0001085146-14-001158.txt : 20140515
0001085146-14-001158.hdr.sgml : 20140515
20140515121854
ACCESSION NUMBER: 0001085146-14-001158
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140515
DATE AS OF CHANGE: 20140515
EFFECTIVENESS DATE: 20140515
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: 14845212
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
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0001167557
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03-31-2014
03-31-2014
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
05-15-2014
1
2547
33139702
1
0001167456
028-10114
CNH PARTNERS LLC
INFORMATION TABLE
2
form13fInfoTable.xml
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COM
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COM
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COM
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COM
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ALIGN TECHNOLOGY INC
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COM
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ALLIANCE CALIF MUN INCOME FD
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421
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ALLIANCE DATA SYSTEMS CORP
COM
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SH
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0
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ALLIANCE DATA SYSTEMS CORP
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COM
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ALPHA NATURAL RESOURCES INC
NOTE 3.750%12/1
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ALPHA NATURAL RESOURCES INC
NOTE 4.875%12/1
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300
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466
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COM SH BEN INT N
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COM
021441100
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ALTISOURCE RESIDENTIAL CORP
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02153W100
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ALTRA INDL MOTION CORP
COM
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2355
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SH
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COM
02209S103
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SPON ADR H SHS
022276109
243
28200
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0
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COM
00163U106
1180
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SH
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AMAZON COM INC
COM
023135106
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3482
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00164V103
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0
0
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COM
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10743
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COM
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95786
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COM
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1092
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COM
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1498
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024061103
1158
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COM
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1053
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COM
02503Y103
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AMERICAN CAPITAL AGENCY CORP
COM
02503X105
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COM
02553E106
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0
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AMERICAN ELEC PWR INC
COM
025537101
64772
1278562
SH
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1192162
0
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AMERICAN EQTY INVT LIFE HLD
COM
025676206
1344
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AMERICAN EXPRESS CO
COM
025816109
20473
227397
SH
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0
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AMERICAN FINL GROUP INC OHIO
COM
025932104
41602
720874
SH
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0
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AMERICAN INTL GROUP INC
COM NEW
026874784
24464
489183
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AMERICAN PUBLIC EDUCATION IN
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02913V103
1009
28766
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COM
02916P103
839
11982
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COM
02917T104
2310
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SH
SOLE
95700
0
0
AMERICAN RLTY CAP PPTYS INC
NOTE 3.000% 8/0
02917TAA2
36317
34100000
PRN
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0
0
0
AMERICAN SCIENCE & ENGR INC
COM
029429107
3809
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SH
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COM
029899101
8586
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03027X100
34819
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030506109
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030420103
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030975106
281
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COM
03076C106
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0
0
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COM
03076K108
363
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SH
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10449
0
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COM
03071H100
1577
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21115
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COM
03073E105
57715
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SH
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0
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COM
031100100
1184
23000
SH
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23000
0
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AMGEN INC
COM
031162100
113228
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SH
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0
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AMKOR TECHNOLOGY INC
COM
031652100
454
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SH
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0
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COM
001744101
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SH
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0
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CL A
032095101
2255
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0
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AMPIO PHARMACEUTICALS INC
COM
03209T109
357
56200
SH
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0
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AMSURG CORP
COM
03232P405
1283
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SH
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COM
032359309
1177
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COM
032420101
1233
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SH
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0
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ANADARKO PETE CORP
COM
032511107
36768
433785
SH
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0
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ANADIGICS INC
COM
032515108
41
24000
SH
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0
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ANALOG DEVICES INC
COM
032654105
8878
167060
SH
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0
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ANALOGIC CORP
COM PAR $0.05
032657207
2124
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ANDERSONS INC
COM
034164103
13894
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ANGIES LIST INC
COM
034754101
135
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SH
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0
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ANGLOGOLD ASHANTI LTD
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035128206
3488
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204244
0
0
ANIKA THERAPEUTICS INC
COM
035255108
1723
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SH
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0
ANIXTER INTL INC
COM
035290105
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SH
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21200
0
0
ANN INC
COM
035623107
3998
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SH
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93692
0
0
ANNALY CAP MGMT INC
COM
035710409
8435
768945
SH
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692045
0
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ANNALY CAP MGMT INC
NOTE 5.000% 5/1
035710AB8
16221
15825000
PRN
SOLE
0
0
0
ANSYS INC
COM
03662Q105
3689
47900
SH
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0
0
ANTARES PHARMA INC
COM
036642106
328
93631
SH
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62931
0
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COM
03674X106
2385
38100
SH
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38100
0
0
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COM
037347101
73
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SH
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AOL INC
COM
00184X105
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SH
SOLE
324700
0
0
APACHE CORP
COM
037411105
10396
125323
SH
SOLE
125323
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
2245
74300
SH
SOLE
74300
0
0
APOGEE ENTERPRISES INC
COM
037598109
1463
44037
SH
SOLE
24637
0
0
APOLLO ED GROUP INC
CL A
037604105
29127
850676
SH
SOLE
850676
0
0
APOLLO INVT CORP
COM
03761U106
1093
131557
SH
SOLE
71247
0
0
APOLLO RESIDENTIAL MTG INC
COM
03763V102
260
16000
SH
SOLE
16000
0
0
APPLE INC
COM
037833100
284933
530859
SH
SOLE
480759
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
1687
34970
SH
SOLE
34970
0
0
APPLIED MATLS INC
COM
038222105
18231
892807
SH
SOLE
892807
0
0
APPLIED MICRO CIRCUITS CORP
COM NEW
03822W406
333
33600
SH
SOLE
12700
0
0
AQUA AMERICA INC
COM
03836W103
716
28550
SH
SOLE
28550
0
0
ARC DOCUMENT SOLUTIONS INC
COM
00191G103
412
55357
SH
SOLE
38957
0
0
ARC GROUP WORLDWIDE INC
COM
00213H105
498
14500
SH
SOLE
10500
0
0
ARCELORMITTAL SA LUXEMBOURG
NOTE 5.000% 5/1
03938LAK0
9738
9690000
PRN
SOLE
0
0
0
ARCH COAL INC
COM
039380100
90
18700
SH
SOLE
18700
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
219734
5064154
SH
SOLE
4702354
0
0
ARCTIC CAT INC
COM
039670104
3624
75831
SH
SOLE
28031
0
0
ARENA PHARMACEUTICALS INC
COM
040047102
779
123661
SH
SOLE
123661
0
0
ARES CAP CORP
COM
04010L103
7813
443432
SH
SOLE
443432
0
0
ARGAN INC
COM
04010E109
242
8136
SH
SOLE
4936
0
0
ARIAD PHARMACEUTICALS INC
COM
04033A100
7444
923518
SH
SOLE
923518
0
0
ARK RESTAURANTS CORP
COM
040712101
4564
207348
SH
SOLE
207348
0
0
ARKANSAS BEST CORP DEL
COM
040790107
9709
262772
SH
SOLE
161172
0
0
ARLINGTON ASSET INVT CORP
CL A NEW
041356205
6415
242257
SH
SOLE
121857
0
0
ARMOUR RESIDENTIAL REIT INC
COM
042315101
660
160100
SH
SOLE
107000
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
3527
66242
SH
SOLE
66242
0
0
AROTECH CORP
COM NEW
042682203
270
43400
SH
SOLE
24600
0
0
ARRAY BIOPHARMA INC
COM
04269X105
356
75718
SH
SOLE
6318
0
0
ARRIS GROUP INC NEW
COM
04270V106
7922
281122
SH
SOLE
278822
0
0
ARROW ELECTRS INC
COM
042735100
27903
470069
SH
SOLE
470069
0
0
ARROWHEAD RESH CORP
COM NEW
042797209
1136
69192
SH
SOLE
44792
0
0
ARTHROCARE CORP
COM
043136100
15648
324705
SH
SOLE
296205
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
1621
29308
SH
SOLE
21208
0
0
ASCENA RETAIL GROUP INC
COM
04351G101
1268
73374
SH
SOLE
73374
0
0
ASCENT CAP GROUP INC
COM SER A
043632108
442
5851
SH
SOLE
3351
0
0
ASHFORD HOSPITALITY PRIME IN
COM
044102101
4858
321301
SH
SOLE
321301
0
0
ASHFORD HOSPITALITY TR INC
COM SHS
044103109
23202
2058697
SH
SOLE
1912697
0
0
ASHLAND INC NEW
COM
044209104
7849
78900
SH
SOLE
78900
0
0
ASPEN TECHNOLOGY INC
COM
045327103
3202
75581
SH
SOLE
18081
0
0
ASSOCIATED BANC CORP
COM
045487105
8025
444367
SH
SOLE
444367
0
0
ASSOCIATED BANC CORP
*W EXP 11/21/201
045487113
55
23450
SH
SOLE
23450
0
0
ASSOCIATED ESTATES RLTY CORP
COM
045604105
3177
187555
SH
SOLE
128055
0
0
ASSURANT INC
COM
04621X108
110186
1696207
SH
SOLE
1648207
0
0
ASTEC INDS INC
COM
046224101
220
5003
SH
SOLE
5003
0
0
ASTORIA FINL CORP
COM
046265104
329
23818
SH
SOLE
23818
0
0
ASTRONICS CORP
COM
046433108
3685
58115
SH
SOLE
22015
0
0
AT&T INC
COM
00206R102
145048
4135943
SH
SOLE
3711643
0
0
ATHENAHEALTH INC
COM
04685W103
1156
7217
SH
SOLE
7217
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
251
86600
SH
SOLE
55200
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
438
191430
SH
SOLE
191430
0
0
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
399
11313
SH
SOLE
11313
0
0
ATLAS ENERGY LP
COM UNITS LP
04930A104
1361
31631
SH
SOLE
31631
0
0
ATMEL CORP
COM
049513104
12560
1502366
SH
SOLE
1502366
0
0
ATMI INC
COM
00207R101
29052
854233
SH
SOLE
837033
0
0
ATMOS ENERGY CORP
COM
049560105
5756
122139
SH
SOLE
122139
0
0
ATRICURE INC
COM
04963C209
561
29800
SH
SOLE
18900
0
0
ATWOOD OCEANICS INC
COM
050095108
2398
47589
SH
SOLE
47589
0
0
AUDIENCE INC
COM
05070J102
347
27738
SH
SOLE
7838
0
0
AUTHENTIDATE HLDG CORP
COM NEW
052666203
574
579741
SH
SOLE
579741
0
0
AUTOBYTEL INC
COM NEW
05275N205
488
39276
SH
SOLE
24776
0
0
AUTODESK INC
COM
052769106
18463
375416
SH
SOLE
358716
0
0
AUTOLIV INC
COM
052800109
37237
371072
SH
SOLE
371072
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
10349
133946
SH
SOLE
133946
0
0
AUTONATION INC
COM
05329W102
797
14974
SH
SOLE
14974
0
0
AUTOZONE INC
COM
053332102
21969
40903
SH
SOLE
40903
0
0
AV HOMES INC
NOTE 7.500% 2/1
00234PAB8
8619
7430000
PRN
SOLE
0
0
0
AVALONBAY CMNTYS INC
COM
053484101
19705
150057
SH
SOLE
141257
0
0
AVANIR PHARMACEUTICALS INC
CL A NEW
05348P401
584
159000
SH
SOLE
49200
0
0
AVATAR HLDGS INC
NOTE 7.500% 2/1
053494AG5
2346
2245000
PRN
SOLE
0
0
0
AVERY DENNISON CORP
COM
053611109
81553
1609487
SH
SOLE
1468887
0
0
AVIS BUDGET GROUP
COM
053774105
3541
72705
SH
SOLE
72705
0
0
AVIS BUDGET GROUP
NOTE 3.500%10/0
053774AB1
78823
26025000
PRN
SOLE
0
0
0
AVISTA CORP
COM
05379B107
1794
58528
SH
SOLE
43428
0
0
AVNET INC
COM
053807103
33930
729212
SH
SOLE
726712
0
0
AVX CORP NEW
COM
002444107
213
16165
SH
SOLE
16165
0
0
AXCELIS TECHNOLOGIES INC
COM
054540109
569
264709
SH
SOLE
173509
0
0
AXIALL CORP
COM
05463D100
10464
232952
SH
SOLE
229752
0
0
B/E AEROSPACE INC
COM
073302101
4723
54414
SH
SOLE
54414
0
0
BABCOCK & WILCOX CO NEW
COM
05615F102
2098
63200
SH
SOLE
63200
0
0
BADGER METER INC
COM
056525108
259
4700
SH
SOLE
3300
0
0
BAKER HUGHES INC
COM
057224107
14753
226900
SH
SOLE
226900
0
0
BALCHEM CORP
COM
057665200
432
8282
SH
SOLE
5382
0
0
BALL CORP
COM
058498106
10688
195000
SH
SOLE
195000
0
0
BALLY TECHNOLOGIES INC
COM
05874B107
1089
16437
SH
SOLE
13837
0
0
BANCO BRADESCO S A
SP ADR PFD NEW
059460303
14050
1027788
SH
SOLE
906468
0
0
BANCO DE CHILE
SPONSORED ADR
059520106
745
9900
SH
SOLE
7100
0
0
BANCO SANTANDER CHILE NEW
SP ADR REP COM
05965X109
14846
633353
SH
SOLE
586389
0
0
BANCORP INC DEL
COM
05969A105
508
27000
SH
SOLE
16800
0
0
BANCORPSOUTH INC
COM
059692103
1807
72400
SH
SOLE
47900
0
0
BANK HAWAII CORP
COM
062540109
5716
94316
SH
SOLE
94316
0
0
BANK MONTREAL QUE
COM
063671101
824
12300
SH
SOLE
12300
0
0
BANK MUTUAL CORP NEW
COM
063750103
189
15931
SH
SOLE
15931
0
0
BANK N S HALIFAX
COM
064149107
528
9100
SH
SOLE
9100
0
0
BANK NEW YORK MELLON CORP
COM
064058100
16637
471426
SH
SOLE
471426
0
0
BANK OF AMERICA CORPORATION
COM
060505104
146667
8527144
SH
SOLE
7896544
0
0
BANK OF THE OZARKS INC
COM
063904106
2240
32913
SH
SOLE
21113
0
0
BANKRATE INC DEL
COM
06647F102
418
24701
SH
SOLE
16701
0
0
BANKUNITED INC
COM
06652K103
2072
59600
SH
SOLE
59600
0
0
BANNER CORP
COM NEW
06652V208
5167
125384
SH
SOLE
67784
0
0
BARD C R INC
COM
067383109
7281
49204
SH
SOLE
49204
0
0
BARNES & NOBLE INC
COM
067774109
1862
89087
SH
SOLE
89087
0
0
BARNES GROUP INC
COM
067806109
763
19824
SH
SOLE
7724
0
0
BARRETT BILL CORP
COM
06846N104
760
29700
SH
SOLE
14900
0
0
BARRETT BUSINESS SERVICES IN
COM
068463108
4566
76647
SH
SOLE
24887
0
0
BARRICK GOLD CORP
COM
067901108
843
47300
SH
SOLE
47300
0
0
BARRY R G CORP OHIO
COM
068798107
8236
436206
SH
SOLE
436206
0
0
BAXTER INTL INC
COM
071813109
1851
25157
SH
SOLE
25157
0
0
BB&T CORP
COM
054937107
7579
188673
SH
SOLE
188673
0
0
BBCN BANCORP INC
COM
073295107
506
29498
SH
SOLE
23398
0
0
BCE INC
COM NEW
05534B760
2325
53905
SH
SOLE
53905
0
0
BEAM INC
COM
073730103
214916
2580026
SH
SOLE
2580026
0
0
BEBE STORES INC
COM
075571109
104
17008
SH
SOLE
2608
0
0
BECTON DICKINSON & CO
COM
075887109
21417
182927
SH
SOLE
176227
0
0
BED BATH & BEYOND INC
COM
075896100
39869
579492
SH
SOLE
552392
0
0
BEMIS INC
COM
081437105
1676
42700
SH
SOLE
42700
0
0
BENCHMARK ELECTRS INC
COM
08160H101
6001
264959
SH
SOLE
156759
0
0
BERKLEY W R CORP
COM
084423102
1798
43202
SH
SOLE
43202
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
121851
975043
SH
SOLE
915143
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
1051
45420
SH
SOLE
40420
0
0
BEST BUY INC
COM
086516101
81110
3071183
SH
SOLE
2890183
0
0
BGC PARTNERS INC
CL A
05541T101
2578
394144
SH
SOLE
213944
0
0
BIG 5 SPORTING GOODS CORP
COM
08915P101
4680
291583
SH
SOLE
76118
0
0
BIG LOTS INC
COM
089302103
6398
168937
SH
SOLE
168937
0
0
BIGLARI HLDGS INC
COM
08986R101
4524
9280
SH
SOLE
3550
0
0
BIOCRYST PHARMACEUTICALS
COM
09058V103
1182
111762
SH
SOLE
75462
0
0
BIODELIVERY SCIENCES INTL IN
COM
09060J106
287
34000
SH
SOLE
19200
0
0
BIOGEN IDEC INC
COM
09062X103
222405
727124
SH
SOLE
684724
0
0
BIOLASE INC
COM
090911108
102
42448
SH
SOLE
30375
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
1676
24571
SH
SOLE
24571
0
0
BIOMED REALTY TRUST INC
COM
09063H107
2636
128634
SH
SOLE
128634
0
0
BIO-REFERENCE LABS INC
COM $.01 NEW
09057G602
222
8014
SH
SOLE
5914
0
0
BIOSCRIP INC
COM
09069N108
140
20057
SH
SOLE
757
0
0
BIOTELEMETRY INC
COM
090672106
681
67471
SH
SOLE
43571
0
0
BLACK BOX CORP DEL
COM
091826107
313
12860
SH
SOLE
12860
0
0
BLACK HILLS CORP
COM
092113109
2541
44078
SH
SOLE
30978
0
0
BLACKBAUD INC
COM
09227Q100
479
15300
SH
SOLE
7700
0
0
BLACKROCK BUILD AMER BD TR
SHS
09248X100
2333
115266
SH
SOLE
115266
0
0
BLACKROCK CORPOR HI YLD FD V
COM
09255P107
1207
98453
SH
SOLE
98453
0
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
10347
765308
SH
SOLE
765308
0
0
BLACKROCK ECOSOLUTIONS INVT
COM SH
092546100
97
12111
SH
SOLE
12111
0
0
BLACKROCK ENH CAP & INC FD I
COM
09256A109
3662
261968
SH
SOLE
261968
0
0
BLACKROCK ENHANCED EQT DIV T
COM
09251A104
8472
1067049
SH
SOLE
1067049
0
0
BLACKROCK GLOBAL OPP EQTY TR
COM
092501105
9224
630501
SH
SOLE
630501
0
0
BLACKROCK INC
COM
09247X101
22182
70534
SH
SOLE
70534
0
0
BLACKROCK INCOME OPP TRUST I
COM
092475102
3063
296497
SH
SOLE
296497
0
0
BLACKROCK INTL GRWTH & INC T
COM BENE INTER
092524107
5268
653642
SH
SOLE
653642
0
0
BLACKROCK KELSO CAPITAL CORP
COM
092533108
4298
468700
SH
SOLE
212400
0
0
BLACKROCK MUN TARGET TERM TR
COM SHS BEN IN
09257P105
1074
56310
SH
SOLE
56310
0
0
BLACKROCK MUNI INTER DR FD I
COM
09253X102
303
21342
SH
SOLE
21342
0
0
BLACKROCK MUNIASSETS FD INC
COM
09254J102
437
35489
SH
SOLE
35489
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
647
46751
SH
SOLE
46751
0
0
BLACKROCK MUNIHLDNGS CALI QL
COM
09254L107
996
71563
SH
SOLE
71563
0
0
BLACKROCK MUNIHLDS INVSTM QL
COM
09254P108
466
34751
SH
SOLE
34751
0
0
BLACKROCK MUNIHOLDNGS QLTY I
COM
09254A101
509
40296
SH
SOLE
40296
0
0
BLACKROCK MUNIY QUALITY FD I
COM
09254G108
131
10473
SH
SOLE
10473
0
0
BLACKROCK MUNIYIELD CALI QLT
COM
09254N103
551
38087
SH
SOLE
38087
0
0
BLACKROCK MUNIYIELD N J FD I
COM
09254Y109
218
15290
SH
SOLE
15290
0
0
BLACKROCK MUNIYIELD NJ QLTY
COM
09255A100
214
15403
SH
SOLE
15403
0
0
BLACKROCK MUNIYIELD PA QLTY
COM
09255G107
550
39481
SH
SOLE
39481
0
0
BLACKROCK MUNIYIELD QLTY FD
COM
09254E103
330
24254
SH
SOLE
24254
0
0
BLACKROCK MUNIYLD INVST QLTY
COM
09254T100
263
20084
SH
SOLE
20084
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
830
62725
SH
SOLE
62725
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254W103
659
52909
SH
SOLE
52909
0
0
BLACKROCK REAL ASSET EQUITY
COM
09254B109
2298
258220
SH
SOLE
258220
0
0
BLACKROCK RES & COMM STRAT T
SHS
09257A108
4806
417949
SH
SOLE
417949
0
0
BLOCK H & R INC
COM
093671105
17662
585041
SH
SOLE
585041
0
0
BLOOMIN BRANDS INC
COM
094235108
1474
61145
SH
SOLE
61145
0
0
BLUCORA INC
COM
095229100
4070
206712
SH
SOLE
77312
0
0
BLUE NILE INC
COM
09578R103
230
6600
SH
SOLE
6600
0
0
BNC BANCORP
COM
05566T101
250
14400
SH
SOLE
9400
0
0
BOARDWALK PIPELINE PARTNERS
UT LTD PARTNER
096627104
211
15712
SH
SOLE
15712
0
0
BOB EVANS FARMS INC
COM
096761101
2969
59348
SH
SOLE
59348
0
0
BOEING CO
COM
097023105
97179
774393
SH
SOLE
755493
0
0
BOFI HLDG INC
COM
05566U108
1598
18637
SH
SOLE
12737
0
0
BOK FINL CORP
COM NEW
05561Q201
766
11100
SH
SOLE
11100
0
0
BONANZA CREEK ENERGY INC
COM
097793103
592
13323
SH
SOLE
4123
0
0
BORGWARNER INC
COM
099724106
2390
38888
SH
SOLE
38888
0
0
BOSTON BEER INC
CL A
100557107
1136
4643
SH
SOLE
4343
0
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
822
60725
SH
SOLE
49025
0
0
BOSTON PRIVATE FINL HLDGS IN
*W EXP 11/21/201
101119113
794
117799
SH
SOLE
117799
0
0
BOSTON PROPERTIES INC
COM
101121101
19925
173974
SH
SOLE
163474
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
156854
11601611
SH
SOLE
10676811
0
0
BOULDER BRANDS INC
COM
101405108
332
18862
SH
SOLE
12762
0
0
BOULEVARD ACQUISITION CORP
UNIT 99/99/9999
10157P203
12084
1200000
SH
SOLE
1200000
0
0
BOYD GAMING CORP
COM
103304101
1486
112567
SH
SOLE
74667
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
2303
159300
SH
SOLE
159300
0
0
BRASKEM S A
SP ADR PFD A
105532105
214
13700
SH
SOLE
13700
0
0
BRAVO BRIO RESTAURANT GROUP
COM
10567B109
2798
198300
SH
SOLE
63700
0
0
BRE PROPERTIES INC
CL A
05564E106
94998
1513191
SH
SOLE
1513191
0
0
BRF SA
SPONSORED ADR
10552T107
246
12300
SH
SOLE
12300
0
0
BRIDGEPOINT ED INC
COM
10807M105
758
50888
SH
SOLE
44238
0
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
997
25500
SH
SOLE
25500
0
0
BRIGHTCOVE INC
COM
10921T101
3005
305700
SH
SOLE
68900
0
0
BRINKER INTL INC
COM
109641100
21697
413678
SH
SOLE
413678
0
0
BRINKS CO
COM
109696104
741
25968
SH
SOLE
25968
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
29843
574460
SH
SOLE
574460
0
0
BRISTOW GROUP INC
COM
110394103
9455
125197
SH
SOLE
84597
0
0
BROADCOM CORP
CL A
111320107
53501
1699512
SH
SOLE
1476012
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
18916
509327
SH
SOLE
509327
0
0
BROADSOFT INC
COM
11133B409
211
7900
SH
SOLE
5700
0
0
BROADWIND ENERGY INC
COM NEW
11161T207
460
37675
SH
SOLE
22475
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
135165
12739407
SH
SOLE
12739407
0
0
BROOKDALE SR LIVING INC
COM
112463104
663
19800
SH
SOLE
19800
0
0
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH
112585104
18944
463757
SH
SOLE
463757
0
0
BROOKS AUTOMATION INC
COM
114340102
3720
340316
SH
SOLE
202616
0
0
BROWN & BROWN INC
COM
115236101
5312
172700
SH
SOLE
172700
0
0
BROWN FORMAN CORP
CL B
115637209
11281
125781
SH
SOLE
125781
0
0
BROWN SHOE INC NEW
COM
115736100
9713
365986
SH
SOLE
177686
0
0
BRUKER CORP
COM
116794108
262
11500
SH
SOLE
11500
0
0
BRUNSWICK CORP
COM
117043109
2492
55025
SH
SOLE
49925
0
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
406
5416
SH
SOLE
5416
0
0
BUCKLE INC
COM
118440106
1890
41268
SH
SOLE
41268
0
0
BUFFALO WILD WINGS INC
COM
119848109
1499
10066
SH
SOLE
7166
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
585
64259
SH
SOLE
39159
0
0
BURGER KING WORLDWIDE INC
COM
121220107
470
17700
SH
SOLE
17700
0
0
C D I CORP
COM
125071100
470
20943
SH
SOLE
20943
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
1210
23100
SH
SOLE
23100
0
0
CA INC
COM
12673P105
71069
2294772
SH
SOLE
2217372
0
0
CABELAS INC
COM
126804301
1192
18202
SH
SOLE
18202
0
0
CABOT CORP
COM
127055101
4338
73452
SH
SOLE
73452
0
0
CABOT MICROELECTRONICS CORP
COM
12709P103
2306
52400
SH
SOLE
23300
0
0
CABOT OIL & GAS CORP
COM
127097103
81923
2418020
SH
SOLE
2281420
0
0
CACI INTL INC
CL A
127190304
3568
48352
SH
SOLE
46152
0
0
CACI INTL INC
NOTE 2.125% 5/0
127190AD8
25787
19075000
PRN
SOLE
0
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
1094
70398
SH
SOLE
70398
0
0
CAESARS ENTMT CORP
COM
127686103
370
19473
SH
SOLE
13573
0
0
CAL DIVE INTL INC DEL
NOTE 5.000% 7/1
12802TAB7
3491
3625000
PRN
SOLE
0
0
0
CAL MAINE FOODS INC
COM NEW
128030202
333
5301
SH
SOLE
5301
0
0
CALAMOS CONV & HIGH INCOME F
COM SHS
12811P108
929
68933
SH
SOLE
68933
0
0
CALAMP CORP
COM
128126109
2032
72908
SH
SOLE
35108
0
0
CALGON CARBON CORP
COM
129603106
209
9582
SH
SOLE
2982
0
0
CALIFORNIA WTR SVC GROUP
COM
130788102
3701
154600
SH
SOLE
86900
0
0
CALIX INC
COM
13100M509
9031
1071247
SH
SOLE
522547
0
0
CALLAWAY GOLF CO
COM
131193104
139
13558
SH
SOLE
13558
0
0
CALLIDUS SOFTWARE INC
COM
13123E500
815
65114
SH
SOLE
38414
0
0
CALPINE CORP
COM NEW
131347304
2238
107025
SH
SOLE
107025
0
0
CAMBREX CORP
COM
132011107
4123
218512
SH
SOLE
83812
0
0
CAMBRIDGE CAP ACQUISITION CO
COM
13215Q106
16931
1760000
SH
SOLE
1760000
0
0
CAMBRIDGE CAP ACQUISITION CO
*W EXP 12/23/201
13215Q114
739
1760000
SH
SOLE
1760000
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
3953
58700
SH
SOLE
58700
0
0
CAMECO CORP
COM
13321L108
2343
102300
SH
SOLE
102300
0
0
CAMERON INTERNATIONAL CORP
COM
13342B105
3555
57559
SH
SOLE
57559
0
0
CAMPBELL SOUP CO
COM
134429109
2105
46900
SH
SOLE
46900
0
0
CAMPUS CREST CMNTYS INC
COM
13466Y105
470
54200
SH
SOLE
4500
0
0
CANADIAN NAT RES LTD
COM
136385101
295
7700
SH
SOLE
7700
0
0
CANADIAN NATL RY CO
COM
136375102
1220
21700
SH
SOLE
21700
0
0
CANADIAN PAC RY LTD
COM
13645T100
241
1600
SH
SOLE
1600
0
0
CANTEL MEDICAL CORP
COM
138098108
2175
64493
SH
SOLE
23543
0
0
CAPELLA EDUCATION COMPANY
COM
139594105
5877
93063
SH
SOLE
38363
0
0
CAPITAL BK FINL CORP
CL A COM
139794101
6170
245700
SH
SOLE
137267
0
0
CAPITAL ONE FINL CORP
COM
14040H105
32417
420129
SH
SOLE
420129
0
0
CAPITAL SR LIVING CORP
COM
140475104
614
23632
SH
SOLE
16932
0
0
CAPITALSOURCE INC
COM
14055X102
79959
5480388
SH
SOLE
5480388
0
0
CAPITOL ACQUISITION CORP II
COM
14056V105
17553
1782000
SH
SOLE
1782000
0
0
CAPITOL ACQUISITION CORP II
*W EXP 05/15/201
14056V113
437
891000
SH
SOLE
891000
0
0
CAPITOL FED FINL INC
COM
14057J101
439
35000
SH
SOLE
35000
0
0
CAPSTEAD MTG CORP
COM NO PAR
14067E506
246
19468
SH
SOLE
19468
0
0
CAPSTONE TURBINE CORP
COM
14067D102
475
222893
SH
SOLE
143793
0
0
CARBO CERAMICS INC
COM
140781105
2409
17457
SH
SOLE
17457
0
0
CARBONITE INC
COM
141337105
133
13100
SH
SOLE
8700
0
0
CARDINAL FINL CORP
COM
14149F109
2362
132500
SH
SOLE
66464
0
0
CARDINAL HEALTH INC
COM
14149Y108
99500
1421829
SH
SOLE
1391929
0
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
2763
86911
SH
SOLE
24911
0
0
CARDTRONICS INC
COM
14161H108
1486
38238
SH
SOLE
23938
0
0
CAREER EDUCATION CORP
COM
141665109
21504
2882639
SH
SOLE
2210287
0
0
CAREFUSION CORP
COM
14170T101
81118
2016854
SH
SOLE
1841654
0
0
CARLISLE COS INC
COM
142339100
8092
101989
SH
SOLE
101989
0
0
CARMAX INC
COM
143130102
618
13200
SH
SOLE
13200
0
0
CARMIKE CINEMAS INC
COM
143436400
1880
62969
SH
SOLE
25469
0
0
CARNIVAL CORP
PAIRED CTF
143658300
799
21100
SH
SOLE
21100
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
1482
22446
SH
SOLE
22446
0
0
CARRIAGE SVCS INC
COM
143905107
1537
84252
SH
SOLE
25552
0
0
CARRIZO OIL & GAS INC
COM
144577103
3240
60610
SH
SOLE
30210
0
0
CARTER INC
COM
146229109
9061
116691
SH
SOLE
116691
0
0
CASEYS GEN STORES INC
COM
147528103
723
10700
SH
SOLE
5900
0
0
CASTLE A M & CO
COM
148411101
1508
102660
SH
SOLE
43260
0
0
CASTLE A M & CO
NOTE 7.000%12/1
148411AF8
1004
625000
PRN
SOLE
0
0
0
CATALYST PHARM PARTNERS INC
COM
14888U101
455
201282
SH
SOLE
134382
0
0
CATAMARAN CORP
COM
148887102
5531
123573
SH
SOLE
123573
0
0
CATERPILLAR INC DEL
COM
149123101
1699
17100
SH
SOLE
17100
0
0
CATHAY GEN BANCORP
COM
149150104
804
31937
SH
SOLE
27137
0
0
CATO CORP NEW
CL A
149205106
5436
201047
SH
SOLE
88648
0
0
CBIZ INC
COM
124805102
136
14813
SH
SOLE
11113
0
0
CBL & ASSOC PPTYS INC
COM
124830100
657
37000
SH
SOLE
37000
0
0
CBOE HLDGS INC
COM
12503M108
8497
150123
SH
SOLE
150123
0
0
CBRE CLARION GLOBAL REAL EST
COM
12504G100
1530
183286
SH
SOLE
183286
0
0
CBRE GROUP INC
CL A
12504L109
269
9800
SH
SOLE
9800
0
0
CBS CORP NEW
CL B
124857202
58695
949762
SH
SOLE
905462
0
0
CDN IMPERIAL BK OF COMMERCE
COM
136069101
905
10500
SH
SOLE
10500
0
0
CDW CORP
COM
12514G108
1486
54142
SH
SOLE
54142
0
0
CEDAR REALTY TRUST INC
COM NEW
150602209
3186
521436
SH
SOLE
241336
0
0
CELANESE CORP DEL
COM SER A
150870103
5114
92124
SH
SOLE
92124
0
0
CELGENE CORP
COM
151020104
178954
1281909
SH
SOLE
1204609
0
0
CELL THERAPEUTICS INC
COM NPV NEW 2012
150934883
407
119600
SH
SOLE
80700
0
0
CELLDEX THERAPEUTICS INC NEW
COM
15117B103
771
43644
SH
SOLE
18044
0
0
CELSION CORPORATION
COM PAR $0.01
15117N404
63
18775
SH
SOLE
14798
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
16874
1336005
SH
SOLE
1196305
0
0
CEMEX SAB DE CV
NOTE 3.250% 3/1
151290BB8
55644
40450000
PRN
SOLE
0
0
0
CEMEX SAB DE CV
NOTE 3.750% 3/1
151290BC6
10426
7275000
PRN
SOLE
0
0
0
CEMPRA INC
COM
15130J109
438
37959
SH
SOLE
27359
0
0
CENTENE CORP DEL
COM
15135B101
1168
18770
SH
SOLE
12970
0
0
CENTERPOINT ENERGY INC
COM
15189T107
10339
436421
SH
SOLE
436421
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
177
25664
SH
SOLE
25664
0
0
CENTRAL SECS CORP
COM
155123102
2274
101650
SH
SOLE
101650
0
0
CENTURY ALUM CO
COM
156431108
2983
225799
SH
SOLE
113084
0
0
CENTURY CASINOS INC
COM
156492100
161
22389
SH
SOLE
15389
0
0
CENVEO CORP
NOTE 7.000% 5/1
15671BAJ0
948
925000
PRN
SOLE
0
0
0
CEPHEID
COM
15670R107
653
12665
SH
SOLE
12665
0
0
CERNER CORP
COM
156782104
6959
123710
SH
SOLE
123710
0
0
CERUS CORP
COM
157085101
274
57001
SH
SOLE
38201
0
0
CEVA INC
COM
157210105
553
31500
SH
SOLE
7600
0
0
CF INDS HLDGS INC
COM
125269100
67763
259987
SH
SOLE
243787
0
0
CHARLES RIV LABS INTL INC
COM
159864107
18900
313231
SH
SOLE
313231
0
0
CHART ACQUISITION CORP
COM
161151105
14643
1477575
SH
SOLE
1477575
0
0
CHART ACQUISITION CORP
*W EXP 12/19/201
161151113
1020
1477575
SH
SOLE
1477575
0
0
CHART INDS INC
COM PAR $0.01
16115Q308
3275
41175
SH
SOLE
41175
0
0
CHARTER COMMUNICATIONS INC D
CL A NEW
16117M305
2094
17000
SH
SOLE
17000
0
0
CHATHAM LODGING TR
COM
16208T102
12456
616035
SH
SOLE
489535
0
0
CHECKPOINT SYS INC
COM
162825103
2160
160964
SH
SOLE
93164
0
0
CHEESECAKE FACTORY INC
COM
163072101
9308
195429
SH
SOLE
195429
0
0
CHELSEA THERAPEUTICS INTL LT
COM
163428105
803
145411
SH
SOLE
83411
0
0
CHEMED CORP NEW
COM
16359R103
608
6800
SH
SOLE
6800
0
0
CHEMED CORP NEW
NOTE 1.875% 5/1
16359RAC7
10676
9500000
PRN
SOLE
0
0
0
CHEMTURA CORP
COM NEW
163893209
555
21957
SH
SOLE
4957
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
5109
92298
SH
SOLE
92298
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
524
17460
SH
SOLE
17460
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
2527
98645
SH
SOLE
98645
0
0
CHESAPEAKE LODGING TR
SH BEN INT
165240102
7168
278600
SH
SOLE
110700
0
0
CHESAPEAKE UTILS CORP
COM
165303108
687
10872
SH
SOLE
7472
0
0
CHEVRON CORP NEW
COM
166764100
181077
1522805
SH
SOLE
1438005
0
0
CHICOS FAS INC
COM
168615102
13751
857823
SH
SOLE
857823
0
0
CHILDRENS PL RETAIL STORES I
COM
168905107
3167
63581
SH
SOLE
61881
0
0
CHINA GENGSHENG MINERALS INC
COM
16942P101
7
21124
SH
SOLE
21124
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
16674
365732
SH
SOLE
340332
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
8560
95645
SH
SOLE
95645
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
19712
34701
SH
SOLE
34701
0
0
CHIQUITA BRANDS INTL INC
COM
170032809
8241
661896
SH
SOLE
299469
0
0
CHOICE HOTELS INTL INC
COM
169905106
974
21183
SH
SOLE
21183
0
0
CHRISTOPHER & BANKS CORP
COM
171046105
360
54507
SH
SOLE
36107
0
0
CHUBB CORP
COM
171232101
18815
210692
SH
SOLE
193992
0
0
CHUNGHWA TELECOM CO LTD
SPON ADR NEW11
17133Q502
2890
94213
SH
SOLE
94213
0
0
CHURCH & DWIGHT INC
COM
171340102
24489
354556
SH
SOLE
354556
0
0
CHURCHILL DOWNS INC
COM
171484108
600
6575
SH
SOLE
4675
0
0
CIBER INC
COM
17163B102
86
18780
SH
SOLE
18780
0
0
CIENA CORP
COM NEW
171779309
1675
73665
SH
SOLE
51765
0
0
CIENA CORP
DEBT 4.000%12/1
171779AK7
14887
10484000
PRN
SOLE
0
0
0
CIGNA CORPORATION
COM
125509109
108179
1291993
SH
SOLE
1240493
0
0
CIMAREX ENERGY CO
COM
171798101
90518
759951
SH
SOLE
646651
0
0
CINCINNATI FINL CORP
COM
172062101
1921
39472
SH
SOLE
39472
0
0
CINEDIGM CORP
COM
172406100
147
57600
SH
SOLE
35600
0
0
CINEMARK HOLDINGS INC
COM
17243V102
3261
112426
SH
SOLE
112426
0
0
CINTAS CORP
COM
172908105
24471
410517
SH
SOLE
410517
0
0
CIRCOR INTL INC
COM
17273K109
6087
83014
SH
SOLE
38014
0
0
CIRRUS LOGIC INC
COM
172755100
1154
58095
SH
SOLE
52795
0
0
CISCO SYS INC
COM
17275R102
109746
4897180
SH
SOLE
4490080
0
0
CIT GROUP INC
COM NEW
125581801
4026
82124
SH
SOLE
82124
0
0
CITIGROUP INC
COM NEW
172967424
45848
963203
SH
SOLE
903133
0
0
CITRIX SYS INC
COM
177376100
42048
732167
SH
SOLE
669967
0
0
CITY HLDG CO
COM
177835105
2193
48884
SH
SOLE
32216
0
0
CITY NATL CORP
COM
178566105
3159
40131
SH
SOLE
40131
0
0
CLEAN HARBORS INC
COM
184496107
739
13483
SH
SOLE
13483
0
0
CLEARFIELD INC
COM
18482P103
760
32914
SH
SOLE
21414
0
0
CLEARSIGN COMBUSTION CORP
COM
185064102
109
10000
SH
SOLE
6700
0
0
CLEARWATER PAPER CORP
COM
18538R103
1125
17955
SH
SOLE
14755
0
0
CLECO CORP NEW
COM
12561W105
2969
58702
SH
SOLE
58702
0
0
CLIFFS NAT RES INC
COM
18683K101
1197
58500
SH
SOLE
58500
0
0
CLOROX CO DEL
COM
189054109
9697
110179
SH
SOLE
110179
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
214
10100
SH
SOLE
3900
0
0
CLOVIS ONCOLOGY INC
COM
189464100
2284
32966
SH
SOLE
20966
0
0
CME GROUP INC
COM
12572Q105
12087
163310
SH
SOLE
163310
0
0
CMS ENERGY CORP
COM
125896100
2225
76000
SH
SOLE
76000
0
0
CMS ENERGY CORP
NOTE 5.500% 6/1
125896BD1
866
400000
PRN
SOLE
0
0
0
CNO FINL GROUP INC
COM
12621E103
1136
62766
SH
SOLE
25966
0
0
CNOOC LTD
SPONSORED ADR
126132109
4114
27100
SH
SOLE
24200
0
0
COACH INC
COM
189754104
3355
67555
SH
SOLE
67555
0
0
COBALT INTL ENERGY INC
COM
19075F106
6214
339200
SH
SOLE
339200
0
0
COCA COLA CO
COM
191216100
121193
3134846
SH
SOLE
2863746
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
41054
859582
SH
SOLE
859582
0
0
COCA COLA FEMSA S A B DE C V
SPON ADR REP L
191241108
13221
125292
SH
SOLE
125292
0
0
COEUR MNG INC
COM NEW
192108504
563
60593
SH
SOLE
45403
0
0
COGENT COMM GROUP INC
COM NEW
19239V302
1479
41619
SH
SOLE
23019
0
0
COGNEX CORP
COM
192422103
1506
44491
SH
SOLE
40791
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
17119
338256
SH
SOLE
263656
0
0
COHEN & STEERS CLOSED END OP
COM
19248P106
987
76842
SH
SOLE
76842
0
0
COHEN & STEERS DIV MJRS FDIN
COM
19248G106
321
20765
SH
SOLE
20765
0
0
COHEN & STEERS LTD DUR PFD I
COM
19248C105
815
34240
SH
SOLE
34240
0
0
COHEN & STEERS QUALITY RLTY
COM
19247L106
2273
215872
SH
SOLE
215872
0
0
COHEN & STEERS REIT & PFD IN
COM
19247X100
1962
115434
SH
SOLE
115434
0
0
COHEN & STEERS SLT PFD INCM
COM
19248Y107
655
26270
SH
SOLE
26270
0
0
COHERENT INC
COM
192479103
729
11151
SH
SOLE
11151
0
0
COINSTAR INC
NOTE 4.000% 9/0
19259PAF9
11420
6525000
PRN
SOLE
0
0
0
COLFAX CORP
COM
194014106
3225
45213
SH
SOLE
45213
0
0
COLGATE PALMOLIVE CO
COM
194162103
53127
818974
SH
SOLE
794974
0
0
COLONY FINL INC
COM
19624R106
1078
49100
SH
SOLE
26300
0
0
COLUMBIA BKG SYS INC
COM
197236102
2282
80000
SH
SOLE
19500
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
1177
14241
SH
SOLE
11841
0
0
COLUMBUS MCKINNON CORP N Y
COM
199333105
279
10403
SH
SOLE
9403
0
0
COMCAST CORP NEW
CL A
20030N101
86329
1725893
SH
SOLE
1537793
0
0
COMCAST CORP NEW
CL A SPL
20030N200
1121
23000
SH
SOLE
14800
0
0
COMERICA INC
COM
200340107
65550
1265448
SH
SOLE
1166948
0
0
COMFORT SYS USA INC
COM
199908104
827
54240
SH
SOLE
54240
0
0
COMMERCE BANCSHARES INC
COM
200525103
4701
101278
SH
SOLE
101278
0
0
COMMERCIAL METALS CO
COM
201723103
21479
1137663
SH
SOLE
1129063
0
0
COMMONWEALTH REIT
COM SH BEN INT
203233101
673
25600
SH
SOLE
25600
0
0
COMMONWEALTH REIT
6.50% PFD CUM CO
203233408
2740
108000
SH
SOLE
108000
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
3332
135000
SH
SOLE
135000
0
0
COMMUNITY BK SYS INC
COM
203607106
2919
74798
SH
SOLE
28655
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
4203
107313
SH
SOLE
107313
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 01/27/2016
203668116
264
4356729
SH
SOLE
4356729
0
0
COMMUNITY TR BANCORP INC
COM
204149108
237
5719
SH
SOLE
3719
0
0
COMMVAULT SYSTEMS INC
COM
204166102
5195
79991
SH
SOLE
79991
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
32132
734281
SH
SOLE
712881
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
1949
210462
SH
SOLE
210462
0
0
COMPANHIA ENERGETICA DE MINA
SP ADR N-V PFD
204409601
31620
4649927
SH
SOLE
4376371
0
0
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
1770
135018
SH
SOLE
135018
0
0
COMPANHIA SIDERURGICA NACION
SPONSORED ADR
20440W105
240
55000
SH
SOLE
55000
0
0
COMPANIA DE MINAS BUENAVENTU
SPONSORED ADR
204448104
2223
176827
SH
SOLE
153627
0
0
COMPUCREDIT HLDGS CORP
NOTE 5.875%11/3
20478NAD2
1953
5000000
PRN
SOLE
0
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
2183
33800
SH
SOLE
5200
0
0
COMPUTER SCIENCES CORP
COM
205363104
159055
2615170
SH
SOLE
2409770
0
0
COMPUWARE CORP
COM
205638109
19245
1832832
SH
SOLE
1832832
0
0
COMSCORE INC
COM
20564W105
5932
180900
SH
SOLE
52900
0
0
COMSTOCK RES INC
COM NEW
205768203
216
9472
SH
SOLE
3372
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
2063
64755
SH
SOLE
64755
0
0
COMVERSE INC
COM
20585P105
1895
54800
SH
SOLE
12100
0
0
CONAGRA FOODS INC
COM
205887102
6057
195187
SH
SOLE
195187
0
0
CONCHO RES INC
COM
20605P101
429
3500
SH
SOLE
3500
0
0
CONCUR TECHNOLOGIES INC
COM
206708109
1536
15500
SH
SOLE
15500
0
0
CONMED CORP
COM
207410101
11294
259929
SH
SOLE
139329
0
0
CONNS INC
COM
208242107
1491
38380
SH
SOLE
31380
0
0
CONOCOPHILLIPS
COM
20825C104
74233
1055191
SH
SOLE
1025891
0
0
CONSOL ENERGY INC
COM
20854P109
2689
67300
SH
SOLE
67300
0
0
CONSOLIDATED EDISON INC
COM
209115104
30902
575998
SH
SOLE
575998
0
0
CONSTANT CONTACT INC
COM
210313102
3081
125946
SH
SOLE
47946
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
6528
76822
SH
SOLE
76822
0
0
CONSUMER PORTFOLIO SVCS INC
COM
210502100
297
43400
SH
SOLE
32700
0
0
CONTANGO OIL & GAS COMPANY
COM NEW
21075N204
329
6900
SH
SOLE
6900
0
0
CONTINENTAL RESOURCES INC
COM
212015101
2505
20157
SH
SOLE
20157
0
0
CONVERGYS CORP
COM
212485106
23532
1074046
SH
SOLE
1023168
0
0
CONVERGYS CORP
SDCV 5.750% 9/1
212485AE6
9609
4725000
PRN
SOLE
0
0
0
CONVERSANT INC
COM
21249J105
23440
832699
SH
SOLE
766799
0
0
CON-WAY INC
COM
205944101
8525
207521
SH
SOLE
207521
0
0
COOPER COS INC
COM NEW
216648402
15308
111443
SH
SOLE
111443
0
0
COPART INC
COM
217204106
3523
96821
SH
SOLE
96821
0
0
CORCEPT THERAPEUTICS INC
COM
218352102
257
58900
SH
SOLE
36600
0
0
CORE MARK HOLDING CO INC
COM
218681104
12717
175164
SH
SOLE
81364
0
0
CORELOGIC INC
COM
21871D103
17597
585800
SH
SOLE
585800
0
0
CORESITE RLTY CORP
COM
21870Q105
1873
60434
SH
SOLE
17334
0
0
CORMEDIX INC
*W EXP 03/24/201
21900C118
64
97150
SH
SOLE
97150
0
0
CORNING INC
COM
219350105
49975
2400341
SH
SOLE
2383341
0
0
CORONADO BIOSCIENCES INC
COM
21976U109
327
165400
SH
SOLE
37400
0
0
CORPORATE EXECUTIVE BRD CO
COM
21988R102
1402
18889
SH
SOLE
10389
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
1340
50290
SH
SOLE
50290
0
0
CORRECTIONS CORP AMER NEW
COM NEW
22025Y407
4405
140653
SH
SOLE
140653
0
0
CORVEL CORP
COM
221006109
618
12428
SH
SOLE
6928
0
0
COSTAR GROUP INC
COM
22160N109
2429
13008
SH
SOLE
11808
0
0
COSTCO WHSL CORP NEW
COM
22160K105
42969
384749
SH
SOLE
384749
0
0
COUSINS PPTYS INC
COM
222795106
6697
583841
SH
SOLE
406641
0
0
COVANCE INC
COM
222816100
4353
41900
SH
SOLE
41900
0
0
COVANTA HLDG CORP
NOTE 3.250% 6/0
22282EAC6
30914
26550000
PRN
SOLE
0
0
0
COWEN GROUP INC NEW
CL A
223622101
228
51705
SH
SOLE
29305
0
0
CPFL ENERGIA S A
SPONSORED ADR
126153105
2822
172784
SH
SOLE
172784
0
0
CRA INTL INC
COM
12618T105
377
15308
SH
SOLE
15308
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
3120
32082
SH
SOLE
19482
0
0
CRAFT BREW ALLIANCE INC
COM
224122101
428
28006
SH
SOLE
19006
0
0
CRANE CO
COM
224399105
30533
429141
SH
SOLE
429141
0
0
CRAY INC
COM NEW
225223304
1303
34906
SH
SOLE
22906
0
0
CREDIT ACCEP CORP MICH
COM
225310101
2788
19611
SH
SOLE
4911
0
0
CREE INC
COM
225447101
4439
78478
SH
SOLE
78478
0
0
CRESTWOOD MIDSTREAM PARTNERS
UNIT LTD PARTNER
226378107
278
12341
SH
SOLE
12341
0
0
CRITEO S A
SPONS ADS
226718104
4258
105000
SH
SOLE
105000
0
0
CROCS INC
COM
227046109
8210
526300
SH
SOLE
496800
0
0
CROSS CTRY HEALTHCARE INC
COM
227483104
184
22800
SH
SOLE
13600
0
0
CROWN CASTLE INTL CORP
COM
228227104
26552
359880
SH
SOLE
330580
0
0
CROWN HOLDINGS INC
COM
228368106
27245
608965
SH
SOLE
608965
0
0
CRYOLIFE INC
COM
228903100
128
12816
SH
SOLE
8716
0
0
CSG SYS INTL INC
COM
126349109
6970
267648
SH
SOLE
120051
0
0
CST BRANDS INC
COM
12646R105
35798
1145913
SH
SOLE
1145913
0
0
CSX CORP
COM
126408103
5627
194235
SH
SOLE
194235
0
0
CTS CORP
COM
126501105
692
33126
SH
SOLE
25826
0
0
CUBESMART
COM
229663109
3155
183861
SH
SOLE
183861
0
0
CUBIC CORP
COM
229669106
1713
33547
SH
SOLE
33547
0
0
CUBIST PHARMACEUTICALS INC
COM
229678107
1807
24700
SH
SOLE
24700
0
0
CULLEN FROST BANKERS INC
COM
229899109
4363
56276
SH
SOLE
56276
0
0
CUMMINS INC
COM
231021106
73179
491168
SH
SOLE
456968
0
0
CUMULUS MEDIA INC
CL A
231082108
1115
161424
SH
SOLE
118224
0
0
CURIS INC
COM
231269101
186
65947
SH
SOLE
41147
0
0
CURTISS WRIGHT CORP
COM
231561101
863
13581
SH
SOLE
7981
0
0
CVB FINL CORP
COM
126600105
1434
90158
SH
SOLE
54999
0
0
CVR ENERGY INC
COM
12662P108
9614
227554
SH
SOLE
227554
0
0
CVS CAREMARK CORPORATION
COM
126650100
248998
3326176
SH
SOLE
3091176
0
0
CYBERONICS INC
COM
23251P102
2089
32011
SH
SOLE
27111
0
0
CYNOSURE INC
CL A
232577205
318
10845
SH
SOLE
9045
0
0
CYRUSONE INC
COM
23283R100
1481
71100
SH
SOLE
42200
0
0
CYS INVTS INC
COM
12673A108
792
95900
SH
SOLE
61100
0
0
CYTEC INDS INC
COM
232820100
20695
212017
SH
SOLE
212017
0
0
CYTOKINETICS INC
COM NEW
23282W605
266
27993
SH
SOLE
18293
0
0
CYTRX CORP
COM PAR $.001
232828509
257
73600
SH
SOLE
52700
0
0
D R HORTON INC
COM
23331A109
1360
62800
SH
SOLE
62800
0
0
D R HORTON INC
NOTE 2.000% 5/1
23331ABB4
14643
8775000
PRN
SOLE
0
0
0
DAKTRONICS INC
COM
234264109
496
34482
SH
SOLE
30982
0
0
DANA HLDG CORP
COM
235825205
935
40186
SH
SOLE
40186
0
0
DANAHER CORP DEL
COM
235851102
15181
202417
SH
SOLE
181017
0
0
DARLING INTL INC
COM
237266101
1881
93977
SH
SOLE
86077
0
0
DATALINK CORP
COM
237934104
242
17400
SH
SOLE
13500
0
0
DATAWATCH CORP
COM NEW
237917208
535
19710
SH
SOLE
10610
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
5421
78738
SH
SOLE
78738
0
0
DAWSON GEOPHYSICAL CO
COM
239359102
279
9973
SH
SOLE
6173
0
0
DCP MIDSTREAM PARTNERS LP
COM UT LTD PTN
23311P100
337
6724
SH
SOLE
6724
0
0
DCT INDUSTRIAL TRUST INC
COM
233153105
1209
153371
SH
SOLE
153371
0
0
DDR CORP
COM
23317H102
2287
138800
SH
SOLE
138800
0
0
DEALERTRACK TECHNOLOGIES INC
COM
242309102
1396
28371
SH
SOLE
19271
0
0
DEAN FOODS CO NEW
COM NEW
242370203
9300
601580
SH
SOLE
601580
0
0
DECKERS OUTDOOR CORP
COM
243537107
17768
222858
SH
SOLE
222058
0
0
DEERE & CO
COM
244199105
16453
181200
SH
SOLE
162100
0
0
DELAWARE INV MN MUN INC FD I
COM
24610V103
234
17515
SH
SOLE
17515
0
0
DELEK US HLDGS INC
COM
246647101
2670
91949
SH
SOLE
32149
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
68333
1972097
SH
SOLE
1972097
0
0
DELUXE CORP
COM
248019101
7173
136708
SH
SOLE
129308
0
0
DEMAND MEDIA INC
COM
24802N109
231
47700
SH
SOLE
25200
0
0
DEMANDWARE INC
COM
24802Y105
3692
57626
SH
SOLE
25026
0
0
DENNYS CORP
COM
24869P104
3293
512199
SH
SOLE
175426
0
0
DENTSPLY INTL INC NEW
COM
249030107
331
7200
SH
SOLE
7200
0
0
DEPOMED INC
COM
249908104
7025
484500
SH
SOLE
128200
0
0
DESTINATION XL GROUP INC
COM
25065K104
212
37534
SH
SOLE
23734
0
0
DEVELOPERS DIVERSIFIED RLTY
NOTE 1.750%11/1
251591AX1
7486
6467000
PRN
SOLE
0
0
0
DEVON ENERGY CORP NEW
COM
25179M103
21431
320203
SH
SOLE
320203
0
0
DEVRY ED GROUP INC
COM
251893103
2764
65207
SH
SOLE
65207
0
0
DEX MEDIA INC NEW
COM
25213A107
1925
209218
SH
SOLE
104882
0
0
DEXCOM INC
COM
252131107
2574
62232
SH
SOLE
47132
0
0
DFC GLOBAL CORP
COM
23324T107
105
11877
SH
SOLE
11877
0
0
DFC GLOBAL CORP
NOTE 3.250% 4/1
23324TAB3
6195
7225000
PRN
SOLE
0
0
0
DIAMOND FOODS INC
COM
252603105
922
26401
SH
SOLE
16201
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
419
8600
SH
SOLE
8600
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
730
10850
SH
SOLE
6850
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
1992
169496
SH
SOLE
169496
0
0
DICKS SPORTING GOODS INC
COM
253393102
377
6900
SH
SOLE
6900
0
0
DIGITAL RIV INC
COM
25388B104
4262
244500
SH
SOLE
101600
0
0
DIGITAL RLTY TR INC
COM
253868103
3090
58227
SH
SOLE
58227
0
0
DIGITALGLOBE INC
COM NEW
25389M877
495
17075
SH
SOLE
11075
0
0
DILLARDS INC
CL A
254067101
79378
859074
SH
SOLE
859074
0
0
DIODES INC
COM
254543101
389
14896
SH
SOLE
9796
0
0
DIRECTV
COM
25490A309
35788
468312
SH
SOLE
451812
0
0
DISCOVER FINL SVCS
COM
254709108
148626
2554153
SH
SOLE
2400053
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
2040
24666
SH
SOLE
24666
0
0
DISH NETWORK CORP
CL A
25470M109
29771
478564
SH
SOLE
478564
0
0
DISNEY WALT CO
COM DISNEY
254687106
98021
1224192
SH
SOLE
1125192
0
0
DIXIE GROUP INC
CL A
255519100
441
26855
SH
SOLE
17755
0
0
DOLBY LABORATORIES INC
COM
25659T107
5055
113600
SH
SOLE
113600
0
0
DOLLAR GEN CORP NEW
COM
256677105
16319
294146
SH
SOLE
294146
0
0
DOLLAR TREE INC
COM
256746108
25729
493074
SH
SOLE
493074
0
0
DOMINION RES INC VA NEW
COM
25746U109
14649
206352
SH
SOLE
206352
0
0
DOMINION RES INC VA NEW
UNIT 04/01/2013
25746U703
34376
593675
SH
SOLE
593675
0
0
DOMINION RES INC VA NEW
UNIT 07/01/2016
25746U885
41063
706100
SH
SOLE
706100
0
0
DOMINOS PIZZA INC
COM
25754A201
32159
417813
SH
SOLE
417813
0
0
DOMTAR CORP
COM NEW
257559203
9741
86800
SH
SOLE
86800
0
0
DONALDSON INC
COM
257651109
1072
25284
SH
SOLE
25284
0
0
DONNELLEY R R & SONS CO
COM
257867101
23048
1287595
SH
SOLE
1287595
0
0
DORMAN PRODUCTS INC
COM
258278100
1688
28580
SH
SOLE
19080
0
0
DOT HILL SYS CORP
COM
25848T109
478
123600
SH
SOLE
76600
0
0
DOUGLAS EMMETT INC
COM
25960P109
2448
90200
SH
SOLE
90200
0
0
DOVER CORP
COM
260003108
32216
394080
SH
SOLE
394080
0
0
DOW CHEM CO
COM
260543103
17588
361972
SH
SOLE
361972
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
23398
429628
SH
SOLE
424228
0
0
DR REDDYS LABS LTD
ADR
256135203
15819
360345
SH
SOLE
360345
0
0
DRESSER-RAND GROUP INC
COM
261608103
3035
51966
SH
SOLE
51966
0
0
DREW INDS INC
COM NEW
26168L205
1583
29200
SH
SOLE
12300
0
0
DRIL-QUIP INC
COM
262037104
11939
106500
SH
SOLE
106500
0
0
DST SYS INC DEL
COM
233326107
22171
233900
SH
SOLE
233900
0
0
DSW INC
CL A
23334L102
4874
135930
SH
SOLE
135930
0
0
DTE ENERGY CO
COM
233331107
96885
1304144
SH
SOLE
1241644
0
0
DTF TAX-FREE INCOME INC
COM
23334J107
234
15801
SH
SOLE
15801
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
7247
108003
SH
SOLE
108003
0
0
DUCOMMUN INC DEL
COM
264147109
499
19902
SH
SOLE
16602
0
0
DUFF & PHELPS UTIL CORP BD T
COM
26432K108
268
25938
SH
SOLE
25938
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
50155
704233
SH
SOLE
665633
0
0
DUKE REALTY CORP
COM NEW
264411505
3548
210200
SH
SOLE
210200
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
42903
431837
SH
SOLE
404037
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
728
14500
SH
SOLE
14500
0
0
DUPONT FABROS TECHNOLOGY INC
COM
26613Q106
1660
68955
SH
SOLE
68955
0
0
DURATA THERAPEUTICS INC
COM
26658A107
291
21600
SH
SOLE
12200
0
0
DURECT CORP
COM
266605104
157
118200
SH
SOLE
79200
0
0
DWS HIGH INCOME OPPORT FD IN
COM NEW
23339M204
1144
78320
SH
SOLE
78320
0
0
DXP ENTERPRISES INC NEW
COM NEW
233377407
2339
24637
SH
SOLE
14337
0
0
DYAX CORP
COM
26746E103
2267
252428
SH
SOLE
202728
0
0
DYCOM INDS INC
COM
267475101
3704
117184
SH
SOLE
45184
0
0
E M C CORP MASS
COM
268648102
9791
357213
SH
SOLE
357213
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
10037
436006
SH
SOLE
436006
0
0
E TRADE FINANCIAL CORP
NOTE 8/3
269246AZ7
4463
2000000
PRN
SOLE
0
0
0
EAGLE BANCORP INC MD
COM
268948106
750
20789
SH
SOLE
13739
0
0
EAGLE MATERIALS INC
COM
26969P108
2079
23454
SH
SOLE
23454
0
0
EAGLE ROCK ENERGY PARTNERS L
UNIT
26985R104
212
40314
SH
SOLE
40314
0
0
EARTHLINK HLDGS CORP
COM
27033X101
446
123606
SH
SOLE
123606
0
0
EAST WEST BANCORP INC
COM
27579R104
10092
276496
SH
SOLE
276496
0
0
EASTGROUP PPTY INC
COM
277276101
1666
26479
SH
SOLE
10510
0
0
EASTMAN CHEM CO
COM
277432100
4788
55536
SH
SOLE
55536
0
0
EATON VANCE CALIF MUN BD FD
COM
27828A100
823
75815
SH
SOLE
75815
0
0
EATON VANCE CORP
COM NON VTG
278265103
3118
81700
SH
SOLE
81700
0
0
EATON VANCE ENH EQTY INC FD
COM
278277108
334
25308
SH
SOLE
25308
0
0
EATON VANCE ENHANCED EQ INC
COM
278274105
263
20126
SH
SOLE
20126
0
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
950
62301
SH
SOLE
62301
0
0
EATON VANCE MUN BD FD
COM
27827X101
474
39893
SH
SOLE
39893
0
0
EATON VANCE MUN BD FD II
COM
27827K109
179
15371
SH
SOLE
15371
0
0
EATON VANCE NATL MUN OPPORT
COM SHS
27829L105
1130
58300
SH
SOLE
58300
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
646
53900
SH
SOLE
53900
0
0
EATON VANCE RISK MNGD DIV EQ
COM
27829G106
2817
249320
SH
SOLE
249320
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
508
33416
SH
SOLE
33416
0
0
EATON VANCE TAX ADVT DIV INC
COM
27828G107
1493
75959
SH
SOLE
75959
0
0
EATON VANCE TAX-ADV BD & OPT
COM SH BEN INT
27829M103
200
14428
SH
SOLE
14428
0
0
EATON VANCE TX MGD DIV EQ IN
COM
27828N102
693
62109
SH
SOLE
62109
0
0
EATON VANCE TXMGD GL BUYWR O
COM
27829C105
583
48157
SH
SOLE
48157
0
0
EBAY INC
COM
278642103
51456
931498
SH
SOLE
931498
0
0
ECOLAB INC
COM
278865100
5413
50124
SH
SOLE
50124
0
0
EDISON INTL
COM
281020107
73597
1300062
SH
SOLE
1254962
0
0
EDUCATION MGMT CORP NEW
COM
28140M103
345
70856
SH
SOLE
48556
0
0
EDUCATION RLTY TR INC
COM
28140H104
1887
191197
SH
SOLE
163397
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
784
10569
SH
SOLE
10569
0
0
EGAIN CORP
COM NEW
28225C806
349
49470
SH
SOLE
32270
0
0
EHEALTH INC
COM
28238P109
937
18449
SH
SOLE
11149
0
0
EL PASO ELEC CO
COM NEW
283677854
3718
104056
SH
SOLE
49806
0
0
EL PASO PIPELINE PARTNERS L
COM UNIT LPI
283702108
225
7402
SH
SOLE
7402
0
0
ELDORADO GOLD CORP NEW
COM
284902103
193
34500
SH
SOLE
34500
0
0
ELECTRONIC ARTS INC
COM
285512109
15358
529398
SH
SOLE
529398
0
0
ELECTRONICS FOR IMAGING INC
COM
286082102
1646
37994
SH
SOLE
20394
0
0
ELLIE MAE INC
COM
28849P100
1044
36197
SH
SOLE
6297
0
0
ELLIS PERRY INTL INC
COM
288853104
139
10100
SH
SOLE
10100
0
0
EMBRAER S A
SP ADR REP 4 COM
29082A107
1288
36300
SH
SOLE
36300
0
0
EMCOR GROUP INC
COM
29084Q100
8718
186328
SH
SOLE
171828
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
11506
455336
SH
SOLE
185636
0
0
EMERITUS CORP
COM
291005106
28228
897850
SH
SOLE
897850
0
0
EMERSON ELEC CO
COM
291011104
35604
533001
SH
SOLE
489001
0
0
EMPIRE DIST ELEC CO
COM
291641108
1362
56000
SH
SOLE
21500
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
2689
132938
SH
SOLE
49238
0
0
EMPRESA NACIONAL DE ELCTRCID
SPONSORED ADR
29244T101
3640
84300
SH
SOLE
84300
0
0
EMULEX CORP
COM NEW
292475209
2184
295560
SH
SOLE
111560
0
0
ENBRIDGE ENERGY PARTNERS L P
COM
29250R106
254
9277
SH
SOLE
9277
0
0
ENCANA CORP
COM
292505104
2377
111186
SH
SOLE
111186
0
0
ENCORE CAP GROUP INC
COM
292554102
820
17940
SH
SOLE
9440
0
0
ENCORE WIRE CORP
COM
292562105
1440
29688
SH
SOLE
28588
0
0
ENDOCYTE INC
COM
29269A102
11288
474080
SH
SOLE
466680
0
0
ENDOLOGIX INC
COM
29266S106
212
16490
SH
SOLE
6890
0
0
ENERGEN CORP
COM
29265N108
5849
72376
SH
SOLE
72376
0
0
ENERGIZER HLDGS INC
COM
29266R108
14114
140108
SH
SOLE
140108
0
0
ENERGY RECOVERY INC
COM
29270J100
278
52300
SH
SOLE
34900
0
0
ENERGY TRANSFER PRTNRS L P
UNIT LTD PARTN
29273R109
325
6042
SH
SOLE
6042
0
0
ENERNOC INC
COM
292764107
3182
142836
SH
SOLE
35036
0
0
ENERSIS S A
SPONSORED ADR
29274F104
41482
2671083
SH
SOLE
2442583
0
0
ENERSYS
COM
29275Y102
925
13351
SH
SOLE
13351
0
0
ENGILITY HLDGS INC
COM
29285W104
7030
156045
SH
SOLE
89945
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
1139
33555
SH
SOLE
21455
0
0
ENLINK MIDSTREAM PARTNERS LP
COM UNIT REP LTD
29336U107
638
20970
SH
SOLE
20970
0
0
ENPHASE ENERGY INC
COM
29355A107
424
57664
SH
SOLE
37764
0
0
ENPRO INDS INC
COM
29355X107
2253
31007
SH
SOLE
31007
0
0
ENSIGN GROUP INC
COM
29358P101
6402
146690
SH
SOLE
86090
0
0
ENTEGRIS INC
COM
29362U104
1811
149530
SH
SOLE
106730
0
0
ENTERGY CORP NEW
COM
29364G103
19204
287267
SH
SOLE
287267
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
959
13830
SH
SOLE
13830
0
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
5184
773680
SH
SOLE
196457
0
0
ENTROPIC COMMUNICATIONS INC
COM
29384R105
1167
285400
SH
SOLE
199200
0
0
ENVESTNET INC
COM
29404K106
1768
43992
SH
SOLE
23092
0
0
EOG RES INC
COM
26875P101
89193
454672
SH
SOLE
435372
0
0
EPAM SYS INC
COM
29414B104
1491
45334
SH
SOLE
27634
0
0
EPL OIL & GAS INC
COM
26883D108
76960
1993793
SH
SOLE
1891793
0
0
EPLUS INC
COM
294268107
372
6667
SH
SOLE
4467
0
0
EPR PPTYS
COM SH BEN INT
26884U109
1083
20277
SH
SOLE
20277
0
0
EQT CORP
COM
26884L109
3394
35000
SH
SOLE
35000
0
0
EQUAL ENERGY LTD
COM
29390Q109
5788
1263723
SH
SOLE
1263723
0
0
EQUIFAX INC
COM
294429105
21747
319661
SH
SOLE
309561
0
0
EQUINIX INC
NOTE 4.750% 6/1
29444UAH9
78287
34650000
PRN
SOLE
0
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
903
22224
SH
SOLE
22224
0
0
EQUITY ONE
COM
294752100
669
29954
SH
SOLE
29954
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
20578
354852
SH
SOLE
332452
0
0
ERA GROUP INC
COM
26885G109
10728
366005
SH
SOLE
366005
0
0
ERICKSON AIR-CRANE INC
COM
29482P100
908
47046
SH
SOLE
24446
0
0
ESSEX PPTY TR INC
COM
297178105
2793
16422
SH
SOLE
16422
0
0
ESTERLINE TECHNOLOGIES CORP
COM
297425100
7305
68566
SH
SOLE
62866
0
0
EURONET WORLDWIDE INC
COM
298736109
2077
49940
SH
SOLE
32640
0
0
EVERBANK FINL CORP
COM
29977G102
811
41122
SH
SOLE
14422
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
2390
43250
SH
SOLE
27150
0
0
EXAMWORKS GROUP INC
COM
30066A105
748
21361
SH
SOLE
14261
0
0
EXAR CORP
COM
300645108
388
32500
SH
SOLE
23200
0
0
EXCEL TR INC
COM
30068C109
762
60100
SH
SOLE
26900
0
0
EXELIS INC
COM
30162A108
11528
606412
SH
SOLE
606412
0
0
EXELIXIS INC
COM
30161Q104
52
14682
SH
SOLE
14682
0
0
EXELIXIS INC
NOTE 4.250% 8/1
30161QAC8
6308
6975000
PRN
SOLE
0
0
0
EXELON CORP
COM
30161N101
3927
117004
SH
SOLE
117004
0
0
EXLSERVICE HOLDINGS INC
COM
302081104
2030
65662
SH
SOLE
25162
0
0
EXONE CO
COM
302104104
469
13100
SH
SOLE
8400
0
0
EXPEDIA INC DEL
COM NEW
30212P303
640
8830
SH
SOLE
8830
0
0
EXPEDITORS INTL WASH INC
COM
302130109
317
8000
SH
SOLE
8000
0
0
EXPONENT INC
COM
30214U102
3376
44971
SH
SOLE
15398
0
0
EXPRESS INC
COM
30219E103
1624
102244
SH
SOLE
38344
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
12285
163600
SH
SOLE
163600
0
0
EXTERRAN HLDGS INC
COM
30225X103
970
22103
SH
SOLE
12503
0
0
EXTERRAN HLDGS INC
NOTE 4.250% 6/1
30225XAA1
47092
24720000
PRN
SOLE
0
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
7494
154477
SH
SOLE
154477
0
0
EXTREME NETWORKS INC
COM
30226D106
8065
1390519
SH
SOLE
536619
0
0
EXXON MOBIL CORP
COM
30231G102
266816
2731534
SH
SOLE
2462034
0
0
EZCORP INC
CL A NON VTG
302301106
590
54716
SH
SOLE
54716
0
0
F M C CORP
COM NEW
302491303
4412
57628
SH
SOLE
57628
0
0
F5 NETWORKS INC
COM
315616102
3142
29465
SH
SOLE
29465
0
0
FACEBOOK INC
CL A
30303M102
203211
3373359
SH
SOLE
3074259
0
0
FACTSET RESH SYS INC
COM
303075105
2126
19720
SH
SOLE
19720
0
0
FAIR ISAAC CORP
COM
303250104
5477
99004
SH
SOLE
99004
0
0
FAIRCHILD SEMICONDUCTOR INTL
COM
303726103
200
14500
SH
SOLE
14500
0
0
FAMILY DLR STORES INC
COM
307000109
2110
36379
SH
SOLE
36379
0
0
FARO TECHNOLOGIES INC
COM
311642102
6412
120979
SH
SOLE
63279
0
0
FASTENAL CO
COM
311900104
1659
33643
SH
SOLE
33643
0
0
FBL FINL GROUP INC
CL A
30239F106
511
11792
SH
SOLE
7592
0
0
FBR & CO
COM NEW
30247C400
430
16635
SH
SOLE
11735
0
0
FEDERAL AGRIC MTG CORP
CL C
313148306
350
10531
SH
SOLE
7431
0
0
FEDERAL MOGUL CORP
COM
313549404
828
44263
SH
SOLE
33463
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
2298
20034
SH
SOLE
20034
0
0
FEDERAL SIGNAL CORP
COM
313855108
1457
97760
SH
SOLE
81460
0
0
FEDERATED INVS INC PA
CL B
314211103
213
6974
SH
SOLE
6974
0
0
FEDERATED NATL HLDG CO
COM
31422T101
302
16500
SH
SOLE
10500
0
0
FEDEX CORP
COM
31428X106
18425
138994
SH
SOLE
138994
0
0
FELCOR LODGING TR INC
COM
31430F101
951
105210
SH
SOLE
71210
0
0
FERRO CORP
COM
315405100
4743
347200
SH
SOLE
84500
0
0
FIBRIA CELULOSE S A
SP ADR REP COM
31573A109
5638
509800
SH
SOLE
468300
0
0
FIDELITY NATIONAL FINANCIAL
CL A
31620R105
4246
135058
SH
SOLE
135058
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
98690
1846400
SH
SOLE
1668600
0
0
FIDELITY SOUTHERN CORP NEW
COM
316394105
228
16313
SH
SOLE
9749
0
0
FIESTA RESTAURANT GROUP INC
COM
31660B101
1599
35082
SH
SOLE
22582
0
0
FIFTH THIRD BANCORP
COM
316773100
33010
1438323
SH
SOLE
1434023
0
0
FINANCIAL ENGINES INC
COM
317485100
992
19538
SH
SOLE
17638
0
0
FINISAR CORP
COM NEW
31787A507
8312
313527
SH
SOLE
266627
0
0
FINISAR CORP
NOTE 5.000%10/1
31787AAK7
2004
800000
PRN
SOLE
0
0
0
FINISH LINE INC
CL A
317923100
1896
70001
SH
SOLE
63601
0
0
FIREEYE INC
COM
31816Q101
259
4200
SH
SOLE
4200
0
0
FIRST CASH FINL SVCS INC
COM
31942D107
264
5228
SH
SOLE
1028
0
0
FIRST COMWLTH FINL CORP PA
COM
319829107
8530
943600
SH
SOLE
428500
0
0
FIRST CTZNS BANCSHARES INC N
CL A
31946M103
523
2173
SH
SOLE
2173
0
0
FIRST FINL BANCORP OH
COM
320209109
714
39714
SH
SOLE
25253
0
0
FIRST FINL BANKSHARES
COM
32020R109
1708
27641
SH
SOLE
17941
0
0
FIRST FINL HLDGS INC NEW
COM
32023E105
1146
18300
SH
SOLE
12700
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
1408
72868
SH
SOLE
59668
0
0
FIRST INTST BANCSYSTEM INC
COM CL A
32055Y201
8305
294289
SH
SOLE
153441
0
0
FIRST MARBLEHEAD CORP
COM NEW
320771207
87
28435
SH
SOLE
28435
0
0
FIRST MERCHANTS CORP
COM
320817109
278
12827
SH
SOLE
9927
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
6626
387921
SH
SOLE
197321
0
0
FIRST NIAGARA FINL GP INC
COM
33582V108
719
76060
SH
SOLE
76060
0
0
FIRST POTOMAC RLTY TR
COM
33610F109
1292
99990
SH
SOLE
49998
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
977
18100
SH
SOLE
18100
0
0
FIRST SOLAR INC
COM
336433107
103056
1476660
SH
SOLE
1476660
0
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
642
45998
SH
SOLE
45998
0
0
FIRST TR ENHANCED EQTY INC F
COM
337318109
1122
84107
SH
SOLE
84107
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
1618
91237
SH
SOLE
91237
0
0
FIRST TR STRATEGIC HIGH INC
COM SHS NEW
337353304
291
18296
SH
SOLE
18296
0
0
FIRSTBANK CORP MICH
COM
33761G104
2083
111545
SH
SOLE
111545
0
0
FIRSTMERIT CORP
COM
337915102
2945
141382
SH
SOLE
141382
0
0
FISERV INC
COM
337738108
21312
375948
SH
SOLE
375948
0
0
FIVE BELOW INC
COM
33829M101
208
4900
SH
SOLE
4900
0
0
FIVE STAR QUALITY CARE INC
COM
33832D106
2603
535500
SH
SOLE
260216
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
902
40574
SH
SOLE
36374
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
21604
187695
SH
SOLE
187695
0
0
FLIR SYS INC
COM
302445101
54088
1502438
SH
SOLE
1393938
0
0
FLOTEK INDS INC DEL
COM
343389102
1403
50368
SH
SOLE
30968
0
0
FLOWERS FOODS INC
COM
343498101
582
27151
SH
SOLE
27151
0
0
FLOWSERVE CORP
COM
34354P105
8248
105286
SH
SOLE
105286
0
0
FLUIDIGM CORP DEL
COM
34385P108
1581
35870
SH
SOLE
24870
0
0
FLUOR CORP NEW
COM
343412102
12226
157287
SH
SOLE
157287
0
0
FMC TECHNOLOGIES INC
COM
30249U101
1175
22464
SH
SOLE
22464
0
0
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS
344419106
12364
132600
SH
SOLE
113200
0
0
FONAR CORP
COM NEW
344437405
465
26437
SH
SOLE
16537
0
0
FOOT LOCKER INC
COM
344849104
55533
1182056
SH
SOLE
1182056
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
22355
1433021
SH
SOLE
1406821
0
0
FOREST LABS INC
COM
345838106
211159
2288488
SH
SOLE
2288488
0
0
FOREST OIL CORP
COM PAR $0.01
346091705
4666
2442900
SH
SOLE
1291000
0
0
FORESTAR GROUP INC
COM
346233109
360
20200
SH
SOLE
13900
0
0
FORMFACTOR INC
COM
346375108
6461
1011163
SH
SOLE
493263
0
0
FORRESTER RESH INC
COM
346563109
973
27139
SH
SOLE
10243
0
0
FORTINET INC
COM
34959E109
1245
56519
SH
SOLE
56519
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
3861
91756
SH
SOLE
91756
0
0
FOSSIL GROUP INC
COM
34988V106
29266
250974
SH
SOLE
250974
0
0
FOSTER L B CO
COM
350060109
579
12365
SH
SOLE
12365
0
0
FRANCO NEVADA CORP
COM
351858105
1160
25300
SH
SOLE
25300
0
0
FRANKLIN ELEC INC
COM
353514102
651
15302
SH
SOLE
11902
0
0
FRANKLIN RES INC
COM
354613101
10542
194567
SH
SOLE
194567
0
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
1033
81995
SH
SOLE
40695
0
0
FREDS INC
CL A
356108100
7121
395368
SH
SOLE
162430
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
1375
41586
SH
SOLE
41586
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
479
84100
SH
SOLE
84100
0
0
FTD COS INC
COM
30281V108
7165
225241
SH
SOLE
221761
0
0
FTI CONSULTING INC
COM
302941109
364
10920
SH
SOLE
10920
0
0
FUEL SYS SOLUTIONS INC
COM
35952W103
950
88300
SH
SOLE
26000
0
0
FUELCELL ENERGY INC
COM
35952H106
1419
572144
SH
SOLE
513544
0
0
FULTON FINL CORP PA
COM
360271100
5727
455281
SH
SOLE
455281
0
0
FURIEX PHARMACEUTICALS INC
COM
36106P101
3081
35416
SH
SOLE
19416
0
0
FURMANITE CORPORATION
COM
361086101
265
27000
SH
SOLE
12300
0
0
FUSION-IO INC
COM
36112J107
227
21535
SH
SOLE
7235
0
0
FUTUREFUEL CORPORATION
COM
36116M106
2439
120141
SH
SOLE
28041
0
0
FXCM INC
COM CL A
302693106
336
22757
SH
SOLE
14357
0
0
G & K SVCS INC
CL A
361268105
10096
165052
SH
SOLE
86865
0
0
GAIN CAP HLDGS INC
COM
36268W100
411
37983
SH
SOLE
25483
0
0
GALENA BIOPHARMA INC
COM
363256108
290
115800
SH
SOLE
81300
0
0
GALLAGHER ARTHUR J & CO
COM
363576109
2170
45600
SH
SOLE
45600
0
0
GAMCO INVESTORS INC
COM
361438104
493
6344
SH
SOLE
4144
0
0
GAMESTOP CORP NEW
CL A
36467W109
154091
3749183
SH
SOLE
3499083
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
35162
964398
SH
SOLE
964398
0
0
GANNETT INC
COM
364730101
38445
1392927
SH
SOLE
1392927
0
0
GAP INC DEL
COM
364760108
101677
2538119
SH
SOLE
2423919
0
0
GARTNER INC
COM
366651107
14914
214773
SH
SOLE
214773
0
0
GASTAR EXPL INC NEW
COM
36729W202
585
106897
SH
SOLE
71997
0
0
GENCORP INC
COM
368682100
1118
61168
SH
SOLE
37268
0
0
GENCORP INC
SDCV 4.062%12/3
368682AN0
16876
8250000
PRN
SOLE
0
0
0
GENERAC HLDGS INC
COM
368736104
2398
40660
SH
SOLE
38260
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
7285
284476
SH
SOLE
284476
0
0
GENERAL CABLE CORP DEL NEW
FRNT 5.000%11/1
369300AL2
22563
22395000
PRN
SOLE
0
0
0
GENERAL DYNAMICS CORP
COM
369550108
23346
214345
SH
SOLE
214345
0
0
GENERAL ELECTRIC CO
COM
369604103
145371
5614960
SH
SOLE
4989160
0
0
GENERAL GROWTH PPTYS INC NEW
COM
370023103
11425
519339
SH
SOLE
493139
0
0
GENERAL MLS INC
COM
370334104
36058
695841
SH
SOLE
695841
0
0
GENERAL MTRS CO
COM
37045V100
31797
923785
SH
SOLE
889685
0
0
GENERAL MTRS CO
*W EXP 12/31/201
37045V134
2623
930300
SH
SOLE
930300
0
0
GENESCO INC
COM
371532102
560
7509
SH
SOLE
7509
0
0
GENESEE & WYO INC
CL A
371559105
1472
15130
SH
SOLE
15130
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
524
9660
SH
SOLE
9660
0
0
GENMARK DIAGNOSTICS INC
COM
372309104
205
20594
SH
SOLE
7894
0
0
GENTEX CORP
COM
371901109
3879
123020
SH
SOLE
123020
0
0
GENTHERM INC
COM
37253A103
1085
31257
SH
SOLE
18857
0
0
GENTIVA HEALTH SERVICES INC
COM
37247A102
3549
389160
SH
SOLE
125560
0
0
GENUINE PARTS CO
COM
372460105
18505
213068
SH
SOLE
213068
0
0
GENWORTH FINL INC
COM CL A
37247D106
41601
2346367
SH
SOLE
2346367
0
0
GEO GROUP INC
COM
36159R103
6795
210757
SH
SOLE
113357
0
0
GERDAU S A
SPON ADR REP PFD
373737105
4561
711600
SH
SOLE
711600
0
0
GERON CORP
COM
374163103
350
168270
SH
SOLE
114070
0
0
GFI GROUP INC
COM
361652209
350
98483
SH
SOLE
98483
0
0
GIBRALTAR INDS INC
COM
374689107
6916
366509
SH
SOLE
197757
0
0
G-III APPAREL GROUP LTD
COM
36237H101
1859
25976
SH
SOLE
14376
0
0
GILEAD SCIENCES INC
COM
375558103
96170
1357185
SH
SOLE
1267485
0
0
GILEAD SCIENCES INC
NOTE 1.000% 5/0
375558AN3
12070
3850000
PRN
SOLE
0
0
0
GILEAD SCIENCES INC
NOTE 1.625% 5/0
375558AP8
9804
3150000
PRN
SOLE
0
0
0
GLACIER BANCORP INC NEW
COM
37637Q105
1784
61374
SH
SOLE
36474
0
0
GLADSTONE CAPITAL CORP
COM
376535100
117
11640
SH
SOLE
7940
0
0
GLADSTONE INVT CORP
COM
376546107
117
14142
SH
SOLE
10942
0
0
GLATFELTER
COM
377316104
1374
50473
SH
SOLE
42414
0
0
GLIMCHER RLTY TR
SH BEN INT
379302102
661
65940
SH
SOLE
34940
0
0
GLOBAL CASH ACCESS HLDGS INC
COM
378967103
4421
644521
SH
SOLE
274221
0
0
GLOBAL DEFENSE & NATL SEC SY
COM
37953N108
9062
895500
SH
SOLE
895500
0
0
GLOBAL EAGLE ENTMT INC
COM
37951D102
907
57500
SH
SOLE
37800
0
0
GLOBAL PMTS INC
COM
37940X102
1031
14500
SH
SOLE
14500
0
0
GLOBE SPECIALTY METALS INC
COM
37954N206
2032
97600
SH
SOLE
62000
0
0
GLOBUS MED INC
CL A
379577208
1667
62700
SH
SOLE
38400
0
0
GLU MOBILE INC
COM
379890106
3091
652054
SH
SOLE
465454
0
0
GNC HLDGS INC
COM CL A
36191G107
6039
137191
SH
SOLE
137191
0
0
GOLD FIELDS LTD NEW
SPONSORED ADR
38059T106
125
33780
SH
SOLE
33780
0
0
GOLD RESOURCE CORP
COM
38068T105
218
45700
SH
SOLE
13500
0
0
GOLDCORP INC NEW
COM
380956409
1626
66402
SH
SOLE
66402
0
0
GOLDCORP INC NEW
NOTE 2.000% 8/0
380956AB8
502
500000
PRN
SOLE
0
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
82752
505050
SH
SOLE
442750
0
0
GOODRICH PETE CORP
COM NEW
382410405
631
39900
SH
SOLE
26900
0
0
GOODRICH PETE CORP
NOTE 5.000%10/0
382410AC2
698
675000
PRN
SOLE
0
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
17975
687903
SH
SOLE
687903
0
0
GOODYEAR TIRE & RUBR CO
PFD CONV 5.875%
382550309
11371
155150
SH
SOLE
155150
0
0
GOOGLE INC
CL A
38259P508
366317
328680
SH
SOLE
303780
0
0
GOVERNMENT PPTYS INCOME TR
COM SHS BEN INT
38376A103
2137
84800
SH
SOLE
23600
0
0
GP STRATEGIES CORP
COM
36225V104
206
7552
SH
SOLE
5152
0
0
GRACE W R & CO DEL NEW
COM
38388F108
26816
270408
SH
SOLE
270408
0
0
GRAFTECH INTL LTD
COM
384313102
258
23583
SH
SOLE
23583
0
0
GRAHAM HLDGS CO
COM
384637104
29235
41542
SH
SOLE
41542
0
0
GRAINGER W W INC
COM
384802104
4035
15972
SH
SOLE
15972
0
0
GRAMERCY PPTY TR INC
COM
38489R100
210
40653
SH
SOLE
27153
0
0
GRAND CANYON ED INC
COM
38526M106
1936
41462
SH
SOLE
27262
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
162
15951
SH
SOLE
9551
0
0
GRAY TELEVISION INC
COM
389375106
5983
576989
SH
SOLE
280389
0
0
GREAT LAKES DREDGE & DOCK CO
COM
390607109
306
33500
SH
SOLE
33500
0
0
GREAT PLAINS ENERGY INC
COM
391164100
1566
57900
SH
SOLE
57900
0
0
GREATBATCH INC
COM
39153L106
5105
111181
SH
SOLE
47181
0
0
GREEN DOT CORP
CL A
39304D102
511
26149
SH
SOLE
14049
0
0
GREEN PLAINS RENEWABLE ENERG
COM
393222104
13643
455360
SH
SOLE
416560
0
0
GREENBRIER COS INC
COM
393657101
593
13000
SH
SOLE
8800
0
0
GRIFFON CORP
COM
398433102
108
12048
SH
SOLE
12048
0
0
GROUPON INC
COM CL A
399473107
21306
2717576
SH
SOLE
2717576
0
0
GRUPO FINANCIERO SANTANDER M
SPON ADR SHS B
40053C105
5354
435640
SH
SOLE
435640
0
0
GRUPO TELEVISA SA
SPON ADR REP ORD
40049J206
29443
884453
SH
SOLE
802253
0
0
GSV CAP CORP
COM
36191J101
125
12336
SH
SOLE
1736
0
0
GT ADVANCED TECHNOLOGIES INC
COM
36191U106
2370
138976
SH
SOLE
94176
0
0
GT ADVANCED TECHNOLOGIES INC
NOTE 3.000%10/0
36191UAA4
15723
6825000
PRN
SOLE
0
0
0
GTX INC DEL
COM
40052B108
873
570800
SH
SOLE
315100
0
0
GUESS INC
COM
401617105
21061
763083
SH
SOLE
763083
0
0
GUGGENHEIM BLD AMR BDS MANG
COM
401664107
252
12173
SH
SOLE
12173
0
0
GUIDEWIRE SOFTWARE INC
COM
40171V100
215
4384
SH
SOLE
4384
0
0
GULF ISLAND FABRICATION INC
COM
402307102
333
15390
SH
SOLE
11890
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
5178
72749
SH
SOLE
72749
0
0
H & E EQUIPMENT SERVICES INC
COM
404030108
1410
34847
SH
SOLE
19747
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
702
7680
SH
SOLE
7680
0
0
HALLIBURTON CO
COM
406216101
97574
1656894
SH
SOLE
1539894
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
1432
112755
SH
SOLE
55255
0
0
HANCOCK JOHN PREMUIM DIV FD
COM SH BEN INT
41013T105
2063
159322
SH
SOLE
159322
0
0
HANCOCK JOHN TAX-ADV DIV INC
COM
41013V100
1970
98894
SH
SOLE
98894
0
0
HANESBRANDS INC
COM
410345102
29781
389393
SH
SOLE
389393
0
0
HANGER INC
COM NEW
41043F208
733
21761
SH
SOLE
11861
0
0
HANMI FINL CORP
COM NEW
410495204
5624
241363
SH
SOLE
122973
0
0
HANOVER INS GROUP INC
COM
410867105
12042
195994
SH
SOLE
195994
0
0
HARBINGER GROUP INC
COM
41146A106
267
21857
SH
SOLE
15657
0
0
HARLEY DAVIDSON INC
COM
412822108
2671
40100
SH
SOLE
40100
0
0
HARMAN INTL INDS INC
COM
413086109
25173
236585
SH
SOLE
236585
0
0
HARMONIC INC
COM
413160102
5715
800413
SH
SOLE
339013
0
0
HARMONY GOLD MNG LTD
SPONSORED ADR
413216300
9094
2981725
SH
SOLE
2574425
0
0
HARRIS CORP DEL
COM
413875105
21741
297171
SH
SOLE
297171
0
0
HARSCO CORP
COM
415864107
11586
494487
SH
SOLE
494487
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
11299
320364
SH
SOLE
304864
0
0
HASBRO INC
COM
418056107
18097
325365
SH
SOLE
325365
0
0
HAVERTY FURNITURE INC
COM
419596101
5599
188514
SH
SOLE
106938
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
391
15400
SH
SOLE
15400
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
438
31393
SH
SOLE
14793
0
0
HAWAIIAN HOLDINGS INC
NOTE 5.000% 3/1
419879AD3
738
400000
PRN
SOLE
0
0
0
HAYNES INTERNATIONAL INC
COM NEW
420877201
1207
22357
SH
SOLE
8975
0
0
HCA HOLDINGS INC
COM
40412C101
5498
104728
SH
SOLE
104728
0
0
HCC INS HLDGS INC
COM
404132102
10329
227065
SH
SOLE
227065
0
0
HCI GROUP INC
COM
40416E103
1941
53323
SH
SOLE
19323
0
0
HCP INC
COM
40414L109
21570
556069
SH
SOLE
526569
0
0
HD SUPPLY HLDGS INC
COM
40416M105
1331
50900
SH
SOLE
50900
0
0
HDFC BANK LTD
ADR REPS 3 SHS
40415F101
34093
830920
SH
SOLE
825920
0
0
HEADWATERS INC
COM
42210P102
397
30016
SH
SOLE
24516
0
0
HEALTH CARE REIT INC
COM
42217K106
19489
326996
SH
SOLE
304896
0
0
HEALTH CARE REIT INC
PFD PER CON I
42217K601
3173
56850
SH
SOLE
56850
0
0
HEALTH CARE REIT INC
NOTE 3.000%12/0
42217KAR7
27031
22775000
PRN
SOLE
0
0
0
HEALTH NET INC
COM
42222G108
38580
1134366
SH
SOLE
1134366
0
0
HEALTHCARE RLTY TR
COM
421946104
1419
58764
SH
SOLE
33384
0
0
HEALTHCARE SVCS GRP INC
COM
421906108
529
18218
SH
SOLE
14218
0
0
HEALTHCARE TR AMER INC
CL A
42225P105
755
66300
SH
SOLE
66300
0
0
HEALTHSOUTH CORP
COM NEW
421924309
1210
33684
SH
SOLE
23684
0
0
HEALTHSTREAM INC
COM
42222N103
434
16255
SH
SOLE
10955
0
0
HEALTHWAYS INC
COM
422245100
637
37153
SH
SOLE
21253
0
0
HEALTHWAYS INC
NOTE 1.500% 7/0
422245AB6
3778
3500000
PRN
SOLE
0
0
0
HEARTLAND EXPRESS INC
COM
422347104
554
24400
SH
SOLE
16500
0
0
HEARTLAND PMT SYS INC
COM
42235N108
672
16210
SH
SOLE
8610
0
0
HECLA MNG CO
COM
422704106
706
229900
SH
SOLE
146500
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
315
15704
SH
SOLE
15704
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
13130
571354
SH
SOLE
559054
0
0
HELMERICH & PAYNE INC
COM
423452101
22794
211916
SH
SOLE
211916
0
0
HENNESSY CAP ACQUISITION COR
UNIT 99/99/9999
425886207
9054
900000
SH
SOLE
900000
0
0
HENRY JACK & ASSOC INC
COM
426281101
6802
121996
SH
SOLE
121996
0
0
HERCULES OFFSHORE INC
COM
427093109
52
11395
SH
SOLE
11395
0
0
HERCULES TECH GROWTH CAP INC
COM
427096508
709
50370
SH
SOLE
15470
0
0
HERSHA HOSPITALITY TR
SH BEN INT A
427825104
1237
212199
SH
SOLE
176499
0
0
HERSHEY CO
COM
427866108
56798
544046
SH
SOLE
525646
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
5011
188112
SH
SOLE
188112
0
0
HESS CORP
COM
42809H107
157691
1902646
SH
SOLE
1788946
0
0
HEWLETT PACKARD CO
COM
428236103
165492
5114095
SH
SOLE
4890095
0
0
HEXCEL CORP NEW
COM
428291108
2991
68700
SH
SOLE
68700
0
0
HF2 FINL MGMT INC
CL A
40421A104
14947
1456830
SH
SOLE
1456830
0
0
HFF INC
CL A
40418F108
2423
72079
SH
SOLE
17279
0
0
HHGREGG INC
COM
42833L108
3647
379531
SH
SOLE
193631
0
0
HIGHWOODS PPTYS INC
COM
431284108
1985
51687
SH
SOLE
40187
0
0
HILL ROM HLDGS INC
COM
431475102
19505
506088
SH
SOLE
506088
0
0
HILLSHIRE BRANDS CO
COM
432589109
19498
523283
SH
SOLE
523283
0
0
HILLTOP HOLDINGS INC
COM
432748101
2026
85179
SH
SOLE
65079
0
0
HI-TECH PHARMACAL INC
COM
42840B101
65295
1506935
SH
SOLE
1489535
0
0
HNI CORP
COM
404251100
894
24465
SH
SOLE
21365
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
316
9530
SH
SOLE
9530
0
0
HOLLYFRONTIER CORP
COM
436106108
16208
340638
SH
SOLE
340638
0
0
HOME BANCSHARES INC
COM
436893200
2784
80897
SH
SOLE
39097
0
0
HOME DEPOT INC
COM
437076102
187019
2363436
SH
SOLE
2156136
0
0
HOME PROPERTIES INC
COM
437306103
2080
34594
SH
SOLE
34594
0
0
HOMEAWAY INC
COM
43739Q100
618
16400
SH
SOLE
16400
0
0
HOMESTREET INC
COM
43785V102
1290
65965
SH
SOLE
16965
0
0
HONEYWELL INTL INC
COM
438516106
54395
586401
SH
SOLE
586401
0
0
HORACE MANN EDUCATORS CORP N
COM
440327104
19964
688430
SH
SOLE
364738
0
0
HORMEL FOODS CORP
COM
440452100
48564
985667
SH
SOLE
985667
0
0
HORSEHEAD HLDG CORP
COM
440694305
750
44571
SH
SOLE
35771
0
0
HOSPIRA INC
COM
441060100
1401
32400
SH
SOLE
32400
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
2013
70100
SH
SOLE
70100
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
10565
521963
SH
SOLE
471363
0
0
HOVNANIAN ENTERPRISES INC
CL A
442487203
1838
388580
SH
SOLE
235324
0
0
HOWARD HUGHES CORP
COM
44267D107
5931
41560
SH
SOLE
41560
0
0
HSN INC
COM
404303109
6489
108643
SH
SOLE
106243
0
0
HUBBELL INC
CL B
443510201
12169
101519
SH
SOLE
101519
0
0
HUDSON CITY BANCORP
COM
443683107
198064
20148963
SH
SOLE
20148963
0
0
HUMANA INC
COM
444859102
142871
1267489
SH
SOLE
1215589
0
0
HUNT J B TRANS SVCS INC
COM
445658107
2596
36100
SH
SOLE
36100
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
14124
1416651
SH
SOLE
1416651
0
0
HUNTINGTON BANCSHARES INC
PFD CONV SER A
446150401
1006
800
SH
SOLE
800
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
8640
84488
SH
SOLE
84488
0
0
HUNTSMAN CORP
COM
447011107
10831
443549
SH
SOLE
443549
0
0
HURON CONSULTING GROUP INC
COM
447462102
1713
27035
SH
SOLE
11335
0
0
HUTCHINSON TECHNOLOGY INC
COM
448407106
1936
684000
SH
SOLE
343550
0
0
HYATT HOTELS CORP
COM CL A
448579102
850
15800
SH
SOLE
15800
0
0
HYDE PK ACQUISITION CORP II
COM
448640102
14567
1390000
SH
SOLE
1390000
0
0
HYPERION THERAPEUTICS INC
COM
44915N101
485
18809
SH
SOLE
12409
0
0
HYSTER YALE MATLS HANDLING I
CL A
449172105
8445
86614
SH
SOLE
35008
0
0
IAC INTERACTIVECORP
COM PAR $.001
44919P508
72504
1015609
SH
SOLE
1015609
0
0
ICAD INC
COM NEW
44934S206
181
19800
SH
SOLE
12500
0
0
ICF INTL INC
COM
44925C103
2199
55226
SH
SOLE
23326
0
0
ICG GROUP INC
COM
44928D108
282
13800
SH
SOLE
9000
0
0
ICICI BK LTD
ADR
45104G104
1059
24187
SH
SOLE
24187
0
0
ICONIX BRAND GROUP INC
COM
451055107
1749
44528
SH
SOLE
24128
0
0
ICU MED INC
COM
44930G107
8800
146959
SH
SOLE
75859
0
0
IDACORP INC
COM
451107106
4426
79784
SH
SOLE
79784
0
0
IDENIX PHARMACEUTICALS INC
COM
45166R204
305
50500
SH
SOLE
50500
0
0
IDERA PHARMACEUTICALS INC
COM NEW
45168K306
569
139415
SH
SOLE
93915
0
0
IDEX CORP
COM
45167R104
1443
19800
SH
SOLE
19800
0
0
IDEXX LABS INC
COM
45168D104
3883
31983
SH
SOLE
31983
0
0
IDT CORP
CL B NEW
448947507
3208
192550
SH
SOLE
106050
0
0
IGATE CORP
COM
45169U105
1790
56751
SH
SOLE
31551
0
0
IGI LABS INC
COM
449575109
125
22200
SH
SOLE
12300
0
0
IHS INC
CL A
451734107
535
4400
SH
SOLE
4400
0
0
ILLINOIS TOOL WKS INC
COM
452308109
5675
69775
SH
SOLE
66475
0
0
ILLUMINA INC
COM
452327109
10024
67431
SH
SOLE
67431
0
0
IMMERSION CORP
COM
452521107
4094
388070
SH
SOLE
98375
0
0
IMMUNOGEN INC
COM
45253H101
345
23127
SH
SOLE
127
0
0
IMMUNOMEDICS INC
COM
452907108
349
83000
SH
SOLE
46600
0
0
IMPAX LABORATORIES INC
COM
45256B101
2991
113200
SH
SOLE
54100
0
0
IMPERVA INC
COM
45321L100
618
11093
SH
SOLE
5293
0
0
INCONTACT INC
COM
45336E109
309
32200
SH
SOLE
14500
0
0
INCYTE CORP
COM
45337C102
3628
67788
SH
SOLE
67788
0
0
INDEPENDENT BANK CORP MICH
COM NEW
453838609
543
41838
SH
SOLE
28838
0
0
INFINERA CORPORATION
COM
45667G103
382
42081
SH
SOLE
25181
0
0
INFINITY PPTY & CAS CORP
COM
45665Q103
10279
151995
SH
SOLE
78408
0
0
INFOBLOX INC
COM
45672H104
945
47114
SH
SOLE
27014
0
0
INFORMATICA CORP
COM
45666Q102
1060
28064
SH
SOLE
28064
0
0
INFORMATION SERVICES GROUP I
COM
45675Y104
506
103061
SH
SOLE
66361
0
0
INFOSYS LTD
SPONSORED ADR
456788108
56364
1040315
SH
SOLE
1000315
0
0
ING GLBL ADV & PREM OPP FUND
COM
44982N109
150
12582
SH
SOLE
12582
0
0
ING GLOBAL EQTY DIV & PREM O
COM
45684E107
1948
211767
SH
SOLE
211767
0
0
ING INFRASTRUCTURE INDLS & M
COM
45685U100
624
35499
SH
SOLE
35499
0
0
ING RISK MANAGED NAT RES FD
COM
449810100
916
86716
SH
SOLE
86716
0
0
INGRAM MICRO INC
CL A
457153104
46144
1561039
SH
SOLE
1561039
0
0
INGREDION INC
COM
457187102
23601
346667
SH
SOLE
346667
0
0
INLAND REAL ESTATE CORP
COM NEW
457461200
10473
992666
SH
SOLE
529883
0
0
INLAND REAL ESTATE CORP
NOTE 5.000%11/1
457461AC5
221
198000
PRN
SOLE
0
0
0
INNERWORKINGS INC
COM
45773Y105
151
19764
SH
SOLE
13164
0
0
INNOPHOS HOLDINGS INC
COM
45774N108
320
5647
SH
SOLE
5647
0
0
INNOSPEC INC
COM
45768S105
4426
97862
SH
SOLE
33762
0
0
INOVIO PHARMACEUTICALS INC
COM
45773H102
931
279600
SH
SOLE
189100
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
13565
540220
SH
SOLE
311829
0
0
INSMED INC
COM PAR $.01
457669307
1083
56890
SH
SOLE
35390
0
0
INSPERITY INC
COM
45778Q107
3287
106115
SH
SOLE
30815
0
0
INSULET CORP
COM
45784P101
1923
40548
SH
SOLE
24448
0
0
INSYS THERAPEUTICS INC NEW
COM NEW
45824V209
1618
39052
SH
SOLE
24652
0
0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
9779
799588
SH
SOLE
732088
0
0
INTEGRATED SILICON SOLUTION
COM
45812P107
214
13757
SH
SOLE
8457
0
0
INTEGRYS ENERGY GROUP INC
COM
45822P105
1640
27500
SH
SOLE
27500
0
0
INTEL CORP
COM
458140100
73711
2855915
SH
SOLE
2621915
0
0
INTELIQUENT INC
COM
45825N107
1283
88311
SH
SOLE
70211
0
0
INTER PARFUMS INC
COM
458334109
1016
28070
SH
SOLE
16670
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
800
36900
SH
SOLE
21100
0
0
INTERACTIVE INTELLIGENCE GRO
COM
45841V109
1226
16916
SH
SOLE
11416
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
1696
5143
SH
SOLE
4743
0
0
INTERCONTINENTALEXCHANGE GRO
COM
45866F104
5540
28002
SH
SOLE
28002
0
0
INTERDIGITAL INC
COM
45867G101
1343
40550
SH
SOLE
40550
0
0
INTERFACE INC
COM
458665304
323
15700
SH
SOLE
9500
0
0
INTERMUNE INC
COM
45884X103
7846
234410
SH
SOLE
169810
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
8049
320923
SH
SOLE
204168
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
115347
599237
SH
SOLE
542937
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
14267
149127
SH
SOLE
149127
0
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
3231
229791
SH
SOLE
229791
0
0
INTERNATIONAL RECTIFIER CORP
COM
460254105
6099
222597
SH
SOLE
222597
0
0
INTEROIL CORP
COM
460951106
525
8100
SH
SOLE
8100
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
75416
4400019
SH
SOLE
4132219
0
0
INTERSIL CORP
CL A
46069S109
7991
618512
SH
SOLE
567412
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
327
12500
SH
SOLE
9000
0
0
INTL PAPER CO
COM
460146103
17194
374767
SH
SOLE
332367
0
0
INTRALINKS HLDGS INC
COM
46118H104
598
58408
SH
SOLE
44908
0
0
INTUIT
COM
461202103
17557
225869
SH
SOLE
225869
0
0
INVACARE CORP
COM
461203101
5779
303029
SH
SOLE
145931
0
0
INVACARE CORP
SDCV 4.125% 2/0
461203AD3
2653
2500000
PRN
SOLE
0
0
0
INVENSENSE INC
COM
46123D205
1277
53954
SH
SOLE
26854
0
0
INVESCO ADVANTAGE MUNICIPAL
SH BEN INT
46132E103
701
63742
SH
SOLE
63742
0
0
INVESCO BD FD
COM
46132L107
1568
86245
SH
SOLE
86245
0
0
INVESCO CALIF VALUE MUN INC
COM
46132H106
570
48316
SH
SOLE
48316
0
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
438
33814
SH
SOLE
33814
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
1380
83800
SH
SOLE
50400
0
0
INVESCO MUN OPPORTUNITY TR
COM
46132C107
1400
114726
SH
SOLE
114726
0
0
INVESCO MUN TR
COM
46131J103
1231
101721
SH
SOLE
101721
0
0
INVESCO MUNI INCOME OPP TRST
COM
46132X101
506
76654
SH
SOLE
76654
0
0
INVESCO PA VALUE MUN INCOME
COM
46132K109
157
11815
SH
SOLE
11815
0
0
INVESCO QUALITY MUNI INC TRS
COM
46133G107
822
69620
SH
SOLE
69620
0
0
INVESCO TR INVT GRADE MUNS
COM
46131M106
1013
79121
SH
SOLE
79121
0
0
INVESCO VALUE MUN INCOME TR
COM
46132P108
698
48481
SH
SOLE
48481
0
0
INVESTMENT TECHNOLOGY GRP NE
COM
46145F105
15021
743599
SH
SOLE
343399
0
0
INVESTORS BANCORP INC
COM
46146P102
249
8991
SH
SOLE
8991
0
0
INVESTORS REAL ESTATE TR
SH BEN INT
461730103
1725
192049
SH
SOLE
148316
0
0
ION GEOPHYSICAL CORP
COM
462044108
1132
268800
SH
SOLE
110500
0
0
IPG PHOTONICS CORP
COM
44980X109
287
4033
SH
SOLE
4033
0
0
IROBOT CORP
COM
462726100
1083
26394
SH
SOLE
14794
0
0
IRON MTN INC
COM
462846106
3114
112945
SH
SOLE
112945
0
0
ISIS PHARMACEUTICALS INC
COM
464330109
2412
55819
SH
SOLE
46519
0
0
ISTAR FINL INC
NOTE 3.000%11/1
45031UBR1
6435
4550000
PRN
SOLE
0
0
0
ITAU UNIBANCO HLDG SA
SPON ADR REP PFD
465562106
28479
1916492
SH
SOLE
1727812
0
0
ITC HLDGS CORP
COM
465685105
1304
34911
SH
SOLE
34911
0
0
ITRON INC
COM
465741106
2615
73590
SH
SOLE
73590
0
0
ITT CORP NEW
COM NEW
450911201
47737
1116397
SH
SOLE
1116397
0
0
ITT EDUCATIONAL SERVICES INC
COM
45068B109
934
32572
SH
SOLE
23672
0
0
IXIA
COM
45071R109
1017
81325
SH
SOLE
59825
0
0
J & J SNACK FOODS CORP
COM
466032109
1448
15084
SH
SOLE
4984
0
0
J2 GLOBAL INC
COM
48123V102
1970
39362
SH
SOLE
29662
0
0
JABIL CIRCUIT INC
COM
466313103
33961
1886719
SH
SOLE
1886719
0
0
JACK IN THE BOX INC
COM
466367109
4255
72195
SH
SOLE
44495
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
10605
167003
SH
SOLE
167003
0
0
JAKKS PAC INC
COM
47012E106
122
16829
SH
SOLE
16829
0
0
JAMBA INC
COM NEW
47023A309
140
11680
SH
SOLE
11680
0
0
JAMES RIVER COAL CO
NOTE 10.000% 6/0
470355AK4
221
1520000
PRN
SOLE
0
0
0
JARDEN CORP
COM
471109108
10400
173827
SH
SOLE
173827
0
0
JDS UNIPHASE CORP
COM PAR $0.001
46612J507
13650
974972
SH
SOLE
974972
0
0
JETBLUE AIRWAYS CORP
COM
477143101
15757
7521410
SH
SOLE
198210
0
0
JETBLUE AIRWAYS CORP
DBCV 6.750%10/1
477143AF8
10581
5800000
PRN
SOLE
0
0
0
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
4670
151145
SH
SOLE
41145
0
0
JOHN HANCOCK HDG EQ & INC FD
COM
47804L102
1490
85102
SH
SOLE
85102
0
0
JOHNSON & JOHNSON
COM
478160104
354291
3606748
SH
SOLE
3360476
0
0
JOHNSON CTLS INC
COM
478366107
52471
1108857
SH
SOLE
1108857
0
0
JONES GROUP INC
COM
48020T101
64891
4334717
SH
SOLE
4334717
0
0
JONES LANG LASALLE INC
COM
48020Q107
1055
8900
SH
SOLE
8900
0
0
JOS A BANK CLOTHIERS INC
COM
480838101
83002
1290848
SH
SOLE
1290848
0
0
JOURNAL COMMUNICATIONS INC
CL A
481130102
356
40186
SH
SOLE
30086
0
0
JOY GLOBAL INC
COM
481165108
2175
37500
SH
SOLE
37500
0
0
JPMORGAN CHASE & CO
COM
46625H100
192469
3170308
SH
SOLE
2971708
0
0
JUNIPER NETWORKS INC
COM
48203R104
12025
466800
SH
SOLE
466800
0
0
K12 INC
COM
48273U102
274
12112
SH
SOLE
7912
0
0
KADANT INC
COM
48282T104
261
7170
SH
SOLE
3470
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
818
11454
SH
SOLE
11454
0
0
KAMAN CORP
COM
483548103
244
5993
SH
SOLE
5993
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
2490
24400
SH
SOLE
24400
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
1193
41356
SH
SOLE
25156
0
0
KAR AUCTION SVCS INC
COM
48238T109
319
10500
SH
SOLE
10500
0
0
KATE SPADE & CO
COM
485865109
2668
71923
SH
SOLE
71923
0
0
KB HOME
COM
48666K109
355
20911
SH
SOLE
20911
0
0
KBR INC
COM
48242W106
18776
703760
SH
SOLE
703760
0
0
KCAP FINL INC
COM
48668E101
327
37800
SH
SOLE
23900
0
0
KELLOGG CO
COM
487836108
9066
144572
SH
SOLE
144572
0
0
KELLY SVCS INC
CL A
488152208
2421
102037
SH
SOLE
58537
0
0
KEMPER CORP DEL
COM
488401100
770
19646
SH
SOLE
17646
0
0
KENNAMETAL INC
COM
489170100
536
12100
SH
SOLE
12100
0
0
KENNEDY-WILSON HLDGS INC
COM
489398107
851
37800
SH
SOLE
24000
0
0
KERYX BIOPHARMACEUTICALS INC
COM
492515101
1651
96879
SH
SOLE
56079
0
0
KEURIG GREEN MTN INC
COM
49271M100
22349
211655
SH
SOLE
211655
0
0
KEY ENERGY SVCS INC
COM
492914106
582
62947
SH
SOLE
62947
0
0
KEYCORP NEW
COM
493267108
137691
9669312
SH
SOLE
8961112
0
0
KEYCORP NEW
PFD 7.75% SR A
493267405
2601
20000
SH
SOLE
20000
0
0
KEYW HLDG CORP
COM
493723100
472
25219
SH
SOLE
17919
0
0
KFORCE INC
COM
493732101
4494
210803
SH
SOLE
59503
0
0
KILROY RLTY CORP
COM
49427F108
1054
18000
SH
SOLE
18000
0
0
KIMBERLY CLARK CORP
COM
494368103
171594
1556412
SH
SOLE
1486212
0
0
KIMCO RLTY CORP
COM
49446R109
7223
330141
SH
SOLE
305941
0
0
KINDER MORGAN ENERGY PARTNER
UT LTD PARTNER
494550106
551
7451
SH
SOLE
7451
0
0
KINDER MORGAN INC DEL
COM
49456B101
2261
69600
SH
SOLE
69600
0
0
KINDRED HEALTHCARE INC
COM
494580103
1796
76675
SH
SOLE
60075
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
266
64200
SH
SOLE
64200
0
0
KIRBY CORP
COM
497266106
2258
22299
SH
SOLE
22299
0
0
KIRKLANDS INC
COM
497498105
844
45627
SH
SOLE
39527
0
0
KITE RLTY GROUP TR
COM
49803T102
510
85068
SH
SOLE
33068
0
0
KLA-TENCOR CORP
COM
482480100
77834
1125750
SH
SOLE
1099850
0
0
KNOWLES CORP
COM
49926D109
27850
882180
SH
SOLE
882180
0
0
KODIAK OIL & GAS CORP
COM
50015Q100
2474
203762
SH
SOLE
68362
0
0
KOHLBERG CAPITAL CORP
NOTE 8.750% 3/1
500233AB7
5086
4375000
PRN
SOLE
0
0
0
KOHLS CORP
COM
500255104
20066
353282
SH
SOLE
322582
0
0
KOPPERS HOLDINGS INC
COM
50060P106
2185
52988
SH
SOLE
28288
0
0
KORN FERRY INTL
COM NEW
500643200
3222
108235
SH
SOLE
54535
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
2626
46801
SH
SOLE
46801
0
0
KRATON PERFORMANCE POLYMERS
COM
50077C106
1942
74300
SH
SOLE
31500
0
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
5870
778543
SH
SOLE
422443
0
0
KRISPY KREME DOUGHNUTS INC
COM
501014104
1022
57625
SH
SOLE
38125
0
0
KROGER CO
COM
501044101
47059
1078105
SH
SOLE
1078105
0
0
KT CORP
SPONSORED ADR
48268K101
4847
348921
SH
SOLE
325121
0
0
KYTHERA BIOPHARMACEUTICALS I
COM
501570105
875
22000
SH
SOLE
14900
0
0
L BRANDS INC
COM
501797104
1030
18146
SH
SOLE
18146
0
0
L-3 COMMUNICATIONS CORP
DEBT 3.000% 8/0
502413AW7
21948
16425000
PRN
SOLE
0
0
0
L-3 COMMUNICATIONS HLDGS INC
COM
502424104
25870
218958
SH
SOLE
206558
0
0
LA Z BOY INC
COM
505336107
2598
95885
SH
SOLE
75185
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
5580
56817
SH
SOLE
56817
0
0
LACLEDE GROUP INC
COM
505597104
3186
67571
SH
SOLE
35193
0
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
396
131145
SH
SOLE
86945
0
0
LAKELAND FINL CORP
COM
511656100
521
12956
SH
SOLE
7956
0
0
LAM RESEARCH CORP
COM
512807108
31971
581299
SH
SOLE
538199
0
0
LAMAR ADVERTISING CO
CL A
512815101
1178
23100
SH
SOLE
23100
0
0
LANCASTER COLONY CORP
COM
513847103
7072
71129
SH
SOLE
43626
0
0
LANDSTAR SYS INC
COM
515098101
5421
91541
SH
SOLE
91541
0
0
LANNET INC
COM
516012101
2129
59602
SH
SOLE
47602
0
0
LAS VEGAS SANDS CORP
COM
517834107
28449
352182
SH
SOLE
330682
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
1317
42079
SH
SOLE
42079
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
11304
1441800
SH
SOLE
762900
0
0
LAUDER ESTEE COS INC
CL A
518439104
9088
135886
SH
SOLE
135886
0
0
LCA-VISION INC
COM PAR $.001
501803308
58
10851
SH
SOLE
10851
0
0
LEAR CORP
COM NEW
521865204
23814
284454
SH
SOLE
284454
0
0
LEE ENTERPRISES INC
COM
523768109
600
134331
SH
SOLE
86631
0
0
LEGG MASON INC
COM
524901105
15770
321568
SH
SOLE
321568
0
0
LEGGETT & PLATT INC
COM
524660107
1235
37836
SH
SOLE
37836
0
0
LEIDOS HLDGS INC
COM
525327102
17832
504170
SH
SOLE
486770
0
0
LENNAR CORP
CL A
526057104
777
19619
SH
SOLE
19619
0
0
LENNOX INTL INC
COM
526107107
13000
143003
SH
SOLE
143003
0
0
LEUCADIA NATL CORP
COM
527288104
16197
578457
SH
SOLE
573857
0
0
LEUCADIA NATL CORP
NOTE 3.750% 4/1
527288AX2
9069
6887000
PRN
SOLE
0
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
8385
214236
SH
SOLE
214236
0
0
LEVEL 3 COMMUNICATIONS INC
NOTE 7.000% 3/1
52729NBP4
6910
4480000
PRN
SOLE
0
0
0
LEVY ACQUISITION CORP
COM
52748T104
21713
2250000
SH
SOLE
2250000
0
0
LEVY ACQUISITION CORP
*W EXP 11/19/201
52748T112
540
1125000
SH
SOLE
1125000
0
0
LEXINGTON REALTY TRUST
COM
529043101
782
71714
SH
SOLE
67414
0
0
LEXMARK INTL NEW
CL A
529771107
40158
867529
SH
SOLE
860429
0
0
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
3800
304000
SH
SOLE
304000
0
0
LIBERATOR MEDICAL HLDGS INC
COM
53012L108
507
129000
SH
SOLE
85800
0
0
LIBERTY INTERACTIVE CORP
INT COM SER A
53071M104
1568
54300
SH
SOLE
54300
0
0
LIBERTY MEDIA CORP DELAWARE
CL A
531229102
15120
115657
SH
SOLE
115657
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
1885
51000
SH
SOLE
51000
0
0
LIFELOCK INC
COM
53224V100
1443
84364
SH
SOLE
50964
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
1153
21136
SH
SOLE
21136
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
1572
23377
SH
SOLE
13877
0
0
LILLY ELI & CO
COM
532457108
130343
2214459
SH
SOLE
2004159
0
0
LIMELIGHT NETWORKS INC
COM
53261M104
99
45300
SH
SOLE
0
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
10639
147744
SH
SOLE
147744
0
0
LINCOLN NATL CORP IND
COM
534187109
16857
332689
SH
SOLE
332689
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
5242
107666
SH
SOLE
107666
0
0
LINKEDIN CORP
COM CL A
53578A108
19037
102935
SH
SOLE
102935
0
0
LIONBRIDGE TECHNOLOGIES INC
COM
536252109
209
31100
SH
SOLE
14100
0
0
LIONS GATE ENTMNT CORP
COM NEW
535919203
380
14198
SH
SOLE
14198
0
0
LITHIA MTRS INC
CL A
536797103
1728
25995
SH
SOLE
19695
0
0
LITTELFUSE INC
COM
537008104
749
8000
SH
SOLE
6500
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
2205
101382
SH
SOLE
59882
0
0
LIVEDEAL INC
COM NEW
538144304
413
60400
SH
SOLE
35600
0
0
LIVEPERSON INC
COM
538146101
308
25497
SH
SOLE
20497
0
0
LKQ CORP
COM
501889208
6356
241215
SH
SOLE
241215
0
0
LMP REAL ESTATE INCOME FD IN
COM
50208C108
390
36105
SH
SOLE
36105
0
0
LOCKHEED MARTIN CORP
COM
539830109
42191
258462
SH
SOLE
258462
0
0
LOEWS CORP
COM
540424108
25075
569244
SH
SOLE
567644
0
0
LOGMEIN INC
COM
54142L109
521
11600
SH
SOLE
7500
0
0
LORAL SPACE & COMMUNICATNS I
COM
543881106
6338
89613
SH
SOLE
49113
0
0
LORILLARD INC
COM
544147101
3901
72136
SH
SOLE
72136
0
0
LOUISIANA PAC CORP
COM
546347105
1303
77219
SH
SOLE
77219
0
0
LOWES COS INC
COM
548661107
37318
763145
SH
SOLE
747045
0
0
LPL FINL HLDGS INC
COM
50212V100
7067
134500
SH
SOLE
134500
0
0
LSI CORPORATION
COM
502161102
184824
16695926
SH
SOLE
16633126
0
0
LTC PPTYS INC
COM
502175102
6554
174173
SH
SOLE
98486
0
0
LULULEMON ATHLETICA INC
COM
550021109
3050
58000
SH
SOLE
58000
0
0
LUMOS NETWORKS CORP
COM
550283105
394
29493
SH
SOLE
23193
0
0
LYDALL INC DEL
COM
550819106
217
9506
SH
SOLE
6806
0
0
LYON WILLIAM HOMES
CL A NEW
552074700
3135
113529
SH
SOLE
113529
0
0
M & T BK CORP
COM
55261F104
36920
304372
SH
SOLE
278672
0
0
M D C HLDGS INC
COM
552676108
411
14545
SH
SOLE
14545
0
0
M/I HOMES INC
NOTE 3.250% 9/1
55292PAA3
3495
2875000
PRN
SOLE
0
0
0
M/I HOMES INC
NOTE 3.000% 3/0
55292PAB1
2896
2700000
PRN
SOLE
0
0
0
M/I HOMES INC
COM
55305B101
588
26217
SH
SOLE
10917
0
0
MACERICH CO
COM
554382101
2518
40400
SH
SOLE
40400
0
0
MACK CALI RLTY CORP
COM
554489104
418
20100
SH
SOLE
20100
0
0
MACQUARIE GLBL INFRA TOTL RE
COM
55608D101
211
8974
SH
SOLE
8974
0
0
MACYS INC
COM
55616P104
86597
1460561
SH
SOLE
1364461
0
0
MADDEN STEVEN LTD
COM
556269108
1115
30986
SH
SOLE
29636
0
0
MADISON CVRED CALL & EQ STR
COM
557437100
1269
153480
SH
SOLE
153480
0
0
MADISON SQUARE GARDEN CO
CL A
55826P100
2512
44248
SH
SOLE
44248
0
0
MAGELLAN HEALTH SVCS INC
COM NEW
559079207
6158
103750
SH
SOLE
88613
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
606
8690
SH
SOLE
8690
0
0
MAGNA INTL INC
COM
559222401
665
6900
SH
SOLE
6900
0
0
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
169
12100
SH
SOLE
12100
0
0
MAGNUM HUNTER RES CORP DEL
COM
55973B102
1464
172227
SH
SOLE
114727
0
0
MANHATTAN ASSOCS INC
COM
562750109
9188
262285
SH
SOLE
103257
0
0
MANITEX INTL INC
COM
563420108
370
22678
SH
SOLE
15178
0
0
MANITOWOC INC
COM
563571108
1371
43587
SH
SOLE
43587
0
0
MANNKIND CORP
COM
56400P201
1797
446899
SH
SOLE
338699
0
0
MANNKIND CORP
NOTE 5.750% 8/1
56400PAC6
4394
4595000
PRN
SOLE
0
0
0
MANPOWERGROUP INC
COM
56418H100
91961
1166569
SH
SOLE
1122869
0
0
MANULIFE FINL CORP
COM
56501R106
960
49700
SH
SOLE
49700
0
0
MARATHON OIL CORP
COM
565849106
94984
2674105
SH
SOLE
2576905
0
0
MARATHON PETE CORP
COM
56585A102
65780
755740
SH
SOLE
689540
0
0
MARCHEX INC
CL B
56624R108
1699
161647
SH
SOLE
141847
0
0
MARINEMAX INC
COM
567908108
228
15000
SH
SOLE
10100
0
0
MARKEL CORP
COM
570535104
2939
4930
SH
SOLE
4930
0
0
MARKETAXESS HLDGS INC
COM
57060D108
1851
31252
SH
SOLE
16452
0
0
MARKWEST ENERGY PARTNERS L P
UNIT LTD PARTN
570759100
478
7314
SH
SOLE
7314
0
0
MARLIN MIDSTREAM PARTNERS LP
COM UTLTD PTN IN
57118V100
183
10437
SH
SOLE
10437
0
0
MARRIOTT VACATIONS WRLDWDE C
COM
57164Y107
2483
44409
SH
SOLE
16709
0
0
MARSH & MCLENNAN COS INC
COM
571748102
10534
213674
SH
SOLE
213674
0
0
MARTEN TRANS LTD
COM
573075108
231
10746
SH
SOLE
7896
0
0
MARTHA STEWART LIVING OMNIME
CL A
573083102
88
19500
SH
SOLE
10800
0
0
MARTIN MIDSTREAM PRTNRS L P
UNIT L P INT
573331105
359
8334
SH
SOLE
8334
0
0
MASCO CORP
COM
574599106
7491
337281
SH
SOLE
337281
0
0
MASTEC INC
NOTE 4.000% 6/1
576323AL3
8952
3250000
PRN
SOLE
0
0
0
MASTEC INC
NOTE 4.250%12/1
576323AM1
14149
5025000
PRN
SOLE
0
0
0
MASTERCARD INC
CL A
57636Q104
147767
1978140
SH
SOLE
1842740
0
0
MATADOR RES CO
COM
576485205
5221
213173
SH
SOLE
82773
0
0
MATERION CORP
COM
576690101
3436
101270
SH
SOLE
51370
0
0
MATRIX SVC CO
COM
576853105
9419
278831
SH
SOLE
124100
0
0
MATTEL INC
COM
577081102
12865
320748
SH
SOLE
320748
0
0
MATTHEWS INTL CORP
CL A
577128101
253
6200
SH
SOLE
6200
0
0
MATTRESS FIRM HLDG CORP
COM
57722W106
521
10900
SH
SOLE
7300
0
0
MATTSON TECHNOLOGY INC
COM
577223100
369
158958
SH
SOLE
102258
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
14238
429900
SH
SOLE
427200
0
0
MAXIMUS INC
COM
577933104
1261
28107
SH
SOLE
24607
0
0
MAXLINEAR INC
CL A
57776J100
187
19700
SH
SOLE
15800
0
0
MAXWELL TECHNOLOGIES INC
COM
577767106
2035
157500
SH
SOLE
22900
0
0
MB FINANCIAL INC NEW
COM
55264U108
3110
100437
SH
SOLE
58237
0
0
MBIA INC
COM
55262C100
172
12319
SH
SOLE
3319
0
0
MCCLATCHY CO
CL A
579489105
254
39490
SH
SOLE
22390
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
14397
200680
SH
SOLE
200680
0
0
MCDERMOTT INTL INC
COM
580037109
2129
272300
SH
SOLE
272300
0
0
MCDONALDS CORP
COM
580135101
26071
265950
SH
SOLE
252950
0
0
MCGRATH RENTCORP
COM
580589109
293
8383
SH
SOLE
4483
0
0
MCGRAW HILL FINL INC
COM
580645109
26639
349140
SH
SOLE
344440
0
0
MCKESSON CORP
COM
58155Q103
228346
1293233
SH
SOLE
1214333
0
0
MDC PARTNERS INC
CL A SUB VTG
552697104
9074
397645
SH
SOLE
202995
0
0
MDU RES GROUP INC
COM
552690109
5251
153045
SH
SOLE
153045
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
6198
74551
SH
SOLE
46251
0
0
MEADWESTVACO CORP
COM
583334107
2893
76850
SH
SOLE
71250
0
0
MEASUREMENT SPECIALTIES INC
COM
583421102
684
10078
SH
SOLE
6378
0
0
MECHEL OAO
SPONSORED ADR
583840103
29
14200
SH
SOLE
14200
0
0
MEDALLION FINL CORP
COM
583928106
172
12995
SH
SOLE
7995
0
0
MEDASSETS INC
COM
584045108
236
9571
SH
SOLE
471
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
1217
95160
SH
SOLE
54560
0
0
MEDICINES CO
COM
584688105
598
21035
SH
SOLE
16135
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
2332
42908
SH
SOLE
40508
0
0
MEDIFAST INC
COM
58470H101
3879
133341
SH
SOLE
30141
0
0
MEDIVATION INC
COM
58501N101
1764
27400
SH
SOLE
27400
0
0
MEDNAX INC
COM
58502B106
765
12344
SH
SOLE
12344
0
0
MEDTRONIC INC
COM
585055106
180351
2930625
SH
SOLE
2696825
0
0
MENS WEARHOUSE INC
COM
587118100
1959
40000
SH
SOLE
20600
0
0
MENTOR GRAPHICS CORP
COM
587200106
7362
334329
SH
SOLE
309329
0
0
MERCER INTL INC
COM
588056101
270
36000
SH
SOLE
36000
0
0
MERCK & CO INC NEW
COM
58933Y105
163854
2886279
SH
SOLE
2568679
0
0
MEREDITH CORP
COM
589433101
773
16650
SH
SOLE
10950
0
0
MERGE HEALTHCARE INC
COM
589499102
114
46546
SH
SOLE
30746
0
0
MERGEWORTHRX CORP
COM
58952R106
6444
797500
SH
SOLE
797500
0
0
MERIDIAN BIOSCIENCE INC
COM
589584101
524
24040
SH
SOLE
14740
0
0
MERIT MED SYS INC
COM
589889104
252
17651
SH
SOLE
16551
0
0
MERITAGE HOMES CORP
COM
59001A102
287
6848
SH
SOLE
5848
0
0
MERITAGE HOMES CORP
NOTE 1.875% 9/1
59001AAR3
3110
2925000
PRN
SOLE
0
0
0
MERITOR INC
COM
59001K100
1340
109403
SH
SOLE
78103
0
0
META FINL GROUP INC
COM
59100U108
245
5454
SH
SOLE
3754
0
0
METHANEX CORP
COM
59151K108
3037
47500
SH
SOLE
47500
0
0
METHODE ELECTRS INC
COM
591520200
8151
265846
SH
SOLE
150646
0
0
METLIFE INC
COM
59156R108
90628
1716448
SH
SOLE
1548348
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
5361
22748
SH
SOLE
22748
0
0
MFA FINL INC
COM
55272X102
250
32317
SH
SOLE
32317
0
0
MFS INVT GRADE MUN TR
SH BEN INT
59318B108
200
22350
SH
SOLE
22350
0
0
MFS MUN INCOME TR
SH BEN INT
552738106
122
18758
SH
SOLE
18758
0
0
MGE ENERGY INC
COM
55277P104
599
15267
SH
SOLE
2817
0
0
MGIC INVT CORP WIS
COM
552848103
5296
621583
SH
SOLE
427283
0
0
MGIC INVT CORP WIS
NOTE 5.000% 5/0
552848AD5
33109
28650000
PRN
SOLE
0
0
0
MGIC INVT CORP WIS
NOTE 2.000% 4/0
552848AE3
71194
50425000
PRN
SOLE
0
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
5988
231567
SH
SOLE
231567
0
0
MGM RESORTS INTERNATIONAL
NOTE 4.250% 4/1
55303QAE0
48483
33250000
PRN
SOLE
0
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1308
27389
SH
SOLE
27389
0
0
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
88573
47620000
PRN
SOLE
0
0
0
MICRON TECHNOLOGY INC
COM
595112103
16025
677290
SH
SOLE
677290
0
0
MICRON TECHNOLOGY INC
NOTE 2.125% 2/1
595112AV5
14348
6400000
PRN
SOLE
0
0
0
MICRON TECHNOLOGY INC
NOTE 2.375% 5/0
595112AW3
100536
39925000
PRN
SOLE
0
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
54313
21829000
PRN
SOLE
0
0
0
MICROS SYS INC
COM
594901100
2152
40665
SH
SOLE
40665
0
0
MICROSOFT CORP
COM
594918104
329474
8037909
SH
SOLE
7393709
0
0
MICROSTRATEGY INC
CL A NEW
594972408
868
7526
SH
SOLE
7526
0
0
MID-AMER APT CMNTYS INC
COM
59522J103
4232
61982
SH
SOLE
61982
0
0
MIDDLEBY CORP
COM
596278101
1996
7556
SH
SOLE
7556
0
0
MILLER ENERGY RES INC
COM
600527105
499
84841
SH
SOLE
57141
0
0
MILLER HERMAN INC
COM
600544100
1453
45215
SH
SOLE
41015
0
0
MIMEDX GROUP INC
COM
602496101
732
119491
SH
SOLE
66491
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
7784
120565
SH
SOLE
72377
0
0
MINES MGMT INC
COM
603432105
21
19104
SH
SOLE
19104
0
0
MISTRAS GROUP INC
COM
60649T107
676
29700
SH
SOLE
10100
0
0
MITCHAM INDS INC
COM
606501104
243
17400
SH
SOLE
5800
0
0
MITEK SYS INC
COM NEW
606710200
264
68103
SH
SOLE
46403
0
0
MKS INSTRUMENT INC
COM
55306N104
10790
360975
SH
SOLE
360975
0
0
MOBILE MINI INC
COM
60740F105
1601
36927
SH
SOLE
25427
0
0
MOBILE TELESYSTEMS OJSC
SPONSORED ADR
607409109
198
11330
SH
SOLE
11330
0
0
MODEL N INC
COM
607525102
259
25600
SH
SOLE
3800
0
0
MODINE MFG CO
COM
607828100
5864
400280
SH
SOLE
171880
0
0
MODUSLINK GLOBAL SOLUTIONS I
COM
60786L107
139
32900
SH
SOLE
16900
0
0
MOHAWK INDS INC
COM
608190104
14768
108602
SH
SOLE
108602
0
0
MOLINA HEALTHCARE INC
NOTE 3.750%10/0
60855RAA8
1239
1000000
PRN
SOLE
0
0
0
MOLSON COORS BREWING CO
CL B
60871R209
1107
18800
SH
SOLE
18800
0
0
MOMENTA PHARMACEUTICALS INC
COM
60877T100
4860
417200
SH
SOLE
197700
0
0
MONARCH CASINO & RESORT INC
COM
609027107
329
17749
SH
SOLE
12549
0
0
MONDELEZ INTL INC
CL A
609207105
28288
818761
SH
SOLE
818761
0
0
MONEYGRAM INTL INC
COM NEW
60935Y208
776
43956
SH
SOLE
42256
0
0
MONMOUTH REAL ESTATE INVT CO
CL A
609720107
143
15035
SH
SOLE
11035
0
0
MONOLITHIC PWR SYS INC
COM
609839105
816
21043
SH
SOLE
13343
0
0
MONOTYPE IMAGING HOLDINGS IN
COM
61022P100
3833
127179
SH
SOLE
33379
0
0
MONRO MUFFLER BRAKE INC
COM
610236101
1326
23314
SH
SOLE
15214
0
0
MONSANTO CO NEW
COM
61166W101
10980
96513
SH
SOLE
96513
0
0
MONSTER BEVERAGE CORP
COM
611740101
22974
330803
SH
SOLE
314203
0
0
MONSTER WORLDWIDE INC
COM
611742107
275
36700
SH
SOLE
22400
0
0
MOODYS CORP
COM
615369105
18300
230713
SH
SOLE
230713
0
0
MOOG INC
CL A
615394202
1131
17268
SH
SOLE
11268
0
0
MORGAN STANLEY
COM NEW
617446448
18242
585257
SH
SOLE
585257
0
0
MORGAN STANLEY EMER MKTS FD
COM
61744G107
385
25268
SH
SOLE
25268
0
0
MORGAN STANLEY TRUSTS
INCOME SECS INC
61745P874
1676
95528
SH
SOLE
95528
0
0
MORGANS HOTEL GROUP CO
COM
61748W108
1023
127259
SH
SOLE
127259
0
0
MOSAIC CO NEW
COM
61945C103
2825
56500
SH
SOLE
56500
0
0
MOTORCAR PTS AMER INC
COM
620071100
765
28797
SH
SOLE
20697
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
5821
90544
SH
SOLE
90544
0
0
MOVADO GROUP INC
COM
624580106
3527
77438
SH
SOLE
26138
0
0
MOVE INC
COM NEW
62458M207
2824
244300
SH
SOLE
60975
0
0
MRC GLOBAL INC
COM
55345K103
7937
294405
SH
SOLE
294405
0
0
MSA SAFETY INC
COM
553498106
984
17261
SH
SOLE
4061
0
0
MSC INDL DIRECT INC
CL A
553530106
1050
12135
SH
SOLE
12135
0
0
MSCI INC
COM
55354G100
688
16000
SH
SOLE
16000
0
0
MTR GAMING GROUP INC
COM
553769100
1182
230367
SH
SOLE
230367
0
0
MTS SYS CORP
COM
553777103
661
9653
SH
SOLE
5853
0
0
MUELLER INDS INC
COM
624756102
3667
122271
SH
SOLE
98595
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
3238
340856
SH
SOLE
127756
0
0
MULTI COLOR CORP
COM
625383104
338
9644
SH
SOLE
6744
0
0
MULTIMEDIA GAMES HLDG CO INC
COM
625453105
4012
138161
SH
SOLE
55161
0
0
MURPHY OIL CORP
COM
626717102
34785
553370
SH
SOLE
553370
0
0
MURPHY USA INC
COM
626755102
37004
911647
SH
SOLE
911647
0
0
MWI VETERINARY SUPPLY INC
COM
55402X105
2903
18655
SH
SOLE
10855
0
0
MYERS INDS INC
COM
628464109
937
47026
SH
SOLE
40226
0
0
MYLAN INC
COM
628530107
6985
143045
SH
SOLE
143045
0
0
MYR GROUP INC DEL
COM
55405W104
7103
280522
SH
SOLE
112222
0
0
MYRIAD GENETICS INC
COM
62855J104
47379
1385766
SH
SOLE
1385766
0
0
NACCO INDS INC
CL A
629579103
3277
60453
SH
SOLE
36915
0
0
NANOMETRICS INC
COM
630077105
223
12425
SH
SOLE
8925
0
0
NANOSPHERE INC
COM
63009F105
65
30170
SH
SOLE
1970
0
0
NANOVIRICIDES INC
COM NEW
630087203
263
82100
SH
SOLE
57800
0
0
NASDAQ OMX GROUP INC
COM
631103108
6045
163643
SH
SOLE
163643
0
0
NATIONAL CINEMEDIA INC
COM
635309107
230
15300
SH
SOLE
4400
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
2507
35800
SH
SOLE
35800
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
1491
24655
SH
SOLE
11980
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
5637
72396
SH
SOLE
72396
0
0
NATIONAL PENN BANCSHARES INC
COM
637138108
2883
275880
SH
SOLE
81780
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
1608
46847
SH
SOLE
46847
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
3596
110774
SH
SOLE
110774
0
0
NATURAL GAS SERVICES GROUP
COM
63886Q109
312
10365
SH
SOLE
6865
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
708
16219
SH
SOLE
11019
0
0
NATUS MEDICAL INC DEL
COM
639050103
1205
46700
SH
SOLE
39700
0
0
NAUTILUS INC
COM
63910B102
1074
111568
SH
SOLE
57668
0
0
NAVIDEA BIOPHARMACEUTICALS I
COM
63937X103
125
67700
SH
SOLE
46100
0
0
NAVIGANT CONSULTING INC
COM
63935N107
6666
357258
SH
SOLE
199258
0
0
NAVISTAR INTL CORP NEW
NOTE 3.000%10/1
63934EAL2
612
600000
PRN
SOLE
0
0
0
NBT BANCORP INC
COM
628778102
6929
283267
SH
SOLE
129567
0
0
NCI BUILDING SYS INC
COM NEW
628852204
694
39736
SH
SOLE
25036
0
0
NCR CORP NEW
COM
62886E108
13370
365798
SH
SOLE
365798
0
0
NEENAH PAPER INC
COM
640079109
549
10608
SH
SOLE
4508
0
0
NEKTAR THERAPEUTICS
COM
640268108
3217
265400
SH
SOLE
93900
0
0
NELNET INC
CL A
64031N108
13463
329179
SH
SOLE
167433
0
0
NEOGEN CORP
COM
640491106
645
14350
SH
SOLE
11950
0
0
NEOSTEM INC
COM PAR $.001
640650404
274
38800
SH
SOLE
38800
0
0
NETAPP INC
COM
64110D104
15610
423042
SH
SOLE
423042
0
0
NETFLIX INC
COM
64110L106
29361
83406
SH
SOLE
83406
0
0
NETLIST INC
COM
64118P109
37
19500
SH
SOLE
13900
0
0
NETSCOUT SYS INC
COM
64115T104
3038
80831
SH
SOLE
40931
0
0
NETSOL TECHNOLOGIES INC
COM PAR $.001
64115A402
138
30000
SH
SOLE
14600
0
0
NETSUITE INC
COM
64118Q107
1864
19656
SH
SOLE
19656
0
0
NEURALSTEM INC
COM
64127R302
745
177900
SH
SOLE
113800
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
7325
454964
SH
SOLE
229764
0
0
NEUSTAR INC
CL A
64126X201
2500
76908
SH
SOLE
76908
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
129
13176
SH
SOLE
13176
0
0
NEW JERSEY RES
COM
646025106
783
15721
SH
SOLE
15721
0
0
NEW MEDIA INVT GROUP INC
COM
64704V106
3826
254740
SH
SOLE
254740
0
0
NEW MTN FIN CORP
COM
647551100
3599
247380
SH
SOLE
103980
0
0
NEW RESIDENTIAL INVT CORP
COM
64828T102
18358
2837465
SH
SOLE
2764965
0
0
NEW YORK & CO INC
COM
649295102
118
26800
SH
SOLE
17200
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
6079
378278
SH
SOLE
378278
0
0
NEW YORK TIMES CO
CL A
650111107
2366
138212
SH
SOLE
98812
0
0
NEWCASTLE INVT CORP
COM
65105M108
14848
3159165
SH
SOLE
3159165
0
0
NEWELL RUBBERMAID INC
COM
651229106
15290
511373
SH
SOLE
511373
0
0
NEWFIELD EXPL CO
COM
651290108
4941
157553
SH
SOLE
157553
0
0
NEWLINK GENETICS CORP
COM
651511107
1111
39109
SH
SOLE
22609
0
0
NEWMARKET CORP
COM
651587107
1830
4682
SH
SOLE
4682
0
0
NEWMONT MINING CORP
COM
651639106
6458
275523
SH
SOLE
251823
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
7983
697235
SH
SOLE
412035
0
0
NEWS CORP NEW
CL A
65249B109
29285
1700617
SH
SOLE
1700617
0
0
NEXSTAR BROADCASTING GROUP I
CL A
65336K103
1261
33602
SH
SOLE
22402
0
0
NEXTERA ENERGY INC
COM
65339F101
12245
128061
SH
SOLE
128061
0
0
NEXTERA ENERGY INC
UNIT 99/99/9999
65339F861
34826
641200
SH
SOLE
641200
0
0
NEXTERA ENERGY INC
UNIT 09/01/2015
65339F887
10421
169675
SH
SOLE
169675
0
0
NIC INC
COM
62914B100
1525
78974
SH
SOLE
59774
0
0
NICHOLAS FINANCIAL INC
COM NEW
65373J209
16703
1061882
SH
SOLE
1061882
0
0
NIKE INC
CL B
654106103
8324
112706
SH
SOLE
112706
0
0
NISOURCE INC
COM
65473P105
4230
119052
SH
SOLE
119052
0
0
NN INC
COM
629337106
463
23490
SH
SOLE
16090
0
0
NOBLE ENERGY INC
COM
655044105
12030
169338
SH
SOLE
169338
0
0
NORANDA ALUM HLDG CORP
COM
65542W107
320
77900
SH
SOLE
77900
0
0
NORDION INC
COM
65563C105
34631
3006180
SH
SOLE
3006180
0
0
NORDSON CORP
COM
655663102
726
10300
SH
SOLE
10300
0
0
NORDSTROM INC
COM
655664100
1118
17900
SH
SOLE
17900
0
0
NORFOLK SOUTHERN CORP
COM
655844108
15913
163761
SH
SOLE
155261
0
0
NORTH VALLEY BANCORP
COM NEW
66304M204
879
36356
SH
SOLE
36356
0
0
NORTHEAST UTILS
COM
664397106
1222
26858
SH
SOLE
26858
0
0
NORTHERN TR CORP
COM
665859104
3309
50474
SH
SOLE
50474
0
0
NORTHFIELD BANCORP INC DEL
COM
66611T108
261
20300
SH
SOLE
5300
0
0
NORTHGATE MINERALS CORP
NOTE 3.500%10/0
666416AB8
3470
3345000
PRN
SOLE
0
0
0
NORTHROP GRUMMAN CORP
COM
666807102
212722
1724118
SH
SOLE
1698018
0
0
NORTHSTAR RLTY FIN CORP
COM
66704R100
3133
194142
SH
SOLE
117742
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
725
49629
SH
SOLE
8400
0
0
NORTHWEST NAT GAS CO
COM
667655104
485
11022
SH
SOLE
11022
0
0
NORTHWESTERN CORP
COM NEW
668074305
4869
102648
SH
SOLE
86384
0
0
NOVAVAX INC
COM
670002104
984
217205
SH
SOLE
129705
0
0
NOVELLUS SYS INC
NOTE 2.625% 5/1
670008AD3
51356
30000000
PRN
SOLE
0
0
0
NPS PHARMACEUTICALS INC
COM
62936P103
8307
277551
SH
SOLE
164251
0
0
NRG ENERGY INC
COM NEW
629377508
340
10700
SH
SOLE
10700
0
0
NTS INC NEV
COM
62943B105
4901
2539268
SH
SOLE
2539268
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
31988
386097
SH
SOLE
386097
0
0
NUANCE COMMUNICATIONS INC
NOTE 2.750%11/0
67020YAF7
1410
1400000
PRN
SOLE
0
0
0
NUCOR CORP
COM
670346105
2830
55990
SH
SOLE
55990
0
0
NUSTAR ENERGY LP
UNIT COM
67058H102
315
5726
SH
SOLE
5726
0
0
NUTRI SYS INC NEW
COM
67069D108
2618
173706
SH
SOLE
63606
0
0
NUVASIVE INC
COM
670704105
2469
64285
SH
SOLE
29585
0
0
NUVEEN AMT-FREE MUN INCOME F
COM
670657105
2117
163621
SH
SOLE
163621
0
0
NUVEEN ARIZ PREM INCOME MUN
COM
67061W104
353
27574
SH
SOLE
27574
0
0
NUVEEN BUILD AMER BD FD
COM
67074C103
1256
63993
SH
SOLE
63993
0
0
NUVEEN CA DIV ADV MUNI FD 3
COM SH BEN INT
67070Y109
760
62221
SH
SOLE
62221
0
0
NUVEEN CA DIV ADVANTG MUN FD
COM
67069X104
401
29354
SH
SOLE
29354
0
0
NUVEEN CA DIVIDEND ADV MUN F
COM
67066Y105
289
20842
SH
SOLE
20842
0
0
NUVEEN CAL AMT-FREE MUN INC
COM
670651108
1401
105310
SH
SOLE
105310
0
0
NUVEEN CONN PREM INCOME MUN
COM
67060D107
652
53610
SH
SOLE
53610
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
530
55751
SH
SOLE
55751
0
0
NUVEEN DIV ADV MUNI FD 3
COM SH BEN INT
67070X101
1983
151388
SH
SOLE
151388
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
610
52095
SH
SOLE
52095
0
0
NUVEEN DIVID ADVANTAGE MUN F
COM
67066V101
1459
108957
SH
SOLE
108957
0
0
NUVEEN DIVID ADVANTAGE MUN I
COM
67071L106
1521
114116
SH
SOLE
114116
0
0
NUVEEN EQUITY PREM ADV FD
COM
6706ET107
289
22775
SH
SOLE
22775
0
0
NUVEEN EQUITY PREM INCOME FD
COM
6706ER101
170
13487
SH
SOLE
13487
0
0
NUVEEN INTER DURATION MN TMF
COM
670671106
1248
104325
SH
SOLE
104325
0
0
NUVEEN INVT QUALITY MUN FD I
COM
67062E103
508
35990
SH
SOLE
35990
0
0
NUVEEN MD PREM INCOME MUN FD
COM
67061Q107
1180
95240
SH
SOLE
95240
0
0
NUVEEN MUN ADVANTAGE FD INC
COM
67062H106
1837
141542
SH
SOLE
141542
0
0
NUVEEN MUN MKT OPPORTUNITY F
COM
67062W103
1622
127083
SH
SOLE
127083
0
0
NUVEEN MUN OPPORTUNITY FD IN
COM
670984103
1608
116844
SH
SOLE
116844
0
0
NUVEEN N C PREM INCOME MUN F
COM
67060P100
797
62950
SH
SOLE
62950
0
0
NUVEEN NJ INVT QUALITY MUN F
COM
670971100
666
50188
SH
SOLE
50188
0
0
NUVEEN NJ PREM INCOME MUN FD
COM
67101N106
351
25654
SH
SOLE
25654
0
0
NUVEEN NY AMT-FREE MUN INCOM
COM
670656107
1221
95590
SH
SOLE
95590
0
0
NUVEEN NY DIVID ADVNTG MUN F
COM
67066X107
235
17636
SH
SOLE
17636
0
0
NUVEEN NY PERFORM PLUS MUN F
COM
67062R104
233
16681
SH
SOLE
16681
0
0
NUVEEN PA INVT QUALITY MUN F
COM
670972108
1057
79278
SH
SOLE
79278
0
0
NUVEEN PERFORMANCE PLUS MUN
COM
67062P108
1141
78840
SH
SOLE
78840
0
0
NUVEEN PFD & INCOME TERM FD
COM
67075A106
349
15318
SH
SOLE
15318
0
0
NUVEEN PFD INCOME OPPRTNY FD
COM
67073B106
1739
187194
SH
SOLE
187194
0
0
NUVEEN PREM INCOME MUN FD
COM
67062T100
1700
129635
SH
SOLE
129635
0
0
NUVEEN PREM INCOME MUN FD 2
COM
67063W102
2629
196346
SH
SOLE
196346
0
0
NUVEEN PREM INCOME MUN FD 4
COM
6706K4105
513
41377
SH
SOLE
41377
0
0
NUVEEN PREMIER MUN INCOME FD
COM
670988104
516
39299
SH
SOLE
39299
0
0
NUVEEN QUALITY INCOME MUN FD
COM
670977107
2484
186888
SH
SOLE
186888
0
0
NUVEEN QUALITY MUN FD INC
COM
67062N103
1330
104210
SH
SOLE
104210
0
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
950
113462
SH
SOLE
113462
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67071S101
2377
295301
SH
SOLE
295301
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67072C105
5406
622812
SH
SOLE
622812
0
0
NUVEEN SELECT QUALITY MUN FD
COM
670973106
1158
87499
SH
SOLE
87499
0
0
NUVEEN TAX ADVANTAGED DIV GR
COM
67073G105
301
19693
SH
SOLE
19693
0
0
NUVEEN VA PREM INCOME MUN FD
COM
67064R102
491
38607
SH
SOLE
38607
0
0
NVIDIA CORP
COM
67066G104
96142
5368050
SH
SOLE
5014350
0
0
NVR INC
COM
62944T105
3212
2800
SH
SOLE
2800
0
0
NXSTAGE MEDICAL INC
COM
67072V103
363
28500
SH
SOLE
9300
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
38414
258873
SH
SOLE
258873
0
0
OASIS PETE INC NEW
COM
674215108
1985
47574
SH
SOLE
47574
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
80689
846772
SH
SOLE
778472
0
0
OCEANEERING INTL INC
COM
675232102
36969
514454
SH
SOLE
487254
0
0
OCLARO INC
COM NEW
67555N206
178
57500
SH
SOLE
31800
0
0
OCWEN FINL CORP
COM NEW
675746309
1004
25630
SH
SOLE
25630
0
0
ODYSSEY MARINE EXPLORATION I
COM
676118102
115
50200
SH
SOLE
26100
0
0
OFFICE DEPOT INC
COM
676220106
744
180065
SH
SOLE
180065
0
0
OFG BANCORP
COM
67103X102
674
39221
SH
SOLE
39221
0
0
OGE ENERGY CORP
COM
670837103
16334
444331
SH
SOLE
444331
0
0
OHR PHARMACEUTICAL INC
COM NEW
67778H200
178
13100
SH
SOLE
7600
0
0
OIL STS INTL INC
COM
678026105
12815
129971
SH
SOLE
129971
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
10275
181081
SH
SOLE
181081
0
0
OLD NATL BANCORP IND
COM
680033107
581
38980
SH
SOLE
380
0
0
OLD REP INTL CORP
COM
680223104
5786
352787
SH
SOLE
352787
0
0
OLIN CORP
COM PAR $1
680665205
1893
68580
SH
SOLE
68580
0
0
OM GROUP INC
COM
670872100
3441
103587
SH
SOLE
63987
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
2281
68063
SH
SOLE
68063
0
0
OMEGA PROTEIN CORP
COM
68210P107
286
23734
SH
SOLE
15034
0
0
OMEROS CORP
COM
682143102
415
34400
SH
SOLE
22700
0
0
OMNICARE INC
COM
681904108
30205
506197
SH
SOLE
506197
0
0
OMNICARE INC
NOTE 3.500% 2/1
681904AQ1
3305
3260000
PRN
SOLE
0
0
0
OMNICELL INC
COM
68213N109
1039
36288
SH
SOLE
19988
0
0
OMNICOM GROUP INC
COM
681919106
194160
2674374
SH
SOLE
2674374
0
0
OMNIVISION TECHNOLOGIES INC
COM
682128103
3712
209700
SH
SOLE
106500
0
0
ON ASSIGNMENT INC
COM
682159108
1232
31926
SH
SOLE
19226
0
0
ON SEMICONDUCTOR CORP
COM
682189105
18207
1936931
SH
SOLE
1936931
0
0
ONE GAS INC
COM
68235P108
27776
773067
SH
SOLE
773067
0
0
ONEOK INC NEW
COM
682680103
27209
459228
SH
SOLE
459228
0
0
ONEOK PARTNERS LP
UNIT LTD PARTN
68268N103
325
6078
SH
SOLE
6078
0
0
OPEN TEXT CORP
COM
683715106
647
13566
SH
SOLE
13566
0
0
OPENTABLE INC
COM
68372A104
885
11500
SH
SOLE
6700
0
0
OPKO HEALTH INC
COM
68375N103
885
94929
SH
SOLE
94929
0
0
ORACLE CORP
COM
68389X105
64950
1587625
SH
SOLE
1461225
0
0
ORASURE TECHNOLOGIES INC
COM
68554V108
308
38600
SH
SOLE
31400
0
0
ORBCOMM INC
COM
68555P100
224
32700
SH
SOLE
20000
0
0
ORBITAL SCIENCES CORP
COM
685564106
4012
143803
SH
SOLE
97803
0
0
ORBITZ WORLDWIDE INC
COM
68557K109
5211
664613
SH
SOLE
197979
0
0
ORGANOVO HLDGS INC
COM
68620A104
613
80200
SH
SOLE
40200
0
0
ORION ENERGY SYSTEMS INC
COM
686275108
331
45600
SH
SOLE
30200
0
0
ORITANI FINL CORP DEL
COM
68633D103
1432
90560
SH
SOLE
16560
0
0
OSHKOSH CORP
COM
688239201
24435
415073
SH
SOLE
415073
0
0
OSI SYSTEMS INC
COM
671044105
350
5855
SH
SOLE
2555
0
0
OSIRIS THERAPEUTICS INC NEW
COM
68827R108
294
22372
SH
SOLE
15072
0
0
OTTER TAIL CORP
COM
689648103
5049
163966
SH
SOLE
86766
0
0
OVERSTOCK COM INC DEL
COM
690370101
3851
195481
SH
SOLE
64781
0
0
OWENS & MINOR INC NEW
COM
690732102
3740
106773
SH
SOLE
106773
0
0
OWENS CORNING NEW
COM
690742101
866
20065
SH
SOLE
20065
0
0
OWENS ILL INC
COM NEW
690768403
59422
1756503
SH
SOLE
1649803
0
0
OXFORD INDS INC
COM
691497309
438
5600
SH
SOLE
4300
0
0
P C CONNECTION
COM
69318J100
269
13233
SH
SOLE
8833
0
0
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
10230
259839
SH
SOLE
211439
0
0
PACCAR INC
COM
693718108
7690
114020
SH
SOLE
114020
0
0
PACER INTL INC TENN
COM
69373H106
13850
1545704
SH
SOLE
1545704
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
496
92794
SH
SOLE
62594
0
0
PACIFIC ETHANOL INC
COM PAR $.001
69423U305
198
12700
SH
SOLE
900
0
0
PACIFIC SUNWEAR CALIF INC
COM
694873100
284
95697
SH
SOLE
63297
0
0
PACIRA PHARMACEUTICALS INC
COM
695127100
1183
16901
SH
SOLE
11301
0
0
PACKAGING CORP AMER
COM
695156109
23793
338113
SH
SOLE
338113
0
0
PACWEST BANCORP DEL
COM
695263103
1570
36503
SH
SOLE
22103
0
0
PAIN THERAPEUTICS INC
COM
69562K100
226
41100
SH
SOLE
26100
0
0
PALL CORP
COM
696429307
8697
97204
SH
SOLE
97204
0
0
PALO ALTO NETWORKS INC
COM
697435105
1221
17800
SH
SOLE
17800
0
0
PANDORA MEDIA INC
COM
698354107
38905
1283161
SH
SOLE
1283161
0
0
PANERA BREAD CO
CL A
69840W108
5025
28474
SH
SOLE
28474
0
0
PAPA JOHNS INTL INC
COM
698813102
2826
54224
SH
SOLE
40924
0
0
PARK CITY GROUP INC
COM NEW
700215304
100
11000
SH
SOLE
6900
0
0
PARK OHIO HLDGS CORP
COM
700666100
637
11350
SH
SOLE
7550
0
0
PARKER DRILLING CO
COM
701081101
4725
666421
SH
SOLE
305121
0
0
PARKER HANNIFIN CORP
COM
701094104
41372
345603
SH
SOLE
338803
0
0
PARKERVISION INC
COM
701354102
775
161390
SH
SOLE
93790
0
0
PARKWAY PPTYS INC
COM
70159Q104
252
13786
SH
SOLE
13786
0
0
PATRICK INDS INC
COM
703343103
1238
27928
SH
SOLE
21028
0
0
PATTERSON COMPANIES INC
COM
703395103
12149
290933
SH
SOLE
290933
0
0
PATTERSON UTI ENERGY INC
COM
703481101
32106
1013448
SH
SOLE
1013448
0
0
PAYCHEX INC
COM
704326107
6475
151998
SH
SOLE
151998
0
0
PDC ENERGY INC
COM
69327R101
882
14169
SH
SOLE
12569
0
0
PDF SOLUTIONS INC
COM
693282105
661
36400
SH
SOLE
29200
0
0
PDL BIOPHARMA INC
COM
69329Y104
12805
1540860
SH
SOLE
1478460
0
0
PDL BIOPHARMA INC
NOTE 4.000% 2/0
69329YAF1
8460
8000000
PRN
SOLE
0
0
0
PEABODY ENERGY CORP
COM
704549104
4005
245100
SH
SOLE
245100
0
0
PEBBLEBROOK HOTEL TR
COM
70509V100
453
13400
SH
SOLE
13400
0
0
PEGASYSTEMS INC
COM
705573103
1848
52323
SH
SOLE
36323
0
0
PENDRELL CORP
COM
70686R104
311
169756
SH
SOLE
112656
0
0
PENN NATL GAMING INC
COM
707569109
17840
1448047
SH
SOLE
1448047
0
0
PENN VA CORP
COM
707882106
1359
77713
SH
SOLE
52213
0
0
PENN WEST PETE LTD NEW
COM
707887105
150
17900
SH
SOLE
17900
0
0
PENNANTPARK INVT CORP
COM
708062104
2846
257600
SH
SOLE
83500
0
0
PENNSYLVANIA RL ESTATE INVT
SH BEN INT
709102107
2557
141638
SH
SOLE
137538
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
5578
375116
SH
SOLE
375116
0
0
PEPCO HOLDINGS INC
COM
713291102
489
23900
SH
SOLE
23900
0
0
PEPSICO INC
COM
713448108
116946
1400549
SH
SOLE
1316649
0
0
PERCEPTRON INC
COM
71361F100
180
14800
SH
SOLE
9500
0
0
PEREGRINE PHARMACEUTICALS IN
COM NEW
713661304
534
281291
SH
SOLE
190991
0
0
PERFICIENT INC
COM
71375U101
811
44746
SH
SOLE
36346
0
0
PERFORMANT FINL CORP
COM
71377E105
1437
158800
SH
SOLE
15200
0
0
PERKINELMER INC
COM
714046109
1933
42893
SH
SOLE
42893
0
0
PETMED EXPRESS INC
COM
716382106
3451
257329
SH
SOLE
42529
0
0
PETROCHINA CO LTD
SPONSORED ADR
71646E100
9665
89076
SH
SOLE
89076
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
6007
433067
SH
SOLE
384467
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
3401
258600
SH
SOLE
258600
0
0
PETROLEUM & RES CORP
COM
716549100
4417
158203
SH
SOLE
158203
0
0
PETSMART INC
COM
716768106
33217
482174
SH
SOLE
482174
0
0
PFIZER INC
COM
717081103
303484
9448441
SH
SOLE
8653778
0
0
PG&E CORP
COM
69331C108
19412
449357
SH
SOLE
418057
0
0
PGT INC
COM
69336V101
5107
443731
SH
SOLE
135162
0
0
PHARMACYCLICS INC
COM
716933106
7934
79163
SH
SOLE
79163
0
0
PHARMERICA CORP
COM
71714F104
11441
408885
SH
SOLE
214585
0
0
PHH CORP
NOTE 6.000% 6/1
693320AQ6
93532
43227000
PRN
SOLE
0
0
0
PHILIP MORRIS INTL INC
COM
718172109
15559
190043
SH
SOLE
181043
0
0
PHILLIPS 66
COM
718546104
147537
1914576
SH
SOLE
1781476
0
0
PHOENIX COS INC NEW
COM NEW
71902E604
220
4257
SH
SOLE
2757
0
0
PHOTRONICS INC
COM
719405102
738
86564
SH
SOLE
36464
0
0
PHOTRONICS INC
NOTE 5.500%10/0
719405AF9
12742
7250000
PRN
SOLE
0
0
0
PICO HLDGS INC
COM NEW
693366205
325
12500
SH
SOLE
2600
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
827
48200
SH
SOLE
48200
0
0
PIER 1 IMPORTS INC
COM
720279108
10539
558228
SH
SOLE
550928
0
0
PIKE CORP
COM
721283109
3148
292600
SH
SOLE
97311
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
8478
405243
SH
SOLE
183443
0
0
PINNACLE ENTMT INC
COM
723456109
1348
56890
SH
SOLE
35590
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
4449
118681
SH
SOLE
54581
0
0
PINNACLE WEST CAP CORP
COM
723484101
33114
605811
SH
SOLE
577211
0
0
PIONEER ENERGY SVCS CORP
COM
723664108
4605
355600
SH
SOLE
144300
0
0
PIONEER NAT RES CO
COM
723787107
5222
27904
SH
SOLE
27904
0
0
PIPER JAFFRAY COS
COM
724078100
6387
139448
SH
SOLE
58948
0
0
PITNEY BOWES INC
COM
724479100
5724
220239
SH
SOLE
220239
0
0
PIXELWORKS INC
COM NEW
72581M305
472
85200
SH
SOLE
50100
0
0
PLAINS ALL AMERN PIPELINE L
UNIT LTD PARTN
726503105
444
8056
SH
SOLE
8056
0
0
PLANTRONICS INC NEW
COM
727493108
5505
123858
SH
SOLE
123858
0
0
PLEXUS CORP
COM
729132100
1290
32193
SH
SOLE
25393
0
0
PLUG POWER INC
COM NEW
72919P202
1393
196200
SH
SOLE
116800
0
0
PLUM CREEK TIMBER CO INC
COM
729251108
3309
78700
SH
SOLE
78700
0
0
PMC-SIERRA INC
COM
69344F106
3447
452906
SH
SOLE
452906
0
0
PNC FINL SVCS GROUP INC
COM
693475105
94898
1090781
SH
SOLE
1045181
0
0
PNM RES INC
COM
69349H107
8271
305979
SH
SOLE
257579
0
0
POLARIS INDS INC
COM
731068102
6747
48294
SH
SOLE
48294
0
0
POLYCOM INC
COM
73172K104
36727
2676900
SH
SOLE
2676900
0
0
POLYONE CORP
COM
73179P106
2122
57886
SH
SOLE
57886
0
0
POLYPORE INTL INC
COM
73179V103
349
10200
SH
SOLE
10200
0
0
POPEYES LA KITCHEN INC
COM
732872106
2791
68673
SH
SOLE
18173
0
0
POPULAR INC
COM NEW
733174700
5677
183188
SH
SOLE
183188
0
0
PORTFOLIO RECOVERY ASSOCS IN
COM
73640Q105
748
12936
SH
SOLE
6536
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
1610
49787
SH
SOLE
49787
0
0
POSCO
SPONSORED ADR
693483109
2126
30633
SH
SOLE
30633
0
0
POST PPTYS INC
COM
737464107
1459
29712
SH
SOLE
29712
0
0
POTASH CORP SASK INC
COM
73755L107
446
12300
SH
SOLE
12300
0
0
POTLATCH CORP NEW
COM
737630103
5849
151179
SH
SOLE
94253
0
0
POWER INTEGRATIONS INC
COM
739276103
1507
22904
SH
SOLE
15504
0
0
POWERSECURE INTL INC
COM
73936N105
4499
191923
SH
SOLE
57623
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
1438
16400
SH
SOLE
16400
0
0
POZEN INC
COM
73941U102
166
20700
SH
SOLE
12100
0
0
PPG INDS INC
COM
693506107
114752
593155
SH
SOLE
573757
0
0
PPL CORP
COM
69351T106
5094
153712
SH
SOLE
153712
0
0
PPL CORP
UNIT 99/99/9999S
69351T114
14636
267375
SH
SOLE
267375
0
0
PRAXAIR INC
COM
74005P104
1780
13589
SH
SOLE
13589
0
0
PRECISION CASTPARTS CORP
COM
740189105
4464
17663
SH
SOLE
17663
0
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
284
10952
SH
SOLE
9952
0
0
PREMIERE GLOBAL SVCS INC
COM
740585104
2507
207910
SH
SOLE
77610
0
0
PRESTIGE BRANDS HLDGS INC
COM
74112D101
1737
63751
SH
SOLE
19351
0
0
PRICELINE COM INC
COM NEW
741503403
67293
56459
SH
SOLE
53559
0
0
PRICESMART INC
COM
741511109
1061
10517
SH
SOLE
8317
0
0
PRIMERICA INC
COM
74164M108
3424
72687
SH
SOLE
25587
0
0
PRIMORIS SVCS CORP
COM
74164F103
2025
67539
SH
SOLE
17339
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
4663
101394
SH
SOLE
101394
0
0
PRIVATEBANCORP INC
COM
742962103
1760
57681
SH
SOLE
37081
0
0
PROASSURANCE CORP
COM
74267C106
3779
84866
SH
SOLE
84866
0
0
PROCTER & GAMBLE CO
COM
742718109
173929
2157934
SH
SOLE
1968034
0
0
PROGENICS PHARMACEUTICALS IN
COM
743187106
248
60700
SH
SOLE
41400
0
0
PROGRESS SOFTWARE CORP
COM
743312100
353
16206
SH
SOLE
16206
0
0
PROGRESSIVE CORP OHIO
COM
743315103
2123
87657
SH
SOLE
87657
0
0
PROLOGIS INC
COM
74340W103
20352
498463
SH
SOLE
460382
0
0
PROOFPOINT INC
COM
743424103
1787
48206
SH
SOLE
23806
0
0
PROS HOLDINGS INC
COM
74346Y103
1676
53200
SH
SOLE
17500
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
2151
199200
SH
SOLE
34200
0
0
PROSPERITY BANCSHARES INC
COM
743606105
4039
61053
SH
SOLE
53653
0
0
PROTECTIVE LIFE CORP
COM
743674103
26267
499462
SH
SOLE
499462
0
0
PROTO LABS INC
COM
743713109
2008
29668
SH
SOLE
19768
0
0
PROVIDENCE SVC CORP
COM
743815102
4429
156619
SH
SOLE
33027
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
5854
318647
SH
SOLE
153058
0
0
PRUDENTIAL FINL INC
COM
744320102
53091
627187
SH
SOLE
583687
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
3845
45980
SH
SOLE
23749
0
0
PSIVIDA CORP
COM
74440J101
159
38700
SH
SOLE
26700
0
0
PTC INC
COM
69370C100
3123
88148
SH
SOLE
88148
0
0
PUBLIC STORAGE
COM
74460D109
27630
163985
SH
SOLE
151485
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
35051
919000
SH
SOLE
919000
0
0
PULTE GROUP INC
COM
745867101
44178
2302145
SH
SOLE
2302145
0
0
PUMA BIOTECHNOLOGY INC
COM
74587V107
3894
37389
SH
SOLE
9689
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
674
80576
SH
SOLE
80576
0
0
PUTNAM MANAGED MUN INCOM TR
COM
746823103
509
73082
SH
SOLE
73082
0
0
PUTNAM MUN OPPORTUNITIES TR
SH BEN INT
746922103
1317
115861
SH
SOLE
115861
0
0
PVH CORP
COM
693656100
4465
35783
SH
SOLE
35783
0
0
PZENA INVESTMENT MGMT INC
CLASS A
74731Q103
248
21100
SH
SOLE
13600
0
0
QEP MIDSTREAM PARTNERS LP
COM UNIT RP LTD
74735R115
224
9585
SH
SOLE
9585
0
0
QLOGIC CORP
COM
747277101
5031
394579
SH
SOLE
323379
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
257
10948
SH
SOLE
8048
0
0
QUAKER CHEM CORP
COM
747316107
2053
26041
SH
SOLE
12141
0
0
QUALCOMM INC
COM
747525103
64562
818691
SH
SOLE
729891
0
0
QUALITY DISTR INC FLA
COM
74756M102
640
49286
SH
SOLE
38186
0
0
QUALYS INC
COM
74758T303
969
38103
SH
SOLE
25303
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
375
18122
SH
SOLE
18122
0
0
QUANTA SVCS INC
COM
74762E102
2166
58700
SH
SOLE
58700
0
0
QUANTUM CORP
COM DSSG
747906204
96
78800
SH
SOLE
78800
0
0
QUANTUM CORP
NOTE 4.500%11/1
747906AJ4
1793
1750000
PRN
SOLE
0
0
0
QUARTET MERGER CORP
COM
747717106
10552
1080000
SH
SOLE
1080000
0
0
QUARTET MERGER CORP
RIGHT 99/99/9999
747717205
464
1080000
SH
SOLE
1080000
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
729
12589
SH
SOLE
12589
0
0
QUESTAR CORP
COM
748356102
2665
112068
SH
SOLE
112068
0
0
QUESTCOR PHARMACEUTICALS INC
COM
74835Y101
3788
58343
SH
SOLE
55743
0
0
QUICKLOGIC CORP
COM
74837P108
413
79200
SH
SOLE
39800
0
0
QUICKSILVER RESOURCES INC
COM
74837R104
1039
394900
SH
SOLE
168100
0
0
QUIDEL CORP
COM
74838J101
410
15003
SH
SOLE
9803
0
0
QUIKSILVER INC
COM
74838C106
464
61767
SH
SOLE
42767
0
0
QUINPARIO ACQUISITION CORP
COM
74874R108
23965
2329000
SH
SOLE
2329000
0
0
QUINPARIO ACQUISITION CORP
*W EXP 09/27/201
74874R116
1464
2329000
SH
SOLE
2329000
0
0
QUINTILES TRANSNATIO HLDGS I
COM
74876Y101
863
17000
SH
SOLE
17000
0
0
RACKSPACE HOSTING INC
COM
750086100
1370
41757
SH
SOLE
41757
0
0
RADIAN GROUP INC
COM
750236101
680
45274
SH
SOLE
27774
0
0
RADIAN GROUP INC
NOTE 3.000%11/1
750236AK7
64446
43325000
PRN
SOLE
0
0
0
RADIAN GROUP INC
NOTE 2.250% 3/0
750236AN1
48919
31908000
PRN
SOLE
0
0
0
RADIO ONE INC
CL D NON VTG
75040P405
126
26600
SH
SOLE
16500
0
0
RADIOSHACK CORP
COM
750438103
59
28013
SH
SOLE
28013
0
0
RAIT FINANCIAL TRUST
COM NEW
749227609
302
35583
SH
SOLE
25383
0
0
RALPH LAUREN CORP
CL A
751212101
11364
70617
SH
SOLE
70617
0
0
RAMBUS INC DEL
COM
750917106
1218
113305
SH
SOLE
72005
0
0
RAMCO-GERSHENSON PPTYS TR
COM SH BEN INT
751452202
12976
796094
SH
SOLE
441122
0
0
RANGE RES CORP
COM
75281A109
3307
39861
SH
SOLE
39861
0
0
RAPTOR PHARMACEUTICAL CORP
COM
75382F106
839
83891
SH
SOLE
53991
0
0
RAVEN INDS INC
COM
754212108
318
9700
SH
SOLE
6800
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
1193
21324
SH
SOLE
21324
0
0
RAYONIER INC
COM
754907103
2245
48900
SH
SOLE
48900
0
0
RAYTHEON CO
COM NEW
755111507
119394
1208566
SH
SOLE
1188466
0
0
RBC BEARINGS INC
COM
75524B104
418
6566
SH
SOLE
6566
0
0
REAL GOODS SOLAR INC
CL A
75601N104
799
196206
SH
SOLE
134606
0
0
REALNETWORKS INC
COM NEW
75605L708
89
32490
SH
SOLE
32490
0
0
REALOGY HLDGS CORP
COM
75605Y106
769
17700
SH
SOLE
17700
0
0
REALTY INCOME CORP
COM
756109104
3370
82474
SH
SOLE
82474
0
0
RED HAT INC
COM
756577102
47707
900464
SH
SOLE
774264
0
0
RED ROBIN GOURMET BURGERS IN
COM
75689M101
6435
89771
SH
SOLE
35371
0
0
REDWOOD TR INC
COM
758075402
1252
61724
SH
SOLE
37524
0
0
REGAL BELOIT CORP
COM
758750103
7580
104254
SH
SOLE
104254
0
0
REGAL ENTMT GROUP
CL A
758766109
4437
237553
SH
SOLE
237553
0
0
REGENCY CTRS CORP
COM
758849103
1144
22400
SH
SOLE
22400
0
0
REGENCY ENERGY PARTNERS L P
COM UNITS L P
75885Y107
524
19234
SH
SOLE
19234
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
9621
32039
SH
SOLE
32039
0
0
REGIONS FINL CORP NEW
COM
7591EP100
23023
2072322
SH
SOLE
2072322
0
0
REGIS CORP MINN
NOTE 5.000% 7/1
758932AA5
7583
7425000
PRN
SOLE
0
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
35207
442138
SH
SOLE
442138
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
54855
776327
SH
SOLE
776327
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
6274
523710
SH
SOLE
164010
0
0
RENT A CTR INC NEW
COM
76009N100
1287
48389
SH
SOLE
48389
0
0
RENTECH INC
COM
760112102
166
87630
SH
SOLE
72030
0
0
RENTRAK CORP
COM
760174102
705
11700
SH
SOLE
9100
0
0
REPLIGEN CORP
COM
759916109
5569
433025
SH
SOLE
115932
0
0
REPROS THERAPEUTICS INC
COM NEW
76028H209
500
28159
SH
SOLE
22859
0
0
REPUBLIC AWYS HLDGS INC
COM
760276105
1027
112342
SH
SOLE
80842
0
0
REPUBLIC SVCS INC
COM
760759100
6199
181460
SH
SOLE
181460
0
0
RESEARCH FRONTIERS INC
COM
760911107
78
15100
SH
SOLE
8000
0
0
RESMED INC
COM
761152107
18229
407888
SH
SOLE
407888
0
0
RESOURCE CAP CORP
NOTE 6.000%12/0
76120WAA2
2018
2000000
PRN
SOLE
0
0
0
RESOURCES CONNECTION INC
COM
76122Q105
286
20300
SH
SOLE
9700
0
0
RESTORATION HARDWARE HLDGS I
COM
761283100
1722
23400
SH
SOLE
15600
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
1242
83100
SH
SOLE
53000
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
1572
116100
SH
SOLE
116100
0
0
REVLON INC
CL A NEW
761525609
619
24243
SH
SOLE
15543
0
0
REVOLUTION LIGHTING TECHNOLO
COM
76155G107
749
237644
SH
SOLE
165044
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
485
8501
SH
SOLE
6001
0
0
REX ENERGY CORPORATION
COM
761565100
669
35768
SH
SOLE
24568
0
0
REXAHN PHARMACEUTICALS INC
COM
761640101
411
380400
SH
SOLE
256800
0
0
REYNOLDS AMERICAN INC
COM
761713106
19623
367336
SH
SOLE
367336
0
0
RF INDS LTD
COM PAR $0.01
749552105
142
21713
SH
SOLE
14613
0
0
RF MICRODEVICES INC
COM
749941100
40902
5190608
SH
SOLE
5168108
0
0
RF MICRODEVICES INC
NOTE 1.000% 4/1
749941AJ9
308
300000
PRN
SOLE
0
0
0
RIGEL PHARMACEUTICALS INC
COM NEW
766559603
2785
717700
SH
SOLE
179000
0
0
RIGNET INC
COM
766582100
945
17551
SH
SOLE
12251
0
0
RITE AID CORP
COM
767754104
13035
2078882
SH
SOLE
1001982
0
0
RITE AID CORP
NOTE 8.500% 5/1
767754BU7
2830
1135000
PRN
SOLE
0
0
0
RIVERBED TECHNOLOGY INC
COM
768573107
76533
3882944
SH
SOLE
3882944
0
0
RLI CORP
COM
749607107
248
5600
SH
SOLE
5600
0
0
RLJ LODGING TR
COM
74965L101
7174
268300
SH
SOLE
166200
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
399
15800
SH
SOLE
13100
0
0
ROBERT HALF INTL INC
COM
770323103
20010
476998
SH
SOLE
476998
0
0
ROCK-TENN CO
CL A
772739207
22232
210588
SH
SOLE
210588
0
0
ROCKWELL AUTOMATION INC
COM
773903109
33112
265854
SH
SOLE
265854
0
0
ROCKWELL COLLINS INC
COM
774341101
1689
21200
SH
SOLE
21200
0
0
ROCKWELL MED INC
COM
774374102
819
64724
SH
SOLE
41224
0
0
ROCKWOOD HLDGS INC
COM
774415103
10879
146227
SH
SOLE
146227
0
0
ROGERS CORP
COM
775133101
1771
28380
SH
SOLE
22480
0
0
ROI ACQUISITION CORP II
COM
74966G101
10174
1050000
SH
SOLE
1050000
0
0
ROI ACQUISITION CORP II
*W EXP 09/17/201
74966G119
462
1050000
SH
SOLE
1050000
0
0
ROPER INDS INC NEW
COM
776696106
3124
23400
SH
SOLE
23400
0
0
ROSETTA RESOURCES INC
COM
777779307
673
14440
SH
SOLE
10940
0
0
ROSETTA STONE INC
COM
777780107
596
53100
SH
SOLE
6900
0
0
ROSS STORES INC
COM
778296103
23976
335100
SH
SOLE
335100
0
0
ROUNDYS INC
COM
779268101
148
21468
SH
SOLE
14668
0
0
ROUSE PPTYS INC
COM
779287101
2764
160300
SH
SOLE
122600
0
0
ROVI CORP
COM
779376102
9195
403659
SH
SOLE
403659
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
409
6200
SH
SOLE
6200
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
13428
183795
SH
SOLE
183795
0
0
ROYAL GOLD INC
COM
780287108
579
9248
SH
SOLE
9248
0
0
ROYCE VALUE TR INC
COM
780910105
252
15999
SH
SOLE
15999
0
0
RPC INC
COM
749660106
3309
162025
SH
SOLE
162025
0
0
RPM INTL INC
COM
749685103
7308
174656
SH
SOLE
174656
0
0
RPX CORP
COM
74972G103
6058
372094
SH
SOLE
181094
0
0
RTI INTL METALS INC
COM
74973W107
1293
46553
SH
SOLE
43453
0
0
RTI SURGICAL INC
COM
74975N105
152
37146
SH
SOLE
22546
0
0
RUBICON TECHNOLOGY INC
COM
78112T107
417
36900
SH
SOLE
21800
0
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
171
15000
SH
SOLE
15000
0
0
RUSH ENTERPRISES INC
CL A
781846209
284
8746
SH
SOLE
6146
0
0
RUTHS HOSPITALITY GROUP INC
COM
783332109
4873
403051
SH
SOLE
114242
0
0
RYDER SYS INC
COM
783549108
31017
388105
SH
SOLE
388105
0
0
RYLAND GROUP INC
NOTE 1.625% 5/1
783764AQ6
6067
4250000
PRN
SOLE
0
0
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
218
5117
SH
SOLE
5117
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
8368
300050
SH
SOLE
159689
0
0
SAEXPLORATION HLDGS INC
COM
78636X105
513
54720
SH
SOLE
54720
0
0
SAFEGUARD SCIENTIFICS INC
COM NEW
786449207
200
9000
SH
SOLE
4700
0
0
SAFETY INS GROUP INC
COM
78648T100
509
9460
SH
SOLE
8060
0
0
SAFEWAY INC
COM NEW
786514208
41427
1121478
SH
SOLE
1121478
0
0
SAIA INC
COM
78709Y105
6681
174837
SH
SOLE
41837
0
0
SALESFORCE COM INC
COM
79466L302
56933
997258
SH
SOLE
997258
0
0
SALIX PHARMACEUTICALS INC
COM
795435106
3521
33986
SH
SOLE
33986
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
1388
50647
SH
SOLE
50647
0
0
SANCHEZ ENERGY CORP
COM
79970Y105
515
17395
SH
SOLE
11395
0
0
SANDERSON FARMS INC
COM
800013104
4644
59161
SH
SOLE
35261
0
0
SANDISK CORP
COM
80004C101
8090
99637
SH
SOLE
99637
0
0
SANDISK CORP
NOTE 1.500% 8/1
80004CAD3
81324
49306000
PRN
SOLE
0
0
0
SANDRIDGE ENERGY INC
COM
80007P307
453
73800
SH
SOLE
73800
0
0
SANGAMO BIOSCIENCES INC
COM
800677106
1008
55742
SH
SOLE
33242
0
0
SANMINA CORPORATION
COM
801056102
7828
448609
SH
SOLE
355709
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
763
31700
SH
SOLE
31700
0
0
SAPIENT CORP
COM
803062108
2015
118105
SH
SOLE
83805
0
0
SASOL LTD
SPONSORED ADR
803866300
5526
98899
SH
SOLE
98899
0
0
SBA COMMUNICATIONS CORP
COM
78388J106
2201
24200
SH
SOLE
24200
0
0
SCANA CORP NEW
COM
80589M102
3449
67213
SH
SOLE
67213
0
0
SCANSOURCE INC
COM
806037107
4529
111084
SH
SOLE
83084
0
0
SCHEIN HENRY INC
COM
806407102
7599
63658
SH
SOLE
63658
0
0
SCHLUMBERGER LTD
COM
806857108
27838
285521
SH
SOLE
233721
0
0
SCHOLASTIC CORP
COM
807066105
3039
88148
SH
SOLE
36548
0
0
SCHULMAN A INC
COM
808194104
12513
345089
SH
SOLE
192114
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
7301
267132
SH
SOLE
267132
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
1064
24973
SH
SOLE
14473
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
486
106880
SH
SOLE
29880
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
6246
167054
SH
SOLE
167054
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
1020
74255
SH
SOLE
58955
0
0
SCIQUEST INC NEW
COM
80908T101
2442
90382
SH
SOLE
85482
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
1691
27600
SH
SOLE
27600
0
0
SCRIPPS E W CO OHIO
CL A NEW
811054402
740
41779
SH
SOLE
25979
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
8071
106317
SH
SOLE
106317
0
0
SEACHANGE INTL INC
COM
811699107
374
35861
SH
SOLE
34061
0
0
SEACOR HOLDINGS INC
COM
811904101
14997
173539
SH
SOLE
173539
0
0
SEALED AIR CORP NEW
COM
81211K100
388
11798
SH
SOLE
11798
0
0
SEARS HLDGS CORP
COM
812350106
12975
271679
SH
SOLE
271679
0
0
SEATTLE GENETICS INC
COM
812578102
1695
37200
SH
SOLE
37200
0
0
SEAWORLD ENTMT INC
COM
81282V100
459
15200
SH
SOLE
15200
0
0
SEI INVESTMENTS CO
COM
784117103
20395
606813
SH
SOLE
606813
0
0
SELECT COMFORT CORP
COM
81616X103
230
12700
SH
SOLE
7400
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
2406
79500
SH
SOLE
52800
0
0
SELECT MED HLDGS CORP
COM
81619Q105
1133
91000
SH
SOLE
91000
0
0
SEMGROUP CORP
CL A
81663A105
443
6738
SH
SOLE
2638
0
0
SEMPRA ENERGY
COM
816851109
10430
107796
SH
SOLE
107796
0
0
SEMTECH CORP
COM
816850101
2086
82317
SH
SOLE
82317
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
1923
85579
SH
SOLE
85579
0
0
SENOMYX INC
COM
81724Q107
545
51100
SH
SOLE
32100
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
2036
36100
SH
SOLE
16800
0
0
SEQUENOM INC
NOTE 5.000%10/0
817337AB4
4399
4950000
PRN
SOLE
0
0
0
SERVICE CORP INTL
COM
817565104
12403
623891
SH
SOLE
623891
0
0
SERVICENOW INC
COM
81762P102
5452
90995
SH
SOLE
90995
0
0
SERVICESOURCE INTL LLC
COM
81763U100
365
43292
SH
SOLE
28892
0
0
SESA STERLITE LTD
SPONSORED ADR
78413F103
317
25560
SH
SOLE
25560
0
0
SHENANDOAH TELECOMMUNICATION
COM
82312B106
213
6604
SH
SOLE
4604
0
0
SHERWIN WILLIAMS CO
COM
824348106
14752
74834
SH
SOLE
74834
0
0
SHILOH INDS INC
COM
824543102
303
17086
SH
SOLE
10686
0
0
SHORETEL INC
COM
825211105
997
115900
SH
SOLE
97100
0
0
SHUTTERSTOCK INC
COM
825690100
2051
28241
SH
SOLE
23641
0
0
SIGMA ALDRICH CORP
COM
826552101
1480
15848
SH
SOLE
15848
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
6920
55100
SH
SOLE
55100
0
0
SIGNATURE BK NEW YORK N Y
*W EXP 12/12/201
82669G112
28454
291180
SH
SOLE
291180
0
0
SILGAN HOLDINGS INC
COM
827048109
322
6500
SH
SOLE
6500
0
0
SILICON GRAPHICS INTL CORP
COM
82706L108
515
41944
SH
SOLE
28544
0
0
SILICON IMAGE INC
COM
82705T102
4219
611447
SH
SOLE
204847
0
0
SILVER EAGLE ACQUISITION COR
COM
827694100
23109
2375000
SH
SOLE
2375000
0
0
SILVER EAGLE ACQUISITION COR
*W EXP 07/26/202
827694118
1710
2375000
SH
SOLE
2375000
0
0
SILVER WHEATON CORP
COM
828336107
599
26400
SH
SOLE
26400
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
60432
368485
SH
SOLE
340885
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
1702
62825
SH
SOLE
59425
0
0
SIRIUS XM HLDGS INC
COM
82968B103
84732
26478632
SH
SOLE
26478632
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
1903
47400
SH
SOLE
47400
0
0
SIZMEK INC
COM
83013P105
175
16500
SH
SOLE
9600
0
0
SK TELECOM LTD
SPONSORED ADR
78440P108
17759
786828
SH
SOLE
768028
0
0
SKECHERS U S A INC
CL A
830566105
1949
53334
SH
SOLE
40234
0
0
SKULLCANDY INC
COM
83083J104
2012
219200
SH
SOLE
87900
0
0
SKYWEST INC
COM
830879102
1311
102744
SH
SOLE
54044
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
23172
617582
SH
SOLE
617582
0
0
SL GREEN RLTY CORP
COM
78440X101
4830
48000
SH
SOLE
40400
0
0
SLM CORP
COM
78442P106
57772
2359949
SH
SOLE
2282949
0
0
SM ENERGY CO
COM
78454L100
14483
203156
SH
SOLE
203156
0
0
SMITH & WESSON HLDG CORP
COM
831756101
1777
121565
SH
SOLE
60865
0
0
SMITH A O
COM
831865209
24962
542427
SH
SOLE
542427
0
0
SMUCKER J M CO
COM NEW
832696405
45970
472744
SH
SOLE
427344
0
0
SNAP ON INC
COM
833034101
11850
104423
SH
SOLE
104423
0
0
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
2775
87417
SH
SOLE
87417
0
0
SOLAR CAP LTD
COM
83413U100
492
22600
SH
SOLE
5400
0
0
SOLARCITY CORP
COM
83416T100
3074
49091
SH
SOLE
49091
0
0
SOLARWINDS INC
COM
83416B109
738
17320
SH
SOLE
17320
0
0
SOLAZYME INC
COM
83415T101
2612
225000
SH
SOLE
225000
0
0
SOLERA HOLDINGS INC
COM
83421A104
798
12600
SH
SOLE
12600
0
0
SONIC CORP
COM
835451105
4581
201031
SH
SOLE
81431
0
0
SONOCO PRODS CO
COM
835495102
2273
55400
SH
SOLE
55400
0
0
SONUS NETWORKS INC
COM
835916107
1363
404501
SH
SOLE
212501
0
0
SOTHEBYS
COM
835898107
1232
28300
SH
SOLE
28300
0
0
SOUTHERN CO
COM
842587107
21575
491015
SH
SOLE
491015
0
0
SOUTHERN COPPER CORP
COM
84265V105
6419
220522
SH
SOLE
196412
0
0
SOUTHSIDE BANCSHARES INC
COM
84470P109
362
11545
SH
SOLE
7687
0
0
SOUTHWEST AIRLS CO
COM
844741108
65486
2773636
SH
SOLE
2773636
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
2698
58640
SH
SOLE
58640
0
0
SOVRAN SELF STORAGE INC
COM
84610H108
4239
57706
SH
SOLE
35714
0
0
SPANSION INC
COM CL A NEW
84649R200
1381
79300
SH
SOLE
36600
0
0
SPARTAN STORES INC
COM
846822104
793
34161
SH
SOLE
34161
0
0
SPARTON CORP
COM
847235108
456
15566
SH
SOLE
9966
0
0
SPECTRA ENERGY CORP
COM
847560109
3656
98959
SH
SOLE
98959
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
416
8497
SH
SOLE
8497
0
0
SPECTRANETICS CORP
COM
84760C107
990
32656
SH
SOLE
20156
0
0
SPEED COMM INC
COM
84764T106
145
39700
SH
SOLE
25500
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
4421
156837
SH
SOLE
156837
0
0
SPIRIT AIRLS INC
COM
848577102
4737
79749
SH
SOLE
55849
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
683
62200
SH
SOLE
62200
0
0
SPLUNK INC
COM
848637104
16594
232112
SH
SOLE
232112
0
0
SPS COMM INC
COM
78463M107
926
15077
SH
SOLE
10077
0
0
SPX CORP
COM
784635104
30325
308460
SH
SOLE
257560
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
514
12838
SH
SOLE
11538
0
0
ST JUDE MED INC
COM
790849103
13553
207263
SH
SOLE
207263
0
0
STAAR SURGICAL CO
COM PAR $0.01
852312305
1050
55849
SH
SOLE
33149
0
0
STAG INDL INC
COM
85254J102
5526
229299
SH
SOLE
109799
0
0
STAGE STORES INC
COM NEW
85254C305
507
20721
SH
SOLE
20721
0
0
STAMPS COM INC
COM NEW
852857200
6346
189106
SH
SOLE
66451
0
0
STANCORP FINL GROUP INC
COM
852891100
2105
31505
SH
SOLE
29105
0
0
STANDARD MTR PRODS INC
COM
853666105
5890
164652
SH
SOLE
56852
0
0
STANDARD PAC CORP NEW
COM
85375C101
1351
162596
SH
SOLE
162596
0
0
STANDARD PAC CORP NEW
NOTE 1.250% 8/0
85375CBC4
27732
22275000
PRN
SOLE
0
0
0
STANDEX INTL CORP
COM
854231107
4213
78639
SH
SOLE
37839
0
0
STANLEY BLACK & DECKER INC
COM
854502101
1584
19500
SH
SOLE
19500
0
0
STAPLES INC
COM
855030102
947
83506
SH
SOLE
83506
0
0
STAR SCIENTIFIC INC
COM
85517P101
74
94600
SH
SOLE
64200
0
0
STARBUCKS CORP
COM
855244109
88458
1205480
SH
SOLE
1166880
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
6626
83239
SH
SOLE
83239
0
0
STARWOOD PPTY TR INC
COM
85571B105
18606
788704
SH
SOLE
772004
0
0
STARWOOD WAYPOINT RESIDENTL
COM SHS
85571W109
3615
125581
SH
SOLE
125581
0
0
STARZ
COM SER A
85571Q102
10749
332986
SH
SOLE
332986
0
0
STATE STR CORP
COM
857477103
13514
194305
SH
SOLE
194305
0
0
STEEL DYNAMICS INC
COM
858119100
44606
2507366
SH
SOLE
2507366
0
0
STEEL DYNAMICS INC
NOTE 5.125% 6/1
858119AP5
2195
2025000
PRN
SOLE
0
0
0
STEELCASE INC
CL A
858155203
4600
276917
SH
SOLE
181417
0
0
STEIN MART INC
COM
858375108
500
35689
SH
SOLE
24789
0
0
STEPAN CO
COM
858586100
529
8200
SH
SOLE
6300
0
0
STEREOTAXIS INC
COM NEW
85916J409
313
73700
SH
SOLE
49700
0
0
STERICYCLE INC
COM
858912108
7159
63006
SH
SOLE
63006
0
0
STERIS CORP
COM
859152100
15082
315843
SH
SOLE
277943
0
0
STERLING FINL CORP WASH
COM NEW
859319303
23366
701039
SH
SOLE
694039
0
0
STERLITE INDS INDIA LTD
NOTE 4.000%10/3
859737AB4
8981
8925000
PRN
SOLE
0
0
0
STEWART INFORMATION SVCS COR
COM
860372101
1675
47666
SH
SOLE
22938
0
0
STEWART INFORMATION SVCS COR
NOTE 6.000%10/1
860372AB7
24470
8850000
PRN
SOLE
0
0
0
STILLWATER MNG CO
NOTE 1.750%10/1
86074QAL6
16425
12550000
PRN
SOLE
0
0
0
STOCK BLDG SUPPLY HLDGS INC
COM
86101X104
311
15316
SH
SOLE
15316
0
0
STONE ENERGY CORP
COM
861642106
6363
151610
SH
SOLE
86946
0
0
STONERIDGE INC
COM
86183P102
6545
582782
SH
SOLE
256981
0
0
STRATEGIC HOTELS & RESORTS I
COM
86272T106
4380
429823
SH
SOLE
399423
0
0
STRYKER CORP
COM
863667101
26873
329848
SH
SOLE
329848
0
0
STURM RUGER & CO INC
COM
864159108
2134
35678
SH
SOLE
26278
0
0
SUCAMPO PHARMACEUTICALS INC
CL A
864909106
129
18100
SH
SOLE
12300
0
0
SUMMIT HOTEL PPTYS
COM
866082100
1922
207100
SH
SOLE
98600
0
0
SUMMIT MIDSTREAM PARTNERS LP
COM UNIT LTD
866142102
215
5000
SH
SOLE
5000
0
0
SUN CMNTYS INC
COM
866674104
735
16300
SH
SOLE
7600
0
0
SUN HYDRAULICS CORP
COM
866942105
481
11100
SH
SOLE
6700
0
0
SUNCOKE ENERGY INC
COM
86722A103
531
23234
SH
SOLE
20134
0
0
SUNCOR ENERGY INC NEW
COM
867224107
2615
74800
SH
SOLE
74800
0
0
SUNEDISON INC
COM
86732Y109
2298
121990
SH
SOLE
120390
0
0
SUNESIS PHARMACEUTICALS INC
COM NEW
867328601
420
63476
SH
SOLE
43876
0
0
SUNOCO LOGISTICS PRTNRS L P
COM UNITS
86764L108
794
8736
SH
SOLE
8736
0
0
SUNPOWER CORP
COM
867652406
2650
82155
SH
SOLE
73755
0
0
SUNPOWER CORP
DBCV 4.750% 4/1
867652AC3
9603
7875000
PRN
SOLE
0
0
0
SUNPOWER CORP
DBCV 4.500% 3/1
867652AE9
22619
14875000
PRN
SOLE
0
0
0
SUNSHINE HEART INC
COM
86782U106
61
10400
SH
SOLE
5900
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
1433
104388
SH
SOLE
104388
0
0
SUNTRUST BKS INC
COM
867914103
12580
316159
SH
SOLE
316159
0
0
SUPER MICRO COMPUTER INC
COM
86800U104
704
40527
SH
SOLE
30227
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
46504
1511829
SH
SOLE
1292529
0
0
SUPERTEX INC
COM
868532102
243
7359
SH
SOLE
7359
0
0
SUPERVALU INC
COM
868536103
2060
301236
SH
SOLE
184236
0
0
SUPPORT COM INC
COM
86858W101
89
35000
SH
SOLE
22100
0
0
SURMODICS INC
COM
868873100
1232
54500
SH
SOLE
5900
0
0
SUSQUEHANNA BANCSHARES INC P
COM
869099101
1494
131168
SH
SOLE
79168
0
0
SUSSER HLDGS CORP
COM
869233106
687
10995
SH
SOLE
8095
0
0
SVB FINL GROUP
COM
78486Q101
2158
16754
SH
SOLE
16754
0
0
SWIFT ENERGY CO
COM
870738101
312
29018
SH
SOLE
29018
0
0
SWIFT TRANSN CO
CL A
87074U101
1253
50632
SH
SOLE
50632
0
0
SWS GROUP INC
COM
78503N107
739
98802
SH
SOLE
98802
0
0
SYKES ENTERPRISES INC
COM
871237103
3420
172140
SH
SOLE
85440
0
0
SYMANTEC CORP
COM
871503108
74259
3718536
SH
SOLE
3672636
0
0
SYMETRA FINL CORP
COM
87151Q106
3110
156913
SH
SOLE
55513
0
0
SYMMETRY MED INC
COM
871546206
2103
209000
SH
SOLE
107300
0
0
SYNAGEVA BIOPHARMA CORP
COM
87159A103
465
5600
SH
SOLE
3500
0
0
SYNAPTICS INC
COM
87157D109
1586
26422
SH
SOLE
16722
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
411
11977
SH
SOLE
8677
0
0
SYNERGY PHARMACEUTICALS DEL
COM NEW
871639308
126
23711
SH
SOLE
14711
0
0
SYNERGY RES CORP
COM
87164P103
811
75462
SH
SOLE
26527
0
0
SYNNEX CORP
COM
87162W100
3858
63645
SH
SOLE
41545
0
0
SYNOPSYS INC
COM
871607107
26532
690750
SH
SOLE
643650
0
0
SYNOVUS FINL CORP
COM
87161C105
2701
796664
SH
SOLE
796664
0
0
SYNTEL INC
COM
87162H103
800
8900
SH
SOLE
5100
0
0
SYSCO CORP
COM
871829107
12920
357611
SH
SOLE
357611
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
11420
150100
SH
SOLE
150100
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
91127
4551782
SH
SOLE
4307482
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
814
37140
SH
SOLE
34140
0
0
TALISMAN ENERGY INC
COM
87425E103
910
91200
SH
SOLE
91200
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
2104
60108
SH
SOLE
60108
0
0
TANGOE INC
COM
87582Y108
396
21300
SH
SOLE
14200
0
0
TARGA RES CORP
COM
87612G101
1796
18098
SH
SOLE
15098
0
0
TARGA RESOURCES PARTNERS LP
COM UNIT
87611X105
442
7849
SH
SOLE
7849
0
0
TARGET CORP
COM
87612E106
3115
51480
SH
SOLE
51480
0
0
TASER INTL INC
COM
87651B104
8375
457903
SH
SOLE
135803
0
0
TATA MTRS LTD
SPONSORED ADR
876568502
55807
1576013
SH
SOLE
1529213
0
0
TAUBMAN CTRS INC
COM
876664103
1517
21430
SH
SOLE
21430
0
0
TAYLOR CAP GROUP INC
COM
876851106
1402
58606
SH
SOLE
58606
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
306
6375
SH
SOLE
6375
0
0
TCF FINL CORP
COM
872275102
198
11886
SH
SOLE
11886
0
0
TCP CAP CORP
COM
87238Q103
1633
98700
SH
SOLE
38300
0
0
TEAM INC
COM
878155100
343
7999
SH
SOLE
6699
0
0
TEARLAB CORP
COM
878193101
432
63863
SH
SOLE
41963
0
0
TECH DATA CORP
COM
878237106
27456
450390
SH
SOLE
450390
0
0
TECHNE CORP
COM
878377100
674
7900
SH
SOLE
7900
0
0
TECK RESOURCES LTD
CL B
878742204
1455
67100
SH
SOLE
67100
0
0
TECUMSEH PRODS CO
CL A
878895200
83
11968
SH
SOLE
11968
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
1311
13465
SH
SOLE
13465
0
0
TELEFLEX INC
COM
879369106
4870
45415
SH
SOLE
45415
0
0
TELEFONICA BRASIL SA
SPONSORED ADR
87936R106
26289
1237701
SH
SOLE
1173001
0
0
TELENAV INC
COM
879455103
90
15100
SH
SOLE
9300
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
13858
528737
SH
SOLE
528737
0
0
TELETECH HOLDINGS INC
COM
879939106
2810
114657
SH
SOLE
49930
0
0
TEMPLETON GLOBAL INCOME FD
COM
880198106
280
34879
SH
SOLE
34879
0
0
TEMPUR SEALY INTL INC
COM
88023U101
238
4700
SH
SOLE
4200
0
0
TENARIS S A
SPONSORED ADR
88031M109
987
22300
SH
SOLE
22300
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1571
36696
SH
SOLE
36696
0
0
TENNANT CO
COM
880345103
426
6497
SH
SOLE
5197
0
0
TENNECO INC
COM
880349105
2310
39777
SH
SOLE
28377
0
0
TERADATA CORP DEL
COM
88076W103
363
7376
SH
SOLE
7376
0
0
TERADYNE INC
COM
880770102
866
43542
SH
SOLE
43542
0
0
TEREX CORP NEW
COM
880779103
2939
66333
SH
SOLE
66333
0
0
TEREX CORP NEW
NOTE 4.000% 6/0
880779AV5
51411
18759000
PRN
SOLE
0
0
0
TESARO INC
COM
881569107
3495
118556
SH
SOLE
32185
0
0
TESCO CORP
COM
88157K101
13207
713902
SH
SOLE
344202
0
0
TESLA MTRS INC
COM
88160R101
56616
271606
SH
SOLE
264106
0
0
TESLA MTRS INC
NOTE 1.500% 6/0
88160RAA9
41657
23175000
PRN
SOLE
0
0
0
TESORO CORP
COM
881609101
6031
119212
SH
SOLE
119212
0
0
TESSCO TECHNOLOGIES INC
COM
872386107
258
6897
SH
SOLE
3897
0
0
TETRA TECH INC NEW
COM
88162G103
1064
35972
SH
SOLE
22772
0
0
TETRA TECHNOLOGIES INC DEL
COM
88162F105
760
59400
SH
SOLE
38900
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
1046
16108
SH
SOLE
10908
0
0
TEXAS INDS INC
COM
882491103
21960
245031
SH
SOLE
245031
0
0
TEXAS INSTRS INC
COM
882508104
30968
656799
SH
SOLE
526699
0
0
TEXAS ROADHOUSE INC
COM
882681109
1664
63800
SH
SOLE
32900
0
0
TEXTRON INC
COM
883203101
719
18300
SH
SOLE
18300
0
0
TG THERAPEUTICS INC
COM
88322Q108
297
43100
SH
SOLE
27900
0
0
THE ADT CORPORATION
COM
00101J106
2186
73000
SH
SOLE
73000
0
0
THERAPEUTICSMD INC
COM
88338N107
1899
301000
SH
SOLE
247000
0
0
THERAVANCE INC
COM
88338T104
13980
451833
SH
SOLE
451833
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
6081
4700000
PRN
SOLE
0
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
35287
293474
SH
SOLE
293474
0
0
THERMON GROUP HLDGS INC
COM
88362T103
251
10817
SH
SOLE
7417
0
0
THL CR INC
COM
872438106
3037
220080
SH
SOLE
86280
0
0
THOMPSON CREEK METALS CO INC
UNIT 99/99/9999
884768300
4242
327300
SH
SOLE
327300
0
0
THOMSON REUTERS CORP
COM
884903105
599
17500
SH
SOLE
17500
0
0
THOR INDS INC
COM
885160101
2883
47224
SH
SOLE
47224
0
0
THORATEC CORP
COM NEW
885175307
16243
453600
SH
SOLE
453600
0
0
THRESHOLD PHARMACEUTICAL INC
COM NEW
885807206
271
56895
SH
SOLE
37295
0
0
TIBCO SOFTWARE INC
COM
88632Q103
8760
431126
SH
SOLE
431126
0
0
TICC CAPITAL CORP
COM
87244T109
3068
313659
SH
SOLE
78759
0
0
TIFFANY & CO NEW
COM
886547108
3420
39700
SH
SOLE
39700
0
0
TIM PARTICIPACOES S A
SPONSORED ADR
88706P205
38214
1472035
SH
SOLE
1293390
0
0
TIME WARNER CABLE INC
COM
88732J207
246833
1799336
SH
SOLE
1762336
0
0
TIME WARNER INC
COM NEW
887317303
51844
793572
SH
SOLE
727372
0
0
TIMKEN CO
COM
887389104
53555
911114
SH
SOLE
911114
0
0
TITAN MACHY INC
NOTE 3.750% 5/0
88830RAB7
107
125000
PRN
SOLE
0
0
0
TIVO INC
COM
888706108
1316
99456
SH
SOLE
32256
0
0
TJX COS INC NEW
COM
872540109
37324
615407
SH
SOLE
605207
0
0
T-MOBILE US INC
COM
872590104
3594
108800
SH
SOLE
85150
0
0
TOLL BROTHERS INC
COM
889478103
735
20466
SH
SOLE
20466
0
0
TORCHMARK CORP
COM
891027104
6938
88163
SH
SOLE
88163
0
0
TORO CO
COM
891092108
550
8700
SH
SOLE
8700
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
1430
30462
SH
SOLE
30462
0
0
TOTAL SYS SVCS INC
COM
891906109
13608
447493
SH
SOLE
405193
0
0
TOWER FINANCIAL CORP
COM
891769101
2681
107961
SH
SOLE
107961
0
0
TOWER GROUP INC
NOTE 5.000% 9/1
891777AC8
18003
18950000
PRN
SOLE
0
0
0
TOWER INTL INC
COM
891826109
1235
45379
SH
SOLE
37179
0
0
TOWERS WATSON & CO
CL A
891894107
57858
507306
SH
SOLE
507306
0
0
TRACTOR SUPPLY CO
COM
892356106
12093
171213
SH
SOLE
171213
0
0
TRANSAMERICA INCOME SHS INC
COM
893506105
822
39514
SH
SOLE
39514
0
0
TRANSCANADA CORP
COM
89353D107
246
5400
SH
SOLE
5400
0
0
TRANSCEPT PHARMACEUTICALS IN
COM
89354M106
645
209318
SH
SOLE
209318
0
0
TRANSDIGM GROUP INC
COM
893641100
1667
9000
SH
SOLE
9000
0
0
TRANSMONTAIGNE PARTNERS L P
COM UNIT L P
89376V100
322
7482
SH
SOLE
7482
0
0
TRAVELERS COMPANIES INC
COM
89417E109
122472
1439155
SH
SOLE
1347055
0
0
TRAVELZOO INC
COM NEW
89421Q205
566
24711
SH
SOLE
24011
0
0
TREDEGAR CORP
COM
894650100
1477
64188
SH
SOLE
43288
0
0
TREE COM INC
COM
894675107
374
12052
SH
SOLE
7952
0
0
TREEHOUSE FOODS INC
COM
89469A104
936
12997
SH
SOLE
12997
0
0
TREX CO INC
COM
89531P105
1215
16604
SH
SOLE
7804
0
0
TRI CONTL CORP
COM
895436103
251
12478
SH
SOLE
12478
0
0
TRIANGLE CAP CORP
COM
895848109
394
15224
SH
SOLE
10524
0
0
TRIANGLE PETE CORP
COM NEW
89600B201
3915
475100
SH
SOLE
148930
0
0
TRICO BANCSHARES
COM
896095106
214
8241
SH
SOLE
4441
0
0
TRIMAS CORP
COM NEW
896215209
462
13913
SH
SOLE
8813
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
1407
36200
SH
SOLE
36200
0
0
TRINITY INDS INC
COM
896522109
3524
48893
SH
SOLE
48893
0
0
TRIPADVISOR INC
COM
896945201
10097
111454
SH
SOLE
111454
0
0
TRIPLE-S MGMT CORP
CL B
896749108
3423
212100
SH
SOLE
92500
0
0
TRIQUINT SEMICONDUCTOR INC
COM
89674K103
753
56200
SH
SOLE
33900
0
0
TRIUMPH GROUP INC NEW
COM
896818101
460
7127
SH
SOLE
7127
0
0
TRUEBLUE INC
COM
89785X101
6612
225987
SH
SOLE
118796
0
0
TRULIA INC
COM
897888103
726
21868
SH
SOLE
14668
0
0
TRUSTMARK CORP
COM
898402102
415
16353
SH
SOLE
16353
0
0
TRW AUTOMOTIVE HLDGS CORP
COM
87264S106
18265
223784
SH
SOLE
223784
0
0
TRW AUTOMOTIVE INC
NOTE 3.500%12/0
87264MAH2
6459
2325000
PRN
SOLE
0
0
0
TUESDAY MORNING CORP
COM NEW
899035505
800
56522
SH
SOLE
36222
0
0
TUPPERWARE BRANDS CORP
COM
899896104
35469
423460
SH
SOLE
423460
0
0
TURQUOISE HILL RES LTD
COM
900435108
263
79100
SH
SOLE
79100
0
0
TUTOR PERINI CORP
COM
901109108
5354
186746
SH
SOLE
93446
0
0
TW TELECOM INC
COM
87311L104
3278
104855
SH
SOLE
104855
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
42498
1329318
SH
SOLE
1329318
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
8580
275700
SH
SOLE
275700
0
0
TWO HBRS INVT CORP
COM
90187B101
731
71300
SH
SOLE
22500
0
0
TYLER TECHNOLOGIES INC
COM
902252105
1995
23837
SH
SOLE
14437
0
0
TYSON FOODS INC
CL A
902494103
215414
4894658
SH
SOLE
4524958
0
0
U S CONCRETE INC
COM NEW
90333L201
582
24784
SH
SOLE
16284
0
0
U S G CORP
COM NEW
903293405
1394
42609
SH
SOLE
42609
0
0
U S SILICA HLDGS INC
COM
90346E103
1413
37007
SH
SOLE
22307
0
0
UBIQUITI NETWORKS INC
COM
90347A100
2923
64293
SH
SOLE
53393
0
0
UDR INC
COM
902653104
3260
126200
SH
SOLE
126200
0
0
UGI CORP NEW
COM
902681105
8343
182923
SH
SOLE
182923
0
0
UIL HLDG CORP
COM
902748102
749
20352
SH
SOLE
20352
0
0
ULTA SALON COSMETCS & FRAG I
COM
90384S303
4469
45850
SH
SOLE
45850
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
518
3783
SH
SOLE
3783
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
499
37956
SH
SOLE
21456
0
0
ULTRATECH INC
COM
904034105
214
7316
SH
SOLE
7316
0
0
UMB FINL CORP
COM
902788108
1914
29578
SH
SOLE
11278
0
0
UMPQUA HLDGS CORP
COM
904214103
2328
124913
SH
SOLE
53713
0
0
UNDER ARMOUR INC
CL A
904311107
2768
24145
SH
SOLE
24145
0
0
UNI PIXEL INC
COM NEW
904572203
192
25029
SH
SOLE
14829
0
0
UNIFI INC
COM NEW
904677200
388
16814
SH
SOLE
11481
0
0
UNIFIRST CORP MASS
COM
904708104
3396
30889
SH
SOLE
19489
0
0
UNILIFE CORP NEW
COM
90478E103
379
93200
SH
SOLE
55900
0
0
UNION PAC CORP
COM
907818108
73784
393179
SH
SOLE
381079
0
0
UNISYS CORP
COM NEW
909214306
5685
186646
SH
SOLE
117046
0
0
UNIT CORP
COM
909218109
10713
163861
SH
SOLE
163861
0
0
UNITED CMNTY BKS BLAIRSVLE G
COM
90984P303
8647
445471
SH
SOLE
206471
0
0
UNITED CONTL HLDGS INC
COM
910047109
4616
103417
SH
SOLE
103417
0
0
UNITED INS HLDGS CORP
COM
910710102
470
32200
SH
SOLE
20000
0
0
UNITED NAT FOODS INC
COM
911163103
326
4600
SH
SOLE
4600
0
0
UNITED ONLINE INC
COM NEW
911268209
4908
424607
SH
SOLE
257520
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
28088
288439
SH
SOLE
279239
0
0
UNITED RENTALS INC
COM
911363109
24607
259189
SH
SOLE
259189
0
0
UNITED STATES STL CORP NEW
COM
912909108
7109
257492
SH
SOLE
257492
0
0
UNITED STATES STL CORP NEW
NOTE 4.000% 5/1
912909AE8
9486
9375000
PRN
SOLE
0
0
0
UNITED STATIONERS INC
COM
913004107
342
8324
SH
SOLE
7324
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
42983
367880
SH
SOLE
348080
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
38632
410844
SH
SOLE
410844
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
96590
1178075
SH
SOLE
1080475
0
0
UNITIL CORP
COM
913259107
217
6594
SH
SOLE
4294
0
0
UNIVERSAL AMERN CORP NEW
COM
91338E101
209
29617
SH
SOLE
19517
0
0
UNIVERSAL CORP VA
COM
913456109
1802
32247
SH
SOLE
22994
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
276
8641
SH
SOLE
8641
0
0
UNIVERSAL ELECTRS INC
COM
913483103
736
19159
SH
SOLE
15759
0
0
UNIVERSAL FST PRODS INC
COM
913543104
653
11794
SH
SOLE
10094
0
0
UNIVERSAL HEALTH RLTY INCM T
SH BEN INT
91359E105
265
6263
SH
SOLE
3158
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
22743
277120
SH
SOLE
277120
0
0
UNIVERSAL INS HLDGS INC
COM
91359V107
1366
107545
SH
SOLE
93445
0
0
UNS ENERGY CORP
COM
903119105
100486
1673923
SH
SOLE
1650523
0
0
UNUM GROUP
COM
91529Y106
106811
3024960
SH
SOLE
2868260
0
0
URBAN OUTFITTERS INC
COM
917047102
2488
68229
SH
SOLE
68229
0
0
URS CORP NEW
COM
903236107
15901
337891
SH
SOLE
337891
0
0
US BANCORP DEL
COM NEW
902973304
12249
285787
SH
SOLE
257987
0
0
US ECOLOGY INC
COM
91732J102
306
8249
SH
SOLE
5649
0
0
USANA HEALTH SCIENCES INC
COM
90328M107
7274
96554
SH
SOLE
32354
0
0
V F CORP
COM
918204108
12772
206398
SH
SOLE
206398
0
0
VAALCO ENERGY INC
COM NEW
91851C201
11263
1317348
SH
SOLE
695048
0
0
VALE S A
ADR
91912E105
2761
199653
SH
SOLE
199653
0
0
VALE S A
ADR REPSTG PFD
91912E204
28446
2284797
SH
SOLE
2284797
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
4802
36429
SH
SOLE
36429
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
86046
1620461
SH
SOLE
1515261
0
0
VALERO ENERGY PARTNERS LP
COM UNT REP LP
91914J102
208
5246
SH
SOLE
5246
0
0
VALLEY NATL BANCORP
*W EXP 11/14/201
919794131
52
116185
SH
SOLE
116185
0
0
VALMONT INDS INC
COM
920253101
11309
75983
SH
SOLE
75983
0
0
VALSPAR CORP
COM
920355104
8473
117488
SH
SOLE
117488
0
0
VALUEVISION MEDIA INC
CL A
92047K107
551
113323
SH
SOLE
72323
0
0
VANDA PHARMACEUTICALS INC
COM
921659108
1211
74513
SH
SOLE
46513
0
0
VANTAGE DRILLING COMPANY
NOTE 7.875% 9/0
G93205AA3
6429
5750000
PRN
SOLE
0
0
0
VANTAGESOUTH BANCSHARES INC
COM
92209W105
180
25664
SH
SOLE
25664
0
0
VANTIV INC
CL A
92210H105
988
32700
SH
SOLE
32700
0
0
VCA ANTECH INC
COM
918194101
4635
143800
SH
SOLE
143800
0
0
VECTOR GROUP LTD
COM
92240M108
634
29436
SH
SOLE
24971
0
0
VECTOR GROUP LTD
FRNT 11/1
92240MAS7
34910
21222000
PRN
SOLE
0
0
0
VECTOR GROUP LTD
FRNT 1/1
92240MAY4
17910
13025000
PRN
SOLE
0
0
0
VECTREN CORP
COM
92240G101
2115
53700
SH
SOLE
53700
0
0
VENTAS INC
COM
92276F100
18340
302784
SH
SOLE
282284
0
0
VERASTEM INC
COM
92337C104
110
10200
SH
SOLE
7900
0
0
VERIFONE SYS INC
COM
92342Y109
433
12800
SH
SOLE
12800
0
0
VERISIGN INC
COM
92343E102
3919
72700
SH
SOLE
72700
0
0
VERISK ANALYTICS INC
CL A
92345Y106
2920
48700
SH
SOLE
48700
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
146362
3076761
SH
SOLE
2757261
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
32176
454978
SH
SOLE
454978
0
0
VIACOM INC NEW
CL B
92553P201
105939
1246482
SH
SOLE
1174982
0
0
VIAD CORP
COM NEW
92552R406
950
39500
SH
SOLE
22200
0
0
VICAL INC
COM
925602104
67
51700
SH
SOLE
32800
0
0
VIEWPOINT FINL GROUP INC MD
COM
92672A101
903
31292
SH
SOLE
17892
0
0
VIRTUS INVT PARTNERS INC
COM
92828Q109
1931
11149
SH
SOLE
4349
0
0
VIRTUSA CORP
COM
92827P102
2301
68679
SH
SOLE
23179
0
0
VISA INC
COM CL A
92826C839
36579
169459
SH
SOLE
153659
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
10791
725169
SH
SOLE
725169
0
0
VISTEON CORP
COM NEW
92839U206
9583
108355
SH
SOLE
108355
0
0
VITESSE SEMICONDUCTOR CORP
COM NEW
928497304
96
22900
SH
SOLE
12700
0
0
VITESSE SEMICONDUCTOR CORP
DBCV 8.000% 6/1
928497AE6
3466
3189000
PRN
SOLE
0
0
0
VIVUS INC
COM
928551100
225
37899
SH
SOLE
37899
0
0
VMWARE INC
CL A COM
928563402
21893
202673
SH
SOLE
190573
0
0
VOCUS INC
COM
92858J108
1526
114515
SH
SOLE
24400
0
0
VONAGE HLDGS CORP
COM
92886T201
2341
548264
SH
SOLE
352164
0
0
VORNADO RLTY TR
SH BEN INT
929042109
13439
136358
SH
SOLE
122558
0
0
VOXX INTL CORP
CL A
91829F104
251
18378
SH
SOLE
12078
0
0
VULCAN MATLS CO
COM
929160109
651
9800
SH
SOLE
9800
0
0
W & T OFFSHORE INC
COM
92922P106
810
46765
SH
SOLE
46765
0
0
WABASH NATL CORP
COM
929566107
513
37257
SH
SOLE
25157
0
0
WABCO HLDGS INC
COM
92927K102
46355
439133
SH
SOLE
439133
0
0
WABTEC CORP
COM
929740108
6566
84720
SH
SOLE
84720
0
0
WADDELL & REED FINL INC
CL A
930059100
19913
270490
SH
SOLE
270490
0
0
WAGEWORKS INC
COM
930427109
1961
34951
SH
SOLE
20951
0
0
WALGREEN CO
COM
931422109
79380
1202176
SH
SOLE
1143176
0
0
WALKER & DUNLOP INC
COM
93148P102
186
11400
SH
SOLE
7900
0
0
WAL-MART STORES INC
COM
931142103
78670
1029310
SH
SOLE
1015210
0
0
WASHINGTON BKG CO OAK HBR WA
COM
937303105
3183
179001
SH
SOLE
179001
0
0
WASHINGTON FED INC
COM
938824109
3329
142862
SH
SOLE
142862
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
1373
57488
SH
SOLE
23308
0
0
WASTE CONNECTIONS INC
COM
941053100
2015
45944
SH
SOLE
45944
0
0
WASTE MGMT INC DEL
COM
94106L109
22268
529315
SH
SOLE
492315
0
0
WATERS CORP
COM
941848103
1268
11700
SH
SOLE
11700
0
0
WATSCO INC
COM
942622200
1888
18900
SH
SOLE
18900
0
0
WATTS WATER TECHNOLOGIES INC
CL A
942749102
458
7800
SH
SOLE
4300
0
0
WAUSAU PAPER CORP
COM
943315101
184
24497
SH
SOLE
24497
0
0
WD-40 CO
COM
929236107
993
12800
SH
SOLE
9700
0
0
WEB COM GROUP INC
COM
94733A104
1352
39741
SH
SOLE
23641
0
0
WEB COM GROUP INC
NOTE 1.000% 8/1
94733AAA2
34215
28950000
PRN
SOLE
0
0
0
WEBMD HEALTH CORP
COM
94770V102
2163
52243
SH
SOLE
26697
0
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
2887
2850000
PRN
SOLE
0
0
0
WEBMD HEALTH CORP
NOTE 2.250% 3/3
94770VAH5
4058
4000000
PRN
SOLE
0
0
0
WEBSTER FINL CORP CONN
COM
947890109
3606
116103
SH
SOLE
50903
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
1005
33500
SH
SOLE
33500
0
0
WEIS MKTS INC
COM
948849104
230
4676
SH
SOLE
2376
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
24429
384588
SH
SOLE
352388
0
0
WELLPOINT INC
COM
94973V107
184291
1851239
SH
SOLE
1731739
0
0
WELLS FARGO & CO NEW
COM
949746101
275481
5538428
SH
SOLE
5149828
0
0
WELLS FARGO ADV GLB DIV OPP
COM
94987C103
1434
182249
SH
SOLE
182249
0
0
WELLS FARGO ADVANTAGE INCOME
COM SHS
94987B105
145
15306
SH
SOLE
15306
0
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
2189
150965
SH
SOLE
150965
0
0
WERNER ENTERPRISES INC
COM
950755108
6413
251408
SH
SOLE
251408
0
0
WESBANCO INC
COM
950810101
462
14499
SH
SOLE
9999
0
0
WESCO AIRCRAFT HLDGS INC
COM
950814103
916
41639
SH
SOLE
28539
0
0
WESCO INTL INC
COM
95082P105
2224
26719
SH
SOLE
26719
0
0
WESCO INTL INC
DBCV 6.000% 9/1
95082PAH8
14863
5000000
PRN
SOLE
0
0
0
WESTAR ENERGY INC
COM
95709T100
4255
121022
SH
SOLE
121022
0
0
WESTELL TECHNOLOGIES INC
CL A
957541105
266
72069
SH
SOLE
45969
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
1527
62072
SH
SOLE
39172
0
0
WESTERN ASSET GLB HI INCOME
COM
95766B109
332
27009
SH
SOLE
27009
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
2254
123937
SH
SOLE
123937
0
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
419
69189
SH
SOLE
69189
0
0
WESTERN ASSET INCOME FD
COM
95766T100
566
42631
SH
SOLE
42631
0
0
WESTERN ASSET INVT GRADE DEF
COM
95790A101
396
19654
SH
SOLE
19654
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
220
38454
SH
SOLE
38454
0
0
WESTERN ASSET MUN HI INCM FD
COM
95766N103
418
59566
SH
SOLE
59566
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
875
70939
SH
SOLE
70939
0
0
WESTERN ASST MN PRT FD INC
COM
95766P108
197
13637
SH
SOLE
13637
0
0
WESTERN DIGITAL CORP
COM
958102105
276410
3010343
SH
SOLE
2879543
0
0
WESTERN GAS PARTNERS LP
COM UNIT LP IN
958254104
515
7781
SH
SOLE
7781
0
0
WESTERN REFNG INC
COM
959319104
2399
62149
SH
SOLE
43649
0
0
WESTERN REFNG INC
NOTE 5.750% 6/1
959319AC8
154375
38000000
PRN
SOLE
0
0
0
WESTERN UN CO
COM
959802109
317
19391
SH
SOLE
19391
0
0
WESTLAKE CHEM CORP
COM
960413102
21495
324790
SH
SOLE
324790
0
0
WESTMORELAND COAL CO
COM
960878106
444
14900
SH
SOLE
9800
0
0
WET SEAL INC
CL A
961840105
1630
1234620
SH
SOLE
419720
0
0
WEX INC
COM
96208T104
555
5834
SH
SOLE
5834
0
0
WEYERHAEUSER CO
COM
962166104
19769
673573
SH
SOLE
634473
0
0
WGL HLDGS INC
COM
92924F106
2281
56944
SH
SOLE
56944
0
0
WHIRLPOOL CORP
COM
963320106
75932
508040
SH
SOLE
506340
0
0
WHITEWAVE FOODS CO
COM CL A
966244105
11137
390225
SH
SOLE
390225
0
0
WHITING PETE CORP NEW
COM
966387102
66531
958803
SH
SOLE
881003
0
0
WHOLE FOODS MKT INC
COM
966837106
8897
175447
SH
SOLE
175447
0
0
WIDEPOINT CORP
COM
967590100
388
242300
SH
SOLE
156400
0
0
WILEY JOHN & SONS INC
CL A
968223206
623
10800
SH
SOLE
10800
0
0
WILLBROS GROUP INC DEL
COM
969203108
13516
1071005
SH
SOLE
548905
0
0
WILLIAMS CLAYTON ENERGY INC
COM
969490101
1649
14591
SH
SOLE
11291
0
0
WILLIAMS COS INC DEL
COM
969457100
2647
65240
SH
SOLE
65240
0
0
WILLIAMS PARTNERS L P
COM UNIT L P
96950F104
564
11080
SH
SOLE
11080
0
0
WILLIAMS SONOMA INC
COM
969904101
8923
133895
SH
SOLE
133895
0
0
WILSHIRE BANCORP INC
COM
97186T108
542
48833
SH
SOLE
30733
0
0
WINNEBAGO INDS INC
COM
974637100
1357
49536
SH
SOLE
15136
0
0
WINTHROP RLTY TR
SH BEN INT NEW
976391300
1214
104742
SH
SOLE
39542
0
0
WINTRUST FINL CORP
COM
97650W108
537
11026
SH
SOLE
11026
0
0
WINTRUST FINL CORP
*W EXP 12/19/201
97650W157
13198
499929
SH
SOLE
499929
0
0
WIPRO LTD
SPON ADR 1 SH
97651M109
26775
1998115
SH
SOLE
1923576
0
0
WISCONSIN ENERGY CORP
COM
976657106
9089
195255
SH
SOLE
195255
0
0
WISDOMTREE INVTS INC
COM
97717P104
3563
271538
SH
SOLE
114138
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
1391
48712
SH
SOLE
48712
0
0
WORKDAY INC
CL A
98138H101
3427
37478
SH
SOLE
37478
0
0
WORLD ACCEP CORP DEL
COM
981419104
1305
17385
SH
SOLE
15585
0
0
WORLD FUEL SVCS CORP
COM
981475106
956
21688
SH
SOLE
21688
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
2646
91625
SH
SOLE
68625
0
0
WORTHINGTON INDS INC
COM
981811102
22749
594753
SH
SOLE
559853
0
0
WPX ENERGY INC
COM
98212B103
2747
152361
SH
SOLE
152361
0
0
WSFS FINL CORP
COM
929328102
228
3188
SH
SOLE
2188
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
40343
550906
SH
SOLE
529006
0
0
WYNN RESORTS LTD
COM
983134107
10409
46855
SH
SOLE
46855
0
0
XCEL ENERGY INC
COM
98389B100
11243
370339
SH
SOLE
370339
0
0
XENOPORT INC
COM
98411C100
177
34177
SH
SOLE
1277
0
0
XERIUM TECHNOLOGIES INC
COM NEW
98416J118
444
27653
SH
SOLE
17253
0
0
XEROX CORP
COM
984121103
49091
4344376
SH
SOLE
4344376
0
0
XILINX INC
COM
983919101
7855
144744
SH
SOLE
144744
0
0
XOMA CORP DEL
COM
98419J107
671
128844
SH
SOLE
76444
0
0
XOOM CORP
COM
98419Q101
424
21700
SH
SOLE
2100
0
0
XPO LOGISTICS INC
COM
983793100
4456
151528
SH
SOLE
141328
0
0
XYLEM INC
COM
98419M100
231
6346
SH
SOLE
6346
0
0
YAHOO INC
COM
984332106
222513
6198147
SH
SOLE
5828747
0
0
YAMANA GOLD INC
COM
98462Y100
263
30000
SH
SOLE
30000
0
0
YELP INC
CL A
985817105
4485
58304
SH
SOLE
38604
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
9163
407223
SH
SOLE
274523
0
0
YUM BRANDS INC
COM
988498101
5152
68334
SH
SOLE
68334
0
0
ZAGG INC
COM
98884U108
1084
234700
SH
SOLE
84292
0
0
ZALE CORP NEW
COM
988858106
11421
546185
SH
SOLE
545185
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
618
8900
SH
SOLE
8900
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
1252
63831
SH
SOLE
47731
0
0
ZHONE TECHNOLOGIES INC NEW
COM NEW
98950P884
511
121097
SH
SOLE
77597
0
0
ZILLOW INC
CL A
98954A107
2385
27068
SH
SOLE
27068
0
0
ZIMMER HLDGS INC
COM
98956P102
51356
542988
SH
SOLE
529188
0
0
ZIONS BANCORPORATION
COM
989701107
1773
57234
SH
SOLE
57234
0
0
ZIOPHARM ONCOLOGY INC
COM
98973P101
124
27000
SH
SOLE
15300
0
0
ZIX CORP
COM
98974P100
171
41400
SH
SOLE
25400
0
0
ZOETIS INC
CL A
98978V103
4245
146679
SH
SOLE
146679
0
0
ZOGENIX INC
COM
98978L105
429
150700
SH
SOLE
82800
0
0
ZULILY INC
CL A
989774104
361
7200
SH
SOLE
7200
0
0
ZWEIG FD
COM NEW
989834205
833
54830
SH
SOLE
54830
0
0
ZYNGA INC
CL A
98986T108
3645
847700
SH
SOLE
847700
0
0