The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COMMSTCK 88579Y101 19,920 119,544 SH   DFND 3 0 0 119,544
3M CO COMMSTCK 88579Y101 217,322 1,304,221 SH   SOLE   1,304,221 0 0
A O SMITH CORP COMMSTCK 831865209 8,146 106,748 SH   SOLE   106,748 0 0
ABBOTT LABORATORIES COMMSTCK 002824100 430 10,272 SH   DFND 3 4,334 0 5,938
ABBOTT LABORATORIES COMMSTCK 002824100 2,828 67,614 SH   DFND 1 0 0 67,614
ABBOTT LABORATORIES COMMSTCK 002824100 47,010 1,123,839 SH   SOLE   1,123,839 0 0
ABBVIE INC COMMSTCK 00287Y109 1,354 23,701 SH   DFND 3 14,790 0 8,911
ABBVIE INC COMMSTCK 00287Y109 3,606 63,132 SH   DFND 1 0 0 63,132
ABBVIE INC COMMSTCK 00287Y109 67,093 1,174,601 SH   SOLE   1,174,601 0 0
ABERDEEN ASIA PACIFIC INCO COMMSTCK 003009107 7,218 1,443,597 SH   SOLE   1,443,597 0 0
ACADIA REALTY TRUST COMMSTCK 004239109 3,488 99,300 SH   DFND 2 99,300 0 0
ACCENTURE PLC COMMSTCK G1151C101 13,818 119,740 SH   SOLE   119,740 0 0
ACUITY BRANDS INC. COMMSTCK 00508Y102 9,274 42,516 SH   SOLE   42,516 0 0
ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 6,575 70,094 SH   SOLE   70,094 0 0
ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 64,697 403,496 SH   SOLE   403,496 0 0
AETNA INC COMMSTCK 00817Y108 302 2,690 SH   DFND 4 0 0 2,690
AETNA INC COMMSTCK 00817Y108 671 5,971 SH   DFND 3 0 0 5,971
AETNA INC COMMSTCK 00817Y108 4,606 40,993 SH   DFND 1 0 0 40,993
AETNA INC COMMSTCK 00817Y108 154,621 1,376,243 SH   SOLE   1,376,243 0 0
AFFILIATED MANAGERS GROUP COMMSTCK 008252108 28,221 173,772 SH   SOLE   173,772 0 0
AGILENT TECHNOLOGIES INC COMMSTCK 00846U101 4,295 107,767 SH   SOLE   107,767 0 0
AKAMAI TECHNOLOGIES INC CNVRTBND 00971TAG6 5,008 5,130,000 PRN   SOLE   5,130,000 0 0
ALASKA AIR GROUP, INC. COMMSTCK 011659109 8,740 106,560 SH   SOLE   106,560 0 0
ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 7,344 195,377 SH   SOLE   195,377 0 0
ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 10,352 422,718 SH   SOLE   422,718 0 0
ALERE INC 3% PFDDOM 01449J204 320 811 SH   DFND 4 0 0 811
ALERE INC 3% PFDDOM 01449J204 14,881 37,673 SH   SOLE   37,673 0 0
ALERE INC 3% CNVRTBND 01449JAA3 162 140,000 PRN   DFND 4 0 0 140,000
ALERE INC 3% CNVRTBND 01449JAA3 5,406 4,665,000 PRN   SOLE   4,665,000 0 0
ALEXANDER & BALDWIN INC COMMSTCK 014491104 2,546 69,400 SH   DFND 2 69,400 0 0
ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 16,034 176,409 SH   SOLE   176,409 0 0
ALEXION PHARMACEUTICALS IN COMMSTCK 015351109 5,748 41,290 SH   SOLE   41,290 0 0
ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 932 11,797 SH   SOLE   11,797 0 0
ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 24,468 336,601 SH   SOLE   336,601 0 0
ALKERMES PLC COMMSTCK G01767105 11,814 345,537 SH   SOLE   345,537 0 0
ALLEGION PLC COMMSTCK G0176J109 6,871 107,841 SH   SOLE   107,841 0 0
ALLERGAN PLC COMMSTCK G0177J108 15,276 56,993 SH   DFND 3 0 0 56,993
ALLERGAN PLC COMMSTCK G0177J108 172,527 643,687 SH   SOLE   643,687 0 0
ALLERGAN PLC 5.5% PFDFORN G0177J116 115 125 SH   DFND 4 0 0 125
ALLERGAN PLC 5.5% PFDFORN G0177J116 5,469 5,950 SH   SOLE   5,950 0 0
ALLIANT ENERGY CORP COMMSTCK 018802108 35,727 480,974 SH   SOLE   480,974 0 0
ALLSTATE CORPORATION (THE) COMMSTCK 020002101 3,933 58,378 SH   SOLE   58,378 0 0
ALPHABET INC COMMSTCK 02079K107 3,379 4,536 SH   DFND 1 0 0 4,536
ALPHABET INC COMMSTCK 02079K107 19,503 26,180 SH   DFND 3 7,221 0 18,959
ALPHABET INC COMMSTCK 02079K107 376,637 505,587 SH   SOLE   505,587 0 0
ALPHABET INC COMMSTCK 02079K305 15,960 20,920 SH   DFND 1 0 0 20,920
ALPHABET INC COMMSTCK 02079K305 19,081 25,011 SH   DFND 3 0 0 25,011
ALPHABET INC COMMSTCK 02079K305 540,241 708,141 SH   SOLE   708,141 0 0
ALTRIA GROUP INC COMMSTCK 02209S103 4,674 74,594 SH   DFND 3 17,063 0 57,531
ALTRIA GROUP INC COMMSTCK 02209S103 51,593 823,384 SH   SOLE   823,384 0 0
AMAZON.COM INC COMMSTCK 023135106 5,777 9,731 SH   SOLE   9,731 0 0
AMDOCS LIMITED COMMSTCK G02602103 27,952 462,632 SH   SOLE   462,632 0 0
AMEREN CORPORATION COMMSTCK 023608102 29,530 589,421 SH   SOLE   589,421 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1,186 28,930 SH   DFND 3 28,930 0 0
AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 120,693 2,943,007 SH   SOLE   2,943,007 0 0
AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3,457 86,600 SH   DFND 2 86,600 0 0
AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 3,325 70,600 SH   DFND 2 70,600 0 0
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 2,479 37,328 SH   DFND 3 21,624 0 15,704
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 16,721 251,817 SH   DFND 1 0 0 251,817
AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 333,157 5,017,427 SH   SOLE   5,017,427 0 0
AMERICAN EXPRESS COMPANY COMMSTCK 025816109 17,743 288,970 SH   SOLE   288,970 0 0
AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 1,957 123,100 SH   DFND 2 123,100 0 0
AMGEN INC COMMSTCK 031162100 23,669 157,866 SH   SOLE   157,866 0 0
ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 26,712 573,596 SH   SOLE   573,596 0 0
ANALOG DEVICES INC COMMSTCK 032654105 6,806 114,990 SH   DFND 1 0 0 114,990
ANALOG DEVICES INC COMMSTCK 032654105 12,096 204,367 SH   DFND 3 19,532 0 184,835
ANALOG DEVICES INC COMMSTCK 032654105 244,247 4,126,489 SH   SOLE   4,126,489 0 0
ANTHEM INC 2.75% CNVRTBND 94973VBG1 2,202 1,150,000 PRN   SOLE   1,150,000 0 0
AON PLC COMMSTCK G0408V102 1,974 18,900 SH   SOLE   18,900 0 0
APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4,385 4,360,000 PRN   SOLE   4,360,000 0 0
APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 11,463 2,065,321 SH   SOLE   2,065,321 0 0
APPLE INC COMMSTCK 037833100 14,149 129,816 SH   DFND 1 0 0 129,816
APPLE INC COMMSTCK 037833100 38,406 352,380 SH   DFND 3 38,557 0 313,823
APPLE INC COMMSTCK 037833100 897,912 8,238,482 SH   SOLE   8,238,482 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 705 47,537 SH   DFND 3 47,537 0 0
ARES CAPITAL CORPORATION COMMSTCK 04010L103 4,682 315,507 SH   SOLE   315,507 0 0
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 96 155,000 PRN   DFND 4 0 0 155,000
ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3,013 4,845,000 PRN   SOLE   4,845,000 0 0
ASTRAZENECA PLC DEPRECPT 046353108 558 19,807 SH   DFND 3 19,807 0 0
ASTRAZENECA PLC DEPRECPT 046353108 12,016 426,706 SH   SOLE   426,706 0 0
ASTRONICS CORP COMMSTCK 046433108 5,784 151,619 SH   SOLE   151,619 0 0
AT&T INC COMMSTCK 00206R102 707 18,050 SH   DFND 3 11,400 0 6,650
AT&T INC COMMSTCK 00206R102 5,178 132,200 SH   DFND 1 0 0 132,200
AT&T INC COMMSTCK 00206R102 118,304 3,020,272 SH   SOLE   3,020,272 0 0
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 741 8,257 SH   DFND 3 4,700 0 3,557
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 4,880 54,400 SH   DFND 1 0 0 54,400
AUTOMATIC DATA PROCESSING COMMSTCK 053015103 70,790 789,093 SH   SOLE   789,093 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 157 824 SH   SOLE   824 0 0
AVALONBAY COMMUNITIES INC COMMSTCK 053484101 10,784 56,700 SH   DFND 2 56,700 0 0
AVERY DENNISON CORPORATION COMMSTCK 053611109 7,943 110,149 SH   SOLE   110,149 0 0
AXIALL CORP COMMSTCK 05463D100 58 2,652 SH   DFND 4 0 0 2,652
AXIALL CORP COMMSTCK 05463D100 707 32,359 SH   SOLE   32,359 0 0
B/E AEROSPACE INC COMMSTCK 073302101 8,138 176,444 SH   SOLE   176,444 0 0
BAIDU INC DEPRECPT 056752108 1,414 7,409 SH   SOLE   7,409 0 0
BALL CORPORATION COMMSTCK 058498106 14,033 196,848 SH   SOLE   196,848 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 1,450 107,229 SH   DFND 3 107,229 0 0
BANK OF AMERICA CORP COMMSTCK 060505104 44,441 3,287,073 SH   SOLE   3,287,073 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 67 59 SH   DFND 3 59 0 0
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 139 122 SH   DFND 1 0 0 122
BANK OF AMERICA CORP 7.25% PFDDOM 060505682 5,507 4,839 SH   SOLE   4,839 0 0
BANKUNITED INC COMMSTCK 06652K103 6,496 188,622 SH   SOLE   188,622 0 0
BAXALTA INC COMMSTCK 07177M103 99 2,460 SH   DFND 3 1,423 0 1,037
BAXALTA INC COMMSTCK 07177M103 671 16,605 SH   DFND 1 0 0 16,605
BAXALTA INC COMMSTCK 07177M103 44,865 1,110,511 SH   SOLE   1,110,511 0 0
BECTON DICKINSON AND COMPA COMMSTCK 075887109 936 6,162 SH   DFND 3 3,555 0 2,607
BECTON DICKINSON AND COMPA COMMSTCK 075887109 6,349 41,816 SH   DFND 1 0 0 41,816
BECTON DICKINSON AND COMPA COMMSTCK 075887109 134,153 883,631 SH   SOLE   883,631 0 0
BERKSHIRE HATHAWAY INC COMMSTCK 084670702 608 4,282 SH   SOLE   4,282 0 0
BIO-RAD LABORATORIES INC COMMSTCK 090572207 174 1,274 SH   DFND 4 0 0 1,274
BIO-RAD LABORATORIES INC COMMSTCK 090572207 2,041 14,931 SH   SOLE   14,931 0 0
BIOGEN INC COMMSTCK 09062X103 229 880 SH   SOLE   880 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2,189 1,890,000 PRN   SOLE   1,890,000 0 0
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 136 115,000 PRN   DFND 4 0 0 115,000
BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 4,606 3,885,000 PRN   SOLE   3,885,000 0 0
BIOSCRIP INC COMMSTCK 09069N108 32 15,129 SH   DFND 4 0 0 15,129
BIOSCRIP INC COMMSTCK 09069N108 568 265,191 SH   SOLE   265,191 0 0
BLACKBAUD INC COMMSTCK 09227Q100 8,997 143,066 SH   SOLE   143,066 0 0
BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 7,425 688,811 SH   SOLE   688,811 0 0
BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 7,411 478,129 SH   SOLE   478,129 0 0
BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 1,293 46,100 SH   SOLE   46,100 0 0
BLUE BUFFALO PET PRODUCTS COMMSTCK 09531U102 8,203 319,663 SH   SOLE   319,663 0 0
BOEING CO COMMSTCK 097023105 314 2,470 SH   SOLE   2,470 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 144 1,130 SH   SOLE   1,130 0 0
BOSTON PROPERTIES INC COMMSTCK 101121101 10,459 82,300 SH   DFND 2 82,300 0 0
BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 71,236 3,787,109 SH   SOLE   3,787,109 0 0
BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 14,915 233,487 SH   SOLE   233,487 0 0
BUFFALO WILD WINGS INC COMMSTCK 119848109 13,633 92,040 SH   SOLE   92,040 0 0
CABOT MICROELECTRONICS COR COMMSTCK 12709P103 3,951 96,581 SH   SOLE   96,581 0 0
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 5,157 227,059 SH   DFND 3 0 0 227,059
CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 139,617 6,147,802 SH   SOLE   6,147,802 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 247 235,000 PRN   DFND 4 0 0 235,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 621 590,000 PRN   DFND 3 590,000 0 0
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 1,274 1,210,000 PRN   DFND 1 0 0 1,210,000
CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 16,266 15,445,000 PRN   SOLE   15,445,000 0 0
CALAVO GROWERS INC. COMMSTCK 128246105 1,325 23,216 SH   SOLE   23,216 0 0
CALIFORNIA RESOURCES CORP COMMSTCK 13057Q107 1 783 SH   DFND 3 783 0 0
CALIFORNIA RESOURCES CORP COMMSTCK 13057Q107 94 91,299 SH   SOLE   91,299 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 5,895 70,100 SH   DFND 2 70,100 0 0
CAMDEN PROPERTY TRUST COMMSTCK 133131102 12,796 152,166 SH   SOLE   152,166 0 0
CAMPBELL SOUP COMPANY COMMSTCK 134429109 996 15,621 SH   DFND 3 9,029 0 6,592
CAMPBELL SOUP COMPANY COMMSTCK 134429109 6,762 106,005 SH   DFND 1 0 0 106,005
CAMPBELL SOUP COMPANY COMMSTCK 134429109 131,647 2,063,753 SH   SOLE   2,063,753 0 0
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 144 2,083 SH   DFND 4 0 0 2,083
CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 1,781 25,690 SH   SOLE   25,690 0 0
CARDINAL HEALTH INC COMMSTCK 14149Y108 179,364 2,188,697 SH   SOLE   2,188,697 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 449 465,000 PRN   DFND 1 0 0 465,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 473 490,000 PRN   DFND 4 0 0 490,000
CARDTRONICS INC 1% CNVRTBND 14161HAG3 1,159 1,200,000 PRN   DFND 3 1,200,000 0 0
CARDTRONICS INC 1% CNVRTBND 14161HAG3 23,837 24,685,000 PRN   SOLE   24,685,000 0 0
CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 131 120,000 PRN   DFND 4 0 0 120,000
CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 5,478 5,000,000 PRN   SOLE   5,000,000 0 0
CATERPILLAR INC COMMSTCK 149123101 215 2,813 SH   SOLE   2,813 0 0
CATHAY GENERAL BANCORP INC COMMSTCK 149150104 26,515 935,940 SH   SOLE   935,940 0 0
CBS CORP COMMSTCK 124857202 983 17,837 SH   DFND 3 17,837 0 0
CBS CORP COMMSTCK 124857202 35,473 643,905 SH   SOLE   643,905 0 0
CEDAR FAIR, L.P. COMMSTCK 150185106 41,373 695,930 SH   SOLE   695,930 0 0
CELANESE CORPORATION COMMSTCK 150870103 34,986 534,145 SH   SOLE   534,145 0 0
CELGENE CORPORATION COMMSTCK 151020104 6,567 65,610 SH   DFND 1 0 0 65,610
CELGENE CORPORATION COMMSTCK 151020104 20,024 200,062 SH   DFND 3 18,582 0 181,480
CELGENE CORPORATION COMMSTCK 151020104 355,894 3,555,743 SH   SOLE   3,555,743 0 0
CEMEX SAB DE CV 3.72% CNVRTBND 151290BR3 526 575,000 PRN   DFND 3 350,000 0 225,000
CEMEX SAB DE CV 3.72% CNVRTBND 151290BR3 16,310 17,825,000 PRN   SOLE   17,825,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 343 385,000 PRN   DFND 4 0 0 385,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 655 735,000 PRN   DFND 3 735,000 0 0
CEPHEID INC 1.25% CNVRTBND 15670RAC1 761 855,000 PRN   DFND 1 0 0 855,000
CEPHEID INC 1.25% CNVRTBND 15670RAC1 20,525 23,045,000 PRN   SOLE   23,045,000 0 0
CHARLES RIVER LABORATORIES COMMSTCK 159864107 22,288 293,498 SH   SOLE   293,498 0 0
CHATHAM LODGING TRUST COMMSTCK 16208T102 2,047 95,500 SH   DFND 2 95,500 0 0
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 1,144 13,077 SH   DFND 3 9,625 0 3,452
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 4,856 55,514 SH   DFND 1 0 0 55,514
CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 71,375 815,991 SH   SOLE   815,991 0 0
CHENIERE ENERGY INC COMMSTCK 16411R208 4,756 140,587 SH   SOLE   140,587 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1,294 48,897 SH   DFND 3 48,897 0 0
CHESAPEAKE LODGING TRUST COMMSTCK 165240102 6,322 238,932 SH   SOLE   238,932 0 0
CHEVRON CORP COMMSTCK 166764100 3,677 38,538 SH   DFND 3 27,575 0 10,963
CHEVRON CORP COMMSTCK 166764100 16,829 176,407 SH   DFND 1 0 0 176,407
CHEVRON CORP COMMSTCK 166764100 410,368 4,301,553 SH   SOLE   4,301,553 0 0
CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 5,537 701,814 SH   SOLE   701,814 0 0
CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 6,232 13,233 SH   SOLE   13,233 0 0
CHUBB LTD COMMSTCK H1467J104 1,117 9,374 SH   DFND 3 5,417 0 3,957
CHUBB LTD COMMSTCK H1467J104 7,582 63,638 SH   DFND 1 0 0 63,638
CHUBB LTD COMMSTCK H1467J104 160,659 1,348,379 SH   SOLE   1,348,379 0 0
CHURCH & DWIGHT CO INC COMMSTCK 171340102 19,870 215,556 SH   SOLE   215,556 0 0
CIGNA CORPORATION COMMSTCK 125509109 194 1,411 SH   DFND 4 0 0 1,411
CIGNA CORPORATION COMMSTCK 125509109 2,417 17,614 SH   SOLE   17,614 0 0
CIMAREX ENERGY CO. COMMSTCK 171798101 33,543 344,849 SH   SOLE   344,849 0 0
CINTAS CORPORATION COMMSTCK 172908105 7,788 86,711 SH   SOLE   86,711 0 0
CISCO SYSTEMS INC COMMSTCK 17275R102 144,722 5,083,315 SH   SOLE   5,083,315 0 0
CITIGROUP INC COMMSTCK 172967424 13,599 325,729 SH   SOLE   325,729 0 0
CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 3,176 151,601 SH   SOLE   151,601 0 0
CITRIX SYSTEMS INC COMMSTCK 177376100 30,152 383,707 SH   SOLE   383,707 0 0
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 168 150,000 PRN   DFND 4 0 0 150,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 1,128 1,010,000 PRN   DFND 3 925,000 0 85,000
CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 12,844 11,500,000 PRN   SOLE   11,500,000 0 0
CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 924 32,883 SH   SOLE   32,883 0 0
CLOROX COMPANY COMMSTCK 189054109 386 3,062 SH   DFND 3 1,784 0 1,278
CLOROX COMPANY COMMSTCK 189054109 2,617 20,756 SH   DFND 1 0 0 20,756
CLOROX COMPANY COMMSTCK 189054109 57,216 453,883 SH   SOLE   453,883 0 0
CME GROUP INC COMMSTCK 12572Q105 1,193 12,417 SH   DFND 3 12,417 0 0
CME GROUP INC COMMSTCK 12572Q105 2,810 29,253 SH   SOLE   29,253 0 0
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 35 70,000 PRN   DFND 1 0 0 70,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 257 515,000 PRN   DFND 4 0 0 515,000
COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 16,184 32,450,000 PRN   SOLE   32,450,000 0 0
COCA-COLA CO COMMSTCK 191216100 3,192 68,814 SH   DFND 3 0 0 68,814
COCA-COLA CO COMMSTCK 191216100 10,894 234,833 SH   DFND 1 0 0 234,833
COCA-COLA CO COMMSTCK 191216100 180,000 3,880,147 SH   SOLE   3,880,147 0 0
COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 12,456 245,491 SH   SOLE   245,491 0 0
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 11,571 184,539 SH   DFND 3 0 0 184,539
COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 186,421 2,973,221 SH   SOLE   2,973,221 0 0
COLFAX CORP COMMSTCK 194014106 7,066 247,160 SH   SOLE   247,160 0 0
COLGATE-PALMOLIVE CO COMMSTCK 194162103 12,079 170,968 SH   DFND 3 0 0 170,968
COLGATE-PALMOLIVE CO COMMSTCK 194162103 137,350 1,944,086 SH   SOLE   1,944,086 0 0
COMCAST CORPORATION COMMSTCK 20030N101 315 5,150 SH   SOLE   5,150 0 0
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 52 19,600 SH   DFND 4 0 0 19,600
COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 1,320 498,029 SH   SOLE   498,029 0 0
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 128 5,760 SH   DFND 4 0 0 5,760
COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 2,720 122,255 SH   SOLE   122,255 0 0
COMPASS MINERALS INTERNATI COMMSTCK 20451N101 19,940 281,394 SH   SOLE   281,394 0 0
CONAGRA FOODS INC COMMSTCK 205887102 10,027 224,715 SH   SOLE   224,715 0 0
CONCHO RESOURCES INC COMMSTCK 20605P101 25,318 250,578 SH   SOLE   250,578 0 0
CONSOLIDATED EDISON INC COMMSTCK 209115104 30,647 399,992 SH   SOLE   399,992 0 0
CONSTELLATION BRANDS INC COMMSTCK 21036P108 18,319 121,247 SH   SOLE   121,247 0 0
CONTINENTAL RESOURCES INC COMMSTCK 212015101 1,409 46,408 SH   SOLE   46,408 0 0
CORE LABORATORIES N.V. COMMSTCK N22717107 3,771 33,549 SH   SOLE   33,549 0 0
CORNING INC COMMSTCK 219350105 15,971 764,547 SH   SOLE   764,547 0 0
CORPORATE OFFICE PROPERTIE COMMSTCK 22002T108 24,233 923,517 SH   SOLE   923,517 0 0
CORSICANTO LTD 3.5% CNVRTBND 220480AB3 4,008 5,030,000 PRN   SOLE   5,030,000 0 0
COSTAR GROUP INC COMMSTCK 22160N109 20,821 110,652 SH   SOLE   110,652 0 0
CR BARD INC COMMSTCK 067383109 487 2,405 SH   DFND 3 1,391 0 1,014
CR BARD INC COMMSTCK 067383109 3,291 16,237 SH   DFND 1 0 0 16,237
CR BARD INC COMMSTCK 067383109 54,837 270,573 SH   SOLE   270,573 0 0
CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 8,819 57,763 SH   SOLE   57,763 0 0
CROWN CASTLE INTERNATIONAL COMMSTCK 22822V101 25,443 294,141 SH   SOLE   294,141 0 0
CROWN HOLDINGS INC COMMSTCK 228368106 29,574 596,363 SH   SOLE   596,363 0 0
CUBESMART COMMSTCK 229663109 6,314 189,600 SH   DFND 2 189,600 0 0
CUMMINS INC COMMSTCK 231021106 2,710 24,654 SH   SOLE   24,654 0 0
CVS HEALTH CORP COMMSTCK 126650100 12,935 124,701 SH   DFND 1 0 0 124,701
CVS HEALTH CORP COMMSTCK 126650100 28,278 272,616 SH   DFND 3 30,706 0 241,910
CVS HEALTH CORP COMMSTCK 126650100 515,123 4,965,996 SH   SOLE   4,965,996 0 0
DANAHER CORPORATION COMMSTCK 235851102 235 2,479 SH   SOLE   2,479 0 0
DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 10,107 260,629 SH   SOLE   260,629 0 0
DDR CORP COMMSTCK 23317H102 3,483 195,800 SH   DFND 2 195,800 0 0
DIAMONDROCK HOSPITALITY CO COMMSTCK 252784301 4,034 398,642 SH   SOLE   398,642 0 0
DIGITAL REALTY TRUST INC COMMSTCK 253868103 29,206 330,050 SH   SOLE   330,050 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 473 9,297 SH   DFND 3 9,297 0 0
DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 14,208 279,035 SH   SOLE   279,035 0 0
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 2,842 33,201 SH   DFND 3 27,403 0 5,798
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 7,961 92,997 SH   DFND 1 0 0 92,997
DOLLAR GENERAL CORPORATION COMMSTCK 256677105 178,265 2,082,534 SH   SOLE   2,082,534 0 0
DOLLAR TREE INC COMMSTCK 256746108 20,556 249,287 SH   SOLE   249,287 0 0
DOUGLAS EMMETT INC COMMSTCK 25960P109 2,340 77,700 SH   DFND 2 77,700 0 0
DOVER CORP COMMSTCK 260003108 24,620 382,715 SH   SOLE   382,715 0 0
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 1,138 22,379 SH   DFND 3 12,993 0 9,386
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 7,665 150,708 SH   DFND 1 0 0 150,708
DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 121,574 2,390,361 SH   SOLE   2,390,361 0 0
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 516 5,773 SH   DFND 3 3,330 0 2,443
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 3,504 39,183 SH   DFND 1 0 0 39,183
DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 88,062 984,809 SH   SOLE   984,809 0 0
DUKE REALTY CORPORATION COMMSTCK 264411505 26,436 1,172,837 SH   SOLE   1,172,837 0 0
DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 5,512 136,000 SH   DFND 2 136,000 0 0
EBAY INC COMMSTCK 278642103 1,548 64,868 SH   DFND 3 54,687 0 10,181
EBAY INC COMMSTCK 278642103 3,908 163,771 SH   DFND 1 0 0 163,771
EBAY INC COMMSTCK 278642103 128,481 5,384,778 SH   SOLE   5,384,778 0 0
ECOLAB INC COMMSTCK 278865100 5,137 46,063 SH   DFND 1 0 0 46,063
ECOLAB INC COMMSTCK 278865100 10,481 93,986 SH   DFND 3 4,034 0 89,952
ECOLAB INC COMMSTCK 278865100 242,513 2,174,611 SH   SOLE   2,174,611 0 0
EDISON INTERNATIONAL COMMSTCK 281020107 27,343 380,348 SH   SOLE   380,348 0 0
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 10,483 118,840 SH   DFND 3 0 0 118,840
EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 140,912 1,597,455 SH   SOLE   1,597,455 0 0
EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 10,023 158,294 SH   SOLE   158,294 0 0
ELECTRONIC ARTS INC COMMSTCK 285512109 9,182 138,890 SH   SOLE   138,890 0 0
ELI LILLY AND COMPANY COMMSTCK 532457108 433 6,016 SH   DFND 3 3,500 0 2,516
ELI LILLY AND COMPANY COMMSTCK 532457108 2,911 40,419 SH   DFND 1 0 0 40,419
ELI LILLY AND COMPANY COMMSTCK 532457108 54,511 756,994 SH   SOLE   756,994 0 0
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 155 5,800 SH   DFND 4 0 0 5,800
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 14,544 545,730 SH   DFND 3 0 0 545,730
EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 167,722 6,293,525 SH   SOLE   6,293,525 0 0
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 534 411,000 PRN   DFND 4 0 0 411,000
EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 20,183 15,548,000 PRN   SOLE   15,548,000 0 0
EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2,507 143,000 SH   DFND 2 143,000 0 0
ENDO INTERNATIONAL PLC COMMSTCK G30401106 3,953 140,434 SH   SOLE   140,434 0 0
ENDOLOGIX INC. COMMSTCK 29266S106 6,026 720,793 SH   SOLE   720,793 0 0
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 131 180,000 PRN   DFND 4 0 0 180,000
ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 5,201 7,125,000 PRN   SOLE   7,125,000 0 0
ENDOLOGIX INC. 3.25% CNVRTBND 29266SAB2 195 205,000 PRN   DFND 4 0 0 205,000
ENDOLOGIX INC. 3.25% CNVRTBND 29266SAB2 5,520 5,795,000 PRN   SOLE   5,795,000 0 0
ENGILITY HOLDINGS INC COMMSTCK 29286C107 1,239 66,066 SH   SOLE   66,066 0 0
ENTERGY CORPORATION COMMSTCK 29364G103 22,865 288,411 SH   SOLE   288,411 0 0
EOG RESOURCES INC COMMSTCK 26875P101 629 8,660 SH   DFND 3 5,100 0 3,560
EOG RESOURCES INC COMMSTCK 26875P101 4,260 58,700 SH   DFND 1 0 0 58,700
EOG RESOURCES INC COMMSTCK 26875P101 83,430 1,149,491 SH   SOLE   1,149,491 0 0
EPR PROPERTIES COMMSTCK 26884U109 5,206 78,144 SH   SOLE   78,144 0 0
EQT CORP COMMSTCK 26884L109 5,151 76,583 SH   SOLE   76,583 0 0
EQUIFAX INC. COMMSTCK 294429105 13,423 117,444 SH   SOLE   117,444 0 0
EQUINIX INC COMMSTCK 29444U700 27,522 83,222 SH   SOLE   83,222 0 0
EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3,920 53,900 SH   DFND 2 53,900 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 42 557 SH   SOLE   557 0 0
EQUITY RESIDENTIAL COMMSTCK 29476L107 12,508 166,700 SH   DFND 2 166,700 0 0
ESSEX PROPERTY TRUST INC COMMSTCK 297178105 19,296 82,509 SH   SOLE   82,509 0 0
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 7,512 79,653 SH   DFND 3 0 0 79,653
ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 79,933 847,561 SH   SOLE   847,561 0 0
EVERSOURCE ENERGY COMMSTCK 30040W108 49,468 847,924 SH   SOLE   847,924 0 0
EXELON CORPORATION COMMSTCK 30161N101 52,404 1,461,363 SH   SOLE   1,461,363 0 0
EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 18,995 389,168 SH   SOLE   389,168 0 0
EXPRESS SCRIPTS INC COMMSTCK 30219G108 219 3,190 SH   SOLE   3,190 0 0
EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2,870 176,100 SH   DFND 2 176,100 0 0
EXXON MOBIL CORP COMMSTCK 30231G102 33,557 401,444 SH   SOLE   401,444 0 0
FACEBOOK INC COMMSTCK 30303M102 1,164 10,201 SH   DFND 3 5,892 0 4,309
FACEBOOK INC COMMSTCK 30303M102 7,846 68,763 SH   DFND 1 0 0 68,763
FACEBOOK INC COMMSTCK 30303M102 149,638 1,311,465 SH   SOLE   1,311,465 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5,571 35,700 SH   DFND 2 35,700 0 0
FEDERAL REALTY INVESTMENT COMMSTCK 313747206 22,099 141,613 SH   SOLE   141,613 0 0
FEDEX CORP COMMSTCK 31428X106 23,858 146,617 SH   SOLE   146,617 0 0
FEI COMPANY COMMSTCK 30241L109 2,436 27,371 SH   SOLE   27,371 0 0
FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 9,400 148,468 SH   SOLE   148,468 0 0
FIFTH STREET FINANCE CORP COMMSTCK 31678A103 6,173 1,229,677 SH   SOLE   1,229,677 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 239 245,000 PRN   DFND 4 0 0 245,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 712 730,000 PRN   DFND 3 730,000 0 0
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 1,268 1,300,000 PRN   DFND 1 0 0 1,300,000
FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 22,127 22,694,000 PRN   SOLE   22,694,000 0 0
FIRST HORIZON NATIONAL COR COMMSTCK 320517105 21,998 1,679,254 SH   SOLE   1,679,254 0 0
FIRST REPUBLIC BANK COMMSTCK 33616C100 3,120 46,824 SH   SOLE   46,824 0 0
FIRST SOLAR INC COMMSTCK 336433107 34,956 510,525 SH   SOLE   510,525 0 0
FIRSTENERGY CORPORATION COMMSTCK 337932107 30,564 849,715 SH   SOLE   849,715 0 0
FISERV INC COMMSTCK 337738108 614 5,990 SH   DFND 3 2,532 0 3,458
FISERV INC COMMSTCK 337738108 4,130 40,261 SH   DFND 1 0 0 40,261
FISERV INC COMMSTCK 337738108 60,356 588,380 SH   SOLE   588,380 0 0
FLIR SYSTEMS INC COMMSTCK 302445101 2,095 63,593 SH   SOLE   63,593 0 0
FLOTEK INDUSTRIES INC COMMSTCK 343389102 718 97,943 SH   SOLE   97,943 0 0
FLUOR CORPORATION COMMSTCK 343412102 21,252 395,753 SH   SOLE   395,753 0 0
FORD MOTOR COMPANY COMMSTCK 345370860 681 50,408 SH   DFND 4 0 0 50,408
FORD MOTOR COMPANY COMMSTCK 345370860 29,973 2,220,210 SH   SOLE   2,220,210 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345605109 739 35,040 SH   DFND 4 0 0 35,040
FOREST CITY ENTERPRISES IN COMMSTCK 345605109 4,357 206,600 SH   DFND 2 206,600 0 0
FOREST CITY ENTERPRISES IN COMMSTCK 345605109 12,705 602,417 SH   SOLE   602,417 0 0
FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 46,359 827,246 SH   SOLE   827,246 0 0
FRANKS INTERNATIONAL NV COMMSTCK N33462107 8,157 494,954 SH   SOLE   494,954 0 0
G&K SERVICES INC. COMMSTCK 361268105 1,131 15,439 SH   DFND 3 15,439 0 0
G&K SERVICES INC. COMMSTCK 361268105 27,784 379,303 SH   SOLE   379,303 0 0
GARTNER INC COMMSTCK 366651107 6,629 74,193 SH   SOLE   74,193 0 0
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 406 744,000 PRN   DFND 4 0 0 744,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,011 1,850,000 PRN   DFND 3 1,310,000 0 540,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1,322 2,420,000 PRN   DFND 1 0 0 2,420,000
GENERAL CABLE CORPORATION CNVRTBND 369300AL2 25,366 46,437,000 PRN   SOLE   46,437,000 0 0
GENERAL ELECTRIC CO COMMSTCK 369604103 2,346 73,794 SH   DFND 3 42,771 0 31,023
GENERAL ELECTRIC CO COMMSTCK 369604103 15,852 498,635 SH   DFND 1 0 0 498,635
GENERAL ELECTRIC CO COMMSTCK 369604103 269,363 8,473,207 SH   SOLE   8,473,207 0 0
GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 21,008 706,643 SH   SOLE   706,643 0 0
GENERAL MILLS INC COMMSTCK 370334104 937 14,792 SH   DFND 3 8,593 0 6,199
GENERAL MILLS INC COMMSTCK 370334104 6,316 99,701 SH   DFND 1 0 0 99,701
GENERAL MILLS INC COMMSTCK 370334104 104,484 1,649,318 SH   SOLE   1,649,318 0 0
GENERAL MOTORS CO COMMSTCK 37045V100 18,072 574,983 SH   SOLE   574,983 0 0
GENTEX CORPORATION COMMSTCK 371901109 9,359 596,521 SH   SOLE   596,521 0 0
GILEAD SCIENCES INC COMMSTCK 375558103 20,730 225,673 SH   DFND 3 19,859 0 205,814
GILEAD SCIENCES INC COMMSTCK 375558103 319,241 3,475,294 SH   SOLE   3,475,294 0 0
GLAXOSMITHKLINE PLC DEPRECPT 37733W105 22,364 551,520 SH   SOLE   551,520 0 0
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 1,155 7,360 SH   DFND 3 4,266 0 3,094
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 7,806 49,728 SH   DFND 1 0 0 49,728
GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 137,465 875,686 SH   SOLE   875,686 0 0
GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 51,892 1,573,434 SH   SOLE   1,573,434 0 0
GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 37,829 1,458,881 SH   SOLE   1,458,881 0 0
GRAMERCY PROPERTY TRUST COMMSTCK 385002100 4,329 512,300 SH   DFND 2 512,300 0 0
GRANITE CONSTRUCTION INCOR COMMSTCK 387328107 6,257 130,894 SH   SOLE   130,894 0 0
GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 3,887 137,173 SH   SOLE   137,173 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 533 14,929 SH   DFND 3 14,929 0 0
HALLIBURTON COMPANY COMMSTCK 406216101 6,438 180,230 SH   SOLE   180,230 0 0
HANOVER INSURANCE GROUP IN COMMSTCK 410867105 36,234 401,614 SH   SOLE   401,614 0 0
HARRIS CORPORATION COMMSTCK 413875105 33,944 435,966 SH   SOLE   435,966 0 0
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 1,908 41,397 SH   DFND 3 23,900 0 17,497
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 12,838 278,600 SH   DFND 1 0 0 278,600
HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 354,431 7,691,649 SH   SOLE   7,691,649 0 0
HCA HOLDINGS INC COMMSTCK 40412C101 7,027 90,037 SH   SOLE   90,037 0 0
HDFC BANK LIMITED DEPRECPT 40415F101 1,188 19,275 SH   SOLE   19,275 0 0
HELMERICH & PAYNE INC. COMMSTCK 423452101 23,742 404,329 SH   SOLE   404,329 0 0
HERSHEY COMPANY THE COMMSTCK 427866108 5,575 60,536 SH   DFND 1 0 0 60,536
HERSHEY COMPANY THE COMMSTCK 427866108 10,321 112,080 SH   DFND 3 22,321 0 89,759
HERSHEY COMPANY THE COMMSTCK 427866108 327,892 3,560,565 SH   SOLE   3,560,565 0 0
HERTZ GLOBAL HOLDINGS INC COMMSTCK 42805T105 3,218 305,573 SH   SOLE   305,573 0 0
HEWLETT PACKARD ENTERPRISE COMMSTCK 42824C109 18,486 1,042,614 SH   SOLE   1,042,614 0 0
HILL-ROM HOLDINGS INC COMMSTCK 431475102 6,280 124,849 SH   SOLE   124,849 0 0
HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2,698 119,800 SH   DFND 2 119,800 0 0
HOLOGIC INC COMMSTCK 436440101 3,886 112,646 SH   SOLE   112,646 0 0
HOLOGIC INC CNVRTBND 436440AG6 4,659 3,750,000 PRN   SOLE   3,750,000 0 0
HOLOGIC INC 2% CNVRTBND 436440AB7 5,835 3,877,000 PRN   SOLE   3,877,000 0 0
HOME DEPOT INC COMMSTCK 437076102 13,699 102,669 SH   DFND 1 0 0 102,669
HOME DEPOT INC COMMSTCK 437076102 30,288 226,993 SH   DFND 3 26,210 0 200,783
HOME DEPOT INC COMMSTCK 437076102 656,222 4,918,096 SH   SOLE   4,918,096 0 0
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1,104 9,851 SH   DFND 3 8,594 0 1,257
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 2,262 20,189 SH   DFND 1 0 0 20,189
HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 59,631 532,184 SH   SOLE   532,184 0 0
HORMEL FOODS CORPORATION COMMSTCK 440452100 10,338 239,075 SH   SOLE   239,075 0 0
HOST HOTELS & RESORTS INC COMMSTCK 44107P104 3,913 234,300 SH   DFND 2 234,300 0 0
HP INC COMMSTCK 40434L105 10,862 881,644 SH   SOLE   881,644 0 0
HUMANA INC COMMSTCK 444859102 928 5,071 SH   DFND 3 5,071 0 0
HUMANA INC COMMSTCK 444859102 100,995 552,034 SH   SOLE   552,034 0 0
HUNTINGTON BANCSHARES INC COMMSTCK 446150104 17,809 1,866,818 SH   SOLE   1,866,818 0 0
HYATT HOTELS CORP COMMSTCK 448579102 1,606 32,444 SH   SOLE   32,444 0 0
IHS INC COMMSTCK 451734107 9,681 77,969 SH   SOLE   77,969 0 0
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 1,003 9,792 SH   DFND 3 5,721 0 4,071
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 6,707 65,472 SH   DFND 1 0 0 65,472
ILLINOIS TOOL WORKS INC COMMSTCK 452308109 223,294 2,179,752 SH   SOLE   2,179,752 0 0
INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 6,011 145,868 SH   SOLE   145,868 0 0
INGERSOLL-RAND PLC COMMSTCK G47791101 1,523 24,558 SH   DFND 3 20,629 0 3,929
INGERSOLL-RAND PLC COMMSTCK G47791101 3,969 64,000 SH   DFND 1 0 0 64,000
INGERSOLL-RAND PLC COMMSTCK G47791101 140,800 2,270,606 SH   SOLE   2,270,606 0 0
INGREDION INC COMMSTCK 457187102 37,647 352,530 SH   SOLE   352,530 0 0
INNOVIVA INC 2.125% CNVRTBND 88338TAB0 374 480,000 PRN   DFND 4 0 0 480,000
INNOVIVA INC 2.125% CNVRTBND 88338TAB0 10,148 13,020,000 PRN   SOLE   13,020,000 0 0
INSULET CORP COMMSTCK 45784P101 8,473 255,521 SH   SOLE   255,521 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 169 175,000 PRN   DFND 3 175,000 0 0
INSULET CORP 2% CNVRTBND 45784PAD3 474 490,000 PRN   DFND 4 0 0 490,000
INSULET CORP 2% CNVRTBND 45784PAD3 18,136 18,745,000 PRN   SOLE   18,745,000 0 0
INTEGRATED DEVICE TECHNOLO COMMSTCK 458118106 3,240 158,536 SH   SOLE   158,536 0 0
INTEL CORPORATION COMMSTCK 458140100 4,585 141,745 SH   SOLE   141,745 0 0
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 15,057 64,033 SH   DFND 3 0 0 64,033
INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 313,683 1,334,027 SH   SOLE   1,334,027 0 0
INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2,987 72,385 SH   SOLE   72,385 0 0
INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 15,198 100,349 SH   SOLE   100,349 0 0
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 7,551 66,373 SH   DFND 3 0 0 66,373
INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 83,067 730,130 SH   SOLE   730,130 0 0
INTERNATIONAL PAPER CO COMMSTCK 460146103 9,796 238,682 SH   SOLE   238,682 0 0
INTUIT INC. COMMSTCK 461202103 13,567 130,436 SH   SOLE   130,436 0 0
INTUITIVE SURGICAL INC COMMSTCK 46120E602 4,084 6,794 SH   SOLE   6,794 0 0
INVESCO LTD COMMSTCK G491BT108 12,694 412,548 SH   SOLE   412,548 0 0
IPG PHOTONICS CORP COMMSTCK 44980X109 33,776 351,544 SH   SOLE   351,544 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 912 26,908 SH   DFND 3 26,908 0 0
IRON MOUNTAIN INC COMMSTCK 46284V101 2,143 63,206 SH   SOLE   63,206 0 0
ISHARES IBOXX HIGH YIELD C ETIF 464288513 5,146 63,000 SH   SOLE   63,000 0 0
ISHARES MSCI CANADA INDEX ETIF 464286509 9,773 412,172 SH   SOLE   412,172 0 0
ISHARES MSCI EMERGING MARK ETIF 464286533 9,360 182,203 SH   SOLE   182,203 0 0
ISHARES MSCI INDIA INDEX F ETIF 46429B598 7,547 278,297 SH   SOLE   278,297 0 0
ISHARES S&P GLOBAL CLEAN E ETIF 464288224 880 93,421 SH   SOLE   93,421 0 0
JACK IN THE BOX INC. COMMSTCK 466367109 4,949 77,487 SH   SOLE   77,487 0 0
JARDEN CORP 1.125% CNVRTBND 471109AM0 101 80,000 PRN   DFND 4 0 0 80,000
JARDEN CORP 1.125% CNVRTBND 471109AM0 2,214 1,750,000 PRN   SOLE   1,750,000 0 0
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 411 400,000 PRN   DFND 4 0 0 400,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 1,310 1,275,000 PRN   DFND 1 0 0 1,275,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 1,495 1,455,000 PRN   DFND 3 1,255,000 0 200,000
JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 32,603 31,730,000 PRN   SOLE   31,730,000 0 0
JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 60,374 462,460 SH   SOLE   462,460 0 0
JD.COM INC DEPRECPT 47215P106 769 29,001 SH   SOLE   29,001 0 0
JM SMUCKER CO/THE COMMSTCK 832696405 32,900 253,388 SH   SOLE   253,388 0 0
JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 6,504 94,136 SH   SOLE   94,136 0 0
JOHN WILEY & SONS INC COMMSTCK 968223206 178 3,638 SH   DFND 3 2,085 0 1,553
JOHN WILEY & SONS INC COMMSTCK 968223206 1,219 24,937 SH   DFND 1 0 0 24,937
JOHN WILEY & SONS INC COMMSTCK 968223206 23,877 488,377 SH   SOLE   488,377 0 0
JOHNSON & JOHNSON COMMSTCK 478160104 13,630 125,973 SH   DFND 3 23,727 0 102,246
JOHNSON & JOHNSON COMMSTCK 478160104 384,041 3,549,362 SH   SOLE   3,549,362 0 0
JOHNSON CONTROLS INC COMMSTCK 478366107 2,103 53,959 SH   SOLE   53,959 0 0
JOY GLOBAL INC. COMMSTCK 481165108 18 1,119 SH   DFND 4 0 0 1,119
JOY GLOBAL INC. COMMSTCK 481165108 220 13,661 SH   SOLE   13,661 0 0
JPMORGAN CHASE & CO COMMSTCK 46625H100 152 2,568 SH   DFND 4 0 0 2,568
JPMORGAN CHASE & CO COMMSTCK 46625H100 229,774 3,880,001 SH   SOLE   3,880,001 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 952 24,956 SH   DFND 3 24,956 0 0
KAR AUCTION SERVICES INC COMMSTCK 48238T109 2,179 57,121 SH   SOLE   57,121 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 554 600,000 PRN   DFND 3 600,000 0 0
KB HOME 1.375% CNVRTBND 48666KAS8 600 650,000 PRN   DFND 4 0 0 650,000
KB HOME 1.375% CNVRTBND 48666KAS8 1,176 1,275,000 PRN   DFND 1 0 0 1,275,000
KB HOME 1.375% CNVRTBND 48666KAS8 34,073 36,935,000 PRN   SOLE   36,935,000 0 0
KELLOGG COMPANY COMMSTCK 487836108 30,956 404,393 SH   SOLE   404,393 0 0
KEYCORP COMMSTCK 493267108 19,470 1,763,623 SH   SOLE   1,763,623 0 0
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 103 145,000 PRN   DFND 4 0 0 145,000
KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 3,465 4,855,000 PRN   SOLE   4,855,000 0 0
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 7,207 53,578 SH   DFND 3 0 0 53,578
KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 181,459 1,349,038 SH   SOLE   1,349,038 0 0
KIMCO REALTY CORPORATION COMMSTCK 49446R109 11,306 392,835 SH   SOLE   392,835 0 0
L BRANDS INC COMMSTCK 501797104 2,816 32,067 SH   SOLE   32,067 0 0
LABORATORY CORPORATION OF COMMSTCK 50540R409 3,142 26,829 SH   SOLE   26,829 0 0
LAM RESEARCH CORPORATION COMMSTCK 512807108 29,150 352,900 SH   SOLE   352,900 0 0
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 432 7,024 SH   DFND 3 7,024 0 0
LAMAR ADVERTISING COMPANY COMMSTCK 512816109 1,025 16,665 SH   SOLE   16,665 0 0
LAS VEGAS SANDS CORP COMMSTCK 517834107 6,779 131,163 SH   SOLE   131,163 0 0
LASALLE HOTEL PROPERTIES COMMSTCK 517942108 2,932 115,850 SH   SOLE   115,850 0 0
LAZARD LTD COMMSTCK G54050102 673 17,334 SH   DFND 3 17,334 0 0
LAZARD LTD COMMSTCK G54050102 65,232 1,681,228 SH   SOLE   1,681,228 0 0
LDR HOLDING CORP COMMSTCK 50185U105 7,229 283,618 SH   SOLE   283,618 0 0
LEAR CORPORATION COMMSTCK 521865204 8,388 75,454 SH   SOLE   75,454 0 0
LEIDOS HOLDINGS INC COMMSTCK 525327102 2,884 57,310 SH   SOLE   57,310 0 0
LENNAR CORPORATION COMMSTCK 526057104 28,135 581,787 SH   SOLE   581,787 0 0
LENNOX INTERNATIONAL INC. COMMSTCK 526107107 8,603 63,633 SH   SOLE   63,633 0 0
LIBERTY BROADBAND CORP COMMSTCK 530307107 5,588 96,083 SH   SOLE   96,083 0 0
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 272 275,000 PRN   DFND 4 0 0 275,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 346 350,000 PRN   DFND 3 175,000 0 175,000
LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 8,108 8,200,000 PRN   SOLE   8,200,000 0 0
LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 49,486 1,262,399 SH   SOLE   1,262,399 0 0
LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 18,760 421,003 SH   SOLE   421,003 0 0
LINKEDIN CORP COMMSTCK 53578A108 13,563 118,613 SH   SOLE   118,613 0 0
LKQ CORP COMMSTCK 501889208 10,661 333,886 SH   SOLE   333,886 0 0
LOWES COMPANIES INC COMMSTCK 548661107 35,536 469,128 SH   SOLE   469,128 0 0
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 369 4,308 SH   DFND 4 0 0 4,308
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 1,074 12,553 SH   DFND 3 12,322 0 231
LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 88,451 1,033,549 SH   SOLE   1,033,549 0 0
M/A-COM TECHNOLOGY SOLUTIO COMMSTCK 55405Y100 6,450 147,292 SH   SOLE   147,292 0 0
MACERICH COMPANY (THE) COMMSTCK 554382101 3,740 47,200 SH   DFND 2 47,200 0 0
MACQUARIE INFRASTRUCTURE C COMMSTCK 55608B105 3,411 50,585 SH   SOLE   50,585 0 0
MANITOWOC COMPANY INC (THE COMMSTCK 563571108 706 163,128 SH   SOLE   163,128 0 0
MANPOWERGROUP INC COMMSTCK 56418H100 5,649 69,376 SH   SOLE   69,376 0 0
MARATHON PETROLEUM CORP COMMSTCK 56585A102 139 3,743 SH   DFND 4 0 0 3,743
MARATHON PETROLEUM CORP COMMSTCK 56585A102 20,518 551,860 SH   SOLE   551,860 0 0
MARKET VECTORS VIETNAM ETF ETIF 57060U761 5,142 367,306 SH   SOLE   367,306 0 0
MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 2,403 33,755 SH   SOLE   33,755 0 0
MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 5,565 539,810 SH   SOLE   539,810 0 0
MASTERCARD INC COMMSTCK 57636Q104 26,037 275,524 SH   DFND 3 0 0 275,524
MASTERCARD INC COMMSTCK 57636Q104 301,976 3,195,508 SH   SOLE   3,195,508 0 0
MCCORMICK & COMPANY INCORP COMMSTCK 579780206 11,710 117,717 SH   SOLE   117,717 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 1,328 10,566 SH   DFND 3 10,566 0 0
MCDONALDS CORPORATION COMMSTCK 580135101 7,198 57,273 SH   SOLE   57,273 0 0
MCGRAW HILL FINANCIAL INC COMMSTCK 580645109 6,443 65,093 SH   SOLE   65,093 0 0
MCKESSON CORP COMMSTCK 58155Q103 544 3,458 SH   DFND 3 3,458 0 0
MCKESSON CORP COMMSTCK 58155Q103 1,312 8,346 SH   SOLE   8,346 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 984 11,585 SH   DFND 3 11,585 0 0
MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 49,102 577,874 SH   SOLE   577,874 0 0
MEDIVATION INC COMMSTCK 58501N101 18,415 400,496 SH   SOLE   400,496 0 0
MEDNAX INC COMMSTCK 58502B106 16,964 262,512 SH   SOLE   262,512 0 0
MEDTRONIC INC COMMSTCK G5960L103 9,484 126,448 SH   DFND 1 0 0 126,448
MEDTRONIC INC COMMSTCK G5960L103 14,916 198,884 SH   DFND 3 32,425 0 166,459
MEDTRONIC INC COMMSTCK G5960L103 322,100 4,294,660 SH   SOLE   4,294,660 0 0
MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 16,073 1,578,907 SH   SOLE   1,578,907 0 0
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 415 395,000 PRN   DFND 4 0 0 395,000
MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 12,978 12,360,000 PRN   SOLE   12,360,000 0 0
MERCK & CO INC COMMSTCK 58933Y105 48,966 925,463 SH   SOLE   925,463 0 0
MEREDITH CORPORATION COMMSTCK 589433101 7,954 167,462 SH   SOLE   167,462 0 0
MERITOR INC 7.875% CNVRTBND 59001KAC4 2,319 2,000,000 PRN   DFND 3 0 0 2,000,000
MERITOR INC 7.875% CNVRTBND 59001KAC4 3,043 2,625,000 PRN   SOLE   2,625,000 0 0
MGM RESORTS INTERNATIONAL COMMSTCK 552953101 3,462 161,492 SH   SOLE   161,492 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 836 17,353 SH   DFND 3 17,353 0 0
MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 31,810 659,953 SH   SOLE   659,953 0 0
MICRON TECHNOLOGY INC COMMSTCK 595112103 24,211 2,312,376 SH   SOLE   2,312,376 0 0
MICROSEMI CORPORATION COMMSTCK 595137100 35,858 935,987 SH   SOLE   935,987 0 0
MICROSOFT CORPORATION COMMSTCK 594918104 21,277 385,236 SH   DFND 1 0 0 385,236
MICROSOFT CORPORATION COMMSTCK 594918104 36,812 666,518 SH   DFND 3 103,801 0 562,717
MICROSOFT CORPORATION COMMSTCK 594918104 904,777 16,381,990 SH   SOLE   16,381,990 0 0
MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 29,169 285,384 SH   SOLE   285,384 0 0
MOHAWK INDUSTRIES INC COMMSTCK 608190104 10,482 54,909 SH   SOLE   54,909 0 0
MOLINA HEALTHCARE INC 1.12 CNVRTBND 60855RAC4 263 160,000 PRN   DFND 4 0 0 160,000
MOLINA HEALTHCARE INC 1.12 CNVRTBND 60855RAC4 3,282 1,995,000 PRN   SOLE   1,995,000 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 1,390 14,450 SH   DFND 3 14,450 0 0
MOLSON COORS BREWING CO COMMSTCK 60871R209 149,755 1,557,032 SH   SOLE   1,557,032 0 0
MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 36,673 914,080 SH   SOLE   914,080 0 0
MONSANTO COMPANY COMMSTCK 61166W101 531 6,052 SH   DFND 3 6,052 0 0
MONSANTO COMPANY COMMSTCK 61166W101 1,299 14,801 SH   SOLE   14,801 0 0
MONSTER BEVERAGE CORP COMMSTCK 61174X109 9,414 70,577 SH   SOLE   70,577 0 0
MORGAN STANLEY COMMSTCK 617446448 39,324 1,572,336 SH   SOLE   1,572,336 0 0
MSA SAFETY INC COMMSTCK 553498106 11,028 228,095 SH   SOLE   228,095 0 0
MSC INDUSTRIAL DIRECT CO., COMMSTCK 553530106 14,080 184,517 SH   SOLE   184,517 0 0
MYLAN INC COMMSTCK N59465109 186 4,020 SH   DFND 4 0 0 4,020
MYLAN INC COMMSTCK N59465109 2,323 50,124 SH   SOLE   50,124 0 0
NASDAQ INC COMMSTCK 631103108 102,880 1,549,868 SH   SOLE   1,549,868 0 0
NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 26,908 537,613 SH   SOLE   537,613 0 0
NCR CORPORATION COMMSTCK 62886E108 404 13,491 SH   DFND 4 0 0 13,491
NCR CORPORATION COMMSTCK 62886E108 5,401 180,452 SH   SOLE   180,452 0 0
NETEASE INC DEPRECPT 64110W102 4,802 33,443 SH   SOLE   33,443 0 0
NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 7,634 193,026 SH   SOLE   193,026 0 0
NEW ORIENTAL EDUCATION & T DEPRECPT 647581107 2,601 75,189 SH   SOLE   75,189 0 0
NEWFIELD EXPLORATION COMPA COMMSTCK 651290108 3,747 112,681 SH   SOLE   112,681 0 0
NEWMONT MINING CORP COMMSTCK 651639106 18,659 702,001 SH   SOLE   702,001 0 0
NEXTERA ENERGY INC COMMSTCK 65339F101 13,279 112,213 SH   SOLE   112,213 0 0
NIELSEN NV COMMSTCK G6578L108 1,087 20,636 SH   DFND 3 20,636 0 0
NIELSEN NV COMMSTCK G6578L108 2,866 54,426 SH   SOLE   54,426 0 0
NIKE INC COMMSTCK 654106103 10,638 173,061 SH   DFND 3 0 0 173,061
NIKE INC COMMSTCK 654106103 138,662 2,255,759 SH   SOLE   2,255,759 0 0
NISOURCE INC COMMSTCK 65473P105 18,281 775,951 SH   SOLE   775,951 0 0
NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 10,821 129,985 SH   SOLE   129,985 0 0
NORTHERN TRUST CORPORATION COMMSTCK 665859104 4,948 75,925 SH   SOLE   75,925 0 0
NORTHROP GRUMMAN CORP COMMSTCK 666807102 7,013 35,438 SH   SOLE   35,438 0 0
NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 34,480 623,616 SH   SOLE   623,616 0 0
NUANCE COMMUNICATIONS INC COMMSTCK 67020Y100 23,661 1,265,979 SH   SOLE   1,265,979 0 0
NUVASIVE INC. COMMSTCK 670704105 1,646 33,834 SH   SOLE   33,834 0 0
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 156 124,000 PRN   DFND 4 0 0 124,000
NUVASIVE INC. 2.75% CNVRTBND 670704AC9 7,999 6,342,000 PRN   SOLE   6,342,000 0 0
NVIDIA CORPORATION COMMSTCK 67066G104 70,964 1,991,700 SH   SOLE   1,991,700 0 0
NXP SEMICONDUCTORS NV COMMSTCK N6596X109 5,057 62,382 SH   SOLE   62,382 0 0
NXP SEMICONDUCTORS NV 1% CNVRTBND 62952QAB6 680 615,000 PRN   DFND 3 615,000 0 0
NXP SEMICONDUCTORS NV 1% CNVRTBND 62952QAB6 1,007 910,000 PRN   DFND 1 0 0 910,000
NXP SEMICONDUCTORS NV 1% CNVRTBND 62952QAB6 8,667 7,835,000 PRN   SOLE   7,835,000 0 0
OAKTREE CAPITAL GROUP LLC COMMSTCK 674001201 12,343 250,210 SH   SOLE   250,210 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 573 8,374 SH   DFND 3 8,374 0 0
OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 76,314 1,115,216 SH   SOLE   1,115,216 0 0
OLD DOMINION FREIGHT LINE COMMSTCK 679580100 7,166 102,926 SH   SOLE   102,926 0 0
ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 25,696 2,679,460 SH   SOLE   2,679,460 0 0
OPHTHOTECH CORP COMMSTCK 683745103 2,709 64,092 SH   SOLE   64,092 0 0
ORACLE CORPORATION COMMSTCK 68389X105 480 11,737 SH   DFND 3 6,789 0 4,948
ORACLE CORPORATION COMMSTCK 68389X105 3,241 79,225 SH   DFND 1 0 0 79,225
ORACLE CORPORATION COMMSTCK 68389X105 93,341 2,281,613 SH   SOLE   2,281,613 0 0
ORBITAL ATK INC COMMSTCK 68557N103 90 1,030 SH   DFND 4 0 0 1,030
ORBITAL ATK INC COMMSTCK 68557N103 1,109 12,759 SH   SOLE   12,759 0 0
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 11,349 41,471 SH   DFND 3 0 0 41,471
OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 218,159 797,190 SH   SOLE   797,190 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 317 15,019 SH   DFND 3 15,019 0 0
OUTFRONT MEDIA INC COMMSTCK 69007J106 9,715 460,425 SH   SOLE   460,425 0 0
OWENS & MINOR INC COMMSTCK 690732102 23,388 578,633 SH   SOLE   578,633 0 0
OWENS CORNING COMMSTCK 690742101 36,905 780,569 SH   SOLE   780,569 0 0
PACCAR INC COMMSTCK 693718108 287 5,239 SH   DFND 3 2,958 0 2,281
PACCAR INC COMMSTCK 693718108 1,933 35,342 SH   DFND 1 0 0 35,342
PACCAR INC COMMSTCK 693718108 46,544 851,048 SH   SOLE   851,048 0 0
PACKAGING CORPORATION OF A COMMSTCK 695156109 5,882 97,392 SH   SOLE   97,392 0 0
PALO ALTO NETWORKS INC COMMSTCK 697435105 6,607 40,498 SH   SOLE   40,498 0 0
PANERA BREAD COMPANY COMMSTCK 69840W108 14,146 69,062 SH   SOLE   69,062 0 0
PARAMOUNT GROUP INC COMMSTCK 69924R108 3,412 213,900 SH   DFND 2 213,900 0 0
PAYPAL HOLDINGS INC COMMSTCK 70450Y103 65,544 1,698,031 SH   SOLE   1,698,031 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 215 238,000 PRN   DFND 4 0 0 238,000
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 689 763,000 PRN   DFND 3 763,000 0 0
PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 12,078 13,374,000 PRN   SOLE   13,374,000 0 0
PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 4,097 140,927 SH   SOLE   140,927 0 0
PEPSICO INC COMMSTCK 713448108 19,327 188,590 SH   DFND 3 0 0 188,590
PEPSICO INC COMMSTCK 713448108 208,067 2,030,316 SH   SOLE   2,030,316 0 0
PETROQUEST ENERGY INC COMMSTCK 716748108 42 70,000 SH   SOLE   70,000 0 0
PFIZER INC COMMSTCK 717081103 4,947 166,918 SH   DFND 3 134,985 0 31,933
PFIZER INC COMMSTCK 717081103 15,161 511,501 SH   DFND 1 0 0 511,501
PFIZER INC COMMSTCK 717081103 296,150 9,991,567 SH   SOLE   9,991,567 0 0
PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 337 3,430 SH   SOLE   3,430 0 0
PHILLIPS 66 COMMSTCK 718546104 843 9,741 SH   DFND 3 8,556 0 1,185
PHILLIPS 66 COMMSTCK 718546104 1,644 18,989 SH   DFND 1 0 0 18,989
PHILLIPS 66 COMMSTCK 718546104 53,382 616,494 SH   SOLE   616,494 0 0
PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 5,981 294,500 SH   DFND 2 294,500 0 0
PINNACLE FOODS INC COMMSTCK 72348P104 27,410 613,477 SH   SOLE   613,477 0 0
PIONEER NATURAL RESOURCES COMMSTCK 723787107 24,875 176,741 SH   SOLE   176,741 0 0
PITNEY BOWES INC COMMSTCK 724479100 6,635 308,039 SH   SOLE   308,039 0 0
PLANET FITNESS INC COMMSTCK 72703H101 3,603 221,862 SH   SOLE   221,862 0 0
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2,239 26,478 SH   DFND 3 21,331 0 5,147
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 6,972 82,435 SH   DFND 1 0 0 82,435
PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 164,281 1,942,540 SH   SOLE   1,942,540 0 0
POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2,088 92,000 SH   SOLE   92,000 0 0
POWERSHARES INTERNATIONAL ETIF 73937B621 1,813 66,370 SH   SOLE   66,370 0 0
PRAXAIR INC COMMSTCK 74005P104 1,708 14,922 SH   SOLE   14,922 0 0
PROCTER & GAMBLE COMPANY COMMSTCK 742718109 697 8,462 SH   SOLE   8,462 0 0
PROGRESSIVE CORPORATION (T COMMSTCK 743315103 11,688 332,619 SH   SOLE   332,619 0 0
PROLOGIS INC COMMSTCK 74340W103 10,254 232,100 SH   DFND 2 232,100 0 0
PROSHARES S&P 500 ARISTOCR ETIF 74348A467 11,086 211,883 SH   SOLE   211,883 0 0
PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 143,851 3,051,577 SH   SOLE   3,051,577 0 0
PUBLIC STORAGE COMMSTCK 74460D109 184 666 SH   SOLE   666 0 0
PUBLIC STORAGE COMMSTCK 74460D109 13,654 49,500 SH   DFND 2 49,500 0 0
PULTE GROUP INC COMMSTCK 745867101 3,882 207,472 SH   SOLE   207,472 0 0
PVH CORP COMMSTCK 693656100 3,029 30,581 SH   SOLE   30,581 0 0
QLIK TECHNOLOGIES INC COMMSTCK 74733T105 5,460 188,794 SH   SOLE   188,794 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 905 17,693 SH   DFND 3 17,693 0 0
QUALCOMM INCORPORATED COMMSTCK 747525103 3,962 77,471 SH   SOLE   77,471 0 0
QUEST DIAGNOSTICS INCORPOR COMMSTCK 74834L100 8,800 123,162 SH   SOLE   123,162 0 0
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 218 245,000 PRN   DFND 4 0 0 245,000
QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 7,776 8,755,000 PRN   SOLE   8,755,000 0 0
RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 3,930 121,378 SH   SOLE   121,378 0 0
RAYTHEON COMPANY COMMSTCK 755111507 13,470 109,846 SH   DFND 3 7,712 0 102,134
RAYTHEON COMPANY COMMSTCK 755111507 280,558 2,287,838 SH   SOLE   2,287,838 0 0
RED HAT, INC. COMMSTCK 756577102 7,146 95,902 SH   SOLE   95,902 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 579 27,397 SH   DFND 3 27,397 0 0
REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 13,823 653,867 SH   SOLE   653,867 0 0
RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 209 37,976 SH   DFND 3 0 0 37,976
RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 2,338 116,200 SH   DFND 2 116,200 0 0
REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 3,672 202,200 SH   DFND 2 202,200 0 0
REYNOLDS AMERICAN INC COMMSTCK 761713106 16,716 332,251 SH   DFND 3 11,615 0 320,636
REYNOLDS AMERICAN INC COMMSTCK 761713106 284,732 5,659,544 SH   SOLE   5,659,544 0 0
RITE AID CORPORATION COMMSTCK 767754104 7,509 921,305 SH   SOLE   921,305 0 0
RLJ LODGING TRUST COMMSTCK 74965L101 2,393 104,600 SH   DFND 2 104,600 0 0
ROPER TECHNOLOGIES INC COMMSTCK 776696106 8,241 45,088 SH   SOLE   45,088 0 0
ROSS STORES, INC. COMMSTCK 778296103 2,833 48,930 SH   DFND 1 0 0 48,930
ROSS STORES, INC. COMMSTCK 778296103 13,774 237,897 SH   DFND 3 4,055 0 233,842
ROSS STORES, INC. COMMSTCK 778296103 268,069 4,629,868 SH   SOLE   4,629,868 0 0
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 105 100,000 PRN   DFND 4 0 0 100,000
RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 3,034 2,900,000 PRN   SOLE   2,900,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 292 330,000 PRN   DFND 4 0 0 330,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 797 900,000 PRN   DFND 3 900,000 0 0
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 969 1,095,000 PRN   DFND 1 0 0 1,095,000
RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 18,997 21,465,000 PRN   SOLE   21,465,000 0 0
RYMAN HOSPITALITY PROPERTI COMMSTCK 78377T107 3,948 76,692 SH   SOLE   76,692 0 0
SABRE CORP COMMSTCK 78573M104 9,639 333,297 SH   SOLE   333,297 0 0
SALLY BEAUTY HOLDINGS INC COMMSTCK 79546E104 7,175 221,599 SH   SOLE   221,599 0 0
SANDISK CORPORATION COMMSTCK 80004C101 2,654 34,879 SH   SOLE   34,879 0 0
SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 7,437 74,240 SH   SOLE   74,240 0 0
SCHLUMBERGER NV COMMSTCK 806857108 4,952 67,139 SH   DFND 1 0 0 67,139
SCHLUMBERGER NV COMMSTCK 806857108 6,802 92,235 SH   DFND 3 5,706 0 86,529
SCHLUMBERGER NV COMMSTCK 806857108 257,718 3,494,479 SH   SOLE   3,494,479 0 0
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 1,231 18,794 SH   DFND 3 10,850 0 7,944
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 8,279 126,400 SH   DFND 1 0 0 126,400
SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 137,985 2,106,644 SH   SOLE   2,106,644 0 0
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 100 130,000 PRN   DFND 4 0 0 130,000
SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3,288 4,270,000 PRN   SOLE   4,270,000 0 0
SEI INVESTMENTS COMPANY COMMSTCK 784117103 16,341 379,585 SH   SOLE   379,585 0 0
SERVICENOW INC COMMSTCK 81762P102 5,403 88,321 SH   SOLE   88,321 0 0
SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 15,134 53,163 SH   SOLE   53,163 0 0
SHIRE PLC DEPRECPT 82481R106 2,699 15,699 SH   SOLE   15,699 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 479 480,000 PRN   DFND 4 0 0 480,000
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 519 520,000 PRN   DFND 3 520,000 0 0
SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 17,657 17,690,000 PRN   SOLE   17,690,000 0 0
SIGNATURE BANK NA COMMSTCK 82669G104 5,318 39,066 SH   SOLE   39,066 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 780 6,288 SH   DFND 3 6,288 0 0
SIGNET JEWELERS LTD COMMSTCK G81276100 22,502 181,422 SH   SOLE   181,422 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 2,335 11,243 SH   SOLE   11,243 0 0
SIMON PROPERTY GROUP INC COMMSTCK 828806109 20,312 97,800 SH   DFND 2 97,800 0 0
SKECHERS U.S.A., INC. COMMSTCK 830566105 8,489 278,788 SH   SOLE   278,788 0 0
SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 13,094 168,082 SH   SOLE   168,082 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 1,372 8,738 SH   DFND 3 8,738 0 0
SNAP-ON INCORPORATED COMMSTCK 833034101 11,851 75,489 SH   SOLE   75,489 0 0
SOLARCITY CORPORATION 1.62 CNVRTBND 83416TAC4 151 264,000 PRN   DFND 3 264,000 0 0
SOLARCITY CORPORATION 1.62 CNVRTBND 83416TAC4 206 360,000 PRN   DFND 1 0 0 360,000
SOLARCITY CORPORATION 1.62 CNVRTBND 83416TAC4 206 360,000 PRN   DFND 4 0 0 360,000
SOLARCITY CORPORATION 1.62 CNVRTBND 83416TAC4 10,873 18,971,000 PRN   SOLE   18,971,000 0 0
SOUTHERN COMPANY (THE) COMMSTCK 842587107 238 4,606 SH   SOLE   4,606 0 0
SOUTHWEST AIRLINES CO COMMSTCK 844741108 17,886 399,241 SH   SOLE   399,241 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 629 20,560 SH   DFND 3 20,560 0 0
SPECTRA ENERGY CORP COMMSTCK 847560109 1,518 49,597 SH   SOLE   49,597 0 0
SPRINT COMMUNICATIONS INC COMMSTCK 85207U105 71 20,541 SH   SOLE   20,541 0 0
SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 5,484 86,473 SH   SOLE   86,473 0 0
STAPLES INC COMMSTCK 855030102 119 10,753 SH   SOLE   10,753 0 0
STARBUCKS CORPORATION COMMSTCK 855244109 301 5,043 SH   DFND 4 0 0 5,043
STARBUCKS CORPORATION COMMSTCK 855244109 18,641 312,241 SH   DFND 3 0 0 312,241
STARBUCKS CORPORATION COMMSTCK 855244109 295,418 4,948,380 SH   SOLE   4,948,380 0 0
STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 4,020 48,189 SH   SOLE   48,189 0 0
STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2,411 127,382 SH   SOLE   127,382 0 0
STATE STREET CORP COMMSTCK 857477103 253 4,322 SH   DFND 3 2,476 0 1,846
STATE STREET CORP COMMSTCK 857477103 1,736 29,659 SH   DFND 1 0 0 29,659
STATE STREET CORP COMMSTCK 857477103 56,660 968,222 SH   SOLE   968,222 0 0
STORE CAPITAL COMMSTCK 862121100 2,808 108,500 SH   DFND 2 108,500 0 0
STRYKER CORPORATION COMMSTCK 863667101 4,030 37,559 SH   SOLE   37,559 0 0
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 81 105,000 PRN   DFND 3 0 0 105,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 147 190,000 PRN   DFND 4 0 0 190,000
SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 13,334 17,205,000 PRN   SOLE   17,205,000 0 0
SUNTRUST BANKS INC COMMSTCK 867914103 13,949 386,620 SH   SOLE   386,620 0 0
SUPERVALU INC COMMSTCK 868536103 103 17,805 SH   SOLE   17,805 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 198 205,000 PRN   DFND 4 0 0 205,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 386 400,000 PRN   DFND 3 400,000 0 0
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 578 600,000 PRN   DFND 1 0 0 600,000
SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 14,986 15,550,000 PRN   SOLE   15,550,000 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 488 17,011 SH   DFND 3 17,011 0 0
SYNCHRONY FINANCIAL COMMSTCK 87165B103 110,174 3,844,181 SH   SOLE   3,844,181 0 0
SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 38,644 466,601 SH   SOLE   466,601 0 0
TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 106,420 4,061,848 SH   SOLE   4,061,848 0 0
TANGER FACTORY OUTLET CENT COMMSTCK 875465106 3,413 93,800 SH   DFND 2 93,800 0 0
TARGET CORPORATION COMMSTCK 87612E106 221 2,686 SH   SOLE   2,686 0 0
TAUBMAN CENTERS INC COMMSTCK 876664103 8,085 113,500 SH   DFND 2 113,500 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 514 34,453 SH   DFND 3 34,453 0 0
TCP CAPITAL CORP COMMSTCK 87238Q103 1,472 98,715 SH   SOLE   98,715 0 0
TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 6,462 204,961 SH   SOLE   204,961 0 0
TE CONNECTIVITY LTD COMMSTCK H84989104 247 3,986 SH   DFND 4 0 0 3,986
TE CONNECTIVITY LTD COMMSTCK H84989104 3,522 56,873 SH   SOLE   56,873 0 0
TEGNA INC COMMSTCK 36473H104 694 45,844 SH   DFND 3 45,844 0 0
TEGNA INC COMMSTCK 36473H104 7,870 519,800 SH   SOLE   519,800 0 0
TEGNA INC COMMSTCK 87901J105 7,141 304,395 SH   SOLE   304,395 0 0
TESARO INC COMMSTCK 881569107 2,434 55,288 SH   SOLE   55,288 0 0
TEXAS ROADHOUSE HOLDINGS L COMMSTCK 882681109 9,001 206,541 SH   SOLE   206,541 0 0
THE KROGER CO COMMSTCK 501044101 13,311 347,991 SH   SOLE   347,991 0 0
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 540 3,812 SH   DFND 4 0 0 3,812
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 5,383 38,017 SH   DFND 1 0 0 38,017
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 20,309 143,434 SH   DFND 3 3,257 0 140,177
THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 307,035 2,168,482 SH   SOLE   2,168,482 0 0
TIFFANY & CO. COMMSTCK 886547108 393 5,360 SH   DFND 3 3,173 0 2,187
TIFFANY & CO. COMMSTCK 886547108 2,570 35,020 SH   DFND 1 0 0 35,020
TIFFANY & CO. COMMSTCK 886547108 37,682 513,522 SH   SOLE   513,522 0 0
TIME WARNER INC COMMSTCK 887317303 15,176 209,181 SH   DFND 3 18,844 0 190,337
TIME WARNER INC COMMSTCK 887317303 266,965 3,679,735 SH   SOLE   3,679,735 0 0
TJX COS INC COMMSTCK 872540109 1,190 15,185 SH   DFND 3 8,767 0 6,418
TJX COS INC COMMSTCK 872540109 8,168 104,245 SH   DFND 1 0 0 104,245
TJX COS INC COMMSTCK 872540109 144,025 1,838,222 SH   SOLE   1,838,222 0 0
TORO COMPANY (THE) COMMSTCK 891092108 3,883 45,090 SH   SOLE   45,090 0 0
TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 23,696 498,016 SH   SOLE   498,016 0 0
TRACTOR SUPPLY COMPANY COMMSTCK 892356106 13,374 147,849 SH   SOLE   147,849 0 0
TRANSDIGM GROUP INC COMMSTCK 893641100 3,068 13,926 SH   SOLE   13,926 0 0
TRAVELERS COS INC COMMSTCK 89417E109 780 6,687 SH   DFND 3 3,892 0 2,795
TRAVELERS COS INC COMMSTCK 89417E109 5,248 44,966 SH   DFND 1 0 0 44,966
TRAVELERS COS INC COMMSTCK 89417E109 141,734 1,214,409 SH   SOLE   1,214,409 0 0
TRI RESOURCES INC COMMSTCK 87612G101 187 6,269 SH   DFND 3 6,269 0 0
TRI RESOURCES INC COMMSTCK 87612G101 440 14,748 SH   SOLE   14,748 0 0
TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 3,780 360,000 SH   SOLE   360,000 0 0
TWITTER INC 0.25% CNVRTBND 90184LAB8 236 270,000 PRN   DFND 4 0 0 270,000
TWITTER INC 0.25% CNVRTBND 90184LAB8 7,644 8,730,000 PRN   SOLE   8,730,000 0 0
TYSON FOODS INC COMMSTCK 902494103 64,351 965,361 SH   SOLE   965,361 0 0
UDR INC COMMSTCK 902653104 26,059 676,323 SH   SOLE   676,323 0 0
ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 8,888 45,875 SH   SOLE   45,875 0 0
ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 9,399 48,572 SH   SOLE   48,572 0 0
UNDER ARMOUR INC COMMSTCK 904311107 8,406 99,090 SH   SOLE   99,090 0 0
UNION PACIFIC CORPORATION COMMSTCK 907818108 1,105 13,894 SH   DFND 3 8,100 0 5,794
UNION PACIFIC CORPORATION COMMSTCK 907818108 7,510 94,400 SH   DFND 1 0 0 94,400
UNION PACIFIC CORPORATION COMMSTCK 907818108 124,015 1,558,956 SH   SOLE   1,558,956 0 0
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 245 4,090 SH   DFND 4 0 0 4,090
UNITED CONTINENTAL HOLDING COMMSTCK 910047109 60,663 1,013,422 SH   SOLE   1,013,422 0 0
UNITED PARCEL SERVICE INC COMMSTCK 911312106 11,315 107,282 SH   DFND 3 0 0 107,282
UNITED PARCEL SERVICE INC COMMSTCK 911312106 249,844 2,368,860 SH   SOLE   2,368,860 0 0
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 7,693 76,853 SH   DFND 3 0 0 76,853
UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 88,510 884,215 SH   SOLE   884,215 0 0
UNITEDHEALTH GROUP INC COMMSTCK 91324P102 9,653 74,887 SH   SOLE   74,887 0 0
UNUM GROUP COMMSTCK 91529Y106 34,738 1,123,495 SH   SOLE   1,123,495 0 0
US BANCORP COMMSTCK 902973304 1,386 34,136 SH   DFND 3 19,800 0 14,336
US BANCORP COMMSTCK 902973304 9,346 230,257 SH   DFND 1 0 0 230,257
US BANCORP COMMSTCK 902973304 201,944 4,975,218 SH   SOLE   4,975,218 0 0
VALERO ENERGY CORPORATION COMMSTCK 91913Y100 24,173 376,882 SH   SOLE   376,882 0 0
VALSPAR CORP COMMSTCK 920355104 320 2,991 SH   DFND 3 1,732 0 1,259
VALSPAR CORP COMMSTCK 920355104 2,158 20,163 SH   DFND 1 0 0 20,163
VALSPAR CORP COMMSTCK 920355104 121,962 1,139,623 SH   SOLE   1,139,623 0 0
VANTIV INC COMMSTCK 92210H105 9,975 185,126 SH   SOLE   185,126 0 0
VCA INC COMMSTCK 918194101 6,140 106,433 SH   SOLE   106,433 0 0
VENTAS INC COMMSTCK 92276F100 6,757 107,321 SH   SOLE   107,321 0 0
VENTAS INC COMMSTCK 92276F100 9,671 153,600 SH   DFND 2 153,600 0 0
VERISK ANALYTICS INC COMMSTCK 92345Y106 14,960 187,186 SH   SOLE   187,186 0 0
VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 179,303 3,315,510 SH   SOLE   3,315,510 0 0
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 3,153 39,661 SH   DFND 3 0 0 39,661
VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 66,542 837,109 SH   SOLE   837,109 0 0
VIAVI SOLUTIONS INC 0.625% CNVRTBND 46612JAF8 2,919 3,000,000 PRN   SOLE   3,000,000 0 0
VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 10,714 831,869 SH   SOLE   831,869 0 0
VISA INC COMMSTCK 92826C839 1,005 13,142 SH   DFND 3 7,638 0 5,504
VISA INC COMMSTCK 92826C839 6,774 88,572 SH   DFND 1 0 0 88,572
VISA INC COMMSTCK 92826C839 187,115 2,446,583 SH   SOLE   2,446,583 0 0
VORNADO REALTY TRUST COMMSTCK 929042109 1,879 19,900 SH   DFND 2 19,900 0 0
VOYA FINANCIAL INC COMMSTCK 929089100 17,126 575,264 SH   SOLE   575,264 0 0
VULCAN MATERIALS COMPANY COMMSTCK 929160109 8,245 78,097 SH   SOLE   78,097 0 0
W R GRACE & CO COMMSTCK 38388F108 10,444 146,726 SH   SOLE   146,726 0 0
WABCO HOLDINGS INC COMMSTCK 92927K102 63,784 596,554 SH   SOLE   596,554 0 0
WAL-MART STORES INC COMMSTCK 931142103 13,415 195,871 SH   SOLE   195,871 0 0
WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 14,869 176,513 SH   SOLE   176,513 0 0
WALT DISNEY CO COMMSTCK 254687106 7,737 77,910 SH   DFND 1 0 0 77,910
WALT DISNEY CO COMMSTCK 254687106 19,652 197,881 SH   DFND 3 6,821 0 191,060
WALT DISNEY CO COMMSTCK 254687106 365,779 3,683,207 SH   SOLE   3,683,207 0 0
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 967 725,000 PRN   DFND 3 600,000 0 125,000
WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 31,575 23,685,000 PRN   SOLE   23,685,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 428 375,000 PRN   DFND 3 375,000 0 0
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 686 600,000 PRN   DFND 4 0 0 600,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 1,182 1,035,000 PRN   DFND 1 0 0 1,035,000
WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 18,422 16,124,000 PRN   SOLE   16,124,000 0 0
WEIBO CORP DEPRECPT 948596101 680 37,891 SH   SOLE   37,891 0 0
WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 12,045 129,870 SH   SOLE   129,870 0 0
WELLS FARGO & COMPANY COMMSTCK 949746101 4,453 92,076 SH   DFND 3 76,834 0 15,242
WELLS FARGO & COMPANY COMMSTCK 949746101 11,543 238,695 SH   DFND 1 0 0 238,695
WELLS FARGO & COMPANY COMMSTCK 949746101 228,451 4,723,965 SH   SOLE   4,723,965 0 0
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 280 232 SH   DFND 4 0 0 232
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 5,983 4,965 SH   DFND 1 0 0 4,965
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 6,464 5,364 SH   DFND 3 5,329 0 35
WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 121,053 100,459 SH   SOLE   100,459 0 0
WELLTOWER INC COMMSTCK 95040Q104 9,666 139,400 SH   DFND 2 139,400 0 0
WESTAR ENERGY INC COMMSTCK 95709T100 39,835 802,962 SH   SOLE   802,962 0 0
WHEELER REAL ESTATE INVEST COMMSTCK 963025101 105 83,950 SH   SOLE   83,950 0 0
WHIRLPOOL CORPORATION COMMSTCK 963320106 47,557 263,706 SH   SOLE   263,706 0 0
WHITEWAVE FOODS CO COMMSTCK 966244105 6,580 161,912 SH   SOLE   161,912 0 0
WHOLE FOODS MARKET INC COMMSTCK 966837106 51,477 1,654,677 SH   SOLE   1,654,677 0 0
WILLIS TOWERS WATSON PLC COMMSTCK G96666105 16,529 139,299 SH   SOLE   139,299 0 0
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 37 4,800 SH   DFND 4 0 0 4,800
WINDSTREAM SERVICES LLC COMMSTCK 97382A200 706 91,879 SH   SOLE   91,879 0 0
XILINX INC COMMSTCK 983919101 5,703 120,248 SH   SOLE   120,248 0 0
XL GROUP PLC COMMSTCK G98290102 107,656 2,925,436 SH   SOLE   2,925,436 0 0
YANDEX NV COMMSTCK N97284108 817 53,327 SH   SOLE   53,327 0 0
ZENDESK INC COMMSTCK 98936J101 4,389 209,705 SH   SOLE   209,705 0 0
ZOETIS INC COMMSTCK 98978V103 1,651 37,234 SH   DFND 3 0 0 37,234
ZOETIS INC COMMSTCK 98978V103 7,206 162,552 SH   DFND 1 0 0 162,552
ZOETIS INC COMMSTCK 98978V103 130,962 2,954,253 SH   SOLE   2,954,253 0 0