0001085146-13-001982.txt : 20131114
0001085146-13-001982.hdr.sgml : 20131114
20131114140548
ACCESSION NUMBER: 0001085146-13-001982
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130930
FILED AS OF DATE: 20131114
DATE AS OF CHANGE: 20131114
EFFECTIVENESS DATE: 20131114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AQR CAPITAL MANAGEMENT LLC
CENTRAL INDEX KEY: 0001167557
IRS NUMBER: 133987414
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10120
FILM NUMBER: 131218845
BUSINESS ADDRESS:
STREET 1: TWO GREENWICH PLAZA
STREET 2: 3RD FLOOR
CITY: GREENWICH
STATE: CT
ZIP: 06830
BUSINESS PHONE: 203-742-3600
MAIL ADDRESS:
STREET 1: TWO GREENWICH PLAZA
STREET 2: 3RD FLOOR
CITY: GREENWICH
STATE: CT
ZIP: 06830
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001167557
XXXXXXXX
09-30-2013
09-30-2013
false
AQR CAPITAL MANAGEMENT LLC
TWO GREENWICH PLAZA
3RD FLOOR
GREENWICH
CT
06830
13F HOLDINGS REPORT
028-10120
N
Clifford S. Asness
Managing Member
203-742-3600
/s/ Clifford S. Asness
Greenwich
CT
11-14-2013
1
2471
28371678
01
0001167456
028-10114
CNH PARTNERS LLC
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
1 800 FLOWERS COM
CL A
68243Q106
201
40711
SH
SOLE
25811
0
0
3-D SYS CORP DEL
COM NEW
88554D205
2899
53693
SH
SOLE
53693
0
0
3M CO
COM
88579Y101
62375
522356
SH
SOLE
487556
0
0
8X8 INC NEW
COM
282914100
1230
122102
SH
SOLE
76902
0
0
AAON INC
COM PAR $0.004
000360206
1698
63913
SH
SOLE
26863
0
0
AAR CORP
COM
000361105
5881
215176
SH
SOLE
121136
0
0
AARONS INC
COM PAR $0.50
002535300
431
15566
SH
SOLE
15566
0
0
ABAXIS INC
COM
002567105
390
9257
SH
SOLE
6457
0
0
ABBOTT LABS
COM
002824100
140343
4228485
SH
SOLE
3904285
0
0
ABBVIE INC
COM
00287Y109
13828
309147
SH
SOLE
309147
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
19264
544642
SH
SOLE
544642
0
0
ABERDEEN GLOBAL INCOME FD IN
COM
003013109
356
32877
SH
SOLE
32877
0
0
ACACIA RESH CORP
ACACIA TCH COM
003881307
201
8700
SH
SOLE
8700
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
1659
42076
SH
SOLE
25576
0
0
ACADIA PHARMACEUTICALS INC
COM
004225108
2428
88374
SH
SOLE
64774
0
0
ACADIA RLTY TR
COM SH BEN INT
004239109
373
15129
SH
SOLE
15129
0
0
ACCELRYS INC
COM
00430U103
115
11700
SH
SOLE
7200
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
51939
705310
SH
SOLE
633210
0
0
ACCESS MIDSTREAM PARTNERS L
UNIT
00434L109
425
8793
SH
SOLE
8793
0
0
ACCURAY INC
COM
004397105
120
16200
SH
SOLE
10900
0
0
ACCURAY INC
NOTE 3.750% 8/0
004397AB1
526
500000
PRN
SOLE
0
0
0
ACCURAY INC
NOTE 3.500% 2/0
004397AC9
6775
4500000
PRN
SOLE
0
0
0
ACE LTD
SHS
H0023R105
47433
506976
SH
SOLE
461876
0
0
ACELRX PHARMACEUTICALS INC
COM
00444T100
691
64155
SH
SOLE
50155
0
0
ACETO CORP
COM
004446100
201
12844
SH
SOLE
8044
0
0
ACHILLION PHARMACEUTICALS IN
COM
00448Q201
31
10145
SH
SOLE
5345
0
0
ACI WORLDWIDE INC
COM
004498101
397
7347
SH
SOLE
3847
0
0
ACORDA THERAPEUTICS INC
COM
00484M106
2112
61609
SH
SOLE
27009
0
0
ACTAVIS INC
COM
00507K103
3515
24412
SH
SOLE
24412
0
0
ACTIVE NETWORK INC
COM
00506D100
22340
1561133
SH
SOLE
1561133
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
87356
5240332
SH
SOLE
4628232
0
0
ACTUATE CORP
COM
00508B102
1975
268730
SH
SOLE
67130
0
0
ACUITY BRANDS INC
COM
00508Y102
1204
13081
SH
SOLE
13081
0
0
ACXIOM CORP
COM
005125109
4026
141826
SH
SOLE
117376
0
0
ADCARE HEALTH SYSTEMS INC
COM NEW
00650W300
557
137428
SH
SOLE
137428
0
0
ADDUS HOMECARE CORP
COM
006739106
6880
237482
SH
SOLE
132349
0
0
ADOBE SYS INC
COM
00724F101
4645
89424
SH
SOLE
89424
0
0
ADTRAN INC
COM
00738A106
8013
300806
SH
SOLE
300806
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
17091
206708
SH
SOLE
206708
0
0
ADVANCED EMISSIONS SOLUTS IN
COM
00770C101
426
9975
SH
SOLE
6275
0
0
ADVANCED ENERGY INDS
COM
007973100
6609
377253
SH
SOLE
175253
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
2185
574900
SH
SOLE
574900
0
0
ADVENT CLAY CONV SEC INC FD
COM
007639107
2463
354359
SH
SOLE
354359
0
0
ADVENT CLAYMORE CV SECS & IN
COM
00764C109
517
29403
SH
SOLE
29403
0
0
ADVENT CLAYMORE ENH GRW & IN
COM
00765E104
1161
118664
SH
SOLE
118664
0
0
ADVENT SOFTWARE INC
COM
007974108
743
23400
SH
SOLE
17500
0
0
ADVISORY BRD CO
COM
00762W107
387
6501
SH
SOLE
4201
0
0
AECOM TECHNOLOGY CORP DELAWA
COM
00766T100
39926
1276812
SH
SOLE
1276812
0
0
AEGERION PHARMACEUTICALS INC
COM
00767E102
2608
30434
SH
SOLE
20834
0
0
AEGION CORP
COM
00770F104
340
14337
SH
SOLE
8837
0
0
AEP INDS INC
COM
001031103
505
6794
SH
SOLE
2594
0
0
AES CORP
COM
00130H105
5311
399603
SH
SOLE
399603
0
0
AETNA INC NEW
COM
00817Y108
34798
543542
SH
SOLE
543542
0
0
AFC ENTERPRISES INC
COM
00104Q107
2436
55873
SH
SOLE
14873
0
0
AFFORDABLE RESIDENTIAL CMNTY
NOTE 7.500% 8/1
00828UAB9
2395
1725000
PRN
SOLE
0
0
0
AFFYMETRIX INC
COM
00826T108
628
101229
SH
SOLE
101229
0
0
AFFYMETRIX INC
NOTE 4.000% 7/0
00826TAH1
754
600000
PRN
SOLE
0
0
0
AFLAC INC
COM
001055102
994
16032
SH
SOLE
16032
0
0
AGCO CORP
COM
001084102
17612
291500
SH
SOLE
291500
0
0
AGCO CORP
NOTE 1.250%12/1
001084AM4
6404
4300000
PRN
SOLE
0
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
6795
132585
SH
SOLE
116285
0
0
AGL RES INC
COM
001204106
2045
44431
SH
SOLE
44431
0
0
AGREE REALTY CORP
COM
008492100
1841
60994
SH
SOLE
41894
0
0
AGRIUM INC
COM
008916108
2259
26881
SH
SOLE
26881
0
0
AIR METHODS CORP
COM PAR $.06
009128307
315
7395
SH
SOLE
6095
0
0
AIR PRODS & CHEMS INC
COM
009158106
448
4200
SH
SOLE
4200
0
0
AIR TRANSPORT SERVICES GRP I
COM
00922R105
763
101815
SH
SOLE
66615
0
0
AIRCASTLE LTD
COM
G0129k104
7281
418180
SH
SOLE
203980
0
0
AIRGAS INC
COM
009363102
1053
9930
SH
SOLE
9930
0
0
AK STL HLDG CORP
COM
001547108
4055
1081207
SH
SOLE
1081207
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
4061
78548
SH
SOLE
78548
0
0
ALASKA AIR GROUP INC
COM
011659109
57578
919489
SH
SOLE
919489
0
0
ALBANY INTL CORP
CL A
012348108
7358
205117
SH
SOLE
108617
0
0
ALBANY MOLECULAR RESH INC
COM
012423109
831
64501
SH
SOLE
46301
0
0
ALBEMARLE CORP
COM
012653101
3493
55500
SH
SOLE
55500
0
0
ALCOA INC
COM
013817101
1043
128500
SH
SOLE
128500
0
0
ALCOA INC
NOTE 5.250% 3/1
013817AT8
2090
1620000
PRN
SOLE
0
0
0
ALERE INC
COM
01449J105
1104
36121
SH
SOLE
36121
0
0
ALEXANDER & BALDWIN INC NEW
COM
014491104
1301
36121
SH
SOLE
22721
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
1980
31014
SH
SOLE
31014
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
4131
35561
SH
SOLE
35561
0
0
ALIGN TECHNOLOGY INC
COM
016255101
958
19905
SH
SOLE
13205
0
0
ALLEGIANT TRAVEL CO
COM
01748X102
1886
17905
SH
SOLE
11805
0
0
ALLERGAN INC
COM
018490102
4408
48736
SH
SOLE
48736
0
0
ALLIANCE CALIF MUN INCOME FD
COM
018546101
136
11146
SH
SOLE
11146
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
995
4703
SH
SOLE
4703
0
0
ALLIANCE DATA SYSTEMS CORP
NOTE 4.750% 5/1
018581AC2
28893
6500000
PRN
SOLE
0
0
0
ALLIANCE FIBER OPTIC PRODS I
COM NEW
018680306
938
45838
SH
SOLE
29638
0
0
ALLIANCE HEALTHCARE SRVCS IN
COM PAR $0.01
018606301
321
11600
SH
SOLE
7400
0
0
ALLIANCE ONE INTL INC
COM
018772103
36
12239
SH
SOLE
12239
0
0
ALLIANCE ONE INTL INC
NOTE 5.500% 7/1
018772AQ6
2818
2822000
PRN
SOLE
0
0
0
ALLIANT ENERGY CORP
COM
018802108
8031
162083
SH
SOLE
162083
0
0
ALLIANT TECHSYSTEMS INC
COM
018804104
39679
406711
SH
SOLE
406711
0
0
ALLIED NEVADA GOLD CORP
COM
019344100
66
15673
SH
SOLE
15673
0
0
ALLIED WRLD ASSUR COM HLDG A
SHS
H01531104
21108
212376
SH
SOLE
212376
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
3219
216481
SH
SOLE
216481
0
0
ALLSTATE CORP
COM
020002101
69786
1380539
SH
SOLE
1298039
0
0
ALNYLAM PHARMACEUTICALS INC
COM
02043Q107
2835
44283
SH
SOLE
23683
0
0
ALON USA ENERGY INC
COM
020520102
198
19441
SH
SOLE
6141
0
0
ALPHA NATURAL RESOURCES INC
COM
02076X102
27310
4582264
SH
SOLE
4143264
0
0
ALPHA NATURAL RESOURCES INC
NOTE 3.750%12/1
02076XAE2
2297
2400000
PRN
SOLE
0
0
0
ALTERA CORP
COM
021441100
2826
76049
SH
SOLE
76049
0
0
ALTISOURCE RESIDENTIAL CORP
CL B
02153W100
1149
50000
SH
SOLE
50000
0
0
ALTRA HOLDINGS INC
COM
02208R106
2709
100669
SH
SOLE
28569
0
0
ALTRIA GROUP INC
COM
02209S103
53583
1559899
SH
SOLE
1407499
0
0
ALUMINUM CORP CHINA LTD
SPON ADR H SHS
022276109
256
27800
SH
SOLE
27800
0
0
AMAG PHARMACEUTICALS INC
COM
00163U106
1362
63400
SH
SOLE
3700
0
0
AMAZON COM INC
COM
023135106
56023
179194
SH
SOLE
179194
0
0
AMBAC FINL GROUP INC
COM NEW
023139884
1264
69700
SH
SOLE
11600
0
0
AMC NETWORKS INC
CL A
00164V103
462
6749
SH
SOLE
6749
0
0
AMDOCS LTD
ORD
G02602103
16059
438289
SH
SOLE
438289
0
0
AMEDISYS INC
COM
023436108
2704
157000
SH
SOLE
26200
0
0
AMERCO
COM
023586100
2335
12681
SH
SOLE
12081
0
0
AMEREN CORP
COM
023608102
15121
434010
SH
SOLE
434010
0
0
AMERICA MOVIL SAB DE CV
SPON ADR L SHS
02364W105
57435
2899308
SH
SOLE
2713408
0
0
AMERICAN ASSETS TR INC
COM
024013104
522
17093
SH
SOLE
10893
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
1031
52290
SH
SOLE
34590
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
915
26781
SH
SOLE
26781
0
0
AMERICAN CAP LTD
COM
02503Y103
56618
4117666
SH
SOLE
4117666
0
0
AMERICAN CAPITAL AGENCY CORP
COM
02503X105
1239
54900
SH
SOLE
54900
0
0
AMERICAN EAGLE OUTFITTERS NE
COM
02553E106
28836
2061153
SH
SOLE
2061153
0
0
AMERICAN ELEC PWR INC
COM
025537101
46137
1064280
SH
SOLE
977880
0
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
894
42143
SH
SOLE
30943
0
0
AMERICAN EXPRESS CO
COM
025816109
1967
26040
SH
SOLE
26040
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
38597
713964
SH
SOLE
713964
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
38447
790593
SH
SOLE
726093
0
0
AMERICAN PAC CORP
COM
028740108
768
14019
SH
SOLE
9619
0
0
AMERICAN PUBLIC EDUCATION IN
COM
02913V103
260
6866
SH
SOLE
1466
0
0
AMERICAN RAILCAR INDS INC
COM
02916P103
803
20473
SH
SOLE
17073
0
0
AMERICAN RLTY CAP PPTYS INC
COM
02917T104
4091
335300
SH
SOLE
236800
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
21683
22900000
PRN
SOLE
0
0
0
AMERICAN SCIENCE & ENGR INC
COM
029429107
2955
49000
SH
SOLE
21300
0
0
AMERICAN STS WTR CO
COM
029899101
8340
302628
SH
SOLE
175628
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
28615
386008
SH
SOLE
361808
0
0
AMERICAN VANGUARD CORP
COM
030371108
324
12023
SH
SOLE
7123
0
0
AMERICAN WOODMARK CORP
COM
030506109
1742
50270
SH
SOLE
11670
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
5935
143773
SH
SOLE
143773
0
0
AMERICAS CAR MART INC
COM
03062T105
341
7561
SH
SOLE
3561
0
0
AMERIGAS PARTNERS L P
UNIT L P INT
030975106
287
6652
SH
SOLE
6652
0
0
AMERIPRISE FINL INC
COM
03076C106
36570
401520
SH
SOLE
388620
0
0
AMERISAFE INC
COM
03071H100
768
21615
SH
SOLE
11215
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
93597
1531868
SH
SOLE
1461268
0
0
AMETEK INC NEW
COM
031100100
1303
28306
SH
SOLE
28306
0
0
AMGEN INC
COM
031162100
181829
1624345
SH
SOLE
1533045
0
0
AMKOR TECHNOLOGY INC
COM
031652100
979
228094
SH
SOLE
228094
0
0
AMN HEALTHCARE SERVICES INC
COM
001744101
2340
170048
SH
SOLE
75648
0
0
AMPHENOL CORP NEW
CL A
032095101
1394
18016
SH
SOLE
18016
0
0
AMSURG CORP
COM
03232P405
661
16651
SH
SOLE
15451
0
0
AMTRUST FINL SVCS INC
COM
032359309
1840
47098
SH
SOLE
39998
0
0
ANADARKO PETE CORP
COM
032511107
79922
859474
SH
SOLE
838674
0
0
ANADIGICS INC
COM
032515108
112
56800
SH
SOLE
42600
0
0
ANALOG DEVICES INC
COM
032654105
9018
191660
SH
SOLE
191660
0
0
ANALOGIC CORP
COM PAR $0.05
032657207
2377
28762
SH
SOLE
8362
0
0
ANALYSTS INTL CORP
COM NEW
032681207
79
12340
SH
SOLE
12340
0
0
ANAREN INC
COM
032744104
794
31131
SH
SOLE
31131
0
0
ANDERSONS INC
COM
034164103
11409
163213
SH
SOLE
92993
0
0
ANDINA ACQUISITION CORP
COM
G0440W100
4861
485100
SH
SOLE
485100
0
0
ANGIES LIST INC
COM
034754101
1127
50102
SH
SOLE
32102
0
0
ANGLOGOLD ASHANTI LTD
SPONSORED ADR
035128206
196
14744
SH
SOLE
14744
0
0
ANIXTER INTL INC
COM
035290105
13210
150701
SH
SOLE
147101
0
0
ANN INC
COM
035623107
1735
47904
SH
SOLE
40604
0
0
ANNALY CAP MGMT INC
COM
035710409
9047
781245
SH
SOLE
704345
0
0
ANNALY CAP MGMT INC
NOTE 5.000% 5/1
035710AB8
6630
6500000
PRN
SOLE
0
0
0
ANSYS INC
COM
03662Q105
519
6000
SH
SOLE
6000
0
0
ANTARES PHARMA INC
COM
036642106
380
93631
SH
SOLE
62931
0
0
ANWORTH MORTGAGE ASSET CP
COM
037347101
73
11242
SH
SOLE
11242
0
0
AOL INC
COM
00184X105
8273
239236
SH
SOLE
239236
0
0
APACHE CORP
COM
037411105
2675
31423
SH
SOLE
31423
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
2978
106600
SH
SOLE
106600
0
0
APOGEE ENTERPRISES INC
COM
037598109
3243
109267
SH
SOLE
44167
0
0
APOLLO GROUP INC
CL A
037604105
16397
787941
SH
SOLE
787941
0
0
APOLLO INVT CORP
COM
03761U106
1236
151645
SH
SOLE
91335
0
0
APPLE INC
COM
037833100
201217
422059
SH
SOLE
386259
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
7471
145070
SH
SOLE
145070
0
0
APPLIED MATLS INC
COM
038222105
25841
1473244
SH
SOLE
1473244
0
0
APPLIED MICRO CIRCUITS CORP
COM NEW
03822W406
1278
99091
SH
SOLE
66491
0
0
AQUA AMERICA INC
COM
03836W103
312
12600
SH
SOLE
12600
0
0
ARCELORMITTAL SA LUXEMBOURG
NOTE 5.000% 5/1
03938LAK0
9890
9690000
PRN
SOLE
0
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
3419
63155
SH
SOLE
63155
0
0
ARCH COAL INC
COM
039380100
72
17600
SH
SOLE
17600
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
139844
3795991
SH
SOLE
3533291
0
0
ARCHER DANIELS MIDLAND CO
NOTE 0.875% 2/1
039483AW2
3667
3600000
PRN
SOLE
0
0
0
ARCTIC CAT INC
COM
039670104
4939
86566
SH
SOLE
33066
0
0
ARENA PHARMACEUTICALS INC
COM
040047102
655
124261
SH
SOLE
124261
0
0
ARES CAP CORP
COM
04010L103
11793
682062
SH
SOLE
682062
0
0
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
12233
285296
SH
SOLE
138872
0
0
ARIAD PHARMACEUTICALS INC
COM
04033A100
1471
79944
SH
SOLE
79944
0
0
ARK RESTAURANTS CORP
COM
040712101
4441
207348
SH
SOLE
207348
0
0
ARKANSAS BEST CORP DEL
COM
040790107
4847
188829
SH
SOLE
106629
0
0
ARLINGTON ASSET INVT CORP
CL A NEW
041356205
4286
180224
SH
SOLE
88124
0
0
ARMOUR RESIDENTIAL REIT INC
COM
042315101
741
176400
SH
SOLE
123300
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
4432
80642
SH
SOLE
80642
0
0
ARQULE INC
COM
04269E107
102
43900
SH
SOLE
0
0
0
ARRAY BIOPHARMA INC
COM
04269X105
1143
183818
SH
SOLE
24318
0
0
ARRIS GROUP INC NEW
COM
04270V106
13704
803278
SH
SOLE
796978
0
0
ARROW ELECTRS INC
COM
042735100
24459
504007
SH
SOLE
504007
0
0
ARTHROCARE CORP
COM
043136100
4163
117000
SH
SOLE
60800
0
0
ARUBA NETWORKS INC
COM
043176106
1543
92729
SH
SOLE
62229
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
1677
31519
SH
SOLE
23419
0
0
ASCENA RETAIL GROUP INC
COM
04351G101
496
24874
SH
SOLE
24874
0
0
ASCENT CAP GROUP INC
COM SER A
043632108
681
8451
SH
SOLE
4951
0
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
6015
487456
SH
SOLE
351556
0
0
ASHLAND INC NEW
COM
044209104
911
9854
SH
SOLE
9854
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
2596
71532
SH
SOLE
71532
0
0
ASPEN TECHNOLOGY INC
COM
045327103
2369
68581
SH
SOLE
22081
0
0
ASSOCIATED BANC CORP
COM
045487105
11456
739604
SH
SOLE
739604
0
0
ASSOCIATED BANC CORP
*W EXP 11/21/201
045487113
41
23450
SH
SOLE
23450
0
0
ASSOCIATED ESTATES RLTY CORP
COM
045604105
3105
208241
SH
SOLE
159241
0
0
ASSURANT INC
COM
04621X108
87788
1622705
SH
SOLE
1573005
0
0
ASSURED GUARANTY LTD
COM
G0585R106
4831
257650
SH
SOLE
257650
0
0
ASTEC INDS INC
COM
046224101
281
7803
SH
SOLE
7803
0
0
ASTEX PHARMACEUTICALS INC
COM
04624B103
9676
1141050
SH
SOLE
1128250
0
0
ASTORIA FINL CORP
COM
046265104
473
38018
SH
SOLE
38018
0
0
ASTRONICS CORP
COM
046433108
2280
45875
SH
SOLE
13275
0
0
AT&T INC
COM
00206R102
144178
4263098
SH
SOLE
3799698
0
0
ATHENAHEALTH INC
COM
04685W103
794
7317
SH
SOLE
7317
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
415
96300
SH
SOLE
64900
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
708
191430
SH
SOLE
191430
0
0
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
1444
31313
SH
SOLE
23813
0
0
ATLAS ENERGY LP
COM UNITS LP
04930A104
1728
31631
SH
SOLE
31631
0
0
ATMEL CORP
COM
049513104
3156
424171
SH
SOLE
424171
0
0
ATMI INC
COM
00207R101
1871
70552
SH
SOLE
28452
0
0
ATMOS ENERGY CORP
COM
049560105
3654
85785
SH
SOLE
85785
0
0
ATWOOD OCEANICS INC
COM
050095108
2201
39989
SH
SOLE
39989
0
0
AUDIENCE INC
COM
05070J102
319
28400
SH
SOLE
9300
0
0
AUTHENTIDATE HLDG CORP
COM NEW
052666203
1222
1373452
SH
SOLE
1373452
0
0
AUTODESK INC
COM
052769106
7581
184144
SH
SOLE
184144
0
0
AUTOLIV INC
COM
052800109
27041
309434
SH
SOLE
309434
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
10495
145004
SH
SOLE
145004
0
0
AUTONATION INC
COM
05329W102
797
15274
SH
SOLE
15274
0
0
AUTOZONE INC
COM
053332102
13919
32926
SH
SOLE
32926
0
0
AV HOMES INC
NOTE 7.500% 2/1
00234PAB8
8651
7430000
PRN
SOLE
0
0
0
AVAGO TECHNOLOGIES LTD
SHS
Y0486S104
19384
449542
SH
SOLE
430442
0
0
AVALONBAY CMNTYS INC
COM
053484101
16508
129891
SH
SOLE
121091
0
0
AVANIR PHARMACEUTICALS INC
CL A NEW
05348P401
318
74900
SH
SOLE
43800
0
0
AVATAR HLDGS INC
NOTE 7.500% 2/1
053494AG5
2402
2245000
PRN
SOLE
0
0
0
AVEO PHARMACEUTICALS INC
COM
053588109
723
349400
SH
SOLE
51300
0
0
AVERY DENNISON CORP
COM
053611109
62945
1446343
SH
SOLE
1305743
0
0
AVG TECHNOLOGIES N V
SHS
N07831105
3251
135800
SH
SOLE
17592
0
0
AVIS BUDGET GROUP
COM
053774105
2108
73121
SH
SOLE
71821
0
0
AVIS BUDGET GROUP
NOTE 3.500%10/0
053774AB1
47447
26025000
PRN
SOLE
0
0
0
AVISTA CORP
COM
05379B107
1743
66034
SH
SOLE
50934
0
0
AVNET INC
COM
053807103
46063
1104353
SH
SOLE
1097253
0
0
AVX CORP NEW
COM
002444107
270
20531
SH
SOLE
20531
0
0
AXCELIS TECHNOLOGIES INC
COM
054540109
450
213181
SH
SOLE
146481
0
0
AXIALL CORP
COM
05463D100
344
9116
SH
SOLE
9116
0
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
58536
1351563
SH
SOLE
1160163
0
0
AZZ INC
COM
002474104
984
23516
SH
SOLE
15416
0
0
B & G FOODS INC NEW
COM
05508R106
319
9236
SH
SOLE
6836
0
0
B/E AEROSPACE INC
COM
073302101
2972
40254
SH
SOLE
40254
0
0
BADGER METER INC
COM
056525108
219
4700
SH
SOLE
3300
0
0
BAKER HUGHES INC
COM
057224107
2028
41300
SH
SOLE
41300
0
0
BAKER MICHAEL CORP
COM
057149106
4965
122680
SH
SOLE
122680
0
0
BALCHEM CORP
COM
057665200
429
8282
SH
SOLE
5382
0
0
BALL CORP
COM
058498106
3505
78100
SH
SOLE
78100
0
0
BALTIC TRADING LIMITED
COM
Y0553W103
245
50000
SH
SOLE
50000
0
0
BANCO BRADESCO S A
SP ADR PFD NEW
059460303
38826
2797268
SH
SOLE
2478248
0
0
BANCO SANTANDER CHILE NEW
SP ADR REP COM
05965X109
10079
383392
SH
SOLE
372328
0
0
BANCORP INC DEL
COM
05969A105
257
14500
SH
SOLE
9100
0
0
BANCORPSOUTH INC
COM
059692103
225
11300
SH
SOLE
0
0
0
BANK HAWAII CORP
COM
062540109
4765
87516
SH
SOLE
87516
0
0
BANK MUTUAL CORP NEW
COM
063750103
189
15931
SH
SOLE
15931
0
0
BANK N S HALIFAX
COM
064149107
2361
41200
SH
SOLE
41200
0
0
BANK NEW YORK MELLON CORP
COM
064058100
12777
423210
SH
SOLE
423210
0
0
BANK OF AMERICA CORPORATION
COM
060505104
146834
10640115
SH
SOLE
9711215
0
0
BANK OF THE OZARKS INC
COM
063904106
1196
24913
SH
SOLE
20613
0
0
BANNER CORP
COM NEW
06652V208
5300
138884
SH
SOLE
81284
0
0
BARD C R INC
COM
067383109
3986
34604
SH
SOLE
34604
0
0
BARNES & NOBLE INC
COM
067774109
511
39487
SH
SOLE
39487
0
0
BARNES GROUP INC
COM
067806109
549
15724
SH
SOLE
15724
0
0
BARRETT BUSINESS SERVICES IN
COM
068463108
2945
43747
SH
SOLE
10887
0
0
BARRICK GOLD CORP
COM
067901108
1268
68100
SH
SOLE
68100
0
0
BARRY R G CORP OHIO
COM
068798107
1017
53785
SH
SOLE
53785
0
0
BAXTER INTL INC
COM
071813109
33539
510572
SH
SOLE
467072
0
0
BB&T CORP
COM
054937107
6518
193133
SH
SOLE
193133
0
0
BBCN BANCORP INC
COM
073295107
406
29498
SH
SOLE
23398
0
0
BCE INC
COM NEW
05534B760
2127
49805
SH
SOLE
49805
0
0
BEACON ROOFING SUPPLY INC
COM
073685109
1093
29635
SH
SOLE
17035
0
0
BEAM INC
COM
073730103
2053
31750
SH
SOLE
31750
0
0
BEAZER HOMES USA INC
UNIT 99/99/9999
07556Q709
777
26600
SH
SOLE
26600
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
259
14394
SH
SOLE
7694
0
0
BECTON DICKINSON & CO
COM
075887109
13755
137527
SH
SOLE
130827
0
0
BED BATH & BEYOND INC
COM
075896100
1918
24790
SH
SOLE
24790
0
0
BELO CORP
COM SER A
080555105
50940
3718221
SH
SOLE
3660021
0
0
BEMIS INC
COM
081437105
2945
75500
SH
SOLE
75500
0
0
BENCHMARK ELECTRS INC
COM
08160H101
3851
168248
SH
SOLE
116348
0
0
BERKLEY W R CORP
COM
084423102
3352
78213
SH
SOLE
78213
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
108328
954351
SH
SOLE
894451
0
0
BERRY PETE CO
CL A
085789105
1350
31300
SH
SOLE
15800
0
0
BEST BUY INC
COM
086516101
105201
2805362
SH
SOLE
2723362
0
0
BGC PARTNERS INC
CL A
05541T101
171
30200
SH
SOLE
2200
0
0
BGC PARTNERS INC
NOTE 4.500% 7/1
05541TAD3
748
725000
PRN
SOLE
0
0
0
BGS ACQUISITION CORP
SH
G1082J100
7838
783020
SH
SOLE
783020
0
0
BIG 5 SPORTING GOODS CORP
COM
08915P101
3673
228403
SH
SOLE
44038
0
0
BIG LOTS INC
COM
089302103
21435
577912
SH
SOLE
577912
0
0
BIGLARI HLDGS INC
COM
08986R101
3969
9617
SH
SOLE
3887
0
0
BIOGEN IDEC INC
COM
09062X103
92363
383632
SH
SOLE
376332
0
0
BIOLASE INC
COM
090911108
84
44071
SH
SOLE
32117
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
1257
17400
SH
SOLE
17400
0
0
BIOMED REALTY TRUST INC
COM
09063H107
3395
182616
SH
SOLE
182616
0
0
BIO-REFERENCE LABS INC
COM $.01 NEW
09057G602
230
7704
SH
SOLE
5604
0
0
BIOSCRIP INC
COM
09069N108
656
74757
SH
SOLE
31757
0
0
BIOTELEMETRY INC
COM
090672106
658
66371
SH
SOLE
42471
0
0
BLACK BOX CORP DEL
COM
091826107
560
18286
SH
SOLE
16560
0
0
BLACK HILLS CORP
COM
092113109
2726
54675
SH
SOLE
35375
0
0
BLACKBERRY LTD
COM
09228F103
15571
1958604
SH
SOLE
1958604
0
0
BLACKHAWK NETWORK HLDGS INC
CL A
09238E104
651
27100
SH
SOLE
1500
0
0
BLACKROCK BUILD AMER BD TR
SHS
09248X100
538
28593
SH
SOLE
28593
0
0
BLACKROCK CORE BD TR
SHS BEN INT
09249E101
2620
201531
SH
SOLE
201531
0
0
BLACKROCK CORPOR HI YLD FD V
COM
09255N102
177
14598
SH
SOLE
14598
0
0
BLACKROCK CORPOR HI YLD FD V
COM
09255P107
134
11406
SH
SOLE
11406
0
0
BLACKROCK CORPOR HI YLD III
COM
09255M104
80
11019
SH
SOLE
11019
0
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
8777
673113
SH
SOLE
673113
0
0
BLACKROCK ECOSOLUTIONS INVT
COM SH
092546100
82
10552
SH
SOLE
10552
0
0
BLACKROCK ENERGY & RES TR
COM
09250U101
1800
69748
SH
SOLE
69748
0
0
BLACKROCK ENH CAP & INC FD I
COM
09256A109
3227
249397
SH
SOLE
249397
0
0
BLACKROCK ENHANCED EQT DIV T
COM
09251A104
6924
920802
SH
SOLE
920802
0
0
BLACKROCK GLOBAL OPP EQTY TR
COM
092501105
8403
600642
SH
SOLE
600642
0
0
BLACKROCK INC
COM
09247X101
19737
72934
SH
SOLE
72934
0
0
BLACKROCK INCOME OPP TRUST I
COM
092475102
2617
264339
SH
SOLE
264339
0
0
BLACKROCK INTL GRWTH & INC T
COM BENE INTER
092524107
5621
730034
SH
SOLE
730034
0
0
BLACKROCK KELSO CAPITAL CORP
COM
092533108
4801
505938
SH
SOLE
249638
0
0
BLACKROCK MUNI INCOME INV QL
COM
09250G102
224
17147
SH
SOLE
17147
0
0
BLACKROCK MUNIASSETS FD INC
COM
09254J102
144
12101
SH
SOLE
12101
0
0
BLACKROCK MUNIHLDNGS CALI QL
COM
09254L107
215
15832
SH
SOLE
15832
0
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
178
13586
SH
SOLE
13586
0
0
BLACKROCK MUNIHOLDNGS QLTY I
COM
09254A101
273
22043
SH
SOLE
22043
0
0
BLACKROCK MUNIYLD INVST QLTY
COM
09254T100
148
11465
SH
SOLE
11465
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
427
33442
SH
SOLE
33442
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254W103
264
22485
SH
SOLE
22485
0
0
BLACKROCK REAL ASSET EQUITY
COM
09254B109
436
48599
SH
SOLE
48599
0
0
BLACKROCK RES & COMM STRAT T
SHS
09257A108
3343
288672
SH
SOLE
288672
0
0
BLOCK H & R INC
COM
093671105
36836
1381677
SH
SOLE
1245477
0
0
BLUCORA INC
COM
095229100
5106
222213
SH
SOLE
49413
0
0
BOARDWALK PIPELINE PARTNERS
UT LTD PARTNER
096627104
304
10012
SH
SOLE
10012
0
0
BOB EVANS FARMS INC
COM
096761101
2448
42748
SH
SOLE
26248
0
0
BODY CENT CORP
COM
09689U102
242
39700
SH
SOLE
13400
0
0
BOEING CO
COM
097023105
86539
736505
SH
SOLE
717605
0
0
BOFI HLDG INC
COM
05566U108
1209
18637
SH
SOLE
12737
0
0
BOISE INC
COM
09746Y105
7003
555786
SH
SOLE
352686
0
0
BOK FINL CORP
COM NEW
05561Q201
1374
21688
SH
SOLE
21688
0
0
BONANZA CREEK ENERGY INC
COM
097793103
1794
37180
SH
SOLE
18280
0
0
BON-TON STORES INC
COM
09776J101
289
27405
SH
SOLE
17805
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
1191
61665
SH
SOLE
54665
0
0
BOSTON BEER INC
CL A
100557107
2037
8343
SH
SOLE
6743
0
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
674
60725
SH
SOLE
49025
0
0
BOSTON PRIVATE FINL HLDGS IN
*W EXP 11/21/201
101119113
495
117799
SH
SOLE
117799
0
0
BOSTON PROPERTIES INC
COM
101121101
15241
142574
SH
SOLE
132074
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
131174
11173227
SH
SOLE
10442727
0
0
BOULDER BRANDS INC
COM
101405108
558
34762
SH
SOLE
23362
0
0
BOYD GAMING CORP
COM
103304101
1133
80073
SH
SOLE
46873
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
883
67000
SH
SOLE
67000
0
0
BRASKEM S A
SP ADR PFD A
105532105
903
56600
SH
SOLE
56600
0
0
BRAVO BRIO RESTAURANT GROUP
COM
10567B109
1771
117300
SH
SOLE
30300
0
0
BRE PROPERTIES INC
CL A
05564E106
871
17150
SH
SOLE
17150
0
0
BRF SA
SPONSORED ADR
10552T107
4305
175500
SH
SOLE
175500
0
0
BRIDGEPOINT ED INC
COM
10807M105
235
13024
SH
SOLE
8524
0
0
BRIGGS & STRATTON CORP
COM
109043109
370
18400
SH
SOLE
8800
0
0
BRINKER INTL INC
COM
109641100
17781
438721
SH
SOLE
438721
0
0
BRINKS CO
COM
109696104
1491
52668
SH
SOLE
49168
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
15328
331194
SH
SOLE
331194
0
0
BRISTOW GROUP INC
COM
110394103
20759
285307
SH
SOLE
242007
0
0
BRISTOW GROUP INC
NOTE 3.000% 6/1
110394AC7
616
500000
PRN
SOLE
0
0
0
BROADCOM CORP
CL A
111320107
9573
368055
SH
SOLE
340455
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
11698
368427
SH
SOLE
368427
0
0
BROADSOFT INC
COM
11133B409
285
7900
SH
SOLE
5700
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
93678
11636968
SH
SOLE
11636968
0
0
BROOKDALE SR LIVING INC
COM
112463104
1879
71430
SH
SOLE
71430
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
8039
214953
SH
SOLE
214953
0
0
BROOKFIELD RESIDENTIAL PPTYS
COM
11283W104
1367
59400
SH
SOLE
59400
0
0
BROOKS AUTOMATION INC
COM
114340102
1807
194116
SH
SOLE
123216
0
0
BROWN & BROWN INC
COM
115236101
4815
150000
SH
SOLE
150000
0
0
BROWN FORMAN CORP
CL B
115637209
8794
129081
SH
SOLE
129081
0
0
BROWN SHOE INC NEW
COM
115736100
12471
531356
SH
SOLE
280056
0
0
BRUNSWICK CORP
COM
117043109
4161
104261
SH
SOLE
99161
0
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
355
5416
SH
SOLE
5416
0
0
BUCKLE INC
COM
118440106
5437
100587
SH
SOLE
100587
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
334
56859
SH
SOLE
39159
0
0
BUNGE LIMITED
COM
G16962105
32555
428865
SH
SOLE
343165
0
0
C D I CORP
COM
125071100
470
20943
SH
SOLE
20943
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
2234
37502
SH
SOLE
37502
0
0
CA INC
COM
12673P105
69229
2333301
SH
SOLE
2205601
0
0
CABELAS INC
COM
126804301
1215
19276
SH
SOLE
19276
0
0
CABLEVISION SYS CORP
CL A NY CABLVS
12686C109
897
53265
SH
SOLE
53265
0
0
CABOT CORP
COM
127055101
3032
71000
SH
SOLE
71000
0
0
CABOT OIL & GAS CORP
COM
127097103
59948
1606311
SH
SOLE
1550111
0
0
CACI INTL INC
CL A
127190304
11985
173412
SH
SOLE
173412
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
813
60187
SH
SOLE
60187
0
0
CADENCE PHARMACEUTICALS INC
COM
12738T100
1237
196000
SH
SOLE
51177
0
0
CAESARS ENTMT CORP
COM
127686103
4193
213067
SH
SOLE
191867
0
0
CAL MAINE FOODS INC
COM NEW
128030202
255
5301
SH
SOLE
5301
0
0
CALAMOS CONV & HIGH INCOME F
COM SHS
12811P108
920
73455
SH
SOLE
73455
0
0
CALAMP CORP
COM
128126109
1659
94129
SH
SOLE
33729
0
0
CALIFORNIA WTR SVC GROUP
COM
130788102
1865
91764
SH
SOLE
57664
0
0
CALIX INC
COM
13100M509
4668
366698
SH
SOLE
117598
0
0
CALLAWAY GOLF CO
COM
131193104
130
18197
SH
SOLE
18197
0
0
CALLIDUS SOFTWARE INC
COM
13123E500
213
23200
SH
SOLE
16900
0
0
CALLON PETE CO DEL
COM
13123X102
175
31955
SH
SOLE
31955
0
0
CALPINE CORP
COM NEW
131347304
3002
154525
SH
SOLE
154525
0
0
CAMBREX CORP
COM
132011107
1792
135775
SH
SOLE
43375
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
4137
67331
SH
SOLE
67331
0
0
CAMECO CORP
COM
13321L108
4585
253736
SH
SOLE
253736
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
2941
50388
SH
SOLE
50388
0
0
CAMPBELL SOUP CO
COM
134429109
5114
125626
SH
SOLE
125626
0
0
CAMPUS CREST CMNTYS INC
COM
13466Y105
1161
107534
SH
SOLE
28234
0
0
CANADIAN NAT RES LTD
COM
136385101
1019
32400
SH
SOLE
32400
0
0
CANADIAN NATL RY CO
COM
136375102
596
5881
SH
SOLE
5881
0
0
CANADIAN PAC RY LTD
COM
13645T100
1253
10166
SH
SOLE
10166
0
0
CANTEL MEDICAL CORP
COM
138098108
2199
69043
SH
SOLE
24343
0
0
CAPELLA EDUCATION COMPANY
COM
139594105
4968
87828
SH
SOLE
33528
0
0
CAPITAL BK FINL CORP
CL A COM
139794101
2682
122200
SH
SOLE
72967
0
0
CAPITAL ONE FINL CORP
COM
14040H105
10813
157302
SH
SOLE
157302
0
0
CAPITAL SR LIVING CORP
COM
140475104
735
34732
SH
SOLE
24132
0
0
CAPITALSOURCE INC
COM
14055X102
9651
812377
SH
SOLE
812377
0
0
CAPITOL ACQUISITION CORP II
UNIT 99/99/9999
14056V204
18248
1782000
SH
SOLE
1782000
0
0
CAPITOL FED FINL INC
COM
14057J101
941
75678
SH
SOLE
75678
0
0
CAPLEASE INC
COM
140288101
54738
6447331
SH
SOLE
6447331
0
0
CARBO CERAMICS INC
COM
140781105
2241
22613
SH
SOLE
22613
0
0
CARDINAL FINL CORP
COM
14149F109
2101
127127
SH
SOLE
71891
0
0
CARDINAL HEALTH INC
COM
14149Y108
44606
855332
SH
SOLE
825432
0
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
909
45331
SH
SOLE
16131
0
0
CARDTRONICS INC
COM
14161H108
207
5592
SH
SOLE
5592
0
0
CAREER EDUCATION CORP
COM
141665109
15150
5489064
SH
SOLE
4401112
0
0
CAREFUSION CORP
COM
14170T101
74795
2026970
SH
SOLE
1851770
0
0
CARLISLE COS INC
COM
142339100
6923
98489
SH
SOLE
98489
0
0
CARMAX INC
COM
143130102
4946
102037
SH
SOLE
102037
0
0
CARMIKE CINEMAS INC
COM
143436400
1813
82094
SH
SOLE
36294
0
0
CARNIVAL CORP
PAIRED CTF
143658300
2023
61965
SH
SOLE
61965
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
1368
23546
SH
SOLE
23546
0
0
CARRIAGE SVCS INC
COM
143905107
1246
64252
SH
SOLE
22552
0
0
CARTER INC
COM
146229109
20246
266782
SH
SOLE
266782
0
0
CASEYS GEN STORES INC
COM
147528103
1231
16744
SH
SOLE
11944
0
0
CASTLE A M & CO
COM
148411101
2823
175360
SH
SOLE
90260
0
0
CATAMARAN CORP
COM
148887102
7317
159244
SH
SOLE
159244
0
0
CATERPILLAR INC DEL
COM
149123101
2330
27948
SH
SOLE
27948
0
0
CATHAY GENERAL BANCORP
COM
149150104
634
27137
SH
SOLE
27137
0
0
CATO CORP NEW
CL A
149205106
4774
170639
SH
SOLE
68240
0
0
CAVIUM INC
COM
14964U108
214
5200
SH
SOLE
100
0
0
CBIZ INC
COM
124805102
105
14100
SH
SOLE
10400
0
0
CBL & ASSOC PPTYS INC
COM
124830100
1194
62500
SH
SOLE
62500
0
0
CBOE HLDGS INC
COM
12503M108
881
19476
SH
SOLE
19476
0
0
CBRE CLARION GLOBAL REAL EST
COM
12504G100
469
57940
SH
SOLE
57940
0
0
CBRE GROUP INC
CL A
12504L109
2260
97700
SH
SOLE
73800
0
0
CBS CORP NEW
CL B
124857202
21234
384949
SH
SOLE
384949
0
0
CEC ENTMT INC
COM
125137109
670
14609
SH
SOLE
9509
0
0
CEDAR REALTY TRUST INC
COM NEW
150602209
1474
284636
SH
SOLE
156836
0
0
CELANESE CORP DEL
COM SER A
150870103
3829
72524
SH
SOLE
72524
0
0
CELGENE CORP
COM
151020104
177556
1153487
SH
SOLE
1083187
0
0
CELLDEX THERAPEUTICS INC NEW
COM
15117B103
2328
65715
SH
SOLE
39215
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
7992
714890
SH
SOLE
714890
0
0
CEMEX SAB DE CV
NOTE 4.875% 3/1
151290AV5
9863
8350000
PRN
SOLE
0
0
0
CEMEX SAB DE CV
NOTE 3.250% 3/1
151290BB8
48697
38175000
PRN
SOLE
0
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
9476
7275000
PRN
SOLE
0
0
0
CENOVUS ENERGY INC
COM
15135U109
307
10300
SH
SOLE
10300
0
0
CENTENE CORP DEL
COM
15135B101
2902
45370
SH
SOLE
39570
0
0
CENTERPOINT ENERGY INC
COM
15189T107
8793
366821
SH
SOLE
366821
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
458
25888
SH
SOLE
25888
0
0
CENTRAL SECS CORP
COM
155123102
2538
108314
SH
SOLE
108314
0
0
CENTURY ALUM CO
COM
156431108
4998
620828
SH
SOLE
353813
0
0
CENTURYLINK INC
COM
156700106
715
22800
SH
SOLE
22800
0
0
CENVEO CORP
NOTE 7.000% 5/1
15671BAJ0
941
925000
PRN
SOLE
0
0
0
CEPHEID
COM
15670R107
506
12965
SH
SOLE
12965
0
0
CERNER CORP
COM
156782104
5976
113722
SH
SOLE
113722
0
0
CERUS CORP
COM
157085101
161
24000
SH
SOLE
15400
0
0
CEVA INC
COM
157210105
668
38700
SH
SOLE
7600
0
0
CF INDS HLDGS INC
COM
125269100
84844
402429
SH
SOLE
375129
0
0
CHARLES & COLVARD LTD
COM
159765106
72
10200
SH
SOLE
7200
0
0
CHARLES RIV LABS INTL INC
COM
159864107
12327
266472
SH
SOLE
266472
0
0
CHART ACQUISITION CORP
COM
161151105
17007
1477575
SH
SOLE
1477575
0
0
CHART ACQUISITION CORP
*W EXP 12/19/201
161151113
842
1477575
SH
SOLE
1477575
0
0
CHART INDS INC
COM PAR $0.01
16115Q308
3799
30875
SH
SOLE
30875
0
0
CHART INDS INC
NOTE 2.000% 8/0
16115QAC4
24635
13200000
PRN
SOLE
0
0
0
CHATHAM LODGING TR
COM
16208T102
1444
80830
SH
SOLE
51530
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
1269
22436
SH
SOLE
22436
0
0
CHECKPOINT SYS INC
COM
162825103
1536
91964
SH
SOLE
70664
0
0
CHEESECAKE FACTORY INC
COM
163072101
6932
157729
SH
SOLE
157729
0
0
CHEFS WHSE INC
COM
163086101
809
35000
SH
SOLE
35000
0
0
CHELSEA THERAPEUTICS INTL LT
COM
163428105
252
83600
SH
SOLE
52600
0
0
CHEMED CORP NEW
COM
16359R103
10281
143789
SH
SOLE
143281
0
0
CHEMICAL FINL CORP
COM
163731102
1433
51323
SH
SOLE
50323
0
0
CHEMTURA CORP
COM NEW
163893209
2004
87167
SH
SOLE
29567
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
3673
107591
SH
SOLE
107591
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
460
17460
SH
SOLE
17460
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1593
61568
SH
SOLE
61568
0
0
CHESAPEAKE LODGING TR
SH BEN INT
165240102
7670
325835
SH
SOLE
151935
0
0
CHESAPEAKE UTILS CORP
COM
165303108
602
11472
SH
SOLE
7472
0
0
CHEVRON CORP NEW
COM
166764100
237307
1953140
SH
SOLE
1817740
0
0
CHICOS FAS INC
COM
168615102
20649
1239432
SH
SOLE
1239432
0
0
CHILDRENS PL RETAIL STORES I
COM
168905107
17286
298754
SH
SOLE
295554
0
0
CHINA GENGSHENG MINERALS INC
COM
16942P101
7
40774
SH
SOLE
40774
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
12411
219932
SH
SOLE
197932
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
5586
71345
SH
SOLE
71345
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
2533
5908
SH
SOLE
5908
0
0
CHIQUITA BRANDS INTL INC
COM
170032809
11266
889918
SH
SOLE
462491
0
0
CHRISTOPHER & BANKS CORP
COM
171046105
516
71607
SH
SOLE
50207
0
0
CHUBB CORP
COM
171232101
20902
234167
SH
SOLE
217467
0
0
CHUNGHWA TELECOM CO LTD
SPON ADR NEW11
17133Q502
2539
80413
SH
SOLE
80413
0
0
CHURCH & DWIGHT INC
COM
171340102
22555
375599
SH
SOLE
375599
0
0
CHURCHILL DOWNS INC
COM
171484108
526
6075
SH
SOLE
3675
0
0
CIBER INC
COM
17163B102
57
17380
SH
SOLE
17380
0
0
CIENA CORP
COM NEW
171779309
812
32500
SH
SOLE
22900
0
0
CIENA CORP
DEBT 4.000%12/1
171779AK7
15883
10484000
PRN
SOLE
0
0
0
CIGNA CORPORATION
COM
125509109
46054
599188
SH
SOLE
599188
0
0
CIMAREX ENERGY CO
COM
171798101
33014
342471
SH
SOLE
288771
0
0
CINCINNATI BELL INC NEW
COM
171871106
139
51283
SH
SOLE
40483
0
0
CINCINNATI FINL CORP
COM
172062101
1418
30072
SH
SOLE
30072
0
0
CINEMARK HOLDINGS INC
COM
17243V102
4324
136226
SH
SOLE
136226
0
0
CINTAS CORP
COM
172908105
17221
336347
SH
SOLE
336347
0
0
CIRCOR INTL INC
COM
17273K109
4945
79527
SH
SOLE
38327
0
0
CIRRUS LOGIC INC
COM
172755100
1673
73777
SH
SOLE
68477
0
0
CIS ACQUISITION LTD
UNIT 99/99/9999
G21490506
10237
990000
SH
SOLE
990000
0
0
CISCO SYS INC
COM
17275R102
131446
5612558
SH
SOLE
5205458
0
0
CIT GROUP INC
COM NEW
125581801
387
7937
SH
SOLE
7937
0
0
CITIGROUP INC
COM NEW
172967424
158987
3277403
SH
SOLE
2992933
0
0
CITRIX SYS INC
COM
177376100
2939
41623
SH
SOLE
41623
0
0
CITY HLDG CO
COM
177835105
6328
146339
SH
SOLE
89486
0
0
CITY NATL CORP
COM
178566105
1685
25279
SH
SOLE
25279
0
0
CLEAN HARBORS INC
COM
184496107
898
15308
SH
SOLE
15308
0
0
CLEARFIELD INC
COM
18482P103
309
23014
SH
SOLE
14814
0
0
CLEARWATER PAPER CORP
COM
18538R103
1398
29255
SH
SOLE
20955
0
0
CLECO CORP NEW
COM
12561W105
2002
44653
SH
SOLE
44653
0
0
CLIFFS NAT RES INC
COM
18683K101
300
14636
SH
SOLE
14636
0
0
CLOROX CO DEL
COM
189054109
7296
89279
SH
SOLE
89279
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
421
28700
SH
SOLE
22500
0
0
CLOVIS ONCOLOGY INC
COM
189464100
1619
26637
SH
SOLE
16637
0
0
CME GROUP INC
COM
12572Q105
7292
98697
SH
SOLE
98697
0
0
CMS ENERGY CORP
COM
125896100
2585
98200
SH
SOLE
98200
0
0
CNO FINL GROUP INC
COM
12621E103
2635
182956
SH
SOLE
95256
0
0
CNOOC LTD
SPONSORED ADR
126132109
5126
25400
SH
SOLE
21500
0
0
COACH INC
COM
189754104
2677
49092
SH
SOLE
49092
0
0
COBALT INTL ENERGY INC
COM
19075F106
865
34808
SH
SOLE
34808
0
0
COBALT INTL ENERGY INC
NOTE 2.625%12/0
19075FAA4
6167
5825000
PRN
SOLE
0
0
0
COCA COLA CO
COM
191216100
111971
2955946
SH
SOLE
2740546
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
37829
940782
SH
SOLE
940782
0
0
COCA COLA FEMSA S A B DE C V
SPON ADR REP L
191241108
13058
103652
SH
SOLE
90452
0
0
COEUR MNG INC
*W EXP 04/16/201
192108116
80
34880
SH
SOLE
34880
0
0
COEUR MNG INC
COM NEW
192108504
758
62893
SH
SOLE
47703
0
0
COGENT COMM GROUP INC
COM NEW
19239V302
1071
33214
SH
SOLE
19314
0
0
COGNEX CORP
COM
192422103
1772
56491
SH
SOLE
48291
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
8432
102678
SH
SOLE
79678
0
0
COHEN & STEERS QUALITY RLTY
COM
19247L106
136
13941
SH
SOLE
13941
0
0
COHEN & STEERS REIT & PFD IN
COM
19247X100
1067
68820
SH
SOLE
68820
0
0
COHERENT INC
COM
192479103
685
11151
SH
SOLE
11151
0
0
COINSTAR INC
NOTE 4.000% 9/0
19259PAF9
8226
6525000
PRN
SOLE
0
0
0
COLEMAN CABLE INC
COM
193459302
2359
111731
SH
SOLE
22153
0
0
COLGATE PALMOLIVE CO
COM
194162103
47000
792574
SH
SOLE
765774
0
0
COLLABRIUM JAPAN ACQUISITN C
SHS
G2266G102
6985
693000
SH
SOLE
693000
0
0
COLONIAL PPTYS TR
COM SH BEN INT
195872106
31049
1380576
SH
SOLE
1349825
0
0
COLUMBIA BKG SYS INC
COM
197236102
2297
93000
SH
SOLE
32500
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
472
7841
SH
SOLE
7841
0
0
COMCAST CORP NEW
CL A
20030N101
63497
1406360
SH
SOLE
1332060
0
0
COMCAST CORP NEW
CL A SPL
20030N200
31033
715539
SH
SOLE
707339
0
0
COMERICA INC
COM
200340107
57564
1464358
SH
SOLE
1365858
0
0
COMERICA INC
*W EXP 11/14/201
200340115
975
70421
SH
SOLE
70421
0
0
COMFORT SYS USA INC
COM
199908104
302
32865
SH
SOLE
32865
0
0
COMMERCE BANCSHARES INC
COM
200525103
4004
91406
SH
SOLE
91406
0
0
COMMERCIAL METALS CO
COM
201723103
14370
847763
SH
SOLE
847763
0
0
COMMONWEALTH REIT
COM SH BEN INT
203233101
19054
869656
SH
SOLE
869656
0
0
COMMUNITY BK SYS INC
COM
203607106
3002
87998
SH
SOLE
36055
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
18184
438170
SH
SOLE
438170
0
0
COMMUNITY TR BANCORP INC
COM
204149108
224
5519
SH
SOLE
3519
0
0
COMMVAULT SYSTEMS INC
COM
204166102
24681
281006
SH
SOLE
274492
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
47506
1032281
SH
SOLE
924781
0
0
COMPANHIA DE BEBIDAS DAS AME
SPON ADR PFD
20441W203
26068
679734
SH
SOLE
591134
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
5921
594462
SH
SOLE
594462
0
0
COMPANHIA ENERGETICA DE MINA
SP ADR N-V PFD
204409601
19443
2250366
SH
SOLE
2209162
0
0
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
2480
177618
SH
SOLE
177618
0
0
COMPANHIA SIDERURGICA NACION
SPONSORED ADR
20440W105
190
44500
SH
SOLE
44500
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
2129
181827
SH
SOLE
158627
0
0
COMPUCREDIT HLDGS CORP
NOTE 5.875%11/3
20478NAD2
2059
5000000
PRN
SOLE
0
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
1925
32900
SH
SOLE
5200
0
0
COMPUTER SCIENCES CORP
COM
205363104
137472
2656973
SH
SOLE
2451573
0
0
COMPUWARE CORP
COM
205638109
21579
1926732
SH
SOLE
1926732
0
0
COMSCORE INC
COM
20564W105
3436
118600
SH
SOLE
24500
0
0
COMSTOCK RES INC
COM NEW
205768203
2921
183572
SH
SOLE
93472
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
5284
217282
SH
SOLE
198382
0
0
COMVERSE INC
COM
20585P105
11362
355618
SH
SOLE
351618
0
0
CONAGRA FOODS INC
COM
205887102
20778
684841
SH
SOLE
622941
0
0
CONCUR TECHNOLOGIES INC
COM
206708109
742
6715
SH
SOLE
6715
0
0
CONCURRENT COMPUTER CORP NEW
COM PAR $.01
206710402
117
16230
SH
SOLE
9430
0
0
CONMED CORP
COM
207410101
10255
301706
SH
SOLE
183806
0
0
CONNS INC
COM
208242107
1542
30822
SH
SOLE
21022
0
0
CONOCOPHILLIPS
COM
20825C104
33702
484851
SH
SOLE
475751
0
0
CONSOL ENERGY INC
COM
20854P109
269
8000
SH
SOLE
8000
0
0
CONSOLIDATED EDISON INC
COM
209115104
23479
425798
SH
SOLE
425798
0
0
CONSOLIDATED GRAPHICS INC
COM
209341106
472
8423
SH
SOLE
5923
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
4233
73739
SH
SOLE
73739
0
0
CONSUMER PORTFOLIO SVCS INC
COM
210502100
355
59924
SH
SOLE
40924
0
0
CONTINENTAL RESOURCES INC
COM
212015101
1109
10337
SH
SOLE
10337
0
0
CONVERGYS CORP
COM
212485106
21981
1172305
SH
SOLE
1107089
0
0
CONVERGYS CORP
SDCV 5.750% 9/1
212485AE6
8467
4725000
PRN
SOLE
0
0
0
CON-WAY INC
COM
205944101
8986
208534
SH
SOLE
208534
0
0
COOPER COS INC
COM NEW
216648402
12298
94828
SH
SOLE
94828
0
0
COOPER TIRE & RUBR CO
COM
216831107
69150
2245145
SH
SOLE
2214045
0
0
COPA HOLDINGS SA
CL A
P31076105
16125
116285
SH
SOLE
116285
0
0
COPART INC
COM
217204106
6308
198421
SH
SOLE
198421
0
0
CORE MARK HOLDING CO INC
COM
218681104
9337
140539
SH
SOLE
62739
0
0
CORELOGIC INC
COM
21871D103
10769
398113
SH
SOLE
398113
0
0
CORESITE RLTY CORP
COM
21870Q105
4288
126334
SH
SOLE
44234
0
0
CORINTHIAN COLLEGES INC
COM
218868107
1280
584692
SH
SOLE
273592
0
0
CORMEDIX INC
*W EXP 03/24/201
21900C118
11
97150
SH
SOLE
97150
0
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
1903
36997
SH
SOLE
24697
0
0
CORNERSTONE THERAPEUTICS INC
COM
21924P103
1001
106338
SH
SOLE
106338
0
0
CORNING INC
COM
219350105
11161
764983
SH
SOLE
764983
0
0
CORPORATE EXECUTIVE BRD CO
COM
21988R102
752
10353
SH
SOLE
6253
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
2430
105190
SH
SOLE
105190
0
0
CORRECTIONS CORP AMER NEW
COM NEW
22025Y407
10749
311101
SH
SOLE
311101
0
0
CORVEL CORP
COM
221006109
244
6600
SH
SOLE
3200
0
0
COSTAR GROUP INC
COM
22160N109
371
2208
SH
SOLE
1008
0
0
COSTCO WHSL CORP NEW
COM
22160K105
46369
402792
SH
SOLE
402792
0
0
COUSINS PPTYS INC
COM
222795106
6253
607705
SH
SOLE
421405
0
0
COVANCE INC
COM
222816100
3796
43900
SH
SOLE
43900
0
0
COVANTA HLDG CORP
COM
22282E102
460
21500
SH
SOLE
21500
0
0
CPFL ENERGIA S A
SPONSORED ADR
126153105
3353
194384
SH
SOLE
194384
0
0
CRA INTL INC
COM
12618T105
377
15308
SH
SOLE
15308
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
1807
17502
SH
SOLE
10702
0
0
CRANE CO
COM
224399105
24919
404067
SH
SOLE
404067
0
0
CRAY INC
COM NEW
225223304
2390
99274
SH
SOLE
49074
0
0
CREDICORP LTD
COM
G2519Y108
9924
77252
SH
SOLE
69152
0
0
CREDIT ACCEP CORP MICH
COM
225310101
2129
19211
SH
SOLE
3911
0
0
CREE INC
COM
225447101
6724
111706
SH
SOLE
111706
0
0
CRESTWOOD MIDSTREAM PRTNERS
COM UNITS REPSTG
226372100
287
11534
SH
SOLE
11534
0
0
CRIMSON EXPLORATION INC
COM NEW
22662K207
1684
559598
SH
SOLE
559598
0
0
CROCS INC
COM
227046109
21435
1574917
SH
SOLE
1568617
0
0
CROSSTEX ENERGY INC
COM
22765Y104
318
15243
SH
SOLE
12643
0
0
CROSSTEX ENERGY L P
COM
22765U102
417
20970
SH
SOLE
20970
0
0
CROWN CASTLE INTL CORP
COM
228227104
2081
28494
SH
SOLE
28494
0
0
CROWN HOLDINGS INC
COM
228368106
16555
391553
SH
SOLE
391553
0
0
CSG SYS INTL INC
COM
126349109
8392
334991
SH
SOLE
174394
0
0
CST BRANDS INC
COM
12646R105
15680
526161
SH
SOLE
526161
0
0
CSX CORP
COM
126408103
2119
82332
SH
SOLE
82332
0
0
CTC MEDIA INC
COM
12642X106
475
45200
SH
SOLE
45200
0
0
CTS CORP
COM
126501105
256
16204
SH
SOLE
15004
0
0
CUBESMART
COM
229663109
2160
121054
SH
SOLE
117954
0
0
CUBIC CORP
COM
229669106
2214
41249
SH
SOLE
38947
0
0
CUBIST PHARMACEUTICALS INC
COM
229678107
1983
31210
SH
SOLE
31210
0
0
CULLEN FROST BANKERS INC
COM
229899109
3202
45392
SH
SOLE
45392
0
0
CUMMINS INC
COM
231021106
43893
330347
SH
SOLE
318847
0
0
CUMULUS MEDIA INC
CL A
231082108
246
46500
SH
SOLE
26100
0
0
CURIS INC
COM
231269101
294
65947
SH
SOLE
41147
0
0
CUTWATER SELECT INCOME FD
COM
232229104
528
29688
SH
SOLE
29688
0
0
CVB FINL CORP
COM
126600105
620
45858
SH
SOLE
30399
0
0
CVR ENERGY INC
COM
12662P108
12796
332193
SH
SOLE
332193
0
0
CVS CAREMARK CORPORATION
COM
126650100
170980
3012864
SH
SOLE
2784964
0
0
CYBERONICS INC
COM
23251P102
1239
24411
SH
SOLE
22111
0
0
CYNOSURE INC
CL A
232577205
345
15145
SH
SOLE
9945
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
1229
131600
SH
SOLE
131600
0
0
CYS INVTS INC
COM
12673A108
867
106600
SH
SOLE
71800
0
0
CYTEC INDS INC
COM
232820100
16762
206017
SH
SOLE
206017
0
0
CYTOKINETICS INC
COM NEW
23282W605
203
26793
SH
SOLE
17093
0
0
D R HORTON INC
COM
23331A109
1377
70845
SH
SOLE
70845
0
0
D R HORTON INC
NOTE 2.000% 5/1
23331ABB4
13360
8775000
PRN
SOLE
0
0
0
DAKTRONICS INC
COM
234264109
386
34482
SH
SOLE
30982
0
0
DANA HLDG CORP
COM
235825205
14585
638558
SH
SOLE
638558
0
0
DANAHER CORP DEL
COM
235851102
3301
47617
SH
SOLE
47617
0
0
DARLING INTL INC
COM
237266101
9306
439787
SH
SOLE
339587
0
0
DATALINK CORP
COM
237934104
147
10900
SH
SOLE
7000
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
9698
170438
SH
SOLE
170438
0
0
DAWSON GEOPHYSICAL CO
COM
239359102
329
10132
SH
SOLE
6332
0
0
DCP MIDSTREAM PARTNERS LP
COM UT LTD PTN
23311P100
334
6724
SH
SOLE
6724
0
0
DCT INDUSTRIAL TRUST INC
COM
233153105
613
85271
SH
SOLE
85271
0
0
DDR CORP
COM
23317H102
1727
109900
SH
SOLE
109900
0
0
DEAN FOODS CO NEW
COM NEW
242370203
3633
188256
SH
SOLE
188256
0
0
DECKERS OUTDOOR CORP
COM
243537107
2092
31728
SH
SOLE
31728
0
0
DEERE & CO
COM
244199105
16066
197400
SH
SOLE
178300
0
0
DELEK US HLDGS INC
COM
246647101
4993
236736
SH
SOLE
136636
0
0
DELL INC
COM
24702R101
91568
6649814
SH
SOLE
6649814
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
13261
227000
SH
SOLE
227000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
61550
2609163
SH
SOLE
2609163
0
0
DELUXE CORP
COM
248019101
2112
50690
SH
SOLE
43190
0
0
DEMANDWARE INC
COM
24802Y105
894
19300
SH
SOLE
10000
0
0
DENBURY RES INC
COM NEW
247916208
3206
174145
SH
SOLE
174145
0
0
DENNYS CORP
COM
24869P104
2998
489806
SH
SOLE
201133
0
0
DEPOMED INC
COM
249908104
1495
199800
SH
SOLE
14500
0
0
DESTINATION MATERNITY CORP
COM
25065D100
2967
93313
SH
SOLE
41013
0
0
DESTINATION XL GROUP INC
COM
25065K104
209
32334
SH
SOLE
18534
0
0
DEVELOPERS DIVERSIFIED RLTY
NOTE 1.750%11/1
251591AX1
8626
7592000
PRN
SOLE
0
0
0
DEVON ENERGY CORP NEW
COM
25179M103
6618
114580
SH
SOLE
101980
0
0
DEVRY INC DEL
COM
251893103
2301
75309
SH
SOLE
66709
0
0
DEX MEDIA INC NEW
COM
25213A107
1968
242086
SH
SOLE
118850
0
0
DEXCOM INC
COM
252131107
1542
54611
SH
SOLE
34011
0
0
DFC GLOBAL CORP
COM
23324T107
131
11877
SH
SOLE
11877
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
1140
18300
SH
SOLE
18300
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
552
51696
SH
SOLE
51696
0
0
DICKS SPORTING GOODS INC
COM
253393102
251
4700
SH
SOLE
4700
0
0
DIEBOLD INC
COM
253651103
2650
90260
SH
SOLE
90260
0
0
DIGITAL RIV INC
COM
25388B104
2882
161284
SH
SOLE
64884
0
0
DIGITAL RLTY TR INC
COM
253868103
2944
55427
SH
SOLE
55427
0
0
DIGITALGLOBE INC
COM NEW
25389M877
587
18575
SH
SOLE
10575
0
0
DILLARDS INC
CL A
254067101
70054
894690
SH
SOLE
894690
0
0
DINEEQUITY INC
COM
254423106
876
12699
SH
SOLE
6999
0
0
DIODES INC
COM
254543101
240
9800
SH
SOLE
6300
0
0
DIRECTV
COM
25490A309
25352
424305
SH
SOLE
407805
0
0
DISCOVER FINL SVCS
COM
254709108
121592
2405855
SH
SOLE
2265955
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
3891
46092
SH
SOLE
46092
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
35381
452906
SH
SOLE
452906
0
0
DISH NETWORK CORP
CL A
25470M109
26400
586527
SH
SOLE
490727
0
0
DISNEY WALT CO
COM DISNEY
254687106
59568
923679
SH
SOLE
816779
0
0
DOLBY LABORATORIES INC
COM
25659T107
7985
231380
SH
SOLE
231380
0
0
DOLLAR GEN CORP NEW
COM
256677105
8723
154493
SH
SOLE
154493
0
0
DOLLAR TREE INC
COM
256746108
14338
250843
SH
SOLE
250843
0
0
DOMINION RES INC VA NEW
COM
25746U109
10993
175952
SH
SOLE
175952
0
0
DOMINION RES INC VA NEW
UNIT 04/01/2013
25746U703
5334
100000
SH
SOLE
100000
0
0
DOMINION RES INC VA NEW
UNIT 07/01/2016
25746U885
16035
300000
SH
SOLE
300000
0
0
DOMINOS PIZZA INC
COM
25754A201
23104
340013
SH
SOLE
340013
0
0
DOMTAR CORP
COM NEW
257559203
12683
159700
SH
SOLE
159700
0
0
DONALDSON INC
COM
257651109
1223
32084
SH
SOLE
32084
0
0
DONNELLEY R R & SONS CO
COM
257867101
14527
919443
SH
SOLE
919443
0
0
DORMAN PRODUCTS INC
COM
258278100
1505
30380
SH
SOLE
20280
0
0
DOUGLAS EMMETT INC
COM
25960P109
1160
49433
SH
SOLE
49433
0
0
DOVER CORP
COM
260003108
11457
127537
SH
SOLE
127537
0
0
DOW CHEM CO
COM
260543103
3721
96900
SH
SOLE
96900
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
14877
331928
SH
SOLE
326528
0
0
DR REDDYS LABS LTD
ADR
256135203
18507
489745
SH
SOLE
489745
0
0
DREAMWORKS ANIMATION SKG INC
CL A
26153C103
1721
60457
SH
SOLE
60457
0
0
DRESSER-RAND GROUP INC
COM
261608103
9169
146946
SH
SOLE
146946
0
0
DREW INDS INC
COM NEW
26168L205
1125
24700
SH
SOLE
7800
0
0
DRIL-QUIP INC
COM
262037104
1962
17100
SH
SOLE
17100
0
0
DST SYS INC DEL
COM
233326107
12737
168900
SH
SOLE
168900
0
0
DSW INC
CL A
23334L102
618
7240
SH
SOLE
7240
0
0
DTE ENERGY CO
COM
233331107
79872
1210544
SH
SOLE
1148044
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
1928
32923
SH
SOLE
32923
0
0
DUCOMMUN INC DEL
COM
264147109
480
16724
SH
SOLE
13424
0
0
DUFF & PHELPS UTIL CORP BD T
COM
26432K108
180
17263
SH
SOLE
17263
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
41212
617133
SH
SOLE
578533
0
0
DUKE REALTY CORP
COM NEW
264411505
1260
81600
SH
SOLE
81600
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
15625
150458
SH
SOLE
150458
0
0
DUPONT FABROS TECHNOLOGY INC
COM
26613Q106
375
14555
SH
SOLE
14555
0
0
DWS HIGH INCOME OPPORT FD IN
COM NEW
23339M204
594
41993
SH
SOLE
41993
0
0
DXP ENTERPRISES INC NEW
COM NEW
233377407
1364
17269
SH
SOLE
9269
0
0
DYAX CORP
COM
26746E103
270
39287
SH
SOLE
25487
0
0
DYCOM INDS INC
COM
267475101
5469
195388
SH
SOLE
80988
0
0
DYNAVAX TECHNOLOGIES CORP
COM
268158102
313
260600
SH
SOLE
174700
0
0
DYNEGY INC NEW DEL
*W EXP 99/99/999
26817R116
76
55960
SH
SOLE
37936
0
0
E M C CORP MASS
COM
268648102
1003
39240
SH
SOLE
39240
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
6074
368142
SH
SOLE
368142
0
0
E TRADE FINANCIAL CORP
NOTE 8/3
269246AZ7
3201
2000000
PRN
SOLE
0
0
0
EAGLE BANCORP INC MD
COM
268948106
388
13732
SH
SOLE
8782
0
0
EAGLE MATERIALS INC
COM
26969P108
2021
27854
SH
SOLE
27854
0
0
EAGLE ROCK ENERGY PARTNERS L
UNIT
26985R104
217
30514
SH
SOLE
30514
0
0
EARTHLINK INC
COM
270321102
1463
295506
SH
SOLE
129406
0
0
EAST WEST BANCORP INC
COM
27579R104
6371
199404
SH
SOLE
199404
0
0
EASTERN INS HLDGS INC
COM
276534104
325
13306
SH
SOLE
13306
0
0
EASTGROUP PPTY INC
COM
277276101
1685
28462
SH
SOLE
11018
0
0
EASTMAN CHEM CO
COM
277432100
3490
44804
SH
SOLE
44804
0
0
EATON VANCE CALIF MUN BD FD
COM
27828A100
373
36098
SH
SOLE
36098
0
0
EATON VANCE CORP
COM NON VTG
278265103
676
17415
SH
SOLE
17415
0
0
EATON VANCE ENH EQTY INC FD
COM
278277108
1925
164148
SH
SOLE
164148
0
0
EATON VANCE ENHANCED EQ INC
COM
278274105
1636
135670
SH
SOLE
135670
0
0
EATON VANCE NATL MUN OPPORT
COM SHS
27829L105
720
38294
SH
SOLE
38294
0
0
EATON VANCE RISK MNGD DIV EQ
COM
27829G106
4155
384409
SH
SOLE
384409
0
0
EATON VANCE TAX MNGD GBL DV
COM
27829F108
4976
530513
SH
SOLE
530513
0
0
EATON VANCE TAX MNGED BUY WR
COM
27828X100
152
10557
SH
SOLE
10557
0
0
EATON VANCE TX ADV GLB DIV O
COM
27828U106
316
14021
SH
SOLE
14021
0
0
EATON VANCE TX MGD DIV EQ IN
COM
27828N102
3102
307759
SH
SOLE
307759
0
0
EATON VANCE TXMGD GL BUYWR O
COM
27829C105
2618
230867
SH
SOLE
230867
0
0
EBAY INC
COM
278642103
39622
710198
SH
SOLE
710198
0
0
ECHOSTAR CORP
CL A
278768106
501
11403
SH
SOLE
11403
0
0
ECOLAB INC
COM
278865100
2677
27108
SH
SOLE
27108
0
0
EDISON INTL
COM
281020107
47075
1022039
SH
SOLE
1000239
0
0
EDUCATION RLTY TR INC
COM
28140H104
298
32697
SH
SOLE
4297
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
3713
53319
SH
SOLE
53319
0
0
EGAIN CORP
COM NEW
28225C806
392
25977
SH
SOLE
16777
0
0
EHEALTH INC
COM
28238P109
298
9249
SH
SOLE
4949
0
0
EL PASO ELEC CO
COM NEW
283677854
3825
114529
SH
SOLE
56912
0
0
EL PASO PIPELINE PARTNERS L
COM UNIT LPI
283702108
313
7402
SH
SOLE
7402
0
0
ELAN PLC
ADR
284131208
91753
5889172
SH
SOLE
5889172
0
0
ELDORADO GOLD CORP NEW
COM
284902103
1162
173200
SH
SOLE
173200
0
0
ELECTRONIC ARTS INC
COM
285512109
22164
867460
SH
SOLE
843860
0
0
ELECTRONIC ARTS INC
NOTE 0.750% 7/1
285512AA7
11615
10650000
PRN
SOLE
0
0
0
ELECTRONICS FOR IMAGING INC
COM
286082102
851
26873
SH
SOLE
13273
0
0
ELIZABETH ARDEN INC
COM
28660G106
244
6614
SH
SOLE
6614
0
0
ELLIE MAE INC
COM
28849P100
3031
94697
SH
SOLE
25097
0
0
ELLIS PERRY INTL INC
COM
288853104
2027
107583
SH
SOLE
58483
0
0
ELLSWORTH FUND LTD
COM
289074106
332
42244
SH
SOLE
42244
0
0
EMBRAER S A
SP ADR REP 4 COM
29082A107
7169
220800
SH
SOLE
188200
0
0
EMCOR GROUP INC
COM
29084Q100
20536
524827
SH
SOLE
504774
0
0
EMERALD OIL INC
COM NEW
29101U209
1452
202000
SH
SOLE
202000
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
9175
481636
SH
SOLE
217436
0
0
EMERSON ELEC CO
COM
291011104
34969
540472
SH
SOLE
496472
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
3191
107286
SH
SOLE
41586
0
0
EMPRESA NACIONAL DE ELCTRCID
SPONSORED ADR
29244T101
3174
75600
SH
SOLE
75600
0
0
EMULEX CORP
COM NEW
292475209
1714
220917
SH
SOLE
74717
0
0
ENBRIDGE ENERGY PARTNERS L P
COM
29250R106
282
9277
SH
SOLE
9277
0
0
ENBRIDGE INC
COM
29250N105
307
7358
SH
SOLE
7358
0
0
ENCANA CORP
COM
292505104
1964
113312
SH
SOLE
113312
0
0
ENCORE CAP GROUP INC
COM
292554102
696
15171
SH
SOLE
10371
0
0
ENCORE WIRE CORP
COM
292562105
1282
32499
SH
SOLE
31399
0
0
ENDEAVOUR INTL CORP
COM NEW
29259G200
61
11400
SH
SOLE
0
0
0
ENDO HEALTH SOLUTIONS INC
COM
29264F205
4159
91530
SH
SOLE
91530
0
0
ENDOCYTE INC
COM
29269A102
3205
240444
SH
SOLE
49244
0
0
ENDOLOGIX INC
COM
29266S106
266
16490
SH
SOLE
6890
0
0
ENDURANCE SPECIALTY HLDGS LT
SHS
G30397106
833
15508
SH
SOLE
15508
0
0
ENERGEN CORP
COM
29265N108
2145
28078
SH
SOLE
28078
0
0
ENERGIZER HLDGS INC
COM
29266R108
15283
167665
SH
SOLE
157765
0
0
ENERGY RECOVERY INC
COM
29270J100
246
33900
SH
SOLE
22800
0
0
ENERGY TRANSFER PRTNRS L P
UNIT LTD PARTN
29273R109
315
6042
SH
SOLE
6042
0
0
ENERGY XXI (BERMUDA) LTD
USD UNRS SHS
G10082140
11631
385138
SH
SOLE
228938
0
0
ENERNOC INC
COM
292764107
3176
211888
SH
SOLE
95088
0
0
ENERPLUS CORP
COM
292766102
349
21036
SH
SOLE
21036
0
0
ENERSIS S A
SPONSORED ADR
29274F104
32581
2028683
SH
SOLE
1800183
0
0
ENERSYS
COM
29275Y102
4137
68228
SH
SOLE
39728
0
0
ENGILITY HLDGS INC
COM
29285W104
1212
38200
SH
SOLE
26700
0
0
ENPRO INDS INC
COM
29355X107
1680
27907
SH
SOLE
27907
0
0
ENSIGN GROUP INC
COM
29358P101
2878
70000
SH
SOLE
10700
0
0
ENSTAR GROUP LIMITED
SHS
G3075P101
513
3755
SH
SOLE
2555
0
0
ENTEGRIS INC
COM
29362U104
1984
195449
SH
SOLE
142649
0
0
ENTERGY CORP NEW
COM
29364G103
17503
276988
SH
SOLE
271388
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
844
13830
SH
SOLE
13830
0
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
3077
521580
SH
SOLE
158457
0
0
ENTROPIC COMMUNICATIONS INC
COM
29384R105
427
97600
SH
SOLE
53200
0
0
ENVESTNET INC
COM
29404K106
1168
37692
SH
SOLE
16792
0
0
EOG RES INC
COM
26875P101
24131
142548
SH
SOLE
142548
0
0
EPAM SYS INC
COM
29414B104
984
28519
SH
SOLE
19219
0
0
EPL OIL & GAS INC
COM
26883D108
14173
381928
SH
SOLE
215828
0
0
EPLUS INC
COM
294268107
366
7077
SH
SOLE
4377
0
0
EPR PPTYS
COM SH BEN INT
26884U109
1450
29750
SH
SOLE
28350
0
0
EQT CORP
COM
26884L109
829
9347
SH
SOLE
9347
0
0
EQUIFAX INC
COM
294429105
23674
395561
SH
SOLE
385461
0
0
EQUINIX INC
COM NEW
29444U502
774
4216
SH
SOLE
4216
0
0
EQUINIX INC
NOTE 4.750% 6/1
29444UAH9
77963
34650000
PRN
SOLE
0
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
1251
36624
SH
SOLE
36624
0
0
EQUITY ONE
COM
294752100
620
28354
SH
SOLE
28354
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
17579
328152
SH
SOLE
305752
0
0
ERA GROUP INC
COM
26885G109
1730
63636
SH
SOLE
63636
0
0
ERICKSON AIR-CRANE INC
COM
29482P100
1089
69544
SH
SOLE
35344
0
0
ESSEX PPTY TR INC
COM
297178105
1272
8613
SH
SOLE
8613
0
0
ESTERLINE TECHNOLOGIES CORP
COM
297425100
5145
64402
SH
SOLE
58702
0
0
ETHAN ALLEN INTERIORS INC
COM
297602104
234
8400
SH
SOLE
4400
0
0
EURONET WORLDWIDE INC
COM
298736109
1510
37943
SH
SOLE
25443
0
0
EVERBANK FINL CORP
COM
29977G102
1642
109598
SH
SOLE
76098
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
2078
42200
SH
SOLE
26600
0
0
EVEREST RE GROUP LTD
COM
G3223R108
93540
643283
SH
SOLE
574983
0
0
EVERTEC INC
COM
30040P103
2318
104361
SH
SOLE
98961
0
0
EXACT SCIENCES CORP
COM
30063P105
137
11607
SH
SOLE
6507
0
0
EXAMWORKS GROUP INC
COM
30066A105
285
10953
SH
SOLE
7053
0
0
EXAR CORP
COM
300645108
358
26700
SH
SOLE
17400
0
0
EXCEL TR INC
COM
30068C109
348
28995
SH
SOLE
20795
0
0
EXCO RESOURCES INC
COM
269279402
1115
165400
SH
SOLE
165400
0
0
EXELIS INC
COM
30162A108
2052
130632
SH
SOLE
130632
0
0
EXELIXIS INC
NOTE 4.250% 8/1
30161QAC8
10140
8625000
PRN
SOLE
0
0
0
EXELON CORP
COM
30161N101
2597
87604
SH
SOLE
87604
0
0
EXLSERVICE HOLDINGS INC
COM
302081104
967
33962
SH
SOLE
13262
0
0
EXPEDIA INC DEL
COM NEW
30212P303
6691
129195
SH
SOLE
129195
0
0
EXPEDITORS INTL WASH INC
COM
302130109
592
13430
SH
SOLE
13430
0
0
EXPONENT INC
COM
30214U102
2963
41240
SH
SOLE
14567
0
0
EXPRESS INC
COM
30219E103
2379
100862
SH
SOLE
35962
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
81850
1324866
SH
SOLE
1255066
0
0
EXTERRAN HLDGS INC
COM
30225X103
1524
55263
SH
SOLE
36563
0
0
EXTERRAN HLDGS INC
NOTE 4.250% 6/1
30225XAA1
14766
11825000
PRN
SOLE
0
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
7438
162575
SH
SOLE
162575
0
0
EXTREME NETWORKS INC
COM
30226D106
3311
634300
SH
SOLE
243400
0
0
EXXON MOBIL CORP
COM
30231G102
304226
3535866
SH
SOLE
3223466
0
0
EZCORP INC
CL A NON VTG
302301106
2633
155960
SH
SOLE
155960
0
0
F M C CORP
COM NEW
302491303
588
8200
SH
SOLE
8200
0
0
F5 NETWORKS INC
COM
315616102
4438
51749
SH
SOLE
51749
0
0
FABRINET
SHS
G3323L100
3917
232600
SH
SOLE
121900
0
0
FACEBOOK INC
CL A
30303M102
23996
477636
SH
SOLE
477636
0
0
FACTSET RESH SYS INC
COM
303075105
1911
17520
SH
SOLE
17520
0
0
FAIR ISAAC CORP
COM
303250104
6523
118004
SH
SOLE
118004
0
0
FAIRCHILD SEMICONDUCTOR INTL
COM
303726103
496
35700
SH
SOLE
35700
0
0
FAMILY DLR STORES INC
COM
307000109
3088
42879
SH
SOLE
42879
0
0
FARO TECHNOLOGIES INC
COM
311642102
480
11379
SH
SOLE
5679
0
0
FASTENAL CO
COM
311900104
1856
36943
SH
SOLE
36943
0
0
FBL FINL GROUP INC
CL A
30239F106
601
13375
SH
SOLE
9175
0
0
FBR & CO
COM NEW
30247C400
414
15444
SH
SOLE
11544
0
0
FEDERAL AGRIC MTG CORP
CL C
313148306
368
11031
SH
SOLE
7431
0
0
FEDERAL MOGUL CORP
COM
313549404
695
41400
SH
SOLE
27100
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
2063
20332
SH
SOLE
20332
0
0
FEDERAL SIGNAL CORP
COM
313855108
747
58020
SH
SOLE
41720
0
0
FEDERATED INVS INC PA
CL B
314211103
3370
124074
SH
SOLE
124074
0
0
FEDEX CORP
COM
31428X106
11457
100407
SH
SOLE
100407
0
0
FEI CO
COM
30241L109
218
2487
SH
SOLE
2087
0
0
FELCOR LODGING TR INC
COM
31430F101
524
85110
SH
SOLE
70010
0
0
FERRO CORP
COM
315405100
1345
147600
SH
SOLE
23000
0
0
FIBRIA CELULOSE S A
SP ADR REP COM
31573A109
5441
472300
SH
SOLE
386100
0
0
FIDELITY NATIONAL FINANCIAL
CL A
31620R105
10891
409453
SH
SOLE
409453
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
92179
1984900
SH
SOLE
1823500
0
0
FIDELITY SOUTHERN CORP NEW
COM
316394105
209
13631
SH
SOLE
7721
0
0
FIESTA RESTAURANT GROUP INC
COM
31660B101
1034
27461
SH
SOLE
13161
0
0
FIFTH & PAC COS INC
COM
316645100
1025
40793
SH
SOLE
37593
0
0
FIFTH THIRD BANCORP
COM
316773100
39974
2215876
SH
SOLE
2167776
0
0
FINANCIAL ENGINES INC
COM
317485100
1758
29582
SH
SOLE
19182
0
0
FINISAR CORP
COM NEW
31787A507
10421
460498
SH
SOLE
363398
0
0
FINISAR CORP
NOTE 5.000%10/1
31787AAK7
1750
800000
PRN
SOLE
0
0
0
FINISH LINE INC
CL A
317923100
1266
50892
SH
SOLE
50892
0
0
FIRST AMERN FINL CORP
COM
31847R102
779
31993
SH
SOLE
2393
0
0
FIRST CASH FINL SVCS INC
COM
31942D107
929
16028
SH
SOLE
9628
0
0
FIRST COMWLTH FINL CORP PA
COM
319829107
7583
999105
SH
SOLE
493205
0
0
FIRST CTZNS BANCSHARES INC N
CL A
31946M103
852
4145
SH
SOLE
4145
0
0
FIRST FINL BANCORP OH
COM
320209109
643
42414
SH
SOLE
27953
0
0
FIRST FINL BANKSHARES
COM
32020R109
885
15050
SH
SOLE
10550
0
0
FIRST FINL HLDGS INC NEW
COM
32023E105
430
7800
SH
SOLE
5800
0
0
FIRST HORIZON NATL CORP
COM
320517105
1863
169476
SH
SOLE
169476
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
4142
254554
SH
SOLE
138154
0
0
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
3186
131916
SH
SOLE
73968
0
0
FIRST MARBLEHEAD CORP
COM
320771108
87
28435
SH
SOLE
28435
0
0
FIRST MERCHANTS CORP
COM
320817109
215
12427
SH
SOLE
9527
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
4106
271768
SH
SOLE
162268
0
0
FIRST NIAGARA FINL GP INC
COM
33582V108
807
77861
SH
SOLE
77861
0
0
FIRST POTOMAC RLTY TR
COM
33610F109
1266
100690
SH
SOLE
67298
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
312
6700
SH
SOLE
6700
0
0
FIRST SOLAR INC
COM
336433107
62592
1556625
SH
SOLE
1556625
0
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
327
22450
SH
SOLE
22450
0
0
FIRST TR ENHANCED EQTY INC F
COM
337318109
762
61553
SH
SOLE
61553
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
478
27255
SH
SOLE
27255
0
0
FIRSTMERIT CORP
COM
337915102
903
41582
SH
SOLE
41582
0
0
FIRSTSERVICE CORP
SUB VTG SH
33761N109
832
21428
SH
SOLE
21428
0
0
FISERV INC
COM
337738108
15240
150820
SH
SOLE
150820
0
0
FIVE BELOW INC
COM
33829M101
10937
250000
SH
SOLE
250000
0
0
FIVE STAR QUALITY CARE INC
COM
33832D106
2164
418612
SH
SOLE
219328
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
1030
69774
SH
SOLE
56474
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
2043
18550
SH
SOLE
18550
0
0
FLEETMATICS GROUP PLC
COM
G35569105
6196
165000
SH
SOLE
165000
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
49091
5400500
SH
SOLE
5400500
0
0
FLIR SYS INC
COM
302445101
16112
513133
SH
SOLE
513133
0
0
FLOTEK INDS INC DEL
COM
343389102
749
32550
SH
SOLE
17850
0
0
FLOW INTL CORP
COM
343468104
1836
460251
SH
SOLE
460251
0
0
FLOWERS FOODS INC
COM
343498101
4518
210707
SH
SOLE
210707
0
0
FLOWSERVE CORP
COM
34354P105
11476
183933
SH
SOLE
183933
0
0
FLUOR CORP NEW
COM
343412102
5619
79187
SH
SOLE
79187
0
0
FMC TECHNOLOGIES INC
COM
30249U101
857
15464
SH
SOLE
15464
0
0
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
11874
122300
SH
SOLE
102900
0
0
FOOT LOCKER INC
COM
344849104
38370
1130522
SH
SOLE
1130522
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
55528
3291521
SH
SOLE
3070821
0
0
FOREST LABS INC
COM
345838106
18576
434112
SH
SOLE
434112
0
0
FOREST OIL CORP
COM PAR $0.01
346091705
356
58300
SH
SOLE
53500
0
0
FORESTAR GROUP INC
COM
346233109
577
26800
SH
SOLE
13900
0
0
FORMFACTOR INC
COM
346375108
5982
872069
SH
SOLE
457169
0
0
FORRESTER RESH INC
COM
346563109
965
26239
SH
SOLE
10243
0
0
FORT DEARBORN INCOME SECS IN
COM
347200107
450
32257
SH
SOLE
32257
0
0
FORTINET INC
COM
34959E109
4790
236419
SH
SOLE
236419
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
3752
90129
SH
SOLE
90129
0
0
FOSSIL GROUP INC
COM
34988V106
12238
105279
SH
SOLE
105279
0
0
FOSTER L B CO
COM
350060109
616
13465
SH
SOLE
13465
0
0
FOSTER WHEELER AG
COM
H27178104
5674
215429
SH
SOLE
215429
0
0
FRANKLIN ELEC INC
COM
353514102
914
23202
SH
SOLE
17202
0
0
FRANKLIN RES INC
COM
354613101
14853
293821
SH
SOLE
293821
0
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
1364
107095
SH
SOLE
65795
0
0
FREDS INC
CL A
356108100
7715
492997
SH
SOLE
249959
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
2748
83073
SH
SOLE
83073
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
18659
628680
SH
SOLE
371001
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
2490
597200
SH
SOLE
597200
0
0
FUEL SYS SOLUTIONS INC
COM
35952W103
549
27900
SH
SOLE
3100
0
0
FULLER H B CO
COM
359694106
299
6615
SH
SOLE
4315
0
0
FULTON FINL CORP PA
COM
360271100
6828
584575
SH
SOLE
584575
0
0
FURIEX PHARMACEUTICALS INC
COM
36106P101
498
11316
SH
SOLE
7916
0
0
FUTUREFUEL CORPORATION
COM
36116M106
2179
121341
SH
SOLE
48741
0
0
FXCM INC
COM CL A
302693106
258
13076
SH
SOLE
13076
0
0
G & K SVCS INC
CL A
361268105
11853
196276
SH
SOLE
113389
0
0
GALENA BIOPHARMA INC
COM
363256108
261
115100
SH
SOLE
85900
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
1689
38700
SH
SOLE
38700
0
0
GAMESTOP CORP NEW
CL A
36467W109
162423
3271357
SH
SOLE
3056057
0
0
GANNETT INC
COM
364730101
47570
1775664
SH
SOLE
1775664
0
0
GAP INC DEL
COM
364760108
99482
2469752
SH
SOLE
2337252
0
0
GARMIN LTD
SHS
H2906T109
619
13700
SH
SOLE
13700
0
0
GARTNER INC
COM
366651107
10647
177450
SH
SOLE
177450
0
0
GENCORP INC
COM
368682100
981
61168
SH
SOLE
37268
0
0
GENCORP INC
SDCV 4.062%12/3
368682AN0
14917
8250000
PRN
SOLE
0
0
0
GENERAC HLDGS INC
COM
368736104
1745
40935
SH
SOLE
27235
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
10655
335576
SH
SOLE
335576
0
0
GENERAL CABLE CORP DEL NEW
NOTE 0.875%11/1
369300AD0
13634
13625000
PRN
SOLE
0
0
0
GENERAL CABLE CORP DEL NEW
FRNT 4.500%11/1
369300AL2
47138
41600000
PRN
SOLE
0
0
0
GENERAL DYNAMICS CORP
COM
369550108
8695
99352
SH
SOLE
99352
0
0
GENERAL ELECTRIC CO
COM
369604103
172961
7239883
SH
SOLE
6614083
0
0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
9765
506239
SH
SOLE
480039
0
0
GENERAL MLS INC
COM
370334104
28232
589141
SH
SOLE
589141
0
0
GENERAL MTRS CO
COM
37045V100
19231
534628
SH
SOLE
534628
0
0
GENERAL MTRS CO
*W EXP 12/31/201
37045V134
4160
1040000
SH
SOLE
1040000
0
0
GENERAL MTRS CO
JR PFD CNV SRB
37045V209
47155
936075
SH
SOLE
936075
0
0
GENESCO INC
COM
371532102
475
7249
SH
SOLE
7249
0
0
GENESEE & WYO INC
CL A
371559105
1262
13575
SH
SOLE
13575
0
0
GENESEE & WYO INC
UNIT 10/01/2015
371559204
3934
30675
SH
SOLE
30675
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
484
9660
SH
SOLE
9660
0
0
GENMARK DIAGNOSTICS INC
COM
372309104
284
23394
SH
SOLE
10694
0
0
GENTEX CORP
COM
371901109
1216
47520
SH
SOLE
47520
0
0
GENTHERM INC
COM
37253A103
307
16100
SH
SOLE
8800
0
0
GENTIVA HEALTH SERVICES INC
COM
37247A102
8982
746002
SH
SOLE
358702
0
0
GENUINE PARTS CO
COM
372460105
14831
183342
SH
SOLE
183342
0
0
GENWORTH FINL INC
COM CL A
37247D106
20968
1639372
SH
SOLE
1639372
0
0
GEO GROUP INC
COM
36159R103
9236
277783
SH
SOLE
175783
0
0
GEOSPACE TECHNOLOGIES CORP
COM
37364X109
897
10638
SH
SOLE
6438
0
0
GERDAU S A
SPON ADR REP PFD
373737105
473
63400
SH
SOLE
63400
0
0
GFI GROUP INC
COM
361652209
388
98183
SH
SOLE
98183
0
0
GIBRALTAR INDS INC
COM
374689107
5132
359908
SH
SOLE
222856
0
0
G-III APPAREL GROUP LTD
COM
36237H101
2455
44976
SH
SOLE
19276
0
0
GILEAD SCIENCES INC
COM
375558103
29544
470151
SH
SOLE
470151
0
0
GILEAD SCIENCES INC
NOTE 1.625% 5/0
375558AP8
103968
37525000
PRN
SOLE
0
0
0
GLACIER BANCORP INC NEW
COM
37637Q105
608
24600
SH
SOLE
16000
0
0
GLADSTONE CAPITAL CORP
COM
376535100
96
11000
SH
SOLE
7300
0
0
GLADSTONE INVT CORP
COM
376546107
94
13320
SH
SOLE
10120
0
0
GLATFELTER
COM
377316104
1748
64589
SH
SOLE
46230
0
0
GLIMCHER RLTY TR
SH BEN INT
379302102
628
64440
SH
SOLE
33440
0
0
GLOBAL BRASS & COPPR HLDGS I
COM
37953G103
263
15000
SH
SOLE
15000
0
0
GLOBAL CASH ACCESS HLDGS INC
COM
378967103
4090
523721
SH
SOLE
178321
0
0
GLOBAL INDEMNITY PLC
SHS
G39319101
43
12205
SH
SOLE
12205
0
0
GLOBAL PMTS INC
COM
37940X102
1854
36300
SH
SOLE
36300
0
0
GLOBECOMM SYSTEMS INC
COM
37956X103
13470
960082
SH
SOLE
960082
0
0
GLU MOBILE INC
COM
379890106
111
39754
SH
SOLE
39754
0
0
GNC HLDGS INC
COM CL A
36191G107
743
13604
SH
SOLE
13604
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
406
10771
SH
SOLE
10771
0
0
GOLD FIELDS LTD NEW
SPONSORED ADR
38059T106
183
40080
SH
SOLE
40080
0
0
GOLDCORP INC NEW
COM
380956409
1262
48502
SH
SOLE
48502
0
0
GOLDCORP INC NEW
NOTE 2.000% 8/0
380956AB8
506
500000
PRN
SOLE
0
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
164832
1041857
SH
SOLE
969657
0
0
GOODRICH PETE CORP
NOTE 5.000%10/0
382410AC2
729
675000
PRN
SOLE
0
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
18152
808535
SH
SOLE
808535
0
0
GOOGLE INC
CL A
38259P508
199409
227659
SH
SOLE
208459
0
0
GOVERNMENT PPTYS INCOME TR
COM SHS BEN INT
38376A103
3624
151456
SH
SOLE
86256
0
0
GRACE W R & CO DEL NEW
COM
38388F108
30143
344881
SH
SOLE
344881
0
0
GRAFTECH INTL LTD
COM
384313102
199
23583
SH
SOLE
23583
0
0
GRAINGER W W INC
COM
384802104
6950
26555
SH
SOLE
26555
0
0
GRAMERCY PPTY TR INC
COM
38489R100
169
40653
SH
SOLE
27153
0
0
GRAND CANYON ED INC
COM
38526M106
1490
36992
SH
SOLE
22792
0
0
GRANITE CONSTR INC
COM
387328107
459
15000
SH
SOLE
12100
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
347
40507
SH
SOLE
22707
0
0
GRAY TELEVISION INC
COM
389375106
3496
445389
SH
SOLE
210189
0
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
249
33500
SH
SOLE
33500
0
0
GREATBATCH INC
COM
39153L106
2378
69881
SH
SOLE
26481
0
0
GREEN MTN COFFEE ROASTERS IN
COM
393122106
21440
284612
SH
SOLE
284612
0
0
GREEN PLAINS RENEWABLE ENERG
COM
393222104
9651
601322
SH
SOLE
339022
0
0
GREEN PLAINS RENEWABLE ENERG
NOTE 5.750%11/0
393222AB0
6996
5400000
PRN
SOLE
0
0
0
GREENWAY MED TECHNOLOGIES IN
COM
39679B103
11126
538792
SH
SOLE
538792
0
0
GRIFFON CORP
COM
398433102
108
12048
SH
SOLE
12048
0
0
GROUPON INC
COM CL A
399473107
1251
111600
SH
SOLE
111600
0
0
GRUPO TELEVISA SA
SPON ADR REP ORD
40049J206
12803
458073
SH
SOLE
424373
0
0
GT ADVANCED TECHNOLOGIES INC
NOTE 3.000%10/0
36191UAA4
8928
6825000
PRN
SOLE
0
0
0
GTX INC DEL
COM
40052B108
904
449700
SH
SOLE
394500
0
0
GUESS INC
COM
401617105
21945
735168
SH
SOLE
735168
0
0
GUIDEWIRE SOFTWARE INC
COM
40171V100
622
13212
SH
SOLE
8512
0
0
GULF ISLAND FABRICATION INC
COM
402307102
377
15390
SH
SOLE
11890
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
3655
56806
SH
SOLE
56806
0
0
H & E EQUIPMENT SERVICES INC
COM
404030108
923
34747
SH
SOLE
16347
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
19805
256810
SH
SOLE
256810
0
0
HALLIBURTON CO
COM
406216101
4853
100782
SH
SOLE
100782
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
225
20400
SH
SOLE
0
0
0
HANCOCK JOHN PREMUIM DIV FD
COM SH BEN INT
41013T105
1134
94704
SH
SOLE
94704
0
0
HANCOCK JOHN TAX-ADV DIV INC
COM
41013V100
1055
60624
SH
SOLE
60624
0
0
HANESBRANDS INC
COM
410345102
8054
129260
SH
SOLE
129260
0
0
HANGER INC
COM NEW
41043F208
752
22261
SH
SOLE
11661
0
0
HANMI FINL CORP
COM NEW
410495204
3477
209863
SH
SOLE
117073
0
0
HANOVER INS GROUP INC
COM
410867105
8967
162085
SH
SOLE
159685
0
0
HARBINGER GROUP INC
COM
41146A106
359
34609
SH
SOLE
22209
0
0
HARLEY DAVIDSON INC
COM
412822108
1015
15800
SH
SOLE
15800
0
0
HARMAN INTL INDS INC
COM
413086109
15053
227285
SH
SOLE
227285
0
0
HARMONIC INC
COM
413160102
5272
685507
SH
SOLE
356307
0
0
HARMONY GOLD MNG LTD
SPONSORED ADR
413216300
1061
314000
SH
SOLE
314000
0
0
HARRIS CORP DEL
COM
413875105
9627
162337
SH
SOLE
162337
0
0
HARRIS TEETER SUPERMARKETS I
COM
414585109
56533
1149283
SH
SOLE
1136283
0
0
HARSCO CORP
COM
415864107
10981
440987
SH
SOLE
440987
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
36545
1174327
SH
SOLE
1069327
0
0
HASBRO INC
COM
418056107
17237
365652
SH
SOLE
365652
0
0
HAVERTY FURNITURE INC
COM
419596101
3121
127246
SH
SOLE
73370
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
387
15400
SH
SOLE
15400
0
0
HAWAIIAN HOLDINGS INC
NOTE 5.000% 3/1
419879AD3
469
400000
PRN
SOLE
0
0
0
HAYNES INTERNATIONAL INC
COM NEW
420877201
1816
40057
SH
SOLE
22175
0
0
HCA HOLDINGS INC
COM
40412C101
7852
183665
SH
SOLE
183665
0
0
HCC INS HLDGS INC
COM
404132102
10727
244794
SH
SOLE
244794
0
0
HCI GROUP INC
COM
40416E103
2010
49225
SH
SOLE
15025
0
0
HCP INC
COM
40414L109
19923
486512
SH
SOLE
457012
0
0
HDFC BANK LTD
ADR REPS 3 SHS
40415F101
38041
1235900
SH
SOLE
1210000
0
0
HEADWATERS INC
COM
42210P102
1297
144216
SH
SOLE
76816
0
0
HEALTH CARE REIT INC
COM
42217K106
18535
297136
SH
SOLE
275036
0
0
HEALTH CARE REIT INC
NOTE 3.000%12/0
42217KAR7
28227
22775000
PRN
SOLE
0
0
0
HEALTH MGMT ASSOC INC NEW
CL A
421933102
97844
7644084
SH
SOLE
7644084
0
0
HEALTH NET INC
COM
42222G108
31646
998294
SH
SOLE
998294
0
0
HEALTHCARE RLTY TR
COM
421946104
2022
87473
SH
SOLE
52784
0
0
HEALTHCARE SVCS GRP INC
COM
421906108
611
23718
SH
SOLE
19718
0
0
HEALTHSOUTH CORP
COM NEW
421924309
886
25684
SH
SOLE
18884
0
0
HEALTHSTREAM INC
COM
42222N103
839
22155
SH
SOLE
14755
0
0
HEALTHWAYS INC
COM
422245100
691
37334
SH
SOLE
20934
0
0
HECLA MNG CO
COM
422704106
872
277584
SH
SOLE
194184
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
383
13604
SH
SOLE
13604
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
5824
131754
SH
SOLE
70854
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
15473
609910
SH
SOLE
597610
0
0
HELMERICH & PAYNE INC
COM
423452101
23132
335496
SH
SOLE
307596
0
0
HENRY JACK & ASSOC INC
COM
426281101
3527
68349
SH
SOLE
68349
0
0
HERCULES OFFSHORE INC
COM
427093109
1450
196771
SH
SOLE
118071
0
0
HERCULES TECH GROWTH CAP INC
COM
427096508
804
52700
SH
SOLE
14300
0
0
HERSHA HOSPITALITY TR
SH BEN INT A
427825104
1706
305202
SH
SOLE
269502
0
0
HERSHEY CO
COM
427866108
57604
622746
SH
SOLE
604346
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
2852
128689
SH
SOLE
128689
0
0
HESS CORP
COM
42809H107
141738
1832657
SH
SOLE
1718957
0
0
HEWLETT PACKARD CO
COM
428236103
21267
1013694
SH
SOLE
977594
0
0
HEXCEL CORP NEW
COM
428291108
628
16197
SH
SOLE
16197
0
0
HF2 FINL MGMT INC
CL A
40421A104
16380
1609030
SH
SOLE
1609030
0
0
HFF INC
CL A
40418F108
1221
48752
SH
SOLE
15052
0
0
HHGREGG INC
COM
42833L108
4275
238702
SH
SOLE
119802
0
0
HIGHWOODS PPTYS INC
COM
431284108
2330
65987
SH
SOLE
54487
0
0
HILL ROM HLDGS INC
COM
431475102
18931
528354
SH
SOLE
528354
0
0
HILLSHIRE BRANDS CO
COM
432589109
16203
527085
SH
SOLE
527085
0
0
HILLTOP HOLDINGS INC
COM
432748101
941
50879
SH
SOLE
35679
0
0
HI-TECH PHARMACAL INC
COM
42840B101
46537
1078492
SH
SOLE
1054492
0
0
HITTITE MICROWAVE CORP
COM
43365Y104
1498
22928
SH
SOLE
22928
0
0
HNI CORP
COM
404251100
831
22965
SH
SOLE
19865
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
315
9530
SH
SOLE
9530
0
0
HOLLYFRONTIER CORP
COM
436106108
35888
852238
SH
SOLE
790638
0
0
HOME BANCSHARES INC
COM
436893200
2013
66274
SH
SOLE
27474
0
0
HOME DEPOT INC
COM
437076102
156710
2066052
SH
SOLE
1870452
0
0
HOME LN SERVICING SOLUTIONS
ORD SHS
G6648D109
1727
78460
SH
SOLE
45660
0
0
HOME PROPERTIES INC
COM
437306103
2621
45392
SH
SOLE
45392
0
0
HOMESTREET INC
COM
43785V102
1575
81606
SH
SOLE
43206
0
0
HONEYWELL INTL INC
COM
438516106
52303
629855
SH
SOLE
567055
0
0
HORACE MANN EDUCATORS CORP N
COM
440327104
21898
771587
SH
SOLE
452095
0
0
HORMEL FOODS CORP
COM
440452100
29828
708167
SH
SOLE
708167
0
0
HORNBECK OFFSHORE SVCS INC N
COM
440543106
215
3744
SH
SOLE
3744
0
0
HORNBECK OFFSHORE SVCS INC N
FRNT 1.625%11/1
440543AE6
12314
10400000
PRN
SOLE
0
0
0
HORSEHEAD HLDG CORP
COM
440694305
136
24371
SH
SOLE
24371
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
2464
87052
SH
SOLE
87052
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
8557
484291
SH
SOLE
433691
0
0
HOVNANIAN ENTERPRISES INC
CL A
442487203
3088
590515
SH
SOLE
282659
0
0
HOVNANIAN ENTERPRISES INC
UNIT 99/99/9999
44248W208
537
20000
SH
SOLE
20000
0
0
HOWARD HUGHES CORP
COM
44267D107
672
5982
SH
SOLE
5982
0
0
HSN INC
COM
404303109
903
16843
SH
SOLE
14443
0
0
HUBBELL INC
CL B
443510201
11672
111442
SH
SOLE
111442
0
0
HUDSON CITY BANCORP
COM
443683107
146599
16198747
SH
SOLE
16198747
0
0
HUMANA INC
COM
444859102
72413
775876
SH
SOLE
727176
0
0
HUNT J B TRANS SVCS INC
COM
445658107
3544
48588
SH
SOLE
48588
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
23182
2806545
SH
SOLE
2806545
0
0
HUNTINGTON BANCSHARES INC
PFD CONV SER A
446150401
992
800
SH
SOLE
800
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1251
18557
SH
SOLE
18557
0
0
HUNTSMAN CORP
COM
447011107
16104
781379
SH
SOLE
781379
0
0
HURON CONSULTING GROUP INC
COM
447462102
458
8702
SH
SOLE
802
0
0
HUTCHINSON TECHNOLOGY INC
COM
448407106
2309
663614
SH
SOLE
357164
0
0
HYATT HOTELS CORP
COM CL A
448579102
464
10800
SH
SOLE
10800
0
0
HYDE PK ACQUISITION CORP II
COM
448640102
14248
1390000
SH
SOLE
1390000
0
0
HYSTER YALE MATLS HANDLING I
CL A
449172105
3109
34674
SH
SOLE
14768
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
37561
687055
SH
SOLE
687055
0
0
IAMGOLD CORP
COM
450913108
145
30600
SH
SOLE
30600
0
0
IBERIABANK CORP
COM
450828108
342
6600
SH
SOLE
3800
0
0
ICF INTL INC
COM
44925C103
2366
66813
SH
SOLE
41713
0
0
ICICI BK LTD
ADR
45104G104
9211
302187
SH
SOLE
301987
0
0
ICONIX BRAND GROUP INC
COM
451055107
1316
39609
SH
SOLE
23409
0
0
ICU MED INC
COM
44930G107
9584
141088
SH
SOLE
75188
0
0
IDACORP INC
COM
451107106
2153
44484
SH
SOLE
44484
0
0
IDERA PHARMACEUTICALS INC
COM NEW
45168K306
391
225000
SH
SOLE
225000
0
0
IDEX CORP
COM
45167R104
718
11000
SH
SOLE
11000
0
0
IDEXX LABS INC
COM
45168D104
2211
22183
SH
SOLE
22183
0
0
IDT CORP
CL B NEW
448947507
2498
140756
SH
SOLE
80656
0
0
IHS INC
CL A
451734107
646
5658
SH
SOLE
5658
0
0
ILLINOIS TOOL WKS INC
COM
452308109
8395
110075
SH
SOLE
80575
0
0
ILLUMINA INC
COM
452327109
1592
19700
SH
SOLE
19700
0
0
IMMERSION CORP
COM
452521107
3105
235370
SH
SOLE
58375
0
0
IMMUNOGEN INC
COM
45253H101
394
23127
SH
SOLE
127
0
0
IMMUNOMEDICS INC
COM
452907108
349
56400
SH
SOLE
45200
0
0
IMPAX LABORATORIES INC
COM
45256B101
2348
114500
SH
SOLE
54600
0
0
IMPERVA INC
COM
45321L100
370
8800
SH
SOLE
5800
0
0
INCONTACT INC
COM
45336E109
290
35100
SH
SOLE
14500
0
0
INCYTE CORP
COM
45337C102
1809
47424
SH
SOLE
47424
0
0
INFINERA CORPORATION
COM
45667G103
1089
96281
SH
SOLE
61181
0
0
INFINITY CROSS BORDER ACQUIS
SHS
G4772R101
2594
330000
SH
SOLE
330000
0
0
INFINITY PPTY & CAS CORP
COM
45665Q103
11539
178617
SH
SOLE
98530
0
0
INFOBLOX INC
COM
45672H104
577
13800
SH
SOLE
9700
0
0
INFORMATICA CORP
COM
45666Q102
1047
26867
SH
SOLE
26867
0
0
INFORMATION SERVICES GROUP I
COM
45675Y104
94
22700
SH
SOLE
15400
0
0
INFOSYS LTD
SPONSORED ADR
456788108
63799
1326115
SH
SOLE
1269115
0
0
ING GLOBAL EQTY DIV & PREM O
COM
45684E107
733
81143
SH
SOLE
81143
0
0
ING RISK MANAGED NAT RES FD
COM
449810100
242
24137
SH
SOLE
24137
0
0
INGRAM MICRO INC
CL A
457153104
32528
1411173
SH
SOLE
1411173
0
0
INGREDION INC
COM
457187102
29155
440602
SH
SOLE
440602
0
0
INLAND REAL ESTATE CORP
COM NEW
457461200
9760
954073
SH
SOLE
503890
0
0
INLAND REAL ESTATE CORP
NOTE 5.000%11/1
457461AC5
216
198000
PRN
SOLE
0
0
0
INNERWORKINGS INC
COM
45773Y105
194
19764
SH
SOLE
13164
0
0
INNOPHOS HOLDINGS INC
COM
45774N108
673
12747
SH
SOLE
10747
0
0
INNOSPEC INC
COM
45768S105
9270
198671
SH
SOLE
77671
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
11219
592944
SH
SOLE
371553
0
0
INSMED INC
COM PAR $.01
457669307
888
56890
SH
SOLE
35390
0
0
INSPERITY INC
COM
45778Q107
3821
101615
SH
SOLE
25215
0
0
INSPIREMD INC
COM NEW
45779A309
50
21365
SH
SOLE
21365
0
0
INSULET CORP
COM
45784P101
1136
31334
SH
SOLE
22534
0
0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
2654
281688
SH
SOLE
231488
0
0
INTEGRATED SILICON SOLUTION
COM
45812P107
141
12974
SH
SOLE
7674
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
2537
45400
SH
SOLE
45400
0
0
INTEL CORP
COM
458140100
31783
1386678
SH
SOLE
1295978
0
0
INTER PARFUMS INC
COM
458334109
842
28070
SH
SOLE
16670
0
0
INTERACTIVE INTELLIGENCE GRO
COM
45841V109
877
13816
SH
SOLE
9216
0
0
INTERCONTINENTALEXCHANGE INC
COM
45865V100
202
1112
SH
SOLE
1112
0
0
INTERDIGITAL INC
COM
45867G101
4704
126018
SH
SOLE
117518
0
0
INTERFACE INC
COM
458665304
585
29500
SH
SOLE
18400
0
0
INTERMUNE INC
COM
45884X103
401
26100
SH
SOLE
17400
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
7595
351127
SH
SOLE
229572
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
113282
611740
SH
SOLE
561040
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
2422
29427
SH
SOLE
29427
0
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
13342
704792
SH
SOLE
704792
0
0
INTEROIL CORP
COM
460951106
538
7542
SH
SOLE
7542
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
26590
1547719
SH
SOLE
1547719
0
0
INTERSIL CORP
CL A
46069S109
2967
264200
SH
SOLE
213100
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
425
18000
SH
SOLE
14500
0
0
INTL PAPER CO
COM
460146103
20382
454960
SH
SOLE
412560
0
0
INTRALINKS HLDGS INC
COM
46118H104
181
20608
SH
SOLE
13508
0
0
INTUIT
COM
461202103
5744
86625
SH
SOLE
86625
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
1799
4781
SH
SOLE
4781
0
0
INVACARE CORP
COM
461203101
4842
280342
SH
SOLE
152144
0
0
INVACARE CORP
SDCV 4.125% 2/0
461203AD3
2569
2500000
PRN
SOLE
0
0
0
INVESCO BD FD
COM
46132L107
1323
75435
SH
SOLE
75435
0
0
INVESCO CALIF VALUE MUN INC
COM
46132H106
275
24504
SH
SOLE
24504
0
0
INVESCO LTD
SHS
G491BT108
19727
618400
SH
SOLE
591800
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
1388
90200
SH
SOLE
56800
0
0
INVESCO MUN OPPORTUNITY TR
COM
46132C107
594
50431
SH
SOLE
50431
0
0
INVESCO MUN TR
COM
46131J103
651
55666
SH
SOLE
55666
0
0
INVESCO MUNI INCOME OPP TRST
COM
46132X101
314
49641
SH
SOLE
49641
0
0
INVESCO QUALITY MUNI INC TRS
COM
46133G107
122
10560
SH
SOLE
10560
0
0
INVESCO TR INVT GRADE MUNS
COM
46131M106
385
30902
SH
SOLE
30902
0
0
INVESCO VALUE MUN INCOME TR
COM
46132P108
430
31719
SH
SOLE
31719
0
0
INVESTMENT TECHNOLOGY GRP NE
COM
46145F105
11608
738449
SH
SOLE
374849
0
0
INVESTORS BANCORP INC
COM
46146P102
420
19191
SH
SOLE
13991
0
0
INVESTORS REAL ESTATE TR
SH BEN INT
461730103
2171
263126
SH
SOLE
219393
0
0
ION GEOPHYSICAL CORP
COM
462044108
2331
448240
SH
SOLE
448240
0
0
IPG PHOTONICS CORP
COM
44980X109
593
10534
SH
SOLE
10534
0
0
IROBOT CORP
COM
462726100
397
10530
SH
SOLE
6830
0
0
IRON MTN INC
COM
462846106
2575
95306
SH
SOLE
95306
0
0
ISIS PHARMACEUTICALS INC
COM
464330109
2255
60072
SH
SOLE
27172
0
0
ISTAR FINL INC
NOTE 3.000%11/1
45031UBR1
5685
4550000
PRN
SOLE
0
0
0
ITAU UNIBANCO HLDG SA
SPON ADR REP PFD
465562106
35980
2548132
SH
SOLE
2303252
0
0
ITC HLDGS CORP
COM
465685105
726
7737
SH
SOLE
7737
0
0
ITRON INC
COM
465741106
6778
158247
SH
SOLE
158247
0
0
ITT CORP NEW
COM NEW
450911201
35013
973944
SH
SOLE
973944
0
0
ITT EDUCATIONAL SERVICES INC
COM
45068B109
366
11800
SH
SOLE
11800
0
0
IXIA
COM
45071R109
746
47625
SH
SOLE
24425
0
0
J & J SNACK FOODS CORP
COM
466032109
1105
13684
SH
SOLE
3584
0
0
J2 GLOBAL INC
COM
48123V102
1830
36948
SH
SOLE
27248
0
0
JABIL CIRCUIT INC
COM
466313103
30690
1415602
SH
SOLE
1415602
0
0
JACK IN THE BOX INC
COM
466367109
2340
58490
SH
SOLE
32390
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
6724
115573
SH
SOLE
115573
0
0
JAKKS PAC INC
COM
47012E106
76
16829
SH
SOLE
16829
0
0
JAMBA INC
COM NEW
47023A309
156
11680
SH
SOLE
11680
0
0
JAMES RIVER COAL CO
COM NEW
470355207
22
11200
SH
SOLE
11200
0
0
JARDEN CORP
COM
471109108
6298
130130
SH
SOLE
130130
0
0
JDS UNIPHASE CORP
COM PAR $0.001
46612J507
8584
583572
SH
SOLE
583572
0
0
JETBLUE AIRWAYS CORP
COM
477143101
12105
7346996
SH
SOLE
46996
0
0
JETBLUE AIRWAYS CORP
DBCV 5.500%10/1
477143AD3
6635
4500000
PRN
SOLE
0
0
0
JETPAY CORP
COM
477177109
550
159700
SH
SOLE
159700
0
0
JINKOSOLAR HLDG CO LTD
SPONSORED ADR
47759T100
7893
350000
SH
SOLE
350000
0
0
JOES JEANS INC
COM
47777N101
50
46300
SH
SOLE
28200
0
0
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
3377
135745
SH
SOLE
30545
0
0
JOHN HANCOCK HDG EQ & INC FD
COM
47804L102
1458
87657
SH
SOLE
87657
0
0
JOHNSON & JOHNSON
COM
478160104
231935
2675448
SH
SOLE
2487576
0
0
JOHNSON CTLS INC
COM
478366107
7442
179330
SH
SOLE
179330
0
0
JONES GROUP INC
COM
48020T101
471
31350
SH
SOLE
23850
0
0
JONES LANG LASALLE INC
COM
48020Q107
5450
62430
SH
SOLE
62430
0
0
JOURNAL COMMUNICATIONS INC
CL A
481130102
344
40186
SH
SOLE
30086
0
0
JOY GLOBAL INC
COM
481165108
745
14600
SH
SOLE
14600
0
0
JPMORGAN CHASE & CO
COM
46625H100
228557
4421687
SH
SOLE
4088387
0
0
K12 INC
COM
48273U102
367
11900
SH
SOLE
7700
0
0
KADANT INC
COM
48282T104
1262
37578
SH
SOLE
33878
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
1500
21054
SH
SOLE
17554
0
0
KAMAN CORP
COM
483548103
202
5326
SH
SOLE
5326
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
4155
37998
SH
SOLE
37998
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
1581
36946
SH
SOLE
23846
0
0
KAR AUCTION SVCS INC
COM
48238T109
238
8421
SH
SOLE
8421
0
0
KB HOME
COM
48666K109
3105
172335
SH
SOLE
159035
0
0
KBR INC
COM
48242W106
25569
783360
SH
SOLE
783360
0
0
KCAP FINL INC
COM
48668E101
376
41912
SH
SOLE
24212
0
0
KELLOGG CO
COM
487836108
9607
163572
SH
SOLE
163572
0
0
KELLY SVCS INC
CL A
488152208
2520
129437
SH
SOLE
81837
0
0
KEMET CORP
COM NEW
488360207
204
48700
SH
SOLE
4300
0
0
KEMPER CORP DEL
COM
488401100
690
20536
SH
SOLE
18536
0
0
KENNAMETAL INC
COM
489170100
786
17241
SH
SOLE
17241
0
0
KENNEDY-WILSON HLDGS INC
COM
489398107
1291
69568
SH
SOLE
69568
0
0
KERYX BIOPHARMACEUTICALS INC
COM
492515101
1238
122579
SH
SOLE
83079
0
0
KEY ENERGY SVCS INC
COM
492914106
457
62747
SH
SOLE
62747
0
0
KEYCORP NEW
COM
493267108
115121
10098372
SH
SOLE
9340672
0
0
KEYCORP NEW
PFD 7.75% SR A
493267405
2504
20000
SH
SOLE
20000
0
0
KEYW HLDG CORP
COM
493723100
431
32019
SH
SOLE
22519
0
0
KFORCE INC
COM
493732101
5597
316415
SH
SOLE
144915
0
0
KILROY RLTY CORP
COM
49427F108
809
16200
SH
SOLE
16200
0
0
KIMBERLY CLARK CORP
COM
494368103
132805
1409520
SH
SOLE
1336420
0
0
KIMCO RLTY CORP
COM
49446R109
6186
306541
SH
SOLE
282341
0
0
KINDER MORGAN ENERGY PARTNER
UT LTD PARTNER
494550106
595
7451
SH
SOLE
7451
0
0
KINDER MORGAN INC DEL
COM
49456B101
1738
48869
SH
SOLE
48869
0
0
KINDRED HEALTHCARE INC
COM
494580103
478
35564
SH
SOLE
34564
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
236
46800
SH
SOLE
46800
0
0
KIRBY CORP
COM
497266106
992
11466
SH
SOLE
11466
0
0
KIRKLANDS INC
COM
497498105
198
10759
SH
SOLE
8159
0
0
KITE RLTY GROUP TR
COM
49803T102
312
52668
SH
SOLE
14668
0
0
KLA-TENCOR CORP
COM
482480100
58008
953293
SH
SOLE
927393
0
0
KNIGHT TRANSN INC
COM
499064103
255
15433
SH
SOLE
15433
0
0
KNOLL INC
COM NEW
498904200
263
15500
SH
SOLE
15500
0
0
KODIAK OIL & GAS CORP
COM
50015Q100
2899
240357
SH
SOLE
122957
0
0
KOHLBERG CAPITAL CORP
NOTE 8.750% 3/1
500233AB7
5160
4375000
PRN
SOLE
0
0
0
KOHLS CORP
COM
500255104
207
3998
SH
SOLE
3998
0
0
KOPPERS HOLDINGS INC
COM
50060P106
1846
43288
SH
SOLE
27588
0
0
KORN FERRY INTL
COM NEW
500643200
1150
53715
SH
SOLE
46115
0
0
KRATON PERFORMANCE POLYMERS
COM
50077C106
451
23033
SH
SOLE
5933
0
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
696
84015
SH
SOLE
84015
0
0
KRISPY KREME DOUGHNUTS INC
COM
501014104
2362
122125
SH
SOLE
60625
0
0
KROGER CO
COM
501044101
54960
1362428
SH
SOLE
1362428
0
0
KT CORP
SPONSORED ADR
48268K101
14584
869621
SH
SOLE
857221
0
0
KULICKE & SOFFA INDS INC
COM
501242101
229
19856
SH
SOLE
19856
0
0
L BRANDS INC
COM
501797104
1005
16451
SH
SOLE
16451
0
0
L-3 COMMUNICATIONS CORP
DEBT 3.000% 8/0
502413AW7
9461
8650000
PRN
SOLE
0
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
24532
259596
SH
SOLE
247196
0
0
LA Z BOY INC
COM
505336107
1898
83571
SH
SOLE
65471
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
5187
52317
SH
SOLE
40417
0
0
LACLEDE GROUP INC
COM
505597104
4504
100079
SH
SOLE
58102
0
0
LAKELAND FINL CORP
COM
511656100
415
12716
SH
SOLE
7716
0
0
LAM RESEARCH CORP
COM
512807108
9012
176054
SH
SOLE
176054
0
0
LAMAR ADVERTISING CO
CL A
512815101
661
14050
SH
SOLE
14050
0
0
LANCASTER COLONY CORP
COM
513847103
5822
74363
SH
SOLE
39426
0
0
LANDSTAR SYS INC
COM
515098101
5197
92841
SH
SOLE
92841
0
0
LAS VEGAS SANDS CORP
COM
517834107
11706
176246
SH
SOLE
176246
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
784
27479
SH
SOLE
27479
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
662
148350
SH
SOLE
48950
0
0
LAUDER ESTEE COS INC
CL A
518439104
3263
46686
SH
SOLE
46686
0
0
LAYNE CHRISTENSEN CO
COM
521050104
361
18100
SH
SOLE
0
0
0
LAZARD GLB TTL RET&INCM FD I
COM
52106W103
266
15886
SH
SOLE
15886
0
0
LCA-VISION INC
COM PAR $.001
501803308
120
10551
SH
SOLE
10551
0
0
LEAPFROG ENTERPRISES INC
CL A
52186N106
145
15403
SH
SOLE
7103
0
0
LEAR CORP
COM NEW
521865204
824
11510
SH
SOLE
11510
0
0
LEE ENTERPRISES INC
COM
523768109
164
62275
SH
SOLE
39675
0
0
LEGG MASON INC
COM
524901105
3912
116991
SH
SOLE
116991
0
0
LEGGETT & PLATT INC
COM
524660107
1231
40836
SH
SOLE
40836
0
0
LENDER PROCESSING SVCS INC
COM
52602E102
83916
2522266
SH
SOLE
2522266
0
0
LENNAR CORP
CL A
526057104
3816
107801
SH
SOLE
107801
0
0
LENNOX INTL INC
COM
526107107
6435
85503
SH
SOLE
85503
0
0
LEUCADIA NATL CORP
COM
527288104
43626
1601552
SH
SOLE
1433152
0
0
LEUCADIA NATL CORP
NOTE 3.750% 4/1
527288AX2
8962
6887000
PRN
SOLE
0
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
2625
98357
SH
SOLE
98357
0
0
LEVEL 3 COMMUNICATIONS INC
NOTE 7.000% 3/1
52729NBP4
5460
4480000
PRN
SOLE
0
0
0
LEVEL 3 COMMUNICATIONS INC
NOTE 6.500%10/0
52729NBR0
39247
25927000
PRN
SOLE
0
0
0
LEXINGTON REALTY TRUST
COM
529043101
1645
146505
SH
SOLE
142205
0
0
LEXMARK INTL NEW
CL A
529771107
22409
679069
SH
SOLE
667369
0
0
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
2631
220500
SH
SOLE
220500
0
0
LHC GROUP INC
COM
50187A107
2534
108006
SH
SOLE
51306
0
0
LIBERTY INTERACTIVE CORP
INT COM SER A
53071M104
1455
62000
SH
SOLE
62000
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
2252
63250
SH
SOLE
63250
0
0
LIFE TECHNOLOGIES CORP
COM
53217V109
90319
1206987
SH
SOLE
1197287
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
4032
86459
SH
SOLE
86459
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
562
12979
SH
SOLE
8579
0
0
LILLY ELI & CO
COM
532457108
166768
3313488
SH
SOLE
3074888
0
0
LIMELIGHT NETWORKS INC
COM
53261M104
876
454040
SH
SOLE
175240
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
1134
17017
SH
SOLE
17017
0
0
LINCOLN NATL CORP IND
COM
534187109
35727
850855
SH
SOLE
850855
0
0
LINCOLN NATL CORP IND
*W EXP 07/10/201
534187117
4668
142753
SH
SOLE
142753
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
2652
66866
SH
SOLE
66866
0
0
LINKEDIN CORP
COM CL A
53578A108
14104
57318
SH
SOLE
57318
0
0
LIONS GATE ENTMNT CORP
COM NEW
535919203
477
13598
SH
SOLE
13598
0
0
LITHIA MTRS INC
CL A
536797103
1991
27295
SH
SOLE
19495
0
0
LITTELFUSE INC
COM
537008104
759
9700
SH
SOLE
7900
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
2472
133235
SH
SOLE
91735
0
0
LIVEPERSON INC
COM
538146101
241
25497
SH
SOLE
20497
0
0
LKQ CORP
COM
501889208
4403
138200
SH
SOLE
138200
0
0
LOCKHEED MARTIN CORP
COM
539830109
4745
37204
SH
SOLE
37204
0
0
LOEWS CORP
COM
540424108
26259
561814
SH
SOLE
560214
0
0
LORAL SPACE & COMMUNICATNS I
COM
543881106
7262
107213
SH
SOLE
65213
0
0
LORILLARD INC
COM
544147101
714
15945
SH
SOLE
15945
0
0
LOUISIANA PAC CORP
COM
546347105
1346
76523
SH
SOLE
76523
0
0
LOWES COS INC
COM
548661107
70162
1473677
SH
SOLE
1460077
0
0
LPL FINL HLDGS INC
COM
50212V100
222
5800
SH
SOLE
5800
0
0
LSI CORPORATION
COM
502161102
52525
6716700
SH
SOLE
6604500
0
0
LTC PPTYS INC
COM
502175102
6676
175765
SH
SOLE
101778
0
0
LTX-CREDENCE CORP
COM NEW
502403207
1361
206800
SH
SOLE
136800
0
0
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
1787
16754
SH
SOLE
11554
0
0
LUMOS NETWORKS CORP
COM
550283105
317
14621
SH
SOLE
9621
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
231580
3162360
SH
SOLE
2962760
0
0
M & T BK CORP
COM
55261F104
46977
419736
SH
SOLE
394036
0
0
M D C HLDGS INC
COM
552676108
635
21145
SH
SOLE
15445
0
0
M/I HOMES INC
NOTE 3.250% 9/1
55292PAA3
3313
2875000
PRN
SOLE
0
0
0
M/I HOMES INC
NOTE 3.000% 3/0
55292PAB1
2754
2700000
PRN
SOLE
0
0
0
M/I HOMES INC
COM
55305B101
1215
58917
SH
SOLE
21117
0
0
MACERICH CO
COM
554382101
4967
88000
SH
SOLE
80700
0
0
MACK CALI RLTY CORP
COM
554489104
423
19300
SH
SOLE
19300
0
0
MACQUARIE INFRASTR CO LLC
MEMBERSHIP INT
55608B105
347
6473
SH
SOLE
4573
0
0
MACYS INC
COM
55616P104
74471
1721077
SH
SOLE
1624977
0
0
MADDEN STEVEN LTD
COM
556269108
1326
24632
SH
SOLE
23732
0
0
MADISON CVRED CALL & EQ STR
COM
557437100
1119
141073
SH
SOLE
141073
0
0
MADISON SQUARE GARDEN CO
CL A
55826P100
1068
18391
SH
SOLE
18391
0
0
MAGELLAN HEALTH SVCS INC
COM NEW
559079207
13162
219516
SH
SOLE
202679
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
490
8690
SH
SOLE
8690
0
0
MAGICJACK VOCALTEC LTD
SHS
M6787E101
2447
190100
SH
SOLE
113700
0
0
MAGNA INTL INC
COM
559222401
2019
24450
SH
SOLE
24450
0
0
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
323
15000
SH
SOLE
15000
0
0
MAIDEN HOLDINGS LTD
SHS
G5753U112
1148
97171
SH
SOLE
20471
0
0
MAIDENFORM BRANDS INC
COM
560305104
29128
1240007
SH
SOLE
1240007
0
0
MAIN STREET CAPITAL CORP
COM
56035L104
276
9217
SH
SOLE
6917
0
0
MAKO SURGICAL CORP
COM
560879108
25635
868700
SH
SOLE
868700
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
16009
363104
SH
SOLE
363104
0
0
MANHATTAN ASSOCS INC
COM
562750109
8239
86316
SH
SOLE
40009
0
0
MANITOWOC INC
COM
563571108
1852
94581
SH
SOLE
94581
0
0
MANNKIND CORP
COM
56400P201
2251
394899
SH
SOLE
316999
0
0
MANNKIND CORP
NOTE 3.750%12/1
56400PAA0
1450
1450000
PRN
SOLE
0
0
0
MANNKIND CORP
NOTE 5.750% 8/1
56400PAC6
4917
4595000
PRN
SOLE
0
0
0
MANPOWERGROUP INC
COM
56418H100
57134
785455
SH
SOLE
765555
0
0
MANULIFE FINL CORP
COM
56501R106
2241
135300
SH
SOLE
135300
0
0
MARATHON OIL CORP
COM
565849106
103130
2956714
SH
SOLE
2747814
0
0
MARATHON PETE CORP
COM
56585A102
33885
526815
SH
SOLE
526815
0
0
MARKEL CORP
COM
570535104
430
830
SH
SOLE
830
0
0
MARKETAXESS HLDGS INC
COM
57060D108
1264
21048
SH
SOLE
10448
0
0
MARKETO INC
COM
57063L107
2062
64671
SH
SOLE
64671
0
0
MARKWEST ENERGY PARTNERS L P
UNIT LTD PARTN
570759100
528
7314
SH
SOLE
7314
0
0
MARRIOTT INTL INC NEW
CL A
571903202
472
11228
SH
SOLE
11228
0
0
MARRIOTT VACATIONS WRLDWDE C
COM
57164Y107
3418
77676
SH
SOLE
38776
0
0
MARSH & MCLENNAN COS INC
COM
571748102
7673
176179
SH
SOLE
176179
0
0
MARTEN TRANS LTD
COM
573075108
179
10446
SH
SOLE
7596
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
475
4838
SH
SOLE
4838
0
0
MARTIN MIDSTREAM PRTNRS L P
UNIT L P INT
573331105
391
8334
SH
SOLE
8334
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
83229
7237297
SH
SOLE
6542697
0
0
MASCO CORP
COM
574599106
4357
204742
SH
SOLE
204742
0
0
MASTEC INC
COM
576323109
423
13951
SH
SOLE
9751
0
0
MASTEC INC
NOTE 4.000% 6/1
576323AL3
6311
3250000
PRN
SOLE
0
0
0
MASTEC INC
NOTE 4.250%12/1
576323AM1
10003
5025000
PRN
SOLE
0
0
0
MASTERCARD INC
CL A
57636Q104
18530
27543
SH
SOLE
27443
0
0
MATADOR RES CO
COM
576485205
2453
150200
SH
SOLE
78400
0
0
MATERION CORP
COM
576690101
1703
53119
SH
SOLE
28619
0
0
MATRIX SVC CO
COM
576853105
2384
121493
SH
SOLE
53562
0
0
MATTEL INC
COM
577081102
21213
506768
SH
SOLE
506768
0
0
MATTSON TECHNOLOGY INC
COM
577223100
235
98482
SH
SOLE
49482
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
29802
1000060
SH
SOLE
907860
0
0
MAXIMUS INC
COM
577933104
1788
39707
SH
SOLE
33607
0
0
MAXWELL TECHNOLOGIES INC
COM
577767106
467
51400
SH
SOLE
9100
0
0
MB FINANCIAL INC NEW
COM
55264U108
2595
91900
SH
SOLE
53800
0
0
MBIA INC
COM
55262C100
386
37709
SH
SOLE
37709
0
0
MCCLATCHY CO
CL A
579489105
104
34690
SH
SOLE
20290
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
12693
196180
SH
SOLE
196180
0
0
MCDERMOTT INTL INC
COM
580037109
3012
405421
SH
SOLE
405421
0
0
MCDONALDS CORP
COM
580135101
22152
230250
SH
SOLE
217250
0
0
MCG CAPITAL CORP
COM
58047P107
681
135206
SH
SOLE
135206
0
0
MCGRATH RENTCORP
COM
580589109
299
8383
SH
SOLE
4483
0
0
MCGRAW HILL FINL INC
COM
580645109
15843
241540
SH
SOLE
236840
0
0
MCKESSON CORP
COM
58155Q103
119992
935247
SH
SOLE
868647
0
0
MDC PARTNERS INC
CL A SUB VTG
552697104
1901
67947
SH
SOLE
36747
0
0
MDU RES GROUP INC
COM
552690109
4334
154945
SH
SOLE
154945
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
4170
56151
SH
SOLE
56151
0
0
MEADWESTVACO CORP
COM
583334107
6152
160303
SH
SOLE
154703
0
0
MEASUREMENT SPECIALTIES INC
COM
583421102
482
8878
SH
SOLE
5178
0
0
MECHEL OAO
SPONSORED ADR
583840103
48
15100
SH
SOLE
15100
0
0
MEDALLION FINL CORP
COM
583928106
193
12995
SH
SOLE
7995
0
0
MEDASSETS INC
COM
584045108
731
28771
SH
SOLE
13571
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
2339
192160
SH
SOLE
137060
0
0
MEDICINES CO
COM
584688105
607
18107
SH
SOLE
17307
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
2321
23459
SH
SOLE
14759
0
0
MEDIFAST INC
COM
58470H101
4150
154341
SH
SOLE
48641
0
0
MEDIVATION INC
COM
58501N101
2401
40060
SH
SOLE
40060
0
0
MEDLEY CAP CORP
COM
58503F106
414
30026
SH
SOLE
16226
0
0
MEDNAX INC
COM
58502B106
529
5272
SH
SOLE
5272
0
0
MEDTRONIC INC
COM
585055106
136989
2572563
SH
SOLE
2338763
0
0
MEDWORTH ACQUISITION CORP
COM
58508R105
6444
797500
SH
SOLE
797500
0
0
MENS WEARHOUSE INC
COM
587118100
4394
129045
SH
SOLE
117645
0
0
MENTOR GRAPHICS CORP
COM
587200106
2208
94480
SH
SOLE
59080
0
0
MERCADOLIBRE INC
COM
58733R102
308
2282
SH
SOLE
2282
0
0
MERCK & CO INC NEW
COM
58933Y105
97779
2053742
SH
SOLE
1776142
0
0
MEREDITH CORP
COM
589433101
749
15727
SH
SOLE
9727
0
0
MERGE HEALTHCARE INC
COM
589499102
121
46546
SH
SOLE
30746
0
0
MERIDIAN BIOSCIENCE INC
COM
589584101
521
22040
SH
SOLE
12740
0
0
MERIT MED SYS INC
COM
589889104
214
17651
SH
SOLE
16551
0
0
MERITAGE HOMES CORP
COM
59001A102
401
9348
SH
SOLE
7848
0
0
MERITAGE HOMES CORP
NOTE 1.875% 9/1
59001AAR3
3164
2925000
PRN
SOLE
0
0
0
MERITOR INC
COM
59001K100
1409
179226
SH
SOLE
83826
0
0
MERU NETWORKS INC
COM
59047Q103
106
32289
SH
SOLE
20889
0
0
METHANEX CORP
COM
59151K108
496
9670
SH
SOLE
9670
0
0
METHODE ELECTRS INC
COM
591520200
5663
202246
SH
SOLE
126746
0
0
METLIFE INC
COM
59156R108
63851
1359978
SH
SOLE
1191878
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
1164
4848
SH
SOLE
4848
0
0
MFA FINL INC
COM
55272X102
241
32317
SH
SOLE
32317
0
0
MFS MUN INCOME TR
SH BEN INT
552738106
72
11310
SH
SOLE
11310
0
0
MGE ENERGY INC
COM
55277P104
1093
20044
SH
SOLE
10344
0
0
MGIC INVT CORP WIS
COM
552848103
6468
888460
SH
SOLE
677360
0
0
MGIC INVT CORP WIS
NOTE 5.000% 5/0
552848AD5
11751
10750000
PRN
SOLE
0
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
33484
26275000
PRN
SOLE
0
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
4497
220030
SH
SOLE
220030
0
0
MGM RESORTS INTERNATIONAL
NOTE 4.250% 4/1
55303QAE0
13522
10600000
PRN
SOLE
0
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
201
2700
SH
SOLE
2700
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
2155
53487
SH
SOLE
53487
0
0
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
64714
41170000
PRN
SOLE
0
0
0
MICRON TECHNOLOGY INC
COM
595112103
26765
1532056
SH
SOLE
1532056
0
0
MICRON TECHNOLOGY INC
NOTE 1.875% 6/0
595112AH6
26175
20600000
PRN
SOLE
0
0
0
MICRON TECHNOLOGY INC
NOTE 1.500% 8/0
595112AQ6
926
500000
PRN
SOLE
0
0
0
MICRON TECHNOLOGY INC
NOTE 2.375% 5/0
595112AW3
68215
35575000
PRN
SOLE
0
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
15780
8300000
PRN
SOLE
0
0
0
MICROS SYS INC
COM
594901100
363
7265
SH
SOLE
7265
0
0
MICROSOFT CORP
COM
594918104
239126
7178808
SH
SOLE
6534608
0
0
MICROSTRATEGY INC
CL A NEW
594972408
719
6926
SH
SOLE
6926
0
0
MID-AMER APT CMNTYS INC
COM
59522J103
1803
28851
SH
SOLE
28851
0
0
MIDDLEBY CORP
COM
596278101
304
1456
SH
SOLE
1456
0
0
MILLER HERMAN INC
COM
600544100
1544
52903
SH
SOLE
44303
0
0
MIMEDX GROUP INC
COM
602496101
603
144691
SH
SOLE
51991
0
0
MINE SAFETY APPLIANCES CO
COM
602720104
855
16561
SH
SOLE
3361
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
9432
191052
SH
SOLE
108718
0
0
MINES MGMT INC
COM
603432105
11
19104
SH
SOLE
19104
0
0
MISTRAS GROUP INC
COM
60649T107
534
31400
SH
SOLE
10100
0
0
MITCHAM INDS INC
COM
606501104
685
44800
SH
SOLE
22200
0
0
MITEK SYS INC
COM NEW
606710200
276
53303
SH
SOLE
31603
0
0
MKS INSTRUMENT INC
COM
55306N104
15872
596920
SH
SOLE
596920
0
0
MOBILE MINI INC
COM
60740F105
1258
36927
SH
SOLE
25427
0
0
MOBILE TELESYSTEMS OJSC
SPONSORED ADR
607409109
1830
82230
SH
SOLE
82230
0
0
MODINE MFG CO
COM
607828100
3671
250930
SH
SOLE
111830
0
0
MOHAWK INDS INC
COM
608190104
18232
139974
SH
SOLE
139974
0
0
MOLEX INC
COM
608554101
30439
790220
SH
SOLE
790220
0
0
MOLEX INC
CL A
608554200
28247
737892
SH
SOLE
737892
0
0
MOLINA HEALTHCARE INC
COM
60855R100
421
11821
SH
SOLE
7221
0
0
MOLINA HEALTHCARE INC
NOTE 3.750%10/0
60855RAA8
1228
1000000
PRN
SOLE
0
0
0
MOLSON COORS BREWING CO
CL B
60871R209
1153
23000
SH
SOLE
23000
0
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
4372
303800
SH
SOLE
147800
0
0
MONARCH CASINO & RESORT INC
COM
609027107
270
14227
SH
SOLE
9027
0
0
MONDELEZ INTL INC
CL A
609207105
25128
799761
SH
SOLE
799761
0
0
MONMOUTH REAL ESTATE INVT CO
CL A
609720107
153
16835
SH
SOLE
11035
0
0
MONOLITHIC PWR SYS INC
COM
609839105
756
24976
SH
SOLE
13076
0
0
MONOTYPE IMAGING HOLDINGS IN
COM
61022P100
2820
98379
SH
SOLE
22779
0
0
MONSANTO CO NEW
COM
61166W101
65005
622834
SH
SOLE
566834
0
0
MONSTER BEVERAGE CORP
COM
611740101
3518
67333
SH
SOLE
67333
0
0
MONSTER WORLDWIDE INC
COM
611742107
3482
787766
SH
SOLE
787766
0
0
MONTGOMERY STR INCOME SECS I
COM
614115103
225
14293
SH
SOLE
14293
0
0
MONTPELIER RE HOLDINGS LTD
SHS
G62185106
4534
174064
SH
SOLE
37073
0
0
MOODYS CORP
COM
615369105
10911
155142
SH
SOLE
155142
0
0
MORGAN STANLEY
COM NEW
617446448
20631
765516
SH
SOLE
765516
0
0
MORGAN STANLEY TRUSTS
INCOME SECS INC
61745P874
1470
88409
SH
SOLE
88409
0
0
MOSAIC CO NEW
COM
61945C103
1983
46100
SH
SOLE
46100
0
0
MOTORCAR PTS AMER INC
COM
620071100
151
11900
SH
SOLE
5600
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
7882
132744
SH
SOLE
132744
0
0
MOVADO GROUP INC
COM
624580106
5343
122136
SH
SOLE
55936
0
0
MOVE INC
COM NEW
62458M207
3821
225400
SH
SOLE
44675
0
0
MPG OFFICE TR INC
COM
553274101
14090
4501458
SH
SOLE
4501458
0
0
MRC GLOBAL INC
COM
55345K103
1270
47405
SH
SOLE
47405
0
0
MSC INDL DIRECT INC
CL A
553530106
987
12135
SH
SOLE
12135
0
0
MSCI INC
COM
55354G100
902
22400
SH
SOLE
22400
0
0
MTS SYS CORP
COM
553777103
686
10653
SH
SOLE
5853
0
0
MUELLER INDS INC
COM
624756102
4634
83247
SH
SOLE
65609
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
4222
528456
SH
SOLE
170656
0
0
MULTI COLOR CORP
COM
625383104
316
9303
SH
SOLE
6403
0
0
MULTIMEDIA GAMES HLDG CO INC
COM
625453105
4536
131275
SH
SOLE
43275
0
0
MURPHY OIL CORP
COM
626717102
40127
665230
SH
SOLE
621530
0
0
MURPHY USA INC
COM
626755102
10712
265205
SH
SOLE
256430
0
0
MWI VETERINARY SUPPLY INC
COM
55402X105
1905
12755
SH
SOLE
6655
0
0
MYERS INDS INC
COM
628464109
1249
62099
SH
SOLE
31999
0
0
MYLAN INC
COM
628530107
2605
68240
SH
SOLE
68240
0
0
MYR GROUP INC DEL
COM
55405W104
8259
339872
SH
SOLE
146772
0
0
MYRIAD GENETICS INC
COM
62855J104
6613
281416
SH
SOLE
281416
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
15262
950285
SH
SOLE
924485
0
0
NACCO INDS INC
CL A
629579103
4778
86206
SH
SOLE
58468
0
0
NANOMETRICS INC
COM
630077105
200
12425
SH
SOLE
8925
0
0
NANOSPHERE INC
COM
63009F105
566
283245
SH
SOLE
255045
0
0
NASDAQ OMX GROUP INC
COM
631103108
712
22177
SH
SOLE
22177
0
0
NASH FINCH CO
COM
631158102
4674
176964
SH
SOLE
173990
0
0
NATIONAL BK HLDGS CORP
CL A
633707104
265
12900
SH
SOLE
7300
0
0
NATIONAL CINEMEDIA INC
COM
635309107
846
44837
SH
SOLE
38337
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
894
13000
SH
SOLE
13000
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
1784
31355
SH
SOLE
17080
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
1242
15896
SH
SOLE
15896
0
0
NATIONAL PENN BANCSHARES INC
COM
637138108
3333
331662
SH
SOLE
127562
0
0
NATIONAL RESH CORP
CL B
637372301
202
6780
SH
SOLE
4280
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
2603
81807
SH
SOLE
81807
0
0
NATIONAL TECHNICAL SYS INC
COM
638104109
19203
840410
SH
SOLE
840410
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
1274
22662
SH
SOLE
22662
0
0
NATURAL GAS SERVICES GROUP
COM
63886Q109
231
8600
SH
SOLE
5600
0
0
NAUTILUS INC
COM
63910B102
497
68853
SH
SOLE
42953
0
0
NAVIDEA BIOPHARMACEUTICALS I
COM
63937X103
181
68138
SH
SOLE
46538
0
0
NAVIGANT CONSULTING INC
COM
63935N107
2335
151058
SH
SOLE
72558
0
0
NAVISTAR INTL CORP NEW
NOTE 3.000%10/1
63934EAL2
611
600000
PRN
SOLE
0
0
0
NBT BANCORP INC
COM
628778102
6842
297737
SH
SOLE
153637
0
0
NCI BUILDING SYS INC
COM NEW
628852204
121
17936
SH
SOLE
17936
0
0
NCR CORP NEW
COM
62886E108
31315
790590
SH
SOLE
790590
0
0
NEENAH PAPER INC
COM
640079109
397
10100
SH
SOLE
4000
0
0
NEKTAR THERAPEUTICS
COM
640268108
800
76548
SH
SOLE
19748
0
0
NELNET INC
CL A
64031N108
15720
408835
SH
SOLE
231789
0
0
NEOGEN CORP
COM
640491106
625
10300
SH
SOLE
8700
0
0
NEOSTEM INC
COM PAR $.001
640650404
332
38800
SH
SOLE
38800
0
0
NETAPP INC
COM
64110D104
2214
51937
SH
SOLE
51937
0
0
NETFLIX INC
COM
64110L106
16050
51905
SH
SOLE
51905
0
0
NETLIST INC
COM
64118P109
16
19500
SH
SOLE
13900
0
0
NETSCOUT SYS INC
COM
64115T104
2376
92931
SH
SOLE
47331
0
0
NETSOL TECHNOLOGIES INC
COM PAR $.001
64115A402
343
34206
SH
SOLE
15706
0
0
NETSUITE INC
COM
64118Q107
941
8717
SH
SOLE
8717
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
3657
323100
SH
SOLE
122300
0
0
NEUSTAR INC
CL A
64126X201
2297
46424
SH
SOLE
46424
0
0
NEW JERSEY RES
COM
646025106
693
15721
SH
SOLE
15721
0
0
NEW MTN FIN CORP
COM
647551100
1138
79001
SH
SOLE
46001
0
0
NEW RESIDENTIAL INVT CORP
COM
64828T102
8564
1293715
SH
SOLE
1221215
0
0
NEW YORK & CO INC
COM
649295102
102
17700
SH
SOLE
11200
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
2428
160678
SH
SOLE
160678
0
0
NEW YORK TIMES CO
CL A
650111107
2642
210212
SH
SOLE
149012
0
0
NEWCASTLE INVT CORP
COM
65105M108
7441
1324052
SH
SOLE
1324052
0
0
NEWELL RUBBERMAID INC
COM
651229106
38174
1388154
SH
SOLE
1303254
0
0
NEWFIELD EXPL CO
COM
651290108
13950
509680
SH
SOLE
509680
0
0
NEWMARKET CORP
COM
651587107
484
1682
SH
SOLE
1682
0
0
NEWMONT MINING CORP
COM
651639106
7037
250423
SH
SOLE
226723
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
5529
436746
SH
SOLE
310946
0
0
NEWPORT CORP
COM
651824104
240
15367
SH
SOLE
6667
0
0
NEWS CORP NEW
CL A
65249B109
5677
353514
SH
SOLE
353514
0
0
NEXSTAR BROADCASTING GROUP I
CL A
65336K103
1607
36114
SH
SOLE
22014
0
0
NEXTERA ENERGY INC
COM
65339F101
2911
36314
SH
SOLE
36314
0
0
NIC INC
COM
62914B100
1062
45974
SH
SOLE
26174
0
0
NIKE INC
CL B
654106103
2089
28756
SH
SOLE
28756
0
0
NISOURCE INC
COM
65473P105
3754
121516
SH
SOLE
121516
0
0
NOBLE CORPORATION BAAR
NAMEN -AKT
H5833N103
4134
109456
SH
SOLE
109456
0
0
NOBLE ENERGY INC
COM
655044105
10884
162419
SH
SOLE
162419
0
0
NORANDA ALUM HLDG CORP
COM
65542W107
805
327400
SH
SOLE
127500
0
0
NORDSON CORP
COM
655663102
1941
26364
SH
SOLE
26364
0
0
NORDSTROM INC
COM
655664100
1483
26384
SH
SOLE
26384
0
0
NORFOLK SOUTHERN CORP
COM
655844108
4442
57431
SH
SOLE
57431
0
0
NORTHEAST UTILS
COM
664397106
2028
49158
SH
SOLE
49158
0
0
NORTHERN TR CORP
COM
665859104
5129
94302
SH
SOLE
88902
0
0
NORTHFIELD BANCORP INC DEL
COM
66611T108
246
20300
SH
SOLE
5300
0
0
NORTHGATE MINERALS CORP
NOTE 3.500%10/0
666416AB8
1006
1050000
PRN
SOLE
0
0
0
NORTHROP GRUMMAN CORP
COM
666807102
150092
1575599
SH
SOLE
1549499
0
0
NORTHSTAR RLTY FIN CORP
COM
66704R100
1729
186342
SH
SOLE
128042
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
1078
81546
SH
SOLE
24617
0
0
NORTHWEST NAT GAS CO
COM
667655104
463
11022
SH
SOLE
11022
0
0
NORTHWESTERN CORP
COM NEW
668074305
12949
288276
SH
SOLE
272012
0
0
NOVATEL WIRELESS INC
COM NEW
66987M604
81
31059
SH
SOLE
19959
0
0
NOVAVAX INC
COM
670002104
324
102600
SH
SOLE
71700
0
0
NPS PHARMACEUTICALS INC
COM
62936P103
7132
224211
SH
SOLE
149811
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
28860
301443
SH
SOLE
301443
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
1289
68931
SH
SOLE
68931
0
0
NUANCE COMMUNICATIONS INC
NOTE 2.750%11/0
67020YAF7
1422
1400000
PRN
SOLE
0
0
0
NUCOR CORP
COM
670346105
629
12829
SH
SOLE
12829
0
0
NUSTAR ENERGY LP
UNIT COM
67058H102
230
5726
SH
SOLE
5726
0
0
NUTRI SYS INC NEW
COM
67069D108
1767
122900
SH
SOLE
12000
0
0
NUVASIVE INC
COM
670704105
1403
57300
SH
SOLE
25600
0
0
NUVEEN AMT-FREE MUN INCOME F
COM
670657105
1153
92332
SH
SOLE
92332
0
0
NUVEEN BUILD AMER BD FD
COM
67074C103
692
38286
SH
SOLE
38286
0
0
NUVEEN BUILD AMER BD OPPTNY
COM
67074Q102
297
16041
SH
SOLE
16041
0
0
NUVEEN CA DIV ADV MUNI FD 3
COM SH BEN INT
67070Y109
297
25476
SH
SOLE
25476
0
0
NUVEEN CA DIV ADVANTG MUN FD
COM
67069X104
200
15202
SH
SOLE
15202
0
0
NUVEEN CA DIVIDEND ADV MUN F
COM
67066Y105
144
11252
SH
SOLE
11252
0
0
NUVEEN CAL AMT-FREE MUN INC
COM
670651108
662
53629
SH
SOLE
53629
0
0
NUVEEN CONN PREM INCOME MUN
COM
67060D107
217
18178
SH
SOLE
18178
0
0
NUVEEN DIV ADV MUNI FD 3
COM SH BEN INT
67070X101
1343
105730
SH
SOLE
105730
0
0
NUVEEN DIV ADVANTAGE MUN FD
COM
67070F100
705
54390
SH
SOLE
54390
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
169
15088
SH
SOLE
15088
0
0
NUVEEN DIVID ADVANTAGE MUN F
COM
67066V101
958
73488
SH
SOLE
73488
0
0
NUVEEN DIVID ADVANTAGE MUN I
COM
67071L106
1027
80917
SH
SOLE
80917
0
0
NUVEEN EQUITY PREM ADV FD
COM
6706ET107
863
71174
SH
SOLE
71174
0
0
NUVEEN EQUITY PREM INCOME FD
COM
6706ER101
146
12079
SH
SOLE
12079
0
0
NUVEEN GA DIV ADV MUN FD 2
COM
67072B107
147
12251
SH
SOLE
12251
0
0
NUVEEN GBL VL OPPORTUNITIES
COM
6706EH103
557
42878
SH
SOLE
42878
0
0
NUVEEN INTER DURATION MN TMF
COM
670671106
448
38988
SH
SOLE
38988
0
0
NUVEEN INVT QUALITY MUN FD I
COM
67062E103
300
21773
SH
SOLE
21773
0
0
NUVEEN MD PREM INCOME MUN FD
COM
67061Q107
507
41769
SH
SOLE
41769
0
0
NUVEEN MUN ADVANTAGE FD INC
COM
67062H106
1185
94709
SH
SOLE
94709
0
0
NUVEEN MUN MKT OPPORTUNITY F
COM
67062W103
1092
89049
SH
SOLE
89049
0
0
NUVEEN MUN OPPORTUNITY FD IN
COM
670984103
401
30865
SH
SOLE
30865
0
0
NUVEEN N C PREM INCOME MUN F
COM
67060P100
318
25941
SH
SOLE
25941
0
0
NUVEEN NJ INVT QUALITY MUN F
COM
670971100
153
11890
SH
SOLE
11890
0
0
NUVEEN NY AMT-FREE MUN INCOM
COM
670656107
362
29537
SH
SOLE
29537
0
0
NUVEEN PA INVT QUALITY MUN F
COM
670972108
216
17085
SH
SOLE
17085
0
0
NUVEEN PA PREM INCOME MUN FD
COM
67061F101
206
16789
SH
SOLE
16789
0
0
NUVEEN PERFORMANCE PLUS MUN
COM
67062P108
708
52402
SH
SOLE
52402
0
0
NUVEEN PFD INCOME OPPRTNY FD
COM
67073B106
907
104444
SH
SOLE
104444
0
0
NUVEEN PREM INCOME MUN FD
COM
67062T100
1015
79415
SH
SOLE
79415
0
0
NUVEEN PREM INCOME MUN FD 2
COM
67063W102
1695
129858
SH
SOLE
129858
0
0
NUVEEN PREM INCOME MUN FD 4
COM
6706K4105
225
18875
SH
SOLE
18875
0
0
NUVEEN PREMIER MUN INCOME FD
COM
670988104
305
23628
SH
SOLE
23628
0
0
NUVEEN QUALITY INCOME MUN FD
COM
670977107
1690
134038
SH
SOLE
134038
0
0
NUVEEN QUALITY MUN FD INC
COM
67062N103
761
61858
SH
SOLE
61858
0
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
615
77941
SH
SOLE
77941
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67071S101
1743
230495
SH
SOLE
230495
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67072C105
4122
505095
SH
SOLE
505095
0
0
NUVEEN SELECT QUALITY MUN FD
COM
670973106
634
49885
SH
SOLE
49885
0
0
NV ENERGY INC
COM
67073Y106
55229
2339223
SH
SOLE
2339223
0
0
NVIDIA CORP
COM
67066G104
75380
4844471
SH
SOLE
4490771
0
0
NVR INC
COM
62944T105
2474
2691
SH
SOLE
2691
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
1154
31024
SH
SOLE
31024
0
0
NYSE EURONEXT
COM
629491101
130732
3114139
SH
SOLE
3114139
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
34581
271033
SH
SOLE
271033
0
0
OASIS PETE INC NEW
COM
674215108
299
6086
SH
SOLE
6086
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
71125
760372
SH
SOLE
692072
0
0
OCEANEERING INTL INC
COM
675232102
25214
310367
SH
SOLE
310367
0
0
OCWEN FINL CORP
COM NEW
675746309
3036
54431
SH
SOLE
54431
0
0
OCZ TECHNOLOGY GROUP INC
COM
67086E303
19
14500
SH
SOLE
0
0
0
ODYSSEY MARINE EXPLORATION I
COM
676118102
151
50200
SH
SOLE
26100
0
0
OFFICE DEPOT INC
COM
676220106
1575
326154
SH
SOLE
282354
0
0
OFFICEMAX INC DEL
COM
67622P101
13362
1044696
SH
SOLE
963496
0
0
OFFICIAL PMTS HLDGS INC
COM
67623R106
3137
377100
SH
SOLE
377100
0
0
OFG BANCORP
COM
67103X102
658
40621
SH
SOLE
40621
0
0
OGE ENERGY CORP
COM
670837103
12825
355361
SH
SOLE
355361
0
0
OIL STS INTL INC
COM
678026105
7600
73462
SH
SOLE
73462
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
6967
151482
SH
SOLE
151482
0
0
OLD NATL BANCORP IND
COM
680033107
1961
138132
SH
SOLE
68932
0
0
OLD REP INTL CORP
COM
680223104
1929
125289
SH
SOLE
125289
0
0
OLIN CORP
COM PAR $1
680665205
1247
54032
SH
SOLE
54032
0
0
OM GROUP INC
COM
670872100
4053
119987
SH
SOLE
72587
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
2388
79931
SH
SOLE
79931
0
0
OMEGA PROTEIN CORP
COM
68210P107
226
22246
SH
SOLE
13546
0
0
OMNICARE INC
COM
681904108
36832
663644
SH
SOLE
658344
0
0
OMNICARE INC
NOTE 3.500% 2/1
681904AQ1
5426
5685000
PRN
SOLE
0
0
0
OMNICELL INC
COM
68213N109
528
22288
SH
SOLE
7588
0
0
OMNICOM GROUP INC
COM
681919106
52856
833165
SH
SOLE
833165
0
0
OMNIVISION TECHNOLOGIES INC
COM
682128103
3317
216688
SH
SOLE
146788
0
0
ON ASSIGNMENT INC
COM
682159108
1509
45726
SH
SOLE
28126
0
0
ON SEMICONDUCTOR CORP
COM
682189105
11075
1517140
SH
SOLE
1517140
0
0
ONEBEACON INSURANCE GROUP LT
CL A
G67742109
374
25361
SH
SOLE
15061
0
0
ONEOK INC NEW
COM
682680103
1243
23310
SH
SOLE
23310
0
0
ONEOK PARTNERS LP
UNIT LTD PARTN
68268N103
322
6078
SH
SOLE
6078
0
0
ONYX PHARMACEUTICALS INC
COM
683399109
45624
365960
SH
SOLE
365960
0
0
ONYX PHARMACEUTICALS INC
NOTE 4.000% 8/1
683399AB5
38136
11885000
PRN
SOLE
0
0
0
OPEN TEXT CORP
COM
683715106
862
11546
SH
SOLE
11546
0
0
OPENTABLE INC
COM
68372A104
1078
15400
SH
SOLE
10800
0
0
OPKO HEALTH INC
COM
68375N103
1291
146545
SH
SOLE
93245
0
0
OPTIMER PHARMACEUTICALS INC
COM
68401H104
12600
1000000
SH
SOLE
1000000
0
0
ORACLE CORP
COM
68389X105
58574
1765885
SH
SOLE
1639485
0
0
ORASURE TECHNOLOGIES INC
COM
68554V108
168
28000
SH
SOLE
5600
0
0
ORBITAL SCIENCES CORP
COM
685564106
2814
132843
SH
SOLE
94143
0
0
ORBITZ WORLDWIDE INC
COM
68557K109
4908
509708
SH
SOLE
111774
0
0
OREXIGEN THERAPEUTICS INC
COM
686164104
476
77567
SH
SOLE
49067
0
0
ORIENT-EXPRESS HOTELS LTD
CL A
G67743107
1960
151016
SH
SOLE
64616
0
0
ORITANI FINL CORP DEL
COM
68633D103
2689
163336
SH
SOLE
67836
0
0
ORTHOFIX INTL N V
COM
N6748L102
5027
240996
SH
SOLE
131696
0
0
OSHKOSH CORP
COM
688239201
22405
457437
SH
SOLE
457437
0
0
OSI SYSTEMS INC
COM
671044105
391
5255
SH
SOLE
3855
0
0
OTTER TAIL CORP
COM
689648103
4812
174350
SH
SOLE
105950
0
0
OVERSTOCK COM INC DEL
COM
690370101
2552
86009
SH
SOLE
27909
0
0
OWENS & MINOR INC NEW
COM
690732102
3306
95573
SH
SOLE
95573
0
0
OWENS CORNING NEW
COM
690742101
1202
31645
SH
SOLE
31645
0
0
OWENS ILL INC
COM NEW
690768403
61922
2062682
SH
SOLE
1939682
0
0
OXFORD INDS INC
COM
691497309
386
5675
SH
SOLE
4375
0
0
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
15756
433939
SH
SOLE
392139
0
0
PACCAR INC
COM
693718108
3564
64033
SH
SOLE
64033
0
0
PACER INTL INC TENN
COM
69373H106
654
105619
SH
SOLE
75119
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
71
12900
SH
SOLE
8500
0
0
PACIFIC SUNWEAR CALIF INC
COM
694873100
298
99202
SH
SOLE
66802
0
0
PACIRA PHARMACEUTICALS INC
COM
695127100
1842
38307
SH
SOLE
23807
0
0
PACKAGING CORP AMER
COM
695156109
14953
261913
SH
SOLE
261913
0
0
PACWEST BANCORP DEL
COM
695263103
1337
38903
SH
SOLE
16603
0
0
PALL CORP
COM
696429307
9361
121504
SH
SOLE
121504
0
0
PANDORA MEDIA INC
COM
698354107
1340
53303
SH
SOLE
53303
0
0
PANERA BREAD CO
CL A
69840W108
11648
73474
SH
SOLE
73474
0
0
PAPA JOHNS INTL INC
COM
698813102
3648
52199
SH
SOLE
25999
0
0
PAREXEL INTL CORP
COM
699462107
509
10128
SH
SOLE
5628
0
0
PARK OHIO HLDGS CORP
COM
700666100
331
8623
SH
SOLE
4823
0
0
PARKER DRILLING CO
COM
701081101
5545
972854
SH
SOLE
502554
0
0
PARKER HANNIFIN CORP
COM
701094104
21320
196100
SH
SOLE
196100
0
0
PARKERVISION INC
COM
701354102
451
134690
SH
SOLE
93790
0
0
PARKWAY PPTYS INC
COM
70159Q104
1315
74009
SH
SOLE
61009
0
0
PARTNERRE LTD
COM
G6852T105
9176
100236
SH
SOLE
100236
0
0
PATRICK INDS INC
COM
703343103
776
25828
SH
SOLE
21028
0
0
PATTERSON COMPANIES INC
COM
703395103
24338
605433
SH
SOLE
569133
0
0
PATTERSON UTI ENERGY INC
COM
703481101
24227
1133148
SH
SOLE
1133148
0
0
PAYCHEX INC
COM
704326107
3776
92907
SH
SOLE
92907
0
0
PDC ENERGY INC
COM
69327R101
2023
33981
SH
SOLE
26781
0
0
PDF SOLUTIONS INC
COM
693282105
537
25287
SH
SOLE
18087
0
0
PDL BIOPHARMA INC
COM
69329Y104
5401
677670
SH
SOLE
237295
0
0
PDL BIOPHARMA INC
NOTE 2.875% 2/1
69329YAE4
11427
7925000
PRN
SOLE
0
0
0
PEABODY ENERGY CORP
COM
704549104
13376
775400
SH
SOLE
733800
0
0
PEBBLEBROOK HOTEL TR
COM
70509V100
356
12400
SH
SOLE
12400
0
0
PEGASYSTEMS INC
COM
705573103
434
10900
SH
SOLE
5400
0
0
PENDRELL CORP
COM
70686R104
224
115300
SH
SOLE
72500
0
0
PENN NATL GAMING INC
COM
707569109
8707
157287
SH
SOLE
157287
0
0
PENN VA CORP
COM
707882106
1300
195500
SH
SOLE
65000
0
0
PENN WEST PETE LTD NEW
COM
707887105
2270
203916
SH
SOLE
203916
0
0
PENNANTPARK INVT CORP
COM
708062104
2932
260411
SH
SOLE
93211
0
0
PENNEY J C INC
COM
708160106
995
112805
SH
SOLE
112805
0
0
PENNSYLVANIA RL ESTATE INVT
SH BEN INT
709102107
3939
210640
SH
SOLE
200040
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
335
7849
SH
SOLE
7849
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
3904
271516
SH
SOLE
271516
0
0
PEPSICO INC
COM
713448108
97598
1227649
SH
SOLE
1143749
0
0
PEREGRINE PHARMACEUTICALS IN
COM NEW
713661304
388
274839
SH
SOLE
184539
0
0
PERFORMANT FINL CORP
COM
71377E105
121
11100
SH
SOLE
1700
0
0
PERKINELMER INC
COM
714046109
4346
115123
SH
SOLE
115123
0
0
PERRIGO CO
COM
714290103
2320
18804
SH
SOLE
18804
0
0
PETMED EXPRESS INC
COM
716382106
3991
245012
SH
SOLE
37512
0
0
PETROCHINA CO LTD
SPONSORED ADR
71646E100
9024
82076
SH
SOLE
82076
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
45845
2740267
SH
SOLE
2301567
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
3623
233900
SH
SOLE
233900
0
0
PETROQUEST ENERGY INC
COM
716748108
203
50500
SH
SOLE
24600
0
0
PETSMART INC
COM
716768106
44816
587674
SH
SOLE
553174
0
0
PFIZER INC
COM
717081103
198092
6899741
SH
SOLE
6406178
0
0
PG&E CORP
COM
69331C108
20518
501425
SH
SOLE
470125
0
0
PGT INC
COM
69336V101
3261
329073
SH
SOLE
85304
0
0
PHARMACYCLICS INC
COM
716933106
9522
68790
SH
SOLE
68790
0
0
PHARMERICA CORP
COM
71714F104
4518
340479
SH
SOLE
170379
0
0
PHH CORP
NOTE 6.000% 6/1
693320AQ6
87778
43227000
PRN
SOLE
0
0
0
PHILIP MORRIS INTL INC
COM
718172109
42339
488955
SH
SOLE
429755
0
0
PHILLIPS 66
COM
718546104
53973
933470
SH
SOLE
933470
0
0
PHOTRONICS INC
COM
719405102
1596
203829
SH
SOLE
104029
0
0
PHOTRONICS INC
NOTE 5.500%10/0
719405AF9
11849
7250000
PRN
SOLE
0
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
1270
73147
SH
SOLE
73147
0
0
PIER 1 IMPORTS INC
COM
720279108
13898
711970
SH
SOLE
697870
0
0
PIKE ELEC CORP
COM
721283109
3073
271489
SH
SOLE
118300
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
6946
413679
SH
SOLE
182779
0
0
PINNACLE ENTMT INC
COM
723456109
1461
58342
SH
SOLE
44242
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
2688
90181
SH
SOLE
44881
0
0
PINNACLE WEST CAP CORP
COM
723484101
31807
581059
SH
SOLE
552459
0
0
PIONEER ENERGY SVCS CORP
COM
723664108
2089
278200
SH
SOLE
91900
0
0
PIONEER NAT RES CO
COM
723787107
4409
23355
SH
SOLE
23355
0
0
PIPER JAFFRAY COS
COM
724078100
6552
191085
SH
SOLE
103285
0
0
PITNEY BOWES INC
COM
724479100
805
44272
SH
SOLE
44272
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
424
8056
SH
SOLE
8056
0
0
PLANTRONICS INC NEW
COM
727493108
6081
132050
SH
SOLE
132050
0
0
PLATINUM UNDERWRITER HLDGS L
COM
G7127P100
17514
293226
SH
SOLE
155126
0
0
PLEXUS CORP
COM
729132100
391
10500
SH
SOLE
10500
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
1541
32900
SH
SOLE
32900
0
0
PLX TECHNOLOGY INC
COM
693417107
1134
188404
SH
SOLE
159504
0
0
PLY GEM HLDGS INC
COM
72941W100
520
37200
SH
SOLE
16500
0
0
PMC-SIERRA INC
COM
69344F106
6371
962318
SH
SOLE
962318
0
0
PNC FINL SVCS GROUP INC
COM
693475105
35463
489484
SH
SOLE
457284
0
0
PNM RES INC
COM
69349H107
6729
297360
SH
SOLE
243560
0
0
POLARIS INDS INC
COM
731068102
9224
71408
SH
SOLE
71408
0
0
POLYCOM INC
COM
73172K104
29382
2690681
SH
SOLE
2690681
0
0
POLYONE CORP
COM
73179P106
2183
71086
SH
SOLE
66386
0
0
POLYPORE INTL INC
COM
73179V103
418
10200
SH
SOLE
10200
0
0
POOL CORPORATION
COM
73278L105
528
9399
SH
SOLE
9399
0
0
POPULAR INC
COM NEW
733174700
16813
641002
SH
SOLE
641002
0
0
PORTFOLIO RECOVERY ASSOCS IN
COM
73640Q105
1331
22205
SH
SOLE
12205
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
6550
232020
SH
SOLE
232020
0
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
522
19500
SH
SOLE
1400
0
0
POSCO
SPONSORED ADR
693483109
1335
18133
SH
SOLE
18133
0
0
POST HLDGS INC
COM
737446104
445
11016
SH
SOLE
3716
0
0
POST PPTYS INC
COM
737464107
1832
40702
SH
SOLE
40702
0
0
POTASH CORP SASK INC
COM
73755L107
1525
48767
SH
SOLE
48767
0
0
POTLATCH CORP NEW
COM
737630103
5849
147411
SH
SOLE
90753
0
0
POWER INTEGRATIONS INC
COM
739276103
401
7400
SH
SOLE
5000
0
0
POWERSECURE INTL INC
COM
73936N105
2584
161023
SH
SOLE
48123
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
1309
16600
SH
SOLE
16600
0
0
POZEN INC
COM
73941U102
532
92800
SH
SOLE
12200
0
0
PPG INDS INC
COM
693506107
86974
520615
SH
SOLE
501217
0
0
PPL CORP
COM
69351T106
5299
174416
SH
SOLE
174416
0
0
PPL CORP
UNIT 99/99/9999S
69351T114
10738
200000
SH
SOLE
200000
0
0
PRAXAIR INC
COM
74005P104
1471
12238
SH
SOLE
12238
0
0
PRECISION CASTPARTS CORP
COM
740189105
4497
19791
SH
SOLE
19791
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
805
81100
SH
SOLE
81100
0
0
PREMIERE GLOBAL SVCS INC
COM
740585104
1309
131440
SH
SOLE
64940
0
0
PRESTIGE BRANDS HLDGS INC
COM
74112D101
3911
129851
SH
SOLE
45251
0
0
PRICE T ROWE GROUP INC
COM
74144T108
202
2807
SH
SOLE
2807
0
0
PRICELINE COM INC
COM NEW
741503403
12447
12312
SH
SOLE
12312
0
0
PRICELINE COM INC
NOTE 1.250% 3/1
741503AN6
27743
8350000
PRN
SOLE
0
0
0
PRICELINE COM INC
DEBT 1.000% 3/1
741503AQ9
129
100000
PRN
SOLE
0
0
0
PRICESMART INC
COM
741511109
764
8019
SH
SOLE
8019
0
0
PRIME ACQUISITION CORP
SHS
G72436101
5864
535000
SH
SOLE
535000
0
0
PRIMERICA INC
COM
74164M108
4873
120791
SH
SOLE
67491
0
0
PRIMORIS SVCS CORP
COM
74164F103
1654
64939
SH
SOLE
16339
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
4113
96061
SH
SOLE
96061
0
0
PROASSURANCE CORP
COM
74267C106
4593
101939
SH
SOLE
101939
0
0
PROCTER & GAMBLE CO
COM
742718109
221324
2927947
SH
SOLE
2701247
0
0
PROGRESS SOFTWARE CORP
COM
743312100
419
16206
SH
SOLE
16206
0
0
PROGRESSIVE CORP OHIO
COM
743315103
3151
115726
SH
SOLE
115726
0
0
PROLOGIS INC
COM
74340W103
18731
497896
SH
SOLE
459815
0
0
PROOFPOINT INC
COM
743424103
1376
42831
SH
SOLE
19431
0
0
PROS HOLDINGS INC
COM
74346Y103
1825
53371
SH
SOLE
17671
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
2264
202500
SH
SOLE
37500
0
0
PROSPERITY BANCSHARES INC
COM
743606105
2254
36453
SH
SOLE
29053
0
0
PROTECTIVE LIFE CORP
COM
743674103
25139
590809
SH
SOLE
590809
0
0
PROTO LABS INC
COM
743713109
1789
23419
SH
SOLE
16019
0
0
PROVIDENCE SVC CORP
COM
743815102
2783
97018
SH
SOLE
18926
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
6083
375286
SH
SOLE
196597
0
0
PRUDENTIAL FINL INC
COM
744320102
37749
484088
SH
SOLE
436788
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
4072
54573
SH
SOLE
32342
0
0
PTC INC
COM
69370C100
789
27748
SH
SOLE
27748
0
0
PUBLIC STORAGE
COM
74460D109
23759
147985
SH
SOLE
138885
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
9777
296900
SH
SOLE
296900
0
0
PULTE GROUP INC
COM
745867101
36648
2221090
SH
SOLE
2221090
0
0
PUMA BIOTECHNOLOGY INC
COM
74587V107
3317
61816
SH
SOLE
18616
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
554
70360
SH
SOLE
70360
0
0
PUTNAM MANAGED MUN INCOM TR
COM
746823103
284
41452
SH
SOLE
41452
0
0
PUTNAM MUN OPPORTUNITIES TR
SH BEN INT
746922103
886
81047
SH
SOLE
81047
0
0
PVF CAPITAL CORP
COM
693654105
6992
1697014
SH
SOLE
1697014
0
0
PVH CORP
COM
693656100
9415
79323
SH
SOLE
79323
0
0
QIAGEN NV
REG SHS
N72482107
422
19705
SH
SOLE
19705
0
0
QLOGIC CORP
COM
747277101
11383
1040460
SH
SOLE
931460
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
681
22420
SH
SOLE
15820
0
0
QUAKER CHEM CORP
COM
747316107
953
13041
SH
SOLE
7541
0
0
QUALCOMM INC
COM
747525103
8872
131714
SH
SOLE
131714
0
0
QUALITY DISTR INC FLA
COM
74756M102
171
18453
SH
SOLE
12153
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
526
27922
SH
SOLE
27922
0
0
QUANTA SVCS INC
COM
74762E102
583
21177
SH
SOLE
21177
0
0
QUANTUM CORP
COM DSSG
747906204
575
416600
SH
SOLE
120900
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
2572
41624
SH
SOLE
41624
0
0
QUESTAR CORP
COM
748356102
2734
121568
SH
SOLE
121568
0
0
QUESTCOR PHARMACEUTICALS INC
COM
74835Y101
3731
64327
SH
SOLE
56927
0
0
QUICKSILVER RESOURCES INC
COM
74837R104
4290
2177700
SH
SOLE
1726100
0
0
QUIDEL CORP
COM
74838J101
426
15003
SH
SOLE
9803
0
0
QUIKSILVER INC
COM
74838C106
1000
142280
SH
SOLE
82480
0
0
QUINPARIO ACQUISITION CORP
UNIT 99/99/9999
74874R207
23686
2329000
SH
SOLE
2329000
0
0
QUINSTREET INC
COM
74874Q100
119
12600
SH
SOLE
0
0
0
RACKSPACE HOSTING INC
COM
750086100
1058
20057
SH
SOLE
20057
0
0
RADIAN GROUP INC
COM
750236101
2397
172070
SH
SOLE
111470
0
0
RADIAN GROUP INC
NOTE 3.000%11/1
750236AK7
61684
43325000
PRN
SOLE
0
0
0
RADIAN GROUP INC
NOTE 2.250% 3/0
750236AN1
28628
19558000
PRN
SOLE
0
0
0
RADIOSHACK CORP
COM
750438103
99
29132
SH
SOLE
29132
0
0
RAIT FINANCIAL TRUST
COM NEW
749227609
731
103234
SH
SOLE
76134
0
0
RALPH LAUREN CORP
CL A
751212101
10156
61651
SH
SOLE
61651
0
0
RAMBUS INC DEL
COM
750917106
1065
113305
SH
SOLE
72005
0
0
RAMCO-GERSHENSON PPTYS TR
COM SH BEN INT
751452202
12230
793612
SH
SOLE
434140
0
0
RANGE RES CORP
COM
75281A109
576
7590
SH
SOLE
7590
0
0
RAPTOR PHARMACEUTICAL CORP
COM
75382F106
2250
150580
SH
SOLE
131580
0
0
RAVEN INDS INC
COM
754212108
379
11600
SH
SOLE
6800
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1387
33280
SH
SOLE
33280
0
0
RAYONIER INC
COM
754907103
4290
77087
SH
SOLE
77087
0
0
RAYTHEON CO
COM NEW
755111507
75977
985822
SH
SOLE
965722
0
0
RBC BEARINGS INC
COM
75524B104
347
5266
SH
SOLE
4366
0
0
REAL GOODS SOLAR INC
CL A
75601N104
207
73800
SH
SOLE
52700
0
0
REALNETWORKS INC
COM NEW
75605L708
355
41515
SH
SOLE
41515
0
0
REALTY INCOME CORP
COM
756109104
3726
93730
SH
SOLE
93730
0
0
RED HAT INC
COM
756577102
2807
60844
SH
SOLE
60844
0
0
RED ROBIN GOURMET BURGERS IN
COM
75689M101
4247
59739
SH
SOLE
17339
0
0
REDWOOD TR INC
COM
758075402
1284
65224
SH
SOLE
41024
0
0
REGAL BELOIT CORP
COM
758750103
7813
115011
SH
SOLE
115011
0
0
REGAL ENTMT GROUP
CL A
758766109
3742
197153
SH
SOLE
197153
0
0
REGENCY CTRS CORP
COM
758849103
1112
23000
SH
SOLE
23000
0
0
REGENCY ENERGY PARTNERS L P
COM UNITS L P
75885Y107
339
11847
SH
SOLE
11847
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
13365
42716
SH
SOLE
42716
0
0
REGIONAL MGMT CORP
COM
75902K106
716
22500
SH
SOLE
22500
0
0
REGIONS FINL CORP NEW
COM
7591EP100
25726
2778139
SH
SOLE
2625839
0
0
REGIS CORP MINN
COM
758932107
301
20500
SH
SOLE
20500
0
0
REGIS CORP MINN
NOTE 5.000% 7/1
758932AA5
8956
8100000
PRN
SOLE
0
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
29501
440375
SH
SOLE
440375
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
49458
675008
SH
SOLE
675008
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
2696
29782
SH
SOLE
21882
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
1943
128264
SH
SOLE
27864
0
0
RENT A CTR INC NEW
COM
76009N100
2276
59730
SH
SOLE
59730
0
0
RENTECH INC
COM
760112102
224
113330
SH
SOLE
89630
0
0
REPLIGEN CORP
COM
759916109
2505
225847
SH
SOLE
31054
0
0
REPROS THERAPEUTICS INC
COM NEW
76028H209
948
35359
SH
SOLE
22859
0
0
REPUBLIC AWYS HLDGS INC
COM
760276105
1671
140407
SH
SOLE
85907
0
0
REPUBLIC SVCS INC
COM
760759100
4472
134060
SH
SOLE
134060
0
0
RESMED INC
COM
761152107
19725
373429
SH
SOLE
373429
0
0
RESOURCES CONNECTION INC
COM
76122Q105
3531
260197
SH
SOLE
134897
0
0
RESPONSYS INC
COM
761248103
2092
126800
SH
SOLE
58300
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
994
71922
SH
SOLE
45822
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
589
42800
SH
SOLE
42800
0
0
REVLON INC
CL A NEW
761525609
267
9625
SH
SOLE
5625
0
0
REVOLUTION LIGHTING TECHNOLO
COM
76155G107
598
233703
SH
SOLE
161103
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
215
6979
SH
SOLE
4479
0
0
REX ENERGY CORPORATION
COM
761565100
984
44135
SH
SOLE
24635
0
0
REYNOLDS AMERICAN INC
COM
761713106
12914
264736
SH
SOLE
264736
0
0
RF MICRODEVICES INC
COM
749941100
1920
340512
SH
SOLE
318012
0
0
RF MICRODEVICES INC
NOTE 1.000% 4/1
749941AJ9
307
300000
PRN
SOLE
0
0
0
RIGEL PHARMACEUTICALS INC
COM NEW
766559603
1417
395800
SH
SOLE
77300
0
0
RIGNET INC
COM
766582100
552
15251
SH
SOLE
9951
0
0
RITE AID CORP
COM
767754104
14528
3052134
SH
SOLE
1660834
0
0
RITE AID CORP
NOTE 8.500% 5/1
767754BU7
2237
1135000
PRN
SOLE
0
0
0
RIVERBED TECHNOLOGY INC
COM
768573107
1129
77400
SH
SOLE
77400
0
0
RLI CORP
COM
749607107
533
6100
SH
SOLE
2800
0
0
RLJ LODGING TR
COM
74965L101
5820
247767
SH
SOLE
145667
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
299
10602
SH
SOLE
7902
0
0
ROBERT HALF INTL INC
COM
770323103
23482
601649
SH
SOLE
601649
0
0
ROCK-TENN CO
CL A
772739207
14471
142900
SH
SOLE
142900
0
0
ROCKWELL AUTOMATION INC
COM
773903109
20553
192190
SH
SOLE
192190
0
0
ROCKWELL COLLINS INC
COM
774341101
6141
90497
SH
SOLE
90497
0
0
ROCKWOOD HLDGS INC
COM
774415103
6063
90627
SH
SOLE
90627
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
670
15573
SH
SOLE
15573
0
0
ROGERS CORP
COM
775133101
1759
29580
SH
SOLE
22480
0
0
ROMA FINANCIAL CORP
COM
77581P109
13814
743090
SH
SOLE
743090
0
0
ROPER INDS INC NEW
COM
776696106
1674
12600
SH
SOLE
12600
0
0
ROSETTA RESOURCES INC
COM
777779307
1262
23165
SH
SOLE
12565
0
0
ROSETTA STONE INC
COM
777780107
866
53357
SH
SOLE
7157
0
0
ROSS STORES INC
COM
778296103
23009
316056
SH
SOLE
316056
0
0
ROUSE PPTYS INC
COM
779287101
1326
64428
SH
SOLE
32628
0
0
ROVI CORP
COM
779376102
13195
688335
SH
SOLE
688335
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
2155
58679
SH
SOLE
58679
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
2190
57212
SH
SOLE
57212
0
0
ROYAL GOLD INC
COM
780287108
567
11648
SH
SOLE
11648
0
0
RPC INC
COM
749660106
5772
373077
SH
SOLE
373077
0
0
RPM INTL INC
COM
749685103
7447
205706
SH
SOLE
205706
0
0
RPX CORP
COM
74972G103
5212
297292
SH
SOLE
156792
0
0
RTI INTL METALS INC
COM
74973W107
3190
99576
SH
SOLE
94076
0
0
RTI INTL METALS INC
NOTE 1.625%10/1
74973WAB3
4550
4375000
PRN
SOLE
0
0
0
RTI SURGICAL INC
COM
74975N105
139
37146
SH
SOLE
22546
0
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
178
15599
SH
SOLE
15599
0
0
RUE21 INC
COM
781295100
61707
1529673
SH
SOLE
1529673
0
0
RUSH ENTERPRISES INC
CL A
781846209
269
10140
SH
SOLE
6240
0
0
RUTHS HOSPITALITY GROUP INC
COM
783332109
1925
162329
SH
SOLE
33320
0
0
RYDER SYS INC
COM
783549108
22864
382974
SH
SOLE
382974
0
0
RYLAND GROUP INC
COM
783764103
1060
26144
SH
SOLE
17944
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
6197
4250000
PRN
SOLE
0
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
7497
325814
SH
SOLE
176453
0
0
SAFETY INS GROUP INC
COM
78648T100
490
9256
SH
SOLE
7856
0
0
SAFEWAY INC
COM NEW
786514208
25104
784751
SH
SOLE
784751
0
0
SAGENT PHARMACEUTICALS INC
COM
786692103
403
19766
SH
SOLE
19766
0
0
SAIA INC
COM
78709Y105
7971
255646
SH
SOLE
85996
0
0
SAKS INC
COM
79377W108
48496
3042413
SH
SOLE
3000013
0
0
SALESFORCE COM INC
COM
79466L302
1336
25730
SH
SOLE
25730
0
0
SALESFORCE COM INC
NOTE 0.750% 1/1
79466LAB0
78428
32225000
PRN
SOLE
0
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
8035
307142
SH
SOLE
307142
0
0
SANCHEZ ENERGY CORP
COM
79970Y105
3260
123437
SH
SOLE
123437
0
0
SANDERSON FARMS INC
COM
800013104
14379
220396
SH
SOLE
196596
0
0
SANDISK CORP
COM
80004C101
3758
63154
SH
SOLE
63154
0
0
SANGAMO BIOSCIENCES INC
COM
800677106
695
66300
SH
SOLE
31800
0
0
SANMINA CORPORATION
COM
801056102
13124
750372
SH
SOLE
581572
0
0
SANTARUS INC
COM
802817304
7206
319279
SH
SOLE
101079
0
0
SAPIENT CORP
COM
803062108
1186
76156
SH
SOLE
51956
0
0
SAREPTA THERAPEUTICS INC
COM
803607100
2196
46488
SH
SOLE
36688
0
0
SASOL LTD
SPONSORED ADR
803866300
3078
64399
SH
SOLE
64399
0
0
SBA COMMUNICATIONS CORP
COM
78388J106
2181
27102
SH
SOLE
27102
0
0
SCANA CORP NEW
COM
80589M102
1156
25113
SH
SOLE
25113
0
0
SCANSOURCE INC
COM
806037107
554
16005
SH
SOLE
16005
0
0
SCHEIN HENRY INC
COM
806407102
3698
35658
SH
SOLE
35658
0
0
SCHLUMBERGER LTD
COM
806857108
17709
200421
SH
SOLE
200421
0
0
SCHNITZER STL INDS
CL A
806882106
972
35300
SH
SOLE
35300
0
0
SCHOLASTIC CORP
COM
807066105
5209
181822
SH
SOLE
101900
0
0
SCHULMAN A INC
COM
808194104
11305
383739
SH
SOLE
242364
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
3826
180966
SH
SOLE
180966
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
2225
36754
SH
SOLE
22954
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
1847
364380
SH
SOLE
98180
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
375
23200
SH
SOLE
15000
0
0
SCORPIO TANKERS INC
SHS
Y7542C106
1475
151100
SH
SOLE
85800
0
0
SCRIPPS E W CO OHIO
CL A NEW
811054402
3942
214807
SH
SOLE
129007
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
1677
21468
SH
SOLE
21468
0
0
SEACHANGE INTL INC
COM
811699107
212
18461
SH
SOLE
16661
0
0
SEACOR HOLDINGS INC
COM
811904101
14942
165217
SH
SOLE
165217
0
0
SEADRILL LIMITED
SHS
G7945E105
2576
57142
SH
SOLE
57142
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
80371
1837470
SH
SOLE
1735170
0
0
SEALED AIR CORP NEW
COM
81211K100
1408
51798
SH
SOLE
51798
0
0
SEARS HLDGS CORP
COM
812350106
6532
109521
SH
SOLE
109521
0
0
SEATTLE GENETICS INC
COM
812578102
421
9600
SH
SOLE
9600
0
0
SECURITY NATL FINL CORP
CL A NEW
814785309
84
13900
SH
SOLE
12500
0
0
SEI INVESTMENTS CO
COM
784117103
12503
404513
SH
SOLE
404513
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
2239
86800
SH
SOLE
66400
0
0
SELECT MED HLDGS CORP
COM
81619Q105
1798
222855
SH
SOLE
125755
0
0
SEMGROUP CORP
CL A
81663A105
1342
23540
SH
SOLE
13740
0
0
SEMPRA ENERGY
COM
816851109
5401
63096
SH
SOLE
63096
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
3683
157816
SH
SOLE
157816
0
0
SENSATA TECHNOLOGIES HLDG BV
SHS
N7902X106
605
15800
SH
SOLE
15800
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
1145
23900
SH
SOLE
6100
0
0
SERVICE CORP INTL
COM
817565104
22591
1213243
SH
SOLE
1213243
0
0
SERVICENOW INC
COM
81762P102
837
16109
SH
SOLE
16109
0
0
SESA GOA LTD
SPONSORED ADR
78413F103
880
78120
SH
SOLE
74160
0
0
SHERWIN WILLIAMS CO
COM
824348106
21313
116988
SH
SOLE
109988
0
0
SHFL ENTMT INC
COM
78423R105
64620
2809569
SH
SOLE
2809569
0
0
SHUTTERFLY INC
COM
82568P304
1821
32586
SH
SOLE
22286
0
0
SHUTTERSTOCK INC
COM
825690100
4727
65000
SH
SOLE
65000
0
0
SIGMA ALDRICH CORP
COM
826552101
2249
26361
SH
SOLE
26361
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
1024
11193
SH
SOLE
11193
0
0
SIGNATURE BK NEW YORK N Y
*W EXP 12/12/201
82669G112
17480
291180
SH
SOLE
291180
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
43208
603037
SH
SOLE
603037
0
0
SILICON GRAPHICS INTL CORP
COM
82706L108
2632
161989
SH
SOLE
51344
0
0
SILICON IMAGE INC
COM
82705T102
2523
472447
SH
SOLE
87647
0
0
SILVER EAGLE ACQUISITION COR
UNIT 99/99/9999
827694209
24106
2375000
SH
SOLE
2375000
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
52532
354398
SH
SOLE
330198
0
0
SINA CORP
ORD
G81477104
2711
33400
SH
SOLE
33400
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
1588
47375
SH
SOLE
41175
0
0
SIRIUS XM RADIO INC
COM
82967N108
3764
972673
SH
SOLE
972673
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
2247
33578
SH
SOLE
33578
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
1215
35948
SH
SOLE
35948
0
0
SK TELECOM LTD
SPONSORED ADR
78440P108
33850
1491168
SH
SOLE
1327368
0
0
SKECHERS U S A INC
CL A
830566105
647
20796
SH
SOLE
17196
0
0
SKILLED HEALTHCARE GROUP INC
CL A
83066R107
100
22823
SH
SOLE
19123
0
0
SKYWEST INC
COM
830879102
2954
203438
SH
SOLE
111738
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
2422
97501
SH
SOLE
97501
0
0
SL GREEN RLTY CORP
COM
78440X101
2072
23324
SH
SOLE
23324
0
0
SLM CORP
COM
78442P106
80551
3234962
SH
SOLE
3046562
0
0
SM ENERGY CO
COM
78454L100
10323
133738
SH
SOLE
133738
0
0
SMITH & WESSON HLDG CORP
COM
831756101
2914
265110
SH
SOLE
106310
0
0
SMITH A O
COM
831865209
15699
347331
SH
SOLE
347331
0
0
SMITH MICRO SOFTWARE INC
COM
832154108
10
11200
SH
SOLE
11200
0
0
SMUCKER J M CO
COM NEW
832696405
58050
552644
SH
SOLE
507244
0
0
SNAP ON INC
COM
833034101
8350
83920
SH
SOLE
83920
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
4786
156657
SH
SOLE
156657
0
0
SOHU COM INC
COM
83408W103
37076
470325
SH
SOLE
470325
0
0
SOLAR CAP LTD
COM
83413U100
1561
70400
SH
SOLE
17900
0
0
SOLARWINDS INC
COM
83416B109
485
13820
SH
SOLE
13820
0
0
SOLERA HOLDINGS INC
COM
83421A104
2262
42791
SH
SOLE
42791
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
490
20573
SH
SOLE
13673
0
0
SONIC CORP
COM
835451105
3316
186804
SH
SOLE
57004
0
0
SONOCO PRODS CO
COM
835495102
471
12100
SH
SOLE
12100
0
0
SONUS NETWORKS INC
COM
835916107
1257
372001
SH
SOLE
152601
0
0
SOTHEBYS
COM
835898107
843
17150
SH
SOLE
17150
0
0
SOURCEFIRE INC
COM
83616T108
50667
667372
SH
SOLE
663472
0
0
SOUTHERN CO
COM
842587107
19314
469015
SH
SOLE
469015
0
0
SOUTHERN COPPER CORP
COM
84265V105
5095
187058
SH
SOLE
162948
0
0
SOUTHSIDE BANCSHARES INC
COM
84470P109
302
11245
SH
SOLE
7387
0
0
SOUTHWEST AIRLS CO
COM
844741108
30659
2105721
SH
SOLE
2105721
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
1006
27640
SH
SOLE
27640
0
0
SOVRAN SELF STORAGE INC
COM
84610H108
6305
83313
SH
SOLE
61321
0
0
SPANSION INC
COM CL A NEW
84649R200
2843
281779
SH
SOLE
158279
0
0
SPARTAN STORES INC
COM
846822104
318
14404
SH
SOLE
14404
0
0
SPARTON CORP
COM
847235108
224
8800
SH
SOLE
5700
0
0
SPECTRA ENERGY CORP
COM
847560109
2642
77186
SH
SOLE
77186
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
373
8497
SH
SOLE
8497
0
0
SPECTRANETICS CORP
COM
84760C107
548
32656
SH
SOLE
20156
0
0
SPEED COMM INC
COM
84764T106
130
39700
SH
SOLE
25500
0
0
SPIRIT AIRLS INC
COM
848577102
2468
72012
SH
SOLE
37812
0
0
SPLUNK INC
COM
848637104
971
16174
SH
SOLE
16174
0
0
SPRINT CORP
COM SER 1
85207U105
4373
16820
SH
Call
SOLE
0
0
0
SPRINT CORP
COM SER 1
85207U105
12234
1970104
SH
SOLE
1931262
0
0
SPS COMM INC
COM
78463M107
922
13777
SH
SOLE
8777
0
0
SPX CORP
COM
784635104
23975
283260
SH
SOLE
244560
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
468
12274
SH
SOLE
8874
0
0
ST JUDE MED INC
COM
790849103
20786
387515
SH
SOLE
387515
0
0
STAAR SURGICAL CO
COM PAR $0.01
852312305
368
27200
SH
SOLE
18400
0
0
STAG INDL INC
COM
85254J102
5704
283488
SH
SOLE
161588
0
0
STAGE STORES INC
COM NEW
85254C305
603
31421
SH
SOLE
27521
0
0
STAMPS COM INC
COM NEW
852857200
5262
114564
SH
SOLE
39309
0
0
STANCORP FINL GROUP INC
COM
852891100
426
7742
SH
SOLE
5342
0
0
STANDARD MTR PRODS INC
COM
853666105
7440
231353
SH
SOLE
108553
0
0
STANDARD PAC CORP NEW
COM
85375C101
1286
162596
SH
SOLE
162596
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
18303
14775000
PRN
SOLE
0
0
0
STANDEX INTL CORP
COM
854231107
4525
76178
SH
SOLE
41478
0
0
STAPLES INC
COM
855030102
3981
271751
SH
SOLE
271751
0
0
STAR SCIENTIFIC INC
COM
85517P101
184
96501
SH
SOLE
66101
0
0
STARBUCKS CORP
COM
855244109
45943
596891
SH
SOLE
592891
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
3027
45547
SH
SOLE
45547
0
0
STARWOOD PPTY TR INC
COM
85571B105
913
38100
SH
SOLE
21400
0
0
STARZ
COM SER A
85571Q102
745
26500
SH
SOLE
26500
0
0
STATE STR CORP
COM
857477103
16352
248695
SH
SOLE
248695
0
0
STEEL DYNAMICS INC
COM
858119100
38311
2292678
SH
SOLE
2292678
0
0
STEELCASE INC
CL A
858155203
8255
496711
SH
SOLE
277411
0
0
STEIN MART INC
COM
858375108
380
27672
SH
SOLE
19172
0
0
STEINER LEISURE LTD
ORD
P8744Y102
2938
50276
SH
SOLE
25276
0
0
STEPAN CO
COM
858586100
669
11584
SH
SOLE
8784
0
0
STERICYCLE INC
COM
858912108
5205
45106
SH
SOLE
45106
0
0
STERIS CORP
COM
859152100
12959
301643
SH
SOLE
263743
0
0
STERLING BANCORP
COM
859158107
4480
326279
SH
SOLE
326279
0
0
STERLING FINL CORP WASH
COM NEW
859319303
10690
373139
SH
SOLE
366139
0
0
STERLITE INDS INDIA LTD
NOTE 4.000%10/3
859737AB4
8786
8925000
PRN
SOLE
0
0
0
STEWART ENTERPRISES INC
CL A
860370105
62718
4773056
SH
SOLE
4690756
0
0
STEWART ENTERPRISES INC
NOTE 3.125% 7/1
860370AH8
527
425000
PRN
SOLE
0
0
0
STEWART ENTERPRISES INC
NOTE 3.375% 7/1
860370AK1
587
450000
PRN
SOLE
0
0
0
STEWART INFORMATION SVCS COR
COM
860372101
3224
100784
SH
SOLE
51456
0
0
STEWART INFORMATION SVCS COR
NOTE 6.000%10/1
860372AB7
22424
8850000
PRN
SOLE
0
0
0
STILLWATER MNG CO
NOTE 1.750%10/1
86074QAL6
3297
3125000
PRN
SOLE
0
0
0
STONE ENERGY CORP
COM
861642106
5395
166370
SH
SOLE
112415
0
0
STONERIDGE INC
COM
86183P102
3503
324076
SH
SOLE
152075
0
0
STRAIGHT PATH COMMUNICATNS I
CL B
862578101
73
13950
SH
SOLE
6800
0
0
STRATEGIC HOTELS & RESORTS I
COM
86272T106
3352
386123
SH
SOLE
325423
0
0
STRAYER ED INC
COM
863236105
2516
60600
SH
SOLE
60600
0
0
STRYKER CORP
COM
863667101
70875
1048606
SH
SOLE
934906
0
0
STURM RUGER & CO INC
COM
864159108
1355
21634
SH
SOLE
17534
0
0
SUMMIT HOTEL PPTYS
COM
866082100
1407
153148
SH
SOLE
88748
0
0
SUN CMNTYS INC
COM
866674104
680
15957
SH
SOLE
6984
0
0
SUN HYDRAULICS CORP
COM
866942105
402
11100
SH
SOLE
6700
0
0
SUNCOKE ENERGY INC
COM
86722A103
1933
113734
SH
SOLE
70534
0
0
SUNCOR ENERGY INC NEW
COM
867224107
2039
57000
SH
SOLE
57000
0
0
SUNEDISON INC
COM
86732Y109
1677
210405
SH
SOLE
139005
0
0
SUNESIS PHARMACEUTICALS INC
COM NEW
867328601
377
76076
SH
SOLE
52276
0
0
SUNOCO LOGISTICS PRTNRS L P
COM UNITS
86764L108
581
8736
SH
SOLE
8736
0
0
SUNPOWER CORP
COM
867652406
4319
165084
SH
SOLE
115084
0
0
SUNPOWER CORP
DBCV 4.750% 4/1
867652AC3
8982
7875000
PRN
SOLE
0
0
0
SUNPOWER CORP
DBCV 4.500% 3/1
867652AE9
19598
14875000
PRN
SOLE
0
0
0
SUNSHINE HEART INC
COM
86782U106
579
50000
SH
SOLE
50000
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
860
67488
SH
SOLE
67488
0
0
SUNTRUST BKS INC
COM
867914103
11723
361602
SH
SOLE
361602
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
15703
627106
SH
SOLE
627106
0
0
SUPERVALU INC
COM
868536103
3510
426520
SH
SOLE
273320
0
0
SUPPORT COM INC
COM
86858W101
191
35000
SH
SOLE
22100
0
0
SURMODICS INC
COM
868873100
958
40300
SH
SOLE
2800
0
0
SUSQUEHANNA BANCSHARES INC P
COM
869099101
1969
156868
SH
SOLE
100468
0
0
SUSSER HLDGS CORP
COM
869233106
584
10995
SH
SOLE
8095
0
0
SVB FINL GROUP
COM
78486Q101
2466
28547
SH
SOLE
28547
0
0
SWIFT ENERGY CO
COM
870738101
446
39018
SH
SOLE
39018
0
0
SWIFT TRANSN CO
CL A
87074U101
4594
227522
SH
SOLE
127822
0
0
SWS GROUP INC
COM
78503N107
199
13118
SH
SOLE
13118
0
0
SYKES ENTERPRISES INC
COM
871237103
3677
205311
SH
SOLE
109411
0
0
SYMANTEC CORP
COM
871503108
121554
4911270
SH
SOLE
4634770
0
0
SYMETRA FINL CORP
COM
87151Q106
5177
290520
SH
SOLE
169120
0
0
SYMMETRY MED INC
COM
871546206
1901
232929
SH
SOLE
146229
0
0
SYNAGEVA BIOPHARMA CORP
COM
87159A103
3279
51800
SH
SOLE
51800
0
0
SYNAPTICS INC
COM
87157D109
593
13400
SH
SOLE
10200
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
784
20600
SH
SOLE
12900
0
0
SYNERGY PHARMACEUTICALS DEL
COM NEW
871639308
137
30011
SH
SOLE
14711
0
0
SYNERGY RES CORP
COM
87164P103
499
51200
SH
SOLE
9965
0
0
SYNNEX CORP
COM
87162W100
1143
18607
SH
SOLE
16407
0
0
SYNOPSYS INC
COM
871607107
16669
442150
SH
SOLE
442150
0
0
SYNOVUS FINL CORP
COM
87161C105
1362
412618
SH
SOLE
287318
0
0
SYNTA PHARMACEUTICALS CORP
COM
87162T206
171
27081
SH
SOLE
11181
0
0
SYNTEL INC
COM
87162H103
569
7100
SH
SOLE
3300
0
0
SYSCO CORP
COM
871829107
10957
344249
SH
SOLE
344249
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
70953
4183562
SH
SOLE
3807562
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
4684
257950
SH
SOLE
236550
0
0
TALISMAN ENERGY INC
COM
87425E103
2579
224285
SH
SOLE
224285
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
2021
61908
SH
SOLE
61908
0
0
TARGA RES CORP
COM
87612G101
1351
18513
SH
SOLE
14713
0
0
TARGA RESOURCES PARTNERS LP
COM UNIT
87611X105
404
7849
SH
SOLE
7849
0
0
TARGET CORP
COM
87612E106
5234
81811
SH
SOLE
81811
0
0
TASER INTL INC
COM
87651B104
6130
411103
SH
SOLE
101503
0
0
TATA MTRS LTD
SPONSORED ADR
876568502
35328
1327113
SH
SOLE
1276113
0
0
TAUBMAN CTRS INC
COM
876664103
1554
23088
SH
SOLE
23088
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
310
6375
SH
SOLE
6375
0
0
TCF FINL CORP
COM
872275102
245
17186
SH
SOLE
17186
0
0
TCP CAP CORP
COM
87238Q103
1343
82800
SH
SOLE
26200
0
0
TEAM INC
COM
878155100
370
9299
SH
SOLE
6699
0
0
TEARLAB CORP
COM
878193101
745
67363
SH
SOLE
45463
0
0
TECH DATA CORP
COM
878237106
25741
515756
SH
SOLE
515756
0
0
TECHNE CORP
COM
878377100
769
9600
SH
SOLE
9600
0
0
TECK RESOURCES LTD
CL B
878742204
2417
90037
SH
SOLE
90037
0
0
TECUMSEH PRODS CO
CL A
878895200
297
33223
SH
SOLE
24823
0
0
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
328
7425
SH
SOLE
7425
0
0
TELECOMMUNICATION SYS INC
CL A
87929J103
70
28500
SH
SOLE
17900
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
1067
12565
SH
SOLE
12165
0
0
TELEFLEX INC
COM
879369106
5199
63183
SH
SOLE
63183
0
0
TELEFONICA BRASIL SA
SPONSORED ADR
87936R106
31627
1409401
SH
SOLE
1333001
0
0
TELENAV INC
COM
879455103
92
15749
SH
SOLE
9949
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
12862
435278
SH
SOLE
435278
0
0
TELETECH HOLDINGS INC
COM
879939106
1320
52597
SH
SOLE
16470
0
0
TELLABS INC
COM
879664100
22468
9897889
SH
SOLE
8683889
0
0
TENARIS S A
SPONSORED ADR
88031M109
992
21200
SH
SOLE
21200
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1434
34817
SH
SOLE
34817
0
0
TENNANT CO
COM
880345103
518
8362
SH
SOLE
7062
0
0
TENNECO INC
COM
880349105
2059
40777
SH
SOLE
26577
0
0
TERADATA CORP DEL
COM
88076W103
2132
38457
SH
SOLE
38457
0
0
TERADYNE INC
COM
880770102
928
56178
SH
SOLE
56178
0
0
TEREX CORP NEW
COM
880779103
7786
231733
SH
SOLE
231733
0
0
TEREX CORP NEW
NOTE 4.000% 6/0
880779AV5
48932
22759000
PRN
SOLE
0
0
0
TESARO INC
COM
881569107
4438
114556
SH
SOLE
31485
0
0
TESCO CORP
COM
88157K101
11757
709541
SH
SOLE
375041
0
0
TESLA MTRS INC
COM
88160R101
6986
36120
SH
SOLE
36120
0
0
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
13224
7825000
PRN
SOLE
0
0
0
TESORO CORP
COM
881609101
25309
575465
SH
SOLE
575465
0
0
TESSERA TECHNOLOGIES INC
COM
88164L100
513
26500
SH
SOLE
26500
0
0
TETRA TECH INC NEW
COM
88162G103
864
33372
SH
SOLE
20172
0
0
TETRA TECHNOLOGIES INC DEL
COM
88162F105
788
62900
SH
SOLE
42400
0
0
TEXAS CAPITAL BANCSHARES INC
*W EXP 01/16/201
88224Q115
1372
43503
SH
SOLE
43503
0
0
TEXAS INDS INC
COM
882491103
1128
17011
SH
SOLE
10111
0
0
TEXAS INSTRS INC
COM
882508104
8541
212104
SH
SOLE
180604
0
0
TEXAS ROADHOUSE INC
COM
882681109
880
33500
SH
SOLE
13800
0
0
TEXTRON INC
COM
883203101
5246
190021
SH
SOLE
190021
0
0
TEXTURA CORP
COM
883211104
3231
75000
SH
SOLE
75000
0
0
TG THERAPEUTICS INC
COM
88322Q108
52
10200
SH
SOLE
6900
0
0
THERAGENICS CORP
COM
883375107
173
79501
SH
SOLE
79501
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
7667
4700000
PRN
SOLE
0
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
19631
213037
SH
SOLE
213037
0
0
THERMON GROUP HLDGS INC
COM
88362T103
363
15717
SH
SOLE
10717
0
0
THL CR INC
COM
872438106
2646
169380
SH
SOLE
76280
0
0
THOMAS PPTYS GROUP INC
COM
884453101
189
28148
SH
SOLE
28148
0
0
THOMPSON CREEK METALS CO INC
UNIT 99/99/9999
884768300
6047
327300
SH
SOLE
327300
0
0
THOR INDS INC
COM
885160101
2056
35424
SH
SOLE
24424
0
0
THORATEC CORP
COM NEW
885175307
17662
473644
SH
SOLE
473644
0
0
THRESHOLD PHARMACEUTICAL INC
COM NEW
885807206
320
68895
SH
SOLE
47295
0
0
TIBCO SOFTWARE INC
COM
88632Q103
3990
155926
SH
SOLE
155926
0
0
TICC CAPITAL CORP
COM
87244T109
3559
365059
SH
SOLE
113359
0
0
TIDEWATER INC
COM
886423102
516
8700
SH
SOLE
8700
0
0
TIFFANY & CO NEW
COM
886547108
2162
28213
SH
SOLE
28213
0
0
TILE SHOP HLDGS INC
COM
88677Q109
339
11500
SH
SOLE
7400
0
0
TIM HORTONS INC
COM
88706M103
416
7168
SH
SOLE
7168
0
0
TIM PARTICIPACOES S A
SPONSORED ADR
88706P205
10702
454035
SH
SOLE
453990
0
0
TIME WARNER CABLE INC
COM
88732J207
59561
533701
SH
SOLE
495201
0
0
TIME WARNER INC
COM NEW
887317303
64663
982566
SH
SOLE
912066
0
0
TIMKEN CO
COM
887389104
54638
904606
SH
SOLE
904606
0
0
TITAN MACHY INC
NOTE 3.750% 5/0
88830RAB7
112
125000
PRN
SOLE
0
0
0
TIVO INC
COM
888706108
1504
120868
SH
SOLE
59168
0
0
TJX COS INC NEW
COM
872540109
34030
603482
SH
SOLE
593282
0
0
T-MOBILE US INC
COM
872590104
1535
59100
SH
SOLE
35450
0
0
TMS INTL CORP
CL A
87261Q103
17226
987736
SH
SOLE
987736
0
0
TOLL BROTHERS INC
COM
889478103
1413
43566
SH
SOLE
43566
0
0
TORCHMARK CORP
COM
891027104
5002
69140
SH
SOLE
69140
0
0
TORO CO
COM
891092108
662
12176
SH
SOLE
12176
0
0
TOTAL SYS SVCS INC
COM
891906109
19352
657793
SH
SOLE
554293
0
0
TOWER FINANCIAL CORP
COM
891769101
2331
100361
SH
SOLE
100361
0
0
TOWER INTL INC
COM
891826109
552
27598
SH
SOLE
19398
0
0
TOWERS WATSON & CO
CL A
891894107
16665
155806
SH
SOLE
155806
0
0
TRACTOR SUPPLY CO
COM
892356106
9498
141399
SH
SOLE
141399
0
0
TRANSAMERICA INCOME SHS INC
COM
893506105
684
33487
SH
SOLE
33487
0
0
TRANSCANADA CORP
COM
89353D107
857
19515
SH
SOLE
19515
0
0
TRANSCEPT PHARMACEUTICALS IN
COM
89354M106
104
32715
SH
SOLE
32715
0
0
TRANSDIGM GROUP INC
COM
893641100
3698
26660
SH
SOLE
26660
0
0
TRANSMONTAIGNE PARTNERS L P
COM UNIT L P
89376V100
305
7482
SH
SOLE
7482
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
12060
271000
SH
SOLE
271000
0
0
TRAVELERS COMPANIES INC
COM
89417E109
110079
1298560
SH
SOLE
1206460
0
0
TRAVELZOO INC
COM
89421Q106
1269
47807
SH
SOLE
24407
0
0
TREDEGAR CORP
COM
894650100
2449
94185
SH
SOLE
59585
0
0
TREEHOUSE FOODS INC
COM
89469A104
1136
16997
SH
SOLE
16997
0
0
TREX CO INC
COM
89531P105
1154
23304
SH
SOLE
12404
0
0
TRI CONTL CORP
COM
895436103
363
19812
SH
SOLE
19812
0
0
TRIANGLE CAP CORP
COM
895848109
673
22923
SH
SOLE
14223
0
0
TRIANGLE PETE CORP
COM NEW
89600B201
721
73400
SH
SOLE
8330
0
0
TRIMAS CORP
COM NEW
896215209
3056
81942
SH
SOLE
72242
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
636
21400
SH
SOLE
21400
0
0
TRINITY INDS INC
COM
896522109
1380
30419
SH
SOLE
30419
0
0
TRIPADVISOR INC
COM
896945201
2793
36832
SH
SOLE
36832
0
0
TRIPLE-S MGMT CORP
CL B
896749108
1440
78300
SH
SOLE
36100
0
0
TRIQUINT SEMICONDUCTOR INC
COM
89674K103
1314
161615
SH
SOLE
161615
0
0
TRIUMPH GROUP INC NEW
COM
896818101
515
7327
SH
SOLE
7327
0
0
TRUEBLUE INC
COM
89785X101
5811
242004
SH
SOLE
105813
0
0
TRULIA INC
COM
897888103
372
7900
SH
SOLE
5100
0
0
TRUSTMARK CORP
COM
898402102
419
16353
SH
SOLE
16353
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
45921
643961
SH
SOLE
638861
0
0
TRW AUTOMOTIVE INC
NOTE 3.500%12/0
87264MAH2
5688
2325000
PRN
SOLE
0
0
0
TTM TECHNOLOGIES INC
NOTE 3.250% 5/1
87305RAC3
1026
1000000
PRN
SOLE
0
0
0
TUESDAY MORNING CORP
COM NEW
899035505
864
56582
SH
SOLE
36282
0
0
TUPPERWARE BRANDS CORP
COM
899896104
45672
528792
SH
SOLE
528792
0
0
TURQUOISE HILL RES LTD
COM
900435108
4296
972000
SH
SOLE
972000
0
0
TUTOR PERINI CORP
COM
901109108
2302
107964
SH
SOLE
80064
0
0
TW TELECOM INC
COM
87311L104
1356
45407
SH
SOLE
45407
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
91672
2736469
SH
SOLE
2573369
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
2432
72800
SH
SOLE
72800
0
0
TWO HBRS INVT CORP
COM
90187B101
652
67100
SH
SOLE
18300
0
0
TYCO INTERNATIONAL LTD
SHS
H89128104
31692
906012
SH
SOLE
906012
0
0
TYLER TECHNOLOGIES INC
COM
902252105
3703
42337
SH
SOLE
22237
0
0
TYSON FOODS INC
CL A
902494103
128683
4550310
SH
SOLE
4148010
0
0
TYSON FOODS INC
NOTE 3.250%10/1
902494AP8
57689
33675000
PRN
SOLE
0
0
0
U S AIRWAYS GROUP INC
COM
90341W108
1972
104004
SH
SOLE
61704
0
0
U S CONCRETE INC
COM NEW
90333L201
359
17884
SH
SOLE
11684
0
0
U S G CORP
COM NEW
903293405
1172
41009
SH
SOLE
41009
0
0
U S SILICA HLDGS INC
COM
90346E103
933
37483
SH
SOLE
23083
0
0
UBIQUITI NETWORKS INC
COM
90347A100
1763
52476
SH
SOLE
24176
0
0
UDR INC
COM
902653104
1403
59200
SH
SOLE
59200
0
0
UGI CORP NEW
COM
902681105
5780
147723
SH
SOLE
147723
0
0
UIL HLDG CORP
COM
902748102
757
20352
SH
SOLE
20352
0
0
ULTA SALON COSMETCS & FRAG I
COM
90384S303
1255
10502
SH
SOLE
10502
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
246
1670
SH
SOLE
970
0
0
ULTRATECH INC
COM
904034105
675
22286
SH
SOLE
16886
0
0
UMB FINL CORP
COM
902788108
2611
48049
SH
SOLE
28249
0
0
UMPQUA HLDGS CORP
COM
904214103
3222
198639
SH
SOLE
72339
0
0
UNDER ARMOUR INC
CL A
904311107
1410
17745
SH
SOLE
17745
0
0
UNI PIXEL INC
COM NEW
904572203
451
25429
SH
SOLE
15229
0
0
UNIFI INC
COM NEW
904677200
393
16814
SH
SOLE
11481
0
0
UNIFIRST CORP MASS
COM
904708104
3461
33143
SH
SOLE
20443
0
0
UNION PAC CORP
COM
907818108
53089
341762
SH
SOLE
334962
0
0
UNISYS CORP
COM NEW
909214306
7242
287490
SH
SOLE
180811
0
0
UNIT CORP
COM
909218109
9347
201061
SH
SOLE
201061
0
0
UNITED CMNTY BKS BLAIRSVLE G
COM
90984P303
2899
193234
SH
SOLE
107134
0
0
UNITED CONTL HLDGS INC
COM
910047109
3124
101735
SH
SOLE
101735
0
0
UNITED ONLINE INC
COM
911268100
13846
1735071
SH
SOLE
1079351
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
19721
215839
SH
SOLE
206639
0
0
UNITED RENTALS INC
COM
911363109
2995
51373
SH
SOLE
51373
0
0
UNITED RENTALS INC
NOTE 4.000%11/1
911363AL3
38748
7400000
PRN
SOLE
0
0
0
UNITED STATES STL CORP NEW
COM
912909108
30916
1501498
SH
SOLE
1313098
0
0
UNITED STATES STL CORP NEW
NOTE 4.000% 5/1
912909AE8
9639
9375000
PRN
SOLE
0
0
0
UNITED STATIONERS INC
COM
913004107
523
12024
SH
SOLE
7324
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
7028
65180
SH
SOLE
65180
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
13837
175484
SH
SOLE
175484
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
38981
544353
SH
SOLE
512753
0
0
UNIVERSAL AMERN CORP NEW
COM
91338E101
226
29617
SH
SOLE
19517
0
0
UNIVERSAL CORP VA
COM
913456109
1733
34023
SH
SOLE
24770
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
277
8641
SH
SOLE
8641
0
0
UNIVERSAL ELECTRS INC
COM
913483103
471
13059
SH
SOLE
9659
0
0
UNIVERSAL FST PRODS INC
COM
913543104
644
15294
SH
SOLE
13594
0
0
UNIVERSAL HEALTH RLTY INCM T
SH BEN INT
91359E105
421
10063
SH
SOLE
5458
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
24214
322896
SH
SOLE
322896
0
0
UNS ENERGY CORP
COM
903119105
2102
45096
SH
SOLE
31250
0
0
UNUM GROUP
COM
91529Y106
87151
2863026
SH
SOLE
2706326
0
0
URBAN OUTFITTERS INC
COM
917047102
4326
117649
SH
SOLE
117649
0
0
URS CORP NEW
COM
903236107
18190
338418
SH
SOLE
338418
0
0
US BANCORP DEL
COM NEW
902973304
12059
329656
SH
SOLE
301856
0
0
US ECOLOGY INC
COM
91732J102
241
8015
SH
SOLE
5415
0
0
USANA HEALTH SCIENCES INC
COM
90328M107
7848
90429
SH
SOLE
26729
0
0
V F CORP
COM
918204108
4554
22878
SH
SOLE
22878
0
0
VAALCO ENERGY INC
COM NEW
91851C201
5118
917248
SH
SOLE
439948
0
0
VALASSIS COMMUNICATIONS INC
COM
918866104
490
16965
SH
SOLE
12265
0
0
VALE S A
ADR
91912E105
2857
183000
SH
SOLE
183000
0
0
VALE S A
ADR REPSTG PFD
91912E204
14630
1029532
SH
SOLE
883232
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
7059
67659
SH
SOLE
67659
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
37751
1105454
SH
SOLE
1016654
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
11782
318616
SH
SOLE
318616
0
0
VALLEY NATL BANCORP
*W EXP 11/14/201
919794131
77
116185
SH
SOLE
116185
0
0
VALMONT INDS INC
COM
920253101
7435
53524
SH
SOLE
53524
0
0
VALSPAR CORP
COM
920355104
11334
178688
SH
SOLE
178688
0
0
VALUECLICK INC
COM
92046N102
14223
682178
SH
SOLE
587878
0
0
VALUEVISION MEDIA INC
CL A
92047K107
490
112623
SH
SOLE
71623
0
0
VANDA PHARMACEUTICALS INC
COM
921659108
385
35100
SH
SOLE
20200
0
0
VANGUARD HEALTH SYS INC
COM
922036207
37618
1790459
SH
SOLE
1790459
0
0
VANTAGE DRILLING COMPANY
NOTE 7.875% 9/0
G93205AA3
6620
5750000
PRN
SOLE
0
0
0
VCA ANTECH INC
COM
918194101
807
29400
SH
SOLE
29400
0
0
VECTOR GROUP LTD
COM
92240M108
424
26346
SH
SOLE
21882
0
0
VECTOR GROUP LTD
DBCV 6/1
92240MAL2
1406
1229000
PRN
SOLE
0
0
0
VECTOR GROUP LTD
FRNT 11/1
92240MAS7
27323
21222000
PRN
SOLE
0
0
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
9608
8025000
PRN
SOLE
0
0
0
VECTREN CORP
COM
92240G101
207
6200
SH
SOLE
6200
0
0
VEECO INSTRS INC DEL
COM
922417100
246
6600
SH
SOLE
6600
0
0
VENTAS INC
COM
92276F100
17619
286484
SH
SOLE
265984
0
0
VERENIUM CORP
COM NEW
92340P209
2537
638939
SH
SOLE
638939
0
0
VERIFONE SYS INC
COM
92342Y109
335
14648
SH
SOLE
14648
0
0
VERISIGN INC
COM
92343E102
1710
33600
SH
SOLE
33600
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
150522
95874000
PRN
SOLE
0
0
0
VERISK ANALYTICS INC
CL A
92345Y106
3170
48801
SH
SOLE
48801
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
109335
2343238
SH
SOLE
2168738
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
33411
440663
SH
SOLE
440663
0
0
VIACOM INC NEW
CL B
92553P201
76328
913227
SH
SOLE
845427
0
0
VIAD CORP
COM NEW
92552R406
1802
72206
SH
SOLE
51706
0
0
VICAL INC
COM
925602104
65
51700
SH
SOLE
32800
0
0
VIEWPOINT FINL GROUP INC MD
COM
92672A101
4074
197082
SH
SOLE
103382
0
0
VIROPHARMA INC
COM
928241108
635
16160
SH
SOLE
16160
0
0
VIROPHARMA INC
NOTE 2.000% 3/1
928241AH1
14822
6900000
PRN
SOLE
0
0
0
VIRTUS INVT PARTNERS INC
COM
92828Q109
5593
34391
SH
SOLE
23591
0
0
VIRTUSA CORP
COM
92827P102
1235
42499
SH
SOLE
8999
0
0
VISA INC
COM CL A
92826C839
47117
246559
SH
SOLE
227759
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
15800
1225794
SH
SOLE
1204594
0
0
VISTEON CORP
COM NEW
92839U206
1156
15277
SH
SOLE
15277
0
0
VITESSE SEMICONDUCTOR CORP
DBCV 8.000% 6/1
928497AE6
5504
5189000
PRN
SOLE
0
0
0
VIVUS INC
COM
928551100
353
37899
SH
SOLE
37899
0
0
VMWARE INC
CL A COM
928563402
1516
18745
SH
SOLE
18745
0
0
VOCUS INC
COM
92858J108
1445
155215
SH
SOLE
65400
0
0
VOLTERRA SEMICONDUCTOR CORP
COM
928708106
15942
693127
SH
SOLE
630227
0
0
VONAGE HLDGS CORP
COM
92886T201
1583
504183
SH
SOLE
332883
0
0
VORNADO RLTY TR
SH BEN INT
929042109
9627
114524
SH
SOLE
105524
0
0
VOXX INTL CORP
CL A
91829F104
162
11823
SH
SOLE
7323
0
0
VULCAN MATLS CO
COM
929160109
508
9800
SH
SOLE
9800
0
0
W & T OFFSHORE INC
COM
92922P106
318
17965
SH
SOLE
17965
0
0
WABASH NATL CORP
COM
929566107
434
37215
SH
SOLE
25115
0
0
WABCO HLDGS INC
COM
92927K102
38088
452033
SH
SOLE
452033
0
0
WABTEC CORP
COM
929740108
4293
68285
SH
SOLE
68285
0
0
WADDELL & REED FINL INC
CL A
930059100
7382
143400
SH
SOLE
143400
0
0
WAGEWORKS INC
COM
930427109
2005
39751
SH
SOLE
20551
0
0
WALGREEN CO
COM
931422109
57371
1066383
SH
SOLE
994383
0
0
WALKER & DUNLOP INC
COM
93148P102
189
11862
SH
SOLE
8362
0
0
WAL-MART STORES INC
COM
931142103
155948
2108545
SH
SOLE
2044445
0
0
WALTER ENERGY INC
COM
93317Q105
2896
206446
SH
SOLE
206446
0
0
WALTER INVT MGMT CORP
COM
93317W102
1690
42729
SH
SOLE
38229
0
0
WARNER CHILCOTT PLC IRELAND
SHS A
G94368100
110022
4814975
SH
SOLE
4814975
0
0
WASHINGTON FED INC
COM
938824109
2905
140464
SH
SOLE
140464
0
0
WASHINGTON POST CO
CL B
939640108
10227
16729
SH
SOLE
16729
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
1817
71909
SH
SOLE
26458
0
0
WASTE CONNECTIONS INC
COM
941053100
736
16214
SH
SOLE
16214
0
0
WASTE MGMT INC DEL
COM
94106L109
17714
429535
SH
SOLE
392535
0
0
WATERS CORP
COM
941848103
287
2700
SH
SOLE
2700
0
0
WATTS WATER TECHNOLOGIES INC
CL A
942749102
490
8700
SH
SOLE
5200
0
0
WAUSAU PAPER CORP
COM
943315101
184
24497
SH
SOLE
24497
0
0
WD-40 CO
COM
929236107
907
13978
SH
SOLE
8078
0
0
WEATHERFORD INTERNATIONAL LT
REG SHS
H27013103
532
34700
SH
SOLE
34700
0
0
WEB COM GROUP INC
COM
94733A104
1104
34129
SH
SOLE
22729
0
0
WEB COM GROUP INC
NOTE 1.000% 8/1
94733AAA2
25094
22000000
PRN
SOLE
0
0
0
WEBMD HEALTH CORP
COM
94770V102
2209
77233
SH
SOLE
45282
0
0
WEBSTER FINL CORP CONN
COM
947890109
3517
137775
SH
SOLE
80375
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
315
8422
SH
SOLE
8422
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
2057
70136
SH
SOLE
70136
0
0
WEIS MKTS INC
COM
948849104
214
4380
SH
SOLE
2080
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
914
13112
SH
SOLE
10912
0
0
WELLPOINT INC
COM
94973V107
94550
1130847
SH
SOLE
1022947
0
0
WELLS FARGO & CO NEW
COM
949746101
171228
4143947
SH
SOLE
3825147
0
0
WELLS FARGO ADV GLB DIV OPP
COM
94987C103
133
18430
SH
SOLE
18430
0
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
1425
100760
SH
SOLE
100760
0
0
WENDYS CO
COM
95058W100
919
108400
SH
SOLE
108400
0
0
WERNER ENTERPRISES INC
COM
950755108
5972
255994
SH
SOLE
255994
0
0
WESBANCO INC
COM
950810101
419
14094
SH
SOLE
9594
0
0
WESCO INTL INC
COM
95082P105
2106
27514
SH
SOLE
27514
0
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
13747
5000000
PRN
SOLE
0
0
0
WESTAR ENERGY INC
COM
95709T100
893
29122
SH
SOLE
29122
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
786
41508
SH
SOLE
28608
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
1946
109375
SH
SOLE
109375
0
0
WESTERN ASSET INCOME FD
COM
95766T100
421
33116
SH
SOLE
33116
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
70
12355
SH
SOLE
12355
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
391
31118
SH
SOLE
31118
0
0
WESTERN DIGITAL CORP
COM
958102105
180909
2853447
SH
SOLE
2722647
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
468
7781
SH
SOLE
7781
0
0
WESTERN REFNG INC
COM
959319104
4451
148174
SH
SOLE
98274
0
0
WESTERN REFNG INC
NOTE 5.750% 6/1
959319AC8
65848
21000000
PRN
SOLE
0
0
0
WESTLAKE CHEM CORP
COM
960413102
10178
97246
SH
SOLE
97246
0
0
WET SEAL INC
CL A
961840105
6546
1665685
SH
SOLE
779785
0
0
WEX INC
COM
96208T104
310
3534
SH
SOLE
3534
0
0
WEYERHAEUSER CO
COM
962166104
17663
616927
SH
SOLE
577827
0
0
WGL HLDGS INC
COM
92924F106
2987
69944
SH
SOLE
65744
0
0
WHIRLPOOL CORP
COM
963320106
88303
602998
SH
SOLE
601298
0
0
WHITEWAVE FOODS CO
COM CL A
966244105
4199
210273
SH
SOLE
210273
0
0
WHITING PETE CORP NEW
COM
966387102
18048
301549
SH
SOLE
301549
0
0
WHOLE FOODS MKT INC
COM
966837106
14885
254447
SH
SOLE
254447
0
0
WILLBROS GROUP INC DEL
COM
969203108
8199
893158
SH
SOLE
472958
0
0
WILLIAMS CLAYTON ENERGY INC
COM
969490101
464
8838
SH
SOLE
8838
0
0
WILLIAMS COS INC DEL
COM
969457100
1131
31096
SH
SOLE
31096
0
0
WILLIAMS PARTNERS L P
COM UNIT L P
96950F104
586
11080
SH
SOLE
11080
0
0
WILLIAMS SONOMA INC
COM
969904101
11006
195841
SH
SOLE
195841
0
0
WILSHIRE BANCORP INC
COM
97186T108
4162
508817
SH
SOLE
313417
0
0
WINNEBAGO INDS INC
COM
974637100
1860
71636
SH
SOLE
19736
0
0
WINTHROP RLTY TR
SH BEN INT NEW
976391300
289
25942
SH
SOLE
17142
0
0
WINTRUST FINL CORP
COM
97650W108
498
12126
SH
SOLE
11226
0
0
WINTRUST FINL CORP
*W EXP 12/19/201
97650W157
9719
499929
SH
SOLE
499929
0
0
WIPRO LTD
SPON ADR 1 SH
97651M109
12610
1229015
SH
SOLE
1185576
0
0
WISCONSIN ENERGY CORP
COM
976657106
7456
184655
SH
SOLE
184655
0
0
WISDOMTREE INVTS INC
COM
97717P104
1956
168447
SH
SOLE
75147
0
0
WMS INDS INC
COM
929297109
67507
2601440
SH
SOLE
2585440
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
2391
41063
SH
SOLE
41063
0
0
WORLD ACCEP CORP DEL
COM
981419104
1536
17085
SH
SOLE
15285
0
0
WORLD FUEL SVCS CORP
COM
981475106
697
18688
SH
SOLE
18688
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
289
19425
SH
SOLE
19425
0
0
WORTHINGTON INDS INC
COM
981811102
18025
523530
SH
SOLE
464430
0
0
WRIGHT MED GROUP INC
COM
98235T107
267
10252
SH
SOLE
7952
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
28315
464403
SH
SOLE
464403
0
0
WYNN RESORTS LTD
COM
983134107
3223
20400
SH
SOLE
20400
0
0
XCEL ENERGY INC
COM
98389B100
8963
324639
SH
SOLE
324639
0
0
XENOPORT INC
COM
98411C100
1064
187377
SH
SOLE
34777
0
0
XERIUM TECHNOLOGIES INC
COM NEW
98416J118
223
19226
SH
SOLE
12326
0
0
XEROX CORP
COM
984121103
57497
5587651
SH
SOLE
5258551
0
0
XILINX INC
COM
983919101
3644
77766
SH
SOLE
77766
0
0
XILINX INC
SDCV 3.125% 3/1
983919AD3
74594
45975000
PRN
SOLE
0
0
0
XL GROUP PLC
SHS
G98290102
1662
53919
SH
SOLE
53919
0
0
XPO LOGISTICS INC
COM
983793100
358
16526
SH
SOLE
11826
0
0
YAHOO INC
COM
984332106
245492
7403271
SH
SOLE
7054571
0
0
YAMANA GOLD INC
COM
98462Y100
314
30200
SH
SOLE
30200
0
0
YELP INC
CL A
985817105
3714
56113
SH
SOLE
34013
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
3094
183268
SH
SOLE
178868
0
0
YUM BRANDS INC
COM
988498101
3930
55045
SH
SOLE
55045
0
0
ZAGG INC
COM
98884U108
1341
297900
SH
SOLE
132692
0
0
ZALE CORP NEW
COM
988858106
1383
90981
SH
SOLE
72481
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
398
8740
SH
SOLE
8740
0
0
ZHONE TECHNOLOGIES INC NEW
COM NEW
98950P884
134
42400
SH
SOLE
28900
0
0
ZILLOW INC
CL A
98954A107
1601
18973
SH
SOLE
13173
0
0
ZIMMER HLDGS INC
COM
98956P102
36567
445173
SH
SOLE
423973
0
0
ZIONS BANCORPORATION
COM
989701107
8136
296734
SH
SOLE
296734
0
0
ZIOPHARM ONCOLOGY INC
COM
98973P101
108
27300
SH
SOLE
15600
0
0
ZIX CORP
COM
98974P100
202
41400
SH
SOLE
25400
0
0
ZOETIS INC
CL A
98978V103
3023
97131
SH
SOLE
97131
0
0
ZOLTEK COS INC
COM
98975W104
1632
97803
SH
SOLE
90603
0
0
ZWEIG FD
COM NEW
989834205
987
73013
SH
SOLE
73013
0
0