Chief Compliance Officer

0000950123-16-014034.txt : 20160211 0000950123-16-014034.hdr.sgml : 20160211 20160211095104 ACCESSION NUMBER: 0000950123-16-014034 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160211 DATE AS OF CHANGE: 20160211 EFFECTIVENESS DATE: 20160211 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: 161408513 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 12-31-2015 12-31-2015 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 02-09-2016 4 841 26756160 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 17125 113681 SH DFND 3 0 0 113681 3M CO COMMSTCK 88579Y101 172306 1143829 SH SOLE 1143829 0 0 ABBOTT LABORATORIES COMMSTCK 002824100 443 9871 SH DFND 3 5537 0 4334 ABBOTT LABORATORIES COMMSTCK 002824100 3037 67614 SH DFND 1 67614 0 0 ABBOTT LABORATORIES COMMSTCK 002824100 50995 1135487 SH SOLE 1135487 0 0 ABBVIE INC COMMSTCK 00287Y109 1417 23925 SH DFND 3 19929 0 3996 ABBVIE INC COMMSTCK 00287Y109 3664 61851 SH DFND 1 61851 0 0 ABBVIE INC COMMSTCK 00287Y109 63049 1064298 SH SOLE 1064298 0 0 ACADIA REALTY TRUST COMMSTCK 004239109 3401 102600 SH DFND 2 102600 0 0 ACCENTURE PLC COMMSTCK G1151C101 12499 119612 SH SOLE 119612 0 0 ACE LTD COMMSTCK H0023R105 6876 58848 SH SOLE 58848 0 0 ACUITY BRANDS INC. COMMSTCK 00508Y102 10573 45224 SH SOLE 45224 0 0 ADEPTUS HEALTH INC COMMSTCK 006855100 1992 36537 SH SOLE 36537 0 0 ADOBE SYSTEMS INCORPORATED COMMSTCK 00724F101 10941 116473 SH SOLE 116473 0 0 ADVANCE AUTO PARTS INC. COMMSTCK 00751Y106 17575 116770 SH SOLE 116770 0 0 AETNA INC COMMSTCK 00817Y108 291 2690 SH DFND 4 2690 0 0 AETNA INC COMMSTCK 00817Y108 981 9073 SH DFND 3 5172 0 3901 AETNA INC COMMSTCK 00817Y108 6788 62781 SH DFND 1 62781 0 0 AETNA INC COMMSTCK 00817Y108 162116 1499406 SH SOLE 1499406 0 0 AFFILIATED MANAGERS GROUP COMMSTCK 008252108 15710 98337 SH SOLE 98337 0 0 AGILENT TECHNOLOGIES INC COMMSTCK 00846U101 4202 100511 SH SOLE 100511 0 0 AKAMAI TECHNOLOGIES, INC. CNVRTBND 00971TAG6 4918 5130000 PRN SOLE 5130000 0 0 ALASKA AIR GROUP, INC. COMMSTCK 011659109 8587 106658 SH SOLE 106658 0 0 ALBANY INTERNATIONAL CORP. COMMSTCK 012348108 7147 195553 SH SOLE 195553 0 0 ALDER BIOPHARMACEUTICALS I COMMSTCK 014339105 19059 577014 SH SOLE 577014 0 0 ALERE INC 3% PFDDOM 01449J204 228 811 SH DFND 4 811 0 0 ALERE INC 3% PFDDOM 01449J204 10265 36503 SH SOLE 36503 0 0 ALERE INC 3% CNVRTBND 01449JAA3 144 140000 PRN DFND 4 140000 0 0 ALERE INC 3% CNVRTBND 01449JAA3 4902 4765000 PRN SOLE 4765000 0 0 ALEXANDER & BALDWIN INC COMMSTCK 014491104 2338 66200 SH DFND 2 66200 0 0 ALEXANDRIA REAL ESTATE EQU COMMSTCK 015271109 15940 176409 SH SOLE 176409 0 0 ALEXION PHARMACEUTICALS, I COMMSTCK 015351109 7970 41785 SH SOLE 41785 0 0 ALIBABA GROUP HOLDING LTD DEPRECPT 01609W102 2136 26284 SH SOLE 26284 0 0 ALIGN TECHNOLOGY, INC. COMMSTCK 016255101 26429 401356 SH SOLE 401356 0 0 ALKERMES PLC COMMSTCK G01767105 16569 208726 SH SOLE 208726 0 0 ALLEGION PLC COMMSTCK G0176J109 97 1479 SH DFND 3 848 0 631 ALLEGION PLC COMMSTCK G0176J109 669 10149 SH DFND 1 10149 0 0 ALLEGION PLC COMMSTCK G0176J109 18347 278325 SH SOLE 278325 0 0 ALLERGAN PLC COMMSTCK G0177J108 16975 54319 SH DFND 3 0 0 54319 ALLERGAN PLC COMMSTCK G0177J108 180713 578281 SH SOLE 578281 0 0 ALLIANT ENERGY CORP COMMSTCK 018802108 31798 509168 SH SOLE 509168 0 0 ALPHABET INC COMMSTCK 02079K107 3442 4536 SH DFND 1 4536 0 0 ALPHABET INC COMMSTCK 02079K107 17593 23183 SH DFND 3 1673 0 21510 ALPHABET INC COMMSTCK 02079K107 358089 471865 SH SOLE 471865 0 0 ALPHABET INC COMMSTCK 02079K305 13737 17656 SH DFND 1 17656 0 0 ALPHABET INC COMMSTCK 02079K305 19755 25392 SH DFND 3 1480 0 23912 ALPHABET INC COMMSTCK 02079K305 529193 680188 SH SOLE 680188 0 0 ALTRIA GROUP INC COMMSTCK 02209S103 4240 72843 SH DFND 3 17374 0 55469 ALTRIA GROUP INC COMMSTCK 02209S103 52177 896357 SH SOLE 896357 0 0 AMAZON.COM INC COMMSTCK 023135106 7470 11052 SH SOLE 11052 0 0 AMDOCS LIMITED COMMSTCK G02602103 24872 455774 SH SOLE 455774 0 0 AMERCO COMMSTCK 023586100 7551 19386 SH SOLE 19386 0 0 AMEREN CORPORATION COMMSTCK 023608102 25481 589421 SH SOLE 589421 0 0 AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 1248 29458 SH DFND 3 29458 0 0 AMERICAN AIRLINES GROUP IN COMMSTCK 02376R102 162593 3839272 SH SOLE 3839272 0 0 AMERICAN ASSETS TRUST INC COMMSTCK 024013104 2773 72300 SH DFND 2 72300 0 0 AMERICAN CAMPUS COMMUNITIE COMMSTCK 024835100 2824 68300 SH DFND 2 68300 0 0 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 1924 33011 SH DFND 3 18872 0 14139 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 13414 230199 SH DFND 1 230199 0 0 AMERICAN ELECTRIC POWER CO COMMSTCK 025537101 324592 5570479 SH SOLE 5570479 0 0 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 494 7099 SH DFND 3 4068 0 3031 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 3420 49175 SH DFND 1 49175 0 0 AMERICAN EXPRESS COMPANY COMMSTCK 025816109 69408 997959 SH SOLE 997959 0 0 AMERICAN HOMES 4 RENT LLC COMMSTCK 02665T306 1991 119500 SH DFND 2 119500 0 0 AMERICAN INTERNATIONAL GRO COMMSTCK 026874784 8391 135408 SH SOLE 135408 0 0 AMGEN INC COMMSTCK 031162100 31467 193844 SH SOLE 193844 0 0 ANADARKO PETROLEUM CORPORA COMMSTCK 032511107 27865 573596 SH SOLE 573596 0 0 ANALOG DEVICES INC COMMSTCK 032654105 5669 102477 SH DFND 1 102477 0 0 ANALOG DEVICES INC COMMSTCK 032654105 9068 163918 SH DFND 3 18383 0 145535 ANALOG DEVICES INC COMMSTCK 032654105 178863 3233236 SH SOLE 3233236 0 0 ANTHEM INC 2.75% CNVRTBND 94973VBG1 2195 1150000 PRN SOLE 1150000 0 0 AON PLC COMMSTCK G0408V102 1743 18900 SH SOLE 18900 0 0 APOLLO COMMERCIAL REAL EST CNVRTBND 03762UAA3 4368 4360000 PRN SOLE 4360000 0 0 APOLLO INVESTMENT CORPORAT COMMSTCK 03761U106 11779 2256587 SH SOLE 2256587 0 0 APOLLO INVESTMENT CORPORAT CNVRTBND 03761UAE6 519 520000 PRN SOLE 520000 0 0 APPLE INC COMMSTCK 037833100 13664 129816 SH DFND 1 129816 0 0 APPLE INC COMMSTCK 037833100 32314 306993 SH DFND 3 38770 0 268223 APPLE INC COMMSTCK 037833100 777120 7382862 SH SOLE 7382862 0 0 ARES CAPITAL CORPORATION COMMSTCK 04010L103 690 48404 SH DFND 3 48404 0 0 ARES CAPITAL CORPORATION COMMSTCK 04010L103 8218 576675 SH SOLE 576675 0 0 ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 100 155000 PRN DFND 4 155000 0 0 ASCENT CAPITAL GROUP INC 4 CNVRTBND 043632AA6 3140 4845000 PRN SOLE 4845000 0 0 ASTRAZENECA PLC DEPRECPT 046353108 1235 36384 SH DFND 3 29373 0 7011 ASTRAZENECA PLC DEPRECPT 046353108 3738 110110 SH DFND 1 110110 0 0 ASTRAZENECA PLC DEPRECPT 046353108 69774 2055196 SH SOLE 2055196 0 0 ASTRONICS CORP COMMSTCK 046433108 7995 196392 SH SOLE 196392 0 0 AT&T INC COMMSTCK 00206R102 9454 274756 SH SOLE 274756 0 0 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 807 9522 SH DFND 3 5430 0 4092 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 5470 64568 SH DFND 1 64568 0 0 AUTOMATIC DATA PROCESSING COMMSTCK 053015103 82033 968285 SH SOLE 968285 0 0 AVAGO TECHNOLOGIES LTD COMMSTCK Y0486S104 16656 114749 SH SOLE 114749 0 0 AVALONBAY COMMUNITIES INC COMMSTCK 053484101 159 862 SH SOLE 862 0 0 AVALONBAY COMMUNITIES INC COMMSTCK 053484101 10477 56900 SH DFND 2 56900 0 0 AXIALL CORP COMMSTCK 05463D100 162 10495 SH DFND 4 10495 0 0 AXIALL CORP COMMSTCK 05463D100 2930 190248 SH SOLE 190248 0 0 BALL CORPORATION COMMSTCK 058498106 15063 207115 SH SOLE 207115 0 0 BANK OF AMERICA CORP COMMSTCK 060505104 3872 230090 SH DFND 3 178108 0 51982 BANK OF AMERICA CORP COMMSTCK 060505104 13931 827770 SH DFND 1 827770 0 0 BANK OF AMERICA CORP COMMSTCK 060505104 388240 23068343 SH SOLE 23068343 0 0 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 248 227 SH DFND 3 227 0 0 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 505 462 SH DFND 1 462 0 0 BANK OF AMERICA CORP 7.25% PFDDOM 060505682 12834 11739 SH SOLE 11739 0 0 BANKUNITED INC COMMSTCK 06652K103 7859 217943 SH SOLE 217943 0 0 BAXALTA INC COMMSTCK 07177M103 648 16611 SH DFND 3 9508 0 7103 BAXALTA INC COMMSTCK 07177M103 4450 114008 SH DFND 1 114008 0 0 BAXALTA INC COMMSTCK 07177M103 80166 2053953 SH SOLE 2053953 0 0 BECTON DICKINSON AND COMPA COMMSTCK 075887109 933 6057 SH DFND 3 3393 0 2664 BECTON DICKINSON AND COMPA COMMSTCK 075887109 6351 41217 SH DFND 1 41217 0 0 BECTON DICKINSON AND COMPA COMMSTCK 075887109 139602 905980 SH SOLE 905980 0 0 BED BATH & BEYOND INC COMMSTCK 075896100 26996 559495 SH SOLE 559495 0 0 BERKSHIRE HATHAWAY INC COMMSTCK 084670702 619 4687 SH SOLE 4687 0 0 BERRY PLASTICS GROUP INC COMMSTCK 08579W103 3989 110244 SH SOLE 110244 0 0 BIO-RAD LABORATORIES INC COMMSTCK 090572207 177 1274 SH DFND 4 1274 0 0 BIO-RAD LABORATORIES INC COMMSTCK 090572207 2131 15365 SH SOLE 15365 0 0 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAE1 2426 1890000 PRN SOLE 1890000 0 0 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 154 115000 PRN DFND 4 115000 0 0 BIOMARIN PHARMACEUTICAL IN CNVRTBND 09061GAF8 5191 3885000 PRN SOLE 3885000 0 0 BIOMED REALTY TRUST INC COMMSTCK 09063H107 14823 625724 SH SOLE 625724 0 0 BIOSCRIP INC COMMSTCK 09069N108 26 15129 SH DFND 4 15129 0 0 BIOSCRIP INC COMMSTCK 09069N108 464 265191 SH SOLE 265191 0 0 BLACKBAUD INC COMMSTCK 09227Q100 9431 143195 SH SOLE 143195 0 0 BLACKROCK MUNIVEST FUND IN COMMSTCK 09253R105 8233 803201 SH SOLE 803201 0 0 BLACKROCK MUNIYIELD FUND I COMMSTCK 09253W104 8067 542534 SH SOLE 542534 0 0 BOEING CO COMMSTCK 097023105 349 2415 SH SOLE 2415 0 0 BORGWARNER INC COMMSTCK 099724106 7450 172337 SH SOLE 172337 0 0 BOSTON PROPERTIES INC COMMSTCK 101121101 154 1209 SH SOLE 1209 0 0 BOSTON PROPERTIES INC COMMSTCK 101121101 10420 81700 SH DFND 2 81700 0 0 BOSTON SCIENTIFIC CORPORAT COMMSTCK 101137107 67641 3668146 SH SOLE 3668146 0 0 BRISTOL-MYERS SQUIBB CO COMMSTCK 110122108 14829 215566 SH SOLE 215566 0 0 BROADCOM CORPORATION COMMSTCK 111320107 37188 643160 SH SOLE 643160 0 0 BUFFALO WILD WINGS INC COMMSTCK 119848109 7523 47119 SH SOLE 47119 0 0 CABOT MICROELECTRONICS COR COMMSTCK 12709P103 4228 96581 SH SOLE 96581 0 0 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 3839 217037 SH DFND 3 0 0 217037 CABOT OIL & GAS CORPORATIO COMMSTCK 127097103 60728 3432889 SH SOLE 3432889 0 0 CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 261 235000 PRN DFND 4 235000 0 0 CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 655 590000 PRN DFND 3 590000 0 0 CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 1343 1210000 PRN DFND 1 1210000 0 0 CALATLANTIC GROUP INC 1.25 CNVRTBND 85375CBC4 18254 16445000 PRN SOLE 16445000 0 0 CALAVO GROWERS INC. COMMSTCK 128246105 1138 23216 SH SOLE 23216 0 0 CAMDEN PROPERTY TRUST COMMSTCK 133131102 5074 66100 SH DFND 2 66100 0 0 CAMDEN PROPERTY TRUST COMMSTCK 133131102 11680 152166 SH SOLE 152166 0 0 CAMERON INTERNATIONAL CORP COMMSTCK 13342B105 23513 372039 SH SOLE 372039 0 0 CAMPBELL SOUP COMPANY COMMSTCK 134429109 792 15071 SH DFND 3 8495 0 6576 CAMPBELL SOUP COMPANY COMMSTCK 134429109 5433 103390 SH DFND 1 103390 0 0 CAMPBELL SOUP COMPANY COMMSTCK 134429109 114514 2179143 SH SOLE 2179143 0 0 CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 90 1252 SH DFND 4 1252 0 0 CAPITAL ONE FINANCIAL CORP COMMSTCK 14040H105 1168 16176 SH SOLE 16176 0 0 CARDINAL HEALTH INC COMMSTCK 14149Y108 221689 2483349 SH SOLE 2483349 0 0 CARDTRONICS INC 1% CNVRTBND 14161HAG3 432 465000 PRN DFND 1 465000 0 0 CARDTRONICS INC 1% CNVRTBND 14161HAG3 455 490000 PRN DFND 4 490000 0 0 CARDTRONICS INC 1% CNVRTBND 14161HAG3 1114 1200000 PRN DFND 3 1200000 0 0 CARDTRONICS INC 1% CNVRTBND 14161HAG3 22911 24685000 PRN SOLE 24685000 0 0 CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 141 120000 PRN DFND 4 120000 0 0 CARRIAGE SERVICES, INC. 2. CNVRTBND 143905AM9 5891 5000000 PRN SOLE 5000000 0 0 CATHAY GENERAL BANCORP INC COMMSTCK 149150104 32646 1041997 SH SOLE 1041997 0 0 CBS CORP COMMSTCK 124857202 742 15735 SH DFND 3 15735 0 0 CBS CORP COMMSTCK 124857202 33271 705950 SH SOLE 705950 0 0 CEDAR FAIR, L.P. COMMSTCK 150185106 40092 717979 SH SOLE 717979 0 0 CELANESE CORPORATION COMMSTCK 150870103 28911 429387 SH SOLE 429387 0 0 CELGENE CORPORATION COMMSTCK 151020104 7537 62937 SH DFND 1 62937 0 0 CELGENE CORPORATION COMMSTCK 151020104 22058 184182 SH DFND 3 18547 0 165635 CELGENE CORPORATION COMMSTCK 151020104 410629 3428764 SH SOLE 3428764 0 0 CEMEX SAB DE CV DEPRECPT 151290889 119 21334 SH SOLE 21334 0 0 CEPHEID INC 1.25% CNVRTBND 15670RAC1 258 290000 PRN DFND 4 290000 0 0 CEPHEID INC 1.25% CNVRTBND 15670RAC1 654 735000 PRN DFND 3 735000 0 0 CEPHEID INC 1.25% CNVRTBND 15670RAC1 760 855000 PRN DFND 1 855000 0 0 CEPHEID INC 1.25% CNVRTBND 15670RAC1 19348 21755000 PRN SOLE 21755000 0 0 CHARLES RIVER LABORATORIES COMMSTCK 159864107 23502 292345 SH SOLE 292345 0 0 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 399 12103 SH DFND 3 6924 0 5179 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 2771 84158 SH DFND 1 84158 0 0 CHARLES SCHWAB CORPORATION COMMSTCK 808513105 40761 1237822 SH SOLE 1237822 0 0 CHATHAM LODGING TRUST COMMSTCK 16208T102 1890 92300 SH DFND 2 92300 0 0 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 955 11735 SH DFND 3 8869 0 2866 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 3734 45889 SH DFND 1 45889 0 0 CHECK POINT SOFTWARE TECHN COMMSTCK M22465104 55818 685890 SH SOLE 685890 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167CB1 467 1400000 PRN DFND 3 0 0 1400000 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 630 1340000 PRN SOLE 1340000 0 0 CHESAPEAKE ENERGY CORPORAT CNVRTBND 165167BZ9 799 1700000 PRN DFND 3 0 0 1700000 CHESAPEAKE LODGING TRUST COMMSTCK 165240102 1253 49789 SH DFND 3 49789 0 0 CHESAPEAKE LODGING TRUST COMMSTCK 165240102 2848 113179 SH SOLE 113179 0 0 CHEVRON CORP COMMSTCK 166764100 2159 23999 SH DFND 3 13721 0 10278 CHEVRON CORP COMMSTCK 166764100 14792 164427 SH DFND 1 164427 0 0 CHEVRON CORP COMMSTCK 166764100 249194 2770049 SH SOLE 2770049 0 0 CHINACACHE INTERNATIONAL H DEPRECPT 16950M107 5783 701814 SH SOLE 701814 0 0 CHUBB CORPORATION COMMSTCK 171232101 1671 12600 SH DFND 3 7067 0 5533 CHUBB CORPORATION COMMSTCK 171232101 11391 85882 SH DFND 1 85882 0 0 CHUBB CORPORATION COMMSTCK 171232101 221904 1672979 SH SOLE 1672979 0 0 CHURCH & DWIGHT CO INC COMMSTCK 171340102 18555 218608 SH SOLE 218608 0 0 CIGNA CORPORATION COMMSTCK 125509109 391 2670 SH DFND 4 2670 0 0 CIGNA CORPORATION COMMSTCK 125509109 5160 35266 SH SOLE 35266 0 0 CIMAREX ENERGY CO. COMMSTCK 171798101 32196 360215 SH SOLE 360215 0 0 CINTAS CORPORATION COMMSTCK 172908105 6069 66661 SH SOLE 66661 0 0 CISCO SYSTEMS INC COMMSTCK 17275R102 43000 1583515 SH SOLE 1583515 0 0 CITIGROUP INC COMMSTCK 172967424 42965 830241 SH SOLE 830241 0 0 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 1577 60201 SH DFND 3 49852 0 10349 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 4340 165720 SH DFND 1 165720 0 0 CITIZENS FINANCIAL GROUP I COMMSTCK 174610105 158981 6070308 SH SOLE 6070308 0 0 CITRIX SYSTEMS INC COMMSTCK 177376100 28677 379072 SH SOLE 379072 0 0 CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 163 150000 PRN DFND 4 150000 0 0 CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 1098 1010000 PRN DFND 3 925000 0 85000 CITRIX SYSTEMS INC 0.5% CNVRTBND 177376AD2 12506 11500000 PRN SOLE 11500000 0 0 CLAYMORE S&P GLOBAL WATER COMMSTCK 18383Q507 1134 41792 SH SOLE 41792 0 0 CLOROX COMPANY COMMSTCK 189054109 378 2982 SH DFND 3 1704 0 1278 CLOROX COMPANY COMMSTCK 189054109 2632 20756 SH DFND 1 20756 0 0 CLOROX COMPANY COMMSTCK 189054109 58167 458621 SH SOLE 458621 0 0 CME GROUP INC COMMSTCK 12572Q105 1145 12643 SH DFND 3 12643 0 0 CME GROUP INC COMMSTCK 12572Q105 2650 29253 SH SOLE 29253 0 0 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 39 70000 PRN DFND 1 70000 0 0 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 289 515000 PRN DFND 4 515000 0 0 COBALT INTERNATIONAL ENERG CNVRTBND 19075FAA4 18192 32450000 PRN SOLE 32450000 0 0 COCA-COLA CO COMMSTCK 191216100 2243 52214 SH DFND 3 41080 0 11134 COCA-COLA CO COMMSTCK 191216100 7751 180416 SH DFND 1 180416 0 0 COCA-COLA CO COMMSTCK 191216100 133165 3099751 SH SOLE 3099751 0 0 COCA-COLA ENTERPRISES INC COMMSTCK 19122T109 23468 476613 SH SOLE 476613 0 0 COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 8714 145187 SH DFND 3 0 0 145187 COGNIZANT TECHNOLOGY SOLUT COMMSTCK 192446102 142531 2374730 SH SOLE 2374730 0 0 COLGATE-PALMOLIVE CO COMMSTCK 194162103 10868 163129 SH DFND 3 0 0 163129 COLGATE-PALMOLIVE CO COMMSTCK 194162103 117464 1763188 SH SOLE 1763188 0 0 COMCAST CORPORATION COMMSTCK 20030N101 383 6788 SH SOLE 6788 0 0 COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 54 19600 SH DFND 4 19600 0 0 COMMERCIAL VEHICLE GROUP I COMMSTCK 202608105 1375 498029 SH SOLE 498029 0 0 COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 108 5760 SH DFND 4 5760 0 0 COMMUNICATIONS SALES & LEA COMMSTCK 20341J104 2285 122255 SH SOLE 122255 0 0 COMPASS MINERALS INTERNATI COMMSTCK 20451N101 21181 281394 SH SOLE 281394 0 0 CONAGRA FOODS INC COMMSTCK 205887102 7103 168469 SH SOLE 168469 0 0 CONCHO RESOURCES INC COMMSTCK 20605P101 22924 246864 SH SOLE 246864 0 0 CONOCOPHILLIPS COMMSTCK 20825C104 740 15858 SH DFND 3 15858 0 0 CONOCOPHILLIPS COMMSTCK 20825C104 1845 39517 SH SOLE 39517 0 0 CONSOLIDATED EDISON INC COMMSTCK 209115104 25659 399241 SH SOLE 399241 0 0 CONSTELLATION BRANDS INC COMMSTCK 21036P108 17286 121358 SH SOLE 121358 0 0 CORE LABORATORIES N.V. COMMSTCK N22717107 3648 33549 SH SOLE 33549 0 0 CORSICANTO LTD 3.5% CNVRTBND 220480AB3 4552 5030000 PRN SOLE 5030000 0 0 COSTAR GROUP INC COMMSTCK 22160N109 23653 114438 SH SOLE 114438 0 0 CR BARD INC COMMSTCK 067383109 730 3852 SH DFND 3 2205 0 1647 CR BARD INC COMMSTCK 067383109 5012 26456 SH DFND 1 26456 0 0 CR BARD INC COMMSTCK 067383109 78762 415760 SH SOLE 415760 0 0 CRACKER BARREL OLD COUNTRY COMMSTCK 22410J106 7326 57763 SH SOLE 57763 0 0 CREDICORP LTD COMMSTCK G2519Y108 204 2098 SH SOLE 2098 0 0 CROWN HOLDINGS INC COMMSTCK 228368106 34346 677444 SH SOLE 677444 0 0 CUBESMART COMMSTCK 229663109 5561 181600 SH DFND 2 181600 0 0 CUMMINS INC COMMSTCK 231021106 5357 60872 SH DFND 3 0 0 60872 CUMMINS INC COMMSTCK 231021106 60906 692036 SH SOLE 692036 0 0 CVS HEALTH CORP COMMSTCK 126650100 12305 125853 SH DFND 1 125853 0 0 CVS HEALTH CORP COMMSTCK 126650100 25359 259370 SH DFND 3 30872 0 228498 CVS HEALTH CORP COMMSTCK 126650100 459254 4697287 SH SOLE 4697287 0 0 D R HORTON INC COMMSTCK 23331A109 5045 157509 SH SOLE 157509 0 0 DANAHER CORPORATION COMMSTCK 235851102 256 2756 SH SOLE 2756 0 0 DAVE & BUSTERS ENTERTAINME COMMSTCK 238337109 11152 267185 SH SOLE 267185 0 0 DDR CORP COMMSTCK 23317H102 3738 222000 SH DFND 2 222000 0 0 DELPHI AUTOMOTIVE PLC COMMSTCK G27823106 14568 169932 SH SOLE 169932 0 0 DELTA AIR LINES INC COMMSTCK 247361702 213 4198 SH SOLE 4198 0 0 DEMANDWARE INC COMMSTCK 24802Y105 7152 132522 SH SOLE 132522 0 0 DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 508 9467 SH DFND 3 9467 0 0 DISCOVER FINANCIAL SERVICE COMMSTCK 254709108 23496 438190 SH SOLE 438190 0 0 DOLLAR GENERAL CORPORATION COMMSTCK 256677105 2827 39334 SH DFND 3 30987 0 8347 DOLLAR GENERAL CORPORATION COMMSTCK 256677105 9599 133554 SH DFND 1 133554 0 0 DOLLAR GENERAL CORPORATION COMMSTCK 256677105 171154 2381435 SH SOLE 2381435 0 0 DOLLAR TREE INC COMMSTCK 256746108 15253 197521 SH SOLE 197521 0 0 DOUGLAS EMMETT INC COMMSTCK 25960P109 2357 75600 SH DFND 2 75600 0 0 DOVER CORP COMMSTCK 260003108 28641 467154 SH SOLE 467154 0 0 DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 1704 33100 SH DFND 3 24792 0 8308 DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 6995 135877 SH DFND 1 135877 0 0 DOW CHEMICAL COMPANY (THE) COMMSTCK 260543103 114862 2231205 SH SOLE 2231205 0 0 DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 562 6034 SH DFND 3 3452 0 2582 DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 3915 42010 SH DFND 1 42010 0 0 DR PEPPER SNAPPLE GROUP IN COMMSTCK 26138E109 128689 1380787 SH SOLE 1380787 0 0 DUKE REALTY CORPORATION COMMSTCK 264411505 24291 1155629 SH SOLE 1155629 0 0 DUPONT FABROS TECHNOLOGY I COMMSTCK 26613Q106 3754 118100 SH DFND 2 118100 0 0 EBAY INC COMMSTCK 278642103 1230 44750 SH DFND 1 44750 0 0 EBAY INC COMMSTCK 278642103 1315 47858 SH DFND 3 45056 0 2802 EBAY INC COMMSTCK 278642103 128038 4659315 SH SOLE 4659315 0 0 ECOLAB INC COMMSTCK 278865100 5269 46063 SH DFND 1 46063 0 0 ECOLAB INC COMMSTCK 278865100 10253 89637 SH DFND 3 3906 0 85731 ECOLAB INC COMMSTCK 278865100 219492 1918969 SH SOLE 1918969 0 0 EDISON INTERNATIONAL COMMSTCK 281020107 25641 433057 SH SOLE 433057 0 0 EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 7913 100194 SH DFND 3 0 0 100194 EDWARDS LIFESCIENCES CORP COMMSTCK 28176E108 116735 1478028 SH SOLE 1478028 0 0 EI DU PONT DE NEMOURS & CO COMMSTCK 263534109 10597 159115 SH SOLE 159115 0 0 ELI LILLY AND COMPANY COMMSTCK 532457108 444 5271 SH DFND 3 2956 0 2315 ELI LILLY AND COMPANY COMMSTCK 532457108 3029 35945 SH DFND 1 35945 0 0 ELI LILLY AND COMPANY COMMSTCK 532457108 59401 704975 SH SOLE 704975 0 0 EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 149 5800 SH DFND 4 5800 0 0 EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 13355 520066 SH DFND 3 0 0 520066 EMC CORP/ MASSACHUSETTS COMMSTCK 268648102 152311 5931127 SH SOLE 5931127 0 0 EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 566 411000 PRN DFND 4 0 0 411000 EMERGENT BIOSOLUTIONS INC CNVRTBND 29089QAB1 21427 15548000 PRN SOLE 15548000 0 0 EMPIRE DISTRICT ELECTRIC C COMMSTCK 291641108 3304 117713 SH SOLE 117713 0 0 EMPIRE STATE REALTY TRUST COMMSTCK 292104106 2376 131500 SH DFND 2 131500 0 0 ENDO INTERNATIONAL PLC COMMSTCK G30401106 14027 229122 SH SOLE 229122 0 0 ENDOLOGIX INC. COMMSTCK 29266S106 8349 843312 SH SOLE 843312 0 0 ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 146 180000 PRN DFND 4 180000 0 0 ENDOLOGIX INC. 2.25% CNVRTBND 29266SAA4 5767 7125000 PRN SOLE 7125000 0 0 ENGILITY HOLDINGS INC COMMSTCK 29286C107 1701 52368 SH SOLE 52368 0 0 EOG RESOURCES INC COMMSTCK 26875P101 529 7472 SH DFND 3 4253 0 3219 EOG RESOURCES INC COMMSTCK 26875P101 3667 51795 SH DFND 1 51795 0 0 EOG RESOURCES INC COMMSTCK 26875P101 74417 1051235 SH SOLE 1051235 0 0 EPR PROPERTIES COMMSTCK 26884U109 8078 138202 SH SOLE 138202 0 0 EQT CORP COMMSTCK 26884L109 3992 76583 SH SOLE 76583 0 0 EQUIFAX INC. COMMSTCK 294429105 8861 79565 SH SOLE 79565 0 0 EQUITY LIFESTYLE PROPERTIE COMMSTCK 29472R108 3934 59000 SH DFND 2 59000 0 0 EQUITY RESIDENTIAL COMMSTCK 29476L107 13658 167400 SH DFND 2 167400 0 0 ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 6699 76070 SH DFND 3 0 0 76070 ESTEE LAUDER COMPANIES INC COMMSTCK 518439104 66753 758037 SH SOLE 758037 0 0 EVERSOURCE ENERGY COMMSTCK 30040W108 46333 907244 SH SOLE 907244 0 0 EXELON CORPORATION COMMSTCK 30161N101 42978 1547635 SH SOLE 1547635 0 0 EXPEDIA INC COMMSTCK 30212P303 12332 99210 SH SOLE 99210 0 0 EXPEDITORS INTERNATIONAL O COMMSTCK 302130109 17290 383371 SH SOLE 383371 0 0 EXPRESS SCRIPTS INC COMMSTCK 30219G108 12181 139358 SH DFND 3 0 0 139358 EXPRESS SCRIPTS INC COMMSTCK 30219G108 158639 1814880 SH SOLE 1814880 0 0 EXTENDED STAY AMERICA INC COMMSTCK 30224P200 2604 163800 SH DFND 2 163800 0 0 EXXON MOBIL CORP COMMSTCK 30231G102 25534 327573 SH SOLE 327573 0 0 FACEBOOK INC COMMSTCK 30303M102 2178 20808 SH DFND 3 16709 0 4099 FACEBOOK INC COMMSTCK 30303M102 6647 63510 SH DFND 1 63510 0 0 FACEBOOK INC COMMSTCK 30303M102 131566 1257079 SH SOLE 1257079 0 0 FEDERAL REALTY INVESTMENT COMMSTCK 313747206 5713 39100 SH DFND 2 39100 0 0 FEDERAL REALTY INVESTMENT COMMSTCK 313747206 15422 105559 SH SOLE 105559 0 0 FEDEX CORP COMMSTCK 31428X106 7581 50885 SH SOLE 50885 0 0 FEI COMPANY COMMSTCK 30241L109 2064 25867 SH SOLE 25867 0 0 FIDELITY NATIONAL INFORMAT COMMSTCK 31620M106 21967 362491 SH SOLE 362491 0 0 FIFTH STREET FINANCE CORP COMMSTCK 31678A103 7845 1229677 SH SOLE 1229677 0 0 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 228 245000 PRN DFND 4 245000 0 0 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 678 730000 PRN DFND 3 730000 0 0 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 1207 1300000 PRN DFND 1 1300000 0 0 FINISAR CORPORATION 0.5% CNVRTBND 31787AAM3 21077 22694000 PRN SOLE 22694000 0 0 FIRST HORIZON NATIONAL COR COMMSTCK 320517105 28739 1979304 SH SOLE 1979304 0 0 FIRST REPUBLIC BANK COMMSTCK 33616C100 4337 65657 SH SOLE 65657 0 0 FIRSTENERGY CORPORATION COMMSTCK 337932107 29149 918662 SH SOLE 918662 0 0 FISERV INC COMMSTCK 337738108 761 8316 SH DFND 3 4718 0 3598 FISERV INC COMMSTCK 337738108 5242 57316 SH DFND 1 57316 0 0 FISERV INC COMMSTCK 337738108 76924 841064 SH SOLE 841064 0 0 FLEETMATICS GROUP PLC COMMSTCK G35569105 3539 69684 SH SOLE 69684 0 0 FLOTEK INDUSTRIES INC COMMSTCK 343389102 3181 278021 SH SOLE 278021 0 0 FLUOR CORPORATION COMMSTCK 343412102 18410 389882 SH SOLE 389882 0 0 FORD MOTOR COMPANY COMMSTCK 345370860 708 50276 SH DFND 3 50276 0 0 FORD MOTOR COMPANY COMMSTCK 345370860 710 50408 SH DFND 4 50408 0 0 FORD MOTOR COMPANY COMMSTCK 345370860 45367 3219770 SH SOLE 3219770 0 0 FOREST CITY ENTERPRISES IN COMMSTCK 345550107 768 35040 SH DFND 4 35040 0 0 FOREST CITY ENTERPRISES IN COMMSTCK 345550107 4327 197300 SH DFND 2 197300 0 0 FOREST CITY ENTERPRISES IN COMMSTCK 345550107 13211 602417 SH SOLE 602417 0 0 FORTUNE BRANDS HOME & SECU COMMSTCK 34964C106 50375 907666 SH SOLE 907666 0 0 FRANKS INTERNATIONAL NV COMMSTCK N33462107 8261 494954 SH SOLE 494954 0 0 G&K SERVICES INC. COMMSTCK 361268105 989 15721 SH DFND 3 15721 0 0 G&K SERVICES INC. COMMSTCK 361268105 23758 377703 SH SOLE 377703 0 0 GARTNER INC COMMSTCK 366651107 6735 74261 SH SOLE 74261 0 0 GENERAL CABLE CORPORATION COMMSTCK 369300108 134 9985 SH DFND 4 9985 0 0 GENERAL CABLE CORPORATION COMMSTCK 369300108 370 27572 SH SOLE 27572 0 0 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 456 744000 PRN DFND 4 744000 0 0 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1134 1850000 PRN DFND 3 1310000 0 540000 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 1484 2420000 PRN DFND 1 2420000 0 0 GENERAL CABLE CORPORATION CNVRTBND 369300AL2 28472 46437000 PRN SOLE 46437000 0 0 GENERAL ELECTRIC CO COMMSTCK 369604103 2148 68969 SH DFND 3 39040 0 29929 GENERAL ELECTRIC CO COMMSTCK 369604103 14985 481063 SH DFND 1 481063 0 0 GENERAL ELECTRIC CO COMMSTCK 369604103 255267 8194774 SH SOLE 8194774 0 0 GENERAL GROWTH PROPERTIES, COMMSTCK 370023103 19026 699213 SH SOLE 699213 0 0 GENERAL MILLS INC COMMSTCK 370334104 748 12971 SH DFND 3 7422 0 5549 GENERAL MILLS INC COMMSTCK 370334104 5159 89467 SH DFND 1 89467 0 0 GENERAL MILLS INC COMMSTCK 370334104 84690 1468776 SH SOLE 1468776 0 0 GENERAL MOTORS CO COMMSTCK 37045V100 26929 791806 SH SOLE 791806 0 0 GILEAD SCIENCES INC COMMSTCK 375558103 20732 204882 SH DFND 3 20221 0 184661 GILEAD SCIENCES INC COMMSTCK 375558103 322605 3188115 SH SOLE 3188115 0 0 GLAXOSMITHKLINE PLC DEPRECPT 37733W105 22254 551520 SH SOLE 551520 0 0 GOLDMAN SACHS GROUP INC/TH COMMSTCK 38141G104 21157 117391 SH SOLE 117391 0 0 GOODYEAR TIRE & RUBBER COM COMMSTCK 382550101 42565 1302880 SH SOLE 1302880 0 0 GORMAN-RUPP COMPANY (THE) COMMSTCK 383082104 38996 1458881 SH SOLE 1458881 0 0 GRANITE CONSTRUCTION INCOR COMMSTCK 387328107 2397 55859 SH SOLE 55859 0 0 GULFPORT ENERGY CORPORATIO COMMSTCK 402635304 3370 137173 SH SOLE 137173 0 0 H&R BLOCK INC COMMSTCK 093671105 10228 307069 SH SOLE 307069 0 0 HAIN CELESTIAL GROUP INC COMMSTCK 405217100 12652 313258 SH SOLE 313258 0 0 HALLIBURTON COMPANY COMMSTCK 406216101 822 24162 SH DFND 3 24162 0 0 HALLIBURTON COMPANY COMMSTCK 406216101 68885 2023653 SH SOLE 2023653 0 0 HANOVER INSURANCE GROUP IN COMMSTCK 410867105 32097 394604 SH SOLE 394604 0 0 HARRIS CORPORATION COMMSTCK 413875105 17512 201522 SH SOLE 201522 0 0 HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 1418 32618 SH DFND 3 18586 0 14032 HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 9736 224031 SH DFND 1 224031 0 0 HARTFORD FINANCIAL SERVICE COMMSTCK 416515104 300308 6909989 SH SOLE 6909989 0 0 HD SUPPLY INC COMMSTCK 40416M105 8597 286274 SH SOLE 286274 0 0 HDFC BANK LIMITED DEPRECPT 40415F101 1546 25097 SH SOLE 25097 0 0 HELMERICH & PAYNE, INC. COMMSTCK 423452101 313 5851 SH DFND 3 3324 0 2527 HELMERICH & PAYNE, INC. COMMSTCK 423452101 2155 40235 SH DFND 1 40235 0 0 HELMERICH & PAYNE, INC. COMMSTCK 423452101 54586 1019354 SH SOLE 1019354 0 0 HERSHEY COMPANY THE COMMSTCK 427866108 5620 62951 SH DFND 1 62951 0 0 HERSHEY COMPANY THE COMMSTCK 427866108 7474 83729 SH DFND 3 18133 0 65596 HERSHEY COMPANY THE COMMSTCK 427866108 285060 3193236 SH SOLE 3193236 0 0 HILL-ROM HOLDINGS INC COMMSTCK 431475102 5671 118006 SH SOLE 118006 0 0 HILTON WORLDWIDE HOLDINGS COMMSTCK 43300A104 2459 114900 SH DFND 2 114900 0 0 HOLOGIC INC COMMSTCK 436440101 5694 147180 SH SOLE 147180 0 0 HOLOGIC INC 2% CNVRTBND 436440AB7 11853 7003000 PRN SOLE 7003000 0 0 HOME DEPOT INC COMMSTCK 437076102 9690 73268 SH DFND 1 73268 0 0 HOME DEPOT INC COMMSTCK 437076102 28228 213448 SH DFND 3 23754 0 189694 HOME DEPOT INC COMMSTCK 437076102 433745 3279733 SH SOLE 3279733 0 0 HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 2015 19457 SH DFND 3 17117 0 2340 HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 3920 37846 SH DFND 1 37846 0 0 HONEYWELL INTERNATIONAL IN COMMSTCK 438516106 177114 1710089 SH SOLE 1710089 0 0 HORMEL FOODS CORPORATION COMMSTCK 440452100 9462 119647 SH SOLE 119647 0 0 HOST HOTELS & RESORTS INC COMMSTCK 44107P104 25 1640 SH SOLE 1640 0 0 HOST HOTELS & RESORTS INC COMMSTCK 44107P104 3631 236700 SH DFND 2 236700 0 0 HUMANA INC COMMSTCK 444859102 922 5163 SH DFND 3 5163 0 0 HUMANA INC COMMSTCK 444859102 56133 314453 SH SOLE 314453 0 0 HUNTINGTON BANCSHARES INC COMMSTCK 446150104 60572 5476648 SH SOLE 5476648 0 0 HUNTINGTON INGALLS INDUSTR COMMSTCK 446413106 4186 32996 SH SOLE 32996 0 0 ILLINOIS TOOL WORKS INC COMMSTCK 452308109 761 8214 SH DFND 3 4787 0 3427 ILLINOIS TOOL WORKS INC COMMSTCK 452308109 5320 57402 SH DFND 1 57402 0 0 ILLINOIS TOOL WORKS INC COMMSTCK 452308109 77264 833663 SH SOLE 833663 0 0 INC RESEARCH HOLDINGS INC COMMSTCK SBS7K7P23 7076 145868 SH SOLE 145868 0 0 INGERSOLL-RAND PLC COMMSTCK G47791101 1195 21617 SH DFND 3 17637 0 3980 INGERSOLL-RAND PLC COMMSTCK G47791101 3596 65037 SH DFND 1 65037 0 0 INGERSOLL-RAND PLC COMMSTCK G47791101 165338 2990385 SH SOLE 2990385 0 0 INGREDION INC COMMSTCK 457187102 36319 378958 SH SOLE 378958 0 0 INSULET CORP COMMSTCK 45784P101 10858 287180 SH SOLE 287180 0 0 INSULET CORP 2% CNVRTBND 45784PAD3 181 175000 PRN DFND 3 175000 0 0 INSULET CORP 2% CNVRTBND 45784PAD3 507 490000 PRN DFND 4 490000 0 0 INSULET CORP 2% CNVRTBND 45784PAD3 19413 18745000 PRN SOLE 18745000 0 0 INTEGRATED DEVICE TECHNOLO COMMSTCK 458118106 9221 349948 SH SOLE 349948 0 0 INTEL CORPORATION COMMSTCK 458140100 689 20006 SH DFND 3 20006 0 0 INTEL CORPORATION COMMSTCK 458140100 5145 149333 SH SOLE 149333 0 0 INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 15654 61086 SH DFND 3 0 0 61086 INTERCONTINENTAL EXCHANGE COMMSTCK 45866F104 291261 1136582 SH SOLE 1136582 0 0 INTERCONTINENTAL HOTELS LT DEPRECPT 45857P509 2804 72385 SH SOLE 72385 0 0 INTERNATIONAL BUSINESS MAC COMMSTCK 459200101 22685 164841 SH SOLE 164841 0 0 INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 7591 63449 SH DFND 3 0 0 63449 INTERNATIONAL FLAVORS & FR COMMSTCK 459506101 77438 647256 SH SOLE 647256 0 0 INTERNATIONAL PAPER CO COMMSTCK 460146103 13455 356900 SH SOLE 356900 0 0 INTUIT INC. COMMSTCK 461202103 10480 108605 SH SOLE 108605 0 0 INVESCO LTD COMMSTCK G491BT108 14388 429757 SH SOLE 429757 0 0 IPG PHOTONICS CORP COMMSTCK 44980X109 30879 346332 SH SOLE 346332 0 0 IRON MOUNTAIN INC COMMSTCK 46284V101 740 27399 SH DFND 3 27399 0 0 IRON MOUNTAIN INC COMMSTCK 46284V101 1707 63206 SH SOLE 63206 0 0 ISHARES MSCI CANADA INDEX ETIF 464286509 8862 412172 SH SOLE 412172 0 0 ISHARES MSCI EMERGING MARK ETIF 464286533 10190 209422 SH SOLE 209422 0 0 ISHARES MSCI INDIA INDEX F ETIF 46429B598 4356 158159 SH SOLE 158159 0 0 JARDEN CORP 1.125% CNVRTBND 471109AM0 110 90000 PRN DFND 3 0 0 90000 JARDEN CORP 1.125% CNVRTBND 471109AM0 466 380000 PRN DFND 4 380000 0 0 JARDEN CORP 1.125% CNVRTBND 471109AM0 18814 15335000 PRN SOLE 15335000 0 0 JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 209 200000 PRN DFND 4 200000 0 0 JAZZ INVESTMENTS LTD 1.875 CNVRTBND 472145AB7 12084 11550000 PRN SOLE 11550000 0 0 JAZZ PHARMACEUTICALS PLC COMMSTCK G50871105 51136 363799 SH SOLE 363799 0 0 JD.COM INC DEPRECPT 47215P106 3708 114911 SH SOLE 114911 0 0 JM SMUCKER CO/THE COMMSTCK 832696405 24593 199391 SH SOLE 199391 0 0 JOHN B. SANFILIPPO & SON, COMMSTCK 800422107 5086 94136 SH SOLE 94136 0 0 JOHN WILEY & SONS INC COMMSTCK 968223206 341 7578 SH DFND 3 4338 0 3240 JOHN WILEY & SONS INC COMMSTCK 968223206 2343 52038 SH DFND 1 52038 0 0 JOHN WILEY & SONS INC COMMSTCK 968223206 40193 892584 SH SOLE 892584 0 0 JOHNSON & JOHNSON COMMSTCK 478160104 12162 118401 SH DFND 3 24160 0 94241 JOHNSON & JOHNSON COMMSTCK 478160104 380657 3705773 SH SOLE 3705773 0 0 JONES LANG LASALLE INCORPO COMMSTCK 48020Q107 19517 122088 SH SOLE 122088 0 0 JOY GLOBAL INC. COMMSTCK 481165108 39 3055 SH DFND 4 3055 0 0 JOY GLOBAL INC. COMMSTCK 481165108 478 37900 SH SOLE 37900 0 0 JPMORGAN CHASE & CO COMMSTCK 46625H100 108 1630 SH DFND 4 1630 0 0 JPMORGAN CHASE & CO COMMSTCK 46625H100 1707 25849 SH DFND 3 25849 0 0 JPMORGAN CHASE & CO COMMSTCK 46625H100 233490 3536116 SH SOLE 3536116 0 0 KAR AUCTION SERVICES INC COMMSTCK 48238T109 941 25411 SH DFND 3 25411 0 0 KAR AUCTION SERVICES INC COMMSTCK 48238T109 2115 57121 SH SOLE 57121 0 0 KB HOME 1.375% CNVRTBND 48666KAS8 537 600000 PRN DFND 3 600000 0 0 KB HOME 1.375% CNVRTBND 48666KAS8 581 650000 PRN DFND 4 650000 0 0 KB HOME 1.375% CNVRTBND 48666KAS8 1140 1275000 PRN DFND 1 1275000 0 0 KB HOME 1.375% CNVRTBND 48666KAS8 34018 38035000 PRN SOLE 38035000 0 0 KELLOGG COMPANY COMMSTCK 487836108 29225 404393 SH SOLE 404393 0 0 KENNAMETAL INC COMMSTCK 489170100 105 5449 SH DFND 4 5449 0 0 KENNAMETAL INC COMMSTCK 489170100 2618 136335 SH SOLE 136335 0 0 KEURIG GREEN MOUNTAIN INC COMMSTCK 49271M100 20985 233224 SH SOLE 233224 0 0 KEYCORP COMMSTCK 493267108 32335 2451475 SH SOLE 2451475 0 0 KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 108 145000 PRN DFND 4 145000 0 0 KEYW HOLDING CORP 2.5% CNVRTBND 493723AA8 3602 4855000 PRN SOLE 4855000 0 0 KIMCO REALTY CORPORATION COMMSTCK 49446R109 10394 392835 SH SOLE 392835 0 0 L BRANDS INC COMMSTCK 501797104 12141 126709 SH SOLE 126709 0 0 LABORATORY CORPORATION OF COMMSTCK 50540R409 3317 26829 SH SOLE 26829 0 0 LAM RESEARCH CORPORATION COMMSTCK 512807108 13531 170368 SH SOLE 170368 0 0 LAMAR ADVERTISING COMPANY COMMSTCK 512816109 429 7152 SH DFND 3 7152 0 0 LAMAR ADVERTISING COMPANY COMMSTCK 512816109 1000 16665 SH SOLE 16665 0 0 LAS VEGAS SANDS CORP COMMSTCK 517834107 5750 131163 SH SOLE 131163 0 0 LAZARD LTD COMMSTCK G54050102 794 17650 SH DFND 3 17650 0 0 LAZARD LTD COMMSTCK G54050102 74536 1655989 SH SOLE 1655989 0 0 LDR HOLDING CORP COMMSTCK 50185U105 7294 290485 SH SOLE 290485 0 0 LEAR CORPORATION COMMSTCK 521865204 13649 111119 SH SOLE 111119 0 0 LEIDOS HOLDINGS INC COMMSTCK 525327102 2353 41815 SH SOLE 41815 0 0 LENNAR CORPORATION COMMSTCK 526057104 31174 637383 SH SOLE 637383 0 0 LENNOX INTERNATIONAL INC. COMMSTCK 526107107 7820 62611 SH SOLE 62611 0 0 LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 269 275000 PRN DFND 4 275000 0 0 LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 343 350000 PRN DFND 3 175000 0 175000 LIBERTY MEDIA CORP 1.375% CNVRTBND 531229AB8 8031 8200000 PRN SOLE 8200000 0 0 LINCOLN NATIONAL CORPORATI COMMSTCK 534187109 74186 1476047 SH SOLE 1476047 0 0 LINEAR TECHNOLOGY CORPORAT COMMSTCK 535678106 17880 421003 SH SOLE 421003 0 0 LINKEDIN CORP COMMSTCK 53578A108 20828 92534 SH SOLE 92534 0 0 LITHIA MOTORS INC. COMMSTCK 536797103 10954 102694 SH SOLE 102694 0 0 LOUISIANA PACIFIC CORP COMMSTCK 546347105 30253 1679790 SH SOLE 1679790 0 0 LOWES COMPANIES INC COMMSTCK 548661107 37893 498333 SH SOLE 498333 0 0 LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 374 4308 SH DFND 4 4308 0 0 LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 774 8904 SH DFND 3 8904 0 0 LYONDELLBASELL INDUSTRIES COMMSTCK N53745100 103597 1192139 SH SOLE 1192139 0 0 MACERICH COMPANY (THE) COMMSTCK 554382101 4115 51000 SH DFND 2 51000 0 0 MACYS INC COMMSTCK 55616P104 13397 382990 SH SOLE 382990 0 0 MANITOWOC COMPANY INC (THE COMMSTCK 563571108 2504 163128 SH SOLE 163128 0 0 MANPOWERGROUP INC COMMSTCK 56418H100 43765 519218 SH SOLE 519218 0 0 MARATHON OIL CORP COMMSTCK 565849106 87 6900 SH DFND 4 6900 0 0 MARATHON OIL CORP COMMSTCK 565849106 1803 143200 SH SOLE 143200 0 0 MARATHON PETROLEUM CORP COMMSTCK 56585A102 194 3743 SH DFND 4 3743 0 0 MARATHON PETROLEUM CORP COMMSTCK 56585A102 28238 544708 SH SOLE 544708 0 0 MARKET VECTORS VIETNAM ETF ETIF 57060U761 5777 390591 SH SOLE 390591 0 0 MARRIOTT INTERNATIONAL INC COMMSTCK 571903202 2339 34895 SH SOLE 34895 0 0 MASTERCARD INC COMMSTCK 57636Q104 24269 249266 SH DFND 3 0 0 249266 MASTERCARD INC COMMSTCK 57636Q104 268072 2753409 SH SOLE 2753409 0 0 MCCORMICK & COMPANY INCORP COMMSTCK 579780206 10072 117717 SH SOLE 117717 0 0 MCDONALDS CORPORATION COMMSTCK 580135101 1271 10759 SH DFND 3 10759 0 0 MCDONALDS CORPORATION COMMSTCK 580135101 3143 26604 SH SOLE 26604 0 0 MCKESSON CORP COMMSTCK 58155Q103 1753 8889 SH DFND 3 8294 0 595 MCKESSON CORP COMMSTCK 58155Q103 1877 9516 SH DFND 1 9516 0 0 MCKESSON CORP COMMSTCK 58155Q103 43196 219012 SH SOLE 219012 0 0 MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 879 11131 SH DFND 3 8260 0 2871 MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 3771 47763 SH DFND 1 47763 0 0 MEAD JOHNSON NUTRITION CO COMMSTCK 582839106 81255 1029200 SH SOLE 1029200 0 0 MEDIVATION INC COMMSTCK 58501N101 7236 149693 SH SOLE 149693 0 0 MEDNAX INC COMMSTCK 58502B106 17212 240192 SH SOLE 240192 0 0 MEDTRONIC INC COMMSTCK G5960L103 8624 112119 SH DFND 1 112119 0 0 MEDTRONIC INC COMMSTCK G5960L103 13971 181625 SH DFND 3 23489 0 158136 MEDTRONIC INC COMMSTCK G5960L103 305821 3975827 SH SOLE 3975827 0 0 MEMORIAL RESOURCE DEVELOPM COMMSTCK 58605Q109 32832 2032915 SH SOLE 2032915 0 0 MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 413 395000 PRN DFND 4 395000 0 0 MENTOR GRAPHICS CORPORATIO CNVRTBND 587200AK2 12909 12360000 PRN SOLE 12360000 0 0 MERCK & CO INC COMMSTCK 58933Y105 52286 989884 SH SOLE 989884 0 0 MEREDITH CORPORATION COMMSTCK 589433101 7243 167462 SH SOLE 167462 0 0 MERITOR INC 7.875% CNVRTBND 59001KAC4 2385 2000000 PRN DFND 3 0 0 2000000 MERITOR INC 7.875% CNVRTBND 59001KAC4 3130 2625000 PRN SOLE 2625000 0 0 METLIFE INC COMMSTCK 59156R108 219 4552 SH SOLE 4552 0 0 MGM RESORTS INTERNATIONAL COMMSTCK 552953101 3669 161492 SH SOLE 161492 0 0 MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 822 17670 SH DFND 3 17670 0 0 MICROCHIP TECHNOLOGY INCOR COMMSTCK 595017104 30714 659953 SH SOLE 659953 0 0 MICRON TECHNOLOGY INC COMMSTCK 595112103 22780 1608770 SH SOLE 1608770 0 0 MICROSEMI CORPORATION COMMSTCK 595137100 32094 984791 SH SOLE 984791 0 0 MICROSOFT CORPORATION COMMSTCK 594918104 20416 367988 SH DFND 1 367988 0 0 MICROSOFT CORPORATION COMMSTCK 594918104 35537 640539 SH DFND 3 102693 0 537846 MICROSOFT CORPORATION COMMSTCK 594918104 873405 15742696 SH SOLE 15742696 0 0 MID-AMERICA APARTMENT COMM COMMSTCK 59522J103 25530 281133 SH SOLE 281133 0 0 MOBILEYE NV COMMSTCK N51488117 5674 134210 SH SOLE 134210 0 0 MOHAWK INDUSTRIES INC COMMSTCK 608190104 10408 54958 SH SOLE 54958 0 0 MOLSON COORS BREWING CO COMMSTCK 60871R209 1382 14714 SH DFND 3 14714 0 0 MOLSON COORS BREWING CO COMMSTCK 60871R209 142208 1514143 SH SOLE 1514143 0 0 MONDELEZ INTERNATIONAL INC COMMSTCK 609207105 118827 2650027 SH SOLE 2650027 0 0 MONSANTO COMPANY COMMSTCK 61166W101 5440 55222 SH DFND 3 6162 0 49060 MONSANTO COMPANY COMMSTCK 61166W101 60939 618544 SH SOLE 618544 0 0 MONSTER BEVERAGE CORP COMMSTCK 61174X109 8394 56351 SH SOLE 56351 0 0 MORGAN STANLEY COMMSTCK 617446448 957 30079 SH DFND 3 17153 0 12926 MORGAN STANLEY COMMSTCK 617446448 6601 207504 SH DFND 1 207504 0 0 MORGAN STANLEY COMMSTCK 617446448 155100 4875818 SH SOLE 4875818 0 0 MSA SAFETY INC COMMSTCK 553498106 9794 225295 SH SOLE 225295 0 0 MYLAN INC COMMSTCK N59465109 217 4020 SH DFND 4 4020 0 0 MYLAN INC COMMSTCK N59465109 25184 465765 SH SOLE 465765 0 0 NASDAQ INC COMMSTCK 631103108 97866 1682421 SH SOLE 1682421 0 0 NATIONAL FUEL GAS COMPANY COMMSTCK 636180101 19481 455706 SH SOLE 455706 0 0 NCR CORPORATION COMMSTCK 62886E108 330 13491 SH DFND 4 13491 0 0 NCR CORPORATION COMMSTCK 62886E108 4414 180452 SH SOLE 180452 0 0 NETAPP INC COMMSTCK 64110D104 14876 560718 SH SOLE 560718 0 0 NETEASE INC DEPRECPT 64110W102 6067 33473 SH SOLE 33473 0 0 NEUROCRINE BIOSCIENCES INC COMMSTCK 64125C109 10718 189473 SH SOLE 189473 0 0 NEW ORIENTAL EDUCATION & T DEPRECPT 647581107 3895 124167 SH SOLE 124167 0 0 NEWFIELD EXPLORATION COMPA COMMSTCK 651290108 58683 1802304 SH SOLE 1802304 0 0 NEXTERA ENERGY INC COMMSTCK 65339F101 11823 113803 SH SOLE 113803 0 0 NIELSEN NV COMMSTCK G6578L108 979 21012 SH DFND 3 21012 0 0 NIELSEN NV COMMSTCK G6578L108 2257 48426 SH SOLE 48426 0 0 NIKE INC COMMSTCK 654106103 8520 136327 SH DFND 3 0 0 136327 NIKE INC COMMSTCK 654106103 125691 2011058 SH SOLE 2011058 0 0 NOAH HOLDINGS LTD DEPRECPT 65487X102 1206 43183 SH SOLE 43183 0 0 NOBLE CORPORATION PLC COMMSTCK G65431101 7593 719693 SH SOLE 719693 0 0 NORFOLK SOUTHERN CORPORATI COMMSTCK 655844108 9980 117985 SH SOLE 117985 0 0 NORTHERN TRUST CORPORATION COMMSTCK 665859104 5542 76879 SH SOLE 76879 0 0 NORTHROP GRUMMAN CORP COMMSTCK 666807102 8679 45965 SH SOLE 45965 0 0 NORWEGIAN CRUISE LINES LTD COMMSTCK G66721104 10083 172068 SH SOLE 172068 0 0 NUANCE COMMUNICATIONS INC COMMSTCK 67020Y100 26517 1333183 SH SOLE 1333183 0 0 NUVASIVE INC. 2.75% CNVRTBND 670704AC9 169 124000 PRN DFND 4 124000 0 0 NUVASIVE INC. 2.75% CNVRTBND 670704AC9 8653 6342000 PRN SOLE 6342000 0 0 NVIDIA CORPORATION COMMSTCK 67066G104 62136 1885190 SH SOLE 1885190 0 0 OAKTREE CAPITAL GROUP LLC COMMSTCK 674001201 12168 254989 SH SOLE 254989 0 0 OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 577 8527 SH DFND 3 8527 0 0 OCCIDENTAL PETROLEUM CORPO COMMSTCK 674599105 54998 813458 SH SOLE 813458 0 0 ON SEMICONDUCTOR CORPORATI COMMSTCK 682189105 25869 2639695 SH SOLE 2639695 0 0 OPHTHOTECH CORP COMMSTCK 683745103 6531 83168 SH SOLE 83168 0 0 ORACLE CORPORATION COMMSTCK 68389X105 36390 996166 SH SOLE 996166 0 0 ORBITAL ATK INC COMMSTCK 68557N103 109 1224 SH DFND 4 1224 0 0 ORBITAL ATK INC COMMSTCK 68557N103 1366 15295 SH SOLE 15295 0 0 OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 9724 38371 SH DFND 3 0 0 38371 OREILLY AUTOMOTIVE INC COMMSTCK 67103H107 220404 869718 SH SOLE 869718 0 0 OUTFRONT MEDIA INC COMMSTCK 69007J106 334 15293 SH DFND 3 15293 0 0 OUTFRONT MEDIA INC COMMSTCK 69007J106 9959 456225 SH SOLE 456225 0 0 OWENS & MINOR INC COMMSTCK 690732102 21539 598633 SH SOLE 598633 0 0 OWENS CORNING COMMSTCK 690742101 36167 769023 SH SOLE 769023 0 0 PACCAR INC COMMSTCK 693718108 248 5239 SH DFND 3 2958 0 2281 PACCAR INC COMMSTCK 693718108 1675 35342 SH DFND 1 35342 0 0 PACCAR INC COMMSTCK 693718108 25079 529093 SH SOLE 529093 0 0 PACKAGING CORPORATION OF A COMMSTCK 695156109 5827 92425 SH SOLE 92425 0 0 PALO ALTO NETWORKS INC COMMSTCK 697435105 9511 53994 SH SOLE 53994 0 0 PANERA BREAD COMPANY COMMSTCK 69840W108 13464 69124 SH SOLE 69124 0 0 PARAMOUNT GROUP INC COMMSTCK 69924R108 3756 207500 SH DFND 2 207500 0 0 PAYPAL HOLDINGS INC COMMSTCK 70450Y103 82688 2284201 SH SOLE 2284201 0 0 PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 191 238000 PRN DFND 4 238000 0 0 PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 611 763000 PRN DFND 3 763000 0 0 PDL BIOPHARMA INC 4% CNVRTBND 69329YAF1 10708 13374000 PRN SOLE 13374000 0 0 PEPSICO INC COMMSTCK 713448108 17659 176732 SH DFND 3 0 0 176732 PEPSICO INC COMMSTCK 713448108 180525 1806693 SH SOLE 1806693 0 0 PFIZER INC COMMSTCK 717081103 4766 147646 SH DFND 3 124093 0 23553 PFIZER INC COMMSTCK 717081103 12084 374364 SH DFND 1 374364 0 0 PFIZER INC COMMSTCK 717081103 247200 7657998 SH SOLE 7657998 0 0 PHILIP MORRIS INTERNATIONA COMMSTCK 718172109 285 3246 SH SOLE 3246 0 0 PHILLIPS 66 COMMSTCK 718546104 839 10253 SH DFND 3 8895 0 1358 PHILLIPS 66 COMMSTCK 718546104 1772 21667 SH DFND 1 21667 0 0 PHILLIPS 66 COMMSTCK 718546104 44185 540154 SH SOLE 540154 0 0 PIEDMONT OFFICE REALTY TRU COMMSTCK 720190206 5394 285700 SH DFND 2 285700 0 0 PINNACLE FOODS INC COMMSTCK 72348P104 25277 595302 SH SOLE 595302 0 0 PIONEER NATURAL RESOURCES COMMSTCK 723787107 21831 174121 SH SOLE 174121 0 0 PITNEY BOWES INC COMMSTCK 724479100 8247 399361 SH SOLE 399361 0 0 PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 2275 23868 SH DFND 3 19888 0 3980 PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 6242 65493 SH DFND 1 65493 0 0 PNC FINANCIAL SERVICES GRO COMMSTCK 693475105 182617 1916034 SH SOLE 1916034 0 0 POWERHOUSE SENIOR LOAN POR ETIF 73936Q769 2061 92000 SH SOLE 92000 0 0 POWERSHARES INTERNATIONAL ETIF 73937B621 1738 66370 SH SOLE 66370 0 0 PRAXAIR INC COMMSTCK 74005P104 1528 14922 SH SOLE 14922 0 0 PRECISION CASTPARTS CORP COMMSTCK 740189105 8028 34601 SH DFND 3 0 0 34601 PRECISION CASTPARTS CORP COMMSTCK 740189105 86890 374509 SH SOLE 374509 0 0 PROCTER & GAMBLE COMPANY COMMSTCK 742718109 685 8623 SH SOLE 8623 0 0 PROGRESSIVE CORPORATION (T COMMSTCK 743315103 10577 332619 SH SOLE 332619 0 0 PROLOGIS INC COMMSTCK 74340W103 9872 230000 SH DFND 2 230000 0 0 PROSHARES S&P 500 ARISTOCR COMMSTCK 74348A467 10141 205701 SH SOLE 205701 0 0 PUBLIC SERVICE ENTERPRISE COMMSTCK 744573106 123426 3190124 SH SOLE 3190124 0 0 PUBLIC STORAGE COMMSTCK 74460D109 191 773 SH SOLE 773 0 0 PUBLIC STORAGE COMMSTCK 74460D109 12311 49700 SH DFND 2 49700 0 0 PULTE GROUP INC COMMSTCK 745867101 3651 204895 SH SOLE 204895 0 0 PVH CORP COMMSTCK 693656100 2252 30581 SH SOLE 30581 0 0 QLIK TECHNOLOGIES INC COMMSTCK 74733T105 8804 278072 SH SOLE 278072 0 0 QORVO INC COMMSTCK 74736K101 22881 449521 SH SOLE 449521 0 0 QUALCOMM INCORPORATED COMMSTCK 747525103 901 18016 SH DFND 3 18016 0 0 QUALCOMM INCORPORATED COMMSTCK 747525103 12195 243968 SH SOLE 243968 0 0 QUEST DIAGNOSTICS INCORPOR COMMSTCK 74834L100 15690 220556 SH SOLE 220556 0 0 QUESTAR CORPORATION COMMSTCK 748356102 12561 644809 SH SOLE 644809 0 0 QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 237 245000 PRN DFND 4 245000 0 0 QUIDEL CORPORATION 3.25% CNVRTBND 74838JAA9 8487 8755000 PRN SOLE 8755000 0 0 RANGE RESOURCES CORPORATIO COMMSTCK 75281A109 2987 121378 SH SOLE 121378 0 0 RAYTHEON COMPANY COMMSTCK 755111507 8105 65085 SH DFND 3 0 0 65085 RAYTHEON COMPANY COMMSTCK 755111507 210353 1689178 SH SOLE 1689178 0 0 REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 526 27897 SH DFND 3 27897 0 0 REGAL ENTERTAINMENT GROUP COMMSTCK 758766109 12338 653867 SH SOLE 653867 0 0 REGENERON PHARMACEUTICALS, COMMSTCK 75886F107 212 391 SH SOLE 391 0 0 REGIONS FINANCIAL CORPORAT COMMSTCK 7591EP100 33951 3536577 SH SOLE 3536577 0 0 REINSURANCE GROUP OF AMERI COMMSTCK 759351604 25380 296670 SH SOLE 296670 0 0 RESOLUTE FOREST PRODUCTS COMMSTCK 76117W109 287 37976 SH DFND 3 0 0 37976 RETAIL OPPORTUNITY INVESTM COMMSTCK 76131N101 2100 117300 SH DFND 2 117300 0 0 REXFORD INDUSTRIAL REALTY COMMSTCK 76169C100 3118 190600 SH DFND 2 190600 0 0 REYNOLDS AMERICAN INC COMMSTCK 761713106 14329 310494 SH DFND 3 11827 0 298667 REYNOLDS AMERICAN INC COMMSTCK 761713106 275873 5977746 SH SOLE 5977746 0 0 RITE AID CORPORATION COMMSTCK 767754104 7230 922139 SH SOLE 922139 0 0 RLJ LODGING TRUST COMMSTCK 74965L101 2193 101400 SH DFND 2 101400 0 0 ROCKWELL COLLINS INC. COMMSTCK 774341101 7209 78102 SH SOLE 78102 0 0 ROPER TECHNOLOGIES INC COMMSTCK 776696106 8565 45129 SH SOLE 45129 0 0 ROSS STORES, INC. COMMSTCK 778296103 2633 48930 SH DFND 1 48930 0 0 ROSS STORES, INC. COMMSTCK 778296103 12131 225445 SH DFND 3 4055 0 221390 ROSS STORES, INC. COMMSTCK 778296103 253752 4715706 SH SOLE 4715706 0 0 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 295 330000 PRN DFND 4 330000 0 0 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 805 900000 PRN DFND 3 900000 0 0 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 979 1095000 PRN DFND 1 1095000 0 0 RYLAND GROUP INC (THE) 0.2 CNVRTBND 783764AS2 20316 22715000 PRN SOLE 22715000 0 0 SABRE CORP COMMSTCK 78573M104 15157 541914 SH SOLE 541914 0 0 SANDISK CORPORATION COMMSTCK 80004C101 2650 34879 SH SOLE 34879 0 0 SANDRIDGE ENERGY INC COMMSTCK 80007P307 2 11755 SH DFND 4 11755 0 0 SANDRIDGE ENERGY INC COMMSTCK 80007P307 22 110418 SH SOLE 110418 0 0 SBA COMMUNICATIONS CORPORA COMMSTCK 78388J106 7808 74308 SH SOLE 74308 0 0 SCHLUMBERGER NV COMMSTCK 806857108 4138 59323 SH DFND 1 59323 0 0 SCHLUMBERGER NV COMMSTCK 806857108 6091 87327 SH DFND 3 5003 0 82324 SCHLUMBERGER NV COMMSTCK 806857108 207935 2981150 SH SOLE 2981150 0 0 SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 1041 18863 SH DFND 3 10884 0 7979 SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 7205 130510 SH DFND 1 130510 0 0 SCRIPPS NETWORKS INTERACTI COMMSTCK 811065101 113915 2063302 SH SOLE 2063302 0 0 SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 103 130000 PRN DFND 4 130000 0 0 SEACOR HOLDINGS INC. 3% CNVRTBND 81170YAB5 3463 4370000 PRN SOLE 4370000 0 0 SEI INVESTMENTS COMPANY COMMSTCK 784117103 18862 359956 SH SOLE 359956 0 0 SERVICENOW INC COMMSTCK 81762P102 7250 83753 SH SOLE 83753 0 0 SHERWIN-WILLIAMS COMPANY ( COMMSTCK 824348106 13814 53211 SH SOLE 53211 0 0 SHIRE PLC DEPRECPT 82481R106 3218 15699 SH SOLE 15699 0 0 SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 463 480000 PRN DFND 4 480000 0 0 SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 501 520000 PRN DFND 3 520000 0 0 SHUTTERFLY INC 0.25% CNVRTBND 82568PAB2 17049 17690000 PRN SOLE 17690000 0 0 SIGNATURE BANK NA COMMSTCK 82669G104 8398 54755 SH SOLE 54755 0 0 SIGNET JEWELERS LTD COMMSTCK G81276100 417 3373 SH DFND 3 3373 0 0 SIGNET JEWELERS LTD COMMSTCK G81276100 20624 166737 SH SOLE 166737 0 0 SIMON PROPERTY GROUP INC COMMSTCK 828806109 2217 11402 SH SOLE 11402 0 0 SIMON PROPERTY GROUP INC COMMSTCK 828806109 19152 98500 SH DFND 2 98500 0 0 SKYWORKS SOLUTIONS INC. COMMSTCK 83088M102 12168 158380 SH SOLE 158380 0 0 SNAP-ON INCORPORATED COMMSTCK 833034101 1525 8897 SH DFND 3 8897 0 0 SNAP-ON INCORPORATED COMMSTCK 833034101 11065 64543 SH SOLE 64543 0 0 SOUTHERN COMPANY (THE) COMMSTCK 842587107 210 4498 SH SOLE 4498 0 0 SOUTHWEST AIRLINES CO COMMSTCK 844741108 16742 388798 SH SOLE 388798 0 0 SPECTRA ENERGY CORP COMMSTCK 847560109 501 20935 SH DFND 3 20935 0 0 SPECTRA ENERGY CORP COMMSTCK 847560109 1144 47773 SH SOLE 47773 0 0 SPLUNK INC COMMSTCK 848637104 4715 80180 SH SOLE 80180 0 0 SPRINT COMMUNICATIONS INC COMMSTCK 85207U105 104 28807 SH SOLE 28807 0 0 SS&C TECHNOLOGIES HOLDINGS COMMSTCK 78467J100 8548 125206 SH SOLE 125206 0 0 STANLEY BLACK & DECKER INC COMMSTCK 854502101 5768 54047 SH SOLE 54047 0 0 STARBUCKS CORPORATION COMMSTCK 855244109 303 5043 SH DFND 4 5043 0 0 STARBUCKS CORPORATION COMMSTCK 855244109 17699 294828 SH DFND 3 0 0 294828 STARBUCKS CORPORATION COMMSTCK 855244109 318080 5298682 SH SOLE 5298682 0 0 STARWOOD HOTELS & RESORTS COMMSTCK 85590A401 3339 48189 SH SOLE 48189 0 0 STARWOOD PROPERTY TRUST IN COMMSTCK 85571B105 2619 127382 SH SOLE 127382 0 0 STARWOOD WAYPOINT RESIDENT COMMSTCK 85571W109 686 30288 SH SOLE 30288 0 0 STATE STREET CORP COMMSTCK 857477103 580 8735 SH DFND 3 4976 0 3759 STATE STREET CORP COMMSTCK 857477103 3982 59999 SH DFND 1 59999 0 0 STATE STREET CORP COMMSTCK 857477103 92522 1394238 SH SOLE 1394238 0 0 STEELCASE INC. COMMSTCK 858155203 14864 997560 SH SOLE 997560 0 0 STORE CAPITAL COMMSTCK 862121100 2518 108518 SH DFND 2 108518 0 0 STRYKER CORPORATION COMMSTCK 863667101 2503 26932 SH SOLE 26932 0 0 SUMMIT MATERIALS INC COMMSTCK 86614U100 2179 108751 SH SOLE 108751 0 0 SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 91 105000 PRN DFND 3 0 0 105000 SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 165 190000 PRN DFND 4 190000 0 0 SUNPOWER CORP 0.875% CNVRTBND 867652AJ8 14078 16205000 PRN SOLE 16205000 0 0 SUNTRUST BANKS INC COMMSTCK 867914103 42501 992087 SH SOLE 992087 0 0 SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 181 180000 PRN DFND 4 180000 0 0 SYNCHRONOSS TECHNOLOGIES I CNVRTBND 87157BAA1 10417 10365000 PRN SOLE 10365000 0 0 SYNCHRONY FINANCIAL COMMSTCK 87165B103 527 17321 SH DFND 3 17321 0 0 SYNCHRONY FINANCIAL COMMSTCK 87165B103 121749 4003570 SH SOLE 4003570 0 0 SYNGENTA INTERNATIONAL AG DEPRECPT 87160A100 23242 295213 SH SOLE 295213 0 0 TABLEAU SOFTWARE INC COMMSTCK 87336U105 3946 41884 SH SOLE 41884 0 0 TAIWAN SEMICONDUCTOR MANUF DEPRECPT 874039100 104047 4573499 SH SOLE 4573499 0 0 TANGER FACTORY OUTLET CENT COMMSTCK 875465106 2914 89100 SH DFND 2 89100 0 0 TARGET CORPORATION COMMSTCK 87612E106 12386 170583 SH SOLE 170583 0 0 TAUBMAN CENTERS INC COMMSTCK 876664103 8401 109500 SH DFND 2 109500 0 0 TCP CAPITAL CORP COMMSTCK 87238Q103 489 35081 SH DFND 3 35081 0 0 TCP CAPITAL CORP COMMSTCK 87238Q103 4242 304550 SH SOLE 304550 0 0 TD AMERITRADE HOLDING CORP COMMSTCK 87236Y108 9558 275380 SH SOLE 275380 0 0 TE CONNECTIVITY LTD COMMSTCK H84989104 258 3986 SH DFND 4 3986 0 0 TE CONNECTIVITY LTD COMMSTCK H84989104 3675 56873 SH SOLE 56873 0 0 TEGNA INC COMMSTCK 36473H104 760 46680 SH DFND 3 0 0 46680 TEGNA INC COMMSTCK 36473H104 5601 343839 SH SOLE 343839 0 0 TEGNA INC COMMSTCK 87901J105 518 20284 SH DFND 3 20284 0 0 TEGNA INC COMMSTCK 87901J105 8597 336871 SH SOLE 336871 0 0 TESARO INC COMMSTCK 881569107 6506 124349 SH SOLE 124349 0 0 TEVA PHARMACEUTICAL INDUST DEPRECPT 881624209 23300 354962 SH SOLE 354962 0 0 TEXAS INSTRUMENTS INC COMMSTCK 882508104 221 4030 SH SOLE 4030 0 0 TEXAS ROADHOUSE HOLDINGS L COMMSTCK 882681109 7395 206728 SH SOLE 206728 0 0 THE KROGER CO COMMSTCK 501044101 20057 479484 SH SOLE 479484 0 0 THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 359 480000 PRN DFND 4 480000 0 0 THERAVANCE INC. 2.125% CNVRTBND 88338TAB0 9741 13020000 PRN SOLE 13020000 0 0 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 586 4129 SH DFND 4 4129 0 0 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 5620 39617 SH DFND 1 39617 0 0 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 19438 137035 SH DFND 3 3239 0 133796 THERMO FISHER SCIENTIFIC I COMMSTCK 883556102 292533 2062267 SH SOLE 2062267 0 0 TIME INC (KOREA) COMMSTCK 887228104 289 18456 SH DFND 3 18456 0 0 TIME INC (KOREA) COMMSTCK 887228104 671 42830 SH SOLE 42830 0 0 TIME WARNER INC COMMSTCK 887317303 12150 187875 SH DFND 3 11668 0 176207 TIME WARNER INC COMMSTCK 887317303 270470 4182305 SH SOLE 4182305 0 0 TJX COS INC COMMSTCK 872540109 1062 14979 SH DFND 3 8561 0 6418 TJX COS INC COMMSTCK 872540109 7392 104245 SH DFND 1 104245 0 0 TJX COS INC COMMSTCK 872540109 130675 1842823 SH SOLE 1842823 0 0 TOLL BROTHERS FINANCE CORP CNVRTBND 88947EAM2 998 1000000 PRN SOLE 1000000 0 0 TOLL BROTHERS INC COMMSTCK 889478103 61159 1836613 SH SOLE 1836613 0 0 TORO COMPANY (THE) COMMSTCK 891092108 6137 83990 SH SOLE 83990 0 0 TOTAL SYSTEM SERVICES INC COMMSTCK 891906109 22432 450447 SH SOLE 450447 0 0 TOWERS WATSON & CO COMMSTCK 891894107 17890 139267 SH SOLE 139267 0 0 TRACTOR SUPPLY COMPANY COMMSTCK 892356106 12653 147985 SH SOLE 147985 0 0 TRANSUNION COMMSTCK 89400J107 9474 343646 SH SOLE 343646 0 0 TRAVELERS COS INC COMMSTCK 89417E109 678 6008 SH DFND 3 3407 0 2601 TRAVELERS COS INC COMMSTCK 89417E109 4690 41557 SH DFND 1 41557 0 0 TRAVELERS COS INC COMMSTCK 89417E109 133514 1183005 SH SOLE 1183005 0 0 TRI RESOURCES INC COMMSTCK 87612G101 173 6383 SH DFND 3 6383 0 0 TRI RESOURCES INC COMMSTCK 87612G101 399 14748 SH SOLE 14748 0 0 TRIPLEPOINT VENTURE GROWTH COMMSTCK 89677Y100 4306 360000 SH SOLE 360000 0 0 TWITTER INC COMMSTCK 90184L102 9074 392118 SH SOLE 392118 0 0 TYSON FOODS INC COMMSTCK 902494103 84456 1583641 SH SOLE 1583641 0 0 UDR INC COMMSTCK 902653104 25031 666249 SH SOLE 666249 0 0 ULTA SALON COSMETICS & FRA COMMSTCK 90384S303 16655 90027 SH SOLE 90027 0 0 ULTIMATE SOFTWARE GROUP, I COMMSTCK 90385D107 8034 41091 SH SOLE 41091 0 0 UNDER ARMOUR INC COMMSTCK 904311107 6577 81586 SH SOLE 81586 0 0 UNION PACIFIC CORPORATION COMMSTCK 907818108 1032 13199 SH DFND 3 7523 0 5676 UNION PACIFIC CORPORATION COMMSTCK 907818108 7101 90803 SH DFND 1 90803 0 0 UNION PACIFIC CORPORATION COMMSTCK 907818108 113295 1448787 SH SOLE 1448787 0 0 UNITED CONTINENTAL HOLDING COMMSTCK 910047109 257 4490 SH DFND 4 4490 0 0 UNITED CONTINENTAL HOLDING COMMSTCK 910047109 78365 1367629 SH SOLE 1367629 0 0 UNITED PARCEL SERVICE INC COMMSTCK 911312106 7055 73316 SH DFND 3 0 0 73316 UNITED PARCEL SERVICE INC COMMSTCK 911312106 179162 1861815 SH SOLE 1861815 0 0 UNITED RENTALS, INC. COMMSTCK 911363109 5625 77543 SH SOLE 77543 0 0 UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 8497 88442 SH DFND 3 0 0 88442 UNITED TECHNOLOGIES CORPOR COMMSTCK 913017109 90481 941826 SH SOLE 941826 0 0 UNITEDHEALTH GROUP INC COMMSTCK 91324P102 7072 60118 SH SOLE 60118 0 0 UNUM GROUP COMMSTCK 91529Y106 41206 1237794 SH SOLE 1237794 0 0 US BANCORP COMMSTCK 902973304 1084 25414 SH DFND 3 14694 0 10720 US BANCORP COMMSTCK 902973304 7518 176195 SH DFND 1 176195 0 0 US BANCORP COMMSTCK 902973304 169977 3983534 SH SOLE 3983534 0 0 VALERO ENERGY CORPORATION COMMSTCK 91913Y100 632 8934 SH DFND 3 8934 0 0 VALERO ENERGY CORPORATION COMMSTCK 91913Y100 116388 1645990 SH SOLE 1645990 0 0 VALSPAR CORP COMMSTCK 920355104 496 5985 SH DFND 3 3396 0 2589 VALSPAR CORP COMMSTCK 920355104 3323 40064 SH DFND 1 40064 0 0 VALSPAR CORP COMMSTCK 920355104 119456 1440096 SH SOLE 1440096 0 0 VANTIV INC COMMSTCK 92210H105 5835 123044 SH SOLE 123044 0 0 VCA INC COMMSTCK 918194101 4498 81787 SH SOLE 81787 0 0 VENTAS INC COMMSTCK 92276F100 4130 73188 SH SOLE 73188 0 0 VENTAS INC COMMSTCK 92276F100 8273 146600 SH DFND 2 146600 0 0 VERISK ANALYTICS INC COMMSTCK 92345Y106 12393 161199 SH SOLE 161199 0 0 VERIZON COMMUNICATIONS INC COMMSTCK 92343V104 50558 1093864 SH SOLE 1093864 0 0 VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 4761 37835 SH DFND 3 0 0 37835 VERTEX PHARMACEUTICALS INC COMMSTCK 92532F100 91792 729490 SH SOLE 729490 0 0 VIAVI SOLUTIONS INC 0.625% CNVRTBND 46612JAF8 2811 3000000 PRN SOLE 3000000 0 0 VIPSHOP HOLDINGS LTD DEPRECPT 92763W103 4467 292503 SH SOLE 292503 0 0 VISA INC COMMSTCK 92826C839 681 8780 SH DFND 3 5041 0 3739 VISA INC COMMSTCK 92826C839 4729 60978 SH DFND 1 60978 0 0 VISA INC COMMSTCK 92826C839 189630 2445255 SH SOLE 2445255 0 0 VORNADO REALTY TRUST COMMSTCK 929042109 1939 19400 SH DFND 2 19400 0 0 VOYA FINANCIAL INC COMMSTCK 929089100 83160 2253046 SH SOLE 2253046 0 0 VULCAN MATERIALS COMPANY COMMSTCK 929160109 8878 93487 SH SOLE 93487 0 0 W R GRACE & CO COMMSTCK 38388F108 13773 138302 SH SOLE 138302 0 0 WABCO HOLDINGS INC COMMSTCK 92927K102 73204 715858 SH SOLE 715858 0 0 WAL-MART STORES INC COMMSTCK 931142103 20555 335324 SH SOLE 335324 0 0 WALGREENS BOOTS ALLIANCE I COMMSTCK 931427108 19962 234420 SH SOLE 234420 0 0 WALT DISNEY CO COMMSTCK 254687106 8187 77910 SH DFND 1 77910 0 0 WALT DISNEY CO COMMSTCK 254687106 19856 188958 SH DFND 3 6584 0 182374 WALT DISNEY CO COMMSTCK 254687106 342642 3260769 SH SOLE 3260769 0 0 WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 352 315000 PRN DFND 4 315000 0 0 WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 838 750000 PRN DFND 3 600000 0 150000 WEBMD HEALTH CORP 1.5% CNVRTBND 94770VAK8 37030 33155000 PRN SOLE 33155000 0 0 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 386 375000 PRN DFND 3 375000 0 0 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 617 600000 PRN DFND 4 600000 0 0 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 1065 1035000 PRN DFND 1 1035000 0 0 WEBMD HEALTH CORP 2.5% CNVRTBND 94770VAF9 16588 16124000 PRN SOLE 16124000 0 0 WELLCARE HEALTH PLANS INC COMMSTCK 94946T106 14058 179745 SH SOLE 179745 0 0 WELLS FARGO & COMPANY COMMSTCK 949746101 3351 61640 SH DFND 3 46398 0 15242 WELLS FARGO & COMPANY COMMSTCK 949746101 12975 238695 SH DFND 1 238695 0 0 WELLS FARGO & COMPANY COMMSTCK 949746101 295892 5443194 SH SOLE 5443194 0 0 WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 13404 11545 SH DFND 3 3645 0 7900 WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 5764 4965 SH DFND 1 4965 0 0 WELLS FARGO & COMPANY 7.5% PFDDOM 949746804 84008 72358 SH SOLE 72358 0 0 WELLTOWER INC COMMSTCK 95040Q104 9987 146800 SH DFND 2 146800 0 0 WESTAR ENERGY INC COMMSTCK 95709T100 37564 885745 SH SOLE 885745 0 0 WESTERN DIGITAL CORPORATIO COMMSTCK 958102105 13476 224417 SH SOLE 224417 0 0 WESTLAKE CHEMICAL CORP COMMSTCK 960413102 3661 67391 SH SOLE 67391 0 0 WHEELER REAL ESTATE INVEST COMMSTCK 963025101 162 83950 SH SOLE 83950 0 0 WHIRLPOOL CORPORATION COMMSTCK 963320106 60608 412667 SH SOLE 412667 0 0 WHITEWAVE FOODS CO COMMSTCK 966244105 4115 105748 SH SOLE 105748 0 0 WHOLE FOODS MARKET INC COMMSTCK 966837106 13501 403026 SH SOLE 403026 0 0 WILLIAMS-SONOMA, INC. COMMSTCK 969904101 5920 101350 SH SOLE 101350 0 0 WINDSTREAM SERVICES LLC COMMSTCK 97382A200 31 4800 SH DFND 4 4800 0 0 WINDSTREAM SERVICES LLC COMMSTCK 97382A200 592 91879 SH SOLE 91879 0 0 XILINX INC COMMSTCK 983919101 5653 120357 SH SOLE 120357 0 0 XL GROUP PLC COMMSTCK G98290102 82477 2105070 SH SOLE 2105070 0 0 YAHOO! INC. COMMSTCK 984332106 13966 419900 SH SOLE 419900 0 0 ZIMMER BIOMET HOLDINGS INC COMMSTCK 98956P102 18877 184002 SH SOLE 184002 0 0 ZOETIS INC COMMSTCK 98978V103 1291 26947 SH DFND 3 15287 0 11660 ZOETIS INC COMMSTCK 98978V103 8788 183381 SH DFND 1 183381 0 0 ZOETIS INC COMMSTCK 98978V103 155599 3247066 SH SOLE 3247066 0 0