Chief Compliance Officer

0000950123-15-008114.txt : 20150806 0000950123-15-008114.hdr.sgml : 20150806 20150806104827 ACCESSION NUMBER: 0000950123-15-008114 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150806 DATE AS OF CHANGE: 20150806 EFFECTIVENESS DATE: 20150806 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: 151031675 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 06-30-2015 06-30-2015 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 08-04-2015 4 994 27350449 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 (formerly: ING Investments LLC) INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F 3M CO COMMSTCK 88579Y101 3788 24549 SH DFND 1 0 0 24549 3M CO COMMSTCK 88579Y101 15817 102505 SH DFND 3 0 0 102505 3M CO COMMSTCK 88579Y101 216604 1403786 SH SOLE 1403786 0 0 ABBOTT LABORATORIES COMMSTCK 002824100 693 14124 SH DFND 3 0 0 14124 ABBOTT LABORATORIES COMMSTCK 002824100 4818 98166 SH DFND 1 0 0 98166 ABBOTT LABORATORIES COMMSTCK 002824100 85872 1749637 SH SOLE 1749637 0 0 ABBVIE INC COMMSTCK 00287Y109 3162 47055 SH DFND 3 0 0 47055 ABBVIE INC COMMSTCK 00287Y109 4150 61764 SH DFND 1 0 0 61764 ABBVIE INC COMMSTCK 00287Y109 174210 2592798 SH SOLE 2592798 0 0 ACADIA REALTY TRUST COMMSTCK 004239109 3057 105000 SH DFND 2 105000 0 0 ACCENTURE PLC COMMSTCK G1151C101 258 2671 SH SOLE 2671 0 0 ACUITY BRANDS INC. COMMSTCK 00508Y102 7519 41778 SH SOLE 41778 0 0 ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 18694 117359 SH SOLE 117359 0 0 AETNA INC COMMSTCK 00817Y108 380 2982 SH DFND 4 0 0 2982 AETNA INC COMMSTCK 00817Y108 731 5735 SH DFND 3 0 0 5735 AETNA INC COMMSTCK 00817Y108 5364 42081 SH DFND 1 0 0 42081 AETNA INC COMMSTCK 00817Y108 243250 1908442 SH SOLE 1908442 0 0 AFFILIATED MANAGERS GROUP COMMSTCK 008252108 51930 237555 SH SOLE 237555 0 0 AGL RESOURCES INC. COMMSTCK 001204106 14103 302893 SH SOLE 302893 0 0 AGRIUM INC COMMSTCK 008916108 2742 25878 SH SOLE 25878 0 0 AKAMAI TECHNOLOGIES, INC. COMMSTCK 00971T101 21279 304769 SH SOLE 304769 0 0 AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 5354 5130000 PRN SOLE 5130000 0 0 ALBANY MOLECULAR RESEARCH, CNVRTBND 012423AB5 2649 1895000 PRN SOLE 1895000 0 0 ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 333 6292 SH DFND 3 0 0 6292 ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 2378 44895 SH DFND 1 0 0 44895 ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 46804 883590 SH SOLE 883590 0 0 ALERE INC 3% PFDDOM 01449J204 290 811 SH DFND 4 0 0 811 ALERE INC 3% PFDDOM 01449J204 13036 36503 SH SOLE 36503 0 0 ALERE INC 3% CNVRTBND 01449JAA3 267 215000 PRN DFND 4 0 0 215000 ALERE INC 3% CNVRTBND 01449JAA3 7059 5690000 PRN SOLE 5690000 0 0 ALEXANDER & BALDWIN INC COMMSTCK 014491104 2262 57400 SH DFND 2 57400 0 0 ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 7011 80166 SH SOLE 80166 0 0 ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 5796 32062 SH SOLE 32062 0 0 ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 13697 166489 SH SOLE 166489 0 0 ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 18392 293280 SH SOLE 293280 0 0 ALKERMES PLC COMMSTCK G01767105 18527 287959 SH SOLE 287959 0 0 ALLEGION PLC COMMSTCK G0176J109 259 4304 SH DFND 3 0 0 4304 ALLEGION PLC COMMSTCK G0176J109 1844 30662 SH DFND 1 0 0 30662 ALLEGION PLC COMMSTCK G0176J109 27271 453458 SH SOLE 453458 0 0 ALLERGAN PLC COMMSTCK G0177J108 5168 17029 SH DFND 1 0 0 17029 ALLERGAN PLC COMMSTCK G0177J108 12739 41979 SH DFND 3 0 0 41979 ALLERGAN PLC COMMSTCK G0177J108 197974 652389 SH SOLE 652389 0 0 ALLIANCE DATA SYSTEMS CORP COMMSTCK 018581108 5124 17551 SH SOLE 17551 0 0 ALLIANT ENERGY CORP COMMSTCK 018802108 30019 520079 SH SOLE 520079 0 0 ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 670 5588 SH DFND 3 0 0 5588 ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 4755 39669 SH DFND 1 0 0 39669 ALNYLAM PHARMACEUTICALS IN COMMSTCK 02043Q107 70109 584872 SH SOLE 584872 0 0 ALPHA APPALACHIA HOLDINGS, CNVRTBND 576203AJ2 676 1905000 PRN SOLE 1905000 0 0 ALPHA NATURAL RESOURCES IN CNVRTBND 02076XAE2 556 7297000 PRN SOLE 7297000 0 0 ALTRIA GROUP INC COMMSTCK 02209S103 1827 37346 SH DFND 3 0 0 37346 ALTRIA GROUP INC COMMSTCK 02209S103 9128 186635 SH SOLE 186635 0 0 AMAZON.COM INC COMMSTCK 023135106 3260 7509 SH SOLE 7509 0 0 AMDOCS LIMITED COMMSTCK G02602103 29457 539609 SH SOLE 539609 0 0 AMEREN CORPORATION COMMSTCK 023608102 22079 585972 SH SOLE 585972 0 0 AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1188 29742 SH DFND 3 0 0 29742 AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 144219 3611337 SH SOLE 3611337 0 0 AMERICAN ASSETS TRUST INC COMMSTCK 024013104 2976 75900 SH DFND 2 75900 0 0 AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2627 69700 SH DFND 2 69700 0 0 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 522 9849 SH DFND 3 0 0 9849 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 3753 70854 SH DFND 1 0 0 70854 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 120115 2267612 SH SOLE 2267612 0 0 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 885 11393 SH DFND 3 0 0 11393 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 6262 80577 SH DFND 1 0 0 80577 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 116810 1502962 SH SOLE 1502962 0 0 AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 978 61000 SH DFND 2 61000 0 0 AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 10063 162772 SH SOLE 162772 0 0 AMERIPRISE FINANCIAL INC COMMSTCK 03076C106 20558 164555 SH SOLE 164555 0 0 AMERISOURCEBERGEN CORPORAT COMMSTCK 03073E105 4262 40076 SH SOLE 40076 0 0 AMGEN INC COMMSTCK 031162100 338 2203 SH SOLE 2203 0 0 AMPHENOL CORPORATION COMMSTCK 032095101 4486 77379 SH SOLE 77379 0 0 ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 3345 42855 SH SOLE 42855 0 0 ANALOG DEVICES INC COMMSTCK 032654105 4473 69684 SH DFND 1 0 0 69684 ANALOG DEVICES INC COMMSTCK 032654105 7162 111587 SH DFND 3 0 0 111587 ANALOG DEVICES INC COMMSTCK 032654105 148481 2313330 SH SOLE 2313330 0 0 ANSYS, INC. COMMSTCK 03662Q105 7118 78009 SH SOLE 78009 0 0 ANTHEM INC 2.75% CNVRTBND 94973VBG1 2524 1150000 PRN SOLE 1150000 0 0 AON PLC COMMSTCK G0408V102 1884 18900 SH SOLE 18900 0 0 APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4327 4360000 PRN SOLE 4360000 0 0 APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 15977 2256587 SH SOLE 2256587 0 0 APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 529 520000 PRN SOLE 520000 0 0 APPLE INC COMMSTCK 037833100 13393 106779 SH DFND 1 0 0 106779 APPLE INC COMMSTCK 037833100 30402 242390 SH DFND 3 0 0 242390 APPLE INC COMMSTCK 037833100 796621 6351373 SH SOLE 6351373 0 0 ARCHER-DANIELS-MIDLAND COM COMMSTCK 039483102 31400 651191 SH SOLE 651191 0 0 ARES CAPITAL CORPORATION COMMSTCK 04010L103 804 48873 SH DFND 3 0 0 48873 ARES CAPITAL CORPORATION COMMSTCK 04010L103 6535 397037 SH SOLE 397037 0 0 ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 120 155000 PRN DFND 4 0 0 155000 ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3740 4845000 PRN SOLE 4845000 0 0 ASTRAZENECA PLC DEPRECPT 046353108 980 15382 SH DFND 3 0 0 15382 ASTRAZENECA PLC DEPRECPT 046353108 2145 33676 SH DFND 1 0 0 33676 ASTRAZENECA PLC DEPRECPT 046353108 45234 710001 SH SOLE 710001 0 0 AT&T INC COMMSTCK 00206R102 12305 346416 SH SOLE 346416 0 0 AUTODESK INC COMMSTCK 052769106 8313 166009 SH SOLE 166009 0 0 AUTOHOME INC DEPRECPT 05278C107 1852 36640 SH SOLE 36640 0 0 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 472 5881 SH DFND 3 0 0 5881 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 3334 41552 SH DFND 1 0 0 41552 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 49794 620645 SH SOLE 620645 0 0 AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 37012 278432 SH SOLE 278432 0 0 AVALONBAY COMMUNITIES INC COMMSTCK 053484101 9592 60000 SH DFND 2 60000 0 0 AXIALL CORP COMMSTCK 05463D100 378 10495 SH DFND 4 0 0 10495 AXIALL CORP COMMSTCK 05463D100 6858 190248 SH SOLE 190248 0 0 B/E AEROSPACE INC COMMSTCK 073302101 7083 129012 SH SOLE 129012 0 0 BAKER HUGHES INCORPORATED COMMSTCK 057224107 38798 628821 SH SOLE 628821 0 0 BANK OF AMERICA CORP COMMSTCK 060505104 705 41423 SH DFND 3 0 0 41423 BANK OF AMERICA CORP COMMSTCK 060505104 5050 296687 SH DFND 1 0 0 296687 BANK OF AMERICA CORP COMMSTCK 060505104 103295 6069035 SH SOLE 6069035 0 0 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 252 227 SH DFND 3 0 0 227 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 514 462 SH DFND 1 0 0 462 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 13054 11739 SH SOLE 11739 0 0 BANKUNITED INC COMMSTCK 06652K103 5552 154530 SH SOLE 154530 0 0 BAXTER INTERNATIONAL INC COMMSTCK 071813109 1091 15600 SH SOLE 15600 0 0 BB&T CORP COMMSTCK 054937107 513 12725 SH DFND 3 0 0 12725 BB&T CORP COMMSTCK 054937107 3725 92397 SH DFND 1 0 0 92397 BB&T CORP COMMSTCK 054937107 72543 1799624 SH SOLE 1799624 0 0 BECTON DICKINSON AND COMPA COMMSTCK 075887109 816 5762 SH DFND 3 0 0 5762 BECTON DICKINSON AND COMPA COMMSTCK 075887109 5830 41159 SH DFND 1 0 0 41159 BECTON DICKINSON AND COMPA COMMSTCK 075887109 126182 890798 SH SOLE 890798 0 0 BED BATH & BEYOND INC COMMSTCK 075896100 36772 533083 SH SOLE 533083 0 0 BERKSHIRE HATHAWAY INC COMMSTCK 084670702 788 5793 SH SOLE 5793 0 0 BERRY PLASTICS GROUP INC COMMSTCK 08579W103 6520 201225 SH SOLE 201225 0 0 BHP BILLITON LTD DEPRECPT 088606108 8742 214735 SH SOLE 214735 0 0 BIO-RAD LABORATORIES INC COMMSTCK 090572207 223 1483 SH DFND 4 0 0 1483 BIO-RAD LABORATORIES INC COMMSTCK 090572207 2711 18003 SH SOLE 18003 0 0 BIOGEN, INC. COMMSTCK 09062X103 7416 18360 SH SOLE 18360 0 0 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 100 65000 PRN DFND 4 0 0 65000 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 4562 2960000 PRN SOLE 2960000 0 0 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 183 115000 PRN DFND 4 0 0 115000 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 6187 3885000 PRN SOLE 3885000 0 0 BIOMED REALTY TRUST INC COMMSTCK 09063H107 2986 154400 SH DFND 2 154400 0 0 BIOSCRIP INC COMMSTCK 09069N108 55 15129 SH DFND 4 0 0 15129 BIOSCRIP INC COMMSTCK 09069N108 963 265191 SH SOLE 265191 0 0 BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 6997 733415 SH SOLE 733415 0 0 BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 7022 507399 SH SOLE 507399 0 0 BLACKSTONE GROUP LP/THE COMMSTCK 09253U108 11900 291167 SH SOLE 291167 0 0 BORGWARNER INC COMMSTCK 099724106 377 6641 SH DFND 3 0 0 6641 BORGWARNER INC COMMSTCK 099724106 2676 47081 SH DFND 1 0 0 47081 BORGWARNER INC COMMSTCK 099724106 46053 810225 SH SOLE 810225 0 0 BOSTON PROPERTIES, INC. COMMSTCK 101121101 120 990 SH SOLE 990 0 0 BOSTON PROPERTIES, INC. COMMSTCK 101121101 10192 84200 SH DFND 2 84200 0 0 BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 61712 3486551 SH SOLE 3486551 0 0 BOULEVARD ACQUISITION CORP COMMSTCK 10157P104 5779 462333 SH SOLE 462333 0 0 BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 5766 86650 SH SOLE 86650 0 0 BROADCOM CORPORATION COMMSTCK 111320107 1051 20412 SH DFND 3 0 0 20412 BROADCOM CORPORATION COMMSTCK 111320107 3266 63434 SH DFND 1 0 0 63434 BROADCOM CORPORATION COMMSTCK 111320107 171320 3327247 SH SOLE 3327247 0 0 BROWN-FORMAN CORPORATION COMMSTCK 115637209 27372 273224 SH SOLE 273224 0 0 CABLEVISION SYSTEMS CORPOR COMMSTCK 12686C109 5818 243027 SH SOLE 243027 0 0 CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4546 96501 SH SOLE 96501 0 0 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 4058 128652 SH DFND 1 0 0 128652 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 5863 185904 SH DFND 3 0 0 185904 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 187718 5951737 SH SOLE 5951737 0 0 CADENCE DESIGN SYSTEMS, IN COMMSTCK 127387108 6795 345625 SH SOLE 345625 0 0 CALIFORNIA RESOURCES CORP COMMSTCK 13057Q107 70 11522 SH SOLE 11522 0 0 CAMDEN PROPERTY TRUST COMMSTCK 133131102 4383 59000 SH DFND 2 59000 0 0 CAMDEN PROPERTY TRUST COMMSTCK 133131102 11407 153565 SH SOLE 153565 0 0 CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 263 5020 SH DFND 3 0 0 5020 CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 1854 35405 SH DFND 1 0 0 35405 CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 46855 894684 SH SOLE 894684 0 0 CAMPBELL SOUP COMPANY COMMSTCK 134429109 575 12072 SH DFND 3 0 0 12072 CAMPBELL SOUP COMPANY COMMSTCK 134429109 4073 85476 SH DFND 1 0 0 85476 CAMPBELL SOUP COMPANY COMMSTCK 134429109 124973 2622719 SH SOLE 2622719 0 0 CANADIAN NATIONAL RAILWAY COMMSTCK 136375102 5124 88735 SH SOLE 88735 0 0 CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 58 660 SH DFND 4 0 0 660 CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 786 8936 SH SOLE 8936 0 0 CARDINAL HEALTH INC COMMSTCK 14149Y108 1210 14463 SH DFND 3 0 0 14463 CARDINAL HEALTH INC COMMSTCK 14149Y108 2775 33175 SH DFND 1 0 0 33175 CARDINAL HEALTH INC COMMSTCK 14149Y108 224556 2684475 SH SOLE 2684475 0 0 CARDTRONICS INC 1% CNVRTBND 14161HAG3 456 465000 PRN DFND 1 0 0 465000 CARDTRONICS INC 1% CNVRTBND 14161HAG3 481 490000 PRN DFND 4 0 0 490000 CARDTRONICS INC 1% CNVRTBND 14161HAG3 1124 1145000 PRN DFND 3 0 0 1145000 CARDTRONICS INC 1% CNVRTBND 14161HAG3 24276 24740000 PRN SOLE 24740000 0 0 CARLISLE COMPANIES INCORPO COMMSTCK 142339100 13566 135502 SH SOLE 135502 0 0 CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 143 120000 PRN DFND 4 0 0 120000 CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 5969 5000000 PRN SOLE 5000000 0 0 CATERPILLAR INC COMMSTCK 149123101 233 2744 SH SOLE 2744 0 0 CATHAY GENERAL BANCORP INC COMMSTCK 149150104 33581 1034842 SH SOLE 1034842 0 0 CBS CORP COMMSTCK 124857202 1203 21667 SH DFND 3 0 0 21667 CBS CORP COMMSTCK 124857202 5713 102937 SH DFND 1 0 0 102937 CBS CORP COMMSTCK 124857202 211972 3819323 SH SOLE 3819323 0 0 CDK GLOBAL INC COMMSTCK 12508E101 89 1655 SH DFND 3 0 0 1655 CDK GLOBAL INC COMMSTCK 12508E101 645 11941 SH DFND 1 0 0 11941 CDK GLOBAL INC COMMSTCK 12508E101 9353 173276 SH SOLE 173276 0 0 CEDAR FAIR, L.P. COMMSTCK 150185106 38870 713338 SH SOLE 713338 0 0 CELGENE CORPORATION COMMSTCK 151020104 6520 56336 SH DFND 1 0 0 56336 CELGENE CORPORATION COMMSTCK 151020104 19351 167201 SH DFND 3 0 0 167201 CELGENE CORPORATION COMMSTCK 151020104 381869 3299513 SH SOLE 3299513 0 0 CEMEX SAB DE CV DEPRECPT 151290889 1098 119839 SH SOLE 119839 0 0 CEPHEID INC 1.25% CNVRTBND 15670RAC1 202 175000 PRN DFND 3 0 0 175000 CEPHEID INC 1.25% CNVRTBND 15670RAC1 335 290000 PRN DFND 4 0 0 290000 CEPHEID INC 1.25% CNVRTBND 15670RAC1 14218 12290000 PRN SOLE 12290000 0 0 CHARLES RIVER LABORATORIES COMMSTCK 159864107 17224 244862 SH SOLE 244862 0 0 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 458 14036 SH DFND 3 0 0 14036 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 3282 100525 SH DFND 1 0 0 100525 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 47935 1468138 SH SOLE 1468138 0 0 CHART INDUSTRIES INC COMMSTCK 16115Q308 5070 141814 SH SOLE 141814 0 0 CHATHAM LODGING TRUST COMMSTCK 16208T102 2030 76700 SH DFND 2 76700 0 0 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 730 9171 SH DFND 3 0 0 9171 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 2334 29337 SH DFND 1 0 0 29337 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 35439 445490 SH SOLE 445490 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 260 300000 PRN DFND 4 0 0 300000 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1084 1250000 PRN DFND 1 0 0 1250000 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 1735 2000000 PRN DFND 3 0 0 2000000 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 14184 16350000 PRN SOLE 16350000 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1270 1340000 PRN SOLE 1340000 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 1611 1700000 PRN DFND 3 0 0 1700000 CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1532 50270 SH DFND 3 0 0 50270 CHESAPEAKE LODGING TRUST COMMSTCK 165240102 14047 460849 SH SOLE 460849 0 0 CHEVRON CORP COMMSTCK 166764100 609 6310 SH SOLE 6310 0 0 CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 5674 453171 SH SOLE 453171 0 0 CHIPOTLE MEXICAN GRILL INC COMMSTCK 169656105 18118 29947 SH SOLE 29947 0 0 CHUBB CORPORATION COMMSTCK 171232101 1136 11945 SH DFND 3 0 0 11945 CHUBB CORPORATION COMMSTCK 171232101 8159 85761 SH DFND 1 0 0 85761 CHUBB CORPORATION COMMSTCK 171232101 157438 1654808 SH SOLE 1654808 0 0 CIENA CORPORATION COMMSTCK 171779309 21617 912900 SH SOLE 912900 0 0 CIGNA CORPORATION COMMSTCK 125509109 433 2670 SH DFND 4 0 0 2670 CIGNA CORPORATION COMMSTCK 125509109 5623 34712 SH SOLE 34712 0 0 CIMAREX ENERGY CO. COMMSTCK 171798101 29805 270191 SH SOLE 270191 0 0 CINTAS CORPORATION COMMSTCK 172908105 5836 68995 SH SOLE 68995 0 0 CISCO SYSTEMS INC COMMSTCK 17275R102 61486 2239112 SH SOLE 2239112 0 0 CITIGROUP INC COMMSTCK 172967424 460 8330 SH DFND 3 0 0 8330 CITIGROUP INC COMMSTCK 172967424 3254 58903 SH DFND 1 0 0 58903 CITIGROUP INC COMMSTCK 172967424 131625 2382791 SH SOLE 2382791 0 0 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 749 27433 SH DFND 3 0 0 27433 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 1678 61428 SH DFND 1 0 0 61428 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 82115 3006776 SH SOLE 3006776 0 0 CITRIX SYSTEMS INC COMMSTCK 177376100 3885 55369 SH SOLE 55369 0 0 CITRIX SYSTEMS INC 0.5% CORPBOND 177376AD2 169 160000 SH DFND 4 0 0 160000 CITRIX SYSTEMS INC 0.5% CORPBOND 177376AD2 1194 1130000 SH DFND 3 0 0 1130000 CITRIX SYSTEMS INC 0.5% CORPBOND 177376AD2 13066 12370000 SH SOLE 12370000 0 0 CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 1195 41792 SH SOLE 41792 0 0 CLOROX COMPANY COMMSTCK 189054109 302 2900 SH DFND 3 0 0 2900 CLOROX COMPANY COMMSTCK 189054109 2178 20942 SH DFND 1 0 0 20942 CLOROX COMPANY COMMSTCK 189054109 50502 485504 SH SOLE 485504 0 0 CME GROUP INC COMMSTCK 12572Q105 1188 12764 SH DFND 3 0 0 12764 CME GROUP INC COMMSTCK 12572Q105 2568 27592 SH SOLE 27592 0 0 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 170 230000 PRN DFND 3 0 0 230000 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 450 610000 PRN DFND 4 0 0 610000 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 816 1105000 PRN DFND 1 0 0 1105000 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 36626 49620000 PRN SOLE 49620000 0 0 COCA-COLA CO COMMSTCK 191216100 1324 33750 SH DFND 3 0 0 33750 COCA-COLA CO COMMSTCK 191216100 4462 113750 SH DFND 1 0 0 113750 COCA-COLA CO COMMSTCK 191216100 83124 2118895 SH SOLE 2118895 0 0 COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 567 13042 SH DFND 3 0 0 13042 COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 4074 93777 SH DFND 1 0 0 93777 COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 59366 1366629 SH SOLE 1366629 0 0 COLGATE-PALMOLIVE CO COMMSTCK 194162103 2359 36061 SH DFND 1 0 0 36061 COLGATE-PALMOLIVE CO COMMSTCK 194162103 9829 150274 SH DFND 3 0 0 150274 COLGATE-PALMOLIVE CO COMMSTCK 194162103 150818 2305740 SH SOLE 2305740 0 0 COMCAST CORPORATION COMMSTCK 20030N101 65510 1089284 SH SOLE 1089284 0 0 COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 141 19600 SH DFND 4 0 0 19600 COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 3591 498029 SH SOLE 498029 0 0 COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 142 5760 SH DFND 4 0 0 5760 COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 3022 122255 SH SOLE 122255 0 0 COMPASS MINERALS INTERNATI COMMSTCK 20451N101 24404 297100 SH SOLE 297100 0 0 COMSCORE INC COMMSTCK 20564W105 7096 133229 SH SOLE 133229 0 0 CONAGRA FOODS INC COMMSTCK 205887102 29282 669763 SH SOLE 669763 0 0 CONOCOPHILLIPS COMMSTCK 20825C104 1286 20944 SH DFND 3 0 0 20944 CONOCOPHILLIPS COMMSTCK 20825C104 23311 379603 SH SOLE 379603 0 0 CONSTELLATION BRANDS INC COMMSTCK 21036P108 14151 121970 SH SOLE 121970 0 0 CORE LABORATORIES N.V. 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COMMSTCK 232820100 5502 90903 SH SOLE 90903 0 0 DANAHER CORPORATION COMMSTCK 235851102 236 2756 SH SOLE 2756 0 0 DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 9691 268533 SH SOLE 268533 0 0 DDR CORP COMMSTCK 23317H102 3551 229700 SH DFND 2 229700 0 0 DELTA AIR LINES INC COMMSTCK 247361702 1968 47903 SH SOLE 47903 0 0 DEMANDWARE INC COMMSTCK 24802Y105 4555 64078 SH SOLE 64078 0 0 DEVON ENERGY CORPORATION COMMSTCK 25179M103 89533 1505012 SH SOLE 1505012 0 0 DICKS SPORTING GOODS INC. 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