Chief Compliance Officer

0000950123-15-005297.txt : 20150511 0000950123-15-005297.hdr.sgml : 20150511 20150511115906 ACCESSION NUMBER: 0000950123-15-005297 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150511 DATE AS OF CHANGE: 20150511 EFFECTIVENESS DATE: 20150511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIONEER INVESTMENT MANAGEMENT INC CENTRAL INDEX KEY: 0001102598 IRS NUMBER: 135657669 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04037 FILM NUMBER: 15849524 BUSINESS ADDRESS: STREET 1: 60 STATE STREET STREET 2: 13TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6174224947 MAIL ADDRESS: STREET 1: 60 STATE STREET STREET 2: 13TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001102598 XXXXXXXX 03-31-2015 03-31-2015 PIONEER INVESTMENT MANAGEMENT INC

60 STATE STREET 13TH FLOOR BOSTON MA 02109

13F HOLDINGS REPORT 028-04037 N Jean M. Bradley Chief Compliance Officer 617-422-4524 Jean M. Bradley Boston MA 05-08-2015 4 995 27952379 false 1 028-05167 MetLife Advisers, LLC 2 028-06538 AEW Capital Management LP 3 028-13329 Pioneer Institutional Asset Management, Inc. 4 028-04547 VOYA Financial INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F 3M CO COMMSTCK 88579Y101 6046 36656 SH DFND 1 0 0 36656 3M CO COMMSTCK 88579Y101 16756 101582 SH DFND 3 0 0 101582 3M CO COMMSTCK 88579Y101 251195 1522854 SH SOLE 1522854 0 0 ABBOTT LABORATORIES COMMSTCK 002824100 660 14253 SH DFND 3 0 0 14253 ABBOTT LABORATORIES COMMSTCK 002824100 4548 98166 SH DFND 1 0 0 98166 ABBOTT LABORATORIES COMMSTCK 002824100 87263 1883511 SH SOLE 1883511 0 0 ABBVIE INC COMMSTCK 00287Y109 2799 47814 SH DFND 3 0 0 47814 ABBVIE INC COMMSTCK 00287Y109 3616 61764 SH DFND 1 0 0 61764 ABBVIE INC COMMSTCK 00287Y109 132216 2258563 SH SOLE 2258563 0 0 ACADIA REALTY TRUST COMMSTCK 004239109 3547 101700 SH DFND 2 101700 0 0 ACE LTD COMMSTCK H0023R105 9362 83976 SH SOLE 83976 0 0 ACTAVIS PLC COMMSTCK G0083B108 5068 17029 SH DFND 1 0 0 17029 ACTAVIS PLC COMMSTCK G0083B108 10690 35919 SH DFND 3 0 0 35919 ACTAVIS PLC COMMSTCK G0083B108 160702 539956 SH SOLE 539956 0 0 ACUITY BRANDS INC. COMMSTCK 00508Y102 5456 32444 SH SOLE 32444 0 0 ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 2764 37378 SH SOLE 37378 0 0 ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 17647 117892 SH SOLE 117892 0 0 AETNA INC COMMSTCK 00817Y108 607 5700 SH DFND 4 0 0 5700 AETNA INC COMMSTCK 00817Y108 617 5788 SH DFND 3 0 0 5788 AETNA INC COMMSTCK 00817Y108 4273 40114 SH DFND 1 0 0 40114 AETNA INC COMMSTCK 00817Y108 241493 2266900 SH SOLE 2266900 0 0 AFFILIATED MANAGERS GROUP COMMSTCK 008252108 48408 225384 SH SOLE 225384 0 0 AGL RESOURCES INC. COMMSTCK 001204106 20484 412558 SH SOLE 412558 0 0 AGRIUM INC COMMSTCK 008916108 2708 25967 SH SOLE 25967 0 0 AKAMAI TECHNOLOGIES, INC. COMMSTCK 00971T101 21757 306236 SH SOLE 306236 0 0 AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 280 260000 PRN DFND 4 0 0 260000 AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 14805 13740000 PRN SOLE 13740000 0 0 ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 312 245000 PRN DFND 4 0 0 245000 ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 9739 7650000 PRN SOLE 7650000 0 0 ALERE INC 3% PFDDOM 01449J204 276 811 SH DFND 4 0 0 811 ALERE INC 3% PFDDOM 01449J204 12420 36503 SH SOLE 36503 0 0 ALERE INC 3% CNVRTBND 01449JAA3 837 710000 PRN DFND 4 0 0 710000 ALERE INC 3% CNVRTBND 01449JAA3 14929 12665000 PRN SOLE 12665000 0 0 ALEXANDER & BALDWIN INC COMMSTCK 014491104 2565 59400 SH DFND 2 59400 0 0 ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 7840 79970 SH SOLE 79970 0 0 ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 5535 31941 SH SOLE 31941 0 0 ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 15288 284250 SH SOLE 284250 0 0 ALKERMES PLC COMMSTCK G01767105 15375 252166 SH SOLE 252166 0 0 ALLEGION PLC COMMSTCK G0176J109 266 4346 SH DFND 3 0 0 4346 ALLEGION PLC COMMSTCK G0176J109 1876 30662 SH DFND 1 0 0 30662 ALLEGION PLC COMMSTCK G0176J109 27721 453174 SH SOLE 453174 0 0 ALLIANCE DATA SYSTEMS CORP COMMSTCK 018581108 5222 17626 SH SOLE 17626 0 0 ALLIANT ENERGY CORP COMMSTCK 018802108 32682 518755 SH SOLE 518755 0 0 ALLSTATE CORPORATION (THE) COMMSTCK 020002101 84747 1190773 SH SOLE 1190773 0 0 ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 453 4340 SH DFND 3 0 0 4340 ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 3196 30604 SH DFND 1 0 0 30604 ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 46976 449880 SH SOLE 449880 0 0 ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 1848 1905000 PRN SOLE 1905000 0 0 ALPHA NATURAL RESOURCES IN CNVRTBND 02076XAE2 2704 7297000 PRN SOLE 7297000 0 0 ALTRIA GROUP INC COMMSTCK 02209S103 931 18606 SH DFND 3 0 0 18606 ALTRIA GROUP INC COMMSTCK 02209S103 11018 220268 SH SOLE 220268 0 0 AMAZON.COM INC COMMSTCK 023135106 2836 7622 SH SOLE 7622 0 0 AMDOCS LIMITED COMMSTCK G02602103 32170 591356 SH SOLE 591356 0 0 AMEREN CORPORATION COMMSTCK 023608102 40843 967847 SH SOLE 967847 0 0 AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1597 30267 SH DFND 3 0 0 30267 AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 219415 4157170 SH SOLE 4157170 0 0 AMERICAN ASSETS TRUST INC COMMSTCK 024013104 3419 79000 SH DFND 2 79000 0 0 AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 960 22395 SH DFND 3 0 0 22395 AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2024 47223 SH SOLE 47223 0 0 AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 3104 72400 SH DFND 2 72400 0 0 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 559 9941 SH DFND 3 0 0 9941 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 3986 70854 SH DFND 1 0 0 70854 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 146784 2609497 SH SOLE 2609497 0 0 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 898 11501 SH DFND 3 0 0 11501 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 6295 80577 SH DFND 1 0 0 80577 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 117386 1502631 SH SOLE 1502631 0 0 AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 1044 63100 SH DFND 2 63100 0 0 AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 279 5089 SH SOLE 5089 0 0 AMERICAN TOWER CORPORATION COMMSTCK 03027X100 201 2140 SH SOLE 2140 0 0 AMERIPRISE FINANCIAL INC COMMSTCK 03076C106 27454 209831 SH SOLE 209831 0 0 AMERISOURCEBERGEN CORPORAT COMMSTCK 03073E105 868 7633 SH SOLE 7633 0 0 AMGEN INC COMMSTCK 031162100 6008 37587 SH SOLE 37587 0 0 AMPHENOL CORPORATION COMMSTCK 032095101 4512 76561 SH SOLE 76561 0 0 ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 3593 43393 SH SOLE 43393 0 0 ANALOG DEVICES INC COMMSTCK 032654105 4390 69684 SH DFND 1 0 0 69684 ANALOG DEVICES INC COMMSTCK 032654105 7049 111891 SH DFND 3 0 0 111891 ANALOG DEVICES INC COMMSTCK 032654105 166869 2648712 SH SOLE 2648712 0 0 ANSYS, INC. COMMSTCK 03662Q105 6904 78283 SH SOLE 78283 0 0 ANTHEM INC 2.75% CNVRTBND 94973VBG1 8572 4150000 PRN SOLE 4150000 0 0 AON PLC COMMSTCK G0408V102 2730 28400 SH SOLE 28400 0 0 APACHE CORPORATION COMMSTCK 037411105 442 7323 SH DFND 3 0 0 7323 APACHE CORPORATION COMMSTCK 037411105 3114 51618 SH DFND 1 0 0 51618 APACHE CORPORATION COMMSTCK 037411105 46142 764821 SH SOLE 764821 0 0 APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 5044 5000000 PRN SOLE 5000000 0 0 APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 17319 2256587 SH SOLE 2256587 0 0 APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 529 520000 PRN SOLE 520000 0 0 APPLE INC COMMSTCK 037833100 13287 106779 SH DFND 1 0 0 106779 APPLE INC COMMSTCK 037833100 30899 248321 SH DFND 3 0 0 248321 APPLE INC COMMSTCK 037833100 801454 6441004 SH SOLE 6441004 0 0 ARCHER-DANIELS-MIDLAND COM COMMSTCK 039483102 29753 627703 SH SOLE 627703 0 0 ARES CAPITAL CORPORATION COMMSTCK 04010L103 854 49735 SH DFND 3 0 0 49735 ARES CAPITAL CORPORATION COMMSTCK 04010L103 6701 390299 SH SOLE 390299 0 0 ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 117 155000 PRN DFND 4 0 0 155000 ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3661 4845000 PRN SOLE 4845000 0 0 ASML HOLDING NV DEPRECPT N07059210 342 3388 SH DFND 3 0 0 3388 ASML HOLDING NV DEPRECPT N07059210 2505 24790 SH DFND 1 0 0 24790 ASML HOLDING NV DEPRECPT N07059210 35743 353785 SH SOLE 353785 0 0 ASTRAZENECA PLC DEPRECPT 046353108 1069 15615 SH DFND 3 0 0 15615 ASTRAZENECA PLC DEPRECPT 046353108 2304 33676 SH DFND 1 0 0 33676 ASTRAZENECA PLC DEPRECPT 046353108 48531 709207 SH SOLE 709207 0 0 AT&T INC COMMSTCK 00206R102 425 13026 SH SOLE 13026 0 0 AUTODESK INC COMMSTCK 052769106 9772 166645 SH SOLE 166645 0 0 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 508 5937 SH DFND 3 0 0 5937 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 3559 41552 SH DFND 1 0 0 41552 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 53029 619206 SH SOLE 619206 0 0 AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 55646 438224 SH SOLE 438224 0 0 AVALONBAY COMMUNITIES INC COMMSTCK 053484101 11692 67100 SH DFND 2 67100 0 0 AVERY DENNISON CORPORATION COMMSTCK 053611109 6101 115300 SH SOLE 115300 0 0 AXIALL CORP COMMSTCK 05463D100 493 10495 SH DFND 4 0 0 10495 AXIALL CORP COMMSTCK 05463D100 8930 190248 SH SOLE 190248 0 0 B/E AEROSPACE INC COMMSTCK 073302101 11791 185335 SH SOLE 185335 0 0 BAKER HUGHES INCORPORATED COMMSTCK 057224107 41504 652779 SH SOLE 652779 0 0 BANK OF AMERICA CORP COMMSTCK 060505104 644 41821 SH DFND 3 0 0 41821 BANK OF AMERICA CORP COMMSTCK 060505104 4566 296687 SH DFND 1 0 0 296687 BANK OF AMERICA CORP COMMSTCK 060505104 124837 8111540 SH SOLE 8111540 0 0 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 263 227 SH DFND 3 0 0 227 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 535 462 SH DFND 1 0 0 462 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 13582 11739 SH SOLE 11739 0 0 BANKUNITED INC COMMSTCK 06652K103 3867 118108 SH SOLE 118108 0 0 BB&T CORP COMMSTCK 054937107 501 12845 SH DFND 3 0 0 12845 BB&T CORP COMMSTCK 054937107 3603 92397 SH DFND 1 0 0 92397 BB&T CORP COMMSTCK 054937107 70088 1797601 SH SOLE 1797601 0 0 BECTON DICKINSON AND COMPA COMMSTCK 075887109 848 5903 SH DFND 3 0 0 5903 BECTON DICKINSON AND COMPA COMMSTCK 075887109 5910 41159 SH DFND 1 0 0 41159 BECTON DICKINSON AND COMPA COMMSTCK 075887109 131815 917999 SH SOLE 917999 0 0 BED BATH & BEYOND INC COMMSTCK 075896100 39937 520180 SH SOLE 520180 0 0 BERKSHIRE HATHAWAY INC COMMSTCK 084670702 794 5503 SH SOLE 5503 0 0 BERRY PLASTICS GROUP INC COMMSTCK 08579W103 7321 202286 SH SOLE 202286 0 0 BHP BILLITON LTD DEPRECPT 088606108 9979 214735 SH SOLE 214735 0 0 BIO-RAD LABORATORIES INC COMMSTCK 090572207 389 2875 SH DFND 4 0 0 2875 BIO-RAD LABORATORIES INC COMMSTCK 090572207 5403 39969 SH SOLE 39969 0 0 BIOGEN, INC. COMMSTCK 09062X103 7800 18472 SH SOLE 18472 0 0 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 171 115000 PRN DFND 4 0 0 115000 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 5781 3885000 PRN SOLE 3885000 0 0 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 174 115000 PRN DFND 4 0 0 115000 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 5883 3885000 PRN SOLE 3885000 0 0 BIOMED REALTY TRUST INC COMMSTCK 09063H107 3641 160700 SH DFND 2 160700 0 0 BIOSCRIP INC COMMSTCK 09069N108 67 15129 SH DFND 4 0 0 15129 BIOSCRIP INC COMMSTCK 09069N108 1175 265191 SH SOLE 265191 0 0 BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 6925 682300 SH SOLE 682300 0 0 BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 7045 464100 SH SOLE 464100 0 0 BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 12383 318419 SH SOLE 318419 0 0 BOARDWALK PIPELINE PARTNER COMMSTCK 096627104 5057 314105 SH SOLE 314105 0 0 BOEING CO COMMSTCK 097023105 247 1644 SH SOLE 1644 0 0 BORGWARNER INC COMMSTCK 099724106 405 6704 SH DFND 3 0 0 6704 BORGWARNER INC COMMSTCK 099724106 2847 47081 SH DFND 1 0 0 47081 BORGWARNER INC COMMSTCK 099724106 49347 815929 SH SOLE 815929 0 0 BOSTON PROPERTIES, INC. COMMSTCK 101121101 158 1122 SH SOLE 1122 0 0 BOSTON PROPERTIES, INC. COMMSTCK 101121101 11842 84300 SH DFND 2 84300 0 0 BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 48804 2749545 SH SOLE 2749545 0 0 BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 5621 87155 SH SOLE 87155 0 0 BROADCOM CORPORATION COMMSTCK 111320107 103996 2402042 SH SOLE 2402042 0 0 BROOKDALE SENIOR LIVING IN COMMSTCK 112463104 7016 185813 SH SOLE 185813 0 0 CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4810 96250 SH SOLE 96250 0 0 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 3799 128652 SH DFND 1 0 0 128652 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 5505 186436 SH DFND 3 0 0 186436 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 171353 5802660 SH SOLE 5802660 0 0 CADENCE DESIGN SYSTEMS, IN COMMSTCK 127387108 6403 347211 SH SOLE 347211 0 0 CAMDEN PROPERTY TRUST COMMSTCK 133131102 4883 62500 SH DFND 2 62500 0 0 CAMDEN PROPERTY TRUST COMMSTCK 133131102 11998 153565 SH SOLE 153565 0 0 CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 229 5067 SH DFND 3 0 0 5067 CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 1597 35405 SH DFND 1 0 0 35405 CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 39901 884340 SH SOLE 884340 0 0 CAMPBELL SOUP COMPANY COMMSTCK 134429109 567 12184 SH DFND 3 0 0 12184 CAMPBELL SOUP COMPANY COMMSTCK 134429109 3979 85476 SH DFND 1 0 0 85476 CAMPBELL SOUP COMPANY COMMSTCK 134429109 111928 2404463 SH SOLE 2404463 0 0 CANADIAN NATIONAL RAILWAY COMMSTCK 136375102 17272 258285 SH SOLE 258285 0 0 CARDINAL HEALTH INC COMMSTCK 14149Y108 1325 14680 SH DFND 3 0 0 14680 CARDINAL HEALTH INC COMMSTCK 14149Y108 2995 33175 SH DFND 1 0 0 33175 CARDINAL HEALTH INC COMMSTCK 14149Y108 274699 3043085 SH SOLE 3043085 0 0 CARDTRONICS INC 1% CNVRTBND 14161HAG3 460 465000 PRN DFND 1 0 0 465000 CARDTRONICS INC 1% CNVRTBND 14161HAG3 485 490000 PRN DFND 4 0 0 490000 CARDTRONICS INC 1% CNVRTBND 14161HAG3 1133 1145000 PRN DFND 3 0 0 1145000 CARDTRONICS INC 1% CNVRTBND 14161HAG3 24477 24740000 PRN SOLE 24740000 0 0 CARLISLE COMPANIES INCORPO COMMSTCK 142339100 8350 90140 SH SOLE 90140 0 0 CATAMARAN CORP COMMSTCK 148887102 25424 427011 SH SOLE 427011 0 0 CATERPILLAR INC COMMSTCK 149123101 249 3113 SH SOLE 3113 0 0 CATHAY GENERAL BANCORP INC COMMSTCK 149150104 26467 930303 SH SOLE 930303 0 0 CBS CORP COMMSTCK 124857202 872 14381 SH DFND 3 0 0 14381 CBS CORP COMMSTCK 124857202 3048 50279 SH DFND 1 0 0 50279 CBS CORP COMMSTCK 124857202 137859 2273783 SH SOLE 2273783 0 0 CDK GLOBAL INC COMMSTCK 12508E101 78 1671 SH DFND 3 0 0 1671 CDK GLOBAL INC COMMSTCK 12508E101 558 11941 SH DFND 1 0 0 11941 CDK GLOBAL INC COMMSTCK 12508E101 8097 173166 SH SOLE 173166 0 0 CEDAR FAIR, L.P. COMMSTCK 150185106 40841 711522 SH SOLE 711522 0 0 CELGENE CORPORATION COMMSTCK 151020104 6302 54670 SH DFND 1 0 0 54670 CELGENE CORPORATION COMMSTCK 151020104 19369 168020 SH DFND 3 0 0 168020 CELGENE CORPORATION COMMSTCK 151020104 374955 3252557 SH SOLE 3252557 0 0 CEMEX SAB DE CV 3.75% CNVRTBND 151290BC6 25155 21250000 PRN SOLE 21250000 0 0 CEPHEID INC 1.25% CNVRTBND 15670RAC1 194 175000 PRN DFND 3 0 0 175000 CEPHEID INC 1.25% CNVRTBND 15670RAC1 282 254000 PRN DFND 4 0 0 254000 CEPHEID INC 1.25% CNVRTBND 15670RAC1 12851 11571000 PRN SOLE 11571000 0 0 CHARLES RIVER LABORATORIES COMMSTCK 159864107 16024 202095 SH SOLE 202095 0 0 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 431 14169 SH DFND 3 0 0 14169 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 3060 100525 SH DFND 1 0 0 100525 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 44662 1467217 SH SOLE 1467217 0 0 CHATHAM LODGING TRUST COMMSTCK 16208T102 2332 79300 SH DFND 2 79300 0 0 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 762 9299 SH DFND 3 0 0 9299 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 2405 29337 SH DFND 1 0 0 29337 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 36495 445218 SH SOLE 445218 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 272 300000 PRN DFND 4 0 0 300000 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1134 1250000 PRN DFND 1 0 0 1250000 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1815 2000000 PRN DFND 3 0 0 2000000 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 14838 16350000 PRN SOLE 16350000 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1284 1340000 PRN SOLE 1340000 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1629 1700000 PRN DFND 3 0 0 1700000 CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1731 51156 SH DFND 3 0 0 51156 CHESAPEAKE LODGING TRUST COMMSTCK 165240102 15591 460849 SH SOLE 460849 0 0 CHEVRON CORP COMMSTCK 166764100 575 5477 SH SOLE 5477 0 0 CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 3233 272368 SH SOLE 272368 0 0 CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 8008 12310 SH SOLE 12310 0 0 CHUBB CORPORATION COMMSTCK 171232101 1219 12059 SH DFND 3 0 0 12059 CHUBB CORPORATION COMMSTCK 171232101 8670 85761 SH DFND 1 0 0 85761 CHUBB CORPORATION COMMSTCK 171232101 167121 1653027 SH SOLE 1653027 0 0 CIGNA CORPORATION COMMSTCK 125509109 546 4220 SH DFND 4 0 0 4220 CIGNA CORPORATION COMMSTCK 125509109 7050 54462 SH SOLE 54462 0 0 CIMAREX ENERGY CO. COMMSTCK 171798101 27261 236864 SH SOLE 236864 0 0 CINTAS CORPORATION COMMSTCK 172908105 5658 69307 SH SOLE 69307 0 0 CISCO SYSTEMS INC COMMSTCK 17275R102 61367 2229512 SH SOLE 2229512 0 0 CITIGROUP INC COMMSTCK 172967424 433 8408 SH DFND 3 0 0 8408 CITIGROUP INC COMMSTCK 172967424 3035 58903 SH DFND 1 0 0 58903 CITIGROUP INC COMMSTCK 172967424 105759 2052768 SH SOLE 2052768 0 0 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 552 22857 SH DFND 3 0 0 22857 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 636 26339 SH DFND 1 0 0 26339 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 51857 2149059 SH SOLE 2149059 0 0 CITRIX SYSTEMS INC COMMSTCK 177376100 3536 55369 SH SOLE 55369 0 0 CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 979 34734 SH SOLE 34734 0 0 CLOROX COMPANY COMMSTCK 189054109 322 2918 SH DFND 3 0 0 2918 CLOROX COMPANY COMMSTCK 189054109 2021 18310 SH DFND 1 0 0 18310 CLOROX COMPANY COMMSTCK 189054109 55505 502805 SH SOLE 502805 0 0 CME GROUP INC COMMSTCK 12572Q105 818 8637 SH DFND 3 0 0 8637 CME GROUP INC COMMSTCK 12572Q105 1739 18365 SH SOLE 18365 0 0 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 222 305000 PRN DFND 3 0 0 305000 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 443 610000 PRN DFND 4 0 0 610000 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 1036 1425000 PRN DFND 1 0 0 1425000 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 39313 54085000 PRN SOLE 54085000 0 0 COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 582 13164 SH DFND 3 0 0 13164 COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 4145 93777 SH DFND 1 0 0 93777 COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 60380 1366074 SH SOLE 1366074 0 0 COLGATE-PALMOLIVE CO COMMSTCK 194162103 10096 145596 SH DFND 3 0 0 145596 COLGATE-PALMOLIVE CO COMMSTCK 194162103 110386 1591957 SH SOLE 1591957 0 0 COMCAST CORPORATION COMMSTCK 20030N101 599 10602 SH DFND 3 0 0 10602 COMCAST CORPORATION COMMSTCK 20030N101 71694 1269587 SH SOLE 1269587 0 0 COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 126 19600 SH DFND 4 0 0 19600 COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 3207 498029 SH SOLE 498029 0 0 COMPASS MINERALS INTERNATI COMMSTCK 20451N101 27855 298840 SH SOLE 298840 0 0 COMSCORE INC COMMSTCK 20564W105 6836 133509 SH SOLE 133509 0 0 CON-WAY INC COMMSTCK 205944101 12574 284939 SH SOLE 284939 0 0 CONAGRA FOODS INC COMMSTCK 205887102 11814 323408 SH SOLE 323408 0 0 CONOCOPHILLIPS COMMSTCK 20825C104 1775 28510 SH DFND 3 0 0 28510 CONOCOPHILLIPS COMMSTCK 20825C104 3179 51058 SH DFND 1 0 0 51058 CONOCOPHILLIPS COMMSTCK 20825C104 145262 2333152 SH SOLE 2333152 0 0 CONSTELLATION BRANDS INC COMMSTCK 21036P108 14239 122525 SH SOLE 122525 0 0 CORPORATE OFFICE PROPERTIE COMMSTCK 22002T108 15166 516201 SH SOLE 516201 0 0 CORRECTIONS CORPORATION OF COMMSTCK 22025Y407 22529 559594 SH SOLE 559594 0 0 CORSICANTO LTD 3.5% CNVRTBND 220480AB3 240 225000 PRN DFND 4 0 0 225000 CORSICANTO LTD 3.5% CNVRTBND 220480AB3 12642 11870000 PRN SOLE 11870000 0 0 COSTAR GROUP INC COMMSTCK 22160N109 16729 84564 SH SOLE 84564 0 0 COSTCO WHOLESALE CORPORATI COMMSTCK 22160K105 3444 22735 SH SOLE 22735 0 0 COTY US INC COMMSTCK 222070203 11553 476005 SH SOLE 476005 0 0 CR BARD INC COMMSTCK 067383109 1426 8524 SH DFND 3 0 0 8524 CR BARD INC COMMSTCK 067383109 10055 60083 SH DFND 1 0 0 60083 CR BARD INC COMMSTCK 067383109 149902 895742 SH SOLE 895742 0 0 CREDICORP LTD COMMSTCK G2519Y108 865 6151 SH SOLE 6151 0 0 CRITEO SA DEPRECPT 226718104 5155 130496 SH SOLE 130496 0 0 CROWN HOLDINGS INC COMMSTCK 228368106 9549 176771 SH SOLE 176771 0 0 CSX CORP COMMSTCK 126408103 924 27912 SH SOLE 27912 0 0 CUBESMART COMMSTCK 229663109 2903 120200 SH DFND 2 120200 0 0 CUMMINS INC COMMSTCK 231021106 1783 12858 SH DFND 1 0 0 12858 CUMMINS INC COMMSTCK 231021106 7389 53293 SH DFND 3 0 0 53293 CUMMINS INC COMMSTCK 231021106 152806 1102175 SH SOLE 1102175 0 0 CVS HEALTH CORP COMMSTCK 126650100 10183 98664 SH DFND 1 0 0 98664 CVS HEALTH CORP COMMSTCK 126650100 23140 224205 SH DFND 3 0 0 224205 CVS HEALTH CORP COMMSTCK 126650100 528844 5123960 SH SOLE 5123960 0 0 DANAHER CORPORATION COMMSTCK 235851102 238 2804 SH SOLE 2804 0 0 DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 7294 239451 SH SOLE 239451 0 0 DAVITA HEALTHCARE PARTNERS COMMSTCK 23918K108 25322 311542 SH SOLE 311542 0 0 DDR CORP COMMSTCK 23317H102 4461 239600 SH DFND 2 239600 0 0 DELTA AIR LINES INC COMMSTCK 247361702 2171 48287 SH SOLE 48287 0 0 DEVON ENERGY CORPORATION COMMSTCK 25179M103 51318 850910 SH SOLE 850910 0 0 DICKS SPORTING GOODS INC. COMMSTCK 253393102 3513 61635 SH SOLE 61635 0 0 DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 1819 32284 SH DFND 3 0 0 32284 DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 3452 61261 SH DFND 1 0 0 61261 DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 187651 3330105 SH SOLE 3330105 0 0 DOLLAR GENERAL CORPORATION COMMSTCK 256677105 3318 44021 SH SOLE 44021 0 0 DOLLAR TREE INC COMMSTCK 256746108 23522 289881 SH SOLE 289881 0 0 DOUGLAS EMMETT INC COMMSTCK 25960P109 2346 78700 SH DFND 2 78700 0 0 DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 461 9606 SH DFND 3 0 0 9606 DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 3272 68194 SH DFND 1 0 0 68194 DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 67692 1410835 SH SOLE 1410835 0 0 DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 388 4945 SH DFND 3 0 0 4945 DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 2480 31604 SH DFND 1 0 0 31604 DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 74007 943010 SH SOLE 943010 0 0 DST SYSTEMS, INC. COMMSTCK 233326107 476 4298 SH DFND 3 0 0 4298 DST SYSTEMS, INC. COMMSTCK 233326107 3387 30592 SH DFND 1 0 0 30592 DST SYSTEMS, INC. COMMSTCK 233326107 50677 457743 SH SOLE 457743 0 0 DUKE REALTY CORPORATION COMMSTCK 264411505 25281 1161270 SH SOLE 1161270 0 0 DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 4193 128300 SH DFND 2 128300 0 0 DYNEGY INC COMMSTCK 26817R108 960 30553 SH SOLE 30553 0 0 EAGLE MATERIALS INC COMMSTCK 26969P108 5719 68443 SH SOLE 68443 0 0 EASTERLY GOVERNMENT PROPER COMMSTCK 27616P103 533 33200 SH DFND 2 33200 0 0 EATON CORPORATION COMMSTCK G29183103 841 12384 SH DFND 3 0 0 12384 EATON CORPORATION COMMSTCK G29183103 2117 31164 SH DFND 1 0 0 31164 EATON CORPORATION COMMSTCK G29183103 180899 2662633 SH SOLE 2662633 0 0 EBAY INC. COMMSTCK 278642103 1530 26531 SH DFND 3 0 0 26531 EBAY INC. COMMSTCK 278642103 2578 44687 SH DFND 1 0 0 44687 EBAY INC. COMMSTCK 278642103 146954 2547754 SH SOLE 2547754 0 0 ECOLAB INC COMMSTCK 278865100 5261 45998 SH DFND 1 0 0 45998 ECOLAB INC COMMSTCK 278865100 9776 85467 SH DFND 3 0 0 85467 ECOLAB INC COMMSTCK 278865100 209651 1832932 SH SOLE 1832932 0 0 EDISON INTERNATIONAL COMMSTCK 281020107 22988 367977 SH SOLE 367977 0 0 EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 23146 162473 SH SOLE 162473 0 0 EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 275 3850 SH DFND 3 0 0 3850 EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 1905 26656 SH DFND 1 0 0 26656 EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 44995 629566 SH SOLE 629566 0 0 ELI LILLY AND COMPANY COMMSTCK 532457108 342 4707 SH DFND 3 0 0 4707 ELI LILLY AND COMPANY COMMSTCK 532457108 2457 33825 SH DFND 1 0 0 33825 ELI LILLY AND COMPANY COMMSTCK 532457108 57324 789042 SH SOLE 789042 0 0 EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 148 5800 SH DFND 4 0 0 5800 EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 4760 186217 SH DFND 1 0 0 186217 EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 11564 452443 SH DFND 3 0 0 452443 EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 287961 11266077 SH SOLE 11266077 0 0 EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 677 586000 PRN DFND 4 0 0 586000 EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 788 682000 PRN DFND 3 0 0 682000 EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 23051 19947000 PRN SOLE 19947000 0 0 EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2498 132800 SH DFND 2 132800 0 0 EMULEX CORPORATION 1.75% CNVRTBND 292475AF7 192 190000 PRN DFND 4 0 0 190000 EMULEX CORPORATION 1.75% CNVRTBND 292475AF7 7549 7460000 PRN SOLE 7460000 0 0 ENDO INTERNATIONAL PLC COMMSTCK G30401106 46014 512974 SH SOLE 512974 0 0 ENDOLOGIX INC. COMMSTCK 29266S106 10221 598774 SH SOLE 598774 0 0 ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 180 180000 PRN DFND 4 0 0 180000 ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 7116 7125000 PRN SOLE 7125000 0 0 ENERGY XXI 3% CNVRTBND 29274UAB7 60 207000 PRN DFND 4 0 0 207000 ENERGY XXI 3% CNVRTBND 29274UAB7 4684 16293000 PRN SOLE 16293000 0 0 EOG RESOURCES INC COMMSTCK 26875P101 762 8314 SH DFND 3 0 0 8314 EOG RESOURCES INC COMMSTCK 26875P101 68040 742068 SH SOLE 742068 0 0 EPR PROPERTIES COMMSTCK 26884U109 8296 138202 SH SOLE 138202 0 0 EQT CORP COMMSTCK 26884L109 4852 58553 SH SOLE 58553 0 0 EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3748 68200 SH DFND 2 68200 0 0 EQUITY RESIDENTIAL COMMSTCK 29476L107 14396 184900 SH DFND 2 184900 0 0 ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 6643 79883 SH DFND 3 0 0 79883 ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 66533 800058 SH SOLE 800058 0 0 EVERSOURCE ENERGY COMMSTCK 30040W108 41716 825733 SH SOLE 825733 0 0 EXELON CORPORATION COMMSTCK 30161N101 44462 1322875 SH SOLE 1322875 0 0 EXPRESS SCRIPTS INC COMMSTCK 30219G108 2095 24147 SH DFND 1 0 0 24147 EXPRESS SCRIPTS INC COMMSTCK 30219G108 11045 127288 SH DFND 3 0 0 127288 EXPRESS SCRIPTS INC COMMSTCK 30219G108 236160 2721680 SH SOLE 2721680 0 0 EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2410 123400 SH DFND 2 123400 0 0 EXTRA SPACE STORAGE INC COMMSTCK 30225T102 4602 68100 SH DFND 2 68100 0 0 EXXON MOBIL CORP COMMSTCK 30231G102 141189 1661047 SH SOLE 1661047 0 0 F5 NETWORKS INC COMMSTCK 315616102 1111 9668 SH DFND 3 0 0 9668 F5 NETWORKS INC COMMSTCK 315616102 4130 35934 SH DFND 1 0 0 35934 F5 NETWORKS INC COMMSTCK 315616102 136323 1186033 SH SOLE 1186033 0 0 FACEBOOK INC COMMSTCK 30303M102 1957 23803 SH DFND 3 0 0 23803 FACEBOOK INC COMMSTCK 30303M102 4781 58154 SH DFND 1 0 0 58154 FACEBOOK INC COMMSTCK 30303M102 174816 2126332 SH SOLE 2126332 0 0 FEDERAL REALTY INVESTMENT COMMSTCK 313747206 6654 45200 SH DFND 2 45200 0 0 FEDERATED INVESTORS INC. COMMSTCK 314211103 10415 307332 SH SOLE 307332 0 0 FEDEX CORP COMMSTCK 31428X106 6563 39665 SH SOLE 39665 0 0 FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 28964 425566 SH SOLE 425566 0 0 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 251 245000 PRN DFND 4 0 0 245000 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 748 730000 PRN DFND 3 0 0 730000 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 1333 1300000 PRN DFND 1 0 0 1300000 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 24660 24059000 PRN SOLE 24059000 0 0 FIRST HORIZON NATIONAL COR COMMSTCK 320517105 21663 1515925 SH SOLE 1515925 0 0 FIRST REPUBLIC BANK COMMSTCK 33616C100 774 13561 SH SOLE 13561 0 0 FIRSTENERGY CORPORATION COMMSTCK 337932107 43955 1253703 SH SOLE 1253703 0 0 FISERV INC COMMSTCK 337738108 633 7978 SH DFND 3 0 0 7978 FISERV INC COMMSTCK 337738108 4545 57236 SH DFND 1 0 0 57236 FISERV INC COMMSTCK 337738108 66488 837386 SH SOLE 837386 0 0 FIVE BELOW INC COMMSTCK 33829M101 3679 103428 SH SOLE 103428 0 0 FLOTEK INDUSTRIES INC COMMSTCK 343389102 3276 222256 SH SOLE 222256 0 0 FOOT LOCKER INC. COMMSTCK 344849104 5380 85389 SH SOLE 85389 0 0 FORD MOTOR COMPANY COMMSTCK 345370860 814 50408 SH DFND 4 0 0 50408 FORD MOTOR COMPANY COMMSTCK 345370860 834 51659 SH DFND 3 0 0 51659 FORD MOTOR COMPANY COMMSTCK 345370860 52816 3272365 SH SOLE 3272365 0 0 FOREST CITY ENTERPRISES IN COMMSTCK 345550107 987 38682 SH DFND 4 0 0 38682 FOREST CITY ENTERPRISES IN COMMSTCK 345550107 4178 163700 SH DFND 2 163700 0 0 FOREST CITY ENTERPRISES IN COMMSTCK 345550107 16564 649060 SH SOLE 649060 0 0 FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 153 3223 SH DFND 3 0 0 3223 FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 1089 22932 SH DFND 1 0 0 22932 FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 50121 1055623 SH SOLE 1055623 0 0 FRANKLIN RESOURCES INC COMMSTCK 354613101 462 9001 SH DFND 3 0 0 9001 FRANKLIN RESOURCES INC COMMSTCK 354613101 3345 65187 SH DFND 1 0 0 65187 FRANKLIN RESOURCES INC COMMSTCK 354613101 48382 942760 SH SOLE 942760 0 0 FRANKS INTERNATIONAL NV COMMSTCK N33462107 2256 120631 SH SOLE 120631 0 0 FREEPORT-MCMORAN INC COMMSTCK 35671D857 315 16600 SH DFND 4 0 0 16600 FREEPORT-MCMORAN INC COMMSTCK 35671D857 8816 465214 SH SOLE 465214 0 0 G&K SERVICES INC. COMMSTCK 361268105 1172 16153 SH DFND 3 0 0 16153 G&K SERVICES INC. COMMSTCK 361268105 27887 384494 SH SOLE 384494 0 0 G-III APPAREL GROUP LTD COMMSTCK 36237H101 10958 97274 SH SOLE 97274 0 0 GANNETT CO INC COMMSTCK 364730101 1448 39063 SH DFND 3 0 0 39063 GANNETT CO INC COMMSTCK 364730101 1677 45238 SH DFND 1 0 0 45238 GANNETT CO INC COMMSTCK 364730101 45666 1231553 SH SOLE 1231553 0 0 GARTNER INC COMMSTCK 366651107 6284 74941 SH SOLE 74941 0 0 GENERAC HOLDINGS INC COMMSTCK 368736104 16121 331086 SH SOLE 331086 0 0 GENERAL CABLE CORPORATION COMMSTCK 369300108 262 15223 SH DFND 4 0 0 15223 GENERAL CABLE CORPORATION COMMSTCK 369300108 7535 437303 SH SOLE 437303 0 0 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 590 744000 PRN DFND 4 0 0 744000 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1467 1850000 PRN DFND 3 0 0 1850000 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1919 2420000 PRN DFND 1 0 0 2420000 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 39164 49379000 PRN SOLE 49379000 0 0 GENERAL ELECTRIC CO COMMSTCK 369604103 791 31902 SH DFND 3 0 0 31902 GENERAL ELECTRIC CO COMMSTCK 369604103 5483 220981 SH DFND 1 0 0 220981 GENERAL ELECTRIC CO COMMSTCK 369604103 175171 7060481 SH SOLE 7060481 0 0 GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 66111 2237262 SH SOLE 2237262 0 0 GENERAL MILLS INC COMMSTCK 370334104 442 7811 SH DFND 3 0 0 7811 GENERAL MILLS INC COMMSTCK 370334104 2818 49791 SH DFND 1 0 0 49791 GENERAL MILLS INC COMMSTCK 370334104 61752 1091029 SH SOLE 1091029 0 0 GENERAL MOTORS CO COMMSTCK 37045V100 57812 1541665 SH SOLE 1541665 0 0 GEO GROUP INC(OLD) COMMSTCK 36162J106 22587 516395 SH SOLE 516395 0 0 GILEAD SCIENCES INC COMMSTCK 375558103 18187 185337 SH DFND 3 0 0 185337 GILEAD SCIENCES INC COMMSTCK 375558103 280784 2861351 SH SOLE 2861351 0 0 GLAXOSMITHKLINE PLC DEPRECPT 37733W105 340 7367 SH DFND 3 0 0 7367 GLAXOSMITHKLINE PLC DEPRECPT 37733W105 2376 51487 SH DFND 1 0 0 51487 GLAXOSMITHKLINE PLC DEPRECPT 37733W105 53076 1150066 SH SOLE 1150066 0 0 GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 6181 32884 SH SOLE 32884 0 0 GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 28776 1062624 SH SOLE 1062624 0 0 GOOGLE INC COMMSTCK 38259P508 4789 8634 SH DFND 1 0 0 8634 GOOGLE INC COMMSTCK 38259P508 13049 23524 SH DFND 3 0 0 23524 GOOGLE INC COMMSTCK 38259P508 287956 519121 SH SOLE 519121 0 0 GOOGLE INC COMMSTCK 38259P706 2458 4486 SH DFND 1 0 0 4486 GOOGLE INC COMMSTCK 38259P706 11817 21563 SH DFND 3 0 0 21563 GOOGLE INC COMMSTCK 38259P706 212426 387639 SH SOLE 387639 0 0 GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 43693 1458881 SH SOLE 1458881 0 0 GRAMERCY PROPERTY TRUST IN COMMSTCK 38489R605 2734 97400 SH DFND 2 97400 0 0 GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 4822 105037 SH SOLE 105037 0 0 H&R BLOCK INC COMMSTCK 093671105 26738 833734 SH SOLE 833734 0 0 HALCON RESOURCES CORP COMMSTCK 40537Q209 3 2113 SH DFND 4 0 0 2113 HALCON RESOURCES CORP COMMSTCK 40537Q209 189 122459 SH SOLE 122459 0 0 HALLIBURTON COMPANY COMMSTCK 406216101 6212 141561 SH SOLE 141561 0 0 HANESBRANDS INC COMMSTCK 410345102 10886 324873 SH SOLE 324873 0 0 HANOVER INSURANCE GROUP IN COMMSTCK 410867105 25286 348383 SH SOLE 348383 0 0 HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 134220 3209480 SH SOLE 3209480 0 0 HCA HOLDINGS INC COMMSTCK 40412C101 46580 619170 SH SOLE 619170 0 0 HCP INC COMMSTCK 40414L109 7791 180300 SH DFND 2 180300 0 0 HEALTH CARE REIT INC COMMSTCK 42217K106 8951 115700 SH DFND 2 115700 0 0 HEALTH CARE REIT INC 6.5% PFDDOM 42217K601 3358 50000 SH SOLE 50000 0 0 HELMERICH & PAYNE, INC. COMMSTCK 423452101 163 2400 SH DFND 3 0 0 2400 HELMERICH & PAYNE, INC. COMMSTCK 423452101 1142 16780 SH DFND 1 0 0 16780 HELMERICH & PAYNE, INC. COMMSTCK 423452101 31748 466409 SH SOLE 466409 0 0 HERCULES OFFSHORE INC CNVRTBND 427093AD1 606 2265000 PRN SOLE 2265000 0 0 HERSHEY COMPANY THE COMMSTCK 427866108 1555 15406 SH DFND 3 0 0 15406 HERSHEY COMPANY THE COMMSTCK 427866108 10939 108402 SH DFND 1 0 0 108402 HERSHEY COMPANY THE COMMSTCK 427866108 219724 2177422 SH SOLE 2177422 0 0 HERTZ GLOBAL HOLDINGS INC COMMSTCK 42805T105 4012 185073 SH SOLE 185073 0 0 HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2684 90600 SH DFND 2 90600 0 0 HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 7547 254786 SH SOLE 254786 0 0 HOLOGIC INC 2% CNVRTBND 436440AB7 10308 7003000 PRN SOLE 7003000 0 0 HOLOGIC INC 2% CNVRTBND 436440AC5 254 205000 PRN DFND 3 0 0 205000 HOLOGIC INC 2% CNVRTBND 436440AC5 1158 935000 PRN DFND 1 0 0 935000 HOLOGIC INC 2% CNVRTBND 436440AC5 18813 15195000 PRN SOLE 15195000 0 0 HOME DEPOT INC COMMSTCK 437076102 3772 33198 SH DFND 1 0 0 33198 HOME DEPOT INC COMMSTCK 437076102 18922 166555 SH DFND 3 0 0 166555 HOME DEPOT INC COMMSTCK 437076102 284544 2504569 SH SOLE 2504569 0 0 HOMEAWAY INC COMMSTCK 43739Q100 14627 484828 SH SOLE 484828 0 0 HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 1799 17247 SH DFND 3 0 0 17247 HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 2088 20020 SH DFND 1 0 0 20020 HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 122988 1179058 SH SOLE 1179058 0 0 HORMEL FOODS CORPORATION COMMSTCK 440452100 6866 120778 SH SOLE 120778 0 0 HOSPITALITY PROPERTIES TRU COMMSTCK 44106M102 13558 410959 SH SOLE 410959 0 0 HOST HOTELS & RESORTS INC COMMSTCK 44107P104 510 25274 SH DFND 3 0 0 25274 HOST HOTELS & RESORTS INC COMMSTCK 44107P104 4845 240100 SH DFND 2 240100 0 0 HOST HOTELS & RESORTS INC COMMSTCK 44107P104 39588 1961765 SH SOLE 1961765 0 0 HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 87 3692 SH DFND 3 0 0 3692 HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 624 26574 SH DFND 1 0 0 26574 HOUGHTON MIFFLIN HARCOURT COMMSTCK 44157R109 6933 295266 SH SOLE 295266 0 0 HUB GROUP, INC. COMMSTCK 443320106 7088 180414 SH SOLE 180414 0 0 HUMANA INC COMMSTCK 444859102 967 5430 SH DFND 3 0 0 5430 HUMANA INC COMMSTCK 444859102 2526 14191 SH DFND 1 0 0 14191 HUMANA INC COMMSTCK 444859102 111008 623569 SH SOLE 623569 0 0 HUNTINGTON BANCSHARES INCO COMMSTCK 446150104 30114 2725269 SH SOLE 2725269 0 0 HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 24532 175043 SH SOLE 175043 0 0 ILLINOIS TOOL WORKS INC COMMSTCK 452308109 4358 44862 SH SOLE 44862 0 0 INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 1773 54170 SH SOLE 54170 0 0 INGERSOLL-RAND PLC COMMSTCK G47791101 1525 22406 SH DFND 3 0 0 22406 INGERSOLL-RAND PLC COMMSTCK G47791101 4746 69706 SH DFND 1 0 0 69706 INGERSOLL-RAND PLC COMMSTCK G47791101 185449 2723986 SH SOLE 2723986 0 0 INGREDION INC COMMSTCK 457187102 23658 304006 SH SOLE 304006 0 0 INSULET CORP COMMSTCK 45784P101 10524 315566 SH SOLE 315566 0 0 INSULET CORP 2% CNVRTBND 45784PAD3 176 175000 PRN DFND 3 0 0 175000 INSULET CORP 2% CNVRTBND 45784PAD3 494 490000 PRN DFND 4 0 0 490000 INSULET CORP 2% CNVRTBND 45784PAD3 18267 18120000 PRN SOLE 18120000 0 0 INTEL CORPORATION COMMSTCK 458140100 721 23050 SH DFND 3 0 0 23050 INTEL CORPORATION COMMSTCK 458140100 1993 63737 SH SOLE 63737 0 0 INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 13034 55876 SH DFND 3 0 0 55876 INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 220422 944924 SH SOLE 944924 0 0 INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2833 72339 SH SOLE 72339 0 0 INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 280 1743 SH DFND 3 0 0 1743 INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 1949 12141 SH DFND 1 0 0 12141 INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 57254 356723 SH SOLE 356723 0 0 INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 6331 53931 SH DFND 3 0 0 53931 INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 64948 553219 SH SOLE 553219 0 0 INTERNATIONAL PAPER CO COMMSTCK 460146103 77441 1395579 SH SOLE 1395579 0 0 INTERSIL CORP COMMSTCK 46069S109 20034 1398988 SH SOLE 1398988 0 0 INTUIT INC. COMMSTCK 461202103 10585 109166 SH SOLE 109166 0 0 INVESCO LTD COMMSTCK G491BT108 363 9141 SH DFND 3 0 0 9141 INVESCO LTD COMMSTCK G491BT108 2551 64277 SH DFND 1 0 0 64277 INVESCO LTD COMMSTCK G491BT108 42210 1063481 SH SOLE 1063481 0 0 IPG PHOTONICS CORP COMMSTCK 44980X109 25238 272250 SH SOLE 272250 0 0 IRON MOUNTAIN INC COMMSTCK 46284V101 1027 28152 SH DFND 3 0 0 28152 IRON MOUNTAIN INC COMMSTCK 46284V101 2175 59617 SH SOLE 59617 0 0 ISHARES MSCI CANADA INDEX ETIF 464286509 12223 449704 SH SOLE 449704 0 0 ITC HOLDINGS CORP COMMSTCK 465685105 1311 35013 SH SOLE 35013 0 0 JACK IN THE BOX INC. COMMSTCK 466367109 7093 73942 SH SOLE 73942 0 0 JARDEN CORP COMMSTCK 471109108 34506 652286 SH SOLE 652286 0 0 JARDEN CORP 1.125% CNVRTBND 471109AM0 582 490000 PRN DFND 4 0 0 490000 JARDEN CORP 1.125% CNVRTBND 471109AM0 950 800000 PRN DFND 3 0 0 800000 JARDEN CORP 1.125% CNVRTBND 471109AM0 25187 21210000 PRN SOLE 21210000 0 0 JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 55799 322932 SH SOLE 322932 0 0 JDS UNIPHASE CORPORATION 0 CNVRTBND 46612JAF8 3103 3000000 PRN SOLE 3000000 0 0 JM SMUCKER CO/THE COMMSTCK 832696405 26083 225374 SH SOLE 225374 0 0 JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 4044 93835 SH SOLE 93835 0 0 JOHN WILEY & SONS INC COMMSTCK 968223206 1464 23944 SH DFND 3 0 0 23944 JOHN WILEY & SONS INC COMMSTCK 968223206 5877 96119 SH DFND 1 0 0 96119 JOHN WILEY & SONS INC COMMSTCK 968223206 201999 3303873 SH SOLE 3303873 0 0 JOHNSON & JOHNSON COMMSTCK 478160104 7499 74539 SH DFND 1 0 0 74539 JOHNSON & JOHNSON COMMSTCK 478160104 7716 76700 SH DFND 3 0 0 76700 JOHNSON & JOHNSON COMMSTCK 478160104 248638 2471554 SH SOLE 2471554 0 0 JOHNSON CONTROLS INC. COMMSTCK 478366107 2114 41909 SH SOLE 41909 0 0 JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 34695 203607 SH SOLE 203607 0 0 JOY GLOBAL INC. COMMSTCK 481165108 231 5900 SH DFND 4 0 0 5900 JOY GLOBAL INC. COMMSTCK 481165108 4427 113000 SH SOLE 113000 0 0 JPMORGAN CHASE & CO COMMSTCK 46625H100 19725 325607 SH SOLE 325607 0 0 KANSAS CITY SOUTHERN COMMSTCK 485170302 7167 70205 SH SOLE 70205 0 0 KAR AUCTION SERVICES INC COMMSTCK 48238T109 515 13569 SH DFND 3 0 0 13569 KAR AUCTION SERVICES INC COMMSTCK 48238T109 1039 27405 SH SOLE 27405 0 0 KB HOME 1.375% CNVRTBND 48666KAS8 574 600000 PRN DFND 3 0 0 600000 KB HOME 1.375% CNVRTBND 48666KAS8 622 650000 PRN DFND 4 0 0 650000 KB HOME 1.375% CNVRTBND 48666KAS8 1219 1275000 PRN DFND 1 0 0 1275000 KB HOME 1.375% CNVRTBND 48666KAS8 36314 37975000 PRN SOLE 37975000 0 0 KELLOGG COMPANY COMMSTCK 487836108 23278 352963 SH SOLE 352963 0 0 KENNAMETAL INC COMMSTCK 489170100 184 5449 SH DFND 4 0 0 5449 KENNAMETAL INC COMMSTCK 489170100 4868 144499 SH SOLE 144499 0 0 KEURIG GREEN MOUNTAIN INC COMMSTCK 49271M100 100669 901005 SH SOLE 901005 0 0 KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 117 145000 PRN DFND 4 0 0 145000 KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 3902 4855000 PRN SOLE 4855000 0 0 KILROY REALTY CORPORATION COMMSTCK 49427F108 6436 84500 SH DFND 2 84500 0 0 KIMBERLY-CLARK CORPORATION COMMSTCK 494368103 237 2214 SH SOLE 2214 0 0 KIMCO REALTY CORPORATION COMMSTCK 49446R109 33450 1245824 SH SOLE 1245824 0 0 KINDER MORGAN INC COMMSTCK 49456B101 1879 44684 SH DFND 3 0 0 44684 KINDER MORGAN INC COMMSTCK 49456B101 2645 62880 SH DFND 1 0 0 62880 KINDER MORGAN INC COMMSTCK 49456B101 50311 1196166 SH SOLE 1196166 0 0 KKR & CO LP COMMSTCK 48248M102 3227 141462 SH SOLE 141462 0 0 KOHLS CORP COMMSTCK 500255104 51388 656713 SH SOLE 656713 0 0 KRAFT FOODS GROUP INC COMMSTCK 50076Q106 441 5058 SH DFND 3 0 0 5058 KRAFT FOODS GROUP INC COMMSTCK 50076Q106 3028 34763 SH DFND 1 0 0 34763 KRAFT FOODS GROUP INC COMMSTCK 50076Q106 99880 1146534 SH SOLE 1146534 0 0 KROGER CO (THE) COMMSTCK 501044101 21408 279257 SH SOLE 279257 0 0 L-3 COMMUNICATIONS HOLDING COMMSTCK 502424104 1177 9360 SH SOLE 9360 0 0 LAM RESEARCH CORPORATION COMMSTCK 512807108 2805 39940 SH SOLE 39940 0 0 LAMAR ADVERTISING COMPANY COMMSTCK 512816109 436 7351 SH DFND 3 0 0 7351 LAMAR ADVERTISING COMPANY COMMSTCK 512816109 932 15719 SH SOLE 15719 0 0 LAS VEGAS SANDS CORP COMMSTCK 517834107 5520 100291 SH SOLE 100291 0 0 LAZARD LTD COMMSTCK G54050102 451 8582 SH DFND 3 0 0 8582 LAZARD LTD COMMSTCK G54050102 57791 1098898 SH SOLE 1098898 0 0 LEAR CORPORATION COMMSTCK 521865204 26671 240671 SH SOLE 240671 0 0 LENNAR CORPORATION COMMSTCK 526057104 47856 923684 SH SOLE 923684 0 0 LEVEL 3 COMMUNICATIONS INC COMMSTCK 52729N308 12354 229449 SH SOLE 229449 0 0 LIBERTY GLOBAL PLC COMMSTCK G5480U104 5395 104826 SH SOLE 104826 0 0 LIBERTY GLOBAL PLC COMMSTCK G5480U120 6539 131269 SH SOLE 131269 0 0 LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 274 275000 PRN DFND 4 0 0 275000 LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 349 350000 PRN DFND 3 0 0 350000 LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 8359 8375000 PRN SOLE 8375000 0 0 LIBERTY PROPERTY TRUST COMMSTCK 531172104 3106 87000 SH DFND 2 87000 0 0 LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 63992 1113685 SH SOLE 1113685 0 0 LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 18754 400736 SH SOLE 400736 0 0 LINKEDIN CORP COMMSTCK 53578A108 12163 48679 SH SOLE 48679 0 0 LITHIA MOTORS INC. COMMSTCK 536797103 8663 87140 SH SOLE 87140 0 0 LORILLARD INC COMMSTCK 544147101 12560 192190 SH DFND 3 0 0 192190 LORILLARD INC COMMSTCK 544147101 197463 3021629 SH SOLE 3021629 0 0 LOUISIANA PACIFIC CORP COMMSTCK 546347105 16593 1005055 SH SOLE 1005055 0 0 LOWES COMPANIES INC COMMSTCK 548661107 1911 25685 SH DFND 3 0 0 25685 LOWES COMPANIES INC COMMSTCK 548661107 95854 1288536 SH SOLE 1288536 0 0 LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 514 5849 SH DFND 4 0 0 5849 LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 1451 16528 SH DFND 3 0 0 16528 LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 47955 546182 SH SOLE 546182 0 0 MACERICH COMPANY (THE) COMMSTCK 554382101 3314 39300 SH DFND 2 39300 0 0 MACQUARIE INFRASTRUCTURE C COMMSTCK 55608B105 8021 97477 SH SOLE 97477 0 0 MACYS INC COMMSTCK 55616P104 1655 25501 SH DFND 3 0 0 25501 MACYS INC COMMSTCK 55616P104 4329 66686 SH DFND 1 0 0 66686 MACYS INC COMMSTCK 55616P104 143232 2206631 SH SOLE 2206631 0 0 MALLINCKRODT PLC COMMSTCK G5785G107 1260 9948 SH DFND 3 0 0 9948 MALLINCKRODT PLC COMMSTCK G5785G107 3719 29366 SH DFND 1 0 0 29366 MALLINCKRODT PLC COMMSTCK G5785G107 179223 1415104 SH SOLE 1415104 0 0 MANITOWOC COMPANY INC (THE COMMSTCK 563571108 9535 442257 SH SOLE 442257 0 0 MANPOWERGROUP INC COMMSTCK 56418H100 36988 429347 SH SOLE 429347 0 0 MARATHON OIL CORP COMMSTCK 565849106 180 6900 SH DFND 4 0 0 6900 MARATHON OIL CORP COMMSTCK 565849106 413 15807 SH DFND 3 0 0 15807 MARATHON OIL CORP COMMSTCK 565849106 2929 112173 SH DFND 1 0 0 112173 MARATHON OIL CORP COMMSTCK 565849106 51211 1961341 SH SOLE 1961341 0 0 MARATHON PETROLEUM CORP COMMSTCK 56585A102 353 3450 SH DFND 4 0 0 3450 MARATHON PETROLEUM CORP COMMSTCK 56585A102 1096 10708 SH DFND 3 0 0 10708 MARATHON PETROLEUM CORP COMMSTCK 56585A102 3859 37693 SH DFND 1 0 0 37693 MARATHON PETROLEUM CORP COMMSTCK 56585A102 89518 874287 SH SOLE 874287 0 0 MARKET VECTORS VIETNAM ETF ETIF 57060U761 2009 119015 SH SOLE 119015 0 0 MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 16843 209702 SH SOLE 209702 0 0 MARTIN MARIETTA MATERIALS COMMSTCK 573284106 5132 36710 SH SOLE 36710 0 0 MARVELL TECHNOLOGY GROUP L COMMSTCK G5876H105 29311 1993975 SH SOLE 1993975 0 0 MASTERCARD INC COMMSTCK 57636Q104 19152 221693 SH DFND 3 0 0 221693 MASTERCARD INC COMMSTCK 57636Q104 215883 2498936 SH SOLE 2498936 0 0 MCCORMICK & COMPANY INCORP COMMSTCK 579780206 9046 117319 SH SOLE 117319 0 0 MCDONALDS CORPORATION COMMSTCK 580135101 876 8993 SH DFND 3 0 0 8993 MCDONALDS CORPORATION COMMSTCK 580135101 2169 22257 SH SOLE 22257 0 0 MCKESSON CORP COMMSTCK 58155Q103 2709 11974 SH DFND 3 0 0 11974 MCKESSON CORP COMMSTCK 58155Q103 6336 28011 SH DFND 1 0 0 28011 MCKESSON CORP COMMSTCK 58155Q103 96667 427351 SH SOLE 427351 0 0 MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 603 5997 SH DFND 3 0 0 5997 MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 4295 42721 SH DFND 1 0 0 42721 MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 67466 671100 SH SOLE 671100 0 0 MEADWESTVACO CORP COMMSTCK 583334107 14569 292144 SH SOLE 292144 0 0 MEDTRONIC INC COMMSTCK G5960L103 11227 143959 SH DFND 3 0 0 143959 MEDTRONIC INC COMMSTCK G5960L103 204047 2616326 SH SOLE 2616326 0 0 MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 13256 747240 SH SOLE 747240 0 0 MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 218 175000 PRN DFND 3 0 0 175000 MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 561 450000 PRN DFND 4 0 0 450000 MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 2761 2213000 PRN DFND 1 0 0 2213000 MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 44806 35917000 PRN SOLE 35917000 0 0 MERCK & CO INC COMMSTCK 58933Y105 2540 44181 SH DFND 3 0 0 44181 MERCK & CO INC COMMSTCK 58933Y105 4273 74340 SH DFND 1 0 0 74340 MERCK & CO INC COMMSTCK 58933Y105 151480 2635348 SH SOLE 2635348 0 0 MEREDITH CORPORATION COMMSTCK 589433101 9308 166907 SH SOLE 166907 0 0 MERITOR INC 7.875% CNVRTBND 59001KAC4 2989 2000000 PRN DFND 3 0 0 2000000 MERITOR INC 7.875% CNVRTBND 59001KAC4 3923 2625000 PRN SOLE 2625000 0 0 METHANEX CORPORATION COMMSTCK 59151K108 2958 55218 SH SOLE 55218 0 0 METLIFE INC COMMSTCK 59156R108 206 4072 SH SOLE 4072 0 0 MGM RESORTS INTERNATIONAL CNVRTBND 55303QAE0 3416 3000000 PRN SOLE 3000000 0 0 MICHAEL KORS HOLDINGS LTD COMMSTCK G60754101 4977 75696 SH SOLE 75696 0 0 MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 888 18157 SH DFND 3 0 0 18157 MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 31893 652211 SH SOLE 652211 0 0 MICROSEMI CORPORATION COMMSTCK 595137100 22426 633490 SH SOLE 633490 0 0 MICROSOFT CORPORATION COMMSTCK 594918104 10786 265303 SH DFND 1 0 0 265303 MICROSOFT CORPORATION COMMSTCK 594918104 25437 625683 SH DFND 3 0 0 625683 MICROSOFT CORPORATION COMMSTCK 594918104 644899 15862730 SH SOLE 15862730 0 0 MOBILE MINI, INC. COMMSTCK 60740F105 6664 156284 SH SOLE 156284 0 0 MOHAWK INDUSTRIES INC COMMSTCK 608190104 6235 33564 SH SOLE 33564 0 0 MOLSON COORS BREWING CO COMMSTCK 60871R209 440 5916 SH DFND 3 0 0 5916 MOLSON COORS BREWING CO COMMSTCK 60871R209 110120 1479110 SH SOLE 1479110 0 0 MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 671 18595 SH DFND 3 0 0 18595 MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 4768 132121 SH DFND 1 0 0 132121 MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 136381 3778900 SH SOLE 3778900 0 0 MONSANTO COMPANY COMMSTCK 61166W101 1921 17067 SH DFND 1 0 0 17067 MONSANTO COMPANY COMMSTCK 61166W101 6473 57518 SH DFND 3 0 0 57518 MONSANTO COMPANY COMMSTCK 61166W101 136946 1216869 SH SOLE 1216869 0 0 MONSTER BEVERAGE CORP COMMSTCK 611740101 14971 108178 SH SOLE 108178 0 0 MORGAN STANLEY COMMSTCK 617446448 657 18399 SH DFND 3 0 0 18399 MORGAN STANLEY COMMSTCK 617446448 4600 128899 SH DFND 1 0 0 128899 MORGAN STANLEY COMMSTCK 617446448 192707 5399479 SH SOLE 5399479 0 0 MOSAIC CO COMMSTCK 61945C103 17531 380604 SH SOLE 380604 0 0 MRC GLOBAL INC COMMSTCK 55345K103 4657 393006 SH SOLE 393006 0 0 MSA SAFETY INC COMMSTCK 553498106 11201 224564 SH SOLE 224564 0 0 MYLAN INC COMMSTCK N59465109 49038 826251 SH SOLE 826251 0 0 NASDAQ OMX GROUP INCORPORA COMMSTCK 631103108 122397 2402765 SH SOLE 2402765 0 0 NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 16839 279114 SH SOLE 279114 0 0 NATIONAL RETAIL PROPERTIES COMMSTCK 637417106 2593 63300 SH DFND 2 63300 0 0 NAVIENT CORP COMMSTCK 63938C108 25494 1254021 SH SOLE 1254021 0 0 NCR CORPORATION COMMSTCK 62886E108 398 13491 SH DFND 4 0 0 13491 NCR CORPORATION COMMSTCK 62886E108 5325 180452 SH SOLE 180452 0 0 NETAPP INC COMMSTCK 64110D104 359 10122 SH DFND 3 0 0 10122 NETAPP INC COMMSTCK 64110D104 2512 70828 SH DFND 1 0 0 70828 NETAPP INC COMMSTCK 64110D104 71408 2013774 SH SOLE 2013774 0 0 NETFLIX INC COMMSTCK 64110L106 10081 24192 SH SOLE 24192 0 0 NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 7699 193871 SH SOLE 193871 0 0 NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 491 29319 SH DFND 3 0 0 29319 NEW YORK COMMUNITY BANCORP COMMSTCK 649445103 20226 1208971 SH SOLE 1208971 0 0 NEXTERA ENERGY INC COMMSTCK 65339F101 439 4220 SH DFND 3 0 0 4220 NEXTERA ENERGY INC COMMSTCK 65339F101 3129 30071 SH DFND 1 0 0 30071 NEXTERA ENERGY INC COMMSTCK 65339F101 123221 1184248 SH SOLE 1184248 0 0 NORDSTROM INC COMMSTCK 655664100 487 6065 SH DFND 3 0 0 6065 NORDSTROM INC COMMSTCK 655664100 3411 42473 SH DFND 1 0 0 42473 NORDSTROM INC COMMSTCK 655664100 65245 812318 SH SOLE 812318 0 0 NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 620 6021 SH DFND 3 0 0 6021 NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 4355 42318 SH DFND 1 0 0 42318 NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 63773 619635 SH SOLE 619635 0 0 NORTHERN TRUST CORPORATION COMMSTCK 665859104 5271 75680 SH SOLE 75680 0 0 NORTHROP GRUMMAN CORP COMMSTCK 666807102 8140 50574 SH SOLE 50574 0 0 NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 6635 122853 SH SOLE 122853 0 0 NOVARTIS AG DEPRECPT 66987V109 8179 82942 SH SOLE 82942 0 0 NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 984 16342 SH DFND 3 0 0 16342 NU SKIN ENTERPRISES, INC. COMMSTCK 67018T105 58157 965906 SH SOLE 965906 0 0 NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 873 880000 PRN DFND 3 0 0 880000 NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 898 905000 PRN DFND 4 0 0 905000 NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 1732 1745000 PRN DFND 1 0 0 1745000 NUANCE COMMUNICATIONS INC CNVRTBND 67020YAF7 41913 42230000 PRN SOLE 42230000 0 0 NUVASIVE INC. 2.75% CNVRTBND 670704AC9 132 106000 PRN DFND 4 0 0 106000 NUVASIVE INC. 2.75% CNVRTBND 670704AC9 134 107000 PRN DFND 3 0 0 107000 NUVASIVE INC. 2.75% CNVRTBND 670704AC9 3222 2580000 PRN DFND 1 0 0 2580000 NUVASIVE INC. 2.75% CNVRTBND 670704AC9 28038 22453000 PRN SOLE 22453000 0 0 NVIDIA CORPORATION COMMSTCK 67066G104 41488 1982720 SH SOLE 1982720 0 0 OASIS PETROLEUM INC COMMSTCK 674215108 5677 399225 SH SOLE 399225 0 0 OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 850 11638 SH DFND 3 0 0 11638 OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 1628 22296 SH DFND 1 0 0 22296 OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 99356 1361039 SH SOLE 1361039 0 0 OFFICE DEPOT INC COMMSTCK 676220106 22046 2396290 SH SOLE 2396290 0 0 OLD DOMINION FREIGHT LINE COMMSTCK 679580100 6263 81023 SH SOLE 81023 0 0 OMNICARE INC COMMSTCK 681904108 48532 629794 SH SOLE 629794 0 0 OMNICARE INC 3.25% CNVRTBND 681904AL2 411 376000 PRN SOLE 376000 0 0 OMNICARE INC 3.25% CNVRTBND 681904AL2 2062 1885000 PRN DFND 3 0 0 1885000 ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 21591 1782909 SH SOLE 1782909 0 0 ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 392 306000 PRN DFND 4 0 0 306000 ON SEMICONDUCTOR CORPORATI CNVRTBND 682189AH8 13449 10507000 PRN SOLE 10507000 0 0 ORACLE CORPORATION COMMSTCK 68389X105 36038 835185 SH SOLE 835185 0 0 ORBITAL ATK INC COMMSTCK 68557N103 296 3869 SH DFND 4 0 0 3869 ORBITAL ATK INC COMMSTCK 68557N103 3758 49044 SH SOLE 49044 0 0 OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 2366 10941 SH DFND 3 0 0 10941 OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 49451 228688 SH SOLE 228688 0 0 OUTFRONT MEDIA INC COMMSTCK 69007J106 310 10354 SH DFND 1 0 0 10354 OUTFRONT MEDIA INC COMMSTCK 69007J106 900 30077 SH DFND 3 0 0 30077 OUTFRONT MEDIA INC COMMSTCK 69007J106 18966 633876 SH SOLE 633876 0 0 OWENS & MINOR INC COMMSTCK 690732102 20190 596631 SH SOLE 596631 0 0 OWENS CORNING COMMSTCK 690742101 20756 478251 SH SOLE 478251 0 0 PACCAR INC COMMSTCK 693718108 329 5206 SH DFND 3 0 0 5206 PACCAR INC COMMSTCK 693718108 2228 35292 SH DFND 1 0 0 35292 PACCAR INC COMMSTCK 693718108 42044 665891 SH SOLE 665891 0 0 PACKAGING CORPORATION OF A COMMSTCK 695156109 3745 47893 SH SOLE 47893 0 0 PALO ALTO NETWORKS INC COMMSTCK 697435105 5717 39133 SH SOLE 39133 0 0 PANERA BREAD COMPANY COMMSTCK 69840W108 3126 19539 SH SOLE 19539 0 0 PARAMOUNT GROUP INC COMMSTCK 69924R108 1822 94400 SH DFND 2 94400 0 0 PARKER HANNIFIN CORP COMMSTCK 701094104 505 4250 SH DFND 3 0 0 4250 PARKER HANNIFIN CORP COMMSTCK 701094104 48715 410132 SH SOLE 410132 0 0 PDC ENERGY INC COMMSTCK 69327R101 3030 56069 SH SOLE 56069 0 0 PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 228 238000 PRN DFND 4 0 0 238000 PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 730 763000 PRN DFND 3 0 0 763000 PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 12797 13374000 PRN SOLE 13374000 0 0 PEBBLEBROOK HOTEL TRUST COMMSTCK 70509V100 21217 455603 SH SOLE 455603 0 0 PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 342 22514 SH DFND 3 0 0 22514 PEOPLES UNITED FINANCIAL I COMMSTCK 712704105 10147 667594 SH SOLE 667594 0 0 PEPSICO INC COMMSTCK 713448108 13203 138073 SH DFND 3 0 0 138073 PEPSICO INC COMMSTCK 713448108 193168 2020167 SH SOLE 2020167 0 0 PERFORMANCE SPORTS GROUP L COMMSTCK 71377G100 4313 221205 SH SOLE 221205 0 0 PFIZER INC COMMSTCK 717081103 2486 71468 SH DFND 3 0 0 71468 PFIZER INC COMMSTCK 717081103 2841 81659 SH DFND 1 0 0 81659 PFIZER INC COMMSTCK 717081103 191998 5518777 SH SOLE 5518777 0 0 PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 460 6105 SH SOLE 6105 0 0 PHILLIPS 66 COMMSTCK 718546104 1033 13148 SH DFND 3 0 0 13148 PHILLIPS 66 COMMSTCK 718546104 2950 37529 SH DFND 1 0 0 37529 PHILLIPS 66 COMMSTCK 718546104 47744 607433 SH SOLE 607433 0 0 PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 4092 219900 SH DFND 2 219900 0 0 PINNACLE ENTERTAINMENT INC COMMSTCK 723456109 287 7965 SH DFND 4 0 0 7965 PINNACLE ENTERTAINMENT INC COMMSTCK 723456109 3626 100462 SH SOLE 100462 0 0 PINNACLE FOODS INC COMMSTCK 72348P104 24064 589658 SH SOLE 589658 0 0 PINNACLE WEST CAPITAL CORP COMMSTCK 723484101 20227 317285 SH SOLE 317285 0 0 PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2728 29254 SH DFND 3 0 0 29254 PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 7662 82170 SH DFND 1 0 0 82170 PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 294779 3161513 SH SOLE 3161513 0 0 PNM RESOURCES INC COMMSTCK 69349H107 25135 860776 SH SOLE 860776 0 0 POLYCOM, INC. COMMSTCK 73172K104 22350 1667891 SH SOLE 1667891 0 0 POLYMET MINING CORP COMMSTCK 731916102 59 45826 SH DFND 4 0 0 45826 POLYMET MINING CORP COMMSTCK 731916102 711 555685 SH SOLE 555685 0 0 POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 1012 42000 SH SOLE 42000 0 0 POWERSHARES BUYBACK ACHIEV ETIF 73935X286 24957 506128 SH SOLE 506128 0 0 PPG INDUSTRIES INC COMMSTCK 693506107 4758 21095 SH SOLE 21095 0 0 PRAXAIR INC COMMSTCK 74005P104 3957 32777 SH DFND 3 0 0 32777 PRAXAIR INC COMMSTCK 74005P104 38392 317970 SH SOLE 317970 0 0 PRECISION CASTPARTS CORP COMMSTCK 740189105 9026 42983 SH DFND 3 0 0 42983 PRECISION CASTPARTS CORP COMMSTCK 740189105 121667 579369 SH SOLE 579369 0 0 PRICELINE GROUP INC 0.35% CNVRTBND 741503AS5 1643 1440000 PRN SOLE 1440000 0 0 PROCTER & GAMBLE COMPANY COMMSTCK 742718109 695 8483 SH SOLE 8483 0 0 PROGRESSIVE CORPORATION (T COMMSTCK 743315103 9017 331519 SH SOLE 331519 0 0 PROLOGIS INC COMMSTCK 74340W103 11038 253400 SH DFND 2 253400 0 0 PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 64823 1546347 SH SOLE 1546347 0 0 PUBLIC STORAGE COMMSTCK 74460D109 175 890 SH SOLE 890 0 0 PUBLIC STORAGE COMMSTCK 74460D109 11533 58500 SH DFND 2 58500 0 0 PVH CORP COMMSTCK 693656100 3519 33022 SH SOLE 33022 0 0 QLIK TECHNOLOGIES INC COMMSTCK 74733T105 8734 280553 SH SOLE 280553 0 0 QUALCOMM INCORPORATED COMMSTCK 747525103 12124 174844 SH DFND 3 0 0 174844 QUALCOMM INCORPORATED COMMSTCK 747525103 150948 2176932 SH SOLE 2176932 0 0 QUEST DIAGNOSTICS INCORPOR COMMSTCK 74834L100 43221 562413 SH SOLE 562413 0 0 QUESTAR CORPORATION COMMSTCK 748356102 17368 727896 SH SOLE 727896 0 0 QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 266 245000 PRN DFND 4 0 0 245000 QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 6244 5755000 PRN SOLE 5755000 0 0 RAMCO-GERSHENSON PROPERTIE COMMSTCK 751452202 1741 93600 SH DFND 2 93600 0 0 RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 4835 92905 SH SOLE 92905 0 0 RAYTHEON COMPANY COMMSTCK 755111507 9392 85966 SH SOLE 85966 0 0 REGAL BELOIT CORP COMMSTCK 758750103 17397 217675 SH SOLE 217675 0 0 REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 655 28663 SH DFND 3 0 0 28663 REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 14665 642073 SH SOLE 642073 0 0 REGENERON PHARMACEUTICALS, COMMSTCK 75886F107 218 482 SH SOLE 482 0 0 REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 30743 3253280 SH SOLE 3253280 0 0 REINSURANCE GROUP OF AMERI COMMSTCK 759351604 29152 312827 SH SOLE 312827 0 0 RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 655 37976 SH DFND 3 0 0 37976 RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 2273 124200 SH DFND 2 124200 0 0 REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 2519 159300 SH DFND 2 159300 0 0 RLJ LODGING TRUST COMMSTCK 74965L101 3397 108500 SH DFND 2 108500 0 0 ROCKWELL AUTOMATION INC COMMSTCK 773903109 1108 9554 SH DFND 3 0 0 9554 ROCKWELL AUTOMATION INC COMMSTCK 773903109 1730 14911 SH DFND 1 0 0 14911 ROCKWELL AUTOMATION INC COMMSTCK 773903109 30077 259303 SH SOLE 259303 0 0 ROCKWELL COLLINS INC. COMMSTCK 774341101 11660 120770 SH SOLE 120770 0 0 ROPER INDUSTRIES INC COMMSTCK 776696106 9152 53209 SH SOLE 53209 0 0 ROSS STORES, INC. COMMSTCK 778296103 7318 69459 SH DFND 1 0 0 69459 ROSS STORES, INC. COMMSTCK 778296103 15841 150349 SH DFND 3 0 0 150349 ROSS STORES, INC. COMMSTCK 778296103 359563 3412712 SH SOLE 3412712 0 0 RPM INTERNATIONAL INC COMMSTCK 749685103 4539 94574 SH SOLE 94574 0 0 RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 200 170000 PRN DFND 4 0 0 170000 RPM INTERNATIONAL INC 2.25 CNVRTBND 749685AT0 3336 2830000 PRN SOLE 2830000 0 0 RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 236 205000 PRN DFND 4 0 0 205000 RTI INTERNATIONAL METALS, CNVRTBND 74973WAB3 10114 8795000 PRN SOLE 8795000 0 0 RYDER SYSTEM INC COMMSTCK 783549108 37392 394055 SH SOLE 394055 0 0 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 321 330000 PRN DFND 4 0 0 330000 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 823 845000 PRN DFND 3 0 0 845000 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 1066 1095000 PRN DFND 1 0 0 1095000 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 21199 21770000 PRN SOLE 21770000 0 0 SABRE CORP COMMSTCK 78573M104 7062 290632 SH SOLE 290632 0 0 SALESFORCE.COM INC. COMMSTCK 79466L302 8377 125388 SH SOLE 125388 0 0 SALIX PHARMACEUTICALS LTD. COMMSTCK 795435106 6354 36771 SH SOLE 36771 0 0 SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 731 275000 PRN DFND 4 0 0 275000 SALIX PHARMACEUTICALS LTD. CNVRTBND 795435AE6 18873 7100000 PRN SOLE 7100000 0 0 SALLY BEAUTY HOLDINGS INC COMMSTCK 79546E104 25982 755946 SH SOLE 755946 0 0 SANDISK CORPORATION COMMSTCK 80004C101 1699 26709 SH SOLE 26709 0 0 SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 15378 131325 SH SOLE 131325 0 0 SCHLUMBERGER LTD COMMSTCK 806857108 11315 135603 SH DFND 3 0 0 135603 SCHLUMBERGER LTD COMMSTCK 806857108 117160 1404117 SH SOLE 1404117 0 0 SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 675 9846 SH DFND 3 0 0 9846 SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 4801 70025 SH DFND 1 0 0 70025 SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 69877 1019213 SH SOLE 1019213 0 0 SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 113 130000 PRN DFND 4 0 0 130000 SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3794 4370000 PRN SOLE 4370000 0 0 SEMGROUP CORP COMMSTCK 81663A105 7088 87144 SH SOLE 87144 0 0 SERVICENOW INC COMMSTCK 81762P102 6692 84951 SH SOLE 84951 0 0 SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 10850 38136 SH SOLE 38136 0 0 SHIRE PLC DEPRECPT 82481R106 27835 116323 SH SOLE 116323 0 0 SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 474 480000 PRN DFND 4 0 0 480000 SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 513 520000 PRN DFND 3 0 0 520000 SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 17557 17790000 PRN SOLE 17790000 0 0 SIGNATURE BANK NA COMMSTCK 82669G104 7489 57795 SH SOLE 57795 0 0 SIGNET JEWELERS LTD COMMSTCK G81276100 9098 65551 SH SOLE 65551 0 0 SIMON PROPERTY GROUP INC COMMSTCK 828806109 272 1388 SH SOLE 1388 0 0 SIMON PROPERTY GROUP INC COMMSTCK 828806109 20151 103000 SH DFND 2 103000 0 0 SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 32249 328101 SH SOLE 328101 0 0 SMITH & NEPHEW PLC DEPRECPT 83175M205 2890 84570 SH DFND 1 0 0 84570 SNAP-ON INCORPORATED COMMSTCK 833034101 950 6457 SH DFND 3 0 0 6457 SNAP-ON INCORPORATED COMMSTCK 833034101 2003 13618 SH SOLE 13618 0 0 SONIC CORP COMMSTCK 835451105 8453 266647 SH SOLE 266647 0 0 SONOCO PRODUCTS COMPANY COMMSTCK 835495102 13519 297392 SH SOLE 297392 0 0 SOUTHERN COMPANY (THE) COMMSTCK 842587107 222 5013 SH SOLE 5013 0 0 SOUTHWEST AIRLINES CO. COMMSTCK 844741108 2602 58741 SH SOLE 58741 0 0 SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 357 15410 SH DFND 3 0 0 15410 SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 2510 108238 SH DFND 1 0 0 108238 SOUTHWESTERN ENERGY COMPAN COMMSTCK 845467109 99122 4274339 SH SOLE 4274339 0 0 SPECTRA ENERGY CORP COMMSTCK 847560109 811 22418 SH DFND 3 0 0 22418 SPECTRA ENERGY CORP COMMSTCK 847560109 1780 49199 SH SOLE 49199 0 0 SPLUNK INC COMMSTCK 848637104 6091 102882 SH SOLE 102882 0 0 SPX CORPORATION COMMSTCK 784635104 2459 28969 SH SOLE 28969 0 0 SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 6469 103844 SH SOLE 103844 0 0 STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 290 235000 PRN DFND 4 0 0 235000 STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 728 590000 PRN DFND 3 0 0 590000 STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 1492 1210000 PRN DFND 1 0 0 1210000 STANDARD PACIFIC CORP 1.25 CNVRTBND 85375CBC4 19046 15445000 PRN SOLE 15445000 0 0 STANLEY BLACK & DECKER INC PFDDOM 854502309 389 2900 SH SOLE 2900 0 0 STARBUCKS CORPORATION COMMSTCK 855244109 354 3742 SH DFND 4 0 0 3742 STARBUCKS CORPORATION COMMSTCK 855244109 15663 165391 SH DFND 3 0 0 165391 STARBUCKS CORPORATION COMMSTCK 855244109 235695 2488861 SH SOLE 2488861 0 0 STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 6450 77243 SH SOLE 77243 0 0 STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2262 93104 SH SOLE 93104 0 0 STARWOOD WAYPOINT RESIDENT COMMSTCK 85571W109 330 12785 SH SOLE 12785 0 0 STATE STREET CORP COMMSTCK 857477103 452 6147 SH DFND 3 0 0 6147 STATE STREET CORP COMMSTCK 857477103 3141 42722 SH DFND 1 0 0 42722 STATE STREET CORP COMMSTCK 857477103 65986 897409 SH SOLE 897409 0 0 STEELCASE INC. COMMSTCK 858155203 15711 829525 SH SOLE 829525 0 0 STORE CAPITAL COMMSTCK 862121100 1488 63718 SH DFND 2 63718 0 0 SYMANTEC CORPORATION COMMSTCK 871503108 270 11535 SH DFND 3 0 0 11535 SYMANTEC CORPORATION COMMSTCK 871503108 1907 81601 SH DFND 1 0 0 81601 SYMANTEC CORPORATION COMMSTCK 871503108 27861 1192443 SH SOLE 1192443 0 0 SYNAPTICS INCORPORATED COMMSTCK 87157D109 5101 62736 SH SOLE 62736 0 0 SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 150 130000 PRN DFND 4 0 0 130000 SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 7353 6370000 PRN SOLE 6370000 0 0 SYNCHRONY FINANCIAL COMMSTCK 87165B103 14517 478305 SH SOLE 478305 0 0 T ROWE PRICE GROUP INC COMMSTCK 74144T108 800 9883 SH SOLE 9883 0 0 TABLEAU SOFTWARE INC COMMSTCK 87336U105 5482 59250 SH SOLE 59250 0 0 TARGA RESOURCES INC COMMSTCK 87612G101 655 6836 SH DFND 3 0 0 6836 TARGA RESOURCES INC COMMSTCK 87612G101 1393 14544 SH SOLE 14544 0 0 TARGET CORPORATION COMMSTCK 87612E106 910 11084 SH DFND 3 0 0 11084 TARGET CORPORATION COMMSTCK 87612E106 44326 540104 SH SOLE 540104 0 0 TAUBMAN CENTERS INC COMMSTCK 876664103 9749 126400 SH DFND 2 126400 0 0 TCP CAPITAL CORP COMMSTCK 87238Q103 577 36044 SH DFND 3 0 0 36044 TCP CAPITAL CORP COMMSTCK 87238Q103 12849 802066 SH SOLE 802066 0 0 TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 5845 156862 SH SOLE 156862 0 0 TE CONNECTIVITY LTD COMMSTCK H84989104 285 3986 SH DFND 4 0 0 3986 TE CONNECTIVITY LTD COMMSTCK H84989104 4073 56873 SH SOLE 56873 0 0 TENNECO INC COMMSTCK 880349105 21475 374001 SH SOLE 374001 0 0 TESARO INC COMMSTCK 881569107 7418 129230 SH SOLE 129230 0 0 TESORO CORP COMMSTCK 881609101 2691 29476 SH SOLE 29476 0 0 TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 71494 1147578 SH SOLE 1147578 0 0 THE COCA-COLA CO COMMSTCK 191216100 657 16214 SH DFND 3 0 0 16214 THE COCA-COLA CO COMMSTCK 191216100 4613 113750 SH DFND 1 0 0 113750 THE COCA-COLA CO COMMSTCK 191216100 84292 2078711 SH SOLE 2078711 0 0 THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 407 480000 PRN DFND 4 0 0 480000 THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 11043 13020000 PRN SOLE 13020000 0 0 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 729 5429 SH DFND 4 0 0 5429 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 5315 39561 SH DFND 1 0 0 39561 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 17063 127013 SH DFND 3 0 0 127013 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 264244 1966983 SH SOLE 1966983 0 0 TIME INC COMMSTCK 887228104 500 22282 SH DFND 3 0 0 22282 TIME INC COMMSTCK 887228104 519 23141 SH DFND 1 0 0 23141 TIME INC COMMSTCK 887228104 8595 383039 SH SOLE 383039 0 0 TIME WARNER CABLE INC COMMSTCK 88732J207 45272 302057 SH SOLE 302057 0 0 TIME WARNER INC COMMSTCK 887317303 2582 30574 SH DFND 1 0 0 30574 TIME WARNER INC COMMSTCK 887317303 12069 142928 SH DFND 3 0 0 142928 TIME WARNER INC COMMSTCK 887317303 183209 2169697 SH SOLE 2169697 0 0 TJX COS INC COMMSTCK 872540109 873 12463 SH DFND 3 0 0 12463 TJX COS INC COMMSTCK 872540109 6206 88591 SH DFND 1 0 0 88591 TJX COS INC COMMSTCK 872540109 99062 1414161 SH SOLE 1414161 0 0 TORO COMPANY (THE) COMMSTCK 891092108 3820 54483 SH SOLE 54483 0 0 TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 21374 560253 SH SOLE 560253 0 0 TOWERS WATSON & CO COMMSTCK 891894107 33586 254085 SH SOLE 254085 0 0 TRACTOR SUPPLY COMPANY COMMSTCK 892356106 617 7248 SH DFND 3 0 0 7248 TRACTOR SUPPLY COMPANY COMMSTCK 892356106 13980 164355 SH SOLE 164355 0 0 TRAVELERS COS INC COMMSTCK 89417E109 616 5701 SH DFND 3 0 0 5701 TRAVELERS COS INC COMMSTCK 89417E109 4487 41499 SH DFND 1 0 0 41499 TRAVELERS COS INC COMMSTCK 89417E109 109913 1016488 SH SOLE 1016488 0 0 TRIPADVISOR INC COMMSTCK 896945201 10352 124466 SH SOLE 124466 0 0 TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 5738 406681 SH SOLE 406681 0 0 TWITTER INC COMMSTCK 90184L102 10508 209817 SH SOLE 209817 0 0 TYSON FOODS INC COMMSTCK 902494103 53871 1406544 SH SOLE 1406544 0 0 ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 6209 41157 SH SOLE 41157 0 0 UNION PACIFIC CORPORATION COMMSTCK 907818108 726 6706 SH DFND 3 0 0 6706 UNION PACIFIC CORPORATION COMMSTCK 907818108 5181 47837 SH DFND 1 0 0 47837 UNION PACIFIC CORPORATION COMMSTCK 907818108 155990 1440214 SH SOLE 1440214 0 0 UNITED CONTINENTAL HOLDING COMMSTCK 910047109 302 4490 SH DFND 4 0 0 4490 UNITED CONTINENTAL HOLDING COMMSTCK 910047109 129329 1923108 SH SOLE 1923108 0 0 UNITED PARCEL SERVICE INC COMMSTCK 911312106 7412 76460 SH DFND 3 0 0 76460 UNITED PARCEL SERVICE INC COMMSTCK 911312106 75579 779650 SH SOLE 779650 0 0 UNITED RENTALS, INC. COMMSTCK 911363109 8051 88321 SH SOLE 88321 0 0 UNITED STATES STEEL CORP COMMSTCK 912909108 1184 48511 SH SOLE 48511 0 0 UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8025 68476 SH DFND 1 0 0 68476 UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 15701 133969 SH DFND 3 0 0 133969 UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 327361 2793185 SH SOLE 2793185 0 0 UNITEDHEALTH GROUP INCORPO COMMSTCK 91324P102 3009 25438 SH SOLE 25438 0 0 UNUM GROUP COMMSTCK 91529Y106 16341 484452 SH SOLE 484452 0 0 US BANCORP COMMSTCK 902973304 917 20995 SH DFND 3 0 0 20995 US BANCORP COMMSTCK 902973304 6426 147146 SH DFND 1 0 0 147146 US BANCORP COMMSTCK 902973304 164819 3774192 SH SOLE 3774192 0 0 USG CORPORATION COMMSTCK 903293405 15860 594022 SH SOLE 594022 0 0 UTI WORLDWIDE INC COMMSTCK G87210103 4107 333932 SH SOLE 333932 0 0 VALSPAR CORP COMMSTCK 920355104 475 5650 SH DFND 3 0 0 5650 VALSPAR CORP COMMSTCK 920355104 3362 40008 SH DFND 1 0 0 40008 VALSPAR CORP COMMSTCK 920355104 123276 1467048 SH SOLE 1467048 0 0 VENTAS INC COMMSTCK 92276F100 155 2125 SH SOLE 2125 0 0 VENTAS INC COMMSTCK 92276F100 7192 98500 SH DFND 2 98500 0 0 VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 956 19657 SH DFND 3 0 0 19657 VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 112077 2304697 SH SOLE 2304697 0 0 VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 3367 28540 SH DFND 3 0 0 28540 VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 90330 765707 SH SOLE 765707 0 0 VIACOM INC COMMSTCK 92553P201 38649 565877 SH SOLE 565877 0 0 VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 6195 210415 SH SOLE 210415 0 0 VISA INC COMMSTCK 92826C839 330 5043 SH DFND 3 0 0 5043 VISA INC COMMSTCK 92826C839 2326 35560 SH DFND 1 0 0 35560 VISA INC COMMSTCK 92826C839 139280 2129345 SH SOLE 2129345 0 0 VORNADO REALTY TRUST COMMSTCK 929042109 3270 29200 SH DFND 2 29200 0 0 VOYA FINANCIAL INC COMMSTCK 929089100 82480 1913248 SH SOLE 1913248 0 0 W R GRACE & CO COMMSTCK 38388F108 6837 69148 SH SOLE 69148 0 0 WABCO HOLDINGS INC COMMSTCK 92927K102 14777 120252 SH SOLE 120252 0 0 WABTEC CORPORATION COMMSTCK 929740108 6166 64895 SH SOLE 64895 0 0 WAGEWORKS INC COMMSTCK 930427109 6247 117140 SH SOLE 117140 0 0 WAL-MART STORES INC COMMSTCK 931142103 3433 41744 SH SOLE 41744 0 0 WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 62101 733355 SH SOLE 733355 0 0 WALT DISNEY CO COMMSTCK 254687106 8161 77801 SH DFND 1 0 0 77801 WALT DISNEY CO COMMSTCK 254687106 19088 181977 SH DFND 3 0 0 181977 WALT DISNEY CO COMMSTCK 254687106 414361 3950432 SH SOLE 3950432 0 0 WATERS CORPORATION COMMSTCK 941848103 37 295 SH DFND 4 0 0 295 WATERS CORPORATION COMMSTCK 941848103 315 2530 SH SOLE 2530 0 0 WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 332 315000 PRN DFND 4 0 0 315000 WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 791 750000 PRN DFND 3 0 0 750000 WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 37457 35525000 PRN SOLE 35525000 0 0 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 635 625000 PRN DFND 3 0 0 625000 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 645 635000 PRN DFND 4 0 0 635000 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 1433 1410000 PRN DFND 1 0 0 1410000 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 27713 27270000 PRN SOLE 27270000 0 0 WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 8522 93179 SH SOLE 93179 0 0 WELLS FARGO & COMPANY COMMSTCK 949746101 2962 54453 SH DFND 3 0 0 54453 WELLS FARGO & COMPANY COMMSTCK 949746101 12473 229276 SH DFND 1 0 0 229276 WELLS FARGO & COMPANY COMMSTCK 949746101 389105 7152663 SH SOLE 7152663 0 0 WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 2410 1975 SH DFND 3 0 0 1975 WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 6057 4965 SH DFND 1 0 0 4965 WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 96115 78783 SH SOLE 78783 0 0 WESTAR ENERGY INC COMMSTCK 95709T100 30780 794122 SH SOLE 794122 0 0 WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 21447 235657 SH SOLE 235657 0 0 WESTLAKE CHEMICAL CORP COMMSTCK 960413102 9599 133435 SH SOLE 133435 0 0 WEYERHAEUSER COMPANY COMMSTCK 962166104 36933 1114119 SH SOLE 1114119 0 0 WHEELER REAL ESTATE INVEST COMMSTCK 963025101 192 83950 SH SOLE 83950 0 0 WHIRLPOOL CORPORATION COMMSTCK 963320106 371 1838 SH DFND 3 0 0 1838 WHIRLPOOL CORPORATION COMMSTCK 963320106 2620 12967 SH DFND 1 0 0 12967 WHIRLPOOL CORPORATION COMMSTCK 963320106 134040 663365 SH SOLE 663365 0 0 WHITING PETROLEUM CORP COMMSTCK 966387102 8555 276877 SH SOLE 276877 0 0 WILLIAMS COMPANIES INC COMMSTCK 969457100 800 15813 SH DFND 3 0 0 15813 WILLIAMS COMPANIES INC COMMSTCK 969457100 1691 33422 SH SOLE 33422 0 0 WINDSTREAM SERVICES LLC COMMSTCK 97382A101 213 28800 SH DFND 4 0 0 28800 WINDSTREAM SERVICES LLC COMMSTCK 97382A101 4523 611276 SH SOLE 611276 0 0 WYNDHAM WORLDWIDE CORP COMMSTCK 98310W108 3498 38669 SH SOLE 38669 0 0 XEROX CORPORATION COMMSTCK 984121103 24685 1921043 SH SOLE 1921043 0 0 YAHOO! INC. COMMSTCK 984332106 90979 2047459 SH SOLE 2047459 0 0 ZIMMER HOLDINGS INC COMMSTCK 98956P102 37176 316334 SH SOLE 316334 0 0 ZOETIS INC COMMSTCK 98978V103 1118 24156 SH DFND 3 0 0 24156 ZOETIS INC COMMSTCK 98978V103 7882 170276 SH DFND 1 0 0 170276 ZOETIS INC COMMSTCK 98978V103 124292 2685080 SH SOLE 2685080 0 0