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 2,012 11,266 SH   DFND 1 0 0 11,266
3M CO COMMSTCK 88579Y101 14,251 79,804 SH   DFND 3 6,099 0 47,621
3M CO COMMSTCK 88579Y101 123,879 693,729 SH   SOLE   688,568 0 0
A O SMITH CORP COMMSTCK 831865209 8,866 187,250 SH   SOLE   187,250 0 0
ABBVIE INC COMMSTCK 00287Y109 7,065 112,829 SH   SOLE   112,829 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 2,850 87,200 SH   DFND 2 87,200 0 0
ACCENTURE PLC COMMSTCK G1151C101 632 5,395 SH   DFND 3 5,395 0 0
ACCENTURE PLC COMMSTCK G1151C101 23,742 202,698 SH   SOLE   202,698 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 11,497 49,802 SH   SOLE   49,802 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 550 3,254 SH   DFND 3 3,254 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 52,520 310,550 SH   SOLE   310,550 0 0
AETNA INC COMMSTCK 00817Y108 334 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 10,889 87,809 SH   SOLE   87,809 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 1,298 8,934 SH   DFND 3 0 0 8,934
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 17,241 118,659 SH   SOLE   118,659 0 0
AGRIUM INC COMMSTCK 008916108 36,514 363,140 SH   SOLE   363,140 0 0
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 5,326 5,130,000 PRN   SOLE   5,130,000 0 0
ALASKA AIR GROUP, INC. COMMSTCK 011659109 9,866 111,195 SH   SOLE   111,195 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 14,283 308,484 SH   SOLE   308,484 0 0
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 162 125,000 PRN   DFND 4 0 0 125,000
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 6,325 4,875,000 PRN   SOLE   4,875,000 0 0
ALBEMARLE CORP COMMSTCK 012653101 6,161 71,578 SH   SOLE   71,578 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 16,742 804,885 SH   SOLE   804,885 0 0
ALERE INC PFDDOM 01449J204 266 811 SH   DFND 4 0 0 811
ALERE INC PFDDOM 01449J204 12,376 37,673 SH   SOLE   37,673 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 1,871 41,700 SH   DFND 2 41,700 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 24,888 223,956 SH   SOLE   223,956 0 0
ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 6,390 52,228 SH   SOLE   52,228 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 4,319 49,187 SH   SOLE   49,187 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 27,433 285,369 SH   SOLE   285,369 0 0
ALKERMES PLC COMMSTCK G01767105 5,732 103,137 SH   SOLE   103,137 0 0
ALLEGHENY TECHNOLOGIES INC COMMSTCK 01741R102 3,579 224,671 SH   SOLE   224,671 0 0
ALLERGAN PLC COMMSTCK G0177J108 3,025 14,402 SH   DFND 1 0 0 14,402
ALLERGAN PLC COMMSTCK G0177J108 25,806 122,879 SH   DFND 3 9,383 0 73,351
ALLERGAN PLC COMMSTCK G0177J108 229,408 1,092,368 SH   SOLE   1,084,426 0 0
ALLERGAN PLC PFDFORN G0177J116 172 225 SH   DFND 4 0 0 225
ALLERGAN PLC PFDFORN G0177J116 6,900 9,050 SH   SOLE   9,050 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 35,858 946,360 SH   SOLE   946,360 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 5,691 76,785 SH   SOLE   76,785 0 0
ALPHABET INC COMMSTCK 02079K107 6,141 7,957 SH   DFND 1 0 0 7,957
ALPHABET INC COMMSTCK 02079K107 52,249 67,696 SH   DFND 3 6,097 0 40,125
ALPHABET INC COMMSTCK 02079K107 554,448 718,364 SH   SOLE   714,132 0 0
ALPHABET INC COMMSTCK 02079K305 7,093 8,951 SH   DFND 3 6,076 0 2,875
ALPHABET INC COMMSTCK 02079K305 454,113 573,050 SH   SOLE   573,050 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 513 7,588 SH   DFND 3 7,588 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 12,131 179,405 SH   SOLE   179,405 0 0
AMAZON.COM INC COMMSTCK 023135106 5,917 7,891 SH   DFND 1 0 0 7,891
AMAZON.COM INC COMMSTCK 023135106 40,918 54,567 SH   DFND 3 4,166 0 32,521
AMAZON.COM INC COMMSTCK 023135106 488,925 652,013 SH   SOLE   648,481 0 0
AMDOCS LTD COMMSTCK G02602103 19,272 330,851 SH   SOLE   330,851 0 0
AMEREN CORPORATION COMMSTCK 023608102 30,916 589,323 SH   SOLE   589,323 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 21,021 450,218 SH   SOLE   450,218 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3,916 90,900 SH   DFND 2 90,900 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 3,160 63,500 SH   DFND 2 63,500 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1,140 18,100 SH   DFND 3 18,100 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 259,145 4,116,033 SH   SOLE   4,116,033 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 29,221 394,451 SH   SOLE   394,451 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 2,975 141,800 SH   DFND 2 141,800 0 0
AMGEN INC COMMSTCK 031162100 258 1,767 SH   SOLE   1,767 0 0
AMPHENOL CORPORATION COMMSTCK 032095101 1,935 28,802 SH   DFND 1 0 0 28,802
AMPHENOL CORPORATION COMMSTCK 032095101 12,946 192,646 SH   DFND 3 14,519 0 115,733
AMPHENOL CORPORATION COMMSTCK 032095101 120,157 1,788,049 SH   SOLE   1,775,740 0 0
AMPLIFY SNACK BRANDS INC COMMSTCK 03211L102 3,964 449,984 SH   SOLE   449,984 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 43,477 623,505 SH   SOLE   623,505 0 0
ANALOG DEVICES INC COMMSTCK 032654105 2,394 32,971 SH   DFND 1 0 0 32,971
ANALOG DEVICES INC COMMSTCK 032654105 18,212 250,785 SH   DFND 3 37,765 0 137,630
ANALOG DEVICES INC COMMSTCK 032654105 289,845 3,991,249 SH   SOLE   3,976,326 0 0
ANTHEM INC CNVRTBND 94973VBG1 2,288 1,150,000 PRN   SOLE   1,150,000 0 0
APACHE CORPORATION COMMSTCK 037411105 457 7,200 SH   DFND 3 7,200 0 0
APACHE CORPORATION COMMSTCK 037411105 90,062 1,418,967 SH   SOLE   1,418,967 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,562 4,360,000 PRN   SOLE   4,360,000 0 0
APPLE INC COMMSTCK 037833100 8,032 69,350 SH   DFND 1 0 0 69,350
APPLE INC COMMSTCK 037833100 59,168 510,865 SH   DFND 3 64,632 0 298,220
APPLE INC COMMSTCK 037833100 1,019,550 8,802,887 SH   SOLE   8,773,658 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 749 45,410 SH   DFND 3 45,410 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 34,636 2,100,426 SH   SOLE   2,100,426 0 0
ASCENT CAPITAL GROUP INC CNVRTBND 043632AA6 116 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC CNVRTBND 043632AA6 3,634 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 517 18,920 SH   DFND 3 18,920 0 0
ASTRAZENECA PLC DEPRECPT 046353108 32,114 1,175,483 SH   SOLE   1,175,483 0 0
AT&T INC COMMSTCK 00206R102 5,081 119,460 SH   DFND 3 30,000 0 89,460
AT&T INC COMMSTCK 00206R102 332,099 7,808,593 SH   SOLE   7,808,593 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 70 393 SH   SOLE   393 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 9,354 52,800 SH   DFND 2 52,800 0 0
B/E AEROSPACE INC COMMSTCK 073302101 8,547 142,002 SH   SOLE   142,002 0 0
BALL CORPORATION COMMSTCK 058498106 9,305 123,949 SH   SOLE   123,949 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 46,770 2,116,300 SH   SOLE   2,116,300 0 0
BANK OF AMERICA CORP PFDDOM 060505682 548 470 SH   DFND 4 0 0 470
BANK OF AMERICA CORP PFDDOM 060505682 3,701 3,172 SH   DFND 3 2,947 0 0
BANK OF AMERICA CORP PFDDOM 060505682 54,150 46,409 SH   SOLE   46,314 0 0
BANK OF NEW YORK MELLON CO COMMSTCK 064058100 67,541 1,425,518 SH   SOLE   1,425,518 0 0
BASIC ENERGY SERVICES INC COMMSTCK 06985P209 3,759 106,346 SH   SOLE   106,346 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 43,978 265,646 SH   SOLE   265,646 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 431 2,642 SH   SOLE   2,642 0 0
BHP BILLITON LTD DEPRECPT 088606108 653 18,242 SH   DFND 3 18,242 0 0
BHP BILLITON LTD DEPRECPT 088606108 15,348 428,953 SH   SOLE   428,953 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2,113 1,890,000 PRN   SOLE   1,890,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 135 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 4,553 3,885,000 PRN   SOLE   3,885,000 0 0
BIOSCRIP INC COMMSTCK 09069N108 16 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 276 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 8,872 138,631 SH   SOLE   138,631 0 0
BLACKROCK FLOATING RATE IN COMMSTCK 09255X100 2,017 140,000 SH   SOLE   140,000 0 0
BLACKROCK INC COMMSTCK 09247X101 2,097 5,511 SH   DFND 3 1,850 0 3,661
BLACKROCK INC COMMSTCK 09247X101 183,649 482,601 SH   SOLE   482,601 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 1,268 131,995 SH   SOLE   131,995 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 1,292 91,398 SH   SOLE   91,398 0 0
BLUE BUFFALO PET PRODUCTS COMMSTCK 09531U102 7,446 309,752 SH   SOLE   309,752 0 0
BORGWARNER INC COMMSTCK 099724106 724 18,346 SH   DFND 3 18,346 0 0
BORGWARNER INC COMMSTCK 099724106 82,018 2,079,574 SH   SOLE   2,079,574 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 61 483 SH   SOLE   483 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 9,169 72,900 SH   DFND 2 72,900 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 41,984 1,941,017 SH   SOLE   1,941,017 0 0
BRINKER INTERNATIONAL INC COMMSTCK 109641100 3,976 80,273 SH   SOLE   80,273 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 6,458 110,498 SH   SOLE   110,498 0 0
BROADCOM LTD COMMSTCK Y09827109 28,687 162,282 SH   SOLE   162,282 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 6,145 97,281 SH   SOLE   97,281 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 1,702 72,850 SH   DFND 1 0 0 72,850
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 11,659 499,118 SH   DFND 3 38,344 0 296,841
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 202,401 8,664,426 SH   SOLE   8,631,975 0 0
CALATLANTIC GROUP INC CNVRTBND 85375CBC4 242 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC CNVRTBND 85375CBC4 1,024 995,000 PRN   DFND 3 995,000 0 0
CALATLANTIC GROUP INC CNVRTBND 85375CBC4 15,899 15,445,000 PRN   SOLE   15,445,000 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 2,760 44,953 SH   SOLE   44,953 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 5,616 66,800 SH   DFND 2 66,800 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 12,793 152,174 SH   SOLE   152,174 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 562 9,300 SH   DFND 3 9,300 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 125,170 2,069,947 SH   SOLE   2,069,947 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 182 2,083 SH   DFND 4 0 0 2,083
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 2,240 25,676 SH   SOLE   25,676 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 23,169 321,926 SH   SOLE   321,926 0 0
CARDTRONICS INC CNVRTBND 14161HAG3 311 265,000 PRN   DFND 4 0 0 265,000
CARDTRONICS INC CNVRTBND 14161HAG3 12,649 10,765,000 PRN   SOLE   10,765,000 0 0
CARLISLE COMPANIES INCORPO COMMSTCK 142339100 5,102 46,257 SH   SOLE   46,257 0 0
CARRIAGE SERVICES INC CNVRTBND 143905AM9 56 42,000 PRN   DFND 4 0 0 42,000
CARRIAGE SERVICES INC CNVRTBND 143905AM9 2,330 1,733,000 PRN   SOLE   1,733,000 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 37,767 993,079 SH   SOLE   993,079 0 0
CBS CORP COMMSTCK 124857202 2,381 37,422 SH   DFND 3 17,039 0 20,383
CBS CORP COMMSTCK 124857202 37,072 582,705 SH   SOLE   582,705 0 0
CDW CORP(DELAWARE) COMMSTCK 12514G108 36,338 697,609 SH   SOLE   697,609 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 899 13,999 SH   DFND 3 13,999 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 46,722 727,763 SH   SOLE   727,763 0 0
CELANESE CORPORATION COMMSTCK 150870103 54,128 687,426 SH   SOLE   687,426 0 0
CELGENE CORPORATION COMMSTCK 151020104 4,860 41,987 SH   DFND 1 0 0 41,987
CELGENE CORPORATION COMMSTCK 151020104 36,562 315,870 SH   DFND 3 37,971 0 180,612
CELGENE CORPORATION COMMSTCK 151020104 481,832 4,162,698 SH   SOLE   4,143,459 0 0
CEMEX SAB DE CV CNVRTBND 151290BR3 775 725,000 PRN   DFND 3 725,000 0 0
CEMEX SAB DE CV CNVRTBND 151290BR3 19,302 18,050,000 PRN   SOLE   18,050,000 0 0
CENTENE CORPORATION COMMSTCK 15135B101 4,735 83,785 SH   SOLE   83,785 0 0
CENTURYLINK INC COMMSTCK 156700106 146 6,129 SH   DFND 3 6,129 0 0
CENTURYLINK INC COMMSTCK 156700106 345 14,498 SH   SOLE   14,498 0 0
CF INDUSTRIES HOLDINGS INC COMMSTCK 125269100 21,389 679,433 SH   SOLE   679,433 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 12,527 164,423 SH   SOLE   164,423 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 1,343 34,034 SH   DFND 3 34,034 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 105,505 2,673,036 SH   SOLE   2,673,036 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 1,771 86,200 SH   DFND 2 86,200 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 144 1,700 SH   DFND 3 1,700 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 23,759 281,300 SH   SOLE   281,300 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 798 30,873 SH   DFND 3 30,873 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 12,180 471,007 SH   SOLE   471,007 0 0
CHEVRON CORP COMMSTCK 166764100 2,909 24,716 SH   DFND 3 24,716 0 0
CHEVRON CORP COMMSTCK 166764100 193,886 1,647,292 SH   SOLE   1,647,292 0 0
CHICAGO BRIDGE & IRON COMP COMMSTCK 167250109 22,130 696,997 SH   SOLE   696,997 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 1,777 694,119 SH   SOLE   694,119 0 0
CHUBB LTD COMMSTCK H1467J104 846 6,400 SH   DFND 3 6,400 0 0
CHUBB LTD COMMSTCK H1467J104 162,062 1,226,629 SH   SOLE   1,226,629 0 0
CIGNA CORPORATION COMMSTCK 125509109 188 1,411 SH   DFND 4 0 0 1,411
CIGNA CORPORATION COMMSTCK 125509109 2,331 17,476 SH   SOLE   17,476 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 42,537 313,004 SH   SOLE   313,004 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 2,312 76,519 SH   DFND 3 76,519 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 234,911 7,773,354 SH   SOLE   7,773,354 0 0
CITIGROUP INC COMMSTCK 172967424 19,092 321,248 SH   SOLE   321,248 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 5,247 147,263 SH   SOLE   147,263 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 6,462 72,352 SH   SOLE   72,352 0 0
CITRIX SYSTEMS INC CNVRTBND 177376AD2 127 110,000 PRN   DFND 4 0 0 110,000
CITRIX SYSTEMS INC CNVRTBND 177376AD2 399 345,000 PRN   DFND 3 345,000 0 0
CITRIX SYSTEMS INC CNVRTBND 177376AD2 10,562 9,125,000 PRN   SOLE   9,125,000 0 0
CLAYMORE S&P GLOBAL WATER ETIF 18383Q507 936 32,883 SH   SOLE   32,883 0 0
CLOROX COMPANY COMMSTCK 189054109 528 4,400 SH   DFND 3 4,400 0 0
CLOROX COMPANY COMMSTCK 189054109 104,670 872,107 SH   SOLE   872,107 0 0
CME GROUP INC COMMSTCK 12572Q105 1,368 11,862 SH   DFND 3 11,862 0 0
CME GROUP INC COMMSTCK 12572Q105 3,277 28,405 SH   SOLE   28,405 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 442 10,629 SH   DFND 3 10,629 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 1,048 25,187 SH   SOLE   25,187 0 0
COACH INC COMMSTCK 189754104 25,286 722,041 SH   SOLE   722,041 0 0
COBALT INTERNATIONAL ENERG COMMSTCK 19075F106 33 26,662 SH   SOLE   26,662 0 0
COCA-COLA CO COMMSTCK 191216100 1,346 32,457 SH   DFND 3 32,457 0 0
COCA-COLA CO COMMSTCK 191216100 19,664 474,281 SH   SOLE   474,281 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 3,381 60,342 SH   DFND 1 0 0 60,342
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 24,523 437,674 SH   DFND 3 32,688 0 265,206
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 254,003 4,533,346 SH   SOLE   4,505,681 0 0
COLFAX CORP COMMSTCK 194014106 6,384 177,674 SH   SOLE   177,674 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 1,317 20,127 SH   DFND 1 0 0 20,127
COLGATE-PALMOLIVE CO COMMSTCK 194162103 9,540 145,790 SH   DFND 3 11,073 0 87,101
COLGATE-PALMOLIVE CO COMMSTCK 194162103 92,242 1,409,567 SH   SOLE   1,400,118 0 0
COMCAST CORPORATION COMMSTCK 20030N101 987 14,298 SH   DFND 3 14,298 0 0
COMCAST CORPORATION COMMSTCK 20030N101 130,170 1,885,161 SH   SOLE   1,885,161 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 100 18,113 SH   DFND 4 0 0 18,113
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 1,032 186,646 SH   SOLE   186,646 0 0
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 146 5,760 SH   DFND 4 0 0 5,760
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 1,937 76,215 SH   SOLE   76,215 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 22,031 281,188 SH   SOLE   281,188 0 0
CONAGRA BRANDS INC COMMSTCK 205887102 32,750 828,060 SH   SOLE   828,060 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 27,773 209,449 SH   SOLE   209,449 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 11,914 237,623 SH   SOLE   237,623 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 31,450 426,850 SH   SOLE   426,850 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 6,771 44,165 SH   SOLE   44,165 0 0
CONTINENTAL RESOURCES INC COMMSTCK 212015101 6,565 127,369 SH   SOLE   127,369 0 0
COOPER COMPANIES INC COMMSTCK 216648402 105 602 SH   DFND 3 602 0 0
COOPER COMPANIES INC COMMSTCK 216648402 56,834 324,897 SH   SOLE   324,897 0 0
CORNING INC COMMSTCK 219350105 20,194 832,072 SH   SOLE   832,072 0 0
COSTAR GROUP INC COMMSTCK 22160N109 20,210 107,221 SH   SOLE   107,221 0 0
CR BARD INC COMMSTCK 067383109 7,073 31,481 SH   SOLE   31,481 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 9,700 58,092 SH   SOLE   58,092 0 0
CRITEO SA DEPRECPT 226718104 6,460 157,244 SH   SOLE   157,244 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 18,679 215,269 SH   SOLE   215,269 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 28,734 546,576 SH   SOLE   546,576 0 0
CSX CORP COMMSTCK 126408103 1,143 31,804 SH   DFND 3 31,804 0 0
CSX CORP COMMSTCK 126408103 196,416 5,466,631 SH   SOLE   5,466,631 0 0
CUBESMART COMMSTCK 229663109 4,594 171,600 SH   DFND 2 171,600 0 0
CVS HEALTH CORP COMMSTCK 126650100 4,228 53,574 SH   DFND 1 0 0 53,574
CVS HEALTH CORP COMMSTCK 126650100 36,812 466,508 SH   DFND 3 53,233 0 278,014
CVS HEALTH CORP COMMSTCK 126650100 564,947 7,159,384 SH   SOLE   7,132,657 0 0
CYPRESS SEMICONDUCTOR CORP COMMSTCK 232806109 9,757 852,863 SH   SOLE   852,863 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 14,218 252,546 SH   SOLE   252,546 0 0
DDR CORP COMMSTCK 23317H102 2,185 143,100 SH   DFND 2 143,100 0 0
DELEK US HOLDINGS INC COMMSTCK 246647101 4,148 172,323 SH   SOLE   172,323 0 0
DELL TECHNOLOGIES INC COMMSTCK 24703L103 1,600 29,102 SH   SOLE   29,102 0 0
DENTSPLY SIRONA INC COMMSTCK 24906P109 306 5,300 SH   DFND 3 5,300 0 0
DENTSPLY SIRONA INC COMMSTCK 24906P109 50,329 871,800 SH   SOLE   871,800 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 1,356 13,800 SH   DFND 2 13,800 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 19,120 194,589 SH   SOLE   194,589 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 3,587 49,751 SH   DFND 3 0 0 49,751
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 88,251 1,224,178 SH   SOLE   1,224,178 0 0
DISH NETWORK CORP COMMSTCK 25470M109 475 8,200 SH   DFND 3 8,200 0 0
DISH NETWORK CORP COMMSTCK 25470M109 78,043 1,347,200 SH   SOLE   1,347,200 0 0
DOLLAR TREE INC COMMSTCK 256746108 23,245 301,181 SH   SOLE   301,181 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,530 69,200 SH   DFND 2 69,200 0 0
DOVER CORP COMMSTCK 260003108 7,565 100,956 SH   SOLE   100,956 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 566 9,900 SH   DFND 3 9,900 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 115,484 2,018,251 SH   SOLE   2,018,251 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 38,001 419,117 SH   SOLE   419,117 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 29,282 1,102,489 SH   SOLE   1,102,489 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 4,762 108,400 SH   DFND 2 108,400 0 0
DYCOM INDUSTRIES INC CNVRTBND 267475AB7 464 425,000 PRN   DFND 4 0 0 425,000
DYCOM INDUSTRIES INC CNVRTBND 267475AB7 1,610 1,475,000 PRN   DFND 3 1,475,000 0 0
DYCOM INDUSTRIES INC CNVRTBND 267475AB7 28,910 26,493,000 PRN   SOLE   26,493,000 0 0
E I DU PONT DE NEMOURS AND COMMSTCK 263534109 2,013 27,431 SH   SOLE   27,431 0 0
EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 1,611 80,484 SH   DFND 2 80,484 0 0
EATON VANCE FLOATING-RATE COMMSTCK 278279104 1,710 114,761 SH   SOLE   114,761 0 0
EBAY INC COMMSTCK 278642103 3,584 120,701 SH   DFND 3 58,706 0 61,995
EBAY INC COMMSTCK 278642103 166,526 5,608,826 SH   SOLE   5,608,826 0 0
ECOLAB INC COMMSTCK 278865100 2,122 18,103 SH   DFND 1 0 0 18,103
ECOLAB INC COMMSTCK 278865100 16,192 138,131 SH   DFND 3 16,244 0 78,847
ECOLAB INC COMMSTCK 278865100 218,439 1,863,493 SH   SOLE   1,854,953 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 28,933 401,899 SH   SOLE   401,899 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 1,719 18,341 SH   DFND 1 0 0 18,341
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 11,840 126,364 SH   DFND 3 9,683 0 75,327
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 128,149 1,367,654 SH   SOLE   1,359,481 0 0
ELECTRONIC ARTS INC COMMSTCK 285512109 12,601 159,990 SH   SOLE   159,990 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 515 7,000 SH   DFND 3 7,000 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 100,555 1,367,165 SH   SOLE   1,367,165 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 3,065 151,800 SH   DFND 2 151,800 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 471 28,618 SH   SOLE   28,618 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 3,621 632,999 SH   SOLE   632,999 0 0
ENDOLOGIX INC. CNVRTBND 29266SAA4 162 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. CNVRTBND 29266SAA4 6,395 7,125,000 PRN   SOLE   7,125,000 0 0
ENDOLOGIX INC. CNVRTBND 29266SAB2 179 205,000 PRN   DFND 4 0 0 205,000
ENDOLOGIX INC. CNVRTBND 29266SAB2 5,937 6,795,000 PRN   SOLE   6,795,000 0 0
ENSCO PLC COMMSTCK G3157S106 25,818 2,656,185 SH   SOLE   2,656,185 0 0
EOG RESOURCES INC COMMSTCK 26875P101 839 8,300 SH   DFND 3 8,300 0 0
EOG RESOURCES INC COMMSTCK 26875P101 172,856 1,709,754 SH   SOLE   1,709,754 0 0
EQT CORP COMMSTCK 26884L109 5,009 76,583 SH   SOLE   76,583 0 0
EQUIFAX INC. COMMSTCK 294429105 10,025 84,790 SH   SOLE   84,790 0 0
EQUINIX INC COMMSTCK 29444U700 456 1,277 SH   DFND 3 1,277 0 0
EQUINIX INC COMMSTCK 29444U700 13,467 37,679 SH   SOLE   37,679 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 2,192 30,400 SH   DFND 2 30,400 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 9,699 150,700 SH   DFND 2 150,700 0 0
ESSEX PROPERTY TRUST INC COMMSTCK 297178105 21,306 91,638 SH   SOLE   91,638 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 48,171 872,180 SH   SOLE   872,180 0 0
EXELON CORPORATION COMMSTCK 30161N101 14,252 401,588 SH   SOLE   401,588 0 0
EXPEDIA INC COMMSTCK 30212P303 7,495 66,165 SH   SOLE   66,165 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 22,892 432,244 SH   SOLE   432,244 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,964 183,500 SH   DFND 2 183,500 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 82,664 915,841 SH   SOLE   915,841 0 0
FACEBOOK INC COMMSTCK 30303M102 500 4,350 SH   DFND 3 4,350 0 0
FACEBOOK INC COMMSTCK 30303M102 82,929 720,805 SH   SOLE   720,805 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 122 862 SH   SOLE   862 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 4,505 31,700 SH   DFND 2 31,700 0 0
FEDEX CORP COMMSTCK 31428X106 9,472 50,869 SH   SOLE   50,869 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 20,142 266,282 SH   SOLE   266,282 0 0
FIFTH THIRD BANCORP COMMSTCK 316773100 8,062 298,932 SH   SOLE   298,932 0 0
FINISAR CORPORATION CNVRTBND 31787AAM3 166 140,000 PRN   DFND 3 140,000 0 0
FINISAR CORPORATION CNVRTBND 31787AAM3 266 225,000 PRN   DFND 4 0 0 225,000
FINISAR CORPORATION CNVRTBND 31787AAM3 15,681 13,254,000 PRN   SOLE   13,254,000 0 0
FIREEYE INC CNVRTBND 31816QAB7 46 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC CNVRTBND 31816QAB7 1,672 1,810,000 PRN   SOLE   1,810,000 0 0
FIREEYE INC CNVRTBND 31816QAD3 45 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC CNVRTBND 31816QAD3 1,630 1,810,000 PRN   SOLE   1,810,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 31,755 1,586,950 SH   SOLE   1,586,950 0 0
FIRST SOLAR INC COMMSTCK 336433107 35,363 1,101,992 SH   SOLE   1,101,992 0 0
FIRST TRUST SENIOR FLOATIN COMMSTCK 33733U108 960 69,400 SH   SOLE   69,400 0 0
FITBIT INC COMMSTCK 33812L102 317 43,310 SH   DFND 3 0 0 43,310
FITBIT INC COMMSTCK 33812L102 4,469 610,560 SH   SOLE   610,560 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 3,718 395,937 SH   SOLE   395,937 0 0
FLUOR CORPORATION COMMSTCK 343412102 40,402 769,262 SH   SOLE   769,262 0 0
FMC CORPORATION COMMSTCK 302491303 6,900 122,001 SH   SOLE   122,001 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 611 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 16,688 1,375,797 SH   SOLE   1,375,797 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 669 32,109 SH   DFND 4 0 0 32,109
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 3,845 184,500 SH   DFND 2 184,500 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 11,281 541,327 SH   SOLE   541,327 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 22,176 414,816 SH   SOLE   414,816 0 0
FORUM ENERGY TECHNOLOGIES COMMSTCK 34984V100 6,412 291,474 SH   SOLE   291,474 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 6,108 496,166 SH   SOLE   496,166 0 0
GARTNER INC COMMSTCK 366651107 7,266 71,891 SH   SOLE   71,891 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 504 644,000 PRN   DFND 4 0 0 644,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,569 2,007,000 PRN   DFND 3 2,007,000 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 32,915 42,097,000 PRN   SOLE   42,097,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 319 10,100 SH   DFND 3 10,100 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 94,011 2,975,024 SH   SOLE   2,975,024 0 0
GENERAL MILLS INC COMMSTCK 370334104 21,280 344,500 SH   SOLE   344,500 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 4,344 124,670 SH   SOLE   124,670 0 0
GENTEX CORPORATION COMMSTCK 371901109 1,015 51,559 SH   DFND 3 0 0 51,559
GENTEX CORPORATION COMMSTCK 371901109 11,924 605,574 SH   SOLE   605,574 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 2,553 35,645 SH   DFND 1 0 0 35,645
GILEAD SCIENCES INC COMMSTCK 375558103 19,110 266,869 SH   DFND 3 34,027 0 150,337
GILEAD SCIENCES INC COMMSTCK 375558103 173,281 2,419,794 SH   SOLE   2,403,467 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 21,012 545,625 SH   SOLE   545,625 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 2,294 9,582 SH   DFND 3 9,582 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 227,017 948,076 SH   SOLE   948,076 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 366 19,928 SH   DFND 3 19,928 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 868 47,180 SH   SOLE   47,180 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 44,398 1,438,213 SH   SOLE   1,438,213 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 45,152 1,458,881 SH   SOLE   1,458,881 0 0
GRANITE CONSTRUCTION INCOR COMMSTCK 387328107 677 12,315 SH   SOLE   12,315 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 2,968 137,173 SH   SOLE   137,173 0 0
HAIN CELESTIAL GROUP INC COMMSTCK 405217100 9,051 231,905 SH   SOLE   231,905 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 1,140 21,070 SH   DFND 3 21,070 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 72,121 1,333,354 SH   SOLE   1,333,354 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 28,364 311,663 SH   SOLE   311,663 0 0
HARRIS CORPORATION COMMSTCK 413875105 47,579 464,321 SH   SOLE   464,321 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 219 4,600 SH   DFND 3 4,600 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 92,219 1,935,347 SH   SOLE   1,935,347 0 0
HDFC BANK LTD DEPRECPT 40415F101 4,386 72,273 SH   SOLE   72,273 0 0
HEALTHCARE REALTY TRUST IN COMMSTCK 421946104 19,627 647,337 SH   SOLE   647,337 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 2,171 20,986 SH   DFND 1 0 0 20,986
HERSHEY COMPANY THE COMMSTCK 427866108 18,331 177,232 SH   DFND 3 35,584 0 91,497
HERSHEY COMPANY THE COMMSTCK 427866108 376,130 3,636,561 SH   SOLE   3,626,630 0 0
HEWLETT PACKARD ENTERPRISE COMMSTCK 42824C109 21,128 913,069 SH   SOLE   913,069 0 0
HILL-ROM HOLDINGS INC COMMSTCK 431475102 5,867 104,514 SH   SOLE   104,514 0 0
HOLLYFRONTIER CORP COMMSTCK 436106108 320 9,778 SH   DFND 3 0 0 9,778
HOLLYFRONTIER CORP COMMSTCK 436106108 11,754 358,799 SH   SOLE   358,799 0 0
HOLOGIC INC COMMSTCK 436440101 6,956 173,374 SH   SOLE   173,374 0 0
HOLOGIC INC CNVRTBND 436440AG6 4,596 3,750,000 PRN   SOLE   3,750,000 0 0
HOME DEPOT INC COMMSTCK 437076102 5,791 43,189 SH   DFND 1 0 0 43,189
HOME DEPOT INC COMMSTCK 437076102 42,351 315,865 SH   DFND 3 45,380 0 174,818
HOME DEPOT INC COMMSTCK 437076102 567,510 4,232,626 SH   SOLE   4,213,737 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,715 14,800 SH   DFND 3 14,800 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 159,970 1,380,835 SH   SOLE   1,380,835 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 6,191 328,600 SH   DFND 2 328,600 0 0
HUBSPOT INC COMMSTCK 443573100 8,381 178,326 SH   SOLE   178,326 0 0
HUMANA INC COMMSTCK 444859102 537 2,632 SH   DFND 3 0 0 2,632
HUMANA INC COMMSTCK 444859102 92,207 451,928 SH   SOLE   451,928 0 0
HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 5,476 29,731 SH   SOLE   29,731 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 145,230 1,185,942 SH   SOLE   1,185,942 0 0
IMPAX LABORATORIES INC CORPBOND 45256BAE1 288 365,000 SH   DFND 4 0 0 365,000
IMPAX LABORATORIES INC CORPBOND 45256BAE1 12,512 15,850,000 SH   SOLE   15,850,000 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 7,673 145,868 SH   SOLE   145,868 0 0
INCYTE CORPORATION COMMSTCK 45337C102 306 3,050 SH   DFND 3 3,050 0 0
INCYTE CORPORATION COMMSTCK 45337C102 62,174 620,067 SH   SOLE   620,067 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 3,344 44,569 SH   DFND 3 28,853 0 15,716
INGERSOLL-RAND PLC COMMSTCK G47791101 241,003 3,211,665 SH   SOLE   3,211,665 0 0
INGREDION INC COMMSTCK 457187102 22,229 177,892 SH   SOLE   177,892 0 0
INNOVIVA INC CNVRTBND 88338TAB0 407 480,000 PRN   DFND 4 0 0 480,000
INNOVIVA INC CNVRTBND 88338TAB0 11,034 13,020,000 PRN   SOLE   13,020,000 0 0
INSULET CORP COMMSTCK 45784P101 1,231 32,665 SH   SOLE   32,665 0 0
INTEL CORPORATION COMMSTCK 458140100 1,059 29,200 SH   DFND 3 29,200 0 0
INTEL CORPORATION COMMSTCK 458140100 192,532 5,308,290 SH   SOLE   5,308,290 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 3,922 69,517 SH   DFND 1 0 0 69,517
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 28,108 498,200 SH   DFND 3 37,409 0 302,161
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 342,815 6,076,131 SH   SOLE   6,044,696 0 0
INTERCONTINENTAL HOTELS GR DEPRECPT 45857P608 2,674 60,320 SH   SOLE   60,320 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 17,421 104,951 SH   SOLE   104,951 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 1,420 12,049 SH   DFND 1 0 0 12,049
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 10,848 92,068 SH   DFND 3 7,178 0 55,193
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 97,231 825,178 SH   SOLE   819,321 0 0
INTERNATIONAL GAME TECHNOL COMMSTCK G4863A108 5,508 215,820 SH   SOLE   215,820 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 21,269 400,851 SH   SOLE   400,851 0 0
INTERPUBLIC GROUP OF COMPA COMMSTCK 460690100 39,403 1,683,165 SH   SOLE   1,683,165 0 0
INTUIT INC. COMMSTCK 461202103 14,486 126,392 SH   SOLE   126,392 0 0
INTUITIVE SURGICAL INC COMMSTCK 46120E602 3,222 5,081 SH   SOLE   5,081 0 0
INVESCO LTD COMMSTCK G491BT108 71,428 2,354,236 SH   SOLE   2,354,236 0 0
INVESCO VAN KAMPEN SENIOR COMMSTCK 46131H107 696 150,000 SH   SOLE   150,000 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 31,806 322,218 SH   SOLE   322,218 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 835 25,704 SH   DFND 3 25,704 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 1,987 61,177 SH   SOLE   61,177 0 0
IRONWOOD PHARMACEUTICALS I CNVRTBND 46333XAD0 243 212,000 PRN   DFND 4 0 0 212,000
IRONWOOD PHARMACEUTICALS I CNVRTBND 46333XAD0 10,257 8,963,000 PRN   SOLE   8,963,000 0 0
ISHARES DJ US AEROSPACE & ETIF 464288760 2,744 19,527 SH   SOLE   19,527 0 0
ISHARES IBOXX HIGH YIELD C ETIF 464288513 5,453 63,000 SH   SOLE   63,000 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 10,780 412,234 SH   SOLE   412,234 0 0
ISHARES MSCI CHINA INDEX F ETIF 46429B671 6,133 140,237 SH   SOLE   140,237 0 0
ISHARES MSCI EM UCITS ETF ETIF 46434G103 2,542 59,879 SH   SOLE   59,879 0 0
ITT INC COMMSTCK 45073V108 8,129 210,765 SH   SOLE   210,765 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 9,227 82,653 SH   SOLE   82,653 0 0
JAZZ INVESTMENTS LTD CNVRTBND 472145AB7 383 400,000 PRN   DFND 4 0 0 400,000
JAZZ INVESTMENTS LTD CNVRTBND 472145AB7 1,298 1,355,000 PRN   DFND 3 1,355,000 0 0
JAZZ INVESTMENTS LTD CNVRTBND 472145AB7 24,365 25,430,000 PRN   SOLE   25,430,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 632 5,796 SH   DFND 3 0 0 5,796
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 89,066 816,891 SH   SOLE   816,891 0 0
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 399 4,106 SH   DFND 3 4,106 0 0
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 69,473 715,696 SH   SOLE   715,696 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 32,809 256,201 SH   SOLE   256,201 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 6,668 94,736 SH   SOLE   94,736 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 7,373 135,281 SH   SOLE   135,281 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 2,878 24,981 SH   DFND 1 0 0 24,981
JOHNSON & JOHNSON COMMSTCK 478160104 25,622 222,398 SH   DFND 3 35,546 0 130,551
JOHNSON & JOHNSON COMMSTCK 478160104 528,001 4,582,948 SH   SOLE   4,571,845 0 0
JOHNSON CONTROLS INTERNATI COMMSTCK G51502105 5,402 131,158 SH   SOLE   131,158 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 6,780 67,107 SH   SOLE   67,107 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 222 2,568 SH   DFND 4 0 0 2,568
JPMORGAN CHASE & CO COMMSTCK 46625H100 5,056 58,590 SH   DFND 3 35,112 0 23,478
JPMORGAN CHASE & CO COMMSTCK 46625H100 517,521 5,997,466 SH   SOLE   5,997,466 0 0
KAISER ALUMINUM CORPORATIO COMMSTCK 483007704 18,712 240,854 SH   SOLE   240,854 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 535 6,300 SH   DFND 3 6,300 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 88,289 1,040,532 SH   SOLE   1,040,532 0 0
KAPSTONE PAPER AND PACKAGI COMMSTCK 48562P103 39,984 1,813,319 SH   SOLE   1,813,319 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,016 23,840 SH   DFND 3 23,840 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 2,356 55,288 SH   SOLE   55,288 0 0
KATE SPADE LLC COMMSTCK 485865109 7,269 389,364 SH   SOLE   389,364 0 0
KB HOME CNVRTBND 48666KAS8 399 410,000 PRN   DFND 4 0 0 410,000
KB HOME CNVRTBND 48666KAS8 15,536 15,965,000 PRN   SOLE   15,965,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 400 5,423 SH   DFND 3 5,423 0 0
KELLOGG COMPANY COMMSTCK 487836108 32,200 436,844 SH   SOLE   436,844 0 0
KEYCORP COMMSTCK 493267108 63,014 3,449,040 SH   SOLE   3,449,040 0 0
KEYW HOLDING CORP CNVRTBND 493723AA8 145 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP CNVRTBND 493723AA8 4,870 4,855,000 PRN   SOLE   4,855,000 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 1,961 17,180 SH   DFND 1 0 0 17,180
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 13,324 116,755 SH   DFND 3 8,887 0 69,654
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 177,546 1,555,784 SH   SOLE   1,548,223 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 9,901 393,538 SH   SOLE   393,538 0 0
KLA-TENCOR CORPORATION COMMSTCK 482480100 13,835 175,834 SH   SOLE   175,834 0 0
KROGER CO COMMSTCK 501044101 165 4,787 SH   DFND 3 4,787 0 0
KROGER CO COMMSTCK 501044101 36,218 1,049,483 SH   SOLE   1,049,483 0 0
LABORATORY CORPORATION OF COMMSTCK 50540R409 2,778 21,636 SH   SOLE   21,636 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 930 8,796 SH   DFND 3 8,796 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 130,751 1,236,646 SH   SOLE   1,236,646 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 677 10,069 SH   DFND 3 10,069 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 7,234 107,582 SH   SOLE   107,582 0 0
LAMB WESTON HOLDINGS INC COMMSTCK 513272104 8,117 214,439 SH   SOLE   214,439 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 8,715 163,174 SH   SOLE   163,174 0 0
LEAR CORPORATION COMMSTCK 521865204 5,580 42,158 SH   SOLE   42,158 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 12,018 234,996 SH   SOLE   234,996 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 6,762 44,148 SH   SOLE   44,148 0 0
LIBERTY BROADBAND CORP COMMSTCK 530307107 6,746 93,103 SH   SOLE   93,103 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 71,552 1,079,703 SH   SOLE   1,079,703 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 5,073 81,361 SH   SOLE   81,361 0 0
LIVE NATION ENTERTAINMENT COMMSTCK 538034109 6,671 250,790 SH   SOLE   250,790 0 0
LKQ CORP COMMSTCK 501889208 11,107 362,391 SH   SOLE   362,391 0 0
LOWES COMPANIES INC COMMSTCK 548661107 8,083 113,651 SH   SOLE   113,651 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 306 3,564 SH   DFND 4 0 0 3,564
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 7,856 91,586 SH   SOLE   91,586 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 2,841 40,100 SH   DFND 2 40,100 0 0
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 116 115,000 PRN   DFND 4 0 0 115,000
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 4,919 4,885,000 PRN   SOLE   4,885,000 0 0
MACYS INC COMMSTCK 55616P104 14,517 405,399 SH   SOLE   405,399 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 188 3,743 SH   DFND 4 0 0 3,743
MARATHON PETROLEUM CORP COMMSTCK 56585A102 30,110 598,021 SH   SOLE   598,021 0 0
MASTERCARD INC COMMSTCK 57636Q104 5,896 57,108 SH   DFND 1 0 0 57,108
MASTERCARD INC COMMSTCK 57636Q104 40,654 393,740 SH   DFND 3 29,486 0 236,131
MASTERCARD INC COMMSTCK 57636Q104 369,441 3,578,125 SH   SOLE   3,552,860 0 0
MATERION CORP COMMSTCK 576690101 12,892 325,561 SH   SOLE   325,561 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 11,061 118,517 SH   SOLE   118,517 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,229 10,093 SH   DFND 3 10,093 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 3,104 25,499 SH   SOLE   25,499 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 869 12,274 SH   DFND 3 12,274 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 20,600 291,127 SH   SOLE   291,127 0 0
MEDICINES CO CNVRTBND 584688AE5 246 205,000 PRN   DFND 4 0 0 205,000
MEDICINES CO CNVRTBND 584688AE5 7,702 6,425,000 PRN   SOLE   6,425,000 0 0
MEDNAX INC COMMSTCK 58502B106 7,034 105,515 SH   SOLE   105,515 0 0
MEDTRONIC INC COMMSTCK G5960L103 2,478 34,786 SH   DFND 1 0 0 34,786
MEDTRONIC INC COMMSTCK G5960L103 21,104 296,274 SH   DFND 3 53,883 0 156,618
MEDTRONIC INC COMMSTCK G5960L103 350,612 4,922,247 SH   SOLE   4,905,280 0 0
MERCADOLIBRE INC COMMSTCK 58733R102 2,074 13,283 SH   SOLE   13,283 0 0
MERCK & CO INC COMMSTCK 58933Y105 35,706 606,522 SH   SOLE   606,522 0 0
MEREDITH CORPORATION COMMSTCK 589433101 14,852 251,096 SH   SOLE   251,096 0 0
MERITOR INC CNVRTBND 59001KAC4 3,795 2,625,000 PRN   SOLE   2,625,000 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 12,141 421,136 SH   SOLE   421,136 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 1,063 16,576 SH   DFND 3 16,576 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 42,256 658,708 SH   SOLE   658,708 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 693 31,601 SH   DFND 3 31,601 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 12,818 584,785 SH   SOLE   584,785 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 278 5,147 SH   DFND 3 0 0 5,147
MICROSEMI CORPORATION COMMSTCK 595137100 67,373 1,248,339 SH   SOLE   1,248,339 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 7,051 113,469 SH   DFND 1 0 0 113,469
MICROSOFT CORPORATION COMMSTCK 594918104 57,645 927,659 SH   DFND 3 144,344 0 520,002
MICROSOFT CORPORATION COMMSTCK 594918104 926,518 14,910,168 SH   SOLE   14,858,401 0 0
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 22,477 229,549 SH   SOLE   229,549 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 17,674 88,510 SH   SOLE   88,510 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 954 9,803 SH   DFND 3 9,803 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 74,094 761,421 SH   SOLE   761,421 0 0
MOMO INC DEPRECPT 60879B107 2,177 118,438 SH   SOLE   118,438 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 40,389 911,089 SH   SOLE   911,089 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 8,506 191,843 SH   SOLE   191,843 0 0
MORGAN STANLEY COMMSTCK 617446448 34,680 820,822 SH   SOLE   820,822 0 0
MRC GLOBAL INC COMMSTCK 55345K103 4,780 235,917 SH   SOLE   235,917 0 0
MSA SAFETY INC COMMSTCK 553498106 15,839 228,454 SH   SOLE   228,454 0 0
MSC INDUSTRIAL DIRECT CO I COMMSTCK 553530106 12,000 129,882 SH   SOLE   129,882 0 0
MYLAN INC COMMSTCK N59465109 153 4,020 SH   DFND 4 0 0 4,020
MYLAN INC COMMSTCK N59465109 1,912 50,124 SH   SOLE   50,124 0 0
NASDAQ INC COMMSTCK 631103108 983 14,649 SH   DFND 3 0 0 14,649
NASDAQ INC COMMSTCK 631103108 73,046 1,088,292 SH   SOLE   1,088,292 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 30,449 537,586 SH   SOLE   537,586 0 0
NCR CORPORATION COMMSTCK 62886E108 427 10,537 SH   DFND 4 0 0 10,537
NCR CORPORATION COMMSTCK 62886E108 4,635 114,275 SH   SOLE   114,275 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 5,935 153,347 SH   SOLE   153,347 0 0
NEVRO CORP COMMSTCK 64157F103 4,554 62,682 SH   SOLE   62,682 0 0
NEWELL BRANDS INC COMMSTCK 651229106 6,852 153,455 SH   SOLE   153,455 0 0
NIELSEN NV COMMSTCK G6578L108 941 22,429 SH   DFND 3 22,429 0 0
NIELSEN NV COMMSTCK G6578L108 2,263 53,948 SH   SOLE   53,948 0 0
NIKE INC COMMSTCK 654106103 1,018 20,033 SH   DFND 1 0 0 20,033
NIKE INC COMMSTCK 654106103 7,461 146,783 SH   DFND 3 11,129 0 87,957
NIKE INC COMMSTCK 654106103 68,535 1,348,313 SH   SOLE   1,338,913 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 20,793 192,403 SH   SOLE   192,403 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 23,637 265,437 SH   SOLE   265,437 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 7,984 34,328 SH   SOLE   34,328 0 0
NORWEGIAN CRUISE LINE LTD COMMSTCK G66721104 63,996 1,504,725 SH   SOLE   1,504,725 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 108 120,000 PRN   DFND 4 0 0 120,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 5,595 6,195,000 PRN   SOLE   6,195,000 0 0
NUCOR CORPORATION COMMSTCK 670346105 14,618 245,602 SH   SOLE   245,602 0 0
MASCO CORP COMMSTCK 574599106 1,706 53,944 SH   DFND 1 0 0 53,944
MASCO CORP COMMSTCK 574599106 13,137 415,475 SH   DFND 3 36,104 0 245,142
MASCO CORP COMMSTCK 574599106 183,936 5,817,068 SH   SOLE   5,790,502 0 0
NUVASIVE INC. COMMSTCK 670704105 2,139 31,754 SH   SOLE   31,754 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 27,238 255,177 SH   SOLE   255,177 0 0
OASIS PETROLEUM INC COMMSTCK 674215108 3,441 227,251 SH   SOLE   227,251 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 570 7,999 SH   DFND 3 7,999 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 43,508 610,811 SH   SOLE   610,811 0 0
OLD REPUBLIC INTERNATIONAL COMMSTCK 680223104 26,099 1,373,616 SH   SOLE   1,373,616 0 0
OLLIE'S BARGAIN OUTLET HOL COMMSTCK 681116109 4,580 160,981 SH   SOLE   160,981 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 49,858 3,907,352 SH   SOLE   3,907,352 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 451 440,000 PRN   DFND 4 0 0 440,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 17,604 17,185,000 PRN   SOLE   17,185,000 0 0
ORACLE CORPORATION COMMSTCK 68389X105 504 13,100 SH   DFND 3 13,100 0 0
ORACLE CORPORATION COMMSTCK 68389X105 104,092 2,707,213 SH   SOLE   2,707,213 0 0
ORBITAL ATK INC COMMSTCK 68557N103 90 1,030 SH   DFND 4 0 0 1,030
ORBITAL ATK INC COMMSTCK 68557N103 1,119 12,759 SH   SOLE   12,759 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 1,889 6,786 SH   DFND 1 0 0 6,786
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 14,534 52,203 SH   DFND 3 3,984 0 31,139
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 213,267 766,019 SH   SOLE   762,643 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 10,590 425,798 SH   SOLE   425,798 0 0
OWENS & MINOR INC COMMSTCK 690732102 20,422 578,685 SH   SOLE   578,685 0 0
OWENS CORNING COMMSTCK 690742101 29,123 564,840 SH   SOLE   564,840 0 0
PACCAR INC COMMSTCK 693718108 4,125 64,555 SH   SOLE   64,555 0 0
PACKAGING CORP OF AMERICA COMMSTCK 695156109 10,960 129,215 SH   SOLE   129,215 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 9,148 73,157 SH   SOLE   73,157 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 11,273 54,968 SH   SOLE   54,968 0 0
PATTERSON-UTI ENERGY INC. COMMSTCK 703481101 30,681 1,139,708 SH   SOLE   1,139,708 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 1,269 32,160 SH   DFND 3 13,559 0 18,601
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 8,902 225,537 SH   SOLE   225,537 0 0
PDC ENERGY INC (DELAWARE) CNVRTBND 69327RAD3 1,674 1,500,000 PRN   SOLE   1,500,000 0 0
PENUMBRA INC COMMSTCK 70975L107 4,315 67,629 SH   SOLE   67,629 0 0
PEPSICO INC COMMSTCK 713448108 4,124 39,419 SH   DFND 1 0 0 39,419
PEPSICO INC COMMSTCK 713448108 28,597 273,319 SH   DFND 3 26,704 0 159,274
PEPSICO INC COMMSTCK 713448108 352,477 3,368,796 SH   SOLE   3,351,530 0 0
PETROQUEST ENERGY INC COMMSTCK 716748306 171 51,620 SH   SOLE   51,620 0 0
PFIZER INC COMMSTCK 717081103 6,065 186,725 SH   DFND 3 107,169 0 79,556
PFIZER INC COMMSTCK 717081103 301,744 9,290,160 SH   SOLE   9,290,160 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 261 2,851 SH   SOLE   2,851 0 0
PHILLIPS 66 COMMSTCK 718546104 575 6,658 SH   DFND 3 6,658 0 0
PHILLIPS 66 COMMSTCK 718546104 31,683 366,658 SH   SOLE   366,658 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 5,133 245,500 SH   DFND 2 245,500 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 32,784 613,360 SH   SOLE   613,360 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 42,527 236,170 SH   SOLE   236,170 0 0
PLANET FITNESS INC COMMSTCK 72703H101 4,321 214,984 SH   SOLE   214,984 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 6,072 51,916 SH   DFND 3 22,894 0 29,022
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 418,239 3,575,911 SH   SOLE   3,575,911 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2,149 92,000 SH   SOLE   92,000 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 6,395 126,738 SH   SOLE   126,738 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 1,877 66,370 SH   SOLE   66,370 0 0
PRAXAIR INC COMMSTCK 74005P104 1,749 14,922 SH   SOLE   14,922 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 24,319 289,241 SH   SOLE   289,241 0 0
PROLOGIS INC COMMSTCK 74340W103 10,342 195,900 SH   DFND 2 195,900 0 0
PROSHARES S&P 500 ARISTOCR ETIF 74348A467 35,620 660,727 SH   SOLE   660,727 0 0
PROTHENA CORP PLC COMMSTCK G72800108 5,727 116,424 SH   SOLE   116,424 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 48,353 1,101,946 SH   SOLE   1,101,946 0 0
PUBLIC STORAGE COMMSTCK 74460D109 82 367 SH   SOLE   367 0 0
PUBLIC STORAGE COMMSTCK 74460D109 8,560 38,300 SH   DFND 2 38,300 0 0
PULTE GROUP INC COMMSTCK 745867101 656 35,693 SH   DFND 3 0 0 35,693
PULTE GROUP INC COMMSTCK 745867101 6,741 366,753 SH   SOLE   366,753 0 0
PVH CORP COMMSTCK 693656100 2,760 30,581 SH   SOLE   30,581 0 0
QUIDEL CORPORATION CNVRTBND 74838JAA9 241 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION CNVRTBND 74838JAA9 9,609 9,755,000 PRN   SOLE   9,755,000 0 0
RADIAN GROUP INC COMMSTCK 750236101 35,288 1,962,623 SH   SOLE   1,962,623 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 22,896 666,352 SH   SOLE   666,352 0 0
RAYTHEON COMPANY COMMSTCK 755111507 3,478 24,494 SH   DFND 1 0 0 24,494
RAYTHEON COMPANY COMMSTCK 755111507 25,723 181,148 SH   DFND 3 25,750 0 100,567
RAYTHEON COMPANY COMMSTCK 755111507 424,837 2,991,808 SH   SOLE   2,980,935 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 539 26,172 SH   DFND 3 26,172 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 13,461 653,437 SH   SOLE   653,437 0 0
RETAIL PROPERTIES OF AMERI COMMSTCK 76131V202 2,945 192,100 SH   DFND 2 192,100 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 4,619 199,200 SH   DFND 2 199,200 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 2,654 47,354 SH   DFND 1 0 0 47,354
REYNOLDS AMERICAN INC COMMSTCK 761713106 18,041 321,922 SH   DFND 3 24,903 0 191,939
REYNOLDS AMERICAN INC COMMSTCK 761713106 168,138 3,000,325 SH   SOLE   2,979,647 0 0
RITE AID CORPORATION COMMSTCK 767754104 10,664 1,294,187 SH   SOLE   1,294,187 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,148 87,700 SH   DFND 2 87,700 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 7,991 43,649 SH   SOLE   43,649 0 0
ROSS STORES, INC. COMMSTCK 778296103 2,751 41,932 SH   DFND 1 0 0 41,932
ROSS STORES, INC. COMMSTCK 778296103 18,349 279,711 SH   DFND 3 21,430 0 166,918
ROSS STORES, INC. COMMSTCK 778296103 181,667 2,769,309 SH   SOLE   2,751,229 0 0
RPC INC COMMSTCK 749660106 22,942 1,158,099 SH   SOLE   1,158,099 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 103 100,000 PRN   DFND 4 0 0 100,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 3,000 2,900,000 PRN   SOLE   2,900,000 0 0
RYANAIR HOLDINGS PLC DEPRECPT 783513203 1,544 18,539 SH   SOLE   18,539 0 0
RYLAND GROUP INC (THE) CNVRTBND 783764AS2 251 270,000 PRN   DFND 4 0 0 270,000
RYLAND GROUP INC (THE) CNVRTBND 783764AS2 508 545,000 PRN   DFND 3 545,000 0 0
RYLAND GROUP INC (THE) CNVRTBND 783764AS2 6,062 6,510,000 PRN   SOLE   6,510,000 0 0
S&P GLOBAL INC COMMSTCK 78409V104 8,432 78,410 SH   SOLE   78,410 0 0
SALLY BEAUTY HOLDINGS INC COMMSTCK 79546E104 3,717 140,675 SH   SOLE   140,675 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 4,595 44,504 SH   SOLE   44,504 0 0
SCHLUMBERGER NV COMMSTCK 806857108 1,059 12,615 SH   DFND 1 0 0 12,615
SCHLUMBERGER NV COMMSTCK 806857108 8,003 95,332 SH   DFND 3 15,691 0 51,462
SCHLUMBERGER NV COMMSTCK 806857108 239,149 2,848,711 SH   SOLE   2,843,137 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 642 9,000 SH   DFND 3 9,000 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 138,502 1,940,626 SH   SOLE   1,940,626 0 0
SEACOR HOLDINGS INC. CNVRTBND 81170YAB5 114 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. CNVRTBND 81170YAB5 3,760 4,270,000 PRN   SOLE   4,270,000 0 0
SEALED AIR CORPORATION COMMSTCK 81211K100 77,178 1,702,214 SH   SOLE   1,702,214 0 0
SENSATA TECHNOLOGIES HOLDI COMMSTCK N7902X106 7,932 203,657 SH   SOLE   203,657 0 0
SERVICEMASTER GLOBAL HOLDI COMMSTCK 81761R109 8,130 215,833 SH   SOLE   215,833 0 0
SERVICENOW INC COMMSTCK 81762P102 13,319 179,157 SH   SOLE   179,157 0 0
SHERWIN-WILLIAMS COMPANY COMMSTCK 824348106 35,902 133,595 SH   SOLE   133,595 0 0
SHIRE PLC DEPRECPT 82481R106 2,675 15,699 SH   SOLE   15,699 0 0
SHUTTERFLY INC CNVRTBND 82568PAB2 410 405,000 PRN   DFND 3 405,000 0 0
SHUTTERFLY INC CNVRTBND 82568PAB2 486 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC CNVRTBND 82568PAB2 17,900 17,690,000 PRN   SOLE   17,690,000 0 0
SILICON MOTION TECHNOLOGY DEPRECPT 82706C108 6,328 148,954 SH   SOLE   148,954 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 107 603 SH   SOLE   603 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 15,990 90,000 SH   DFND 2 90,000 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 1,619 21,684 SH   DFND 3 0 0 21,684
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 29,445 394,384 SH   SOLE   394,384 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 1,430 8,347 SH   DFND 3 8,347 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 9,272 54,138 SH   SOLE   54,138 0 0
SOUTHERN COPPER CORP COMMSTCK 84265V105 13,888 434,800 SH   SOLE   434,800 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 8,012 160,751 SH   SOLE   160,751 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 807 19,640 SH   DFND 3 19,640 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 1,900 46,240 SH   SOLE   46,240 0 0
SPIRIT AEROSYSTEMS HOLDING COMMSTCK 848574109 3,529 60,479 SH   SOLE   60,479 0 0
SPX FLOW INC COMMSTCK 78469X107 5,258 163,995 SH   SOLE   163,995 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 4,611 40,201 SH   SOLE   40,201 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 280 5,043 SH   DFND 4 0 0 5,043
STARBUCKS CORPORATION COMMSTCK 855244109 2,578 46,431 SH   DFND 1 0 0 46,431
STARBUCKS CORPORATION COMMSTCK 855244109 19,139 344,718 SH   DFND 3 30,683 0 209,242
STARBUCKS CORPORATION COMMSTCK 855244109 340,757 6,137,546 SH   SOLE   6,116,828 0 0
STATE STREET CORP COMMSTCK 857477103 50,901 654,926 SH   SOLE   654,926 0 0
STORE CAPITAL COMMSTCK 862121100 2,202 89,100 SH   DFND 2 89,100 0 0
STRYKER CORPORATION COMMSTCK 863667101 5,505 45,949 SH   SOLE   45,949 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 415 10,804 SH   DFND 3 10,804 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 28,950 753,698 SH   SOLE   753,698 0 0
SUNPOWER CORP CNVRTBND 867652AJ8 83 126,000 PRN   DFND 4 0 0 126,000
SUNPOWER CORP CNVRTBND 867652AJ8 5,167 7,874,000 PRN   SOLE   7,874,000 0 0
SVB FINANCIAL GROUP COMMSTCK 78486Q101 8,858 51,603 SH   SOLE   51,603 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 215 205,000 PRN   DFND 4 0 0 205,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 803 765,000 PRN   DFND 3 765,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 16,795 15,995,000 PRN   SOLE   15,995,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 2,013 55,494 SH   DFND 3 16,250 0 39,244
SYNCHRONY FINANCIAL COMMSTCK 87165B103 187,112 5,158,865 SH   SOLE   5,158,865 0 0
SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 36,885 466,601 SH   SOLE   466,601 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 1,275 44,344 SH   DFND 3 0 0 44,344
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 91,293 3,175,408 SH   SOLE   3,175,408 0 0
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 2,261 63,200 SH   DFND 2 63,200 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 6,373 86,200 SH   DFND 2 86,200 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 556 32,912 SH   DFND 3 32,912 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,300 76,920 SH   SOLE   76,920 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 23,823 546,395 SH   SOLE   546,395 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 121 1,750 SH   DFND 4 0 0 1,750
TE CONNECTIVITY LTD COMMSTCK H84989104 11,998 173,188 SH   SOLE   173,188 0 0
TEGNA INC COMMSTCK 36473H104 291 29,941 SH   DFND 3 29,941 0 0
TEGNA INC COMMSTCK 36473H104 687 70,761 SH   SOLE   70,761 0 0
TESARO INC COMMSTCK 881569107 18,965 141,022 SH   SOLE   141,022 0 0
TESORO CORP COMMSTCK 881609101 19,086 218,247 SH   SOLE   218,247 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 249 1,767 SH   DFND 4 0 0 1,767
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 3,977 28,184 SH   DFND 1 0 0 28,184
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 30,293 214,690 SH   DFND 3 16,408 0 127,969
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 273,795 1,940,432 SH   SOLE   1,926,583 0 0
TIFFANY & CO. COMMSTCK 886547108 356 4,600 SH   DFND 3 4,600 0 0
TIFFANY & CO. COMMSTCK 886547108 73,909 954,526 SH   SOLE   954,526 0 0
TIME WARNER INC COMMSTCK 887317303 4,829 50,021 SH   DFND 1 0 0 50,021
TIME WARNER INC COMMSTCK 887317303 33,561 347,676 SH   DFND 3 26,633 0 206,617
TIME WARNER INC COMMSTCK 887317303 349,531 3,620,957 SH   SOLE   3,598,353 0 0
TIMKEN COMPANY COMMSTCK 887389104 8,348 210,266 SH   SOLE   210,266 0 0
TJX COMPANIES INC COMMSTCK 872540109 1,159 15,431 SH   DFND 3 5,900 0 9,531
TJX COMPANIES INC COMMSTCK 872540109 83,442 1,110,635 SH   SOLE   1,110,635 0 0
TORO COMPANY (THE) COMMSTCK 891092108 3,217 57,498 SH   SOLE   57,498 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 17,925 365,584 SH   SOLE   365,584 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 11,095 146,357 SH   SOLE   146,357 0 0
TRAVELERS COMPANIES INC COMMSTCK 89417E109 28,798 235,242 SH   SOLE   235,242 0 0
TRI RESOURCES INC COMMSTCK 87612G101 679 12,102 SH   DFND 3 12,102 0 0
TRI RESOURCES INC COMMSTCK 87612G101 1,613 28,762 SH   SOLE   28,762 0 0
TRINSEO SA COMMSTCK L9340P101 4,035 68,042 SH   SOLE   68,042 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 11,333 44,452 SH   SOLE   44,452 0 0
ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 8,585 47,082 SH   SOLE   47,082 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 467 4,500 SH   DFND 3 4,500 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 89,508 863,314 SH   SOLE   863,314 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 250 3,432 SH   DFND 4 0 0 3,432
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 52,270 717,204 SH   SOLE   717,204 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 2,893 25,239 SH   DFND 1 0 0 25,239
UNITED PARCEL SERVICE INC COMMSTCK 911312106 19,227 167,716 SH   DFND 3 13,021 0 99,875
UNITED PARCEL SERVICE INC COMMSTCK 911312106 254,316 2,218,384 SH   SOLE   2,207,497 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 1,538 14,569 SH   DFND 3 0 0 14,569
UNITED RENTALS, INC. COMMSTCK 911363109 31,357 296,996 SH   SOLE   296,996 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 1,919 17,502 SH   DFND 1 0 0 17,502
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 12,713 115,975 SH   DFND 3 8,964 0 69,176
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 116,713 1,064,709 SH   SOLE   1,057,206 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 680 4,250 SH   DFND 3 4,250 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 125,142 781,944 SH   SOLE   781,944 0 0
UNUM GROUP COMMSTCK 91529Y106 32,474 739,217 SH   SOLE   739,217 0 0
US BANCORP COMMSTCK 902973304 2,920 56,851 SH   DFND 3 56,851 0 0
US BANCORP COMMSTCK 902973304 348,976 6,793,382 SH   SOLE   6,793,382 0 0
VANECK VECTORS VIETNAM ETF ETIF 92189F817 2,852 218,695 SH   SOLE   218,695 0 0
VANTIV INC COMMSTCK 92210H105 11,589 194,375 SH   SOLE   194,375 0 0
VCA INC COMMSTCK 918194101 4,911 71,538 SH   SOLE   71,538 0 0
VENTAS INC COMMSTCK 92276F100 7,859 125,700 SH   DFND 2 125,700 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 14,035 172,907 SH   SOLE   172,907 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 1,634 30,608 SH   DFND 3 30,608 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 175,468 3,287,158 SH   SOLE   3,287,158 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 697 9,458 SH   DFND 1 0 0 9,458
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 5,278 71,643 SH   DFND 3 5,497 0 42,837
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 84,356 1,145,057 SH   SOLE   1,140,418 0 0
VF CORPORATION COMMSTCK 918204108 12,654 237,190 SH   SOLE   237,190 0 0
VIAVI SOLUTIONS INC CNVRTBND 46612JAF8 3,101 3,000,000 PRN   SOLE   3,000,000 0 0
VISA INC COMMSTCK 92826C839 1,650 21,144 SH   DFND 3 6,500 0 14,644
VISA INC COMMSTCK 92826C839 195,025 2,499,677 SH   SOLE   2,499,677 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 2,004 19,200 SH   DFND 2 19,200 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 14,980 119,695 SH   SOLE   119,695 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 5,017 47,267 SH   SOLE   47,267 0 0
WAL-MART STORES INC COMMSTCK 931142103 31,057 449,316 SH   SOLE   449,316 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 1,189 14,367 SH   DFND 3 0 0 14,367
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 13,956 168,628 SH   SOLE   168,628 0 0
WALT DISNEY CO COMMSTCK 254687106 3,922 37,634 SH   DFND 1 0 0 37,634
WALT DISNEY CO COMMSTCK 254687106 27,890 267,607 SH   DFND 3 23,116 0 157,839
WALT DISNEY CO COMMSTCK 254687106 301,333 2,891,319 SH   SOLE   2,874,210 0 0
WASHINGTON REAL ESTATE INV COMMSTCK 939653101 2,161 66,100 SH   DFND 2 66,100 0 0
WASTE CONNECTIONS INC COMMSTCK 74339G101 7,302 92,910 SH   SOLE   92,910 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 468 6,600 SH   DFND 3 6,600 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 77,662 1,095,215 SH   SOLE   1,095,215 0 0
WATERS CORPORATION COMMSTCK 941848103 1,168 8,690 SH   SOLE   8,690 0 0
WEBMD HEALTH CORP CNVRTBND 94770VAK8 13,622 12,075,000 PRN   SOLE   12,075,000 0 0
WEBMD HEALTH CORP CNVRTBND 94770VAF9 296 290,000 PRN   DFND 4 0 0 290,000
WEBMD HEALTH CORP CNVRTBND 94770VAF9 843 825,000 PRN   DFND 3 825,000 0 0
WEBMD HEALTH CORP CNVRTBND 94770VAF9 12,862 12,594,000 PRN   SOLE   12,594,000 0 0
WEC ENERGY GROUP INC COMMSTCK 92939U106 182 3,097 SH   DFND 3 3,097 0 0
WEC ENERGY GROUP INC COMMSTCK 92939U106 29,867 509,248 SH   SOLE   509,248 0 0
WEIBO CORP DEPRECPT 948596101 1,023 25,200 SH   SOLE   25,200 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 16,415 119,745 SH   SOLE   119,745 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 5,664 102,777 SH   SOLE   102,777 0 0
WELLS FARGO & COMPANY PFDDOM 949746804 276 232 SH   DFND 4 0 0 232
WELLS FARGO & COMPANY PFDDOM 949746804 10,628 8,931 SH   DFND 3 8,671 0 35
WELLS FARGO & COMPANY PFDDOM 949746804 129,245 108,609 SH   SOLE   108,374 0 0
WELLTOWER INC COMMSTCK 95040Q104 8,848 132,200 SH   DFND 2 132,200 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 26,978 397,026 SH   SOLE   397,026 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 39,901 219,515 SH   SOLE   219,515 0 0
WHITING PETROLEUM CORP CNVRTBND 966387AL6 228 260,000 PRN   DFND 4 0 0 260,000
WHITING PETROLEUM CORP CNVRTBND 966387AL6 579 660,000 PRN   DFND 3 660,000 0 0
WHITING PETROLEUM CORP CNVRTBND 966387AL6 12,390 14,120,000 PRN   SOLE   14,120,000 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 27,138 882,260 SH   SOLE   882,260 0 0
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 792 6,477 SH   DFND 3 0 0 6,477
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 15,222 124,486 SH   SOLE   124,486 0 0
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 15 1,994 SH   DFND 4 0 0 1,994
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 157 21,426 SH   SOLE   21,426 0 0
WRIGHT MEDICAL GROUP INC CNVRTBND 98235TAE7 490 470,000 PRN   DFND 4 0 0 470,000
WRIGHT MEDICAL GROUP INC CNVRTBND 98235TAE7 828 795,000 PRN   DFND 3 795,000 0 0
WRIGHT MEDICAL GROUP INC CNVRTBND 98235TAE7 27,026 25,940,000 PRN   SOLE   25,940,000 0 0
XILINX INC COMMSTCK 983919101 28,873 478,269 SH   SOLE   478,269 0 0
XL GROUP LTD COMMSTCK G98294104 49,591 1,330,940 SH   SOLE   1,330,940 0 0
XYLEM INC (INDIANA) COMMSTCK 98419M100 8,956 180,857 SH   SOLE   180,857 0 0
YANDEX NV COMMSTCK N97284108 1,036 51,466 SH   SOLE   51,466 0 0
ZENDESK INC COMMSTCK 98936J101 5,932 279,809 SH   SOLE   279,809 0 0
ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 7,787 75,459 SH   SOLE   75,459 0 0
ZOETIS INC COMMSTCK 98978V103 1,267 23,665 SH   DFND 3 23,665 0 0
ZOETIS INC COMMSTCK 98978V103 83,505 1,559,973 SH   SOLE   1,559,973 0 0