 SH   SOLE   3,303,412 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 9,185 98,398 SH   DFND 3 0 0 98,398
JOHNSON & JOHNSON COMMSTCK 478160104 213,099 2,282,792 SH   SOLE   2,282,792 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 20,011 139,189 SH   SOLE   139,189 0 0
JOY GLOBAL INC. COMMSTCK 481165108 46 3,055 SH   DFND 4 0 0 3,055
JOY GLOBAL INC. COMMSTCK 481165108 566 37,900 SH   SOLE   37,900 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 99 1,630 SH   DFND 4 0 0 1,630
JPMORGAN CHASE & CO COMMSTCK 46625H100 1,542 25,289 SH   DFND 3 0 0 25,289
JPMORGAN CHASE & CO COMMSTCK 46625H100 232,763 3,817,659 SH   SOLE   3,817,659 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 11,747 129,256 SH   SOLE   129,256 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 883 24,861 SH   DFND 3 0 0 24,861
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,913 53,877 SH   SOLE   53,877 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 557 600,000 PRN   DFND 3 0 0 600,000
KB HOME 1.375% CNVRTBND 48666KAS8 604 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,184 1,275,000 PRN   DFND 1 0 0 1,275,000
KB HOME 1.375% CNVRTBND 48666KAS8 35,975 38,735,000 PRN   SOLE   38,735,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 26,950 404,963 SH   SOLE   404,963 0 0
KENNAMETAL INC COMMSTCK 489170100 136 5,449 SH   DFND 4 0 0 5,449
KENNAMETAL INC COMMSTCK 489170100 3,393 136,335 SH   SOLE   136,335 0 0
KEURIG GREEN MOUNTAIN INC COMMSTCK 49271M100 71,612 1,373,449 SH   SOLE   1,373,449 0 0
KEYCORP COMMSTCK 493267108 524 40,276 SH   DFND 3 0 0 40,276
KEYCORP COMMSTCK 493267108 66,131 5,083,095 SH   SOLE   5,083,095 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 112 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 3,741 4,855,000 PRN   SOLE   4,855,000 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 9,493 388,599 SH   SOLE   388,599 0 0
KINDER MORGAN INC COMMSTCK 49456B101 1,260 45,515 SH   DFND 3 0 0 45,515
KINDER MORGAN INC COMMSTCK 49456B101 2,811 101,537 SH   SOLE   101,537 0 0
KKR & CO LP COMMSTCK 48248M102 1,299 77,387 SH   SOLE   77,387 0 0
KROGER CO (THE) COMMSTCK 501044101 22,217 615,954 SH   SOLE   615,954 0 0
L BRANDS INC COMMSTCK 501797104 8,834 98,017 SH   SOLE   98,017 0 0
LABORATORY CORPORATION OF COMMSTCK 50540R409 840 7,744 SH   SOLE   7,744 0 0
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 365 6,998 SH   DFND 3 0 0 6,998
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 820 15,719 SH   SOLE   15,719 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 3,808 100,291 SH   SOLE   100,291 0 0
LAZARD LTD COMMSTCK G54050102 748 17,269 SH   DFND 3 0 0 17,269
LAZARD LTD COMMSTCK G54050102 57,474 1,327,334 SH   SOLE   1,327,334 0 0
LDR HOLDING CORP COMMSTCK 50185U105 7,959 230,489 SH   SOLE   230,489 0 0
LEAR CORPORATION COMMSTCK 521865204 12,066 110,917 SH   SOLE   110,917 0 0
LENNAR CORPORATION COMMSTCK 526057104 32,593 677,177 SH   SOLE   677,177 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 7,112 62,753 SH   SOLE   62,753 0 0
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 260 275,000 PRN   DFND 4 0 0 275,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 331 350,000 PRN   DFND 3 0 0 350,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 7,920 8,375,000 PRN   SOLE   8,375,000 0 0
LIFEPOINT HEALTH INC COMMSTCK 53219L109 3,829 53,999 SH   SOLE   53,999 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 70,229 1,479,744 SH   SOLE   1,479,744 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 16,235 402,357 SH   SOLE   402,357 0 0
LINKEDIN CORP COMMSTCK 53578A108 13,498 70,995 SH   SOLE   70,995 0 0
LITHIA MOTORS INC. COMMSTCK 536797103 9,366 86,632 SH   SOLE   86,632 0 0
LOUISIANA PACIFIC CORP COMMSTCK 546347105 23,749 1,667,778 SH   SOLE   1,667,778 0 0
LOWES COMPANIES INC COMMSTCK 548661107 14,568 211,380 SH   SOLE   211,380 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 359 4,308 SH   DFND 4 0 0 4,308
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 658 7,888 SH   DFND 3 0 0 7,888
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 15,015 180,127 SH   SOLE   180,127 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 3,649 47,500 SH   DFND 2 47,500 0 0
MACQUARIE INFRASTRUCTURE C COMMSTCK 55608B105 5,833 78,134 SH   SOLE   78,134 0 0
MACYS INC COMMSTCK 55616P104 19,514 380,245 SH   SOLE   380,245 0 0
MALLINCKRODT PLC COMMSTCK G5785G107 353 5,524 SH   DFND 3 0 0 5,524
MALLINCKRODT PLC COMMSTCK G5785G107 13,999 218,947 SH   SOLE   218,947 0 0
MANITOWOC COMPANY INC (THE COMMSTCK 563571108 2,447 163,128 SH   SOLE   163,128 0 0
MANPOWERGROUP INC COMMSTCK 56418H100 41,906 511,733 SH   SOLE   511,733 0 0
MARATHON OIL CORP COMMSTCK 565849106 106 6,900 SH   DFND 4 0 0 6,900
MARATHON OIL CORP COMMSTCK 565849106 11,113 721,645 SH   SOLE   721,645 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 173 3,743 SH   DFND 4 0 0 3,743
MARATHON PETROLEUM CORP COMMSTCK 56585A102 506 10,926 SH   DFND 3 0 0 10,926
MARATHON PETROLEUM CORP COMMSTCK 56585A102 3,498 75,492 SH   DFND 1 0 0 75,492
MARATHON PETROLEUM CORP COMMSTCK 56585A102 76,546 1,652,181 SH   SOLE   1,652,181 0 0
MARKET VECTORS VIETNAM ETF ETIF 57060U761 5,444 351,673 SH   SOLE   351,673 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 8,572 125,693 SH   SOLE   125,693 0 0
MARTIN MARIETTA MATERIALS COMMSTCK 573284106 5,539 36,452 SH   SOLE   36,452 0 0
MASTERCARD INC COMMSTCK 57636Q104 22,916 254,286 SH   DFND 3 0 0 254,286
MASTERCARD INC COMMSTCK 57636Q104 231,258 2,566,108 SH   SOLE   2,566,108 0 0
MAXIMUS, INC. COMMSTCK 577933104 7,858 131,930 SH   SOLE   131,930 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 9,687 117,881 SH   SOLE   117,881 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,037 10,526 SH   DFND 3 0 0 10,526
MCDONALDS CORPORATION COMMSTCK 580135101 2,661 27,004 SH   SOLE   27,004 0 0
MCKESSON CORP COMMSTCK 58155Q103 2,173 11,742 SH   DFND 3 0 0 11,742
MCKESSON CORP COMMSTCK 58155Q103 5,190 28,050 SH   DFND 1 0 0 28,050
MCKESSON CORP COMMSTCK 58155Q103 82,549 446,138 SH   SOLE   446,138 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 440 6,245 SH   DFND 3 0 0 6,245
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 3,012 42,781 SH   DFND 1 0 0 42,781
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 62,774 891,675 SH   SOLE   891,675 0 0
MEDNAX INC COMMSTCK 58502B106 13,238 172,395 SH   SOLE   172,395 0 0
MEDTRONIC INC COMMSTCK G5960L103 11,123 166,161 SH   DFND 3 0 0 166,161
MEDTRONIC INC COMMSTCK G5960L103 153,010 2,285,774 SH   SOLE   2,285,774 0 0
MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 33,105 1,883,125 SH   SOLE   1,883,125 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 567 450,000 PRN   DFND 4 0 0 450,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 1,025 813,000 PRN   DFND 1 0 0 813,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 29,173 23,142,000 PRN   SOLE   23,142,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 2,452 49,646 SH   DFND 3 0 0 49,646
MERCK & CO INC COMMSTCK 58933Y105 5,879 119,038 SH   DFND 1 0 0 119,038
MERCK & CO INC COMMSTCK 58933Y105 160,931 3,258,377 SH   SOLE   3,258,377 0 0
MEREDITH CORPORATION COMMSTCK 589433101 7,140 167,692 SH   SOLE   167,692 0 0
MERITOR INC COMMSTCK 59001K100 3,712 349,229 SH   SOLE   349,229 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 2,713 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,560 2,625,000 PRN   SOLE   2,625,000 0 0
METHANEX CORPORATION COMMSTCK 59151K108 12,258 369,668 SH   SOLE   369,668 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 2,980 161,492 SH   SOLE   161,492 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 745 17,288 SH   DFND 3 0 0 17,288
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 28,230 655,146 SH   SOLE   655,146 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 29,821 1,990,692 SH   SOLE   1,990,692 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 22,192 676,175 SH   SOLE   676,175 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 11,759 265,677 SH   DFND 1 0 0 265,677
MICROSOFT CORPORATION COMMSTCK 594918104 29,329 662,656 SH   DFND 3 0 0 662,656
MICROSOFT CORPORATION COMMSTCK 594918104 710,622 16,055,633 SH   SOLE   16,055,633 0 0
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 20,962 256,039 SH   SOLE   256,039 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 10,014 55,084 SH   SOLE   55,084 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 468 5,633 SH   DFND 3 0 0 5,633
MOLSON COORS BREWING CO COMMSTCK 60871R209 40,562 488,579 SH   SOLE   488,579 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 824 19,680 SH   DFND 3 0 0 19,680
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 5,540 132,307 SH   DFND 1 0 0 132,307
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 207,505 4,955,932 SH   SOLE   4,955,932 0 0
MONSANTO COMPANY COMMSTCK 61166W101 4,952 58,021 SH   DFND 3 0 0 58,021
MONSANTO COMPANY COMMSTCK 61166W101 43,520 509,960 SH   SOLE   509,960 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 9,473 70,095 SH   SOLE   70,095 0 0
MORGAN STANLEY COMMSTCK 617446448 884 28,058 SH   DFND 3 0 0 28,058
MORGAN STANLEY COMMSTCK 617446448 6,047 191,975 SH   DFND 1 0 0 191,975
MORGAN STANLEY COMMSTCK 617446448 178,598 5,669,776 SH   SOLE   5,669,776 0 0
MOSAIC CO COMMSTCK 61945C103 1,122 36,057 SH   SOLE   36,057 0 0
MSA SAFETY INC COMMSTCK 553498106 9,017 225,597 SH   SOLE   225,597 0 0
MYLAN INC COMMSTCK N59465109 14,707 365,302 SH   SOLE   365,302 0 0
NASDAQ INC COMMSTCK 631103108 135,112 2,533,502 SH   SOLE   2,533,502 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 21,449 429,149 SH   SOLE   429,149 0 0
NATIONAL RETAIL PROPERTIES COMMSTCK 637417106 540 14,900 SH   DFND 2 14,900 0 0
NCR CORPORATION COMMSTCK 62886E108 307 13,491 SH   DFND 4 0 0 13,491
NCR CORPORATION COMMSTCK 62886E108 4,105 180,452 SH   SOLE   180,452 0 0
NETAPP INC COMMSTCK 64110D104 22,953 775,431 SH   SOLE   775,431 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 4,642 116,672 SH   SOLE   116,672 0 0
NEW ORIENTAL EDUCATION & T DEPRECPT 647581107 923 45,660 SH   SOLE   45,660 0 0
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 504 27,916 SH   DFND 3 0 0 27,916
NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 21,539 1,192,632 SH   SOLE   1,192,632 0 0
NEWFIELD EXPLORATION COMPA COMMSTCK 651290108 32,463 986,705 SH   SOLE   986,705 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 15,757 161,528 SH   SOLE   161,528 0 0
NIELSEN NV COMMSTCK G6578L108 914 20,557 SH   DFND 3 0 0 20,557
NIELSEN NV COMMSTCK G6578L108 2,031 45,677 SH   SOLE   45,677 0 0
NIKE INC COMMSTCK 654106103 8,323 67,681 SH   DFND 3 0 0 67,681
NIKE INC COMMSTCK 654106103 105,885 861,067 SH   SOLE   861,067 0 0
NOAH HOLDINGS LTD DEPRECPT 65487X102 1,375 58,548 SH   SOLE   58,548 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 497 6,511 SH   DFND 3 0 0 6,511
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 3,370 44,110 SH   DFND 1 0 0 44,110
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 49,983 654,226 SH   SOLE   654,226 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 5,182 76,026 SH   SOLE   76,026 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 25,971 156,500 SH   SOLE   156,500 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 8,794 153,472 SH   SOLE   153,472 0 0
NUANCE COMMUNICATIONS INC COMMSTCK 67020Y100 21,668 1,323,668 SH   SOLE   1,323,668 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 182 144,000 PRN   DFND 4 0 0 144,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 9,230 7,322,000 PRN   SOLE   7,322,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 46,164 1,872,777 SH   SOLE   1,872,777 0 0
OAKTREE CAPITAL GROUP LLC COMMSTCK 674001201 9,775 197,479 SH   SOLE   197,479 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 62,474 944,423 SH   SOLE   944,423 0 0
OFFICE DEPOT INC COMMSTCK 676220106 12,329 1,920,378 SH   SOLE   1,920,378 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 22,093 2,350,355 SH   SOLE   2,350,355 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 26 23,000 PRN   DFND 4 0 0 23,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 883 790,000 PRN   SOLE   790,000 0 0
OPHTHOTECH CORP COMMSTCK 683745103 5,181 127,870 SH   SOLE   127,870 0 0
ORACLE CORPORATION COMMSTCK 68389X105 33,425 925,386 SH   SOLE   925,386 0 0
ORBITAL ATK INC COMMSTCK 68557N103 178 2,483 SH   DFND 4 0 0 2,483
ORBITAL ATK INC COMMSTCK 68557N103 2,110 29,358 SH   SOLE   29,358 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 9,267 37,069 SH   DFND 3 0 0 37,069
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 238,941 955,762 SH   SOLE   955,762 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 311 14,962 SH   DFND 3 0 0 14,962
OUTFRONT MEDIA INC COMMSTCK 69007J106 9,459 454,765 SH   SOLE   454,765 0 0
OWENS & MINOR INC COMMSTCK 690732102 19,147 599,460 SH   SOLE   599,460 0 0
OWENS CORNING COMMSTCK 690742101 31,999 763,524 SH   SOLE   763,524 0 0
OWENS-ILLINOIS INC COMMSTCK 690768403 11,889 573,775 SH   SOLE   573,775 0 0
PACCAR INC COMMSTCK 693718108 273 5,239 SH   DFND 3 0 0 5,239
PACCAR INC COMMSTCK 693718108 1,844 35,342 SH   DFND 1 0 0 35,342
PACCAR INC COMMSTCK 693718108 34,371 658,834 SH   SOLE   658,834 0 0
PACKAGING CORPORATION OF A COMMSTCK 695156109 5,573 92,637 SH   SOLE   92,637 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 3,723 21,643 SH   SOLE   21,643 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 11,546 59,697 SH   SOLE   59,697 0 0
PARAMOUNT GROUP INC COMMSTCK 69924R108 3,357 199,800 SH   DFND 2 199,800 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 207 6,661 SH   DFND 3 0 0 6,661
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 1,389 44,750 SH   DFND 1 0 0 44,750
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 70,183 2,261,055 SH   SOLE   2,261,055 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 210 238,000 PRN   DFND 4 0 0 238,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 672 763,000 PRN   DFND 3 0 0 763,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 11,786 13,374,000 PRN   SOLE   13,374,000 0 0
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 422 26,818 SH   DFND 3 0 0 26,818
PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 10,753 683,626 SH   SOLE   683,626 0 0
PEPSICO INC COMMSTCK 713448108 16,481 174,772 SH   DFND 3 0 0 174,772
PEPSICO INC COMMSTCK 713448108 155,715 1,651,277 SH   SOLE   1,651,277 0 0
PFIZER INC COMMSTCK 717081103 3,068 97,688 SH   DFND 3 0 0 97,688
PFIZER INC COMMSTCK 717081103 5,718 182,034 SH   DFND 1 0 0 182,034
PFIZER INC COMMSTCK 717081103 167,651 5,337,489 SH   SOLE   5,337,489 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 403 5,079 SH   SOLE   5,079 0 0
PHILLIPS 66 COMMSTCK 718546104 1,000 13,011 SH   DFND 3 0 0 13,011
PHILLIPS 66 COMMSTCK 718546104 2,908 37,847 SH   DFND 1 0 0 37,847
PHILLIPS 66 COMMSTCK 718546104 48,918 636,628 SH   SOLE   636,628 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 4,911 274,500 SH   DFND 2 274,500 0 0
PIMCO HIGH INCOME FUND COMMSTCK 722014107 1,536 206,159 SH   SOLE   206,159 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 24,812 592,453 SH   SOLE   592,453 0 0
PINNACLE WEST CAPITAL CORP COMMSTCK 723484101 26,014 405,587 SH   SOLE   405,587 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 18,054 148,422 SH   SOLE   148,422 0 0
PITNEY BOWES INC COMMSTCK 724479100 10,484 528,185 SH   SOLE   528,185 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 1,967 22,052 SH   DFND 3 0 0 22,052
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 4,801 53,820 SH   DFND 1 0 0 53,820
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 160,216 1,796,149 SH   SOLE   1,796,149 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2,120 92,000 SH   SOLE   92,000 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 1,300 52,080 SH   SOLE   52,080 0 0
PRAXAIR INC COMMSTCK 74005P104 1,162 11,403 SH   SOLE   11,403 0 0
PRECISION CASTPARTS CORP COMMSTCK 740189105 9,215 40,114 SH   DFND 3 0 0 40,114
PRECISION CASTPARTS CORP COMMSTCK 740189105 91,705 399,221 SH   SOLE   399,221 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 640 8,898 SH   SOLE   8,898 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 10,205 333,073 SH   SOLE   333,073 0 0
PROLOGIS INC COMMSTCK 74340W103 9,285 238,700 SH   DFND 2 238,700 0 0
PROSHARES S&P 500 ARISTOCR COMMSTCK 74348A467 8,343 179,425 SH   SOLE   179,425 0 0
PRUDENTIAL FINANCIAL INC COMMSTCK 744320102 6,417 84,198 SH   SOLE   84,198 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 109,049 2,586,543 SH   SOLE   2,586,543 0 0
PUBLIC STORAGE COMMSTCK 74460D109 182 859 SH   SOLE   859 0 0
PUBLIC STORAGE COMMSTCK 74460D109 10,560 49,900 SH   DFND 2 49,900 0 0
PULTE GROUP INC COMMSTCK 745867101 47,841 2,535,319 SH   SOLE   2,535,319 0 0
PVH CORP COMMSTCK 693656100 3,117 30,581 SH   SOLE   30,581 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 10,159 278,719 SH   SOLE   278,719 0 0
QORVO INC COMMSTCK 74736K101 8,362 185,627 SH   SOLE   185,627 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 6,670 124,142 SH   DFND 3 0 0 124,142
QUALCOMM INCORPORATED COMMSTCK 747525103 76,450 1,422,851 SH   SOLE   1,422,851 0 0
QUEST DIAGNOSTICS INCORPOR COMMSTCK 74834L100 13,336 216,947 SH   SOLE   216,947 0 0
QUESTAR CORPORATION COMMSTCK 748356102 11,993 617,894 SH   SOLE   617,894 0 0
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 227 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 5,327 5,755,000 PRN   SOLE   5,755,000 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 2,984 92,905 SH   SOLE   92,905 0 0
RAYTHEON COMPANY COMMSTCK 755111507 35,464 324,583 SH   SOLE   324,583 0 0
REGAL BELOIT CORP COMMSTCK 758750103 13,824 244,888 SH   SOLE   244,888 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 510 27,293 SH   DFND 3 0 0 27,293
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 12,051 644,767 SH   SOLE   644,767 0 0
REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 31,638 3,511,436 SH   SOLE   3,511,436 0 0
REINSURANCE GROUP OF AMERI COMMSTCK 759351604 30,951 341,662 SH   SOLE   341,662 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 316 37,976 SH   DFND 3 0 0 37,976
RESTORATION HARDWARE, INC. COMMSTCK 761283100 7,353 78,800 SH   SOLE   78,800 0 0
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 2,001 121,000 SH   DFND 2 121,000 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 2,517 182,500 SH   DFND 2 182,500 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 12,897 291,324 SH   DFND 3 0 0 291,324
REYNOLDS AMERICAN INC COMMSTCK 761713106 264,471 5,974,044 SH   SOLE   5,974,044 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,479 98,100 SH   DFND 2 98,100 0 0
ROCKWELL COLLINS INC. COMMSTCK 774341101 7,083 86,547 SH   SOLE   86,547 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 7,214 46,035 SH   SOLE   46,035 0 0
ROSS STORES, INC. COMMSTCK 778296103 6,743 139,113 SH   DFND 1 0 0 139,113
ROSS STORES, INC. COMMSTCK 778296103 15,049 310,485 SH   DFND 3 0 0 310,485
ROSS STORES, INC. COMMSTCK 778296103 354,692 7,317,760 SH   SOLE   7,317,760 0 0
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 189 170,000 PRN   DFND 4 0 0 170,000
RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 3,154 2,830,000 PRN   SOLE   2,830,000 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 107 102,000 PRN   DFND 4 0 0 102,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 4,623 4,398,000 PRN   SOLE   4,398,000 0 0
RYDER SYSTEM INC COMMSTCK 783549108 13,379 180,706 SH   SOLE   180,706 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 303 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 826 900,000 PRN   DFND 3 0 0 900,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 1,005 1,095,000 PRN   DFND 1 0 0 1,095,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 20,855 22,715,000 PRN   SOLE   22,715,000 0 0
SABRE CORP COMMSTCK 78573M104 13,403 493,112 SH   SOLE   493,112 0 0
SANDISK CORPORATION COMMSTCK 80004C101 1,451 26,709 SH   SOLE   26,709 0 0
SANDRIDGE ENERGY INC COMMSTCK 80007P307 3 11,755 SH   DFND 4 0 0 11,755
SANDRIDGE ENERGY INC COMMSTCK 80007P307 30 110,418 SH   SOLE   110,418 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 17,021 162,505 SH   SOLE   162,505 0 0
SCHLUMBERGER NV COMMSTCK 806857108 3,677 53,313 SH   DFND 1 0 0 53,313
SCHLUMBERGER NV COMMSTCK 806857108 10,948 158,736 SH   DFND 3 0 0 158,736
SCHLUMBERGER NV COMMSTCK 806857108 236,809 3,433,502 SH   SOLE   3,433,502 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 531 10,785 SH   DFND 3 0 0 10,785
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 3,629 73,780 SH   DFND 1 0 0 73,780
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 61,146 1,243,064 SH   SOLE   1,243,064 0 0
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 103 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3,474 4,370,000 PRN   SOLE   4,370,000 0 0
SEI INVESTMENTS COMPANY COMMSTCK 784117103 14,878 308,470 SH   SOLE   308,470 0 0
SERVICENOW INC COMMSTCK 81762P102 4,949 71,256 SH   SOLE   71,256 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 12,446 55,868 SH   SOLE   55,868 0 0
SHIRE PLC DEPRECPT 82481R106 2,467 12,019 SH   SOLE   12,019 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 445 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 482 520,000 PRN   DFND 3 0 0 520,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 16,397 17,690,000 PRN   SOLE   17,690,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 8,140 59,177 SH   SOLE   59,177 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 20,985 154,151 SH   SOLE   154,151 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 2,095 11,402 SH   SOLE   11,402 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 18,354 99,900 SH   DFND 2 99,900 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 8,255 98,033 SH   SOLE   98,033 0 0
SMITH & NEPHEW PLC DEPRECPT 83175M205 2,964 84,690 SH   DFND 1 0 0 84,690
SNAP-ON INCORPORATED COMMSTCK 833034101 928 6,148 SH   DFND 3 0 0 6,148
SNAP-ON INCORPORATED COMMSTCK 833034101 6,130 40,612 SH   SOLE   40,612 0 0
SONOCO PRODUCTS COMPANY COMMSTCK 835495102 11,276 298,785 SH   SOLE   298,785 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 11,567 304,082 SH   SOLE   304,082 0 0
SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 1,360 107,143 SH   SOLE   107,143 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 561 21,346 SH   DFND 3 0 0 21,346
SPECTRA ENERGY CORP COMMSTCK 847560109 1,238 47,111 SH   SOLE   47,111 0 0
SPIRIT AEROSYSTEMS HOLDING COMMSTCK 848574109 2,534 52,411 SH   SOLE   52,411 0 0
SPX CORPORATION COMMSTCK 784635104 345 28,969 SH   SOLE   28,969 0 0
SPX FLOW INC COMMSTCK 78469X107 997 28,969 SH   SOLE   28,969 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 7,229 103,214 SH   SOLE   103,214 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 4,708 48,543 SH   SOLE   48,543 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 287 5,043 SH   DFND 4 0 0 5,043
STARBUCKS CORPORATION COMMSTCK 855244109 18,729 329,507 SH   DFND 3 0 0 329,507
STARBUCKS CORPORATION COMMSTCK 855244109 289,651 5,095,896 SH   SOLE   5,095,896 0 0
STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 2,458 36,981 SH   SOLE   36,981 0 0
STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2,614 127,382 SH   SOLE   127,382 0 0
STARWOOD WAYPOINT RESIDENT COMMSTCK 85571W109 722 30,288 SH   SOLE   30,288 0 0
STATE STREET CORP COMMSTCK 857477103 516 7,671 SH   DFND 3 0 0 7,671
STATE STREET CORP COMMSTCK 857477103 3,525 52,454 SH   DFND 1 0 0 52,454
STATE STREET CORP COMMSTCK 857477103 69,798 1,038,500 SH   SOLE   1,038,500 0 0
STEELCASE INC. COMMSTCK 858155203 18,233 990,408 SH   SOLE   990,408 0 0
STIFEL FINANCIAL CORP COMMSTCK 860630102 5,718 135,812 SH   SOLE   135,812 0 0
STORE CAPITAL COMMSTCK 862121100 1,897 91,818 SH   DFND 2 91,818 0 0
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 88 105,000 PRN   DFND 3 0 0 105,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 159 190,000 PRN   DFND 4 0 0 190,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 13,562 16,205,000 PRN   SOLE   16,205,000 0 0
SUNTRUST BANKS INC COMMSTCK 867914103 722 18,874 SH   DFND 3 0 0 18,874
SUNTRUST BANKS INC COMMSTCK 867914103 50,398 1,317,947 SH   SOLE   1,317,947 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 182 180,000 PRN   DFND 4 0 0 180,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 8,438 8,365,000 PRN   SOLE   8,365,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 19,717 629,933 SH   SOLE   629,933 0 0
SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 15,066 236,220 SH   SOLE   236,220 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 89,770 4,326,268 SH   SOLE   4,326,268 0 0
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 2,608 79,100 SH   DFND 2 79,100 0 0
TARGA RESOURCES INC COMMSTCK 87612G101 335 6,509 SH   DFND 3 0 0 6,509
TARGA RESOURCES INC COMMSTCK 87612G101 749 14,544 SH   SOLE   14,544 0 0
TARGET CORPORATION COMMSTCK 87612E106 18,732 238,137 SH   SOLE   238,137 0 0
TATA MOTORS LTD DEPRECPT 876568502 369 16,393 SH   SOLE   16,393 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 7,861 113,800 SH   DFND 2 113,800 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 465 34,321 SH   DFND 3 0 0 34,321
TCP CAPITAL CORP COMMSTCK 87238Q103 5,171 381,310 SH   SOLE   381,310 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 4,994 156,862 SH   SOLE   156,862 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 239 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 3,406 56,873 SH   SOLE   56,873 0 0
TEGNA INC COMMSTCK 36473H104 498 33,805 SH   DFND 3 0 0 33,805
TEGNA INC COMMSTCK 36473H104 4,589 311,545 SH   SOLE   311,545 0 0
TEGNA INC COMMSTCK 87901J105 444 19,846 SH   DFND 3 0 0 19,846
TEGNA INC COMMSTCK 87901J105 7,483 334,230 SH   SOLE   334,230 0 0
TENNECO INC COMMSTCK 880349105 15,366 343,216 SH   SOLE   343,216 0 0
TESARO INC COMMSTCK 881569107 4,781 119,231 SH   SOLE   119,231 0 0
TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 92,551 1,639,229 SH   SOLE   1,639,229 0 0
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 314 480,000 PRN   DFND 4 0 0 480,000
THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 8,528 13,020,000 PRN   SOLE   13,020,000 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 589 4,817 SH   DFND 4 0 0 4,817
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 4,844 39,617 SH   DFND 1 0 0 39,617
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 17,620 144,096 SH   DFND 3 0 0 144,096
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 245,488 2,007,592 SH   SOLE   2,007,592 0 0
TIME INC (KOREA) COMMSTCK 887228104 344 18,056 SH   DFND 3 0 0 18,056
TIME INC (KOREA) COMMSTCK 887228104 770 40,399 SH   SOLE   40,399 0 0
TIME WARNER INC COMMSTCK 887317303 12,049 175,260 SH   DFND 3 0 0 175,260
TIME WARNER INC COMMSTCK 887317303 193,254 2,810,967 SH   SOLE   2,810,967 0 0
TJX COS INC COMMSTCK 872540109 927 12,975 SH   DFND 3 0 0 12,975
TJX COS INC COMMSTCK 872540109 6,336 88,716 SH   DFND 1 0 0 88,716
TJX COS INC COMMSTCK 872540109 116,781 1,635,137 SH   SOLE   1,635,137 0 0
TOLL BROTHERS FINANCE CORP CNVRTBND 88947EAM2 1,028 1,000,000 PRN   SOLE   1,000,000 0 0
TOLL BROTHERS, INC. COMMSTCK 889478103 37,937 1,107,986 SH   SOLE   1,107,986 0 0
TORO COMPANY (THE) COMMSTCK 891092108 5,925 83,990 SH   SOLE   83,990 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 22,306 490,997 SH   SOLE   490,997 0 0
TOWERS WATSON & CO COMMSTCK 891894107 18,249 155,470 SH   SOLE   155,470 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 12,507 148,329 SH   SOLE   148,329 0 0
TRANSUNION COMMSTCK 89400J107 11,756 467,998 SH   SOLE   467,998 0 0
TRAVELERS COS INC COMMSTCK 89417E109 598 6,008 SH   DFND 3 0 0 6,008
TRAVELERS COS INC COMMSTCK 89417E109 4,136 41,557 SH   DFND 1 0 0 41,557
TRAVELERS COS INC COMMSTCK 89417E109 117,857 1,184,137 SH   SOLE   1,184,137 0 0
TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 3,563 351,346 SH   SOLE   351,346 0 0
TWITTER INC COMMSTCK 90184L102 6,854 254,435 SH   SOLE   254,435 0 0
TYSON FOODS INC COMMSTCK 902494103 83,674 1,941,401 SH   SOLE   1,941,401 0 0
UDR INC COMMSTCK 902653104 22,806 661,438 SH   SOLE   661,438 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 14,740 90,236 SH   SOLE   90,236 0 0
ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 7,373 41,186 SH   SOLE   41,186 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 1,080 12,217 SH   DFND 3 0 0 12,217
UNION PACIFIC CORPORATION COMMSTCK 907818108 7,382 83,500 SH   DFND 1 0 0 83,500
UNION PACIFIC CORPORATION COMMSTCK 907818108 134,842 1,525,189 SH   SOLE   1,525,189 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 238 4,490 SH   DFND 4 0 0 4,490
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 75,314 1,419,680 SH   SOLE   1,419,680 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 8,710 88,255 SH   DFND 3 0 0 88,255
UNITED PARCEL SERVICE INC COMMSTCK 911312106 128,880 1,305,911 SH   SOLE   1,305,911 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8,296 93,228 SH   DFND 3 0 0 93,228
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 81,381 914,495 SH   SOLE   914,495 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 7,680 66,197 SH   SOLE   66,197 0 0
UNUM GROUP COMMSTCK 91529Y106 39,422 1,228,857 SH   SOLE   1,228,857 0 0
US BANCORP COMMSTCK 902973304 897 21,865 SH   DFND 3 0 0 21,865
US BANCORP COMMSTCK 902973304 6,043 147,353 SH   DFND 1 0 0 147,353
US BANCORP COMMSTCK 902973304 152,287 3,713,409 SH   SOLE   3,713,409 0 0
USG CORPORATION COMMSTCK 903293405 25,237 948,034 SH   SOLE   948,034 0 0
VALERO ENERGY CORPORATION COMMSTCK 91913Y100 547 9,109 SH   DFND 3 0 0 9,109
VALERO ENERGY CORPORATION COMMSTCK 91913Y100 68,248 1,135,569 SH   SOLE   1,135,569 0 0
VALSPAR CORP COMMSTCK 920355104 423 5,884 SH   DFND 3 0 0 5,884
VALSPAR CORP COMMSTCK 920355104 2,880 40,064 SH   DFND 1 0 0 40,064
VALSPAR CORP COMMSTCK 920355104 103,371 1,438,111 SH   SOLE   1,438,111 0 0
VCA INC COMMSTCK 918194101 4,413 83,822 SH   SOLE   83,822 0 0
VENTAS INC COMMSTCK 92276F100 5,202 92,791 SH   SOLE   92,791 0 0
VENTAS INC COMMSTCK 92276F100 5,331 95,100 SH   DFND 2 95,100 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 10,343 139,946 SH   SOLE   139,946 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 814 18,717 SH   DFND 3 0 0 18,717
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 44,283 1,017,765 SH   SOLE   1,017,765 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 3,366 32,324 SH   DFND 3 0 0 32,324
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 66,489 638,456 SH   SOLE   638,456 0 0
VIACOM INC COMMSTCK 92553P201 28,739 666,028 SH   SOLE   666,028 0 0
VIAVI SOLUTIONS INC 0.625% CNVRTBND 46612JAF8 2,799 3,000,000 PRN   SOLE   3,000,000 0 0
VIMPELCOM LTD DEPRECPT 92719A106 523 127,100 SH   SOLE   127,100 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 6,714 399,650 SH   SOLE   399,650 0 0
VISA INC COMMSTCK 92826C839 513 7,368 SH   DFND 3 0 0 7,368
VISA INC COMMSTCK 92826C839 3,493 50,140 SH   DFND 1 0 0 50,140
VISA INC COMMSTCK 92826C839 174,956 2,511,574 SH   SOLE   2,511,574 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 53 591 SH   SOLE   591 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 1,745 19,300 SH   DFND 2 19,300 0 0
VOYA FINANCIAL INC COMMSTCK 929089100 99,689 2,571,304 SH   SOLE   2,571,304 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 5,648 63,322 SH   SOLE   63,322 0 0
W R GRACE & CO COMMSTCK 38388F108 12,899 138,622 SH   SOLE   138,622 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 64,290 613,280 SH   SOLE   613,280 0 0
WABTEC CORPORATION COMMSTCK 929740108 5,673 64,434 SH   SOLE   64,434 0 0
WAGEWORKS INC COMMSTCK 930427109 4,339 96,249 SH   SOLE   96,249 0 0
WAL-MART STORES INC COMMSTCK 931142103 27,417 422,844 SH   SOLE   422,844 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 136,278 1,639,926 SH   SOLE   1,639,926 0 0
WALT DISNEY CO COMMSTCK 254687106 7,962 77,910 SH   DFND 1 0 0 77,910
WALT DISNEY CO COMMSTCK 254687106 19,946 195,163 SH   DFND 3 0 0 195,163
WALT DISNEY CO COMMSTCK 254687106 334,040 3,268,497 SH   SOLE   3,268,497 0 0
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 322 315,000 PRN   DFND 4 0 0 315,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 767 750,000 PRN   DFND 3 0 0 750,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 34,586 33,825,000 PRN   SOLE   33,825,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 428 425,000 PRN   DFND 3 0 0 425,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 604 600,000 PRN   DFND 4 0 0 600,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 1,041 1,035,000 PRN   DFND 1 0 0 1,035,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 19,379 19,259,000 PRN   SOLE   19,259,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 12,085 140,232 SH   SOLE   140,232 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 2,823 54,966 SH   DFND 3 0 0 54,966
WELLS FARGO & COMPANY COMMSTCK 949746101 12,257 238,695 SH   DFND 1 0 0 238,695
WELLS FARGO & COMPANY COMMSTCK 949746101 275,176 5,358,835 SH   SOLE   5,358,835 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 2,575 2,205 SH   DFND 3 0 0 2,205
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 5,799 4,965 SH   DFND 1 0 0 4,965
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 92,019 78,783 SH   SOLE   78,783 0 0
WELLTOWER INC COMMSTCK 95040Q104 7,415 109,500 SH   DFND 2 109,500 0 0
WELLTOWER INC 6.5% PFDDOM 95040Q203 3,037 50,000 SH   SOLE   50,000 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 33,915 882,293 SH   SOLE   882,293 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 27,610 347,557 SH   SOLE   347,557 0 0
WHEELER REAL ESTATE INVEST COMMSTCK 963025101 160 83,950 SH   SOLE   83,950 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 58,922 400,125 SH   SOLE   400,125 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 3,637 114,924 SH   SOLE   114,924 0 0
WILLIAMS COMPANIES INC COMMSTCK 969457100 1,127 30,577 SH   DFND 3 0 0 30,577
WILLIAMS COMPANIES INC COMMSTCK 969457100 2,548 69,146 SH   SOLE   69,146 0 0
WILLIAMS-SONOMA, INC. COMMSTCK 969904101 10,442 136,764 SH   SOLE   136,764 0 0
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 29 4,800 SH   DFND 4 0 0 4,800
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 564 91,879 SH   SOLE   91,879 0 0
WYNDHAM WORLDWIDE CORP COMMSTCK 98310W108 851 11,829 SH   SOLE   11,829 0 0
XL GROUP PLC COMMSTCK G98290102 79,316 2,183,801 SH   SOLE   2,183,801 0 0
YAHOO! INC. COMMSTCK 984332106 34,481 1,192,703 SH   SOLE   1,192,703 0 0
ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 21,125 224,897 SH   SOLE   224,897 0 0
ZOETIS INC COMMSTCK 98978V103 1,035 25,144 SH   DFND 3 0 0 25,144
ZOETIS INC COMMSTCK 98978V103 7,022 170,516 SH   DFND 1 0 0 170,516
ZOETIS INC COMMSTCK 98978V103 127,361 3,092,796 SH   SOLE   3,092,796 0 0