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 11,022 185,462 SH   SOLE   185,462 0 0
ACACIA COMMUNICATIONS INC COMMSTCK 00401C108 49,561 1,052,261 SH   SOLE   1,052,261 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 2,167 75,700 SH   DFND 2 75,700 0 0
ACCENTURE PLC COMMSTCK G1151C101 5,490 40,643 SH   DFND 1 0 0 40,643
ACCENTURE PLC COMMSTCK G1151C101 16,738 123,921 SH   DFND 3 13,524 0 57,109
ACCENTURE PLC COMMSTCK G1151C101 119,412 884,078 SH   SOLE   884,078 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 13,116 76,578 SH   SOLE   76,578 0 0
ADIENT PLC COMMSTCK G0084W101 1,087 12,941 SH   SOLE   12,941 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 10,693 71,679 SH   DFND 1 0 0 71,679
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 33,985 227,815 SH   DFND 3 23,049 0 108,712
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 225,429 1,511,123 SH   SOLE   1,511,123 0 0
AETNA INC COMMSTCK 00817Y108 428 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 11,981 75,345 SH   SOLE   75,345 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 4,388 23,113 SH   DFND 3 4,428 0 18,685
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 131,249 691,403 SH   SOLE   691,403 0 0
AGRIUM INC COMMSTCK 008916108 34,939 325,890 SH   SOLE   325,890 0 0
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 107 110,000 PRN   DFND 4 0 0 110,000
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 9,738 10,020,000 PRN   SOLE   10,020,000 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 18,310 318,985 SH   SOLE   318,985 0 0
ALERE INC 3 PFDDOM 01449J204 325 811 SH   DFND 4 0 0 811
ALERE INC 3 PFDDOM 01449J204 15,107 37,673 SH   SOLE   37,673 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 936 20,200 SH   DFND 2 20,200 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 26,382 221,756 SH   SOLE   221,756 0 0
ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 10,818 77,110 SH   SOLE   77,110 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 5,692 32,956 SH   SOLE   32,956 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 40,729 218,657 SH   SOLE   218,657 0 0
ALLERGAN PLC COMMSTCK G0177J108 11,357 55,412 SH   DFND 1 0 0 55,412
ALLERGAN PLC COMMSTCK G0177J108 34,245 167,090 SH   DFND 3 17,178 0 79,227
ALLERGAN PLC COMMSTCK G0177J108 232,256 1,133,231 SH   SOLE   1,133,231 0 0
ALLERGAN PLC 5.5 PFDFORN G0177J116 166 225 SH   DFND 4 0 0 225
ALLERGAN PLC 5.5 PFDFORN G0177J116 6,677 9,050 SH   SOLE   9,050 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 36,468 877,268 SH   SOLE   877,268 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 10,248 111,501 SH   SOLE   111,501 0 0
ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 11,229 95,572 SH   SOLE   95,572 0 0
ALPHABET INC COMMSTCK 02079K107 23,465 24,465 SH   DFND 1 0 0 24,465
ALPHABET INC COMMSTCK 02079K107 83,466 87,024 SH   DFND 3 9,751 0 41,694
ALPHABET INC COMMSTCK 02079K107 655,028 682,954 SH   SOLE   682,954 0 0
ALPHABET INC COMMSTCK 02079K305 8,536 8,766 SH   DFND 3 6,206 0 2,560
ALPHABET INC COMMSTCK 02079K305 561,245 576,393 SH   SOLE   576,393 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 2,908 45,860 SH   DFND 3 34,278 0 11,582
ALTRIA GROUP INC COMMSTCK 02209S103 20,974 330,715 SH   SOLE   330,715 0 0
AMAZON.COM INC COMMSTCK 023135106 19,260 20,034 SH   DFND 1 0 0 20,034
AMAZON.COM INC COMMSTCK 023135106 46,166 48,022 SH   DFND 3 4,776 0 22,611
AMAZON.COM INC COMMSTCK 023135106 308,075 320,461 SH   SOLE   320,461 0 0
AMDOCS LTD COMMSTCK G02602103 437 6,793 SH   DFND 3 6,793 0 0
AMDOCS LTD COMMSTCK G02602103 28,668 445,714 SH   SOLE   445,714 0 0
AMEREN CORPORATION COMMSTCK 023608102 23,270 402,318 SH   SOLE   402,318 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 17,339 365,102 SH   SOLE   365,102 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3,361 84,500 SH   DFND 2 84,500 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2,521 57,100 SH   DFND 2 57,100 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1,324 18,850 SH   DFND 3 18,850 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 339,288 4,830,413 SH   SOLE   4,830,413 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 37,430 413,778 SH   SOLE   413,778 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 3,259 150,100 SH   DFND 2 150,100 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 23,743 1,093,640 SH   SOLE   1,093,640 0 0
AMGEN INC COMMSTCK 031162100 224 1,200 SH   DFND 3 1,200 0 0
AMGEN INC COMMSTCK 031162100 53,497 286,926 SH   SOLE   286,926 0 0
AMPHENOL CORPORATION COMMSTCK 032095101 8,030 94,874 SH   DFND 1 0 0 94,874
AMPHENOL CORPORATION COMMSTCK 032095101 25,034 295,768 SH   DFND 3 29,722 0 141,717
AMPHENOL CORPORATION COMMSTCK 032095101 168,502 1,990,813 SH   SOLE   1,990,813 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 8,692 177,936 SH   SOLE   177,936 0 0
ANALOG DEVICES INC COMMSTCK 032654105 1,060 12,300 SH   DFND 3 12,300 0 0
ANALOG DEVICES INC COMMSTCK 032654105 173,902 2,018,125 SH   SOLE   2,018,125 0 0
ANDEAVOR COMMSTCK 03349M105 5,376 52,114 SH   SOLE   52,114 0 0
ANTHEM INC COMMSTCK 036752103 3,398 17,893 SH   SOLE   17,893 0 0
APACHE CORPORATION COMMSTCK 037411105 13,894 303,371 SH   SOLE   303,371 0 0
APPLE INC COMMSTCK 037833100 31,865 206,753 SH   DFND 1 0 0 206,753
APPLE INC COMMSTCK 037833100 90,786 589,059 SH   DFND 3 98,547 0 274,478
APPLE INC COMMSTCK 037833100 1,230,492 7,983,985 SH   SOLE   7,983,985 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 1,082 66,013 SH   DFND 3 66,013 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 2,497 152,379 SH   SOLE   152,379 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 764 22,562 SH   DFND 3 22,562 0 0
ASTRAZENECA PLC DEPRECPT 046353108 39,714 1,172,197 SH   SOLE   1,172,197 0 0
AT&T INC COMMSTCK 00206R102 1,199 30,600 SH   DFND 3 30,600 0 0
AT&T INC COMMSTCK 00206R102 177,025 4,519,400 SH   SOLE   4,519,400 0 0
ATLAS AIR WORLDWIDE HOLDIN COMMSTCK 049164205 8,412 127,841 SH   SOLE   127,841 0 0
AUTOHOME INC DEPRECPT 05278C107 2,221 36,969 SH   SOLE   36,969 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 8,172 45,800 SH   DFND 2 45,800 0 0
AVEXIS INC COMMSTCK 05366U900 3,617 37,395 SH   SOLE   37,395 0 0
BAIDU INC DEPRECPT 056752108 1,832 7,395 SH   SOLE   7,395 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 86,273 3,404,636 SH   SOLE   3,404,636 0 0
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 612 470 SH   DFND 4 0 0 470
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 10,141 7,792 SH   DFND 3 6,847 0 0
BANK OF AMERICA CORP 7.25 PFDDOM 060505682 131,731 101,217 SH   SOLE   100,792 0 0
BANK OF NEW YORK MELLON CO COMMSTCK 064058100 60,287 1,137,060 SH   SOLE   1,137,060 0 0
BAOZUN INC DEPRECPT 06684L103 2,120 64,718 SH   SOLE   64,718 0 0
BB&T CORP COMMSTCK 054937107 27,849 593,293 SH   SOLE   593,293 0 0
BCE INC COMMSTCK 05534B760 23,202 495,458 SH   SOLE   495,458 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 576 2,937 SH   DFND 3 2,937 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 24,785 126,487 SH   SOLE   126,487 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670108 35,716 130 SH   SOLE   130 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 1,393 7,600 SH   DFND 3 7,600 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 173,439 946,100 SH   SOLE   946,100 0 0
BHP BILLITON LTD DEPRECPT 088606108 704 17,374 SH   DFND 3 17,374 0 0
BHP BILLITON LTD DEPRECPT 088606108 17,568 433,446 SH   SOLE   433,446 0 0
BIOGEN INC COMMSTCK 09062X103 14,620 46,690 SH   SOLE   46,690 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAH4 187 185,000 PRN   DFND 4 0 0 185,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAH4 7,918 7,815,000 PRN   SOLE   7,815,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 114 95,000 PRN   DFND 4 0 0 95,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 3,477 2,905,000 PRN   SOLE   2,905,000 0 0
BIOSCRIP INC COMMSTCK 09069N108 42 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 729 265,191 SH   SOLE   265,191 0 0
BITAUTO HOLDINGS LTD DEPRECPT 091727107 4,336 97,042 SH   SOLE   97,042 0 0
BLACKBAUD INC COMMSTCK 09227Q100 9,105 103,704 SH   SOLE   103,704 0 0
BLACKROCK FLOATING RATE IN COMMSTCK 09255X100 2,010 140,000 SH   SOLE   140,000 0 0
BLACKROCK INC COMMSTCK 09247X101 2,430 5,436 SH   DFND 3 1,950 0 3,486
BLACKROCK INC COMMSTCK 09247X101 147,798 330,577 SH   SOLE   330,577 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 676 69,695 SH   SOLE   69,695 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 712 47,298 SH   SOLE   47,298 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 1,165 34,913 SH   DFND 3 0 0 34,913
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 43,320 1,298,160 SH   SOLE   1,298,160 0 0
BLUE BUFFALO PET PRODUCTS COMMSTCK 09531U102 5,017 176,952 SH   SOLE   176,952 0 0
BOEING CO COMMSTCK 097023105 2,207 8,683 SH   SOLE   8,683 0 0
BOISE CASCADE CO COMMSTCK 09739D100 10,149 290,796 SH   SOLE   290,796 0 0
BORGWARNER INC COMMSTCK 099724106 57,913 1,130,443 SH   SOLE   1,130,443 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 8,073 65,700 SH   DFND 2 65,700 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 54,402 1,864,993 SH   SOLE   1,864,993 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 532 8,350 SH   DFND 3 8,350 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 84,780 1,330,094 SH   SOLE   1,330,094 0 0
BROADCOM LTD COMMSTCK Y09827109 11,087 45,711 SH   DFND 1 0 0 45,711
BROADCOM LTD COMMSTCK Y09827109 37,613 155,081 SH   DFND 3 16,161 0 73,249
BROADCOM LTD COMMSTCK Y09827109 296,446 1,222,258 SH   SOLE   1,222,258 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 7,704 96,381 SH   SOLE   96,381 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 6,305 235,698 SH   DFND 1 0 0 235,698
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 20,173 754,129 SH   DFND 3 77,923 0 368,281
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 233,528 8,730,002 SH   SOLE   8,730,002 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 3,283 44,853 SH   SOLE   44,853 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 4,435 48,500 SH   DFND 2 48,500 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 13,715 149,974 SH   SOLE   149,974 0 0
CANADIAN PACIFIC RAILWAY C COMMSTCK 13645T100 3,760 22,378 SH   SOLE   22,378 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 176 2,083 SH   DFND 4 0 0 2,083
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 5,932 70,073 SH   SOLE   70,073 0 0
CARDTRONICS INC 1 CNVRTBND 14161HAG3 304 330,000 PRN   DFND 4 0 0 330,000
CARDTRONICS INC 1 CNVRTBND 14161HAG3 13,496 14,650,000 PRN   SOLE   14,650,000 0 0
CARLISLE COMPANIES INCORPO COMMSTCK 142339100 489 4,880 SH   DFND 3 4,880 0 0
CARLISLE COMPANIES INCORPO COMMSTCK 142339100 65,110 649,218 SH   SOLE   649,218 0 0
CARTERS INC COMMSTCK 146229109 23,452 237,488 SH   SOLE   237,488 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 34,933 868,975 SH   SOLE   868,975 0 0
CBS CORP COMMSTCK 124857202 584 10,071 SH   DFND 3 10,071 0 0
CBS CORP COMMSTCK 124857202 20,375 351,289 SH   SOLE   351,289 0 0
CDW CORP COMMSTCK 12514G108 117,010 1,772,877 SH   SOLE   1,772,877 0 0
CEDAR FAIR LP COMMSTCK 150185106 855 13,332 SH   DFND 3 13,332 0 0
CEDAR FAIR LP COMMSTCK 150185106 45,699 712,714 SH   SOLE   712,714 0 0
CELANESE CORPORATION COMMSTCK 150870103 84,718 812,483 SH   SOLE   812,483 0 0
CELGENE CORPORATION COMMSTCK 151020104 10,211 70,027 SH   DFND 1 0 0 70,027
CELGENE CORPORATION COMMSTCK 151020104 33,179 227,534 SH   DFND 3 25,013 0 115,162
CELGENE CORPORATION COMMSTCK 151020104 324,388 2,224,581 SH   SOLE   2,224,581 0 0
CEMEX SAB DE CV 3.72 CNVRTBND 151290BR3 6,812 6,075,000 PRN   SOLE   6,075,000 0 0
CENTENE CORPORATION COMMSTCK 15135B101 1,384 14,297 SH   DFND 3 7,659 0 6,638
CENTENE CORPORATION COMMSTCK 15135B101 143,274 1,480,558 SH   SOLE   1,480,558 0 0
CENTURYLINK INC COMMSTCK 156700106 664 35,138 SH   DFND 3 35,138 0 0
CENTURYLINK INC COMMSTCK 156700106 60,913 3,222,914 SH   SOLE   3,222,914 0 0
CF INDUSTRIES HOLDINGS INC COMMSTCK 125269100 80 2,277 SH   DFND 3 2,277 0 0
CF INDUSTRIES HOLDINGS INC COMMSTCK 125269100 24,671 701,676 SH   SOLE   701,676 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 14,222 131,661 SH   SOLE   131,661 0 0
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 6,274 143,436 SH   DFND 1 0 0 143,436
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 19,394 443,398 SH   DFND 3 69,330 0 192,681
CHARLES SCHWAB CORPORATION COMMSTCK 808513105 188,126 4,301,006 SH   SOLE   4,301,006 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 188 1,650 SH   DFND 3 1,650 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 29,235 256,400 SH   SOLE   256,400 0 0
CHEVRON CORP COMMSTCK 166764100 1,893 16,111 SH   DFND 3 16,111 0 0
CHEVRON CORP COMMSTCK 166764100 4,446 37,836 SH   SOLE   37,836 0 0
CHICAGO BRIDGE & IRON COMP COMMSTCK 167250109 24,252 1,443,563 SH   SOLE   1,443,563 0 0
CHILDRENS PLACE RETAIL STO COMMSTCK 168905107 8,666 73,347 SH   SOLE   73,347 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 5,476 17,788 SH   SOLE   17,788 0 0
CHUBB LTD COMMSTCK H1467J104 19,678 138,040 SH   SOLE   138,040 0 0
CIGNA CORPORATION COMMSTCK 125509109 264 1,411 SH   DFND 4 0 0 1,411
CIGNA CORPORATION COMMSTCK 125509109 3,267 17,476 SH   SOLE   17,476 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 43,010 378,379 SH   SOLE   378,379 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 4,171 124,040 SH   DFND 3 124,040 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 339,080 10,082,655 SH   SOLE   10,082,655 0 0
CITIGROUP INC COMMSTCK 172967424 3,268 44,927 SH   DFND 3 18,800 0 26,127
CITIGROUP INC COMMSTCK 172967424 417,777 5,743,432 SH   SOLE   5,743,432 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 4,153 109,657 SH   SOLE   109,657 0 0
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 128 110,000 PRN   DFND 4 0 0 110,000
CITRIX SYSTEMS INC 0.5 CNVRTBND 177376AD2 10,287 8,868,000 PRN   SOLE   8,868,000 0 0
CLAYMORE S&P GLOBAL WATER ETIF 18383Q507 984 28,596 SH   SOLE   28,596 0 0
CLOROX COMPANY COMMSTCK 189054109 19,177 145,376 SH   SOLE   145,376 0 0
CME GROUP INC COMMSTCK 12572Q105 2,427 17,887 SH   DFND 3 17,887 0 0
CME GROUP INC COMMSTCK 12572Q105 92,440 681,311 SH   SOLE   681,311 0 0
COCA-COLA CO COMMSTCK 191216100 17,132 380,626 SH   SOLE   380,626 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 8,366 115,335 SH   DFND 1 0 0 115,335
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 26,201 361,200 SH   DFND 3 35,633 0 173,369
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 220,602 3,041,112 SH   SOLE   3,041,112 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 6,325 86,825 SH   DFND 1 0 0 86,825
COLGATE-PALMOLIVE CO COMMSTCK 194162103 20,668 283,711 SH   DFND 3 30,135 0 133,933
COLGATE-PALMOLIVE CO COMMSTCK 194162103 144,760 1,987,098 SH   SOLE   1,987,098 0 0
COMCAST CORPORATION COMMSTCK 20030N101 1,539 39,995 SH   DFND 3 39,995 0 0
COMCAST CORPORATION COMMSTCK 20030N101 193,472 5,027,863 SH   SOLE   5,027,863 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 18,067 278,388 SH   SOLE   278,388 0 0
CONAGRA BRANDS INC COMMSTCK 205887102 14,093 417,694 SH   SOLE   417,694 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 8,865 67,300 SH   SOLE   67,300 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 33,588 416,313 SH   SOLE   416,313 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 11,139 55,850 SH   SOLE   55,850 0 0
CONTINENTAL RESOURCES INC COMMSTCK 212015101 6,785 175,743 SH   SOLE   175,743 0 0
COOPER COMPANIES INC COMMSTCK 216648402 9,242 38,979 SH   DFND 1 0 0 38,979
COOPER COMPANIES INC COMMSTCK 216648402 28,291 119,315 SH   DFND 3 15,929 0 54,626
COOPER COMPANIES INC COMMSTCK 216648402 259,551 1,094,644 SH   SOLE   1,094,644 0 0
COPA HOLDINGS SA COMMSTCK P31076105 2,104 16,895 SH   SOLE   16,895 0 0
COSTAR GROUP INC COMMSTCK 22160N109 24,572 91,602 SH   SOLE   91,602 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 8,707 57,428 SH   SOLE   57,428 0 0
CREDICORP LTD COMMSTCK G2519Y108 1,429 6,972 SH   SOLE   6,972 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 1,551 15,514 SH   DFND 3 15,514 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 105,996 1,060,168 SH   SOLE   1,060,168 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 30,484 510,455 SH   SOLE   510,455 0 0
CSX CORP COMMSTCK 126408103 3,674 67,709 SH   SOLE   67,709 0 0
CTRIP.COM INTERNATIONAL LT CNVRTBND 22943FAM2 135 125,000 PRN   DFND 4 0 0 125,000
CTRIP.COM INTERNATIONAL LT CNVRTBND 22943FAM2 5,250 4,875,000 PRN   SOLE   4,875,000 0 0
CUBESMART COMMSTCK 229663109 3,863 148,800 SH   DFND 2 148,800 0 0
CVS HEALTH CORP COMMSTCK 126650100 14,648 180,123 SH   DFND 1 0 0 180,123
CVS HEALTH CORP COMMSTCK 126650100 46,411 570,725 SH   DFND 3 68,869 0 265,139
CVS HEALTH CORP COMMSTCK 126650100 409,010 5,029,636 SH   SOLE   5,029,636 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 13,127 250,128 SH   SOLE   250,128 0 0
DDR CORP COMMSTCK 23317H102 1,106 120,700 SH   DFND 2 120,700 0 0
DELPHI AUTOMOTIVE PLC COMMSTCK G27823106 99,910 1,015,346 SH   SOLE   1,015,346 0 0
DENTSPLY SIRONA INC COMMSTCK 24906P109 26,803 448,135 SH   SOLE   448,135 0 0
DIAMONDROCK HOSPITALITY CO COMMSTCK 252784301 1,721 157,145 SH   SOLE   157,145 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 7,627 64,455 SH   DFND 2 64,455 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 26,231 221,677 SH   SOLE   221,677 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 2,047 31,748 SH   DFND 3 0 0 31,748
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 41,256 639,832 SH   SOLE   639,832 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 112,560 1,388,769 SH   SOLE   1,388,769 0 0
DOLLAR TREE INC COMMSTCK 256746108 19,190 221,027 SH   SOLE   221,027 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,349 59,600 SH   DFND 2 59,600 0 0
DOWDUPONT INC COMMSTCK 26078J100 1,156 16,704 SH   DFND 3 3,950 0 12,754
DOWDUPONT INC COMMSTCK 26078J100 73,782 1,065,751 SH   SOLE   1,065,751 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 35,542 401,746 SH   SOLE   401,746 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 31,459 1,091,569 SH   SOLE   1,091,569 0 0
DXC TECHNOLOGY CO COMMSTCK 23355L106 16,636 193,707 SH   SOLE   193,707 0 0
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 466 410,000 PRN   DFND 4 0 0 410,000
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 1,193 1,050,000 PRN   DFND 3 1,050,000 0 0
DYCOM INDUSTRIES INC 0.75 CNVRTBND 267475AB7 25,899 22,793,000 PRN   SOLE   22,793,000 0 0
EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 1,666 80,584 SH   DFND 2 80,584 0 0
EATON VANCE FLOATING-RATE COMMSTCK 278279104 1,901 130,000 SH   SOLE   130,000 0 0
EBAY INC COMMSTCK 278642103 4,850 126,094 SH   DFND 3 62,305 0 63,789
EBAY INC COMMSTCK 278642103 198,491 5,160,973 SH   SOLE   5,160,973 0 0
ECOLAB INC COMMSTCK 278865100 6,968 54,183 SH   DFND 1 0 0 54,183
ECOLAB INC COMMSTCK 278865100 23,460 182,415 SH   DFND 3 21,755 0 85,343
ECOLAB INC COMMSTCK 278865100 147,698 1,148,414 SH   SOLE   1,148,414 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 3,553 32,501 SH   DFND 1 0 0 32,501
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 9,304 85,112 SH   DFND 3 8,891 0 40,120
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 62,619 572,859 SH   SOLE   572,859 0 0
ELECTRONIC ARTS INC COMMSTCK 285512109 22,503 190,607 SH   SOLE   190,607 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 500 5,850 SH   DFND 3 5,850 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 73,821 863,000 SH   SOLE   863,000 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,919 142,100 SH   DFND 2 142,100 0 0
ENBRIDGE INC COMMSTCK 29250N105 770 18,405 SH   DFND 3 18,405 0 0
ENBRIDGE INC COMMSTCK 29250N105 11,925 285,013 SH   SOLE   285,013 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 245 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 177 205,000 PRN   DFND 4 0 0 205,000
ENDOLOGIX INC. 3.25 CNVRTBND 29266SAB2 6,959 8,045,000 PRN   SOLE   8,045,000 0 0
ENVESTNET INC COMMSTCK 29404K106 5,742 112,581 SH   SOLE   112,581 0 0
EOG RESOURCES INC COMMSTCK 26875P101 3,167 32,740 SH   DFND 3 21,611 0 11,129
EOG RESOURCES INC COMMSTCK 26875P101 384,459 3,974,146 SH   SOLE   3,974,146 0 0
EQT CORP COMMSTCK 26884L109 4,996 76,583 SH   SOLE   76,583 0 0
EQUINIX INC COMMSTCK 29444U700 543 1,216 SH   DFND 3 1,216 0 0
EQUINIX INC COMMSTCK 29444U700 13,238 29,662 SH   SOLE   29,662 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 2,229 26,200 SH   DFND 2 26,200 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 9,105 138,100 SH   DFND 2 138,100 0 0
ESPERION THERAPEUTICS INC COMMSTCK 29664W105 155 3,100 SH   DFND 3 0 0 3,100
ESPERION THERAPEUTICS INC COMMSTCK 29664W105 9,362 186,799 SH   SOLE   186,799 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 24,677 408,296 SH   SOLE   408,296 0 0
EXACT SCIENCES CORPORATION COMMSTCK 30063P105 21,591 458,210 SH   SOLE   458,210 0 0
EXPEDIA INC COMMSTCK 30212P303 16,083 111,735 SH   SOLE   111,735 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 3,458 172,900 SH   DFND 2 172,900 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 227,373 2,773,522 SH   SOLE   2,773,522 0 0
FACEBOOK INC COMMSTCK 30303M102 846 4,950 SH   DFND 3 4,950 0 0
FACEBOOK INC COMMSTCK 30303M102 125,692 735,600 SH   SOLE   735,600 0 0
FASTENAL COMPANY COMMSTCK 311900104 513 11,249 SH   DFND 3 11,249 0 0
FASTENAL COMPANY COMMSTCK 311900104 64,189 1,408,265 SH   SOLE   1,408,265 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 3,552 28,600 SH   DFND 2 28,600 0 0
FEDEX CORP COMMSTCK 31428X106 1,162 5,150 SH   DFND 3 5,150 0 0
FEDEX CORP COMMSTCK 31428X106 190,054 842,514 SH   SOLE   842,514 0 0
FIDELITY NATIONAL FINANCIA COMMSTCK 31620R303 7,712 162,499 SH   SOLE   162,499 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 24,529 262,647 SH   SOLE   262,647 0 0
FIFTH THIRD BANCORP COMMSTCK 316773100 27,777 992,727 SH   SOLE   992,727 0 0
FINISAR CORPORATION COMMSTCK 31787A507 34,119 1,538,962 SH   SOLE   1,538,962 0 0
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 68 65,000 PRN   DFND 3 65,000 0 0
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 224 215,000 PRN   DFND 4 0 0 215,000
FINISAR CORPORATION 0.5 CNVRTBND 31787AAM3 12,833 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 1,709 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 1,679 1,810,000 PRN   SOLE   1,810,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 32,560 1,700,283 SH   SOLE   1,700,283 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 7,056 67,549 SH   SOLE   67,549 0 0
FIRST SOLAR INC COMMSTCK 336433107 42,817 933,238 SH   SOLE   933,238 0 0
FIRST TRUST SENIOR FLOATIN COMMSTCK 33733U108 2,024 150,000 SH   SOLE   150,000 0 0
FIVE POINT HOLDINGS LLC COMMSTCK 33833Q106 697 51,107 SH   SOLE   51,107 0 0
FMC CORPORATION COMMSTCK 302491303 17,239 193,028 SH   SOLE   193,028 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 556 46,408 SH   DFND 4 0 0 46,408
FORD MOTOR COMPANY COMMSTCK 345370860 10,448 872,869 SH   SOLE   872,869 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 739 28,954 SH   DFND 4 0 0 28,954
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 2,643 103,600 SH   DFND 2 103,600 0 0
FOREST CITY ENTERPRISES LP COMMSTCK 345605109 10,007 392,287 SH   SOLE   392,287 0 0
FORTIVE CORP COMMSTCK 34959J108 19,374 273,680 SH   SOLE   273,680 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 13,103 194,895 SH   SOLE   194,895 0 0
FOUNDATION MEDICINE INC COMMSTCK 350465100 13,214 328,696 SH   SOLE   328,696 0 0
FREEPORT-MCMORAN INC COMMSTCK 35671D857 28,444 2,025,891 SH   SOLE   2,025,891 0 0
GARDNER DENVER HOLDINGS IN COMMSTCK 36555P107 11,761 427,376 SH   SOLE   427,376 0 0
GARTNER INC COMMSTCK 366651107 8,857 71,196 SH   SOLE   71,196 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 527 594,000 PRN   DFND 4 0 0 594,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 965 1,087,000 PRN   DFND 3 1,087,000 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 23,414 26,382,000 PRN   SOLE   26,382,000 0 0
GENERAL MILLS INC COMMSTCK 370334104 25,459 491,858 SH   SOLE   491,858 0 0
GENUINE PARTS COMPANY COMMSTCK 372460105 17,809 186,187 SH   SOLE   186,187 0 0
GENWORTH HOLDINGS INC COMMSTCK 37247D106 3,519 913,990 SH   SOLE   913,990 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 8,873 109,520 SH   DFND 1 0 0 109,520
GILEAD SCIENCES INC COMMSTCK 375558103 32,224 397,731 SH   DFND 3 69,285 0 185,084
GILEAD SCIENCES INC COMMSTCK 375558103 437,452 5,399,306 SH   SOLE   5,399,306 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 977 24,055 SH   DFND 3 24,055 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 24,162 595,120 SH   SOLE   595,120 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 21,762 91,750 SH   SOLE   91,750 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 357 18,980 SH   DFND 3 18,980 0 0
GOLUB CAPITAL BDC INC. COMMSTCK 38173M102 841 44,712 SH   SOLE   44,712 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 52,907 1,591,180 SH   SOLE   1,591,180 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 47,516 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST COMMSTCK 385002308 4,568 151,000 SH   DFND 2 151,000 0 0
GRUBHUB INC COMMSTCK 400110102 7,425 141,007 SH   SOLE   141,007 0 0
GRUPO FINANCIERO GALICIA S DEPRECPT 399909100 2,539 49,270 SH   SOLE   49,270 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 1,967 137,173 SH   SOLE   137,173 0 0
HAIN CELESTIAL GROUP INC COMMSTCK 405217100 16,073 390,594 SH   SOLE   390,594 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 28,660 295,676 SH   SOLE   295,676 0 0
HARRIS CORPORATION COMMSTCK 413875105 13,992 106,256 SH   SOLE   106,256 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 1,927 34,769 SH   DFND 3 34,769 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 230,990 4,167,232 SH   SOLE   4,167,232 0 0
HB FULLER CO COMMSTCK 359694106 640 11,020 SH   DFND 3 11,020 0 0
HB FULLER CO COMMSTCK 359694106 23,607 406,590 SH   SOLE   406,590 0 0
HDFC BANK LTD DEPRECPT 40415F101 5,101 52,933 SH   SOLE   52,933 0 0
HEALTHCARE TRUST OF AMERIC COMMSTCK 42225P501 2,518 84,500 SH   DFND 2 84,500 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 7,090 64,944 SH   DFND 1 0 0 64,944
HERSHEY COMPANY THE COMMSTCK 427866108 21,644 198,258 SH   DFND 3 29,153 0 89,501
HERSHEY COMPANY THE COMMSTCK 427866108 172,062 1,576,088 SH   SOLE   1,576,088 0 0
HEWLETT PACKARD ENTERPRISE COMMSTCK 42824C109 8,853 601,812 SH   SOLE   601,812 0 0
HILTON GRAND VACATIONS INC COMMSTCK 43283X105 8,805 227,925 SH   SOLE   227,925 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A203 8,589 123,676 SH   SOLE   123,676 0 0
HOME DEPOT INC COMMSTCK 437076102 20,394 124,688 SH   DFND 1 0 0 124,688
HOME DEPOT INC COMMSTCK 437076102 68,488 418,736 SH   DFND 3 63,961 0 187,657
HOME DEPOT INC COMMSTCK 437076102 732,264 4,477,034 SH   SOLE   4,477,034 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,515 10,686 SH   DFND 3 10,686 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 101,726 717,691 SH   SOLE   717,691 0 0
HORTONWORKS INC COMMSTCK 440894103 5,094 300,523 SH   SOLE   300,523 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 2,439 131,915 SH   SOLE   131,915 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 5,090 275,300 SH   DFND 2 275,300 0 0
HP INC COMMSTCK 40434L105 676 33,846 SH   DFND 3 33,846 0 0
HP INC COMMSTCK 40434L105 30,289 1,517,489 SH   SOLE   1,517,489 0 0
HUBSPOT INC COMMSTCK 443573100 14,846 176,633 SH   SOLE   176,633 0 0
HUMANA INC COMMSTCK 444859102 88,505 363,277 SH   SOLE   363,277 0 0
IMPAX LABORATORIES INC 2 CNVRTBND 45256BAE1 328 365,000 PRN   DFND 4 0 0 365,000
IMPAX LABORATORIES INC 2 CNVRTBND 45256BAE1 14,245 15,850,000 PRN   SOLE   15,850,000 0 0
INCYTE CORPORATION COMMSTCK 45337C102 8,773 75,148 SH   SOLE   75,148 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 34,996 392,460 SH   SOLE   392,460 0 0
INGREDION INC COMMSTCK 457187102 34,278 284,138 SH   SOLE   284,138 0 0
INNOVIVA INC 2.125 CNVRTBND 88338TAB0 468 480,000 PRN   DFND 4 0 0 480,000
INNOVIVA INC 2.125 CNVRTBND 88338TAB0 12,703 13,020,000 PRN   SOLE   13,020,000 0 0
INOGEN INC COMMSTCK 45780L104 3,646 38,335 SH   SOLE   38,335 0 0
INSULET CORP COMMSTCK 45784P101 1,799 32,665 SH   SOLE   32,665 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 15,312 222,877 SH   DFND 1 0 0 222,877
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 47,144 686,230 SH   DFND 3 70,515 0 325,526
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 359,562 5,233,794 SH   SOLE   5,233,794 0 0
INTERCONTINENTAL HOTELS GR DEPRECPT 45857P707 3,019 57,078 SH   SOLE   57,078 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 5,331 37,303 SH   DFND 1 0 0 37,303
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 17,867 125,021 SH   DFND 3 12,359 0 59,993
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 117,410 821,567 SH   SOLE   821,567 0 0
INTERPUBLIC GROUP OF COMPA COMMSTCK 460690100 39,683 1,908,748 SH   SOLE   1,908,748 0 0
INTUIT INC. COMMSTCK 461202103 17,794 125,189 SH   SOLE   125,189 0 0
INVESCO LTD COMMSTCK G491BT108 2,189 62,485 SH   DFND 3 14,288 0 48,197
INVESCO LTD COMMSTCK G491BT108 176,416 5,034,717 SH   SOLE   5,034,717 0 0
INVESCO VAN KAMPEN SENIOR COMMSTCK 46131H107 674 150,000 SH   SOLE   150,000 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 952 24,480 SH   DFND 3 24,480 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 2,255 57,977 SH   SOLE   57,977 0 0
ISHARES IBOXX HIGH YIELD C ETIF 464288513 5,592 63,000 SH   SOLE   63,000 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 9,815 339,167 SH   SOLE   339,167 0 0
ISHARES MSCI CHINA INDEX F ETIF 46429B671 10,853 172,024 SH   SOLE   172,024 0 0
ISHARES MSCI RUSSIA CAPPED ETIF 46434G798 4,689 139,418 SH   SOLE   139,418 0 0
ISHARES MSCI SOUTH KOREA I ETIF 464286772 9,525 137,929 SH   SOLE   137,929 0 0
ITAU UNIBANCO SA DEPRECPT 465562106 3,586 261,781 SH   SOLE   261,781 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 8,344 81,866 SH   SOLE   81,866 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 421 400,000 PRN   DFND 4 0 0 400,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 742 705,000 PRN   DFND 3 705,000 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 19,472 18,490,000 PRN   SOLE   18,490,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 712 4,869 SH   DFND 3 4,869 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 129,644 886,453 SH   SOLE   886,453 0 0
JB HUNT TRANSPORT SERVICES COMMSTCK 445658107 55,927 503,488 SH   SOLE   503,488 0 0
JD.COM INC DEPRECPT 47215P106 1,157 30,295 SH   SOLE   30,295 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 6,350 94,336 SH   SOLE   94,336 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 7,173 134,081 SH   SOLE   134,081 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 10,940 84,146 SH   DFND 1 0 0 84,146
JOHNSON & JOHNSON COMMSTCK 478160104 33,437 257,186 SH   DFND 3 26,676 0 122,249
JOHNSON & JOHNSON COMMSTCK 478160104 244,744 1,882,501 SH   SOLE   1,882,501 0 0
JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 5,979 48,417 SH   SOLE   48,417 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 139 1,453 SH   DFND 4 0 0 1,453
JPMORGAN CHASE & CO COMMSTCK 46625H100 8,056 84,343 SH   DFND 3 46,551 0 37,792
JPMORGAN CHASE & CO COMMSTCK 46625H100 557,317 5,835,167 SH   SOLE   5,835,167 0 0
KAISER ALUMINUM CORPORATIO COMMSTCK 483007704 31,918 309,460 SH   SOLE   309,460 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 1,228 11,300 SH   DFND 3 11,300 0 0
KANSAS CITY SOUTHERN COMMSTCK 485170302 183,691 1,690,200 SH   SOLE   1,690,200 0 0
KAPSTONE PAPER AND PACKAGI COMMSTCK 48562P103 28,870 1,343,424 SH   SOLE   1,343,424 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 1,383 28,969 SH   DFND 3 28,969 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 3,204 67,105 SH   SOLE   67,105 0 0
KB HOME 1.375 CNVRTBND 48666KAS8 325 310,000 PRN   DFND 4 0 0 310,000
KB HOME 1.375 CNVRTBND 48666KAS8 11,611 11,065,000 PRN   SOLE   11,065,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 1,006 16,135 SH   DFND 3 16,135 0 0
KELLOGG COMPANY COMMSTCK 487836108 28,328 454,190 SH   SOLE   454,190 0 0
KEYCORP COMMSTCK 493267108 73,890 3,926,119 SH   SOLE   3,926,119 0 0
KEYW HOLDING CORP 2.5 CNVRTBND 493723AA8 136 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5 CNVRTBND 493723AA8 4,555 4,855,000 PRN   SOLE   4,855,000 0 0
KKR & CO LP COMMSTCK 48248M102 6,629 326,067 SH   SOLE   326,067 0 0
KLA-TENCOR CORPORATION COMMSTCK 482480100 25,561 241,142 SH   SOLE   241,142 0 0
KRAFT HEINZ CO COMMSTCK 500754106 613 7,900 SH   DFND 3 7,900 0 0
KRAFT HEINZ CO COMMSTCK 500754106 91,749 1,183,100 SH   SOLE   1,183,100 0 0
L3 TECHNOLOGIES INC COMMSTCK 502413107 10,179 54,019 SH   SOLE   54,019 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 1,046 5,654 SH   DFND 3 5,654 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 83,947 453,670 SH   SOLE   453,670 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 657 9,590 SH   DFND 3 9,590 0 0
LAMAR ADVERTISING CO (DELA COMMSTCK 512816109 1,566 22,852 SH   SOLE   22,852 0 0
LAMB WESTON HOLDINGS INC COMMSTCK 513272104 12,634 269,439 SH   SOLE   269,439 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 6,576 102,491 SH   SOLE   102,491 0 0
LASALLE HOTEL PROPERTIES COMMSTCK 517942108 1,799 61,985 SH   SOLE   61,985 0 0
LEAR CORPORATION COMMSTCK 521865204 7,227 41,755 SH   SOLE   41,755 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 13,816 233,296 SH   SOLE   233,296 0 0
LIBERTY BROADBAND CORP COMMSTCK 530307107 8,684 92,211 SH   SOLE   92,211 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 75,689 1,030,057 SH   SOLE   1,030,057 0 0
LIVE NATION ENTERTAINMENT COMMSTCK 538034109 27,214 624,895 SH   SOLE   624,895 0 0
LKQ CORP COMMSTCK 501889208 8,160 226,720 SH   SOLE   226,720 0 0
LOCKHEED MARTIN CORPORATIO COMMSTCK 539830109 2,845 9,169 SH   SOLE   9,169 0 0
LOWES COMPANIES INC COMMSTCK 548661107 1,335 16,700 SH   DFND 3 16,700 0 0
LOWES COMPANIES INC COMMSTCK 548661107 199,282 2,492,900 SH   SOLE   2,492,900 0 0
LOXO ONCOLOGY INC COMMSTCK 548862101 9,352 101,516 SH   SOLE   101,516 0 0
LULULEMON ATHLETICA INC COMMSTCK 550021109 8,534 137,099 SH   SOLE   137,099 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 263 2,654 SH   DFND 4 0 0 2,654
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 4,942 49,890 SH   SOLE   49,890 0 0
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 111 115,000 PRN   DFND 4 0 0 115,000
MACQUARIE INFRASTRUCTURE C CNVRTBND 55608BAB1 4,732 4,885,000 PRN   SOLE   4,885,000 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 4,603 41,747 SH   SOLE   41,747 0 0
MARRIOTT VACATIONS WORLDWI CNVRTBND 57164YAA5 61 58,000 PRN   DFND 4 0 0 58,000
MARRIOTT VACATIONS WORLDWI CNVRTBND 57164YAA5 2,028 1,942,000 PRN   SOLE   1,942,000 0 0
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 13,325 158,989 SH   DFND 1 0 0 158,989
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 41,073 490,078 SH   DFND 3 52,788 0 229,226
MARSH & MCLENNAN COMPANIES COMMSTCK 571748102 440,569 5,256,756 SH   SOLE   5,256,756 0 0
MASCO CORPORATION COMMSTCK 574599106 7,379 189,144 SH   DFND 1 0 0 189,144
MASCO CORPORATION COMMSTCK 574599106 24,897 638,214 SH   DFND 3 91,192 0 289,984
MASCO CORPORATION COMMSTCK 574599106 288,314 7,390,772 SH   SOLE   7,390,772 0 0
MASTERCARD INC COMMSTCK 57636Q104 22,631 160,279 SH   DFND 1 0 0 160,279
MASTERCARD INC COMMSTCK 57636Q104 67,750 479,818 SH   DFND 3 50,377 0 227,129
MASTERCARD INC COMMSTCK 57636Q104 475,981 3,370,968 SH   SOLE   3,370,968 0 0
MATERION CORP COMMSTCK 576690101 13,906 322,261 SH   SOLE   322,261 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 885 8,624 SH   DFND 3 8,624 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 166,323 1,620,446 SH   SOLE   1,620,446 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,506 9,612 SH   DFND 3 9,612 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 3,571 22,792 SH   SOLE   22,792 0 0
MEDICINES CO 2.5 CNVRTBND 584688AE5 259 205,000 PRN   DFND 4 0 0 205,000
MEDICINES CO 2.5 CNVRTBND 584688AE5 8,108 6,425,000 PRN   SOLE   6,425,000 0 0
MEDICINES CO 2.75 CNVRTBND 584688AG0 147 140,000 PRN   DFND 4 0 0 140,000
MEDICINES CO 2.75 CNVRTBND 584688AG0 867 825,000 PRN   DFND 3 825,000 0 0
MEDICINES CO 2.75 CNVRTBND 584688AG0 17,330 16,485,000 PRN   SOLE   16,460,000 0 0
MEDTRONIC INC COMMSTCK G5960L103 8,834 113,590 SH   DFND 1 0 0 113,590
MEDTRONIC INC COMMSTCK G5960L103 29,326 377,081 SH   DFND 3 59,381 0 168,353
MEDTRONIC INC COMMSTCK G5960L103 345,834 4,446,882 SH   SOLE   4,446,882 0 0
MELCO RESORTS & ENTERTAINM DEPRECPT 585464100 4,492 186,251 SH   SOLE   186,251 0 0
MERCK & CO INC COMMSTCK 58933Y105 2,246 35,073 SH   DFND 3 16,750 0 18,323
MERCK & CO INC COMMSTCK 58933Y105 225,731 3,525,392 SH   SOLE   3,525,392 0 0
MEREDITH CORPORATION COMMSTCK 589433101 13,797 248,596 SH   SOLE   248,596 0 0
MERITOR INC 7.875 CNVRTBND 59001KAC4 6,187 2,625,000 PRN   SOLE   2,625,000 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 22,391 687,062 SH   SOLE   687,062 0 0
MICRO FOCUS INTERNATIONAL DEPRECPT 594837304 6,629 207,803 SH   SOLE   207,803 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 1,417 15,787 SH   DFND 3 15,787 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 58,264 648,960 SH   SOLE   648,960 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 3,830 97,375 SH   DFND 3 25,804 0 71,571
MICRON TECHNOLOGY INC COMMSTCK 595112103 152,305 3,872,495 SH   SOLE   3,872,495 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 37,693 732,186 SH   SOLE   732,186 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 30,414 408,295 SH   DFND 1 0 0 408,295
MICROSOFT CORPORATION COMMSTCK 594918104 92,092 1,236,297 SH   DFND 3 211,044 0 562,273
MICROSOFT CORPORATION COMMSTCK 594918104 1,172,244 15,736,925 SH   SOLE   15,736,925 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 17,999 72,719 SH   SOLE   72,719 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 860 21,150 SH   DFND 3 21,150 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 163,590 4,023,366 SH   SOLE   4,023,366 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 8,709 157,636 SH   SOLE   157,636 0 0
MORGAN STANLEY COMMSTCK 617446448 46,091 956,849 SH   SOLE   956,849 0 0
MSA SAFETY INC COMMSTCK 553498106 17,926 225,454 SH   SOLE   225,454 0 0
MYLAN INC COMMSTCK N59465109 96 3,059 SH   DFND 4 0 0 3,059
MYLAN INC COMMSTCK N59465109 1,002 31,955 SH   SOLE   31,955 0 0
NASDAQ INC COMMSTCK 631103108 1,541 19,867 SH   DFND 3 0 0 19,867
NASDAQ INC COMMSTCK 631103108 63,979 824,785 SH   SOLE   824,785 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 27,244 481,262 SH   SOLE   481,262 0 0
NCR CORPORATION COMMSTCK 62886E108 265 7,059 SH   DFND 4 0 0 7,059
NCR CORPORATION COMMSTCK 62886E108 2,783 74,186 SH   SOLE   74,186 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 1,457 23,783 SH   SOLE   23,783 0 0
NEVRO CORP COMMSTCK 64157F103 3,776 41,554 SH   SOLE   41,554 0 0
NIELSEN NV COMMSTCK G6518L108 80 1,932 SH   DFND 3 1,932 0 0
NIELSEN NV COMMSTCK G6518L108 194 4,683 SH   SOLE   4,683 0 0
NIKE INC COMMSTCK 654106103 98,537 1,900,426 SH   SOLE   1,900,426 0 0
NISOURCE INC COMMSTCK 65473P105 28,409 1,110,146 SH   SOLE   1,110,146 0 0
NOMAD FOODS LTD COMMSTCK G6564A105 13,980 959,483 SH   SOLE   959,483 0 0
NORDSTROM INC COMMSTCK 655664100 32,733 694,237 SH   SOLE   694,237 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 3,670 27,752 SH   SOLE   27,752 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 24,107 262,237 SH   SOLE   262,237 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 7,797 27,099 SH   SOLE   27,099 0 0
NORWEGIAN CRUISE LINE LTD COMMSTCK G66721104 64,132 1,186,534 SH   SOLE   1,186,534 0 0
NOVARTIS AG DEPRECPT 66987V109 27,240 317,300 SH   SOLE   317,300 0 0
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 112 120,000 PRN   DFND 4 0 0 120,000
NUANCE COMMUNICATIONS INC CNVRTBND 67020YAK6 5,800 6,195,000 PRN   SOLE   6,195,000 0 0
NUCOR CORPORATION COMMSTCK 670346105 913 16,285 SH   DFND 3 16,285 0 0
NUCOR CORPORATION COMMSTCK 670346105 104,130 1,858,136 SH   SOLE   1,858,136 0 0
NUVASIVE INC. 2.25 CNVRTBND 670704AG0 205 180,000 PRN   DFND 4 0 0 180,000
NUVASIVE INC. 2.25 CNVRTBND 670704AG0 9,101 8,005,000 PRN   SOLE   8,005,000 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 489 7,618 SH   DFND 3 7,618 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 28,941 450,730 SH   SOLE   450,730 0 0
OLD REPUBLIC INTERNATIONAL COMMSTCK 680223104 31,498 1,599,689 SH   SOLE   1,599,689 0 0
OLLIES BARGAIN OUTLET HOLD COMMSTCK 681116109 7,398 159,445 SH   SOLE   159,445 0 0
OMNICOM GROUP INC COMMSTCK 681919106 39,649 535,297 SH   SOLE   535,297 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 70,188 3,800,121 SH   SOLE   3,800,121 0 0
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 227 190,000 PRN   DFND 4 0 0 190,000
ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AK1 8,871 7,435,000 PRN   SOLE   7,435,000 0 0
ORACLE CORPORATION COMMSTCK 68389X105 798 16,500 SH   DFND 3 16,500 0 0
ORACLE CORPORATION COMMSTCK 68389X105 133,482 2,760,745 SH   SOLE   2,760,745 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 4,492 20,856 SH   DFND 1 0 0 20,856
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 11,564 53,693 SH   DFND 3 5,575 0 25,405
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 166,368 772,476 SH   SOLE   772,476 0 0
OWENS & MINOR INC COMMSTCK 690732102 10,037 343,738 SH   SOLE   343,738 0 0
OWENS CORNING COMMSTCK 690742101 31,843 411,678 SH   SOLE   411,678 0 0
PACKAGING CORP OF AMERICA COMMSTCK 695156109 16,383 142,855 SH   SOLE   142,855 0 0
PATTERSON-UTI ENERGY INC. COMMSTCK 703481101 31,331 1,496,235 SH   SOLE   1,496,235 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 11,800 184,294 SH   DFND 1 0 0 184,294
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 37,423 584,461 SH   DFND 3 60,866 0 283,453
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 263,051 4,108,251 SH   SOLE   4,108,251 0 0
PDC ENERGY INC (DELAWARE) CNVRTBND 69327RAD3 1,461 1,500,000 PRN   SOLE   1,500,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 2,768 76,599 SH   SOLE   76,599 0 0
PENNSYLVANIA REAL ESTATE I COMMSTCK 709102107 1,475 140,600 SH   DFND 2 140,600 0 0
PENUMBRA INC COMMSTCK 70975L107 9,884 109,459 SH   SOLE   109,459 0 0
PEPSICO INC COMMSTCK 713448108 13,295 119,316 SH   DFND 1 0 0 119,316
PEPSICO INC COMMSTCK 713448108 43,021 386,077 SH   DFND 3 49,125 0 179,046
PEPSICO INC COMMSTCK 713448108 436,611 3,918,250 SH   SOLE   3,918,250 0 0
PETROQUEST ENERGY INC COMMSTCK 716748306 118 51,620 SH   SOLE   51,620 0 0
PFIZER INC COMMSTCK 717081103 6,396 179,169 SH   DFND 3 92,724 0 86,445
PFIZER INC COMMSTCK 717081103 369,547 10,351,463 SH   SOLE   10,351,463 0 0
PHILLIPS 66 COMMSTCK 718546104 581 6,341 SH   DFND 3 6,341 0 0
PHILLIPS 66 COMMSTCK 718546104 33,223 362,652 SH   SOLE   362,652 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 4,094 203,100 SH   DFND 2 203,100 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 34,648 606,060 SH   SOLE   606,060 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 26,969 182,788 SH   SOLE   182,788 0 0
PLANET FITNESS INC COMMSTCK 72703H101 12,257 454,293 SH   SOLE   454,293 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 102,379 759,660 SH   SOLE   759,660 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2,131 92,000 SH   SOLE   92,000 0 0
POWERSHARES BUYBACK ACHIEV ETIF 73935X286 6,776 121,865 SH   SOLE   121,865 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 2,308 66,370 SH   SOLE   66,370 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 804 7,400 SH   DFND 3 7,400 0 0
PPG INDUSTRIES INC COMMSTCK 693506107 143,771 1,323,127 SH   SOLE   1,323,127 0 0
PRAXAIR INC COMMSTCK 74005P104 2,085 14,922 SH   SOLE   14,922 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 871 9,576 SH   DFND 3 9,576 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 42,297 464,905 SH   SOLE   464,905 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 1,157 23,902 SH   SOLE   23,902 0 0
PROLOGIS INC COMMSTCK 74340W103 10,782 169,900 SH   DFND 2 169,900 0 0
PROSHARES S&P 500 ARISTOCR ETIF 74348A467 16,161 271,839 SH   SOLE   271,839 0 0
PROTHENA CORP PLC COMMSTCK G72800108 3,754 57,962 SH   SOLE   57,962 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 23,184 501,279 SH   SOLE   501,279 0 0
PUBLIC STORAGE COMMSTCK 74460D109 6,591 30,800 SH   DFND 2 30,800 0 0
PULTE GROUP INC COMMSTCK 745867101 28,219 1,032,519 SH   SOLE   1,032,519 0 0
PUREFUNDS ISE CYBER SECURI ETIF 26924G201 3,098 102,921 SH   SOLE   102,921 0 0
PVH CORP COMMSTCK 693656100 1,189 9,435 SH   DFND 3 0 0 9,435
PVH CORP COMMSTCK 693656100 26,338 208,929 SH   SOLE   208,929 0 0
QUIDEL CORPORATION 3.25 CNVRTBND 74838JAA9 310 205,000 PRN   DFND 4 0 0 205,000
QUIDEL CORPORATION 3.25 CNVRTBND 74838JAA9 11,805 7,795,000 PRN   SOLE   7,795,000 0 0
RADIAN GROUP INC COMMSTCK 750236101 42,321 2,264,350 SH   SOLE   2,264,350 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 2,375 121,378 SH   SOLE   121,378 0 0
RAYTHEON COMPANY COMMSTCK 755111507 13,965 74,848 SH   DFND 1 0 0 74,848
RAYTHEON COMPANY COMMSTCK 755111507 44,015 235,904 SH   DFND 3 26,364 0 110,864
RAYTHEON COMPANY COMMSTCK 755111507 408,859 2,191,335 SH   SOLE   2,191,335 0 0
REALOGY HOLDINGS CORP COMMSTCK 75605Y106 29,471 894,419 SH   SOLE   894,419 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 399 24,926 SH   DFND 3 24,926 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 917 57,285 SH   SOLE   57,285 0 0
RELIANCE STEEL & ALUMINUM COMMSTCK 759509102 23,484 308,308 SH   SOLE   308,308 0 0
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 20,223 1,063,808 SH   SOLE   1,063,808 0 0
RETAIL PROPERTIES OF AMERI COMMSTCK 76131V202 3,030 230,800 SH   DFND 2 230,800 0 0
REVLON INC COMMSTCK 761525609 95 3,878 SH   DFND 4 0 0 3,878
REVLON INC COMMSTCK 761525609 952 38,786 SH   SOLE   38,786 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 4,834 168,900 SH   DFND 2 168,900 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,123 96,500 SH   DFND 2 96,500 0 0
ROCKWELL COLLINS INC. COMMSTCK 774341101 12,246 93,686 SH   SOLE   93,686 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 22,398 92,021 SH   SOLE   92,021 0 0
ROSS STORES INC. COMMSTCK 778296103 7,153 110,772 SH   DFND 1 0 0 110,772
ROSS STORES INC. COMMSTCK 778296103 22,974 355,793 SH   DFND 3 37,036 0 168,215
ROSS STORES INC. COMMSTCK 778296103 185,456 2,872,167 SH   SOLE   2,872,167 0 0
RPC INC COMMSTCK 749660106 28,587 1,153,177 SH   SOLE   1,153,177 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 259 270,000 PRN   DFND 4 0 0 270,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 522 545,000 PRN   DFND 3 545,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 6,233 6,510,000 PRN   SOLE   6,510,000 0 0
RYMAN HOSPITALITY PROPERTI COMMSTCK 78377T107 2,988 47,821 SH   SOLE   47,821 0 0
S&P GLOBAL INC COMMSTCK 78409V104 14,653 93,742 SH   SOLE   93,742 0 0
SAGE THERAPEUTICS INC COMMSTCK 78667J108 11,284 181,128 SH   SOLE   181,128 0 0
SCHLUMBERGER NV COMMSTCK 806857108 994 14,250 SH   DFND 3 14,250 0 0
SCHLUMBERGER NV COMMSTCK 806857108 148,470 2,128,300 SH   SOLE   2,128,300 0 0
SEACOR HOLDINGS INC. 3 CNVRTBND 81170YAB5 116 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3 CNVRTBND 81170YAB5 3,814 4,270,000 PRN   SOLE   4,270,000 0 0
SEALED AIR CORPORATION COMMSTCK 81211K100 396 9,269 SH   DFND 3 9,269 0 0
SEALED AIR CORPORATION COMMSTCK 81211K100 45,676 1,069,194 SH   SOLE   1,069,194 0 0
SERVICEMASTER GLOBAL HOLDI COMMSTCK 81761R109 13,193 282,326 SH   SOLE   282,326 0 0
SERVICENOW INC COMMSTCK 81762P102 20,855 177,440 SH   SOLE   177,440 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 1,433 4,002 SH   DFND 3 4,002 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 110,006 307,244 SH   SOLE   307,244 0 0
SHIRE PLC DEPRECPT 82481R106 13,078 85,399 SH   SOLE   85,399 0 0
SHUTTERFLY INC 0.25 CNVRTBND 82568PAB2 265 268,000 PRN   DFND 4 0 0 268,000
SHUTTERFLY INC 0.25 CNVRTBND 82568PAB2 8,224 8,307,000 PRN   SOLE   8,307,000 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 14,008 87,000 SH   DFND 2 87,000 0 0
SINA CORP COMMSTCK G81477104 1,720 14,999 SH   SOLE   14,999 0 0
SIX FLAGS ENTERTAINMENT CO COMMSTCK 83001A102 12,494 205,018 SH   SOLE   205,018 0 0
SL GREEN REALTY CORP. COMMSTCK 78440X101 26,603 262,561 SH   SOLE   262,561 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 539 3,615 SH   DFND 3 3,615 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 1,270 8,525 SH   SOLE   8,525 0 0
SOUTHERN COPPER CORP COMMSTCK 84265V105 17,022 428,109 SH   SOLE   428,109 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 24,185 432,034 SH   SOLE   432,034 0 0
SPARK THERAPEUTICS COMMSTCK 84652J103 5,286 59,292 SH   SOLE   59,292 0 0
SPIRIT AEROSYSTEMS HOLDING COMMSTCK 848574109 5,933 76,343 SH   SOLE   76,343 0 0
SPLUNK INC COMMSTCK 848637104 8,055 121,249 SH   SOLE   121,249 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 9,569 238,338 SH   SOLE   238,338 0 0
STANLEY BLACK & DECKER INC COMMSTCK 854502101 15,194 100,640 SH   SOLE   100,640 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 222 4,139 SH   DFND 4 0 0 4,139
STARBUCKS CORPORATION COMMSTCK 855244109 7,803 145,271 SH   DFND 1 0 0 145,271
STARBUCKS CORPORATION COMMSTCK 855244109 25,810 480,536 SH   DFND 3 50,936 0 237,979
STARBUCKS CORPORATION COMMSTCK 855244109 324,092 6,034,102 SH   SOLE   6,034,102 0 0
STATE STREET CORP COMMSTCK 857477103 66,513 696,179 SH   SOLE   696,179 0 0
STEEL DYNAMICS INC COMMSTCK 858119100 4,368 126,727 SH   SOLE   126,727 0 0
STORE CAPITAL CORP COMMSTCK 862121100 2,236 89,900 SH   DFND 2 89,900 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 1,049 26,356 SH   DFND 3 26,356 0 0
SUN LIFE FINANCIAL INC COMMSTCK 866796105 35,822 899,594 SH   SOLE   899,594 0 0
SVB FINANCIAL GROUP COMMSTCK 78486Q101 8,139 43,502 SH   SOLE   43,502 0 0
SYMANTEC CORPORATION COMMSTCK 871503108 6,170 188,065 SH   SOLE   188,065 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 175 205,000 PRN   DFND 4 0 0 205,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 651 765,000 PRN   DFND 3 765,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 13,671 16,060,000 PRN   SOLE   16,060,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 215 6,911 SH   DFND 3 6,911 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 59,882 1,928,557 SH   SOLE   1,928,557 0 0
T ROWE PRICE GROUP INC COMMSTCK 74144T108 1,991 21,965 SH   DFND 3 6,199 0 15,766
T ROWE PRICE GROUP INC COMMSTCK 74144T108 84,085 927,583 SH   SOLE   927,583 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 1,601 42,633 SH   DFND 3 21,137 0 21,496
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 110,040 2,930,501 SH   SOLE   2,930,501 0 0
TAL EDUCATION GROUP DEPRECPT 874080104 2,279 67,620 SH   SOLE   67,620 0 0
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 1,087 44,500 SH   DFND 2 44,500 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 2,376 47,800 SH   DFND 2 47,800 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 517 31,346 SH   DFND 3 31,346 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,202 72,896 SH   SOLE   72,896 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 25,474 522,018 SH   SOLE   522,018 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 543 6,533 SH   DFND 3 6,533 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 21,213 255,389 SH   SOLE   255,389 0 0
TELADOC INC COMMSTCK 87918A105 8,272 249,519 SH   SOLE   249,519 0 0
TESARO INC COMMSTCK 881569107 13,553 104,982 SH   SOLE   104,982 0 0
TEXAS INSTRUMENTS INC COMMSTCK 882508104 17,759 198,117 SH   SOLE   198,117 0 0
TEXTRON INC COMMSTCK 883203101 7,370 136,787 SH   SOLE   136,787 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 31 164 SH   DFND 4 0 0 164
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 17,473 92,352 SH   DFND 1 0 0 92,352
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 53,486 282,698 SH   DFND 3 28,478 0 134,539
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 354,323 1,872,744 SH   SOLE   1,872,744 0 0
TIME WARNER INC COMMSTCK 887317303 14,422 140,768 SH   DFND 1 0 0 140,768
TIME WARNER INC COMMSTCK 887317303 44,767 436,969 SH   DFND 3 43,829 0 208,168
TIME WARNER INC COMMSTCK 887317303 293,717 2,866,928 SH   SOLE   2,866,928 0 0
TIMKENSTEEL CORP COMMSTCK 887399103 4,750 287,861 SH   SOLE   287,861 0 0
TJX COMPANIES INC COMMSTCK 872540109 64,412 873,625 SH   SOLE   873,625 0 0
TOTAL SA DEPRECPT 89151E109 15,087 281,900 SH   SOLE   281,900 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 27,872 425,523 SH   SOLE   425,523 0 0
TRI RESOURCES INC COMMSTCK 87612G101 1,440 30,439 SH   DFND 3 30,439 0 0
TRI RESOURCES INC COMMSTCK 87612G101 3,391 71,696 SH   SOLE   71,696 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 7,508 33,213 SH   SOLE   33,213 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 3,634 31,335 SH   SOLE   31,335 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 126 2,062 SH   DFND 4 0 0 2,062
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 40,726 668,958 SH   SOLE   668,958 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 86,241 718,138 SH   SOLE   718,138 0 0
UNITED RENTALS INC COMMSTCK 911363109 4,510 32,505 SH   DFND 3 0 0 32,505
UNITED RENTALS INC COMMSTCK 911363109 144,466 1,041,268 SH   SOLE   1,041,268 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 6,328 54,516 SH   DFND 1 0 0 54,516
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 20,187 173,905 SH   DFND 3 17,624 0 82,744
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 137,436 1,183,976 SH   SOLE   1,183,976 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 1,371 7,000 SH   DFND 3 7,000 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 217,150 1,108,755 SH   SOLE   1,108,755 0 0
UNITI GROUP INC COMMSTCK 91325V108 84 5,760 SH   DFND 4 0 0 5,760
UNITI GROUP INC COMMSTCK 91325V108 1,117 76,215 SH   SOLE   76,215 0 0
UNUM GROUP COMMSTCK 91529Y106 35,595 696,160 SH   SOLE   696,160 0 0
US BANCORP COMMSTCK 902973304 627 11,700 SH   DFND 3 11,700 0 0
US BANCORP COMMSTCK 902973304 161,874 3,020,609 SH   SOLE   3,020,609 0 0
VANTIV INC COMMSTCK 92210H105 13,566 192,514 SH   SOLE   192,514 0 0
VEEVA SYSTEMS INC COMMSTCK 922475108 6,119 108,473 SH   SOLE   108,473 0 0
VENTAS INC COMMSTCK 92276F100 6,337 97,300 SH   DFND 2 97,300 0 0
VEON LTD DEPRECPT 91822M106 1,397 334,166 SH   SOLE   334,166 0 0
VERINT SYSTEMS INC COMMSTCK 92343X100 28,735 686,624 SH   SOLE   686,624 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 13,889 166,958 SH   SOLE   166,958 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 4,565 30,027 SH   DFND 1 0 0 30,027
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 14,733 96,904 SH   DFND 3 9,583 0 46,536
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 174,047 1,144,745 SH   SOLE   1,144,745 0 0
VF CORPORATION COMMSTCK 918204108 25,305 398,071 SH   SOLE   398,071 0 0
VISA INC COMMSTCK 92826C839 2,035 19,335 SH   DFND 3 7,100 0 12,235
VISA INC COMMSTCK 92826C839 265,460 2,522,423 SH   SOLE   2,522,423 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 1,245 16,200 SH   DFND 2 16,200 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 19,150 160,115 SH   SOLE   160,115 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 1,145 14,825 SH   DFND 3 0 0 14,825
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 11,925 154,423 SH   SOLE   154,423 0 0
WAL-MART STORES INC COMMSTCK 931142103 34,571 442,422 SH   SOLE   442,422 0 0
WASHINGTON REAL ESTATE INV COMMSTCK 939653101 1,880 57,400 SH   DFND 2 57,400 0 0
WASTE CONNECTIONS US INC COMMSTCK 94106B101 14,113 201,734 SH   SOLE   201,734 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 1,096 14,000 SH   DFND 3 14,000 0 0
WASTE MANAGEMENT INC COMMSTCK 94106L109 161,557 2,064,100 SH   SOLE   2,064,100 0 0
WATERS CORPORATION COMMSTCK 941848103 6,158 34,304 SH   SOLE   34,304 0 0
WAYFAIR INC COMMSTCK 94419L101 7,431 110,251 SH   SOLE   110,251 0 0
WEC ENERGY GROUP INC COMMSTCK 92939U106 31,070 494,910 SH   SOLE   494,910 0 0
WEIBO CORP DEPRECPT 948596101 7,597 76,780 SH   SOLE   76,780 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 13,758 80,107 SH   SOLE   80,107 0 0
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 792 602 SH   DFND 4 0 0 602
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 13,040 9,916 SH   DFND 3 8,786 0 0
WELLS FARGO & COMPANY 7.5 PFDDOM 949746804 159,106 120,993 SH   SOLE   120,392 0 0
WELLTOWER INC COMMSTCK 95040Q104 7,393 105,200 SH   DFND 2 105,200 0 0
WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 25,393 293,897 SH   SOLE   293,897 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 232 260,000 PRN   DFND 4 0 0 260,000
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 272 305,000 PRN   DFND 3 305,000 0 0
WHITING PETROLEUM CORP 1.2 CNVRTBND 966387AL6 10,227 11,475,000 PRN   SOLE   11,475,000 0 0
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 999 6,477 SH   DFND 3 0 0 6,477
WILLIS TOWERS WATSON PLC COMMSTCK G96629103 10,500 68,083 SH   SOLE   68,083 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 508 470,000 PRN   DFND 4 0 0 470,000
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 859 795,000 PRN   DFND 3 795,000 0 0
WRIGHT MEDICAL GROUP INC 2 CNVRTBND 98235TAE7 31,987 29,600,000 PRN   SOLE   29,490,000 0 0
XILINX INC COMMSTCK 983919101 26,016 367,301 SH   SOLE   367,301 0 0
XPO LOGISTICS INC COMMSTCK 983793100 13,681 201,840 SH   SOLE   201,840 0 0
XYLEM INC (INDIANA) COMMSTCK 98419M100 16,401 261,869 SH   SOLE   261,869 0 0
YANDEX NV COMMSTCK N97284108 3,940 119,563 SH   SOLE   119,563 0 0
YUM! BRANDS INC. COMMSTCK 988498101 883 12,000 SH   DFND 3 12,000 0 0
YUM! BRANDS INC. COMMSTCK 988498101 130,062 1,766,900 SH   SOLE   1,766,900 0 0
ZENDESK INC COMMSTCK 98936J101 8,068 277,139 SH   SOLE   277,139 0 0
ZOETIS INC COMMSTCK 98978V103 2,347 36,814 SH   DFND 3 36,814 0 0
ZOETIS INC COMMSTCK 98978V103 72,957 1,144,241 SH   SOLE   1,144,241 0 0