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
A O SMITH CORP COMMSTCK 831865209 9,539 186,453 SH   SOLE   186,453 0 0
ACADIA HEALTHCARE CO INC COMMSTCK 00404A109 7,193 164,984 SH   SOLE   164,984 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 2,471 82,200 SH   DFND 2 82,200 0 0
ACCENTURE PLC COMMSTCK G1151C101 724 6,041 SH   DFND 3 6,041 0 0
ACCENTURE PLC COMMSTCK G1151C101 24,221 202,046 SH   SOLE   202,046 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 12,429 60,925 SH   SOLE   60,925 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 6,059 46,563 SH   DFND 1 0 0 46,563
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 22,122 170,002 SH   DFND 3 16,268 0 89,611
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 173,593 1,334,000 SH   SOLE   1,334,000 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 482 3,254 SH   DFND 3 3,254 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 46,324 312,449 SH   SOLE   312,449 0 0
ADVANCEPIERRE FOODS HOLDIN COMMSTCK 00782L107 3,104 99,577 SH   SOLE   99,577 0 0
AETNA INC COMMSTCK 00817Y108 343 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 11,155 87,456 SH   SOLE   87,456 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 1,708 10,418 SH   DFND 3 0 0 10,418
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 27,024 164,842 SH   SOLE   164,842 0 0
AGILENT TECHNOLOGIES INC COMMSTCK 00846U101 2,661 50,326 SH   SOLE   50,326 0 0
AGRIUM INC COMMSTCK 008916108 33,222 347,695 SH   SOLE   347,695 0 0
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 109 110,000 PRN   DFND 4 0 0 110,000
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 9,914 10,020,000 PRN   SOLE   10,020,000 0 0
ALASKA AIR GROUP, INC. COMMSTCK 011659109 10,862 117,784 SH   SOLE   117,784 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 14,145 307,164 SH   SOLE   307,164 0 0
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 136 125,000 PRN   DFND 4 0 0 125,000
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 5,305 4,875,000 PRN   SOLE   4,875,000 0 0
ALBEMARLE CORP COMMSTCK 012653101 6,737 63,771 SH   SOLE   63,771 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 16,305 783,889 SH   SOLE   783,889 0 0
ALERE INC 3 PFDDOM 01449J204 266 811 SH   DFND 4 0 0 811
ALERE INC 3 PFDDOM 01449J204 12,357 37,673 SH   SOLE   37,673 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 1,447 32,500 SH   DFND 2 32,500 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 24,564 222,256 SH   SOLE   222,256 0 0
ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 6,332 52,228 SH   SOLE   52,228 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 12,304 114,102 SH   SOLE   114,102 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 27,465 239,434 SH   SOLE   239,434 0 0
ALLERGAN PLC COMMSTCK G0177J108 9,852 41,235 SH   DFND 1 0 0 41,235
ALLERGAN PLC COMMSTCK G0177J108 32,630 136,572 SH   DFND 3 13,076 0 72,206
ALLERGAN PLC COMMSTCK G0177J108 258,208 1,080,729 SH   SOLE   1,080,729 0 0
ALLERGAN PLC 5.5 PFDFORN G0177J116 191 225 SH   DFND 4 0 0 225
ALLERGAN PLC 5.5 PFDFORN G0177J116 7,691 9,050 SH   SOLE   9,050 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 37,018 934,560 SH   SOLE   934,560 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 6,666 81,805 SH   SOLE   81,805 0 0
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 4,472 87,256 SH   SOLE   87,256 0 0
ALPHABET INC COMMSTCK 02079K107 15,437 18,609 SH   DFND 1 0 0 18,609
ALPHABET INC COMMSTCK 02079K107 61,786 74,481 SH   DFND 3 8,181 0 39,020
ALPHABET INC COMMSTCK 02079K107 594,188 716,269 SH   SOLE   716,269 0 0
ALPHABET INC COMMSTCK 02079K305 7,699 9,081 SH   DFND 3 6,206 0 2,875
ALPHABET INC COMMSTCK 02079K305 513,840 606,086 SH   SOLE   606,086 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 1,667 23,343 SH   DFND 3 23,343 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 15,274 213,864 SH   SOLE   213,864 0 0
AMAZON.COM INC COMMSTCK 023135106 17,265 19,475 SH   DFND 1 0 0 19,475
AMAZON.COM INC COMMSTCK 023135106 53,105 59,901 SH   DFND 3 5,843 0 31,354
AMAZON.COM INC COMMSTCK 023135106 606,373 683,977 SH   SOLE   683,977 0 0
AMDOCS LTD COMMSTCK G02602103 20,163 330,593 SH   SOLE   330,593 0 0
AMEREN CORPORATION COMMSTCK 023608102 31,931 584,923 SH   SOLE   584,923 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 15,254 360,623 SH   SOLE   360,623 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3,699 88,400 SH   DFND 2 88,400 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,827 59,400 SH   DFND 2 59,400 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1,242 18,500 SH   DFND 3 18,500 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 315,568 4,700,853 SH   SOLE   4,700,853 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 30,911 390,740 SH   SOLE   390,740 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 3,077 134,000 SH   DFND 2 134,000 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 7,611 331,488 SH   SOLE   331,488 0 0
AMGEN INC COMMSTCK 031162100 14,976 91,276 SH   SOLE   91,276 0 0
AMPHENOL CORPORATION COMMSTCK 032095101 5,021 70,552 SH   DFND 1 0 0 70,552
AMPHENOL CORPORATION COMMSTCK 032095101 17,041 239,437 SH   DFND 3 22,911 0 126,219
AMPHENOL CORPORATION COMMSTCK 032095101 139,109 1,954,605 SH   SOLE   1,954,605 0 0
AMPLIFY SNACK BRANDS INC COMMSTCK 03211L102 3,019 359,419 SH   SOLE   359,419 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 45,283 730,368 SH   SOLE   730,368 0 0
ANALOG DEVICES INC COMMSTCK 032654105 893 10,900 SH   DFND 3 10,900 0 0
ANALOG DEVICES INC COMMSTCK 032654105 149,905 1,829,222 SH   SOLE   1,829,222 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,791 4,360,000 PRN   SOLE   4,360,000 0 0
APPLE INC COMMSTCK 037833100 23,148 161,127 SH   DFND 1 0 0 161,127
APPLE INC COMMSTCK 037833100 75,232 523,682 SH   DFND 3 75,219 0 276,400
APPLE INC COMMSTCK 037833100 1,245,351 8,668,738 SH   SOLE   8,668,738 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 789 45,410 SH   DFND 3 45,410 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 5,444 313,223 SH   SOLE   313,223 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 118 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,682 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 589 18,920 SH   DFND 3 18,920 0 0
ASTRAZENECA PLC DEPRECPT 046353108 36,337 1,166,883 SH   SOLE   1,166,883 0 0
AT&T INC COMMSTCK 00206R102 3,192 76,835 SH   DFND 3 33,000 0 43,835
AT&T INC COMMSTCK 00206R102 269,923 6,496,347 SH   SOLE   6,496,347 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 8,868 48,300 SH   DFND 2 48,300 0 0
B/E AEROSPACE INC COMMSTCK 073302101 7,502 117,024 SH   SOLE   117,024 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 49,102 2,081,467 SH   SOLE   2,081,467 0 0
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 562 470 SH   DFND 4 0 0 470
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 4,412 3,692 SH   DFND 3 3,377 0 0
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 67,578 56,548 SH   SOLE   56,359 0 0
BANK OF NEW YORK MELLON CO COMMSTCK 064058100 63,724 1,349,217 SH   SOLE   1,349,217 0 0
BAOZUN INC DEPRECPT 06684L103 2,450 163,991 SH   SOLE   163,991 0 0
BASIC ENERGY SERVICES INC COMMSTCK 06985P209 7,310 219,129 SH   SOLE   219,129 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 51,847 282,637 SH   SOLE   282,637 0 0
BHP BILLITON LTD DEPRECPT 088606108 663 18,242 SH   DFND 3 18,242 0 0
BHP BILLITON LTD DEPRECPT 088606108 15,471 425,953 SH   SOLE   425,953 0 0
BIOGEN INC COMMSTCK 09062X103 14,859 54,344 SH   SOLE   54,344 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2,135 1,890,000 PRN   SOLE   1,890,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 136 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 4,587 3,885,000 PRN   SOLE   3,885,000 0 0
BIOSCRIP INC COMMSTCK 09069N108 26 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 451 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 10,584 138,040 SH   SOLE   138,040 0 0
BLACKROCK FLOATING RATE IN COMMSTCK 09255X100 2,029 140,000 SH   SOLE   140,000 0 0
BLACKROCK INC COMMSTCK 09247X101 3,127 8,153 SH   DFND 3 4,492 0 3,661
BLACKROCK INC COMMSTCK 09247X101 226,498 590,593 SH   SOLE   590,593 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 673 69,695 SH   SOLE   69,695 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 680 47,298 SH   SOLE   47,298 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 4,771 160,630 SH   SOLE   160,630 0 0
BLUE BUFFALO PET PRODUCTS COMMSTCK 09531U102 7,094 308,429 SH   SOLE   308,429 0 0
BOISE CASCADE CO COMMSTCK 09739D100 7,533 282,152 SH   SOLE   282,152 0 0
BORGWARNER INC COMMSTCK 099724106 900 21,546 SH   DFND 3 21,546 0 0
BORGWARNER INC COMMSTCK 099724106 136,517 3,266,743 SH   SOLE   3,266,743 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 9,044 68,300 SH   DFND 2 68,300 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 48,215 1,938,677 SH   SOLE   1,938,677 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 5,892 108,348 SH   SOLE   108,348 0 0
BROADCOM LTD COMMSTCK Y09827109 7,226 33,000 SH   DFND 1 0 0 33,000
BROADCOM LTD COMMSTCK Y09827109 23,797 108,681 SH   DFND 3 10,400 0 57,288
BROADCOM LTD COMMSTCK Y09827109 233,911 1,068,282 SH   SOLE   1,068,282 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 7,399 96,581 SH   SOLE   96,581 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 3,947 165,060 SH   DFND 1 0 0 165,060
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 13,392 560,110 SH   DFND 3 54,330 0 295,112
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 206,184 8,623,340 SH   SOLE   8,623,340 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 243 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 1,028 995,000 PRN   DFND 3 995,000 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 8,999 8,710,000 PRN   SOLE   8,710,000 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 2,718 44,853 SH   SOLE   44,853 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 5,013 62,300 SH   DFND 2 62,300 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 12,163 151,174 SH   SOLE   151,174 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 372 6,500 SH   DFND 3 6,500 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 77,469 1,353,408 SH   SOLE   1,353,408 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 181 2,083 SH   DFND 4 0 0 2,083
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 2,202 25,415 SH   SOLE   25,415 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 4,514 55,347 SH   SOLE   55,347 0 0
CARDTRONICS INC 1 CNVRTBND 14161HAG3 287 265,000 PRN   DFND 4 0 0 265,000
CARDTRONICS INC 1 CNVRTBND 14161HAG3 11,646 10,765,000 PRN   SOLE   10,765,000 0 0
CARTERS INC COMMSTCK 146229109 10,533 117,292 SH   SOLE   117,292 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 34,704 921,024 SH   SOLE   921,024 0 0
CBS CORP COMMSTCK 124857202 2,596 37,422 SH   DFND 3 17,039 0 20,383
CBS CORP COMMSTCK 124857202 40,707 586,900 SH   SOLE   586,900 0 0
CDW CORP COMMSTCK 12514G108 109,426 1,896,131 SH   SOLE   1,896,131 0 0
CEDAR FAIR LP COMMSTCK 150185106 949 13,999 SH   DFND 3 13,999 0 0
CEDAR FAIR LP COMMSTCK 150185106 48,997 722,563 SH   SOLE   722,563 0 0
CELANESE CORPORATION COMMSTCK 150870103 61,542 684,941 SH   SOLE   684,941 0 0
CELGENE CORPORATION COMMSTCK 151020104 12,043 96,784 SH   DFND 1 0 0 96,784
CELGENE CORPORATION COMMSTCK 151020104 45,775 367,876 SH   DFND 3 50,381 0 192,434
CELGENE CORPORATION COMMSTCK 151020104 593,093 4,766,479 SH   SOLE   4,766,479 0 0
CEMEX SAB DE CV 3.72 CNVRTBND 151290BR3 812 725,000 PRN   DFND 3 725,000 0 0
CEMEX SAB DE CV 3.72 CNVRTBND 151290BR3 16,865 15,050,000 PRN   SOLE   15,050,000 0 0
CENTENE CORPORATION COMMSTCK 15135B101 97,603 1,369,670 SH   SOLE   1,369,670 0 0
CENTURYLINK INC COMMSTCK 156700106 482 20,462 SH   DFND 3 20,462 0 0
CENTURYLINK INC COMMSTCK 156700106 6,965 295,501 SH   SOLE   295,501 0 0
CF INDUSTRIES HOLDINGS INC COMMSTCK 125269100 159 5,418 SH   DFND 3 5,418 0 0
CF INDUSTRIES HOLDINGS INC COMMSTCK 125269100 48,939 1,667,418 SH   SOLE   1,667,418 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 14,727 163,725 SH   SOLE   163,725 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 1,758 43,085 SH   DFND 3 43,085 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 107,041 2,622,904 SH   SOLE   2,622,904 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 764 38,700 SH   DFND 2 38,700 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 185 1,800 SH   DFND 3 1,800 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 28,874 281,261 SH   SOLE   281,261 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 740 30,873 SH   DFND 3 30,873 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 11,213 468,007 SH   SOLE   468,007 0 0
CHEVRON CORP COMMSTCK 166764100 1,816 16,916 SH   DFND 3 16,916 0 0
CHEVRON CORP COMMSTCK 166764100 16,291 151,724 SH   SOLE   151,724 0 0
CHICAGO BRIDGE & IRON COMP COMMSTCK 167250109 40,747 1,325,116 SH   SOLE   1,325,116 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 1,083 694,119 SH   SOLE   694,119 0 0
CHUBB LTD COMMSTCK H1467J104 974 7,150 SH   DFND 3 7,150 0 0
CHUBB LTD COMMSTCK H1467J104 187,117 1,373,339 SH   SOLE   1,373,339 0 0
CIGNA CORPORATION COMMSTCK 125509109 207 1,411 SH   DFND 4 0 0 1,411
CIGNA CORPORATION COMMSTCK 125509109 2,560 17,476 SH   SOLE   17,476 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 30,054 251,520 SH   SOLE   251,520 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 3,270 96,736 SH   DFND 3 96,736 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 275,876 8,162,012 SH   SOLE   8,162,012 0 0
CITIGROUP INC COMMSTCK 172967424 12,376 206,884 SH   SOLE   206,884 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 3,789 109,657 SH   SOLE   109,657 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 6,033 72,352 SH   SOLE   72,352 0 0
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 138 110,000 PRN   DFND 4 0 0 110,000
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 432 345,000 PRN   DFND 3 345,000 0 0
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 11,107 8,868,000 PRN   SOLE   8,868,000 0 0
CIVEO CORP COMMSTCK 17878Y108 2,982 997,344 SH   SOLE   997,344 0 0
CLAYMORE S&P GLOBAL WATER ETIF 18383Q507 1,022 32,883 SH   SOLE   32,883 0 0
CLOROX COMPANY COMMSTCK 189054109 485 3,600 SH   DFND 3 3,600 0 0
CLOROX COMPANY COMMSTCK 189054109 96,138 713,030 SH   SOLE   713,030 0 0
CME GROUP INC COMMSTCK 12572Q105 1,689 14,214 SH   DFND 3 14,214 0 0
CME GROUP INC COMMSTCK 12572Q105 3,988 33,567 SH   SOLE   33,567 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 476 10,629 SH   DFND 3 10,629 0 0
CMS ENERGY CORPORATION COMMSTCK 125896100 1,127 25,187 SH   SOLE   25,187 0 0
COBALT INTERNATIONAL ENERG COMMSTCK 19075F106 14 26,662 SH   SOLE   26,662 0 0
COCA-COLA CO COMMSTCK 191216100 1,025 24,161 SH   DFND 3 24,161 0 0
COCA-COLA CO COMMSTCK 191216100 18,622 438,791 SH   SOLE   438,791 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 4,838 81,282 SH   DFND 1 0 0 81,282
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 17,733 297,929 SH   DFND 3 29,168 0 157,874
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 182,308 3,062,969 SH   SOLE   3,062,969 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 3,432 46,886 SH   DFND 1 0 0 46,886
COLGATE-PALMOLIVE CO COMMSTCK 194162103 11,920 162,858 SH   DFND 3 15,689 0 85,913
COLGATE-PALMOLIVE CO COMMSTCK 194162103 102,722 1,403,503 SH   SOLE   1,403,503 0 0
COMCAST CORPORATION COMMSTCK 20030N101 1,075 28,596 SH   DFND 3 28,596 0 0
COMCAST CORPORATION COMMSTCK 20030N101 161,688 4,301,360 SH   SOLE   4,301,360 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 13 1,933 SH   DFND 4 0 0 1,933
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 130 19,218 SH   SOLE   19,218 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 18,936 279,088 SH   SOLE   279,088 0 0
CONAGRA BRANDS INC COMMSTCK 205887102 33,175 822,379 SH   SOLE   822,379 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 11,728 235,180 SH   SOLE   235,180 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 32,893 423,550 SH   SOLE   423,550 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 3,584 22,115 SH   SOLE   22,115 0 0
CONTINENTAL RESOURCES INC COMMSTCK 212015101 7,994 175,998 SH   SOLE   175,998 0 0
COOPER COMPANIES INC COMMSTCK 216648402 586 2,931 SH   DFND 3 2,931 0 0
COOPER COMPANIES INC COMMSTCK 216648402 103,002 515,291 SH   SOLE   515,291 0 0
COSTAR GROUP INC COMMSTCK 22160N109 22,123 106,763 SH   SOLE   106,763 0 0
CR BARD INC COMMSTCK 067383109 7,864 31,640 SH   SOLE   31,640 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 9,161 57,528 SH   SOLE   57,528 0 0
CRITEO SA DEPRECPT 226718104 7,827 156,577 SH   SOLE   156,577 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 32,720 617,945 SH   SOLE   617,945 0 0
CUBESMART COMMSTCK 229663109 4,102 158,000 SH   DFND 2 158,000 0 0
CVS HEALTH CORP COMMSTCK 126650100 10,341 131,727 SH   DFND 1 0 0 131,727
CVS HEALTH CORP COMMSTCK 126650100 39,824 507,310 SH   DFND 3 66,349 0 267,963
CVS HEALTH CORP COMMSTCK 126650100 580,433 7,394,050 SH   SOLE   7,394,050 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 15,362 251,467 SH   SOLE   251,467 0 0
DDR CORP COMMSTCK 23317H102 1,718 137,100 SH   DFND 2 137,100 0 0
DELUXE CORP COMMSTCK 248019101 7,634 105,773 SH   SOLE   105,773 0 0
DENTSPLY SIRONA INC COMMSTCK 24906P109 343 5,500 SH   DFND 3 5,500 0 0
DENTSPLY SIRONA INC COMMSTCK 24906P109 54,896 879,180 SH   SOLE   879,180 0 0
DEVON ENERGY CORPORATION COMMSTCK 25179M103 8,378 200,818 SH   SOLE   200,818 0 0
DIAMONDROCK HOSPITALITY CO COMMSTCK 252784301 1,579 141,655 SH   SOLE   141,655 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 1,500 14,100 SH   DFND 2 14,100 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 20,691 194,485 SH   SOLE   194,485 0 0
DIREXION DAILY 30 Y TR BEA ETIF 25490K539 5,805 300,000 SH   SOLE   300,000 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 3,328 48,662 SH   DFND 3 0 0 48,662
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 81,309 1,188,903 SH   SOLE   1,188,903 0 0
DISH NETWORK CORP COMMSTCK 25470M109 457 7,200 SH   DFND 3 7,200 0 0
DISH NETWORK CORP COMMSTCK 25470M109 71,727 1,129,738 SH   SOLE   1,129,738 0 0
DOLLAR TREE INC COMMSTCK 256746108 25,489 324,861 SH   SOLE   324,861 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,519 65,600 SH   DFND 2 65,600 0 0
DOVER CORP COMMSTCK 260003108 7,427 92,431 SH   SOLE   92,431 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 572 9,000 SH   DFND 3 9,000 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 108,672 1,710,296 SH   SOLE   1,710,296 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 40,607 414,698 SH   SOLE   414,698 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 22,801 867,955 SH   SOLE   867,955 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 5,033 101,500 SH   DFND 2 101,500 0 0
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 496 425,000 PRN   DFND 4 0 0 425,000
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 1,721 1,475,000 PRN   DFND 3 1,475,000 0 0
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 30,516 26,152,000 PRN   SOLE   26,152,000 0 0
E I DU PONT DE NEMOURS AND COMMSTCK 263534109 3,617 45,029 SH   SOLE   45,029 0 0
EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 1,613 81,484 SH   DFND 2 81,484 0 0
EATON VANCE FLOATING-RATE COMMSTCK 278279104 1,968 130,000 SH   SOLE   130,000 0 0
EBAY INC COMMSTCK 278642103 4,074 121,351 SH   DFND 3 59,356 0 61,995
EBAY INC COMMSTCK 278642103 186,756 5,563,195 SH   SOLE   5,563,195 0 0
ECOLAB INC COMMSTCK 278865100 5,140 41,009 SH   DFND 1 0 0 41,009
ECOLAB INC COMMSTCK 278865100 19,180 153,027 SH   DFND 3 20,440 0 77,843
ECOLAB INC COMMSTCK 278865100 185,039 1,476,293 SH   SOLE   1,476,293 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 25,806 324,156 SH   SOLE   324,156 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 2,210 23,495 SH   DFND 1 0 0 23,495
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 6,610 70,270 SH   DFND 3 6,776 0 36,995
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 52,058 553,392 SH   SOLE   553,392 0 0
ELECTRONIC ARTS INC COMMSTCK 285512109 17,154 191,618 SH   SOLE   191,618 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 589 7,000 SH   DFND 3 7,000 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 109,260 1,299,010 SH   SOLE   1,299,010 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,968 143,800 SH   DFND 2 143,800 0 0
ENBRIDGE INC COMMSTCK 29250N105 809 19,325 SH   DFND 3 19,325 0 0
ENBRIDGE INC COMMSTCK 29250N105 1,904 45,500 SH   SOLE   45,500 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 319 28,618 SH   SOLE   28,618 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 4,563 630,314 SH   SOLE   630,314 0 0
ENDOLOGIX INC. 2.25 CNVRTBND 29266SAA4 173 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25 CNVRTBND 29266SAA4 6,840 7,125,000 PRN   SOLE   7,125,000 0 0
ENDOLOGIX INC. 3.25 CNVRTBND 29266SAB2 203 205,000 PRN   DFND 4 0 0 205,000
ENDOLOGIX INC. 3.25 CNVRTBND 29266SAB2 6,714 6,795,000 PRN   SOLE   6,795,000 0 0
ENSCO PLC COMMSTCK G3157S106 27,165 3,035,197 SH   SOLE   3,035,197 0 0
ENVESTNET INC COMMSTCK 29404K106 2,807 86,895 SH   SOLE   86,895 0 0
EOG RESOURCES INC COMMSTCK 26875P101 1,141 11,700 SH   DFND 3 11,700 0 0
EOG RESOURCES INC COMMSTCK 26875P101 210,515 2,158,026 SH   SOLE   2,158,026 0 0
EQT CORP COMMSTCK 26884L109 4,679 76,583 SH   SOLE   76,583 0 0
EQUIFAX INC. COMMSTCK 294429105 10,707 78,302 SH   SOLE   78,302 0 0
EQUINIX INC COMMSTCK 29444U700 511 1,277 SH   DFND 3 1,277 0 0
EQUINIX INC COMMSTCK 29444U700 15,026 37,531 SH   SOLE   37,531 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 2,158 28,000 SH   DFND 2 28,000 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 8,866 142,500 SH   DFND 2 142,500 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 49,019 833,948 SH   SOLE   833,948 0 0
EXACT SCIENCES CORPORATION COMMSTCK 30063P105 1,478 62,559 SH   SOLE   62,559 0 0
EXELON CORPORATION COMMSTCK 30161N101 20,145 559,906 SH   SOLE   559,906 0 0
EXPEDIA INC COMMSTCK 30212P303 12,222 96,868 SH   SOLE   96,868 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 24,400 431,933 SH   SOLE   431,933 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,767 173,600 SH   DFND 2 173,600 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 182,052 2,219,877 SH   SOLE   2,219,877 0 0
FACEBOOK INC COMMSTCK 30303M102 696 4,900 SH   DFND 3 4,900 0 0
FACEBOOK INC COMMSTCK 30303M102 109,748 772,600 SH   SOLE   772,600 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 4,032 30,200 SH   DFND 2 30,200 0 0
FEDEX CORP COMMSTCK 31428X106 917 4,700 SH   DFND 3 4,700 0 0
FEDEX CORP COMMSTCK 31428X106 168,989 865,946 SH   SOLE   865,946 0 0
FIDELITY NATIONAL FINANCIA COMMSTCK 31620R303 6,361 163,356 SH   SOLE   163,356 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 21,023 264,043 SH   SOLE   264,043 0 0
FIFTH THIRD BANCORP COMMSTCK 316773100 5,373 211,540 SH   SOLE   211,540 0 0
FINISAR CORPORATION COMMSTCK 31787A507 24,526 897,066 SH   SOLE   897,066 0 0
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 73 65,000 PRN   DFND 3 65,000 0 0
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 242 215,000 PRN   DFND 4 0 0 215,000
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 13,866 12,339,000 PRN   SOLE   12,339,000 0 0
FIREEYE INC 1 CNVRTBND 31816QAB7 47 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC 1 CNVRTBND 31816QAB7 1,699 1,810,000 PRN   SOLE   1,810,000 0 0
FIREEYE INC 1.625 CNVRTBND 31816QAD3 45 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC 1.625 CNVRTBND 31816QAD3 1,621 1,810,000 PRN   SOLE   1,810,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 29,337 1,585,787 SH   SOLE   1,585,787 0 0
FIRST SOLAR INC COMMSTCK 336433107 29,842 1,101,184 SH   SOLE   1,101,184 0 0
FIRST TRUST SENIOR FLOATIN COMMSTCK 33733U108 2,075 150,000 SH   SOLE   150,000 0 0
FITBIT INC COMMSTCK 33812L102 212 35,828 SH   DFND 3 0 0 35,828
FITBIT INC COMMSTCK 33812L102 3,627 612,714 SH   SOLE   612,714 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 7,502 586,547 SH   SOLE   586,547 0 0
FLUOR CORPORATION COMMSTCK 343412102 40,388 767,548 SH   SOLE   767,548 0 0
FMC CORPORATION COMMSTCK 302491303 10,678 153,441 SH   SOLE   153,441 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 587 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 21,327 1,832,189 SH   SOLE   1,832,189 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 687 31,523 SH   DFND 4 0 0 31,523
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 3,343 153,500 SH   DFND 2 153,500 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 10,938 502,217 SH   SOLE   502,217 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 10,490 172,392 SH   SOLE   172,392 0 0
FORUM ENERGY TECHNOLOGIES COMMSTCK 34984V100 5,360 258,928 SH   SOLE   258,928 0 0
FOUNDATION MEDICINE INC COMMSTCK 350465100 10,502 325,642 SH   SOLE   325,642 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 5,205 492,466 SH   SOLE   492,466 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 27,094 2,027,957 SH   SOLE   2,027,957 0 0
GARTNER INC COMMSTCK 366651107 7,730 71,579 SH   SOLE   71,579 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 500 644,000 PRN   DFND 4 0 0 644,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 2,511 3,237,000 PRN   DFND 3 3,237,000 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 32,198 41,512,000 PRN   SOLE   41,512,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 37,936 1,273,011 SH   SOLE   1,273,011 0 0
GENERAL MILLS INC COMMSTCK 370334104 20,117 340,900 SH   SOLE   340,900 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 4,142 117,140 SH   SOLE   117,140 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 4,025 59,261 SH   DFND 1 0 0 59,261
GILEAD SCIENCES INC COMMSTCK 375558103 14,086 207,390 SH   DFND 3 33,444 0 101,246
GILEAD SCIENCES INC COMMSTCK 375558103 110,806 1,631,412 SH   SOLE   1,631,412 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 22,831 541,525 SH   SOLE   541,525 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 953 4,150 SH   DFND 3 4,150 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 193,402 841,903 SH   SOLE   841,903 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 396 19,928 SH   DFND 3 19,928 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 938 47,180 SH   SOLE   47,180 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 52,156 1,448,785 SH   SOLE   1,448,785 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 45,809 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST COMMSTCK 385002308 4,105 156,100 SH   DFND 2 156,100 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 2,358 137,173 SH   SOLE   137,173 0 0
HAIN CELESTIAL GROUP INC COMMSTCK 405217100 8,590 230,923 SH   SOLE   230,923 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 3,690 74,975 SH   SOLE   74,975 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 36,148 401,372 SH   SOLE   401,372 0 0
HARRIS CORPORATION COMMSTCK 413875105 47,013 422,512 SH   SOLE   422,512 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 353 7,350 SH   DFND 3 7,350 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 119,991 2,496,175 SH   SOLE   2,496,175 0 0
HDFC BANK LTD DEPRECPT 40415F101 5,197 69,095 SH   SOLE   69,095 0 0
HEALTHCARE REALTY TRUST IN COMMSTCK 421946104 21,022 646,843 SH   SOLE   646,843 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 5,378 49,231 SH   DFND 1 0 0 49,231
HERSHEY COMPANY THE COMMSTCK 427866108 19,843 181,631 SH   DFND 3 41,394 0 81,749
HERSHEY COMPANY THE COMMSTCK 427866108 408,049 3,735,001 SH   SOLE   3,735,001 0 0
HEWLETT PACKARD ENTERPRISE COMMSTCK 42824C109 11,322 477,703 SH   SOLE   477,703 0 0
HILTON GRAND VACATIONS INC COMMSTCK 43283X105 7,861 274,288 SH   SOLE   274,288 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A203 11,271 192,795 SH   SOLE   192,795 0 0
HOLLYFRONTIER CORP COMMSTCK 436106108 405 14,274 SH   DFND 3 0 0 14,274
HOLLYFRONTIER CORP COMMSTCK 436106108 8,021 283,010 SH   SOLE   283,010 0 0
HOLOGIC INC COMMSTCK 436440101 7,323 172,100 SH   SOLE   172,100 0 0
HOLOGIC INC CNVRTBND 436440AG6 4,641 3,750,000 PRN   SOLE   3,750,000 0 0
HOME DEPOT INC COMMSTCK 437076102 13,846 94,299 SH   DFND 1 0 0 94,299
HOME DEPOT INC COMMSTCK 437076102 51,530 350,949 SH   DFND 3 56,085 0 172,532
HOME DEPOT INC COMMSTCK 437076102 653,149 4,448,337 SH   SOLE   4,448,337 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,648 13,200 SH   DFND 3 13,200 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 133,741 1,071,044 SH   SOLE   1,071,044 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 5,589 299,500 SH   DFND 2 299,500 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 24,358 1,305,366 SH   SOLE   1,305,366 0 0
HP INC COMMSTCK 40434L105 517 28,917 SH   DFND 3 28,917 0 0
HP INC COMMSTCK 40434L105 16,904 945,423 SH   SOLE   945,423 0 0
HUBSPOT INC COMMSTCK 443573100 10,752 177,572 SH   SOLE   177,572 0 0
HUMANA INC COMMSTCK 444859102 926 4,492 SH   DFND 3 0 0 4,492
HUMANA INC COMMSTCK 444859102 96,391 467,602 SH   SOLE   467,602 0 0
HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 637 3,179 SH   SOLE   3,179 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 151,548 1,144,019 SH   SOLE   1,144,019 0 0
IMPAX LABORATORIES INC 2 CORPBOND 45256BAE1 295 365,000 SH   DFND 4 0 0 365,000
IMPAX LABORATORIES INC 2 CORPBOND 45256BAE1 12,789 15,850,000 SH   SOLE   15,850,000 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 2,191 47,787 SH   SOLE   47,787 0 0
INCYTE CORPORATION COMMSTCK 45337C102 361 2,700 SH   DFND 3 2,700 0 0
INCYTE CORPORATION COMMSTCK 45337C102 74,636 558,363 SH   SOLE   558,363 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,584 19,479 SH   DFND 3 19,479 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 80,007 983,855 SH   SOLE   983,855 0 0
INGREDION INC COMMSTCK 457187102 26,288 218,287 SH   SOLE   218,287 0 0
INNOVIVA INC 2.125 CNVRTBND 88338TAB0 453 480,000 PRN   DFND 4 0 0 480,000
INNOVIVA INC 2.125 CNVRTBND 88338TAB0 12,288 13,020,000 PRN   SOLE   13,020,000 0 0
INSULET CORP COMMSTCK 45784P101 1,408 32,665 SH   SOLE   32,665 0 0
INTEL CORPORATION COMMSTCK 458140100 714 19,800 SH   DFND 3 19,800 0 0
INTEL CORPORATION COMMSTCK 458140100 145,040 4,021,080 SH   SOLE   4,021,080 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 9,675 161,600 SH   DFND 1 0 0 161,600
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 33,201 554,558 SH   DFND 3 52,619 0 295,023
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 360,978 6,029,371 SH   SOLE   6,029,371 0 0
INTERCONTINENTAL HOTELS GR DEPRECPT 45857P608 2,922 59,720 SH   SOLE   59,720 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 11,012 63,235 SH   SOLE   63,235 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 3,754 28,322 SH   DFND 1 0 0 28,322
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 13,556 102,289 SH   DFND 3 9,778 0 54,548
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 108,935 821,967 SH   SOLE   821,967 0 0
INTERNATIONAL GAME TECHNOL COMMSTCK G4863A108 5,093 214,902 SH   SOLE   214,902 0 0
INTERPUBLIC GROUP OF COMPA COMMSTCK 460690100 49,990 2,034,608 SH   SOLE   2,034,608 0 0
INTUIT INC. COMMSTCK 461202103 14,598 125,855 SH   SOLE   125,855 0 0
INVESCO LTD COMMSTCK G491BT108 68,562 2,238,388 SH   SOLE   2,238,388 0 0
INVESCO VAN KAMPEN SENIOR COMMSTCK 46131H107 695 150,000 SH   SOLE   150,000 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 30,140 249,710 SH   SOLE   249,710 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 917 25,704 SH   DFND 3 25,704 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 2,182 61,177 SH   SOLE   61,177 0 0
ISHARES IBOXX HIGH YIELD C ETIF 464288513 5,530 63,000 SH   SOLE   63,000 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 10,683 397,444 SH   SOLE   397,444 0 0
ISHARES MSCI CHINA INDEX F ETIF 46429B671 7,002 140,237 SH   SOLE   140,237 0 0
ISHARES MSCI EM UCITS ETF ETIF 46434G103 3,065 64,138 SH   SOLE   64,138 0 0
ISHARES MSCI INDIA INDEX F ETIF 46429B598 6,710 213,114 SH   SOLE   213,114 0 0
ITT INC COMMSTCK 45073V108 10,006 243,934 SH   SOLE   243,934 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 8,372 82,302 SH   SOLE   82,302 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 426 400,000 PRN   DFND 4 0 0 400,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 751 705,000 PRN   DFND 3 705,000 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 20,236 18,990,000 PRN   SOLE   18,990,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 841 5,796 SH   DFND 3 0 0 5,796
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 102,038 703,080 SH   SOLE   703,080 0 0
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 377 4,106 SH   DFND 3 4,106 0 0
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 71,676 781,300 SH   SOLE   781,300 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 23,913 182,430 SH   SOLE   182,430 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 6,904 94,336 SH   SOLE   94,336 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 7,230 134,381 SH   SOLE   134,381 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 7,280 58,450 SH   DFND 1 0 0 58,450
JOHNSON & JOHNSON COMMSTCK 478160104 24,051 193,103 SH   DFND 3 18,626 0 102,277
JOHNSON & JOHNSON COMMSTCK 478160104 243,975 1,958,854 SH   SOLE   1,958,854 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 7,447 66,815 SH   SOLE   66,815 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 164 1,872 SH   DFND 4 0 0 1,872
JPMORGAN CHASE & CO COMMSTCK 46625H100 6,953 79,152 SH   DFND 3 46,722 0 32,430
JPMORGAN CHASE & CO COMMSTCK 46625H100 643,155 7,321,895 SH   SOLE   7,321,895 0 0
KAISER ALUMINUM CORPORATIO COMMSTCK 483007704 19,108 239,154 SH   SOLE   239,154 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 1,068 12,450 SH   DFND 3 12,450 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 181,917 2,121,235 SH   SOLE   2,121,235 0 0
KAPSTONE PAPER AND PACKAGI COMMSTCK 48562P103 41,859 1,812,086 SH   SOLE   1,812,086 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,041 23,840 SH   DFND 3 23,840 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 2,414 55,288 SH   SOLE   55,288 0 0
KATE SPADE LLC COMMSTCK 485865109 9,007 387,725 SH   SOLE   387,725 0 0
KB HOME 1.375 CNVRTBND 48666KAS8 318 310,000 PRN   DFND 4 0 0 310,000
KB HOME 1.375 CNVRTBND 48666KAS8 11,335 11,065,000 PRN   SOLE   11,065,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 30,372 418,294 SH   SOLE   418,294 0 0
KENNAMETAL INC COMMSTCK 489170100 7,158 182,455 SH   SOLE   182,455 0 0
KEYCORP COMMSTCK 493267108 56,678 3,187,717 SH   SOLE   3,187,717 0 0
KEYW HOLDING CORP 2.5 CNVRTBND 493723AA8 139 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5 CNVRTBND 493723AA8 4,658 4,855,000 PRN   SOLE   4,855,000 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 5,499 41,774 SH   DFND 1 0 0 41,774
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 17,162 130,384 SH   DFND 3 12,592 0 68,778
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 132,883 1,009,521 SH   SOLE   1,009,521 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 8,627 390,538 SH   SOLE   390,538 0 0
KKR & CO LP COMMSTCK 48248M102 3,983 218,503 SH   SOLE   218,503 0 0
KLA-TENCOR CORPORATION COMMSTCK 482480100 25,540 268,640 SH   SOLE   268,640 0 0
KROGER CO COMMSTCK 501044101 141 4,787 SH   DFND 3 4,787 0 0
KROGER CO COMMSTCK 501044101 34,427 1,167,427 SH   SOLE   1,167,427 0 0
L3 TECHNOLOGIES INC COMMSTCK 502413107 15,408 93,219 SH   SOLE   93,219 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 1,135 8,846 SH   DFND 3 8,846 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 154,245 1,201,659 SH   SOLE   1,201,659 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 753 10,069 SH   DFND 3 10,069 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 9,530 127,514 SH   SOLE   127,514 0 0
LAMB WESTON HOLDINGS INC COMMSTCK 513272104 11,362 270,139 SH   SOLE   270,139 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 10,254 179,679 SH   SOLE   179,679 0 0
LASALLE HOTEL PROPERTIES COMMSTCK 517942108 1,562 53,955 SH   SOLE   53,955 0 0
LEAR CORPORATION COMMSTCK 521865204 5,943 41,977 SH   SOLE   41,977 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 11,956 233,796 SH   SOLE   233,796 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 6,564 39,232 SH   SOLE   39,232 0 0
LIBERTY BROADBAND CORP COMMSTCK 530307107 7,888 92,704 SH   SOLE   92,704 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 70,381 1,075,346 SH   SOLE   1,075,346 0 0
LIVE NATION ENTERTAINMENT COMMSTCK 538034109 12,715 418,686 SH   SOLE   418,686 0 0
LKQ CORP COMMSTCK 501889208 10,562 360,846 SH   SOLE   360,846 0 0
LOWES COMPANIES INC COMMSTCK 548661107 19,867 241,665 SH   SOLE   241,665 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 278 3,044 SH   DFND 4 0 0 3,044
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 6,522 71,524 SH   SOLE   71,524 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 2,486 38,600 SH   DFND 2 38,600 0 0
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 113 115,000 PRN   DFND 4 0 0 115,000
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 4,787 4,885,000 PRN   SOLE   4,885,000 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 116 2,296 SH   DFND 4 0 0 2,296
MARATHON PETROLEUM CORP COMMSTCK 56585A102 29,097 575,721 SH   SOLE   575,721 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 7,840 83,245 SH   SOLE   83,245 0 0
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 5,021 67,956 SH   DFND 1 0 0 67,956
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 18,100 244,961 SH   DFND 3 23,446 0 129,097
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 198,930 2,692,249 SH   SOLE   2,692,249 0 0
MASCO CORPORATION COMMSTCK 574599106 4,422 130,088 SH   DFND 1 0 0 130,088
MASCO CORPORATION COMMSTCK 574599106 16,174 475,854 SH   DFND 3 62,594 0 242,062
MASCO CORPORATION COMMSTCK 574599106 206,439 6,073,508 SH   SOLE   6,073,508 0 0
MASTERCARD INC COMMSTCK 57636Q104 14,939 132,827 SH   DFND 1 0 0 132,827
MASTERCARD INC COMMSTCK 57636Q104 49,311 438,438 SH   DFND 3 41,779 0 232,323
MASTERCARD INC COMMSTCK 57636Q104 400,086 3,557,273 SH   SOLE   3,557,273 0 0
MATERION CORP COMMSTCK 576690101 10,842 323,161 SH   SOLE   323,161 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 458 4,697 SH   DFND 3 4,697 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 83,999 861,088 SH   SOLE   861,088 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,308 10,093 SH   DFND 3 10,093 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 3,117 24,049 SH   SOLE   24,049 0 0
MEDICINES CO 2.5 CNVRTBND 584688AE5 323 205,000 PRN   DFND 4 0 0 205,000
MEDICINES CO 2.5 CNVRTBND 584688AE5 10,127 6,425,000 PRN   SOLE   6,425,000 0 0
MEDTRONIC INC COMMSTCK G5960L103 6,899 85,642 SH   DFND 1 0 0 85,642
MEDTRONIC INC COMMSTCK G5960L103 26,213 325,386 SH   DFND 3 61,401 0 154,506
MEDTRONIC INC COMMSTCK G5960L103 380,365 4,721,517 SH   SOLE   4,721,517 0 0
MERCK & CO INC COMMSTCK 58933Y105 37,939 597,088 SH   SOLE   597,088 0 0
MEREDITH CORPORATION COMMSTCK 589433101 16,105 249,296 SH   SOLE   249,296 0 0
MERITOR INC 7.875 CNVRTBND 59001KAC4 4,587 2,625,000 PRN   SOLE   2,625,000 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 18,925 690,708 SH   SOLE   690,708 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 1,223 16,576 SH   DFND 3 16,576 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 48,260 654,108 SH   SOLE   654,108 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 18,788 650,097 SH   SOLE   650,097 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 32,288 626,594 SH   SOLE   626,594 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 17,435 264,724 SH   DFND 1 0 0 264,724
MICROSOFT CORPORATION COMMSTCK 594918104 66,545 1,010,408 SH   DFND 3 171,044 0 506,124
MICROSOFT CORPORATION COMMSTCK 594918104 933,664 14,176,496 SH   SOLE   14,176,496 0 0
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 23,324 229,249 SH   SOLE   229,249 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 22,264 97,015 SH   SOLE   97,015 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 938 9,803 SH   DFND 3 9,803 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 124,644 1,302,307 SH   SOLE   1,302,307 0 0
MOMO INC DEPRECPT 60879B107 5,016 147,227 SH   SOLE   147,227 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 38,908 903,166 SH   SOLE   903,166 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 4,429 95,922 SH   SOLE   95,922 0 0
MORGAN STANLEY COMMSTCK 617446448 41,516 969,091 SH   SOLE   969,091 0 0
MSA SAFETY INC COMMSTCK 553498106 16,029 226,754 SH   SOLE   226,754 0 0
MSC INDUSTRIAL DIRECT CO I COMMSTCK 553530106 11,050 107,530 SH   SOLE   107,530 0 0
MYLAN INC COMMSTCK N59465109 119 3,059 SH   DFND 4 0 0 3,059
MYLAN INC COMMSTCK N59465109 1,246 31,955 SH   SOLE   31,955 0 0
NASDAQ INC COMMSTCK 631103108 1,479 21,290 SH   DFND 3 0 0 21,290
NASDAQ INC COMMSTCK 631103108 78,926 1,136,450 SH   SOLE   1,136,450 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 31,735 532,286 SH   SOLE   532,286 0 0
NCR CORPORATION COMMSTCK 62886E108 322 7,059 SH   DFND 4 0 0 7,059
NCR CORPORATION COMMSTCK 62886E108 3,389 74,186 SH   SOLE   74,186 0 0
NETEASE INC DEPRECPT 64110W102 8,255 29,068 SH   SOLE   29,068 0 0
NEVRO CORP COMMSTCK 64157F103 5,848 62,415 SH   SOLE   62,415 0 0
NEWELL BRANDS INC COMMSTCK 651229106 7,208 152,809 SH   SOLE   152,809 0 0
NIELSEN NV COMMSTCK G6578L108 445 10,775 SH   DFND 3 10,775 0 0
NIELSEN NV COMMSTCK G6578L108 1,037 25,102 SH   SOLE   25,102 0 0
NIKE INC COMMSTCK 654106103 3,378 60,622 SH   DFND 1 0 0 60,622
NIKE INC COMMSTCK 654106103 11,027 197,873 SH   DFND 3 18,939 0 104,284
NIKE INC COMMSTCK 654106103 161,551 2,898,811 SH   SOLE   2,898,811 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 22,765 262,937 SH   SOLE   262,937 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 5,736 24,116 SH   SOLE   24,116 0 0
NORWEGIAN CRUISE LINE LTD COMMSTCK G66721104 61,777 1,217,764 SH   SOLE   1,217,764 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 114 120,000 PRN   DFND 4 0 0 120,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 5,897 6,195,000 PRN   SOLE   6,195,000 0 0
NUCOR CORPORATION COMMSTCK 670346105 20,160 337,571 SH   SOLE   337,571 0 0
NUVASIVE INC. COMMSTCK 670704105 4,828 64,654 SH   SOLE   64,654 0 0
NUVASIVE INC. 2.25 CNVRTBND 670704AG0 245 180,000 PRN   DFND 4 0 0 180,000
NUVASIVE INC. 2.25 CNVRTBND 670704AG0 10,167 7,455,000 PRN   SOLE   7,455,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 22,504 206,592 SH   SOLE   206,592 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 507 7,999 SH   DFND 3 7,999 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 28,691 452,822 SH   SOLE   452,822 0 0
OLD REPUBLIC INTERNATIONAL COMMSTCK 680223104 28,111 1,372,601 SH   SOLE   1,372,601 0 0
OLLIE'S BARGAIN OUTLET HOL COMMSTCK 681116109 5,370 160,296 SH   SOLE   160,296 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 57,958 3,741,620 SH   SOLE   3,741,620 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 207 190,000 PRN   DFND 4 0 0 190,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 8,118 7,435,000 PRN   SOLE   7,435,000 0 0
ORACLE CORPORATION COMMSTCK 68389X105 540 12,100 SH   DFND 3 12,100 0 0
ORACLE CORPORATION COMMSTCK 68389X105 104,436 2,341,094 SH   SOLE   2,341,094 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 4,278 15,855 SH   DFND 1 0 0 15,855
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 15,683 58,119 SH   DFND 3 5,645 0 30,690
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 133,449 494,550 SH   SOLE   494,550 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 11,217 422,498 SH   SOLE   422,498 0 0
OWENS & MINOR INC COMMSTCK 690732102 19,877 574,485 SH   SOLE   574,485 0 0
OWENS CORNING COMMSTCK 690742101 34,641 564,457 SH   SOLE   564,457 0 0
PACCAR INC COMMSTCK 693718108 11,212 166,848 SH   SOLE   166,848 0 0
PACKAGING CORP OF AMERICA COMMSTCK 695156109 13,158 143,615 SH   SOLE   143,615 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 16,272 62,137 SH   SOLE   62,137 0 0
PATTERSON-UTI ENERGY INC. COMMSTCK 703481101 31,110 1,281,825 SH   SOLE   1,281,825 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 1,384 32,160 SH   DFND 3 13,559 0 18,601
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 9,859 229,165 SH   SOLE   229,165 0 0
PDC ENERGY INC (DELAWARE) CNVRTBND 69327RAD3 1,537 1,500,000 PRN   SOLE   1,500,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 1,602 54,834 SH   SOLE   54,834 0 0
PENNSYLVANIA REAL ESTATE I COMMSTCK 709102107 457 30,200 SH   DFND 2 30,200 0 0
PENUMBRA INC COMMSTCK 70975L107 7,219 86,502 SH   SOLE   86,502 0 0
PEPSICO INC COMMSTCK 713448108 9,671 86,460 SH   DFND 1 0 0 86,460
PEPSICO INC COMMSTCK 713448108 34,494 308,372 SH   DFND 3 39,485 0 156,843
PEPSICO INC COMMSTCK 713448108 449,677 4,019,996 SH   SOLE   4,019,996 0 0
PETROQUEST ENERGY INC COMMSTCK 716748306 141 51,620 SH   SOLE   51,620 0 0
PFIZER INC COMMSTCK 717081103 5,278 154,280 SH   DFND 3 107,369 0 46,911
PFIZER INC COMMSTCK 717081103 297,288 8,690,081 SH   SOLE   8,690,081 0 0
PHILLIPS 66 COMMSTCK 718546104 527 6,658 SH   DFND 3 6,658 0 0
PHILLIPS 66 COMMSTCK 718546104 28,864 364,358 SH   SOLE   364,358 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 4,815 225,200 SH   DFND 2 225,200 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 35,229 608,760 SH   SOLE   608,760 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 28,884 155,099 SH   SOLE   155,099 0 0
PLANET FITNESS INC COMMSTCK 72703H101 8,160 423,445 SH   SOLE   423,445 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,350 19,544 SH   DFND 3 19,544 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 298,034 2,478,659 SH   SOLE   2,478,659 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2,140 92,000 SH   SOLE   92,000 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 6,869 132,219 SH   SOLE   132,219 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 2,049 66,370 SH   SOLE   66,370 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 40,353 384,026 SH   SOLE   384,026 0 0
PRAXAIR INC COMMSTCK 74005P104 1,770 14,922 SH   SOLE   14,922 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 13,671 152,156 SH   SOLE   152,156 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 1,845 47,088 SH   SOLE   47,088 0 0
PROLOGIS INC COMMSTCK 74340W103 9,660 186,200 SH   DFND 2 186,200 0 0
PROSHARES S&P 500 ARISTOCR ETIF 74348A467 36,746 653,732 SH   SOLE   653,732 0 0
PROTHENA CORP PLC COMMSTCK G72800108 6,468 115,932 SH   SOLE   115,932 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 35,059 790,504 SH   SOLE   790,504 0 0
PUBLIC STORAGE COMMSTCK 74460D109 7,706 35,200 SH   DFND 2 35,200 0 0
PULTE GROUP INC COMMSTCK 745867101 436 18,519 SH   DFND 3 0 0 18,519
PULTE GROUP INC COMMSTCK 745867101 22,884 971,717 SH   SOLE   971,717 0 0
PVH CORP COMMSTCK 693656100 3,164 30,581 SH   SOLE   30,581 0 0
QUIDEL CORPORATION 3.25 CNVRTBND 74838JAA9 251 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25 CNVRTBND 74838JAA9 9,993 9,755,000 PRN   SOLE   9,755,000 0 0
RADIAN GROUP INC COMMSTCK 750236101 35,223 1,961,216 SH   SOLE   1,961,216 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 3,532 121,378 SH   SOLE   121,378 0 0
RAYTHEON COMPANY COMMSTCK 755111507 8,630 56,589 SH   DFND 1 0 0 56,589
RAYTHEON COMPANY COMMSTCK 755111507 31,293 205,201 SH   DFND 3 35,202 0 99,342
RAYTHEON COMPANY COMMSTCK 755111507 411,156 2,696,107 SH   SOLE   2,696,107 0 0
REALOGY HOLDINGS CORP COMMSTCK 75605Y106 7,203 241,792 SH   SOLE   241,792 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 591 26,172 SH   DFND 3 26,172 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 14,651 648,837 SH   SOLE   648,837 0 0
RETAIL PROPERTIES OF AMERI COMMSTCK 76131V202 3,079 213,500 SH   DFND 2 213,500 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 4,166 185,000 SH   DFND 2 185,000 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 7,182 113,957 SH   DFND 1 0 0 113,957
REYNOLDS AMERICAN INC COMMSTCK 761713106 25,347 402,202 SH   DFND 3 38,601 0 212,706
REYNOLDS AMERICAN INC COMMSTCK 761713106 209,381 3,322,456 SH   SOLE   3,322,456 0 0
RITE AID CORPORATION COMMSTCK 767754104 3,146 740,142 SH   SOLE   740,142 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,269 96,500 SH   DFND 2 96,500 0 0
ROCKWELL AUTOMATION INC COMMSTCK 773903109 4,498 28,884 SH   SOLE   28,884 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 12,905 62,497 SH   SOLE   62,497 0 0
ROSS STORES INC. COMMSTCK 778296103 5,582 84,750 SH   DFND 1 0 0 84,750
ROSS STORES INC. COMMSTCK 778296103 17,678 268,378 SH   DFND 3 25,603 0 141,603
ROSS STORES INC. COMMSTCK 778296103 162,525 2,467,356 SH   SOLE   2,467,356 0 0
RPC INC COMMSTCK 749660106 23,825 1,301,226 SH   SOLE   1,301,226 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 253 270,000 PRN   DFND 4 0 0 270,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 512 545,000 PRN   DFND 3 545,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 6,111 6,510,000 PRN   SOLE   6,510,000 0 0
RYMAN HOSPITALITY PROPERTI COMMSTCK 78377T107 1,619 26,181 SH   SOLE   26,181 0 0
S&P GLOBAL INC COMMSTCK 78409V104 7,502 57,380 SH   SOLE   57,380 0 0
SAGE THERAPEUTICS INC COMMSTCK 78667J108 4,963 69,833 SH   SOLE   69,833 0 0
SBA COMMUNICATIONS CORP COMMSTCK 78410G104 5,334 44,313 SH   SOLE   44,313 0 0
SCHLUMBERGER NV COMMSTCK 806857108 2,213 28,334 SH   DFND 1 0 0 28,334
SCHLUMBERGER NV COMMSTCK 806857108 9,014 115,414 SH   DFND 3 28,640 0 50,819
SCHLUMBERGER NV COMMSTCK 806857108 341,367 4,370,892 SH   SOLE   4,370,892 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 752 9,600 SH   DFND 3 9,600 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 147,509 1,882,215 SH   SOLE   1,882,215 0 0
SEACOR HOLDINGS INC. 3 CNVRTBND 81170YAB5 115 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3 CNVRTBND 81170YAB5 3,790 4,270,000 PRN   SOLE   4,270,000 0 0
SEALED AIR CORPORATION COMMSTCK 81211K100 1,736 39,845 SH   DFND 3 3,747 0 36,098
SEALED AIR CORPORATION COMMSTCK 81211K100 106,130 2,435,291 SH   SOLE   2,435,291 0 0
SENSATA TECHNOLOGIES HOLDI COMMSTCK N7902X106 9,626 220,423 SH   SOLE   220,423 0 0
SERVICEMASTER GLOBAL HOLDI COMMSTCK 81761R109 8,973 214,915 SH   SOLE   214,915 0 0
SERVICENOW INC COMMSTCK 81762P102 15,604 178,389 SH   SOLE   178,389 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 1,028 3,313 SH   DFND 3 3,313 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 74,742 240,956 SH   SOLE   240,956 0 0
SHIRE PLC DEPRECPT 82481R106 2,735 15,699 SH   SOLE   15,699 0 0
SHUTTERFLY INC 0.25 CNVRTBND 82568PAB2 404 405,000 PRN   DFND 3 405,000 0 0
SHUTTERFLY INC 0.25 CNVRTBND 82568PAB2 479 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25 CNVRTBND 82568PAB2 17,668 17,690,000 PRN   SOLE   17,690,000 0 0
SILICON MOTION TECHNOLOGY DEPRECPT 82706C108 4,396 94,027 SH   SOLE   94,027 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 15,483 90,000 SH   DFND 2 90,000 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 1,342 13,701 SH   DFND 3 0 0 13,701
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 14,362 146,580 SH   SOLE   146,580 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 1,408 8,347 SH   DFND 3 8,347 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 3,338 19,788 SH   SOLE   19,788 0 0
SOUTHERN COPPER CORP COMMSTCK 84265V105 15,487 431,500 SH   SOLE   431,500 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 9,681 180,083 SH   SOLE   180,083 0 0
SPIRIT AEROSYSTEMS HOLDING COMMSTCK 848574109 1,473 25,432 SH   SOLE   25,432 0 0
SPLUNK INC COMMSTCK 848637104 7,593 121,890 SH   SOLE   121,890 0 0
STAMPS.COM INC. COMMSTCK 852857200 10,256 86,659 SH   SOLE   86,659 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 5,997 45,133 SH   SOLE   45,133 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 294 5,043 SH   DFND 4 0 0 5,043
STARBUCKS CORPORATION COMMSTCK 855244109 6,307 108,014 SH   DFND 1 0 0 108,014
STARBUCKS CORPORATION COMMSTCK 855244109 22,232 380,758 SH   DFND 3 40,683 0 206,323
STARBUCKS CORPORATION COMMSTCK 855244109 353,288 6,050,490 SH   SOLE   6,050,490 0 0
STATE STREET CORP COMMSTCK 857477103 51,709 649,526 SH   SOLE   649,526 0 0
STORE CAPITAL COMMSTCK 862121100 1,376 57,639 SH   SOLE   57,639 0 0
STORE CAPITAL COMMSTCK 862121100 2,094 87,700 SH   DFND 2 87,700 0 0
STRYKER CORPORATION COMMSTCK 863667101 7,697 58,469 SH   SOLE   58,469 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 395 10,804 SH   DFND 3 10,804 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 27,347 748,198 SH   SOLE   748,198 0 0
SVB FINANCIAL GROUP COMMSTCK 78486Q101 9,562 51,384 SH   SOLE   51,384 0 0
SYMANTEC CORPORATION COMMSTCK 871503108 1,351 44,043 SH   SOLE   44,043 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 193 205,000 PRN   DFND 4 0 0 205,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 783 830,000 PRN   DFND 3 830,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 15,085 15,995,000 PRN   SOLE   15,995,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 2,226 64,897 SH   DFND 3 25,653 0 39,244
SYNCHRONY FINANCIAL COMMSTCK 87165B103 157,706 4,597,835 SH   SOLE   4,597,835 0 0
SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 41,294 466,601 SH   SOLE   466,601 0 0
T ROWE PRICE GROUP INC COMMSTCK 74144T108 444 6,508 SH   DFND 3 6,508 0 0
T ROWE PRICE GROUP INC COMMSTCK 74144T108 15,771 231,423 SH   SOLE   231,423 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 1,857 56,562 SH   DFND 3 12,218 0 44,344
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 103,484 3,151,163 SH   SOLE   3,151,163 0 0
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 1,658 50,600 SH   DFND 2 50,600 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 4,628 70,100 SH   DFND 2 70,100 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 573 32,912 SH   DFND 3 32,912 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,340 76,920 SH   SOLE   76,920 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 20,351 523,701 SH   SOLE   523,701 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 85 1,139 SH   DFND 4 0 0 1,139
TE CONNECTIVITY LTD COMMSTCK H84989104 392 5,256 SH   DFND 3 5,256 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 13,209 177,178 SH   SOLE   177,178 0 0
TESARO INC COMMSTCK 881569107 16,538 107,480 SH   SOLE   107,480 0 0
TESORO CORP COMMSTCK 881609101 17,682 218,129 SH   SOLE   218,129 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 271 1,767 SH   DFND 4 0 0 1,767
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 10,762 70,066 SH   DFND 1 0 0 70,066
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 36,781 239,458 SH   DFND 3 23,248 0 126,310
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 293,037 1,907,794 SH   SOLE   1,907,794 0 0
TIFFANY & CO. COMMSTCK 886547108 367 3,850 SH   DFND 3 3,850 0 0
TIFFANY & CO. COMMSTCK 886547108 58,621 615,116 SH   SOLE   615,116 0 0
TIME WARNER INC COMMSTCK 887317303 11,941 122,209 SH   DFND 1 0 0 122,209
TIME WARNER INC COMMSTCK 887317303 40,663 416,155 SH   DFND 3 40,331 0 219,026
TIME WARNER INC COMMSTCK 887317303 322,385 3,299,404 SH   SOLE   3,299,404 0 0
TIMKEN COMPANY COMMSTCK 887389104 9,432 208,666 SH   SOLE   208,666 0 0
TJX COMPANIES INC COMMSTCK 872540109 498 6,300 SH   DFND 3 6,300 0 0
TJX COMPANIES INC COMMSTCK 872540109 78,808 996,564 SH   SOLE   996,564 0 0
TORO COMPANY (THE) COMMSTCK 891092108 3,591 57,498 SH   SOLE   57,498 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 24,122 451,214 SH   SOLE   451,214 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 5,299 76,831 SH   SOLE   76,831 0 0
TRANSOCEAN LTD COMMSTCK H8817H100 19,157 1,538,684 SH   SOLE   1,538,684 0 0
TRAVELERS COMPANIES INC COMMSTCK 89417E109 9,575 79,433 SH   SOLE   79,433 0 0
TRI RESOURCES INC COMMSTCK 87612G101 1,160 19,361 SH   DFND 3 19,361 0 0
TRI RESOURCES INC COMMSTCK 87612G101 2,749 45,901 SH   SOLE   45,901 0 0
TRINSEO SA COMMSTCK L9340P101 6,051 90,177 SH   SOLE   90,177 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 12,625 44,263 SH   SOLE   44,263 0 0
ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 7,310 37,445 SH   SOLE   37,445 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 339 3,200 SH   DFND 3 3,200 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 53,620 506,231 SH   SOLE   506,231 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 222 3,148 SH   DFND 4 0 0 3,148
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 43,186 611,348 SH   SOLE   611,348 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 80,462 749,883 SH   SOLE   749,883 0 0
UNITED RENTALS, INC. COMMSTCK 911363109 3,461 27,675 SH   DFND 3 0 0 27,675
UNITED RENTALS, INC. COMMSTCK 911363109 51,020 407,995 SH   SOLE   407,995 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 4,592 40,927 SH   DFND 1 0 0 40,927
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 14,558 129,736 SH   DFND 3 12,702 0 68,364
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 118,174 1,053,148 SH   SOLE   1,053,148 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 1,164 7,100 SH   DFND 3 7,100 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 193,241 1,178,227 SH   SOLE   1,178,227 0 0
UNITI GROUP INC COMMSTCK 91325V108 149 5,760 SH   DFND 4 0 0 5,760
UNITI GROUP INC COMMSTCK 91325V108 1,970 76,215 SH   SOLE   76,215 0 0
UNUM GROUP COMMSTCK 91529Y106 34,585 737,569 SH   SOLE   737,569 0 0
US BANCORP COMMSTCK 902973304 1,876 36,432 SH   DFND 3 36,432 0 0
US BANCORP COMMSTCK 902973304 260,414 5,056,591 SH   SOLE   5,056,591 0 0
USG CORPORATION COMMSTCK 903293405 502 15,800 SH   DFND 3 0 0 15,800
USG CORPORATION COMMSTCK 903293405 5,291 166,368 SH   SOLE   166,368 0 0
VANTIV INC COMMSTCK 92210H105 12,410 193,543 SH   SOLE   193,543 0 0
VENTAS INC COMMSTCK 92276F100 7,447 114,500 SH   DFND 2 114,500 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 10,463 128,951 SH   SOLE   128,951 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 1,264 25,928 SH   DFND 3 25,928 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 139,993 2,871,661 SH   SOLE   2,871,661 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 2,483 22,705 SH   DFND 1 0 0 22,705
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 8,721 79,750 SH   DFND 3 7,789 0 42,305
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 154,880 1,416,367 SH   SOLE   1,416,367 0 0
VF CORPORATION COMMSTCK 918204108 18,717 340,490 SH   SOLE   340,490 0 0
VIACOM INC COMMSTCK 92553P201 15,829 339,534 SH   SOLE   339,534 0 0
VIAVI SOLUTIONS INC 0.625 CNVRTBND 46612JAF8 334 300,000 PRN   SOLE   300,000 0 0
VISA INC COMMSTCK 92826C839 1,709 19,235 SH   DFND 3 7,000 0 12,235
VISA INC COMMSTCK 92826C839 219,183 2,466,334 SH   SOLE   2,466,334 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 1,856 18,500 SH   DFND 2 18,500 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 16,498 136,938 SH   SOLE   136,938 0 0
WAL-MART STORES INC COMMSTCK 931142103 31,976 443,622 SH   SOLE   443,622 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 1,193 14,367 SH   DFND 3 0 0 14,367
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 14,333 172,580 SH   SOLE   172,580 0 0
WALT DISNEY CO COMMSTCK 254687106 9,791 86,349 SH   DFND 1 0 0 86,349
WALT DISNEY CO COMMSTCK 254687106 31,606 278,739 SH   DFND 3 29,746 0 145,129
WALT DISNEY CO COMMSTCK 254687106 312,239 2,753,673 SH   SOLE   2,753,673 0 0
WASHINGTON REAL ESTATE INV COMMSTCK 939653101 1,852 59,200 SH   DFND 2 59,200 0 0
WASTE CONNECTIONS INC COMMSTCK 74339G101 8,965 101,623 SH   SOLE   101,623 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 532 7,300 SH   DFND 3 7,300 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 83,781 1,148,943 SH   SOLE   1,148,943 0 0
WEBMD HEALTH CORP 1.5 CNVRTBND 94770VAK8 14,316 12,075,000 PRN   SOLE   12,075,000 0 0
WEBMD HEALTH CORP 2.5 CNVRTBND 94770VAF9 294 290,000 PRN   DFND 4 0 0 290,000
WEBMD HEALTH CORP 2.5 CNVRTBND 94770VAF9 837 825,000 PRN   DFND 3 825,000 0 0
WEBMD HEALTH CORP 2.5 CNVRTBND 94770VAF9 12,783 12,594,000 PRN   SOLE   12,594,000 0 0
WEC ENERGY GROUP INC COMMSTCK 92939U106 30,194 498,010 SH   SOLE   498,010 0 0
WEIBO CORP DEPRECPT 948596101 4,373 83,800 SH   SOLE   83,800 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 13,474 96,102 SH   SOLE   96,102 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 5,410 97,202 SH   SOLE   97,202 0 0
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 287 232 SH   DFND 4 0 0 232
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 11,914 9,616 SH   DFND 3 9,246 0 35
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 138,615 111,875 SH   SOLE   111,574 0 0
WELLTOWER INC COMMSTCK 95040Q104 8,251 116,500 SH   DFND 2 116,500 0 0
WESCO INTERNATIONAL INC COMMSTCK 95082P105 7,655 110,067 SH   SOLE   110,067 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 24,384 295,460 SH   SOLE   295,460 0 0
WEYERHAEUSER COMPANY COMMSTCK 962166104 30,559 899,331 SH   SOLE   899,331 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 16,782 97,953 SH   SOLE   97,953 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 227 260,000 PRN   DFND 4 0 0 260,000
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 314 360,000 PRN   DFND 3 360,000 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 9,950 11,420,000 PRN   SOLE   11,420,000 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 21,093 709,713 SH   SOLE   709,713 0 0
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 848 6,477 SH   DFND 3 0 0 6,477
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 8,911 68,083 SH   SOLE   68,083 0 0
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 11 1,994 SH   DFND 4 0 0 1,994
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 117 21,426 SH   SOLE   21,426 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 560 470,000 PRN   DFND 4 0 0 470,000
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 948 795,000 PRN   DFND 3 795,000 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 30,933 25,940,000 PRN   SOLE   25,940,000 0 0
XILINX INC COMMSTCK 983919101 20,660 356,888 SH   SOLE   356,888 0 0
XYLEM INC (INDIANA) COMMSTCK 98419M100 5,437 108,260 SH   SOLE   108,260 0 0
YY INC DEPRECPT 98426T106 661 14,326 SH   SOLE   14,326 0 0
ZENDESK INC COMMSTCK 98936J101 7,812 278,619 SH   SOLE   278,619 0 0
ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 14,771 120,968 SH   SOLE   120,968 0 0
ZOETIS INC COMMSTCK 98978V103 1,660 31,095 SH   DFND 3 31,095 0 0
ZOETIS INC COMMSTCK 98978V103 78,981 1,479,877 SH   SOLE   1,479,877 0 0