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 1,069 6,067 SH   DFND 1 0 0 6,067
3M CO COMMSTCK 88579Y101 15,174 86,101 SH   DFND 3 4,638 0 59,524
3M CO COMMSTCK 88579Y101 148,207 840,989 SH   SOLE   834,666 0 0
A O SMITH CORP COMMSTCK 831865209 9,785 99,051 SH   SOLE   99,051 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 355 8,400 SH   DFND 3 5,400 0 3,000
ABBOTT LABORATORIES COMMSTCK 002824100 38,059 899,962 SH   SOLE   899,962 0 0
ABBVIE INC COMMSTCK 00287Y109 583 9,242 SH   DFND 3 5,300 0 3,942
ABBVIE INC COMMSTCK 00287Y109 70,749 1,121,752 SH   SOLE   1,121,752 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 3,526 97,300 SH   DFND 2 97,300 0 0
ACCENTURE PLC COMMSTCK G1151C101 23,053 188,696 SH   SOLE   188,696 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 11,172 42,222 SH   SOLE   42,222 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 496 3,324 SH   DFND 3 3,324 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 70,291 471,372 SH   SOLE   471,372 0 0
AETNA INC COMMSTCK 00817Y108 311 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 600 5,200 SH   DFND 3 3,000 0 2,200
AETNA INC COMMSTCK 00817Y108 141,380 1,224,603 SH   SOLE   1,224,603 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 20,400 140,981 SH   SOLE   136,677 0 4,304
AGRIUM INC COMMSTCK 008916108 236 2,600 SH   DFND 3 600 0 2,000
AGRIUM INC COMMSTCK 008916108 42,598 469,706 SH   SOLE   469,706 0 0
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 5,011 5,130,000 PRN   SOLE   5,130,000 0 0
ALASKA AIR GROUP, INC. COMMSTCK 011659109 6,952 105,564 SH   SOLE   105,564 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 13,399 316,165 SH   SOLE   316,165 0 0
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 147 125,000 PRN   DFND 4 0 0 125,000
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 5,743 4,875,000 PRN   SOLE   4,875,000 0 0
ALBEMARLE CORP COMMSTCK 012653101 7,637 89,332 SH   SOLE   89,332 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 30,654 935,441 SH   SOLE   925,587 0 9,854
ALERE INC 3% PFDDOM 01449J204 272 811 SH   DFND 4 0 0 811
ALERE INC 3% PFDDOM 01449J204 12,656 37,673 SH   SOLE   37,673 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 2,551 66,400 SH   DFND 2 66,400 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 19,134 175,908 SH   SOLE   175,908 0 0
ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 5,017 40,938 SH   SOLE   40,938 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 8,451 79,886 SH   SOLE   79,886 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 26,087 278,266 SH   SOLE   278,266 0 0
ALKERMES PLC COMMSTCK G01767105 7,294 155,087 SH   SOLE   155,087 0 0
ALLEGHENY TECHNOLOGIES INC COMMSTCK 01741R102 4,903 271,349 SH   SOLE   271,349 0 0
ALLERGAN PLC COMMSTCK G0177J108 1,500 6,514 SH   DFND 1 0 0 6,514
ALLERGAN PLC COMMSTCK G0177J108 20,035 86,992 SH   DFND 3 4,820 0 59,987
ALLERGAN PLC COMMSTCK G0177J108 204,678 888,706 SH   SOLE   882,329 0 0
ALLERGAN PLC 5.5% PFDFORN G0177J116 185 225 SH   DFND 4 0 0 225
ALLERGAN PLC 5.5% PFDFORN G0177J116 7,436 9,050 SH   SOLE   9,050 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 36,074 941,646 SH   SOLE   941,646 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 7,999 115,627 SH   SOLE   115,627 0 0
ALPHABET INC COMMSTCK 02079K107 2,731 3,514 SH   DFND 1 0 0 3,514
ALPHABET INC COMMSTCK 02079K107 46,137 59,356 SH   DFND 3 4,842 0 39,354
ALPHABET INC COMMSTCK 02079K107 619,714 797,275 SH   SOLE   789,992 0 2,915
ALPHABET INC COMMSTCK 02079K305 5,452 6,780 SH   DFND 3 5,600 0 1,180
ALPHABET INC COMMSTCK 02079K305 411,730 512,064 SH   SOLE   509,235 0 2,829
ALTRIA GROUP INC COMMSTCK 02209S103 490 7,749 SH   DFND 3 7,749 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 16,145 255,340 SH   SOLE   255,340 0 0
AMAZON.COM INC COMMSTCK 023135106 2,044 2,441 SH   DFND 1 0 0 2,441
AMAZON.COM INC COMMSTCK 023135106 36,168 43,195 SH   DFND 3 2,287 0 30,201
AMAZON.COM INC COMMSTCK 023135106 372,235 444,561 SH   SOLE   441,476 0 0
AMDOCS LTD COMMSTCK G02602103 25,086 433,632 SH   SOLE   433,632 0 0
AMEREN CORPORATION COMMSTCK 023608102 28,880 587,223 SH   SOLE   587,223 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 20,312 554,830 SH   SOLE   554,830 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 4,204 96,900 SH   DFND 2 96,900 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 3,490 68,600 SH   DFND 2 68,600 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 2,331 36,300 SH   DFND 3 22,800 0 13,500
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 312,840 4,872,143 SH   SOLE   4,872,143 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 25,124 392,313 SH   SOLE   392,313 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 3,863 178,500 SH   DFND 2 178,500 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 4,090 188,998 SH   SOLE   188,998 0 0
AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 2,102 35,422 SH   SOLE   35,422 0 0
AMETEK INC COMMSTCK 031100100 8,579 179,551 SH   SOLE   179,551 0 0
AMGEN INC COMMSTCK 031162100 259 1,554 SH   SOLE   1,554 0 0
AMPHENOL CORPORATION COMMSTCK 032095101 635 9,784 SH   DFND 1 0 0 9,784
AMPHENOL CORPORATION COMMSTCK 032095101 9,098 140,141 SH   DFND 3 7,739 0 96,581
AMPHENOL CORPORATION COMMSTCK 032095101 93,400 1,438,697 SH   SOLE   1,428,376 0 0
AMPLIFY SNACK BRANDS INC COMMSTCK 03211L102 7,471 461,188 SH   SOLE   461,188 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 36,943 583,063 SH   SOLE   583,063 0 0
ANALOG DEVICES INC COMMSTCK 032654105 1,048 16,265 SH   DFND 1 0 0 16,265
ANALOG DEVICES INC COMMSTCK 032654105 17,413 270,181 SH   DFND 3 32,981 0 176,086
ANALOG DEVICES INC COMMSTCK 032654105 277,994 4,313,327 SH   SOLE   4,295,671 0 0
ANTHEM INC 2.75% CNVRTBND 94973VBG1 2,014 1,150,000 PRN   SOLE   1,150,000 0 0
APACHE CORPORATION COMMSTCK 037411105 3,105 48,621 SH   SOLE   48,621 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,502 4,360,000 PRN   SOLE   4,360,000 0 0
APPLE INC COMMSTCK 037833100 3,304 29,224 SH   DFND 1 0 0 29,224
APPLE INC COMMSTCK 037833100 49,118 434,483 SH   DFND 3 59,080 0 272,578
APPLE INC COMMSTCK 037833100 975,634 8,630,108 SH   SOLE   8,561,349 0 39,135
ARCONIC INC COMMSTCK 013817101 17,041 1,680,543 SH   SOLE   1,680,543 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 719 46,376 SH   DFND 3 46,376 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 29,467 1,901,119 SH   SOLE   1,901,119 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 110 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,452 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 635 19,323 SH   DFND 3 19,323 0 0
ASTRAZENECA PLC DEPRECPT 046353108 14,045 427,419 SH   SOLE   427,419 0 0
AT&T INC COMMSTCK 00206R102 1,771 43,600 SH   DFND 3 29,600 0 14,000
AT&T INC COMMSTCK 00206R102 334,121 8,227,548 SH   SOLE   8,128,437 0 99,111
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 529 6,000 SH   DFND 3 3,700 0 2,300
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 54,108 613,471 SH   SOLE   613,471 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 78 438 SH   SOLE   438 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 10,119 56,900 SH   DFND 2 56,900 0 0
AVERY DENNISON CORPORATION COMMSTCK 053611109 6,916 88,900 SH   SOLE   88,900 0 0
B/E AEROSPACE INC COMMSTCK 073302101 9,805 189,806 SH   SOLE   189,806 0 0
BALL CORPORATION COMMSTCK 058498106 11,829 144,342 SH   SOLE   144,342 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 1,408 89,980 SH   DFND 3 74,980 0 15,000
BANK OF AMERICA CORP COMMSTCK 060505104 31,670 2,023,652 SH   SOLE   2,023,652 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 574 470 SH   DFND 4 0 0 470
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 1,958 1,604 SH   DFND 3 1,379 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 47,270 38,719 SH   SOLE   38,624 0 0
BANK OF NEW YORK MELLON CO COMMSTCK 064058100 47,118 1,181,491 SH   SOLE   1,181,491 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 1,042 5,800 SH   DFND 3 3,600 0 2,200
BECTON DICKINSON AND COMPA COMMSTCK 075887109 156,053 868,262 SH   SOLE   868,262 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 473 3,274 SH   SOLE   3,274 0 0
BHP BILLITON LTD DEPRECPT 088606108 646 18,630 SH   DFND 3 18,630 0 0
BHP BILLITON LTD DEPRECPT 088606108 14,823 427,785 SH   SOLE   427,785 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 63 383 SH   DFND 4 0 0 383
BIO-RAD LABORATORIES INC COMMSTCK 090572207 758 4,626 SH   SOLE   4,626 0 0
BIOGEN INC COMMSTCK 09062X103 208 665 SH   SOLE   665 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2,267 1,890,000 PRN   SOLE   1,890,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 143 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 4,844 3,885,000 PRN   SOLE   3,885,000 0 0
BIOSCRIP INC COMMSTCK 09069N108 44 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 766 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 9,426 142,083 SH   SOLE   142,083 0 0
BLACKROCK INC COMMSTCK 09247X101 14,413 39,764 SH   SOLE   36,220 0 3,544
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 1,394 131,995 SH   SOLE   131,995 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 1,451 91,398 SH   SOLE   91,398 0 0
BLUE BUFFALO PET PRODUCTS COMMSTCK 09531U102 7,543 317,463 SH   SOLE   317,463 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 10,699 78,500 SH   DFND 2 78,500 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 44,715 1,878,761 SH   SOLE   1,878,761 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 5,964 110,604 SH   SOLE   110,604 0 0
BROADCOM LTD COMMSTCK Y09827109 25,573 148,232 SH   SOLE   148,232 0 0
BROCADE COMMUNICATIONS SYS CNVRTBND 111621AQ1 212 215,000 PRN   DFND 4 0 0 215,000
BROCADE COMMUNICATIONS SYS CNVRTBND 111621AQ1 6,696 6,785,000 PRN   SOLE   6,785,000 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 5,110 96,581 SH   SOLE   96,581 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 636 24,657 SH   DFND 1 0 0 24,657
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 8,590 332,960 SH   DFND 3 18,524 0 229,393
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 166,414 6,450,163 SH   SOLE   6,425,662 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 245 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 495 475,000 PRN   DFND 3 475,000 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 16,092 15,445,000 PRN   SOLE   15,445,000 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 2,941 44,953 SH   SOLE   44,953 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 5,946 71,000 SH   DFND 2 71,000 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 12,659 151,174 SH   SOLE   151,174 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 651 11,900 SH   DFND 3 7,100 0 4,800
CAMPBELL SOUP COMPANY COMMSTCK 134429109 94,768 1,732,507 SH   SOLE   1,732,507 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 150 2,083 SH   DFND 4 0 0 2,083
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 1,826 25,415 SH   SOLE   25,415 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 117,089 1,506,937 SH   SOLE   1,474,164 0 32,773
CARDTRONICS INC 1% CNVRTBND 14161HAG3 279 265,000 PRN   DFND 4 0 0 265,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 11,330 10,765,000 PRN   SOLE   10,765,000 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 5,859 5,000,000 PRN   SOLE   5,000,000 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 26,987 876,760 SH   SOLE   876,760 0 0
CBS CORP COMMSTCK 124857202 953 17,401 SH   DFND 3 17,401 0 0
CBS CORP COMMSTCK 124857202 32,791 599,030 SH   SOLE   578,647 0 20,383
CDW CORP(DELAWARE) COMMSTCK 12514G108 31,877 697,068 SH   SOLE   697,068 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 819 14,296 SH   DFND 3 14,296 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 41,559 725,417 SH   SOLE   725,417 0 0
CELANESE CORPORATION COMMSTCK 150870103 41,364 621,447 SH   SOLE   621,447 0 0
CELGENE CORPORATION COMMSTCK 151020104 1,844 17,645 SH   DFND 1 0 0 17,645
CELGENE CORPORATION COMMSTCK 151020104 28,191 269,696 SH   DFND 3 31,645 0 174,574
CELGENE CORPORATION COMMSTCK 151020104 450,284 4,307,705 SH   SOLE   4,289,500 0 0
CEMEX SAB DE CV 3.72% CNVRTBND 151290BR3 442 425,000 PRN   DFND 3 200,000 0 225,000
CEMEX SAB DE CV 3.72% CNVRTBND 151290BR3 18,549 17,825,000 PRN   SOLE   17,825,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 399 385,000 PRN   DFND 4 0 0 385,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 699 675,000 PRN   DFND 3 675,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 26,911 25,985,000 PRN   SOLE   25,985,000 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 24,811 297,709 SH   SOLE   297,709 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 577 18,267 SH   DFND 3 18,267 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 61,079 1,934,719 SH   SOLE   1,934,719 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 1,856 96,400 SH   DFND 2 96,400 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 715 9,219 SH   DFND 3 7,419 0 1,800
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 35,802 461,301 SH   SOLE   461,301 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,092 47,703 SH   DFND 3 47,703 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 11,644 508,487 SH   SOLE   508,487 0 0
CHEVRON CORP COMMSTCK 166764100 4,279 41,576 SH   DFND 3 31,076 0 10,500
CHEVRON CORP COMMSTCK 166764100 306,203 2,975,157 SH   SOLE   2,975,157 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 2,672 694,119 SH   SOLE   694,119 0 0
CHUBB LTD COMMSTCK H1467J104 1,194 9,500 SH   DFND 3 5,600 0 3,900
CHUBB LTD COMMSTCK H1467J104 147,521 1,174,065 SH   SOLE   1,174,065 0 0
CIGNA CORPORATION COMMSTCK 125509109 184 1,411 SH   DFND 4 0 0 1,411
CIGNA CORPORATION COMMSTCK 125509109 2,277 17,476 SH   SOLE   17,476 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 41,296 307,332 SH   SOLE   307,332 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 1,933 60,943 SH   DFND 3 53,943 0 7,000
CISCO SYSTEMS INC COMMSTCK 17275R102 156,074 4,920,375 SH   SOLE   4,872,087 0 48,288
CITIGROUP INC COMMSTCK 172967424 15,146 320,684 SH   SOLE   320,684 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 3,639 147,263 SH   SOLE   147,263 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 6,166 72,352 SH   SOLE   72,352 0 0
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 124 110,000 PRN   DFND 4 0 0 110,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 469 415,000 PRN   DFND 3 345,000 0 70,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 10,238 9,055,000 PRN   SOLE   9,055,000 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 1,016 32,883 SH   SOLE   32,883 0 0
CLOROX COMPANY COMMSTCK 189054109 307 2,450 SH   DFND 3 1,450 0 1,000
CLOROX COMPANY COMMSTCK 189054109 49,891 398,551 SH   SOLE   398,551 0 0
CME GROUP INC COMMSTCK 12572Q105 1,266 12,114 SH   DFND 3 12,114 0 0
CME GROUP INC COMMSTCK 12572Q105 3,058 29,253 SH   SOLE   29,253 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 456 10,855 SH   DFND 3 10,855 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 1,093 26,022 SH   SOLE   26,022 0 0
COACH INC COMMSTCK 189754104 26,168 715,746 SH   SOLE   715,746 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 262 515,000 PRN   DFND 4 0 0 515,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 16,509 32,450,000 PRN   SOLE   32,450,000 0 0
COCA-COLA CO COMMSTCK 191216100 2,480 58,609 SH   DFND 3 49,446 0 9,163
COCA-COLA CO COMMSTCK 191216100 137,259 3,243,352 SH   SOLE   3,243,352 0 0
COCA-COLA EUROPEAN PARTNER COMMSTCK G25839104 9,732 243,916 SH   SOLE   243,916 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 1,063 22,285 SH   DFND 1 0 0 22,285
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 14,916 312,634 SH   DFND 3 17,332 0 215,729
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 233,463 4,893,378 SH   SOLE   4,870,449 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 794 10,703 SH   DFND 1 0 0 10,703
COLGATE-PALMOLIVE CO COMMSTCK 194162103 9,527 128,500 SH   DFND 3 7,063 0 88,640
COLGATE-PALMOLIVE CO COMMSTCK 194162103 104,098 1,404,074 SH   SOLE   1,394,625 0 0
COMCAST CORPORATION COMMSTCK 20030N101 2,879 43,399 SH   SOLE   43,399 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 113 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 1,485 256,946 SH   SOLE   256,946 0 0
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 181 5,760 SH   DFND 4 0 0 5,760
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 2,394 76,215 SH   SOLE   76,215 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 20,584 279,288 SH   SOLE   279,288 0 0
CONAGRA FOODS INC COMMSTCK 205887102 37,984 806,276 SH   SOLE   806,276 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 28,517 207,623 SH   SOLE   207,623 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 29,729 394,809 SH   SOLE   394,809 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 17,949 107,807 SH   SOLE   107,807 0 0
CONTINENTAL RESOURCES INC COMMSTCK 212015101 5,541 106,639 SH   SOLE   106,639 0 0
COOPER COMPANIES INC COMMSTCK 216648402 33,715 188,076 SH   SOLE   188,076 0 0
CORNING INC COMMSTCK 219350105 23,728 1,003,287 SH   SOLE   1,003,287 0 0
COSTAR GROUP INC COMMSTCK 22160N109 23,794 109,890 SH   SOLE   109,890 0 0
CR BARD INC COMMSTCK 067383109 530 2,364 SH   DFND 3 1,350 0 1,014
CR BARD INC COMMSTCK 067383109 60,437 269,473 SH   SOLE   269,473 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 7,620 57,628 SH   SOLE   57,628 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 32,291 342,751 SH   SOLE   342,751 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 32,299 565,756 SH   SOLE   565,756 0 0
CSX CORP COMMSTCK 126408103 1,383 45,355 SH   DFND 3 39,355 0 6,000
CSX CORP COMMSTCK 126408103 186,895 6,127,708 SH   SOLE   6,127,708 0 0
CUBESMART COMMSTCK 229663109 5,040 184,900 SH   DFND 2 184,900 0 0
CUBIC CORPORATION COMMSTCK 229669106 5,441 116,245 SH   SOLE   116,245 0 0
CUMMINS INC COMMSTCK 231021106 3,159 24,654 SH   SOLE   24,654 0 0
CVS HEALTH CORP COMMSTCK 126650100 2,021 22,716 SH   DFND 1 0 0 22,716
CVS HEALTH CORP COMMSTCK 126650100 32,710 367,572 SH   DFND 3 42,777 0 238,697
CVS HEALTH CORP COMMSTCK 126650100 457,661 5,142,831 SH   SOLE   5,095,499 0 22,525
CYPRESS SEMICONDUCTOR CORP COMMSTCK 232806109 9,202 756,783 SH   SOLE   756,783 0 0
D R HORTON INC COMMSTCK 23331A109 1,529 50,623 SH   SOLE   50,623 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 10,141 258,834 SH   SOLE   258,834 0 0
DDR CORP COMMSTCK 23317H102 2,731 156,700 SH   DFND 2 156,700 0 0
DELL TECHNOLOGIES INC COMMSTCK 24703L103 1,403 29,342 SH   SOLE   29,342 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 24,895 256,335 SH   SOLE   256,335 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 254 4,500 SH   DFND 3 0 0 4,500
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 45,677 807,736 SH   SOLE   758,262 0 49,474
DISH NETWORK CORP COMMSTCK 25470M109 77 1,400 SH   DFND 3 1,400 0 0
DISH NETWORK CORP COMMSTCK 25470M109 12,490 228,000 SH   SOLE   228,000 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 1,362 19,461 SH   DFND 3 15,161 0 4,300
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 79,399 1,134,427 SH   SOLE   1,134,427 0 0
DOLLAR TREE INC COMMSTCK 256746108 22,171 280,898 SH   SOLE   280,898 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,733 74,600 SH   DFND 2 74,600 0 0
DOVER CORP COMMSTCK 260003108 8,440 114,614 SH   SOLE   114,614 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 1,176 22,686 SH   DFND 3 13,300 0 9,386
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 137,436 2,651,676 SH   SOLE   2,651,676 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 447 4,900 SH   DFND 3 3,100 0 1,800
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 86,116 943,121 SH   SOLE   943,121 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 37,105 1,357,676 SH   SOLE   1,357,676 0 0
DUN & BRADSTREET CORPORATI COMMSTCK 26483E100 8,472 62,009 SH   SOLE   62,009 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 5,441 131,900 SH   DFND 2 131,900 0 0
DYCOM INDUSTRIES INC 0.75% CNVRTBND 267475AB7 343 315,000 PRN   DFND 4 0 0 315,000
DYCOM INDUSTRIES INC 0.75% CNVRTBND 267475AB7 1,237 1,135,000 PRN   DFND 3 1,135,000 0 0
DYCOM INDUSTRIES INC 0.75% CNVRTBND 267475AB7 23,951 21,973,000 PRN   SOLE   21,973,000 0 0
EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 1,383 72,499 SH   DFND 2 72,499 0 0
EBAY INC COMMSTCK 278642103 2,078 63,170 SH   DFND 3 57,170 0 6,000
EBAY INC COMMSTCK 278642103 173,689 5,279,315 SH   SOLE   5,237,327 0 41,988
ECOLAB INC COMMSTCK 278865100 1,074 8,820 SH   DFND 1 0 0 8,820
ECOLAB INC COMMSTCK 278865100 15,121 124,228 SH   DFND 3 11,819 0 82,774
ECOLAB INC COMMSTCK 278865100 281,190 2,310,137 SH   SOLE   2,301,597 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 28,796 398,558 SH   SOLE   398,558 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 1,298 10,770 SH   DFND 1 0 0 10,770
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 16,887 140,073 SH   DFND 3 7,659 0 96,741
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 194,305 1,611,691 SH   SOLE   1,601,410 0 0
ELECTRONIC ARTS INC COMMSTCK 285512109 11,728 137,331 SH   SOLE   137,331 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 483 6,016 SH   DFND 3 3,500 0 2,516
ELI LILLY AND COMPANY COMMSTCK 532457108 60,444 753,101 SH   SOLE   753,101 0 0
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 301 246,000 PRN   DFND 4 0 0 246,000
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 11,880 9,713,000 PRN   SOLE   9,713,000 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 3,329 158,900 SH   DFND 2 158,900 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 577 28,618 SH   SOLE   28,618 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 12,325 962,869 SH   SOLE   962,869 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 173 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 6,844 7,125,000 PRN   SOLE   7,125,000 0 0
ENDOLOGIX INC. 3.25% CNVRTBND 29266SAB2 271 205,000 PRN   DFND 4 0 0 205,000
ENDOLOGIX INC. 3.25% CNVRTBND 29266SAB2 7,675 5,795,000 PRN   SOLE   5,795,000 0 0
EOG RESOURCES INC COMMSTCK 26875P101 920 9,510 SH   DFND 3 5,950 0 3,560
EOG RESOURCES INC COMMSTCK 26875P101 131,850 1,363,355 SH   SOLE   1,363,355 0 0
EQT CORP COMMSTCK 26884L109 5,561 76,583 SH   SOLE   76,583 0 0
EQUIFAX INC. COMMSTCK 294429105 15,722 116,820 SH   SOLE   116,820 0 0
EQUINIX INC COMMSTCK 29444U700 470 1,304 SH   DFND 3 1,304 0 0
EQUINIX INC COMMSTCK 29444U700 40,516 112,467 SH   SOLE   112,467 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 2,933 38,000 SH   DFND 2 38,000 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 10,518 163,500 SH   DFND 2 163,500 0 0
ESSEX PROPERTY TRUST INC COMMSTCK 297178105 23,403 105,087 SH   SOLE   105,087 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 46,887 865,394 SH   SOLE   865,394 0 0
EXELON CORPORATION COMMSTCK 30161N101 28,083 843,599 SH   SOLE   843,599 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 18,783 364,586 SH   SOLE   364,586 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,611 183,900 SH   DFND 2 183,900 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 50,019 573,082 SH   SOLE   573,082 0 0
FACEBOOK INC COMMSTCK 30303M102 1,297 10,109 SH   DFND 3 5,800 0 4,309
FACEBOOK INC COMMSTCK 30303M102 127,841 996,654 SH   SOLE   996,654 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 130 843 SH   SOLE   843 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5,326 34,600 SH   DFND 2 34,600 0 0
FEDEX CORP COMMSTCK 31428X106 20,700 118,501 SH   SOLE   118,501 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 18,790 243,934 SH   SOLE   243,934 0 0
FIFTH THIRD BANCORP COMMSTCK 316773100 6,246 305,278 SH   SOLE   305,278 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 266 225,000 PRN   DFND 4 0 0 225,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 15,648 13,254,000 PRN   SOLE   13,254,000 0 0
FIREEYE INC 1% CNVRTBND 31816QAB7 46 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC 1% CNVRTBND 31816QAB7 1,666 1,810,000 PRN   SOLE   1,810,000 0 0
FIREEYE INC 1.625% CNVRTBND 31816QAD3 46 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC 1.625% CNVRTBND 31816QAD3 1,649 1,810,000 PRN   SOLE   1,810,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 23,958 1,573,074 SH   SOLE   1,573,074 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 3,024 39,219 SH   SOLE   39,219 0 0
FIRST SOLAR INC COMMSTCK 336433107 43,138 1,092,367 SH   SOLE   1,092,367 0 0
FISERV INC COMMSTCK 337738108 596 5,990 SH   DFND 3 3,458 0 2,532
FISERV INC COMMSTCK 337738108 58,248 585,580 SH   SOLE   585,580 0 0
FITBIT INC COMMSTCK 33812L102 16,474 1,110,139 SH   SOLE   1,068,248 0 41,891
FLOTEK INDUSTRIES INC COMMSTCK 343389102 4,422 304,138 SH   SOLE   304,138 0 0
FLUOR CORPORATION COMMSTCK 343412102 34,647 675,116 SH   SOLE   675,116 0 0
FMC CORPORATION COMMSTCK 302491303 4,286 88,664 SH   SOLE   88,664 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 608 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 20,415 1,691,410 SH   SOLE   1,691,410 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 743 32,109 SH   DFND 4 0 0 32,109
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 4,538 196,200 SH   DFND 2 196,200 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 12,749 551,181 SH   SOLE   551,181 0 0
FORTIVE CORP COMMSTCK 34959J108 5,977 117,434 SH   SOLE   117,434 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 36,995 636,749 SH   SOLE   636,749 0 0
FORUM ENERGY TECHNOLOGIES COMMSTCK 34984V100 3,993 201,074 SH   SOLE   201,074 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 6,407 492,866 SH   SOLE   492,866 0 0
G&K SERVICES INC. COMMSTCK 361268105 29,749 311,543 SH   SOLE   311,543 0 0
GARTNER INC COMMSTCK 366651107 6,517 73,680 SH   SOLE   73,680 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 498 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 810 1,210,000 PRN   DFND 3 1,160,000 0 50,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 31,084 46,437,000 PRN   SOLE   46,437,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 1,845 62,300 SH   DFND 3 33,300 0 29,000
GENERAL ELECTRIC CO COMMSTCK 369604103 204,262 6,896,072 SH   SOLE   6,896,072 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 9,513 344,684 SH   SOLE   344,684 0 0
GENERAL MILLS INC COMMSTCK 370334104 901 14,100 SH   DFND 3 8,600 0 5,500
GENERAL MILLS INC COMMSTCK 370334104 114,808 1,797,246 SH   SOLE   1,797,246 0 0
GENTEX CORPORATION COMMSTCK 371901109 13,597 774,328 SH   SOLE   711,466 0 62,862
GILEAD SCIENCES INC COMMSTCK 375558103 1,501 18,970 SH   DFND 1 0 0 18,970
GILEAD SCIENCES INC COMMSTCK 375558103 22,992 290,595 SH   DFND 3 30,285 0 190,219
GILEAD SCIENCES INC COMMSTCK 375558103 236,101 2,984,086 SH   SOLE   2,963,968 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 23,378 542,025 SH   SOLE   542,025 0 0
GLOBAL X MSCI ARGENTINA ET ETIF 37950E259 2,330 97,561 SH   SOLE   97,561 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 1,225 7,594 SH   DFND 3 4,500 0 3,094
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 149,750 928,568 SH   SOLE   928,568 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 378 20,352 SH   DFND 3 20,352 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 905 48,744 SH   SOLE   48,744 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 48,094 1,488,984 SH   SOLE   1,488,984 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 37,362 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST COMMSTCK 385002100 5,098 528,800 SH   DFND 2 528,800 0 0
GRANITE CONSTRUCTION INCOR COMMSTCK 387328107 8,899 178,902 SH   SOLE   178,902 0 0
GRUPO FINANCIERO GALICIA S DEPRECPT 399909100 2,113 67,906 SH   SOLE   67,906 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 3,875 137,173 SH   SOLE   137,173 0 0
HAIN CELESTIAL GROUP INC COMMSTCK 405217100 5,637 158,424 SH   SOLE   158,424 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 1,145 25,517 SH   DFND 3 21,517 0 4,000
HALLIBURTON COMPANY COMMSTCK 406216101 87,889 1,958,317 SH   SOLE   1,958,317 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 21,225 281,421 SH   SOLE   281,421 0 0
HARMAN INTERNATIONAL INDUS COMMSTCK 413086109 17,244 204,194 SH   SOLE   204,194 0 0
HARRIS CORPORATION COMMSTCK 413875105 41,457 452,536 SH   SOLE   452,536 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 428 10,000 SH   DFND 3 5,000 0 5,000
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 103,741 2,422,730 SH   SOLE   2,422,730 0 0
HDFC BANK LTD DEPRECPT 40415F101 4,160 57,863 SH   SOLE   57,863 0 0
HEALTHCARE REALTY TRUST IN COMMSTCK 421946104 21,856 641,693 SH   SOLE   641,693 0 0
HERC HOLDINGS INC COMMSTCK 42704L104 820 24,335 SH   SOLE   24,335 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 860 8,991 SH   DFND 1 0 0 8,991
HERSHEY COMPANY THE COMMSTCK 427866108 15,278 159,812 SH   DFND 3 29,300 0 96,046
HERSHEY COMPANY THE COMMSTCK 427866108 327,122 3,421,778 SH   SOLE   3,411,847 0 0
HEWLETT PACKARD ENTERPRISE COMMSTCK 42824C109 29,970 1,317,374 SH   SOLE   1,317,374 0 0
HILL-ROM HOLDINGS INC COMMSTCK 431475102 25,578 412,689 SH   SOLE   412,689 0 0
HOLOGIC INC COMMSTCK 436440101 3,332 85,816 SH   SOLE   85,816 0 0
HOLOGIC INC CNVRTBND 436440AG6 4,598 3,750,000 PRN   SOLE   3,750,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 6,533 3,877,000 PRN   SOLE   3,877,000 0 0
HOME DEPOT INC COMMSTCK 437076102 2,169 16,853 SH   DFND 1 0 0 16,853
HOME DEPOT INC COMMSTCK 437076102 36,797 285,960 SH   DFND 3 42,307 0 179,413
HOME DEPOT INC COMMSTCK 437076102 627,736 4,878,269 SH   SOLE   4,859,757 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,189 10,197 SH   DFND 3 8,940 0 1,257
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 45,099 386,818 SH   SOLE   386,818 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 5,636 362,000 SH   DFND 2 362,000 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 12,677 814,181 SH   SOLE   814,181 0 0
HUMANA INC COMMSTCK 444859102 97,296 550,039 SH   SOLE   550,039 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 1,087 9,071 SH   DFND 3 5,000 0 4,071
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 236,734 1,975,420 SH   SOLE   1,975,420 0 0
IMPAX LABORATORIES INC 2% CORPBOND 45256BAE1 140 160,000 SH   DFND 3 0 0 160,000
IMPAX LABORATORIES INC 2% CORPBOND 45256BAE1 320 365,000 SH   DFND 4 0 0 365,000
IMPAX LABORATORIES INC 2% CORPBOND 45256BAE1 13,908 15,850,000 SH   SOLE   15,850,000 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 6,503 145,868 SH   SOLE   145,868 0 0
INCYTE CORPORATION COMMSTCK 45337C102 7,621 80,822 SH   SOLE   80,822 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 2,371 34,900 SH   DFND 3 30,971 0 3,929
INGERSOLL-RAND PLC COMMSTCK G47791101 233,249 3,433,166 SH   SOLE   3,417,915 0 15,251
INGREDION INC COMMSTCK 457187102 23,464 176,341 SH   SOLE   176,341 0 0
INNOVIVA INC 2.125% CNVRTBND 88338TAB0 402 480,000 PRN   DFND 4 0 0 480,000
INNOVIVA INC 2.125% CNVRTBND 88338TAB0 10,904 13,020,000 PRN   SOLE   13,020,000 0 0
INSULET CORP COMMSTCK 45784P101 1,337 32,665 SH   SOLE   32,665 0 0
INTEL CORPORATION COMMSTCK 458140100 751 19,900 SH   DFND 3 13,900 0 6,000
INTEL CORPORATION COMMSTCK 458140100 88,336 2,340,016 SH   SOLE   2,340,016 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 1,721 6,390 SH   DFND 1 0 0 6,390
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 22,972 85,282 SH   DFND 3 4,606 0 58,891
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 367,517 1,364,409 SH   SOLE   1,354,761 0 3,361
INTERCONTINENTAL HOTELS GR DEPRECPT 45857P608 2,511 60,320 SH   SOLE   60,320 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 18,719 117,839 SH   SOLE   117,839 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 922 6,449 SH   DFND 1 0 0 6,449
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 12,128 84,832 SH   DFND 3 4,578 0 58,588
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 120,398 842,122 SH   SOLE   835,880 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 20,888 435,355 SH   SOLE   435,355 0 0
INTERPUBLIC GROUP OF COMPA COMMSTCK 460690100 32,851 1,469,836 SH   SOLE   1,469,836 0 0
INTUIT INC. COMMSTCK 461202103 14,251 129,539 SH   SOLE   129,539 0 0
INTUITIVE SURGICAL INC COMMSTCK 46120E602 2,688 3,708 SH   SOLE   3,708 0 0
INVESCO LTD COMMSTCK G491BT108 66,320 2,120,871 SH   SOLE   2,120,871 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 28,056 340,695 SH   SOLE   340,695 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 985 26,251 SH   DFND 3 26,251 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 2,372 63,206 SH   SOLE   63,206 0 0
IRONWOOD PHARMACEUTICALS I CNVRTBND 46333XAD0 471 395,000 PRN   DFND 4 0 0 395,000
IRONWOOD PHARMACEUTICALS I CNVRTBND 46333XAD0 18,003 15,105,000 PRN   SOLE   15,105,000 0 0
ISHARES IBOXX HIGH YIELD C ETIF 464288513 5,497 63,000 SH   SOLE   63,000 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 11,022 429,033 SH   SOLE   429,033 0 0
ISHARES MSCI CHINA INDEX F ETIF 46429B671 6,801 140,237 SH   SOLE   140,237 0 0
ISHARES MSCI EMERGING MARK ETIF 464287234 5,724 152,855 SH   SOLE   152,855 0 0
ISHARES MSCI EMERGING MARK ETIF 464286533 9,850 182,203 SH   SOLE   182,203 0 0
ISHARES MSCI INDIA INDEX F ETIF 46429B598 8,111 275,799 SH   SOLE   275,799 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 9,439 98,382 SH   SOLE   98,382 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 406 400,000 PRN   DFND 4 0 0 400,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 867 855,000 PRN   DFND 3 855,000 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 26,793 26,430,000 PRN   SOLE   26,430,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 78,207 643,783 SH   SOLE   638,816 0 4,967
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 27,171 334,860 SH   SOLE   334,860 0 0
JD.COM INC DEPRECPT 47215P106 2,245 86,037 SH   SOLE   86,037 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 29,415 217,023 SH   SOLE   217,023 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 4,832 94,136 SH   SOLE   94,136 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 36 700 SH   DFND 3 700 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 13,433 260,281 SH   SOLE   260,281 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 1,256 10,630 SH   DFND 1 0 0 10,630
JOHNSON & JOHNSON COMMSTCK 478160104 18,340 155,255 SH   DFND 3 24,200 0 95,914
JOHNSON & JOHNSON COMMSTCK 478160104 388,504 3,288,784 SH   SOLE   3,252,008 0 26,650
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 7,161 62,928 SH   SOLE   62,928 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 171 2,568 SH   DFND 4 0 0 2,568
JPMORGAN CHASE & CO COMMSTCK 46625H100 566 8,500 SH   DFND 3 0 0 8,500
JPMORGAN CHASE & CO COMMSTCK 46625H100 193,979 2,913,037 SH   SOLE   2,889,559 0 23,478
KAISER ALUMINUM CORPORATIO COMMSTCK 483007704 16,743 193,584 SH   SOLE   193,584 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 6,110 65,474 SH   SOLE   65,474 0 0
KAPSTONE PAPER AND PACKAGI COMMSTCK 48562P103 21,205 1,120,756 SH   SOLE   1,120,756 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,051 24,346 SH   DFND 3 24,346 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 2,465 57,121 SH   SOLE   57,121 0 0
KB HOME COMMSTCK 48666K109 843 52,270 SH   SOLE   52,270 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 399 410,000 PRN   DFND 4 0 0 410,000
KB HOME 1.375% CNVRTBND 48666KAS8 15,526 15,965,000 PRN   SOLE   15,965,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 429 5,538 SH   DFND 3 5,538 0 0
KELLOGG COMPANY COMMSTCK 487836108 33,658 434,471 SH   SOLE   434,471 0 0
KEYCORP COMMSTCK 493267108 41,609 3,418,984 SH   SOLE   3,418,984 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 140 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 4,703 4,855,000 PRN   SOLE   4,855,000 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 815 6,463 SH   DFND 1 0 0 6,463
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 12,963 102,763 SH   DFND 3 5,667 0 70,855
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 210,977 1,672,564 SH   SOLE   1,665,003 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 11,318 390,938 SH   SOLE   390,938 0 0
KIRBY CORPORATION COMMSTCK 497266106 5,763 92,720 SH   SOLE   92,720 0 0
L-3 COMMUNICATIONS HOLDING COMMSTCK 502424104 5,027 33,352 SH   SOLE   33,352 0 0
LABORATORY CORPORATION OF COMMSTCK 50540R409 3,688 26,829 SH   SOLE   26,829 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 578 6,098 SH   DFND 3 6,098 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 74,551 787,151 SH   SOLE   787,151 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 672 10,284 SH   DFND 3 10,284 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 1,627 24,914 SH   SOLE   24,914 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 7,547 131,163 SH   SOLE   131,163 0 0
LAZARD LTD COMMSTCK G54050102 615 16,911 SH   DFND 3 16,911 0 0
LAZARD LTD COMMSTCK G54050102 1,464 40,272 SH   SOLE   40,272 0 0
LEAR CORPORATION COMMSTCK 521865204 5,287 43,618 SH   SOLE   43,618 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 7,503 47,781 SH   SOLE   47,781 0 0
LIBERTY BROADBAND CORP COMMSTCK 530307107 6,695 95,421 SH   SOLE   95,421 0 0
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 136 130,000 PRN   DFND 3 0 0 130,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 2,627 2,520,000 PRN   SOLE   2,520,000 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 50,383 1,072,432 SH   SOLE   1,072,432 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 24,968 421,121 SH   SOLE   421,121 0 0
LKQ CORP COMMSTCK 501889208 13,170 371,414 SH   SOLE   371,414 0 0
LOWES COMPANIES INC COMMSTCK 548661107 33,575 464,969 SH   SOLE   464,969 0 0
LUMENTUM HOLDINGS INC COMMSTCK 55024U109 7,450 178,357 SH   SOLE   178,357 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 342 4,240 SH   DFND 4 0 0 4,240
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 9,923 123,020 SH   SOLE   123,020 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 3,227 39,900 SH   DFND 2 39,900 0 0
MACYS INC COMMSTCK 55616P104 7,998 215,883 SH   SOLE   215,883 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 152 3,743 SH   DFND 4 0 0 3,743
MARATHON PETROLEUM CORP COMMSTCK 56585A102 22,046 543,142 SH   SOLE   543,142 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 2,596 38,551 SH   SOLE   38,551 0 0
MARTIN MARIETTA MATERIALS COMMSTCK 573284106 1,958 10,931 SH   SOLE   10,931 0 0
MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 7,114 536,098 SH   SOLE   536,098 0 0
MASCO CORPORATION COMMSTCK 574599106 588 17,152 SH   DFND 1 0 0 17,152
MASCO CORPORATION COMMSTCK 574599106 8,909 259,652 SH   DFND 3 14,335 0 178,962
MASCO CORPORATION COMMSTCK 574599106 131,603 3,835,699 SH   SOLE   3,816,581 0 0
MASTERCARD INC COMMSTCK 57636Q104 2,532 24,878 SH   DFND 1 0 0 24,878
MASTERCARD INC COMMSTCK 57636Q104 35,486 348,693 SH   DFND 3 18,806 0 242,212
MASTERCARD INC COMMSTCK 57636Q104 371,152 3,646,972 SH   SOLE   3,621,707 0 0
MATERION CORP COMMSTCK 576690101 9,930 323,361 SH   SOLE   323,361 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 11,762 117,717 SH   SOLE   117,717 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,189 10,308 SH   DFND 3 10,308 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 3,044 26,385 SH   SOLE   26,385 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 1,243 15,726 SH   DFND 3 15,726 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 23,701 299,977 SH   SOLE   299,977 0 0
MEDICINES CO 2.5% CNVRTBND 584688AE5 265 205,000 PRN   DFND 4 0 0 205,000
MEDICINES CO 2.5% CNVRTBND 584688AE5 8,316 6,425,000 PRN   SOLE   6,425,000 0 0
MEDNAX INC COMMSTCK 58502B106 8,907 134,446 SH   SOLE   134,446 0 0
MEDTRONIC INC COMMSTCK G5960L103 1,392 16,116 SH   DFND 1 0 0 16,116
MEDTRONIC INC COMMSTCK G5960L103 23,580 272,922 SH   DFND 3 45,105 0 167,565
MEDTRONIC INC COMMSTCK G5960L103 387,152 4,480,931 SH   SOLE   4,445,522 0 18,049
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 528 395,000 PRN   DFND 4 0 0 395,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 16,524 12,360,000 PRN   SOLE   12,360,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 37,601 602,479 SH   SOLE   602,479 0 0
MEREDITH CORPORATION COMMSTCK 589433101 12,966 249,396 SH   SOLE   249,396 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,531 2,625,000 PRN   SOLE   2,625,000 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 5,731 220,177 SH   SOLE   220,177 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 1,052 16,929 SH   DFND 3 16,929 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 40,758 655,906 SH   SOLE   655,906 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 574 32,272 SH   DFND 3 32,272 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 55,132 3,100,795 SH   SOLE   3,074,071 0 26,724
MICROSEMI CORPORATION COMMSTCK 595137100 38,846 925,340 SH   SOLE   925,340 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 3,040 52,772 SH   DFND 1 0 0 52,772
MICROSOFT CORPORATION COMMSTCK 594918104 47,498 824,625 SH   DFND 3 136,798 0 505,822
MICROSOFT CORPORATION COMMSTCK 594918104 940,127 16,321,650 SH   SOLE   16,206,699 0 63,184
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 25,129 267,355 SH   SOLE   267,355 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 15,704 78,388 SH   SOLE   78,388 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 1,099 10,011 SH   DFND 3 10,011 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 109,480 997,082 SH   SOLE   997,082 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 39,816 906,973 SH   SOLE   906,973 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 3,968 27,031 SH   SOLE   27,031 0 0
MORGAN STANLEY COMMSTCK 617446448 36,333 1,133,272 SH   SOLE   1,133,272 0 0
MRC GLOBAL INC COMMSTCK 55345K103 6,317 384,477 SH   SOLE   384,477 0 0
MSA SAFETY INC COMMSTCK 553498106 13,172 226,954 SH   SOLE   226,954 0 0
MSC INDUSTRIAL DIRECT CO I COMMSTCK 553530106 9,124 124,289 SH   SOLE   124,289 0 0
MYLAN INC COMMSTCK N59465109 153 4,020 SH   DFND 4 0 0 4,020
MYLAN INC COMMSTCK N59465109 1,937 50,819 SH   SOLE   50,819 0 0
NASDAQ INC COMMSTCK 631103108 71,030 1,051,680 SH   SOLE   1,037,031 0 14,649
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 28,873 533,986 SH   SOLE   533,986 0 0
NCR CORPORATION COMMSTCK 62886E108 434 13,491 SH   DFND 4 0 0 13,491
NCR CORPORATION COMMSTCK 62886E108 4,959 154,056 SH   SOLE   154,056 0 0
NETEASE INC DEPRECPT 64110W102 10,003 41,545 SH   SOLE   41,545 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 7,959 157,165 SH   SOLE   157,165 0 0
NEVRO CORP COMMSTCK 64157F103 6,706 64,241 SH   SOLE   64,241 0 0
NEWELL BRANDS INC COMMSTCK 651229106 11,772 223,538 SH   SOLE   223,538 0 0
NEWFIELD EXPLORATION COMPA COMMSTCK 651290108 4,961 114,146 SH   SOLE   114,146 0 0
NIELSEN NV COMMSTCK G6578L108 483 9,010 SH   DFND 3 9,010 0 0
NIELSEN NV COMMSTCK G6578L108 1,459 27,236 SH   SOLE   27,236 0 0
NIKE INC COMMSTCK 654106103 588 11,162 SH   DFND 1 0 0 11,162
NIKE INC COMMSTCK 654106103 8,225 156,222 SH   DFND 3 8,313 0 108,185
NIKE INC COMMSTCK 654106103 84,042 1,596,242 SH   SOLE   1,584,840 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 18,211 187,623 SH   SOLE   187,623 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 17,925 263,637 SH   SOLE   263,637 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 7,979 37,296 SH   SOLE   37,296 0 0
NORWEGIAN CRUISE LINE LTD COMMSTCK G66721104 51,387 1,363,059 SH   SOLE   1,363,059 0 0
NUCOR CORPORATION COMMSTCK 670346105 8,004 161,863 SH   SOLE   161,863 0 0
NUVASIVE INC. COMMSTCK 670704105 4,719 70,786 SH   SOLE   70,786 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 14,339 209,274 SH   SOLE   209,274 0 0
NXP SEMICONDUCTORS NV 1% CNVRTBND 62952QAB6 671 570,000 PRN   DFND 3 570,000 0 0
NXP SEMICONDUCTORS NV 1% CNVRTBND 62952QAB6 9,226 7,835,000 PRN   SOLE   7,835,000 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 596 8,169 SH   DFND 3 8,169 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 59,128 810,861 SH   SOLE   810,861 0 0
OLLIE'S BARGAIN OUTLET HOL COMMSTCK 681116109 4,324 164,988 SH   SOLE   164,988 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 41,900 3,400,955 SH   SOLE   3,400,955 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 446 440,000 PRN   DFND 4 0 0 440,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 17,421 17,185,000 PRN   SOLE   17,185,000 0 0
OPHTHOTECH CORP COMMSTCK 683745103 4,013 86,992 SH   SOLE   86,992 0 0
ORACLE CORPORATION COMMSTCK 68389X105 583 14,848 SH   DFND 3 9,900 0 4,948
ORACLE CORPORATION COMMSTCK 68389X105 93,717 2,385,880 SH   SOLE   2,385,880 0 0
ORBITAL ATK INC COMMSTCK 68557N103 79 1,030 SH   DFND 4 0 0 1,030
ORBITAL ATK INC COMMSTCK 68557N103 973 12,759 SH   SOLE   12,759 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 823 2,938 SH   DFND 1 0 0 2,938
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 10,760 38,412 SH   DFND 3 2,057 0 26,566
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 207,809 741,883 SH   SOLE   739,060 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 10,002 422,898 SH   SOLE   422,898 0 0
OWENS & MINOR INC COMMSTCK 690732102 20,018 576,385 SH   SOLE   576,385 0 0
OWENS CORNING COMMSTCK 690742101 33,729 631,748 SH   SOLE   631,748 0 0
PACCAR INC COMMSTCK 693718108 328 5,581 SH   DFND 3 3,300 0 2,281
PACCAR INC COMMSTCK 693718108 33,018 561,715 SH   SOLE   561,715 0 0
PACKAGING CORP OF AMERICA COMMSTCK 695156109 11,428 140,639 SH   SOLE   140,639 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 10,489 65,833 SH   SOLE   65,833 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 10,970 56,337 SH   SOLE   56,337 0 0
PATTERSON-UTI ENERGY INC. COMMSTCK 703481101 24,372 1,089,494 SH   SOLE   1,089,494 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 731 17,847 SH   DFND 3 13,847 0 4,000
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 63,615 1,552,727 SH   SOLE   1,534,126 0 18,601
PDC ENERGY INC (DELAWARE) CNVRTBND 69327RAD3 1,594 1,500,000 PRN   SOLE   1,500,000 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 287 295,000 PRN   DFND 4 0 0 295,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 607 625,000 PRN   DFND 3 625,000 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 12,934 13,317,000 PRN   SOLE   13,317,000 0 0
PENUMBRA INC COMMSTCK 70975L107 4,445 58,492 SH   SOLE   58,492 0 0
PEPSICO INC COMMSTCK 713448108 1,961 18,027 SH   DFND 1 0 0 18,027
PEPSICO INC COMMSTCK 713448108 26,603 244,584 SH   DFND 3 13,349 0 169,418
PEPSICO INC COMMSTCK 713448108 261,321 2,402,508 SH   SOLE   2,384,697 0 0
PETROQUEST ENERGY INC COMMSTCK 716748306 61 17,500 SH   SOLE   17,500 0 0
PFIZER INC COMMSTCK 717081103 6,000 177,136 SH   DFND 3 149,203 0 27,933
PFIZER INC COMMSTCK 717081103 463,348 13,680,196 SH   SOLE   13,592,072 0 88,124
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 247 2,538 SH   SOLE   2,538 0 0
PHILLIPS 66 COMMSTCK 718546104 756 9,385 SH   DFND 3 8,200 0 1,185
PHILLIPS 66 COMMSTCK 718546104 46,163 573,099 SH   SOLE   573,099 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 6,052 278,000 SH   DFND 2 278,000 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 30,637 610,660 SH   SOLE   610,660 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 41,946 225,941 SH   SOLE   225,941 0 0
PLANET FITNESS INC COMMSTCK 72703H101 4,422 220,336 SH   SOLE   220,336 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,460 27,301 SH   DFND 3 22,301 0 5,000
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 302,410 3,356,757 SH   SOLE   3,327,397 0 29,360
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 29,644 1,277,195 SH   SOLE   1,277,195 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 3,806 80,224 SH   SOLE   80,224 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 1,894 66,370 SH   SOLE   66,370 0 0
PRAXAIR INC COMMSTCK 74005P104 1,803 14,922 SH   SOLE   14,922 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 25,389 282,891 SH   SOLE   282,891 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 12,444 395,039 SH   SOLE   395,039 0 0
PROLOGIS INC COMMSTCK 74340W103 11,441 213,700 SH   DFND 2 213,700 0 0
PROSHARES S&P 500 ARISTOCR ETIF 74348A467 23,940 440,649 SH   SOLE   440,649 0 0
PROTHENA CORP PLC COMMSTCK G72800108 7,156 119,324 SH   SOLE   119,324 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 91,879 2,194,385 SH   SOLE   2,194,385 0 0
PUBLIC STORAGE COMMSTCK 74460D109 87 391 SH   SOLE   391 0 0
PUBLIC STORAGE COMMSTCK 74460D109 10,465 46,900 SH   DFND 2 46,900 0 0
PULTE GROUP INC COMMSTCK 745867101 10,572 527,538 SH   SOLE   492,818 0 34,720
PVH CORP COMMSTCK 693656100 3,379 30,581 SH   SOLE   30,581 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 201 2,935 SH   SOLE   2,935 0 0
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 246 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 9,779 9,755,000 PRN   SOLE   9,755,000 0 0
RADIAN GROUP INC COMMSTCK 750236101 23,722 1,750,667 SH   SOLE   1,750,667 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 27,060 698,322 SH   SOLE   698,322 0 0
RAYTHEON COMPANY COMMSTCK 755111507 1,463 10,744 SH   DFND 1 0 0 10,744
RAYTHEON COMPANY COMMSTCK 755111507 21,217 155,855 SH   DFND 3 15,743 0 102,376
RAYTHEON COMPANY COMMSTCK 755111507 345,030 2,534,562 SH   SOLE   2,523,689 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 581 26,728 SH   DFND 3 26,728 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 14,169 651,441 SH   SOLE   651,441 0 0
RETAIL PROPERTIES OF AMERI COMMSTCK 76131V202 2,493 148,400 SH   DFND 2 148,400 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 4,912 214,600 SH   DFND 2 214,600 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 968 20,523 SH   DFND 1 0 0 20,523
REYNOLDS AMERICAN INC COMMSTCK 761713106 16,339 346,536 SH   DFND 3 20,573 0 235,663
REYNOLDS AMERICAN INC COMMSTCK 761713106 208,856 4,429,608 SH   SOLE   4,403,599 0 0
RITE AID CORPORATION COMMSTCK 767754104 10,200 1,326,427 SH   SOLE   1,326,427 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,149 102,200 SH   DFND 2 102,200 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 8,875 48,639 SH   SOLE   48,639 0 0
ROSS STORES, INC. COMMSTCK 778296103 1,107 17,221 SH   DFND 1 0 0 17,221
ROSS STORES, INC. COMMSTCK 778296103 15,915 247,514 SH   DFND 3 14,970 0 169,778
ROSS STORES, INC. COMMSTCK 778296103 217,598 3,384,108 SH   SOLE   3,366,028 0 0
RPC INC COMMSTCK 749660106 19,286 1,148,001 SH   SOLE   1,148,001 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 107 100,000 PRN   DFND 4 0 0 100,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 3,092 2,900,000 PRN   SOLE   2,900,000 0 0
RYANAIR HOLDINGS PLC DEPRECPT 783513203 1,391 18,539 SH   SOLE   18,539 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 255 275,000 PRN   DFND 3 275,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 6,030 6,510,000 PRN   SOLE   6,510,000 0 0
S&P GLOBAL INC COMMSTCK 78409V104 10,721 84,714 SH   SOLE   84,714 0 0
SABRE CORP COMMSTCK 78573M104 8,628 306,161 SH   SOLE   306,161 0 0
SALLY BEAUTY HOLDINGS INC COMMSTCK 79546E104 5,651 220,071 SH   SOLE   220,071 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 5,116 45,612 SH   SOLE   45,612 0 0
SCHLUMBERGER NV COMMSTCK 806857108 573 7,289 SH   DFND 1 0 0 7,289
SCHLUMBERGER NV COMMSTCK 806857108 9,106 115,795 SH   DFND 3 11,844 0 76,441
SCHLUMBERGER NV COMMSTCK 806857108 198,558 2,524,892 SH   SOLE   2,516,964 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 552 8,700 SH   DFND 3 5,200 0 3,500
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 83,771 1,319,444 SH   SOLE   1,319,444 0 0
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 105 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3,459 4,270,000 PRN   SOLE   4,270,000 0 0
SEALED AIR CORPORATION COMMSTCK 81211K100 61,166 1,334,922 SH   SOLE   1,334,922 0 0
SERVICEMASTER GLOBAL HOLDI COMMSTCK 81761R109 3,245 96,357 SH   SOLE   96,357 0 0
SERVICENOW INC COMMSTCK 81762P102 14,533 183,617 SH   SOLE   183,617 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 4,926 17,804 SH   SOLE   17,804 0 0
SHIRE PLC DEPRECPT 82481R106 3,043 15,699 SH   SOLE   15,699 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 397 405,000 PRN   DFND 3 405,000 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 470 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 17,325 17,690,000 PRN   SOLE   17,690,000 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 999 13,400 SH   SOLE   13,400 0 0
SILICON MOTION TECHNOLOGY DEPRECPT 82706C108 7,906 152,664 SH   SOLE   152,664 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 137 664 SH   SOLE   664 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 19,956 96,400 SH   DFND 2 96,400 0 0
SINA CORP COMMSTCK G81477104 664 8,997 SH   SOLE   8,997 0 0
SKECHERS U.S.A., INC. COMMSTCK 830566105 6,277 274,096 SH   SOLE   274,096 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 33,724 442,926 SH   SOLE   422,086 0 20,840
SNAP-ON INCORPORATED COMMSTCK 833034101 1,295 8,525 SH   DFND 3 8,525 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 3,107 20,444 SH   SOLE   20,444 0 0
SOUTHERN COPPER CORP COMMSTCK 84265V105 11,359 431,900 SH   SOLE   431,900 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 857 20,058 SH   DFND 3 20,058 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 2,042 47,773 SH   SOLE   47,773 0 0
SPLUNK INC COMMSTCK 848637104 5,602 95,474 SH   SOLE   95,474 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 11,260 91,561 SH   SOLE   91,561 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 273 5,043 SH   DFND 4 0 0 5,043
STARBUCKS CORPORATION COMMSTCK 855244109 914 16,891 SH   DFND 1 0 0 16,891
STARBUCKS CORPORATION COMMSTCK 855244109 13,690 252,865 SH   DFND 3 13,426 0 175,738
STARBUCKS CORPORATION COMMSTCK 855244109 241,511 4,460,855 SH   SOLE   4,442,498 0 0
STATE STREET CORP COMMSTCK 857477103 7 100 SH   DFND 3 100 0 0
STATE STREET CORP COMMSTCK 857477103 45,763 657,226 SH   SOLE   657,226 0 0
STORE CAPITAL COMMSTCK 862121100 2,923 99,200 SH   DFND 2 99,200 0 0
STRYKER CORPORATION COMMSTCK 863667101 4,897 42,064 SH   SOLE   42,064 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 19,551 600,820 SH   SOLE   600,820 0 0
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 79 105,000 PRN   DFND 3 0 0 105,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 144 190,000 PRN   DFND 4 0 0 190,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 13,011 17,205,000 PRN   SOLE   17,205,000 0 0
SVB FINANCIAL GROUP COMMSTCK 78486Q101 5,846 52,888 SH   SOLE   52,888 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 216 205,000 PRN   DFND 4 0 0 205,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 523 495,000 PRN   DFND 3 495,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 16,885 15,995,000 PRN   SOLE   15,995,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 465 16,596 SH   DFND 3 16,596 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 123,042 4,394,342 SH   SOLE   4,356,158 0 38,184
SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 40,874 466,601 SH   SOLE   466,601 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 86,125 2,815,473 SH   SOLE   2,766,372 0 49,101
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 2,708 69,500 SH   DFND 2 69,500 0 0
TATA MOTORS LTD DEPRECPT 876568502 411 10,275 SH   SOLE   0 0 10,275
TAUBMAN CENTERS INC COMMSTCK 876664103 8,468 113,800 SH   DFND 2 113,800 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 551 33,612 SH   DFND 3 33,612 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,302 79,470 SH   SOLE   79,470 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 18,197 516,384 SH   SOLE   516,384 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 257 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 2,909 45,188 SH   SOLE   45,188 0 0
TEGNA INC COMMSTCK 36473H104 356 30,578 SH   DFND 3 30,578 0 0
TEGNA INC COMMSTCK 36473H104 851 73,107 SH   SOLE   73,107 0 0
TESARO INC COMMSTCK 881569107 17,263 172,221 SH   SOLE   172,221 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 281 1,767 SH   DFND 4 0 0 1,767
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 2,004 12,599 SH   DFND 1 0 0 12,599
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 30,904 194,291 SH   DFND 3 13,568 0 132,479
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 387,562 2,436,580 SH   SOLE   2,422,731 0 0
TIFFANY & CO. COMMSTCK 886547108 624 8,587 SH   DFND 3 5,000 0 3,587
TIFFANY & CO. COMMSTCK 886547108 83,659 1,151,853 SH   SOLE   1,151,853 0 0
TIME WARNER INC COMMSTCK 887317303 1,503 18,875 SH   DFND 1 0 0 18,875
TIME WARNER INC COMMSTCK 887317303 23,732 298,098 SH   DFND 3 33,765 0 193,733
TIME WARNER INC COMMSTCK 887317303 345,477 4,339,618 SH   SOLE   4,319,275 0 0
TIMKEN COMPANY COMMSTCK 887389104 7,340 208,866 SH   SOLE   208,866 0 0
TJX COMPANIES INC COMMSTCK 872540109 1,047 14,000 SH   DFND 3 8,200 0 5,800
TJX COMPANIES INC COMMSTCK 872540109 117,581 1,572,357 SH   SOLE   1,555,044 0 17,313
TORO COMPANY (THE) COMMSTCK 891092108 3,190 68,096 SH   SOLE   68,096 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 11,965 253,761 SH   SOLE   253,761 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 11,612 172,418 SH   SOLE   172,418 0 0
TRAVELERS COMPANIES INC COMMSTCK 89417E109 693 6,050 SH   DFND 3 3,750 0 2,300
TRAVELERS COMPANIES INC COMMSTCK 89417E109 99,880 871,937 SH   SOLE   871,937 0 0
TRI RESOURCES INC COMMSTCK 87612G101 607 12,360 SH   DFND 3 12,360 0 0
TRI RESOURCES INC COMMSTCK 87612G101 1,524 31,023 SH   SOLE   31,023 0 0
TRINSEO SA COMMSTCK L9340P101 8,176 144,546 SH   SOLE   144,546 0 0
TWITTER INC COMMSTCK 90184L102 10,176 441,477 SH   SOLE   441,477 0 0
TWITTER INC 0.25% CNVRTBND 90184LAB8 4,949 5,155,000 PRN   SOLE   5,155,000 0 0
TYSON FOODS INC COMMSTCK 902494103 29,328 392,774 SH   SOLE   392,774 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 10,842 45,559 SH   SOLE   45,559 0 0
ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 9,863 48,254 SH   SOLE   48,254 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 917 9,400 SH   DFND 3 5,400 0 4,000
UNION PACIFIC CORPORATION COMMSTCK 907818108 101,560 1,041,317 SH   SOLE   1,041,317 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 215 4,090 SH   DFND 4 0 0 4,090
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 45,310 863,543 SH   SOLE   863,543 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 1,278 11,689 SH   DFND 1 0 0 11,689
UNITED PARCEL SERVICE INC COMMSTCK 911312106 17,327 158,444 SH   DFND 3 8,837 0 108,863
UNITED PARCEL SERVICE INC COMMSTCK 911312106 256,469 2,345,180 SH   SOLE   2,333,612 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 7,626 97,159 SH   SOLE   97,159 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 765 7,526 SH   DFND 1 0 0 7,526
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 10,115 99,554 SH   DFND 3 5,498 0 68,392
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 107,674 1,059,781 SH   SOLE   1,052,584 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 9,251 66,076 SH   SOLE   66,076 0 0
UNUM GROUP COMMSTCK 91529Y106 23,431 663,579 SH   SOLE   663,579 0 0
US BANCORP COMMSTCK 902973304 2,875 67,043 SH   DFND 3 60,043 0 7,000
US BANCORP COMMSTCK 902973304 286,152 6,671,762 SH   SOLE   6,671,762 0 0
VALSPAR CORP COMMSTCK 920355104 32 300 SH   DFND 3 300 0 0
VALSPAR CORP COMMSTCK 920355104 58,094 547,698 SH   SOLE   547,698 0 0
VANECK VECTORS VIETNAM ETF ETIF 92189F817 6,389 423,119 SH   SOLE   423,119 0 0
VANTIV INC COMMSTCK 92210H105 11,210 199,214 SH   SOLE   199,214 0 0
VCA INC COMMSTCK 918194101 7,778 111,151 SH   SOLE   111,151 0 0
VENTAS INC COMMSTCK 92276F100 6,732 95,316 SH   SOLE   95,316 0 0
VENTAS INC COMMSTCK 92276F100 9,592 135,800 SH   DFND 2 135,800 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 14,404 177,213 SH   SOLE   177,213 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 2,115 40,693 SH   DFND 3 40,693 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 187,035 3,598,209 SH   SOLE   3,598,209 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 380 4,354 SH   DFND 1 0 0 4,354
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 5,510 63,179 SH   DFND 3 3,507 0 43,571
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 101,474 1,163,559 SH   SOLE   1,158,920 0 0
VIACOM INC COMMSTCK 92553P201 9,728 255,335 SH   SOLE   255,335 0 0
VIAVI SOLUTIONS INC 0.625% CNVRTBND 46612JAF8 2,985 3,000,000 PRN   SOLE   3,000,000 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 4,149 282,826 SH   SOLE   282,826 0 0
VISA INC COMMSTCK 92826C839 1,042 12,604 SH   DFND 3 7,100 0 5,504
VISA INC COMMSTCK 92826C839 223,940 2,707,863 SH   SOLE   2,693,219 0 14,644
VORNADO REALTY TRUST COMMSTCK 929042109 2,055 20,300 SH   DFND 2 20,300 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 14,660 128,903 SH   SOLE   128,903 0 0
W R GRACE & CO COMMSTCK 38388F108 4,336 58,752 SH   SOLE   58,752 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 7,003 61,686 SH   SOLE   61,686 0 0
WAL-MART STORES INC COMMSTCK 931142103 32,258 447,283 SH   SOLE   447,283 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 18,523 229,753 SH   SOLE   210,920 0 18,833
WALT DISNEY CO COMMSTCK 254687106 1,656 17,834 SH   DFND 1 0 0 17,834
WALT DISNEY CO COMMSTCK 254687106 24,300 261,679 SH   DFND 3 20,795 0 176,179
WALT DISNEY CO COMMSTCK 254687106 379,808 4,090,112 SH   SOLE   4,071,680 0 0
WASHINGTON REAL ESTATE INV COMMSTCK 939653101 2,238 71,900 SH   DFND 2 71,900 0 0
WASTE CONNECTIONS INC COMMSTCK 74339G101 7,096 94,990 SH   SOLE   94,990 0 0
WATERS CORPORATION COMMSTCK 941848103 1,377 8,690 SH   SOLE   8,690 0 0
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 121 105,000 PRN   DFND 3 0 0 105,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 13,810 11,970,000 PRN   SOLE   11,970,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 280 270,000 PRN   DFND 3 270,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 301 290,000 PRN   DFND 4 0 0 290,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 13,074 12,594,000 PRN   SOLE   12,594,000 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 16,928 144,571 SH   SOLE   144,571 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 1,959 44,246 SH   DFND 3 39,946 0 4,300
WELLS FARGO & COMPANY COMMSTCK 949746101 167,538 3,783,609 SH   SOLE   3,783,609 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 304 232 SH   DFND 4 0 0 232
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 6,882 5,256 SH   DFND 3 5,071 0 35
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 134,546 102,764 SH   SOLE   102,529 0 0
WELLTOWER INC COMMSTCK 95040Q104 20 270 SH   SOLE   270 0 0
WELLTOWER INC COMMSTCK 95040Q104 10,632 142,200 SH   DFND 2 142,200 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 14,096 241,084 SH   SOLE   241,084 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 39,453 243,294 SH   SOLE   243,294 0 0
WHITING PETROLEUM CORP COMMSTCK 966387102 97 11,046 SH   DFND 4 0 0 11,046
WHITING PETROLEUM CORP COMMSTCK 966387102 5,727 655,316 SH   SOLE   655,316 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 215 260,000 PRN   DFND 4 0 0 260,000
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 545 660,000 PRN   DFND 3 660,000 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 11,667 14,120,000 PRN   SOLE   14,120,000 0 0
WHITING PETROLEUM CORP 6.2 CNVRTBND 966387AX0 285 280,800 PRN   DFND 4 0 0 280,800
WHITING PETROLEUM CORP 6.2 CNVRTBND 966387AX0 16,907 16,657,200 PRN   SOLE   16,657,200 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 27,295 962,785 SH   SOLE   962,785 0 0
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 27,076 203,928 SH   SOLE   191,545 0 12,383
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 20 1,994 SH   DFND 4 0 0 1,994
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 215 21,426 SH   SOLE   21,426 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 502 470,000 PRN   DFND 4 0 0 470,000
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 662 620,000 PRN   DFND 3 495,000 0 125,000
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 24,369 22,815,000 PRN   SOLE   22,815,000 0 0
XILINX INC COMMSTCK 983919101 12,263 225,674 SH   SOLE   225,674 0 0
XL GROUP LTD COMMSTCK G98294104 44,775 1,331,391 SH   SOLE   1,331,391 0 0
XYLEM INC (INDIANA) COMMSTCK 98419M100 11,289 215,235 SH   SOLE   215,235 0 0
ZENDESK INC COMMSTCK 98936J101 11,369 370,213 SH   SOLE   370,213 0 0
ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 14,171 108,989 SH   SOLE   108,989 0 0
ZOETIS INC COMMSTCK 98978V103 2,050 39,419 SH   DFND 3 30,419 0 9,000
ZOETIS INC COMMSTCK 98978V103 149,747 2,879,204 SH   SOLE   2,879,204 0 0