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
58.COM INC DEPRECPT 31680Q104 2,040 46,245 SH   SOLE   46,245 0 0
A O SMITH CORP COMMSTCK 831865209 10,462 185,726 SH   SOLE   185,726 0 0
ACACIA COMMUNICATIONS INC COMMSTCK 00401C108 4,604 111,029 SH   SOLE   111,029 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 2,232 80,300 SH   DFND 2 80,300 0 0
ACCENTURE PLC COMMSTCK G1151C101 730 5,901 SH   DFND 3 5,901 0 0
ACCENTURE PLC COMMSTCK G1151C101 1,711 13,831 SH   SOLE   13,831 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 10,963 53,931 SH   SOLE   53,931 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 7,577 53,567 SH   DFND 1 0 0 53,567
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 30,190 213,445 SH   DFND 3 23,169 0 103,376
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 194,098 1,372,297 SH   SOLE   1,372,297 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 371 3,178 SH   DFND 3 3,178 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 9,640 82,685 SH   SOLE   82,685 0 0
AETNA INC COMMSTCK 00817Y108 408 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 11,440 75,345 SH   SOLE   75,345 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 2,939 17,720 SH   DFND 3 0 0 17,720
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 43,349 261,356 SH   SOLE   261,356 0 0
AGRIUM INC COMMSTCK 008916108 30,491 336,955 SH   SOLE   336,955 0 0
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 108 110,000 PRN   DFND 4 0 0 110,000
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 9,807 10,020,000 PRN   SOLE   10,020,000 0 0
ALASKA AIR GROUP INC. COMMSTCK 011659109 10,531 117,329 SH   SOLE   117,329 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 16,339 305,965 SH   SOLE   305,965 0 0
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 178 125,000 PRN   DFND 4 0 0 125,000
ALBANY MOLECULAR RESEARCH CNVRTBND 012423AB5 6,941 4,875,000 PRN   SOLE   4,875,000 0 0
ALBEMARLE CORP COMMSTCK 012653101 5,225 49,504 SH   SOLE   49,504 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 5,356 467,813 SH   SOLE   467,813 0 0
ALERE INC 3 PFDDOM 01449J204 319 811 SH   DFND 4 0 0 811
ALERE INC 3 PFDDOM 01449J204 14,805 37,673 SH   SOLE   37,673 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 1,001 24,200 SH   DFND 2 24,200 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 26,775 222,256 SH   SOLE   222,256 0 0
ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 6,355 52,228 SH   SOLE   52,228 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 12,153 86,254 SH   SOLE   86,254 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 33,056 220,194 SH   SOLE   220,194 0 0
ALLERGAN PLC COMMSTCK G0177J108 11,384 46,829 SH   DFND 1 0 0 46,829
ALLERGAN PLC COMMSTCK G0177J108 41,361 170,146 SH   DFND 3 18,767 0 81,996
ALLERGAN PLC COMMSTCK G0177J108 273,186 1,123,808 SH   SOLE   1,123,808 0 0
ALLERGAN PLC 5.5 PFDFORN G0177J116 195 225 SH   DFND 4 0 0 225
ALLERGAN PLC 5.5 PFDFORN G0177J116 7,856 9,050 SH   SOLE   9,050 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 35,332 879,568 SH   SOLE   879,568 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 9,875 111,658 SH   SOLE   111,658 0 0
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 11,740 147,194 SH   SOLE   147,194 0 0
ALPHABET INC COMMSTCK 02079K107 18,776 20,662 SH   DFND 1 0 0 20,662
ALPHABET INC COMMSTCK 02079K107 78,189 86,042 SH   DFND 3 10,762 0 41,233
ALPHABET INC COMMSTCK 02079K107 591,017 650,377 SH   SOLE   650,377 0 0
ALPHABET INC COMMSTCK 02079K305 8,150 8,766 SH   DFND 3 6,206 0 2,560
ALPHABET INC COMMSTCK 02079K305 539,186 579,969 SH   SOLE   579,969 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 2,618 35,154 SH   DFND 3 35,154 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 17,957 241,127 SH   SOLE   241,127 0 0
AMAZON.COM INC COMMSTCK 023135106 21,377 22,084 SH   DFND 1 0 0 22,084
AMAZON.COM INC COMMSTCK 023135106 70,050 72,366 SH   DFND 3 8,166 0 34,186
AMAZON.COM INC COMMSTCK 023135106 471,907 487,507 SH   SOLE   487,507 0 0
AMEREN CORPORATION COMMSTCK 023608102 22,049 403,318 SH   SOLE   403,318 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 18,398 365,614 SH   SOLE   365,614 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3,328 84,500 SH   DFND 2 84,500 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,668 56,400 SH   DFND 2 56,400 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1,459 21,000 SH   DFND 3 21,000 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 370,939 5,339,563 SH   SOLE   5,339,563 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 34,941 414,778 SH   SOLE   414,778 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 3,311 146,700 SH   DFND 2 146,700 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 17,948 795,202 SH   SOLE   795,202 0 0
AMGEN INC COMMSTCK 031162100 15,359 89,176 SH   SOLE   89,176 0 0
AMPHENOL CORPORATION COMMSTCK 032095101 6,027 81,646 SH   DFND 1 0 0 81,646
AMPHENOL CORPORATION COMMSTCK 032095101 22,274 301,737 SH   DFND 3 32,713 0 146,321
AMPHENOL CORPORATION COMMSTCK 032095101 146,332 1,982,281 SH   SOLE   1,982,281 0 0
AMPLIFY SNACK BRANDS INC COMMSTCK 03211L102 3,451 358,024 SH   SOLE   358,024 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 15,264 336,646 SH   SOLE   336,646 0 0
ANALOG DEVICES INC COMMSTCK 032654105 794 10,200 SH   DFND 3 10,200 0 0
ANALOG DEVICES INC COMMSTCK 032654105 133,324 1,713,671 SH   SOLE   1,713,671 0 0
ANTHEM INC COMMSTCK 036752103 5,132 27,281 SH   SOLE   27,281 0 0
APACHE CORPORATION COMMSTCK 037411105 20,224 421,945 SH   SOLE   421,945 0 0
APPLE INC COMMSTCK 037833100 24,789 172,120 SH   DFND 1 0 0 172,120
APPLE INC COMMSTCK 037833100 88,015 611,130 SH   DFND 3 103,678 0 291,338
APPLE INC COMMSTCK 037833100 1,222,587 8,489,007 SH   SOLE   8,489,007 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 1,109 67,701 SH   DFND 3 67,701 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 2,554 155,903 SH   SOLE   155,903 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 123 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,837 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 789 23,139 SH   DFND 3 23,139 0 0
ASTRAZENECA PLC DEPRECPT 046353108 40,105 1,176,431 SH   SOLE   1,176,431 0 0
AT&T INC COMMSTCK 00206R102 785 20,800 SH   DFND 3 20,800 0 0
AT&T INC COMMSTCK 00206R102 122,294 3,241,300 SH   SOLE   3,241,300 0 0
AUTOHOME INC DEPRECPT 05278C107 2,420 53,344 SH   SOLE   53,344 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 9,051 47,100 SH   DFND 2 47,100 0 0
BALL CORPORATION COMMSTCK 058498106 9,459 224,102 SH   SOLE   224,102 0 0
BANCO MACRO SA DEPRECPT 05961W105 1,743 18,904 SH   SOLE   18,904 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 50,348 2,075,336 SH   SOLE   2,075,336 0 0
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 593 470 SH   DFND 4 0 0 470
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 9,083 7,197 SH   DFND 3 6,827 0 0
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 119,994 95,083 SH   SOLE   94,774 0 0
BANK OF NEW YORK MELLON CO COMMSTCK 064058100 58,054 1,137,860 SH   SOLE   1,137,860 0 0
BAOZUN INC DEPRECPT 06684L103 3,683 166,131 SH   SOLE   166,131 0 0
BCE INC COMMSTCK 05534B760 22,369 496,658 SH   SOLE   496,658 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 45,698 234,216 SH   SOLE   234,216 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670108 33,111 130 SH   SOLE   130 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 1,008 5,950 SH   DFND 3 5,950 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 125,656 741,900 SH   SOLE   741,900 0 0
BHP BILLITON LTD DEPRECPT 088606108 634 17,818 SH   DFND 3 17,818 0 0
BHP BILLITON LTD DEPRECPT 088606108 14,231 399,855 SH   SOLE   399,855 0 0
BIOGEN INC COMMSTCK 09062X103 7,134 26,290 SH   SOLE   26,290 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 113 95,000 PRN   DFND 4 0 0 95,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 3,455 2,905,000 PRN   SOLE   2,905,000 0 0
BIOSCRIP INC COMMSTCK 09069N108 41 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 720 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 11,791 137,502 SH   SOLE   137,502 0 0
BLACKROCK FLOATING RATE IN COMMSTCK 09255X100 1,971 140,000 SH   SOLE   140,000 0 0
BLACKROCK INC COMMSTCK 09247X101 3,345 7,918 SH   DFND 3 4,432 0 3,486
BLACKROCK INC COMMSTCK 09247X101 213,563 505,583 SH   SOLE   505,583 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 675 69,695 SH   SOLE   69,695 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 709 47,298 SH   SOLE   47,298 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 1,164 34,913 SH   DFND 3 0 0 34,913
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 30,833 924,514 SH   SOLE   924,514 0 0
BLUE BUFFALO PET PRODUCTS COMMSTCK 09531U102 7,008 307,227 SH   SOLE   307,227 0 0
BOISE CASCADE CO COMMSTCK 09739D100 8,853 291,205 SH   SOLE   291,205 0 0
BORGWARNER INC COMMSTCK 099724106 809 19,089 SH   DFND 3 19,089 0 0
BORGWARNER INC COMMSTCK 099724106 104,051 2,456,348 SH   SOLE   2,456,348 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 8,230 66,900 SH   DFND 2 66,900 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 54,742 1,974,820 SH   SOLE   1,974,820 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 4,491 80,594 SH   SOLE   80,594 0 0
BROADCOM LTD COMMSTCK Y09827109 8,927 38,303 SH   DFND 1 0 0 38,303
BROADCOM LTD COMMSTCK Y09827109 31,773 136,337 SH   DFND 3 14,900 0 65,937
BROADCOM LTD COMMSTCK Y09827109 247,399 1,061,569 SH   SOLE   1,061,569 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 7,131 96,581 SH   SOLE   96,581 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4,691 187,060 SH   DFND 1 0 0 187,060
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 17,453 695,893 SH   DFND 3 74,575 0 336,471
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 207,516 8,274,167 SH   SOLE   8,274,167 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 235 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 995 995,000 PRN   DFND 3 995,000 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 8,710 8,710,000 PRN   SOLE   8,710,000 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 3,097 44,853 SH   SOLE   44,853 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 5,002 58,500 SH   DFND 2 58,500 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 12,927 151,174 SH   SOLE   151,174 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 15,292 293,225 SH   SOLE   293,225 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 172 2,083 SH   DFND 4 0 0 2,083
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 2,100 25,415 SH   SOLE   25,415 0 0
CARDTRONICS INC 1 CNVRTBND 14161HAG3 316 330,000 PRN   DFND 4 0 0 330,000
CARDTRONICS INC 1 CNVRTBND 14161HAG3 14,037 14,650,000 PRN   SOLE   14,650,000 0 0
CARLISLE COMPANIES INCORPO COMMSTCK 142339100 85 890 SH   DFND 3 890 0 0
CARLISLE COMPANIES INCORPO COMMSTCK 142339100 72,940 764,565 SH   SOLE   764,565 0 0
CARTERS INC COMMSTCK 146229109 14,605 164,195 SH   SOLE   164,195 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 34,047 897,157 SH   SOLE   897,157 0 0
CBS CORP COMMSTCK 124857202 659 10,329 SH   DFND 3 10,329 0 0
CBS CORP COMMSTCK 124857202 29,294 459,290 SH   SOLE   459,290 0 0
CDW CORP COMMSTCK 12514G108 124,360 1,988,812 SH   SOLE   1,988,812 0 0
CEDAR FAIR LP COMMSTCK 150185106 986 13,673 SH   DFND 3 13,673 0 0
CEDAR FAIR LP COMMSTCK 150185106 51,562 715,147 SH   SOLE   715,147 0 0
CELANESE CORPORATION COMMSTCK 150870103 76,929 810,295 SH   SOLE   810,295 0 0
CELGENE CORPORATION COMMSTCK 151020104 14,061 108,268 SH   DFND 1 0 0 108,268
CELGENE CORPORATION COMMSTCK 151020104 58,354 449,330 SH   DFND 3 62,241 0 218,302
CELGENE CORPORATION COMMSTCK 151020104 602,105 4,636,212 SH   SOLE   4,636,212 0 0
CEMEX SAB DE CV 3.72 CNVRTBND 151290BR3 9,527 8,275,000 PRN   SOLE   8,275,000 0 0
CENTENE CORPORATION COMMSTCK 15135B101 911 11,403 SH   DFND 3 11,403 0 0
CENTENE CORPORATION COMMSTCK 15135B101 137,148 1,716,921 SH   SOLE   1,716,921 0 0
CENTURYLINK INC COMMSTCK 156700106 999 41,855 SH   DFND 3 18,713 0 23,142
CENTURYLINK INC COMMSTCK 156700106 82,975 3,474,646 SH   SOLE   3,474,646 0 0
CF INDUSTRIES HOLDINGS INC COMMSTCK 125269100 359 12,842 SH   DFND 3 12,842 0 0
CF INDUSTRIES HOLDINGS INC COMMSTCK 125269100 38,534 1,378,174 SH   SOLE   1,378,174 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 10,025 99,110 SH   SOLE   99,110 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 1,808 42,083 SH   DFND 3 42,083 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 108,571 2,527,259 SH   SOLE   2,527,259 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 180 1,650 SH   DFND 3 1,650 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 27,968 256,400 SH   SOLE   256,400 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 738 30,155 SH   DFND 3 30,155 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,734 70,878 SH   SOLE   70,878 0 0
CHEVRON CORP COMMSTCK 166764100 1,724 16,523 SH   DFND 3 16,523 0 0
CHEVRON CORP COMMSTCK 166764100 17,058 163,497 SH   SOLE   163,497 0 0
CHICAGO BRIDGE & IRON COMP COMMSTCK 167250109 24,547 1,244,164 SH   SOLE   1,244,164 0 0
CHILDRENS PLACE RETAIL STO COMMSTCK 168905107 7,499 73,450 SH   SOLE   73,450 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 480 413,524 SH   SOLE   413,524 0 0
CHUBB LTD COMMSTCK H1467J104 22,671 155,940 SH   SOLE   155,940 0 0
CIGNA CORPORATION COMMSTCK 125509109 236 1,411 SH   DFND 4 0 0 1,411
CIGNA CORPORATION COMMSTCK 125509109 2,925 17,476 SH   SOLE   17,476 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 25,227 268,342 SH   SOLE   268,342 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 2,996 95,724 SH   DFND 3 95,724 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 280,851 8,972,887 SH   SOLE   8,972,887 0 0
CITIGROUP INC COMMSTCK 172967424 1,697 25,374 SH   DFND 3 16,550 0 8,824
CITIGROUP INC COMMSTCK 172967424 332,839 4,976,655 SH   SOLE   4,976,655 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 3,913 109,657 SH   SOLE   109,657 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 1,865 23,441 SH   SOLE   23,441 0 0
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 132 110,000 PRN   DFND 4 0 0 110,000
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 414 345,000 PRN   DFND 3 345,000 0 0
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 10,647 8,868,000 PRN   SOLE   8,868,000 0 0
CLAYMORE S&P GLOBAL WATER ETIF 18383Q507 933 28,596 SH   SOLE   28,596 0 0
CLOROX COMPANY COMMSTCK 189054109 446 3,350 SH   DFND 3 3,350 0 0
CLOROX COMPANY COMMSTCK 189054109 87,895 659,676 SH   SOLE   659,676 0 0
CME GROUP INC COMMSTCK 12572Q105 2,271 18,133 SH   DFND 3 18,133 0 0
CME GROUP INC COMMSTCK 12572Q105 85,069 679,247 SH   SOLE   679,247 0 0
COCA-COLA CO COMMSTCK 191216100 17,116 381,626 SH   SOLE   381,626 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 6,633 99,902 SH   DFND 1 0 0 99,902
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 24,591 370,346 SH   DFND 3 40,222 0 179,461
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 204,495 3,079,740 SH   SOLE   3,079,740 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 4,980 67,185 SH   DFND 1 0 0 67,185
COLGATE-PALMOLIVE CO COMMSTCK 194162103 18,501 249,573 SH   DFND 3 28,030 0 119,542
COLGATE-PALMOLIVE CO COMMSTCK 194162103 129,315 1,744,438 SH   SOLE   1,744,438 0 0
COMCAST CORPORATION COMMSTCK 20030N101 1,087 27,931 SH   DFND 3 27,931 0 0
COMCAST CORPORATION COMMSTCK 20030N101 179,745 4,618,317 SH   SOLE   4,618,317 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 18,224 279,088 SH   SOLE   279,088 0 0
CONAGRA BRANDS INC COMMSTCK 205887102 19,005 531,456 SH   SOLE   531,456 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 13,538 111,400 SH   SOLE   111,400 0 0
CONOCOPHILLIPS COMMSTCK 20825C104 10,339 235,180 SH   SOLE   235,180 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 33,735 417,413 SH   SOLE   417,413 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 7,749 39,997 SH   SOLE   39,997 0 0
CONTINENTAL RESOURCES INC COMMSTCK 212015101 5,690 175,991 SH   SOLE   175,991 0 0
COOPER COMPANIES INC COMMSTCK 216648402 5,920 24,727 SH   DFND 1 0 0 24,727
COOPER COMPANIES INC COMMSTCK 216648402 21,238 88,704 SH   DFND 3 12,502 0 40,990
COOPER COMPANIES INC COMMSTCK 216648402 266,431 1,112,819 SH   SOLE   1,112,819 0 0
COSTAR GROUP INC COMMSTCK 22160N109 28,033 106,346 SH   SOLE   106,346 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 9,622 57,528 SH   SOLE   57,528 0 0
CRITEO SA DEPRECPT 226718104 7,650 155,967 SH   SOLE   155,967 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 426 4,250 SH   DFND 3 4,250 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 65,803 656,850 SH   SOLE   656,850 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 27,616 462,895 SH   SOLE   462,895 0 0
CUBESMART COMMSTCK 229663109 3,697 153,800 SH   DFND 2 153,800 0 0
CVS HEALTH CORP COMMSTCK 126650100 12,443 154,649 SH   DFND 1 0 0 154,649
CVS HEALTH CORP COMMSTCK 126650100 47,912 595,476 SH   DFND 3 76,529 0 285,630
CVS HEALTH CORP COMMSTCK 126650100 448,922 5,579,448 SH   SOLE   5,579,448 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 16,660 250,486 SH   SOLE   250,486 0 0
DDR CORP COMMSTCK 23317H102 1,229 135,500 SH   DFND 2 135,500 0 0
DELPHI AUTOMOTIVE PLC COMMSTCK G27823106 73,985 844,096 SH   SOLE   844,096 0 0
DENTSPLY SIRONA INC COMMSTCK 24906P109 363 5,600 SH   DFND 3 5,600 0 0
DENTSPLY SIRONA INC COMMSTCK 24906P109 84,023 1,295,849 SH   SOLE   1,295,849 0 0
DEVON ENERGY CORPORATION COMMSTCK 25179M103 12,638 395,314 SH   SOLE   395,314 0 0
DIAMONDROCK HOSPITALITY CO COMMSTCK 252784301 2,570 234,670 SH   SOLE   234,670 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 1,593 14,100 SH   DFND 2 14,100 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 21,390 189,379 SH   SOLE   189,379 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 3,089 49,663 SH   DFND 3 0 0 49,663
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 57,896 930,954 SH   SOLE   930,954 0 0
DISH NETWORK CORP COMMSTCK 25470M109 326 5,200 SH   DFND 3 5,200 0 0
DISH NETWORK CORP COMMSTCK 25470M109 50,522 805,000 SH   SOLE   805,000 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 77,592 1,076,323 SH   SOLE   1,076,323 0 0
DOLLAR TREE INC COMMSTCK 256746108 12,737 182,160 SH   SOLE   182,160 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,445 64,000 SH   DFND 2 64,000 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 249 3,950 SH   DFND 3 3,950 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 54,744 867,989 SH   SOLE   867,989 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 36,694 402,746 SH   SOLE   402,746 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 27,209 973,473 SH   SOLE   973,473 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 6,079 99,400 SH   DFND 2 99,400 0 0
DXC TECHNOLOGY CO COMMSTCK 23355L106 14,270 186,007 SH   SOLE   186,007 0 0
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 476 410,000 PRN   DFND 4 0 0 410,000
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 1,247 1,075,000 PRN   DFND 3 1,075,000 0 0
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 26,411 22,768,000 PRN   SOLE   22,768,000 0 0
EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 1,688 80,584 SH   DFND 2 80,584 0 0
EATON VANCE FLOATING-RATE COMMSTCK 278279104 1,968 130,000 SH   SOLE   130,000 0 0
EBAY INC COMMSTCK 278642103 4,259 121,973 SH   DFND 3 58,184 0 63,789
EBAY INC COMMSTCK 278642103 179,828 5,149,712 SH   SOLE   5,149,712 0 0
ECOLAB INC COMMSTCK 278865100 6,233 46,951 SH   DFND 1 0 0 46,951
ECOLAB INC COMMSTCK 278865100 24,785 186,704 SH   DFND 3 24,042 0 88,388
ECOLAB INC COMMSTCK 278865100 151,656 1,142,415 SH   SOLE   1,142,415 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 24,699 315,880 SH   SOLE   315,880 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 3,357 28,391 SH   DFND 1 0 0 28,391
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 10,314 87,233 SH   DFND 3 9,763 0 41,845
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 67,300 569,185 SH   SOLE   569,185 0 0
ELECTRONIC ARTS INC COMMSTCK 285512109 20,179 190,875 SH   SOLE   190,875 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 490 5,950 SH   DFND 3 5,950 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 76,679 931,700 SH   SOLE   931,700 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,951 142,100 SH   DFND 2 142,100 0 0
ENBRIDGE INC COMMSTCK 29250N105 751 18,876 SH   DFND 3 18,876 0 0
ENBRIDGE INC COMMSTCK 29250N105 9,289 233,335 SH   SOLE   233,335 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 320 28,618 SH   SOLE   28,618 0 0
ENDOLOGIX INC. 2.25 CNVRTBND 29266SAA4 172 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25 CNVRTBND 29266SAA4 6,822 7,125,000 PRN   SOLE   7,125,000 0 0
ENDOLOGIX INC. 3.25 CNVRTBND 29266SAB2 175 205,000 PRN   DFND 4 0 0 205,000
ENDOLOGIX INC. 3.25 CNVRTBND 29266SAB2 5,814 6,795,000 PRN   SOLE   6,795,000 0 0
ENVESTNET INC COMMSTCK 29404K106 4,458 112,581 SH   SOLE   112,581 0 0
EOG RESOURCES INC COMMSTCK 26875P101 1,753 19,370 SH   DFND 3 19,370 0 0
EOG RESOURCES INC COMMSTCK 26875P101 251,731 2,780,940 SH   SOLE   2,780,940 0 0
EQT CORP COMMSTCK 26884L109 4,487 76,583 SH   SOLE   76,583 0 0
EQUIFAX INC. COMMSTCK 294429105 10,718 77,997 SH   SOLE   77,997 0 0
EQUINIX INC COMMSTCK 29444U700 535 1,247 SH   DFND 3 1,247 0 0
EQUINIX INC COMMSTCK 29444U700 12,774 29,766 SH   SOLE   29,766 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 2,357 27,300 SH   DFND 2 27,300 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 9,190 139,600 SH   DFND 2 139,600 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 24,848 409,296 SH   SOLE   409,296 0 0
EXACT SCIENCES CORPORATION COMMSTCK 30063P105 15,041 425,242 SH   SOLE   425,242 0 0
EXPEDIA INC COMMSTCK 30212P303 16,666 111,892 SH   SOLE   111,892 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 3,446 178,000 SH   DFND 2 178,000 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 210,039 2,601,749 SH   SOLE   2,601,749 0 0
FACEBOOK INC COMMSTCK 30303M102 800 5,300 SH   DFND 3 5,300 0 0
FACEBOOK INC COMMSTCK 30303M102 123,169 815,800 SH   SOLE   815,800 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 3,703 29,300 SH   DFND 2 29,300 0 0
FEDEX CORP COMMSTCK 31428X106 1,087 5,000 SH   DFND 3 5,000 0 0
FEDEX CORP COMMSTCK 31428X106 189,352 871,264 SH   SOLE   871,264 0 0
FIDELITY NATIONAL FINANCIA COMMSTCK 31620R303 7,295 162,726 SH   SOLE   162,726 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 22,462 263,018 SH   SOLE   263,018 0 0
FIFTH THIRD BANCORP COMMSTCK 316773100 22,523 867,603 SH   SOLE   867,603 0 0
FINISAR CORPORATION COMMSTCK 31787A507 33,702 1,297,218 SH   SOLE   1,297,218 0 0
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 72 65,000 PRN   DFND 3 65,000 0 0
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 239 215,000 PRN   DFND 4 0 0 215,000
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 13,719 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 1,706 1,810,000 PRN   SOLE   1,810,000 0 0
FIREEYE INC 1.625 CNVRTBND 31816QAD3 46 50,000 PRN   DFND 4 0 0 50,000
FIREEYE INC 1.625 CNVRTBND 31816QAD3 1,648 1,810,000 PRN   SOLE   1,810,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 30,578 1,755,341 SH   SOLE   1,755,341 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 6,771 67,644 SH   SOLE   67,644 0 0
FIRST SOLAR INC COMMSTCK 336433107 42,788 1,072,916 SH   SOLE   1,072,916 0 0
FIRST TRUST SENIOR FLOATIN COMMSTCK 33733U108 1,997 150,000 SH   SOLE   150,000 0 0
FIVE POINT HOLDINGS LLC COMMSTCK 33833Q106 754 51,107 SH   SOLE   51,107 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 3,452 386,141 SH   SOLE   386,141 0 0
FLUOR CORPORATION COMMSTCK 343412102 22,370 488,649 SH   SOLE   488,649 0 0
FMC CORPORATION COMMSTCK 302491303 11,165 152,844 SH   SOLE   152,844 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 564 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 12,475 1,114,869 SH   SOLE   1,114,869 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 727 30,063 SH   DFND 4 0 0 30,063
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 2,608 107,900 SH   DFND 2 107,900 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 9,983 413,036 SH   SOLE   413,036 0 0
FORTIVE CORP COMMSTCK 34959J108 15,861 250,374 SH   SOLE   250,374 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 12,733 195,169 SH   SOLE   195,169 0 0
FOUNDATION MEDICINE INC COMMSTCK 350465100 14,706 369,957 SH   SOLE   369,957 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 17,782 1,480,580 SH   SOLE   1,480,580 0 0
GARDNER DENVER HOLDINGS IN COMMSTCK 36555P107 9,249 427,979 SH   SOLE   427,979 0 0
GARTNER INC COMMSTCK 366651107 8,806 71,299 SH   SOLE   71,299 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 486 644,000 PRN   DFND 4 0 0 644,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 2,442 3,237,000 PRN   DFND 3 3,237,000 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 32,202 42,687,000 PRN   SOLE   42,687,000 0 0
GENERAL MILLS INC COMMSTCK 370334104 27,315 493,058 SH   SOLE   493,058 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 5,216 73,693 SH   DFND 1 0 0 73,693
GILEAD SCIENCES INC COMMSTCK 375558103 23,002 324,980 SH   DFND 3 48,745 0 150,635
GILEAD SCIENCES INC COMMSTCK 375558103 219,027 3,094,475 SH   SOLE   3,094,475 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 1,064 24,670 SH   DFND 3 24,670 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 25,843 599,327 SH   SOLE   599,327 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 677 3,050 SH   DFND 3 3,050 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 144,945 653,200 SH   SOLE   653,200 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 372 19,465 SH   DFND 3 19,465 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 875 45,746 SH   SOLE   45,746 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 57,417 1,642,370 SH   SOLE   1,642,370 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 37,158 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST COMMSTCK 385002308 4,667 157,100 SH   DFND 2 157,100 0 0
GRUPO FINANCIERO GALICIA S DEPRECPT 399909100 1,703 39,931 SH   SOLE   39,931 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 2,023 137,173 SH   SOLE   137,173 0 0
HAIN CELESTIAL GROUP INC COMMSTCK 405217100 12,150 312,982 SH   SOLE   312,982 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 8,965 209,900 SH   SOLE   209,900 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 37,429 422,305 SH   SOLE   422,305 0 0
HARRIS CORPORATION COMMSTCK 413875105 8,952 82,069 SH   SOLE   82,069 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 602 11,450 SH   DFND 3 11,450 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 167,065 3,177,960 SH   SOLE   3,177,960 0 0
HB FULLER CO COMMSTCK 359694106 385 7,537 SH   DFND 3 7,537 0 0
HB FULLER CO COMMSTCK 359694106 10,706 209,479 SH   SOLE   209,479 0 0
HDFC BANK LTD DEPRECPT 40415F101 4,820 55,423 SH   SOLE   55,423 0 0
HEALTHCARE REALTY TRUST IN COMMSTCK 421946104 21,524 630,282 SH   SOLE   630,282 0 0
HEALTHCARE TRUST OF AMERIC COMMSTCK 42225P501 2,016 64,800 SH   DFND 2 64,800 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 6,044 56,294 SH   DFND 1 0 0 56,294
HERSHEY COMPANY THE COMMSTCK 427866108 23,338 217,356 SH   DFND 3 45,916 0 92,633
HERSHEY COMPANY THE COMMSTCK 427866108 375,899 3,500,964 SH   SOLE   3,500,964 0 0
HEWLETT PACKARD ENTERPRISE COMMSTCK 42824C109 8,094 487,912 SH   SOLE   487,912 0 0
HILTON GRAND VACATIONS INC COMMSTCK 43283X105 9,032 250,481 SH   SOLE   250,481 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A203 12,924 208,962 SH   SOLE   208,962 0 0
HOLOGIC INC COMMSTCK 436440101 4,306 94,897 SH   SOLE   94,897 0 0
HOME DEPOT INC COMMSTCK 437076102 16,516 107,667 SH   DFND 1 0 0 107,667
HOME DEPOT INC COMMSTCK 437076102 65,838 429,193 SH   DFND 3 69,272 0 194,579
HOME DEPOT INC COMMSTCK 437076102 701,780 4,574,835 SH   SOLE   4,574,835 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,492 11,197 SH   DFND 3 11,197 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 103,439 776,043 SH   SOLE   776,043 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 2,410 131,915 SH   SOLE   131,915 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 5,306 290,400 SH   DFND 2 290,400 0 0
HP INC COMMSTCK 40434L105 607 34,711 SH   DFND 3 34,711 0 0
HP INC COMMSTCK 40434L105 23,487 1,343,669 SH   SOLE   1,343,669 0 0
HUBSPOT INC COMMSTCK 443573100 11,630 176,883 SH   SOLE   176,883 0 0
HUMANA INC COMMSTCK 444859102 1,081 4,492 SH   DFND 3 0 0 4,492
HUMANA INC COMMSTCK 444859102 104,124 432,732 SH   SOLE   432,732 0 0
IMPAX LABORATORIES INC 2 CNVRTBND 45256BAE1 310 365,000 PRN   DFND 4 0 0 365,000
IMPAX LABORATORIES INC 2 CNVRTBND 45256BAE1 13,482 15,850,000 PRN   SOLE   15,850,000 0 0
INCYTE CORPORATION COMMSTCK 45337C102 308 2,450 SH   DFND 3 2,450 0 0
INCYTE CORPORATION COMMSTCK 45337C102 57,470 456,438 SH   SOLE   456,438 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 50,095 548,150 SH   SOLE   548,150 0 0
INGREDION INC COMMSTCK 457187102 34,963 293,287 SH   SOLE   293,287 0 0
INNOVIVA INC 2.125 CNVRTBND 88338TAB0 436 480,000 PRN   DFND 4 0 0 480,000
INNOVIVA INC 2.125 CNVRTBND 88338TAB0 11,832 13,020,000 PRN   SOLE   13,020,000 0 0
INSULET CORP COMMSTCK 45784P101 1,676 32,665 SH   SOLE   32,665 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 12,599 191,131 SH   DFND 1 0 0 191,131
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 46,198 700,818 SH   DFND 3 78,462 0 335,983
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 367,321 5,572,217 SH   SOLE   5,572,217 0 0
INTERCONTINENTAL HOTELS GR DEPRECPT 45857P707 3,175 57,178 SH   SOLE   57,178 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 4,367 32,346 SH   DFND 1 0 0 32,346
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 17,316 128,269 SH   DFND 3 13,917 0 62,286
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 110,252 816,684 SH   SOLE   816,684 0 0
INTERPUBLIC GROUP OF COMPA COMMSTCK 460690100 43,955 1,786,804 SH   SOLE   1,786,804 0 0
INTUIT INC. COMMSTCK 461202103 16,650 125,367 SH   SOLE   125,367 0 0
INVESCO LTD COMMSTCK G491BT108 73,348 2,084,331 SH   SOLE   2,084,331 0 0
INVESCO VAN KAMPEN SENIOR COMMSTCK 46131H107 684 150,000 SH   SOLE   150,000 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 18,527 127,681 SH   SOLE   127,681 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 863 25,106 SH   DFND 3 25,106 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 2,038 59,318 SH   SOLE   59,318 0 0
ISHARES IBOXX HIGH YIELD C ETIF 464288513 5,569 63,000 SH   SOLE   63,000 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 9,076 339,167 SH   SOLE   339,167 0 0
ISHARES MSCI CHINA INDEX F ETIF 46429B671 9,951 181,949 SH   SOLE   181,949 0 0
ISHARES MSCI EM UCITS ETF ETIF 46434G103 3,065 61,256 SH   SOLE   61,256 0 0
ISHARES MSCI SOUTH KOREA I ETIF 464286772 9,353 137,929 SH   SOLE   137,929 0 0
ITT INC COMMSTCK 45073V108 8,199 204,068 SH   SOLE   204,068 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 8,075 81,982 SH   SOLE   81,982 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 438 400,000 PRN   DFND 4 0 0 400,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 771 705,000 PRN   DFND 3 705,000 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 20,223 18,490,000 PRN   SOLE   18,490,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 130,064 836,427 SH   SOLE   836,427 0 0
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 46,081 504,284 SH   SOLE   504,284 0 0
JD.COM INC DEPRECPT 47215P106 2,921 74,487 SH   SOLE   74,487 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 16,928 143,054 SH   SOLE   143,054 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 5,954 94,336 SH   SOLE   94,336 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 7,089 134,381 SH   SOLE   134,381 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 8,812 66,610 SH   DFND 1 0 0 66,610
JOHNSON & JOHNSON COMMSTCK 478160104 31,885 241,020 SH   DFND 3 26,180 0 116,534
JOHNSON & JOHNSON COMMSTCK 478160104 259,495 1,961,562 SH   SOLE   1,961,562 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 6,061 48,486 SH   SOLE   48,486 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 171 1,872 SH   DFND 4 0 0 1,872
JPMORGAN CHASE & CO COMMSTCK 46625H100 8,558 93,631 SH   DFND 3 48,363 0 45,268
JPMORGAN CHASE & CO COMMSTCK 46625H100 627,808 6,868,799 SH   SOLE   6,868,799 0 0
KAISER ALUMINUM CORPORATIO COMMSTCK 483007704 27,464 310,260 SH   SOLE   310,260 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 1,313 12,550 SH   DFND 3 12,550 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 202,435 1,934,400 SH   SOLE   1,934,400 0 0
KAPSTONE PAPER AND PACKAGI COMMSTCK 48562P103 28,608 1,386,735 SH   SOLE   1,386,735 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,247 29,710 SH   DFND 3 29,710 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 2,882 68,657 SH   SOLE   68,657 0 0
KB HOME 1.375 CNVRTBND 48666KAS8 332 310,000 PRN   DFND 4 0 0 310,000
KB HOME 1.375 CNVRTBND 48666KAS8 11,833 11,065,000 PRN   SOLE   11,065,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 28,992 417,394 SH   SOLE   417,394 0 0
KEYCORP COMMSTCK 493267108 58,207 3,106,042 SH   SOLE   3,106,042 0 0
KEYW HOLDING CORP 2.5 CNVRTBND 493723AA8 140 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5 CNVRTBND 493723AA8 4,682 4,855,000 PRN   SOLE   4,855,000 0 0
KKR & CO LP COMMSTCK 48248M102 7,129 383,286 SH   SOLE   383,286 0 0
KLA-TENCOR CORPORATION COMMSTCK 482480100 18,169 198,552 SH   SOLE   198,552 0 0
KRAFT HEINZ CO COMMSTCK 500754106 514 6,000 SH   DFND 3 6,000 0 0
KRAFT HEINZ CO COMMSTCK 500754106 79,243 925,300 SH   SOLE   925,300 0 0
KROGER CO COMMSTCK 501044101 109 4,676 SH   DFND 3 4,676 0 0
KROGER CO COMMSTCK 501044101 18,562 795,971 SH   SOLE   795,971 0 0
L3 TECHNOLOGIES INC COMMSTCK 502413107 15,416 92,267 SH   SOLE   92,267 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 806 5,701 SH   DFND 3 5,701 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 91,682 648,250 SH   SOLE   648,250 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 724 9,835 SH   DFND 3 9,835 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 7,134 96,973 SH   SOLE   96,973 0 0
LAMB WESTON HOLDINGS INC COMMSTCK 513272104 11,897 270,139 SH   SOLE   270,139 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 8,380 131,163 SH   SOLE   131,163 0 0
LASALLE HOTEL PROPERTIES COMMSTCK 517942108 2,447 82,101 SH   SOLE   82,101 0 0
LEAR CORPORATION COMMSTCK 521865204 5,941 41,814 SH   SOLE   41,814 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 12,085 233,796 SH   SOLE   233,796 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 5,503 29,968 SH   SOLE   29,968 0 0
LIBERTY BROADBAND CORP COMMSTCK 530307107 7,922 92,342 SH   SOLE   92,342 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 70,868 1,048,659 SH   SOLE   1,048,659 0 0
LIVE NATION ENTERTAINMENT COMMSTCK 538034109 21,808 625,774 SH   SOLE   625,774 0 0
LKQ CORP COMMSTCK 501889208 7,481 227,039 SH   SOLE   227,039 0 0
LOWES COMPANIES INC COMMSTCK 548661107 8,657 111,663 SH   SOLE   111,663 0 0
LOXO ONCOLOGY INC COMMSTCK 548862101 8,152 101,660 SH   SOLE   101,660 0 0
LULULEMON ATHLETICA INC COMMSTCK 550021109 8,192 137,292 SH   SOLE   137,292 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 257 3,044 SH   DFND 4 0 0 3,044
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 6,036 71,524 SH   SOLE   71,524 0 0
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 114 115,000 PRN   DFND 4 0 0 115,000
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 4,864 4,885,000 PRN   SOLE   4,885,000 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 6,779 67,585 SH   SOLE   67,585 0 0
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 6,692 85,836 SH   DFND 1 0 0 85,836
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 25,140 322,476 SH   DFND 3 35,982 0 154,816
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 236,796 3,037,404 SH   SOLE   3,037,404 0 0
MASCO CORPORATION COMMSTCK 574599106 5,696 149,063 SH   DFND 1 0 0 149,063
MASCO CORPORATION COMMSTCK 574599106 22,971 601,173 SH   DFND 3 94,347 0 274,772
MASCO CORPORATION COMMSTCK 574599106 271,482 7,104,991 SH   SOLE   7,104,991 0 0
MASTERCARD INC COMMSTCK 57636Q104 17,702 145,759 SH   DFND 1 0 0 145,759
MASTERCARD INC COMMSTCK 57636Q104 65,242 537,193 SH   DFND 3 59,583 0 257,293
MASTERCARD INC COMMSTCK 57636Q104 435,462 3,585,525 SH   SOLE   3,585,525 0 0
MATERION CORP COMMSTCK 576690101 12,086 323,161 SH   SOLE   323,161 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 447 4,588 SH   DFND 3 4,588 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 86,892 891,107 SH   SOLE   891,107 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,510 9,858 SH   DFND 3 9,858 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 3,572 23,319 SH   SOLE   23,319 0 0
MEDICINES CO 2.5 CNVRTBND 584688AE5 266 205,000 PRN   DFND 4 0 0 205,000
MEDICINES CO 2.5 CNVRTBND 584688AE5 8,349 6,425,000 PRN   SOLE   6,425,000 0 0
MEDICINES CO 2.75 CNVRTBND 584688AG0 146 140,000 PRN   DFND 4 0 0 140,000
MEDICINES CO 2.75 CNVRTBND 584688AG0 7,177 6,860,000 PRN   SOLE   6,860,000 0 0
MEDTRONIC INC COMMSTCK G5960L103 8,725 98,315 SH   DFND 1 0 0 98,315
MEDTRONIC INC COMMSTCK G5960L103 35,126 395,791 SH   DFND 3 72,386 0 175,268
MEDTRONIC INC COMMSTCK G5960L103 390,252 4,397,204 SH   SOLE   4,397,204 0 0
MERCK & CO INC COMMSTCK 58933Y105 44,262 690,621 SH   SOLE   690,621 0 0
MEREDITH CORPORATION COMMSTCK 589433101 14,821 249,296 SH   SOLE   249,296 0 0
MERITOR INC 7.875 CNVRTBND 59001KAC4 4,466 2,625,000 PRN   SOLE   2,625,000 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 21,528 688,030 SH   SOLE   688,030 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 1,250 16,191 SH   DFND 3 16,191 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 50,276 651,418 SH   SOLE   651,418 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 1,238 41,448 SH   DFND 3 0 0 41,448
MICRON TECHNOLOGY INC COMMSTCK 595112103 76,109 2,548,861 SH   SOLE   2,548,861 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 41,003 876,125 SH   SOLE   876,125 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 21,700 314,805 SH   DFND 1 0 0 314,805
MICROSOFT CORPORATION COMMSTCK 594918104 82,835 1,201,725 SH   DFND 3 211,169 0 552,146
MICROSOFT CORPORATION COMMSTCK 594918104 1,029,201 14,931,104 SH   SOLE   14,931,104 0 0
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 23,524 223,227 SH   SOLE   223,227 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 17,600 72,822 SH   SOLE   72,822 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 13,750 159,249 SH   SOLE   159,249 0 0
MOMO INC DEPRECPT 60879B107 3,894 105,359 SH   SOLE   105,359 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 38,913 900,966 SH   SOLE   900,966 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 4,952 99,684 SH   SOLE   99,684 0 0
MORGAN STANLEY COMMSTCK 617446448 42,796 960,404 SH   SOLE   960,404 0 0
MSA SAFETY INC COMMSTCK 553498106 18,341 225,954 SH   SOLE   225,954 0 0
MYLAN INC COMMSTCK N59465109 119 3,059 SH   DFND 4 0 0 3,059
MYLAN INC COMMSTCK N59465109 1,240 31,955 SH   SOLE   31,955 0 0
NASDAQ INC COMMSTCK 631103108 1,420 19,867 SH   DFND 3 0 0 19,867
NASDAQ INC COMMSTCK 631103108 71,216 996,172 SH   SOLE   996,172 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 28,405 508,680 SH   SOLE   508,680 0 0
NCR CORPORATION COMMSTCK 62886E108 288 7,059 SH   DFND 4 0 0 7,059
NCR CORPORATION COMMSTCK 62886E108 3,030 74,186 SH   SOLE   74,186 0 0
NETEASE INC DEPRECPT 64110W102 7,655 25,463 SH   SOLE   25,463 0 0
NEVRO CORP COMMSTCK 64157F103 3,097 41,612 SH   SOLE   41,612 0 0
NEW ORIENTAL EDUCATION & T DEPRECPT 647581107 3,590 50,924 SH   SOLE   50,924 0 0
NEWELL BRANDS INC COMMSTCK 651229106 8,162 152,218 SH   SOLE   152,218 0 0
NIELSEN NV COMMSTCK G6578L108 77 1,981 SH   DFND 3 1,981 0 0
NIELSEN NV COMMSTCK G6578L108 185 4,791 SH   SOLE   4,791 0 0
NIKE INC COMMSTCK 654106103 4,068 68,949 SH   DFND 1 0 0 68,949
NIKE INC COMMSTCK 654106103 14,478 245,390 SH   DFND 3 27,040 0 118,060
NIKE INC COMMSTCK 654106103 191,844 3,251,594 SH   SOLE   3,251,594 0 0
NISOURCE INC COMMSTCK 65473P105 26,041 1,026,846 SH   SOLE   1,026,846 0 0
NOMAD FOODS LTD COMMSTCK G6564A105 12,215 865,697 SH   SOLE   865,697 0 0
NORDSTROM INC COMMSTCK 655664100 11,217 234,518 SH   SOLE   234,518 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 25,560 262,937 SH   SOLE   262,937 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 6,957 27,099 SH   SOLE   27,099 0 0
NORWEGIAN CRUISE LINE LTD COMMSTCK G66721104 70,208 1,293,209 SH   SOLE   1,293,209 0 0
NOVARTIS AG DEPRECPT 66987V109 8,055 96,500 SH   SOLE   96,500 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 116 120,000 PRN   DFND 4 0 0 120,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 5,970 6,195,000 PRN   SOLE   6,195,000 0 0
NUCOR CORPORATION COMMSTCK 670346105 787 13,608 SH   DFND 3 13,608 0 0
NUCOR CORPORATION COMMSTCK 670346105 104,160 1,799,898 SH   SOLE   1,799,898 0 0
NUVASIVE INC. 2.25 CNVRTBND 670704AG0 248 180,000 PRN   DFND 4 0 0 180,000
NUVASIVE INC. 2.25 CNVRTBND 670704AG0 10,288 7,455,000 PRN   SOLE   7,455,000 0 0
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OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 27,076 452,246 SH   SOLE   452,246 0 0
OLD REPUBLIC INTERNATIONAL COMMSTCK 680223104 28,773 1,473,259 SH   SOLE   1,473,259 0 0
OLLIES BARGAIN OUTLET HOLD COMMSTCK 681116109 6,802 159,672 SH   SOLE   159,672 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 51,424 3,662,649 SH   SOLE   3,662,649 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 197 190,000 PRN   DFND 4 0 0 190,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 7,714 7,435,000 PRN   SOLE   7,435,000 0 0
ORACLE CORPORATION COMMSTCK 68389X105 672 13,400 SH   DFND 3 13,400 0 0
ORACLE CORPORATION COMMSTCK 68389X105 118,122 2,355,845 SH   SOLE   2,355,845 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 3,561 16,280 SH   DFND 1 0 0 16,280
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 11,974 54,742 SH   DFND 3 6,109 0 26,305
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 164,215 750,731 SH   SOLE   750,731 0 0
OWENS & MINOR INC COMMSTCK 690732102 18,493 574,485 SH   SOLE   574,485 0 0
OWENS CORNING COMMSTCK 690742101 36,797 549,867 SH   SOLE   549,867 0 0
PACKAGING CORP OF AMERICA COMMSTCK 695156109 15,935 143,057 SH   SOLE   143,057 0 0
PATTERSON-UTI ENERGY INC. COMMSTCK 703481101 27,607 1,367,364 SH   SOLE   1,367,364 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 3,145 58,594 SH   DFND 1 0 0 58,594
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 12,019 223,934 SH   DFND 3 23,314 0 115,271
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 81,273 1,514,315 SH   SOLE   1,514,315 0 0
PDC ENERGY INC (DELAWARE) CNVRTBND 69327RAD3 1,361 1,500,000 PRN   SOLE   1,500,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 2,470 76,599 SH   SOLE   76,599 0 0
PENNSYLVANIA REAL ESTATE I COMMSTCK 709102107 1,360 120,100 SH   DFND 2 120,100 0 0
PENUMBRA INC COMMSTCK 70975L107 10,448 119,066 SH   SOLE   119,066 0 0
PEPSICO INC COMMSTCK 713448108 11,409 98,792 SH   DFND 1 0 0 98,792
PEPSICO INC COMMSTCK 713448108 42,865 371,156 SH   DFND 3 50,975 0 174,034
PEPSICO INC COMMSTCK 713448108 466,202 4,036,731 SH   SOLE   4,036,731 0 0
PETROQUEST ENERGY INC COMMSTCK 716748306 102 51,620 SH   SOLE   51,620 0 0
PFIZER INC COMMSTCK 717081103 4,679 139,311 SH   DFND 3 91,217 0 48,094
PFIZER INC COMMSTCK 717081103 313,829 9,342,922 SH   SOLE   9,342,922 0 0
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PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 830 7,064 SH   SOLE   7,064 0 0
PHILLIPS 66 COMMSTCK 718546104 538 6,503 SH   DFND 3 6,503 0 0
PHILLIPS 66 COMMSTCK 718546104 30,090 363,890 SH   SOLE   363,890 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 4,593 217,900 SH   DFND 2 217,900 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 36,095 607,660 SH   SOLE   607,660 0 0
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PLANET FITNESS INC COMMSTCK 72703H101 10,618 454,932 SH   SOLE   454,932 0 0
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PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 212,045 1,698,127 SH   SOLE   1,698,127 0 0
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POWERSHARES INTERNATIONAL ETIF 73937B621 2,127 66,370 SH   SOLE   66,370 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 643 5,850 SH   DFND 3 5,850 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 129,453 1,177,274 SH   SOLE   1,177,274 0 0
PRAXAIR INC COMMSTCK 74005P104 1,978 14,922 SH   SOLE   14,922 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 27,888 320,001 SH   SOLE   320,001 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 1,054 23,902 SH   SOLE   23,902 0 0
PROLOGIS INC COMMSTCK 74340W103 10,749 183,300 SH   DFND 2 183,300 0 0
PROSHARES S&P 500 ARISTOCR ETIF 74348A467 31,002 536,646 SH   SOLE   536,646 0 0
PROTHENA CORP PLC COMMSTCK G72800108 3,141 58,044 SH   SOLE   58,044 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 22,252 517,358 SH   SOLE   517,358 0 0
PUBLIC STORAGE COMMSTCK 74460D109 6,631 31,800 SH   DFND 2 31,800 0 0
PULTE GROUP INC COMMSTCK 745867101 26,623 1,085,329 SH   SOLE   1,085,329 0 0
PVH CORP COMMSTCK 693656100 1,231 10,747 SH   DFND 3 0 0 10,747
PVH CORP COMMSTCK 693656100 19,955 174,283 SH   SOLE   174,283 0 0
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QUIDEL CORPORATION 3.25 CNVRTBND 74838JAA9 8,643 7,795,000 PRN   SOLE   7,795,000 0 0
RADIAN GROUP INC COMMSTCK 750236101 38,211 2,337,048 SH   SOLE   2,337,048 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 2,812 121,378 SH   SOLE   121,378 0 0
RAYTHEON COMPANY COMMSTCK 755111507 10,438 64,641 SH   DFND 1 0 0 64,641
RAYTHEON COMPANY COMMSTCK 755111507 41,222 255,279 SH   DFND 3 43,221 0 114,669
RAYTHEON COMPANY COMMSTCK 755111507 452,771 2,803,882 SH   SOLE   2,803,882 0 0
REALOGY HOLDINGS CORP COMMSTCK 75605Y106 7,816 240,858 SH   SOLE   240,858 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 523 25,563 SH   DFND 3 25,563 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 12,733 622,320 SH   SOLE   622,320 0 0
RELIANCE STEEL & ALUMINUM COMMSTCK 759509102 22,470 308,608 SH   SOLE   308,608 0 0
RETAIL PROPERTIES OF AMERI COMMSTCK 76131V202 2,745 224,800 SH   DFND 2 224,800 0 0
REVLON INC COMMSTCK 761525609 106 4,469 SH   DFND 4 0 0 4,469
REVLON INC COMMSTCK 761525609 1,080 45,556 SH   SOLE   45,556 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 4,895 178,400 SH   DFND 2 178,400 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 8,529 131,134 SH   DFND 1 0 0 131,134
REYNOLDS AMERICAN INC COMMSTCK 761713106 32,264 496,063 SH   DFND 3 54,390 0 241,491
REYNOLDS AMERICAN INC COMMSTCK 761713106 216,529 3,329,166 SH   SOLE   3,329,166 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 1,917 96,500 SH   DFND 2 96,500 0 0
ROCKWELL COLLINS INC. COMMSTCK 774341101 25,492 242,592 SH   SOLE   242,592 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 18,481 79,823 SH   SOLE   79,823 0 0
ROSS STORES INC. COMMSTCK 778296103 5,092 88,201 SH   DFND 1 0 0 88,201
ROSS STORES INC. COMMSTCK 778296103 20,874 361,575 SH   DFND 3 40,489 0 173,085
ROSS STORES INC. COMMSTCK 778296103 158,419 2,744,130 SH   SOLE   2,744,130 0 0
RPC INC COMMSTCK 749660106 27,716 1,371,401 SH   SOLE   1,371,401 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 255 270,000 PRN   DFND 4 0 0 270,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 516 545,000 PRN   DFND 3 545,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 6,160 6,510,000 PRN   SOLE   6,510,000 0 0
RYMAN HOSPITALITY PROPERTI COMMSTCK 78377T107 3,061 47,821 SH   SOLE   47,821 0 0
S&P GLOBAL INC COMMSTCK 78409V104 13,705 93,875 SH   SOLE   93,875 0 0
SAGE THERAPEUTICS INC COMMSTCK 78667J108 12,616 158,418 SH   SOLE   158,418 0 0
SBA COMMUNICATIONS CORP COMMSTCK 78410G104 7,505 55,633 SH   SOLE   55,633 0 0
SCHLUMBERGER NV COMMSTCK 806857108 1,093 16,600 SH   DFND 3 16,600 0 0
SCHLUMBERGER NV COMMSTCK 806857108 169,103 2,568,400 SH   SOLE   2,568,400 0 0
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SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 154,998 2,269,031 SH   SOLE   2,269,031 0 0
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SEACOR HOLDINGS INC. 3 CNVRTBND 81170YAB5 3,595 4,270,000 PRN   SOLE   4,270,000 0 0
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SEALED AIR CORPORATION COMMSTCK 81211K100 80,578 1,800,216 SH   SOLE   1,800,216 0 0
SERVICEMASTER GLOBAL HOLDI COMMSTCK 81761R109 11,080 282,724 SH   SOLE   282,724 0 0
SERVICENOW INC COMMSTCK 81762P102 18,835 177,693 SH   SOLE   177,693 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 1,237 3,524 SH   DFND 3 3,524 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 114,998 327,668 SH   SOLE   327,668 0 0
SHIRE PLC DEPRECPT 82481R106 11,189 67,699 SH   SOLE   67,699 0 0
SHUTTERFLY INC 0.25 CNVRTBND 82568PAB2 374 375,000 PRN   DFND 4 0 0 375,000
SHUTTERFLY INC 0.25 CNVRTBND 82568PAB2 15,153 15,200,000 PRN   SOLE   15,200,000 0 0
SILICON MOTION TECHNOLOGY DEPRECPT 82706C108 4,517 93,662 SH   SOLE   93,662 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 14,348 88,700 SH   DFND 2 88,700 0 0
SIX FLAGS ENTERTAINMENT CO COMMSTCK 83001A102 12,238 205,308 SH   SOLE   205,308 0 0
SL GREEN REALTY CORP. COMMSTCK 78440X101 21,269 201,027 SH   SOLE   201,027 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 586 3,707 SH   DFND 3 3,707 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 1,378 8,722 SH   SOLE   8,722 0 0
SOUTHERN COPPER CORP COMMSTCK 84265V105 14,943 431,500 SH   SOLE   431,500 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 27,564 443,585 SH   SOLE   443,585 0 0
SPLUNK INC COMMSTCK 848637104 6,907 121,418 SH   SOLE   121,418 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 3,841 100,000 SH   SOLE   100,000 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 10,408 73,959 SH   SOLE   73,959 0 0
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STARBUCKS CORPORATION COMMSTCK 855244109 7,244 124,236 SH   DFND 1 0 0 124,236
STARBUCKS CORPORATION COMMSTCK 855244109 28,846 494,698 SH   DFND 3 57,755 0 247,719
STARBUCKS CORPORATION COMMSTCK 855244109 370,472 6,353,496 SH   SOLE   6,353,496 0 0
STATE STREET CORP COMMSTCK 857477103 58,138 647,926 SH   SOLE   647,926 0 0
STORE CAPITAL CORP COMMSTCK 862121100 2,025 90,200 SH   DFND 2 90,200 0 0
STRYKER CORPORATION COMMSTCK 863667101 5,452 39,287 SH   SOLE   39,287 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 792 22,146 SH   DFND 3 22,146 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 31,878 891,679 SH   SOLE   891,679 0 0
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SYMANTEC CORPORATION COMMSTCK 871503108 2,529 89,526 SH   SOLE   89,526 0 0
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SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 770 830,000 PRN   DFND 3 830,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 14,835 15,995,000 PRN   SOLE   15,995,000 0 0
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T ROWE PRICE GROUP INC COMMSTCK 74144T108 70,529 950,399 SH   SOLE   950,399 0 0
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TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 107,457 3,073,712 SH   SOLE   3,073,712 0 0
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 1,203 46,300 SH   DFND 2 46,300 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 2,983 50,100 SH   DFND 2 50,100 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 543 32,147 SH   DFND 3 32,147 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,260 74,582 SH   SOLE   74,582 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 22,461 522,465 SH   SOLE   522,465 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 31 397 SH   DFND 4 0 0 397
TE CONNECTIVITY LTD COMMSTCK H84989104 527 6,700 SH   DFND 3 6,700 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 20,497 260,507 SH   SOLE   260,507 0 0
TELADOC INC COMMSTCK 87918A105 6,422 185,082 SH   SOLE   185,082 0 0
TESARO INC COMMSTCK 881569107 210 1,500 SH   DFND 3 1,500 0 0
TESARO INC COMMSTCK 881569107 44,231 316,253 SH   SOLE   316,253 0 0
TESORO CORP COMMSTCK 881609101 4,885 52,187 SH   SOLE   52,187 0 0
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TIME WARNER INC COMMSTCK 887317303 51,893 516,813 SH   DFND 3 57,733 0 247,761
TIME WARNER INC COMMSTCK 887317303 335,902 3,345,300 SH   SOLE   3,345,300 0 0
TIMKENSTEEL CORP COMMSTCK 887399103 682 44,404 SH   SOLE   44,404 0 0
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TJX COMPANIES INC COMMSTCK 872540109 79,184 1,097,185 SH   SOLE   1,097,185 0 0
TORO COMPANY (THE) COMMSTCK 891092108 5,312 76,665 SH   SOLE   76,665 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 26,181 449,464 SH   SOLE   449,464 0 0
TRAVELERS COMPANIES INC COMMSTCK 89417E109 10,051 79,433 SH   SOLE   79,433 0 0
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ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 7,835 37,301 SH   SOLE   37,301 0 0
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UNION PACIFIC CORPORATION COMMSTCK 907818108 21,924 201,300 SH   SOLE   201,300 0 0
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UNITED CONTINENTAL HOLDING COMMSTCK 910047109 41,269 548,423 SH   SOLE   548,423 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 81,374 735,816 SH   SOLE   735,816 0 0
UNITED RENTALS INC COMMSTCK 911363109 3,664 32,505 SH   DFND 3 0 0 32,505
UNITED RENTALS INC COMMSTCK 911363109 108,005 958,254 SH   SOLE   958,254 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 5,737 46,986 SH   DFND 1 0 0 46,986
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 19,697 161,304 SH   DFND 3 18,004 0 77,401
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 130,400 1,067,888 SH   SOLE   1,067,888 0 0
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UNITEDHEALTH GROUP INC COMMSTCK 91324P102 225,910 1,218,371 SH   SOLE   1,218,371 0 0
UNITI GROUP INC COMMSTCK 91325V108 145 5,760 SH   DFND 4 0 0 5,760
UNITI GROUP INC COMMSTCK 91325V108 1,916 76,215 SH   SOLE   76,215 0 0
UNUM GROUP COMMSTCK 91529Y106 33,509 718,606 SH   SOLE   718,606 0 0
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US BANCORP COMMSTCK 902973304 221,269 4,261,738 SH   SOLE   4,261,738 0 0
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VEEVA SYSTEMS INC COMMSTCK 922475108 4,472 72,938 SH   SOLE   72,938 0 0
VENTAS INC COMMSTCK 92276F100 6,809 98,000 SH   DFND 2 98,000 0 0
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VERISK ANALYTICS INC COMMSTCK 92345Y106 12,530 148,509 SH   SOLE   148,509 0 0
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VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 12,784 99,202 SH   DFND 3 10,887 0 48,011
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 154,868 1,201,739 SH   SOLE   1,201,739 0 0
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VISA INC COMMSTCK 92826C839 245,836 2,621,413 SH   SOLE   2,621,413 0 0
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VULCAN MATERIALS COMPANY COMMSTCK 929160109 20,312 160,341 SH   SOLE   160,341 0 0
WAL-MART STORES INC COMMSTCK 931142103 33,573 443,622 SH   SOLE   443,622 0 0
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WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 12,093 154,423 SH   SOLE   154,423 0 0
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WALT DISNEY CO COMMSTCK 254687106 242,884 2,285,968 SH   SOLE   2,285,968 0 0
WASHINGTON REAL ESTATE INV COMMSTCK 939653101 1,844 57,800 SH   DFND 2 57,800 0 0
WASTE CONNECTIONS INC COMMSTCK 94106B101 13,014 202,019 SH   SOLE   202,019 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 748 10,200 SH   DFND 3 10,200 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 115,137 1,569,700 SH   SOLE   1,569,700 0 0
WATERS CORPORATION COMMSTCK 941848103 6,890 37,476 SH   SOLE   37,476 0 0
WAYFAIR INC COMMSTCK 94419L101 8,488 110,406 SH   SOLE   110,406 0 0
WEBMD HEALTH CORP 2.625 CNVRTBND 94770VAM4 103 105,000 PRN   DFND 4 0 0 105,000
WEBMD HEALTH CORP 2.625 CNVRTBND 94770VAM4 2,510 2,565,000 PRN   DFND 3 2,565,000 0 0
WEBMD HEALTH CORP 2.625 CNVRTBND 94770VAM4 30,861 31,531,000 PRN   SOLE   31,501,000 0 0
WEC ENERGY GROUP INC COMMSTCK 92939U106 30,451 496,110 SH   SOLE   496,110 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 16,012 89,173 SH   SOLE   89,173 0 0
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 304 232 SH   DFND 4 0 0 232
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 12,601 9,611 SH   DFND 3 9,181 0 35
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 152,491 116,307 SH   SOLE   115,866 0 0
WELLTOWER INC COMMSTCK 95040Q104 7,807 104,300 SH   DFND 2 104,300 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 26,076 294,312 SH   SOLE   294,312 0 0
WEYERHAEUSER COMPANY COMMSTCK 962166104 22,857 682,299 SH   SOLE   682,299 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 19 100 SH   DFND 3 100 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 1,955 10,200 SH   SOLE   10,200 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 220 260,000 PRN   DFND 4 0 0 260,000
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 304 360,000 PRN   DFND 3 360,000 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 9,650 11,420,000 PRN   SOLE   11,420,000 0 0
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 942 6,477 SH   DFND 3 0 0 6,477
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 9,903 68,083 SH   SOLE   68,083 0 0
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 8 1,994 SH   DFND 4 0 0 1,994
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 83 21,426 SH   SOLE   21,426 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 522 470,000 PRN   DFND 4 0 0 470,000
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 883 795,000 PRN   DFND 3 795,000 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 28,826 25,940,000 PRN   SOLE   25,940,000 0 0
XILINX INC COMMSTCK 983919101 22,955 356,888 SH   SOLE   356,888 0 0
XYLEM INC (INDIANA) COMMSTCK 98419M100 13,141 237,072 SH   SOLE   237,072 0 0
YUM! BRANDS INC. COMMSTCK 988498101 671 9,100 SH   DFND 3 9,100 0 0
YUM! BRANDS INC. COMMSTCK 988498101 103,478 1,402,900 SH   SOLE   1,402,900 0 0
ZENDESK INC COMMSTCK 98936J101 7,710 277,534 SH   SOLE   277,534 0 0
ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 13,876 108,068 SH   SOLE   108,068 0 0
ZOETIS INC COMMSTCK 98978V103 2,425 38,880 SH   DFND 3 38,880 0 0
ZOETIS INC COMMSTCK 98978V103 85,946 1,377,777 SH   SOLE   1,377,777 0 0