The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
3-D SYS CORP DEL | COM NEW | 88554D205 | 1,790 | 33,546 | SH | SOLE | 31,346 | 0 | 0 | ||
3M CO | COM | 88579Y101 | 46,632 | 502,227 | SH | SOLE | 470,027 | 0 | 0 | ||
8X8 INC NEW | COM | 282914100 | 391 | 52,952 | SH | SOLE | 33,952 | 0 | 0 | ||
AAON INC | COM PAR $0.004 | 000360206 | 356 | 17,049 | SH | SOLE | 14,749 | 0 | 0 | ||
AAR CORP | COM | 000361105 | 1 | 46 | SH | SOLE | 46 | 0 | 0 | ||
AAR CORP | NOTE 1.750% 2/0 | 000361AH8 | 2,867 | 2,860,000 | PRN | SOLE | 0 | 0 | 0 | ||
AASTROM BIOSCIENCES INC | COM NEW | 00253U305 | 21 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
ABAXIS INC | COM | 002567105 | 352 | 9,478 | SH | SOLE | 5,578 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 141,130 | 2,154,659 | SH | SOLE | 2,002,859 | 0 | 0 | ||
ABERCROMBIE & FITCH CO | CL A | 002896207 | 3,224 | 67,200 | SH | SOLE | 67,200 | 0 | 0 | ||
ABIOMED INC | COM | 003654100 | 237 | 17,635 | SH | SOLE | 11,235 | 0 | 0 | ||
ABRAXAS PETE CORP | COM | 003830106 | 127 | 58,200 | SH | SOLE | 0 | 0 | 0 | ||
ACACIA RESH CORP | ACACIA TCH COM | 003881307 | 371 | 14,472 | SH | SOLE | 8,972 | 0 | 0 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 1,891 | 81,064 | SH | SOLE | 76,664 | 0 | 0 | ||
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 477 | 102,474 | SH | SOLE | 74,074 | 0 | 0 | ||
ACADIA RLTY TR | COM SH BEN INT | 004239109 | 563 | 22,429 | SH | SOLE | 15,629 | 0 | 0 | ||
ACCELRYS INC | COM | 00430U103 | 106 | 11,700 | SH | SOLE | 7,200 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 89,307 | 1,342,963 | SH | SOLE | 1,244,663 | 0 | 0 | ||
ACCESS MIDSTREAM PARTNERS L | UNIT | 00434L109 | 295 | 8,793 | SH | SOLE | 8,793 | 0 | 0 | ||
ACCO BRANDS CORP | COM | 00081T108 | 2,265 | 308,633 | SH | SOLE | 306,433 | 0 | 0 | ||
ACCURAY INC | COM | 004397105 | 1,218 | 189,400 | SH | SOLE | 55,700 | 0 | 0 | ||
ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 503 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ACE LTD | SHS | H0023R105 | 58,903 | 738,128 | SH | SOLE | 665,528 | 0 | 0 | ||
ACELRX PHARMACEUTICALS INC | COM | 00444T100 | 91 | 21,180 | SH | SOLE | 21,180 | 0 | 0 | ||
ACHILLION PHARMACEUTICALS IN | COM | 00448Q201 | 305 | 38,045 | SH | SOLE | 25,245 | 0 | 0 | ||
ACI WORLDWIDE INC | COM | 004498101 | 740 | 16,947 | SH | SOLE | 12,447 | 0 | 0 | ||
ACME PACKET INC | COM | 004764106 | 363 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 10,303 | 970,144 | SH | SOLE | 970,144 | 0 | 0 | ||
ACTUANT CORP | CL A NEW | 00508X203 | 3,676 | 131,698 | SH | SOLE | 131,698 | 0 | 0 | ||
ACTUATE CORP | COM | 00508B102 | 2,328 | 415,630 | SH | SOLE | 185,230 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 12,712 | 187,681 | SH | SOLE | 162,781 | 0 | 0 | ||
ACXIOM CORP | COM | 005125109 | 3,107 | 177,958 | SH | SOLE | 156,808 | 0 | 0 | ||
ADAMS EXPRESS CO | COM | 006212104 | 213 | 20,073 | SH | SOLE | 20,073 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 801 | 21,253 | SH | SOLE | 21,253 | 0 | 0 | ||
ADTRAN INC | COM | 00738A106 | 7,506 | 384,129 | SH | SOLE | 384,129 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 33,504 | 463,076 | SH | SOLE | 426,176 | 0 | 0 | ||
ADVANCED ENERGY INDS | COM | 007973100 | 7,384 | 534,668 | SH | SOLE | 365,768 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 1,436 | 598,200 | SH | SOLE | 598,200 | 0 | 0 | ||
ADVENT CLAY CONV SEC INC FD | COM | 007639107 | 1,851 | 285,583 | SH | SOLE | 285,583 | 0 | 0 | ||
ADVENT CLAYMORE CV SECS & IN | COM | 00764C109 | 311 | 19,303 | SH | SOLE | 19,303 | 0 | 0 | ||
ADVENT CLAYMORE ENH GRW & IN | COM | 00765E104 | 604 | 66,423 | SH | SOLE | 66,423 | 0 | 0 | ||
ADVISORY BRD CO | COM | 00762W107 | 487 | 10,401 | SH | SOLE | 7,901 | 0 | 0 | ||
AECOM TECHNOLOGY CORP DELAWA | COM | 00766T100 | 23,475 | 986,347 | SH | SOLE | 986,347 | 0 | 0 | ||
AEGERION PHARMACEUTICALS INC | COM | 00767E102 | 288 | 11,338 | SH | SOLE | 8,538 | 0 | 0 | ||
AEROPOSTALE | COM | 007865108 | 21,523 | 1,654,372 | SH | SOLE | 1,654,372 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 11,998 | 1,121,303 | SH | SOLE | 1,082,703 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 13,963 | 301,573 | SH | SOLE | 301,573 | 0 | 0 | ||
AFC ENTERPRISES INC | COM | 00104Q107 | 274 | 10,473 | SH | SOLE | 5,273 | 0 | 0 | ||
AFFORDABLE RESIDENTIAL CMNTY | NOTE 7.500% 8/1 | 00828UAB9 | 1,147 | 975,000 | PRN | SOLE | 0 | 0 | 0 | ||
AFFYMAX INC | COM | 00826A109 | 3,237 | 170,362 | SH | SOLE | 99,062 | 0 | 0 | ||
AFFYMETRIX INC | COM | 00826T108 | 2,166 | 683,429 | SH | SOLE | 590,529 | 0 | 0 | ||
AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 1,582 | 1,925,000 | PRN | SOLE | 0 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 10,205 | 192,117 | SH | SOLE | 191,117 | 0 | 0 | ||
AGCO CORP | COM | 001084102 | 10,559 | 214,961 | SH | SOLE | 214,961 | 0 | 0 | ||
AGCO CORP | NOTE 1.250%12/1 | 001084AM4 | 5,075 | 4,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 2,136 | 52,185 | SH | SOLE | 52,185 | 0 | 0 | ||
AGILYSYS INC | COM | 00847J105 | 144 | 17,234 | SH | SOLE | 10,234 | 0 | 0 | ||
AGL RES INC | COM | 001204106 | 1,676 | 41,931 | SH | SOLE | 41,931 | 0 | 0 | ||
AGNICO EAGLE MINES LTD | COM | 008474108 | 1,070 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
AGREE REALTY CORP | COM | 008492100 | 2,340 | 87,347 | SH | SOLE | 59,555 | 0 | 0 | ||
AIR METHODS CORP | COM PAR $.06 | 009128307 | 1,159 | 31,407 | SH | SOLE | 24,207 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 1,231 | 307,100 | SH | SOLE | 200,900 | 0 | 0 | ||
AIRCASTLE LTD | COM | G0129k104 | 19,810 | 1,579,710 | SH | SOLE | 1,282,210 | 0 | 0 | ||
AIRGAS INC | COM | 009363102 | 1,317 | 14,430 | SH | SOLE | 14,430 | 0 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 32,511 | 7,067,643 | SH | SOLE | 6,899,943 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 28,780 | 703,500 | SH | SOLE | 703,500 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 410 | 30,663 | SH | SOLE | 19,463 | 0 | 0 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 36,015 | 835,819 | SH | SOLE | 796,869 | 0 | 0 | ||
ALBANY INTL CORP | CL A | 012348108 | 8,549 | 376,926 | SH | SOLE | 290,326 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | COM | 012423109 | 179 | 18,142 | SH | SOLE | 18,142 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 9,433 | 151,857 | SH | SOLE | 151,857 | 0 | 0 | ||
ALCOA INC | COM | 013817101 | 3,707 | 427,100 | SH | SOLE | 424,400 | 0 | 0 | ||
ALCOA INC | NOTE 5.250% 3/1 | 013817AT8 | 25,892 | 18,020,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALEXANDERS INC | COM | 014752109 | 268 | 811 | SH | SOLE | 211 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 2,080 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 4,550 | 48,500 | SH | SOLE | 48,500 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 366 | 13,205 | SH | SOLE | 13,205 | 0 | 0 | ||
ALLEGHANY CORP DEL | COM | 017175100 | 537 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
ALLEGIANT TRAVEL CO | COM | 01748X102 | 738 | 10,058 | SH | SOLE | 7,758 | 0 | 0 | ||
ALLERGAN INC | COM | 018490102 | 4,509 | 49,155 | SH | SOLE | 49,155 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 815 | 5,633 | SH | SOLE | 5,633 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | NOTE 4.750% 5/1 | 018581AC2 | 26,079 | 8,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALLIANCE ONE INTL INC | COM | 018772103 | 49 | 13,439 | SH | SOLE | 13,439 | 0 | 0 | ||
ALLIANCE ONE INTL INC | NOTE 5.500% 7/1 | 018772AQ6 | 10,071 | 10,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALLIANT ENERGY CORP | COM | 018802108 | 6,201 | 141,217 | SH | SOLE | 141,217 | 0 | 0 | ||
ALLIANT TECHSYSTEMS INC | COM | 018804104 | 32,599 | 526,123 | SH | SOLE | 526,123 | 0 | 0 | ||
ALLIED NEVADA GOLD CORP | COM | 019344100 | 472 | 15,673 | SH | SOLE | 15,673 | 0 | 0 | ||
ALLIED WRLD ASSUR COM HLDG A | SHS | H01531104 | 21,847 | 277,248 | SH | SOLE | 277,248 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 9,041 | 959,781 | SH | SOLE | 959,781 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 29,326 | 730,051 | SH | SOLE | 672,751 | 0 | 0 | ||
ALMOST FAMILY INC | COM | 020409108 | 1,167 | 57,600 | SH | SOLE | 46,300 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 | 648 | 35,494 | SH | SOLE | 19,294 | 0 | 0 | ||
ALON USA ENERGY INC | COM | 020520102 | 481 | 26,592 | SH | SOLE | 19,692 | 0 | 0 | ||
ALPHA NATURAL RESOURCES INC | COM | 02076X102 | 55,199 | 5,667,200 | SH | SOLE | 5,060,800 | 0 | 0 | ||
ALTERA CORP | COM | 021441100 | 684 | 19,849 | SH | SOLE | 19,849 | 0 | 0 | ||
ALTERRA CAPITAL HOLDINGS LIM | COM | G0229R108 | 33,272 | 1,180,285 | SH | SOLE | 1,129,908 | 0 | 0 | ||
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 225 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
ALTRA HOLDINGS INC | COM | 02208R106 | 942 | 42,700 | SH | SOLE | 19,800 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 55,841 | 1,777,254 | SH | SOLE | 1,613,854 | 0 | 0 | ||
ALUMINUM CORP CHINA LTD | SPON ADR H SHS | 022276109 | 274 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COM | 00163U106 | 613 | 41,700 | SH | SOLE | 18,200 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 7,893 | 31,430 | SH | SOLE | 31,430 | 0 | 0 | ||
AMC NETWORKS INC | CL A | 00164V103 | 1,010 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
AMDOCS LTD | ORD | G02602103 | 9,412 | 276,917 | SH | SOLE | 276,917 | 0 | 0 | ||
AMEDISYS INC | COM | 023436108 | 7,099 | 629,900 | SH | SOLE | 464,000 | 0 | 0 | ||
AMERCO | COM | 023586100 | 1,177 | 9,285 | SH | SOLE | 6,485 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 16,513 | 537,523 | SH | SOLE | 537,523 | 0 | 0 | ||
AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 | 44,981 | 1,943,858 | SH | SOLE | 1,673,958 | 0 | 0 | ||
AMERICAN ASSETS TR INC | COM | 024013104 | 406 | 14,529 | SH | SOLE | 6,529 | 0 | 0 | ||
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 1,383 | 29,981 | SH | SOLE | 29,981 | 0 | 0 | ||
AMERICAN CAP LTD | COM | 02503Y103 | 82,312 | 6,859,307 | SH | SOLE | 6,859,307 | 0 | 0 | ||
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 3,455 | 119,400 | SH | SOLE | 119,400 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 37,340 | 1,820,597 | SH | SOLE | 1,820,597 | 0 | 0 | ||
AMERICAN ELEC PWR INC | COM | 025537101 | 51,544 | 1,207,689 | SH | SOLE | 1,113,889 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 302 | 24,747 | SH | SOLE | 24,747 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 2,784 | 48,440 | SH | SOLE | 48,440 | 0 | 0 | ||
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 36,704 | 928,755 | SH | SOLE | 928,755 | 0 | 0 | ||
AMERICAN GREETINGS CORP | CL A | 026375105 | 31,821 | 1,884,004 | SH | SOLE | 1,883,504 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 23,231 | 658,111 | SH | SOLE | 593,611 | 0 | 0 | ||
AMERICAN RAILCAR INDS INC | COM | 02916P103 | 480 | 15,116 | SH | SOLE | 11,916 | 0 | 0 | ||
AMERICAN RLTY CAP TR INC | COM | 02917L101 | 1,878 | 162,600 | SH | SOLE | 114,800 | 0 | 0 | ||
AMERICAN SCIENCE & ENGR INC | COM | 029429107 | 2,165 | 33,200 | SH | SOLE | 14,300 | 0 | 0 | ||
AMERICAN SOFTWARE INC | CL A | 029683109 | 117 | 15,031 | SH | SOLE | 8,831 | 0 | 0 | ||
AMERICAN STS WTR CO | COM | 029899101 | 4,936 | 102,868 | SH | SOLE | 71,268 | 0 | 0 | ||
AMERICAN SUPERCONDUCTOR CORP | COM | 030111108 | 127 | 48,600 | SH | SOLE | 48,600 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 25,344 | 327,988 | SH | SOLE | 303,788 | 0 | 0 | ||
AMERICAN VANGUARD CORP | COM | 030371108 | 1,160 | 37,323 | SH | SOLE | 14,623 | 0 | 0 | ||
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 3,237 | 87,181 | SH | SOLE | 87,181 | 0 | 0 | ||
AMERICAS CAR MART INC | COM | 03062T105 | 914 | 22,561 | SH | SOLE | 10,961 | 0 | 0 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 258 | 6,652 | SH | SOLE | 6,652 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 95,452 | 1,524,054 | SH | SOLE | 1,463,154 | 0 | 0 | ||
AMERIS BANCORP | COM | 03076K108 | 128 | 10,223 | SH | SOLE | 5,701 | 0 | 0 | ||
AMERISAFE INC | COM | 03071H100 | 455 | 16,715 | SH | SOLE | 12,115 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 16,630 | 385,135 | SH | SOLE | 385,135 | 0 | 0 | ||
AMERISTAR CASINOS INC | COM | 03070Q101 | 11,697 | 445,763 | SH | SOLE | 394,018 | 0 | 0 | ||
AMETEK INC NEW | COM | 031100100 | 2,038 | 54,250 | SH | SOLE | 54,250 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 148,168 | 1,716,497 | SH | SOLE | 1,595,497 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 425 | 99,979 | SH | SOLE | 86,279 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COM | 001744101 | 569 | 49,287 | SH | SOLE | 45,987 | 0 | 0 | ||
AMSURG CORP | COM | 03232P405 | 2,522 | 84,053 | SH | SOLE | 78,453 | 0 | 0 | ||
AMTECH SYS INC | COM PAR $0.01N | 032332504 | 51 | 15,900 | SH | SOLE | 0 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES I | COM | 032359309 | 767 | 26,749 | SH | SOLE | 26,749 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 3,812 | 51,305 | SH | SOLE | 51,305 | 0 | 0 | ||
ANALOG DEVICES INC | COM | 032654105 | 4,877 | 115,955 | SH | SOLE | 115,955 | 0 | 0 | ||
ANALOGIC CORP | COM PAR $0.05 | 032657207 | 3,915 | 52,696 | SH | SOLE | 25,596 | 0 | 0 | ||
ANDERSONS INC | COM | 034164103 | 14,763 | 344,120 | SH | SOLE | 283,100 | 0 | 0 | ||
ANDINA ACQUISITION CORP | COM | G0440W100 | 4,910 | 495,000 | SH | SOLE | 495,000 | 0 | 0 | ||
ANGLOGOLD ASHANTI LTD | SPONSORED ADR | 035128206 | 201 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
ANIXTER INTL INC | COM | 035290105 | 10,233 | 159,943 | SH | SOLE | 156,343 | 0 | 0 | ||
ANIXTER INTL INC | NOTE 1.000% 2/1 | 035290AJ4 | 344 | 300,000 | PRN | SOLE | 0 | 0 | 0 | ||
ANN INC | COM | 035623107 | 6,406 | 189,289 | SH | SOLE | 162,289 | 0 | 0 | ||
ANNALY CAP MGMT INC | COM | 035710409 | 10,489 | 747,045 | SH | SOLE | 670,145 | 0 | 0 | ||
ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 4,977 | 4,900,000 | PRN | SOLE | 0 | 0 | 0 | ||
ANSYS INC | COM | 03662Q105 | 384 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
ANTARES PHARMA INC | COM | 036642106 | 357 | 93,631 | SH | SOLE | 62,931 | 0 | 0 | ||
ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 73 | 11,242 | SH | SOLE | 11,242 | 0 | 0 | ||
AOL INC | COM | 00184X105 | 7,158 | 241,733 | SH | SOLE | 238,933 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 2,851 | 36,323 | SH | SOLE | 36,323 | 0 | 0 | ||
APARTMENT INVT & MGMT CO | CL A | 03748R101 | 3,412 | 126,100 | SH | SOLE | 126,100 | 0 | 0 | ||
APOGEE ENTERPRISES INC | COM | 037598109 | 5,926 | 247,237 | SH | SOLE | 165,837 | 0 | 0 | ||
APOLLO GROUP INC | CL A | 037604105 | 23,661 | 1,131,044 | SH | SOLE | 1,131,044 | 0 | 0 | ||
APOLLO INVT CORP | COM | 03761U106 | 2,201 | 263,302 | SH | SOLE | 202,992 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 275,967 | 517,732 | SH | SOLE | 470,332 | 0 | 0 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 9,195 | 218,877 | SH | SOLE | 194,377 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 11,668 | 1,019,953 | SH | SOLE | 1,019,953 | 0 | 0 | ||
APRICUS BIOSCIENCES INC | COM | 03832V109 | 29 | 14,649 | SH | SOLE | 8,149 | 0 | 0 | ||
ARBITRON INC | COM | 03875Q108 | 21,543 | 461,497 | SH | SOLE | 461,497 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NOTE 5.000% 5/1 | 03938LAK0 | 11,164 | 10,690,000 | PRN | SOLE | 0 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L104 | 1 | 40 | SH | SOLE | 40 | 0 | 0 | ||
ARCH CAP GROUP LTD | ORD | G0450A105 | 2,592 | 58,886 | SH | SOLE | 58,886 | 0 | 0 | ||
ARCH COAL INC | COM | 039380100 | 1,461 | 199,600 | SH | SOLE | 183,500 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 48,123 | 1,756,960 | SH | SOLE | 1,691,460 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 3,721 | 3,700,000 | PRN | SOLE | 0 | 0 | 0 | ||
ARCTIC CAT INC | COM | 039670104 | 7,539 | 225,787 | SH | SOLE | 168,387 | 0 | 0 | ||
ARENA PHARMACEUTICALS INC | COM | 040047102 | 2,385 | 264,365 | SH | SOLE | 224,065 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 10,002 | 571,531 | SH | SOLE | 571,531 | 0 | 0 | ||
ARGO GROUP INTL HLDGS LTD | COM | G0464B107 | 9,894 | 294,561 | SH | SOLE | 186,320 | 0 | 0 | ||
ARIAD PHARMACEUTICALS INC | COM | 04033A100 | 1,220 | 63,598 | SH | SOLE | 60,898 | 0 | 0 | ||
ARKANSAS BEST CORP DEL | COM | 040790107 | 2,791 | 292,211 | SH | SOLE | 260,811 | 0 | 0 | ||
ARMOUR RESIDENTIAL REIT INC | COM | 042315101 | 1,169 | 180,700 | SH | SOLE | 127,600 | 0 | 0 | ||
ARMSTRONG WORLD INDS INC NEW | COM | 04247X102 | 8,103 | 159,723 | SH | SOLE | 159,723 | 0 | 0 | ||
ARQULE INC | COM | 04269E107 | 512 | 183,500 | SH | SOLE | 94,200 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COM | 04269X105 | 1,800 | 483,918 | SH | SOLE | 190,918 | 0 | 0 | ||
ARRIS GROUP INC | COM | 04269Q100 | 18,344 | 1,227,835 | SH | SOLE | 1,204,635 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 19,926 | 523,276 | SH | SOLE | 523,276 | 0 | 0 | ||
ARTHROCARE CORP | COM | 043136100 | 2,653 | 76,700 | SH | SOLE | 34,600 | 0 | 0 | ||
ARUBA NETWORKS INC | COM | 043176106 | 579 | 27,900 | SH | SOLE | 27,900 | 0 | 0 | ||
ARVINMERITOR INC | FRNT 4.625% 3/0 | 043353AF8 | 469 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 9,738 | 304,019 | SH | SOLE | 295,919 | 0 | 0 | ||
ASCENA RETAIL GROUP INC | COM | 04351G101 | 12,353 | 668,074 | SH | SOLE | 668,074 | 0 | 0 | ||
ASCENT CAP GROUP INC | COM SER A | 043632108 | 518 | 8,363 | SH | SOLE | 4,863 | 0 | 0 | ||
ASHFORD HOSPITALITY TR INC | COM SHS | 044103109 | 5,788 | 550,699 | SH | SOLE | 534,699 | 0 | 0 | ||
ASHLAND INC NEW | COM | 044209104 | 531 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 7,113 | 221,726 | SH | SOLE | 221,726 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COM | 045327103 | 2,252 | 81,481 | SH | SOLE | 18,781 | 0 | 0 | ||
ASSISTED LIVING CONCPT NEV N | CL A NEW | 04544X300 | 666 | 68,300 | SH | SOLE | 50,100 | 0 | 0 | ||
ASSOCIATED BANC CORP | *W EXP 11/21/201 | 045487113 | 28 | 24,175 | SH | SOLE | 24,175 | 0 | 0 | ||
ASSOCIATED BANC CORP | COM | 045487105 | 15,156 | 1,155,157 | SH | SOLE | 1,155,157 | 0 | 0 | ||
ASSOCIATED ESTATES RLTY CORP | COM | 045604105 | 9,002 | 558,411 | SH | SOLE | 509,411 | 0 | 0 | ||
ASSURANT INC | COM | 04621X108 | 75,468 | 2,174,866 | SH | SOLE | 2,139,666 | 0 | 0 | ||
ASSURED GUARANTY LTD | COM | G0585R106 | 4,140 | 290,946 | SH | SOLE | 290,946 | 0 | 0 | ||
ASTEC INDS INC | COM | 046224101 | 257 | 7,703 | SH | SOLE | 7,703 | 0 | 0 | ||
ASTORIA FINL CORP | COM | 046265104 | 1,523 | 162,718 | SH | SOLE | 133,218 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 178,435 | 5,293,239 | SH | SOLE | 4,807,739 | 0 | 0 | ||
ATHENAHEALTH INC | COM | 04685W103 | 503 | 6,842 | SH | SOLE | 6,842 | 0 | 0 | ||
ATLANTIC PWR CORP | COM NEW | 04878Q863 | 1,223 | 107,000 | SH | SOLE | 75,600 | 0 | 0 | ||
ATLANTICUS HLDGS CORP | COM | 04914Y102 | 641 | 191,430 | SH | SOLE | 191,430 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 803 | 18,113 | SH | SOLE | 14,613 | 0 | 0 | ||
ATLAS ENERGY LP | COM UNITS LP | 04930A104 | 1,099 | 31,631 | SH | SOLE | 31,631 | 0 | 0 | ||
ATMI INC | COM | 00207R101 | 1,111 | 53,213 | SH | SOLE | 23,313 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 1,259 | 35,839 | SH | SOLE | 35,839 | 0 | 0 | ||
ATWOOD OCEANICS INC | COM | 050095108 | 1,359 | 29,689 | SH | SOLE | 29,689 | 0 | 0 | ||
AUTODESK INC | COM | 052769106 | 3,677 | 104,014 | SH | SOLE | 104,014 | 0 | 0 | ||
AUTOLIV INC | COM | 052800109 | 18,811 | 279,134 | SH | SOLE | 279,134 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 4,957 | 86,944 | SH | SOLE | 86,944 | 0 | 0 | ||
AUTONATION INC | COM | 05329W102 | 1,187 | 29,890 | SH | SOLE | 29,890 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 12,509 | 35,293 | SH | SOLE | 35,293 | 0 | 0 | ||
AUXILIUM PHARMACEUTICALS INC | COM | 05334D107 | 2,409 | 130,000 | SH | SOLE | 45,400 | 0 | 0 | ||
AV HOMES INC | COM | 00234P102 | 1 | 80 | SH | SOLE | 80 | 0 | 0 | ||
AV HOMES INC | NOTE 7.500% 2/1 | 00234PAB8 | 8,241 | 8,020,000 | PRN | SOLE | 0 | 0 | 0 | ||
AVAGO TECHNOLOGIES LTD | SHS | Y0486S104 | 18,854 | 595,500 | SH | SOLE | 513,200 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 11,830 | 87,251 | SH | SOLE | 80,751 | 0 | 0 | ||
AVATAR HLDGS INC | NOTE 7.500% 2/1 | 053494AG5 | 2,619 | 2,580,000 | PRN | SOLE | 0 | 0 | 0 | ||
AVEO PHARMACEUTICALS INC | COM | 053588109 | 177 | 22,000 | SH | SOLE | 9,100 | 0 | 0 | ||
AVERY DENNISON CORP | COM | 053611109 | 46,278 | 1,325,270 | SH | SOLE | 1,224,570 | 0 | 0 | ||
AVIS BUDGET GROUP | COM | 053774105 | 883 | 44,573 | SH | SOLE | 33,873 | 0 | 0 | ||
AVIS BUDGET GROUP | NOTE 3.500%10/0 | 053774AB1 | 26,003 | 18,920,000 | PRN | SOLE | 0 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 2,021 | 83,828 | SH | SOLE | 68,728 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 44,794 | 1,463,384 | SH | SOLE | 1,410,284 | 0 | 0 | ||
AVON PRODS INC | COM | 054303102 | 521 | 36,300 | SH | SOLE | 36,300 | 0 | 0 | ||
AVX CORP NEW | COM | 002444107 | 465 | 43,100 | SH | SOLE | 43,100 | 0 | 0 | ||
AXCELIS TECHNOLOGIES INC | COM | 054540109 | 12 | 23,177 | SH | SOLE | 23,177 | 0 | 0 | ||
AXIS CAPITAL HOLDINGS INV | SHS | G0692U109 | 39,275 | 1,133,800 | SH | SOLE | 998,100 | 0 | 0 | ||
AZZ INC | COM | 002474104 | 919 | 23,916 | SH | SOLE | 17,616 | 0 | 0 | ||
B & G FOODS INC NEW | COM | 05508R106 | 799 | 28,236 | SH | SOLE | 19,736 | 0 | 0 | ||
B/E AEROSPACE INC | COM | 073302101 | 3,977 | 80,500 | SH | SOLE | 80,500 | 0 | 0 | ||
BABCOCK & WILCOX CO NEW | COM | 05615F102 | 262 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BAIDU INC | SPON ADR REP A | 056752108 | 1,244 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
BAKER HUGHES INC | COM | 057224107 | 490 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
BALCHEM CORP | COM | 057665200 | 290 | 7,958 | SH | SOLE | 5,058 | 0 | 0 | ||
BALL CORP | COM | 058498106 | 7,661 | 171,200 | SH | SOLE | 171,200 | 0 | 0 | ||
BALLY TECHNOLOGIES INC | COM | 05874B107 | 773 | 17,300 | SH | SOLE | 17,300 | 0 | 0 | ||
BANCO BRADESCO S A | SP ADR PFD NEW | 059460303 | 16,298 | 938,273 | SH | SOLE | 777,473 | 0 | 0 | ||
BANCO SANTANDER CHILE NEW | SP ADR REP COM | 05965X109 | 4,023 | 141,192 | SH | SOLE | 121,328 | 0 | 0 | ||
BANCORPSOUTH INC | COM | 059692103 | 195 | 13,400 | SH | SOLE | 8,700 | 0 | 0 | ||
BANCTRUST FINANCIAL GP | COM | 05978R107 | 3,077 | 1,106,829 | SH | SOLE | 1,106,829 | 0 | 0 | ||
BANK HAWAII CORP | COM | 062540109 | 3,908 | 88,721 | SH | SOLE | 88,721 | 0 | 0 | ||
BANK MONTREAL QUE | COM | 063671101 | 1,201 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
BANK MUTUAL CORP NEW | COM | 063750103 | 189 | 15,931 | SH | SOLE | 15,931 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 24,193 | 941,347 | SH | SOLE | 856,547 | 0 | 0 | ||
BANK NOVA SCOTIA HALIFAX | COM | 064149107 | 555 | 9,586 | SH | SOLE | 9,586 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | 7.25%CNV PFD L | 060505682 | 2,271 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 90,894 | 7,835,654 | SH | SOLE | 7,077,554 | 0 | 0 | ||
BANK OF THE OZARKS INC | COM | 063904106 | 1,182 | 35,313 | SH | SOLE | 21,313 | 0 | 0 | ||
BANNER CORP | COM NEW | 06652V208 | 2,090 | 68,012 | SH | SOLE | 45,112 | 0 | 0 | ||
BARD C R INC | COM | 067383109 | 4,311 | 44,111 | SH | SOLE | 44,111 | 0 | 0 | ||
BARNES & NOBLE INC | COM | 067774109 | 597 | 39,588 | SH | SOLE | 39,588 | 0 | 0 | ||
BARNES GROUP INC | COM | 067806109 | 3,993 | 177,767 | SH | SOLE | 159,467 | 0 | 0 | ||
BARRETT BUSINESS SERVICES IN | COM | 068463108 | 220 | 5,787 | SH | SOLE | 3,687 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 942 | 26,900 | SH | SOLE | 26,900 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 9,235 | 138,532 | SH | SOLE | 138,532 | 0 | 0 | ||
BB&T CORP | COM | 054937107 | 12,760 | 438,347 | SH | SOLE | 394,347 | 0 | 0 | ||
BBCN BANCORP INC | COM | 073295107 | 472 | 40,797 | SH | SOLE | 29,497 | 0 | 0 | ||
BCE INC | COM NEW | 05534B760 | 391 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
BEACON ROOFING SUPPLY INC | COM | 073685109 | 818 | 24,567 | SH | SOLE | 16,767 | 0 | 0 | ||
BEAM INC | COM | 073730103 | 3,012 | 49,300 | SH | SOLE | 49,300 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 8,043 | 476,194 | SH | SOLE | 372,054 | 0 | 0 | ||
BEAZER HOMES USA INC | UNIT 99/99/9999 | 07556Q709 | 837 | 29,250 | SH | SOLE | 29,250 | 0 | 0 | ||
BEBE STORES INC | COM | 075571109 | 1,216 | 304,785 | SH | SOLE | 236,685 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 16,375 | 209,425 | SH | SOLE | 202,725 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 11,785 | 210,782 | SH | SOLE | 210,782 | 0 | 0 | ||
BELDEN INC | COM | 077454106 | 473 | 10,518 | SH | SOLE | 0 | 0 | 0 | ||
BELO CORP | COM SER A | 080555105 | 461 | 60,116 | SH | SOLE | 41,416 | 0 | 0 | ||
BEMIS INC | COM | 081437105 | 2,014 | 60,200 | SH | SOLE | 60,200 | 0 | 0 | ||
BENCHMARK ELECTRS INC | COM | 08160H101 | 2,705 | 162,747 | SH | SOLE | 127,647 | 0 | 0 | ||
BERKLEY W R CORP | COM | 084423102 | 1,362 | 36,099 | SH | SOLE | 36,099 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 57,367 | 639,540 | SH | SOLE | 603,540 | 0 | 0 | ||
BERRY PETE CO | CL A | 085789105 | 1,674 | 49,900 | SH | SOLE | 45,200 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 30,968 | 2,613,370 | SH | SOLE | 2,522,970 | 0 | 0 | ||
BGC PARTNERS INC | CL A | 05541T101 | 1,320 | 381,571 | SH | SOLE | 264,271 | 0 | 0 | ||
BGC PARTNERS INC | NOTE 4.500% 7/1 | 05541TAD3 | 1,660 | 1,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
BGS ACQUISITION CORP | SH | G1082J100 | 7,790 | 799,000 | SH | SOLE | 799,000 | 0 | 0 | ||
BIG LOTS INC | COM | 089302103 | 28,747 | 1,010,077 | SH | SOLE | 1,010,077 | 0 | 0 | ||
BIGLARI HLDGS INC | COM | 08986R101 | 4,758 | 12,200 | SH | SOLE | 6,760 | 0 | 0 | ||
BIOGEN IDEC INC | COM | 09062X103 | 40,956 | 279,242 | SH | SOLE | 279,242 | 0 | 0 | ||
BIOLASE INC | COM | 090911108 | 97 | 52,407 | SH | SOLE | 45,779 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 5,720 | 116,140 | SH | SOLE | 116,140 | 0 | 0 | ||
BIOMED REALTY TRUST INC | COM | 09063H107 | 2,847 | 147,295 | SH | SOLE | 147,295 | 0 | 0 | ||
BIOMIMETIC THERAPEUTICS INC | COM | 09064X101 | 12,289 | 1,697,407 | SH | SOLE | 1,691,607 | 0 | 0 | ||
BIO-REFERENCE LABS INC | COM $.01 NEW | 09057G602 | 1,343 | 46,814 | SH | SOLE | 25,514 | 0 | 0 | ||
BIOSCRIP INC | COM | 09069N108 | 686 | 63,679 | SH | SOLE | 54,179 | 0 | 0 | ||
BLACK BOX CORP DEL | COM | 091826107 | 2,506 | 102,972 | SH | SOLE | 65,604 | 0 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 1,976 | 54,375 | SH | SOLE | 41,275 | 0 | 0 | ||
BLACKROCK CORE BD TR | SHS BEN INT | 09249E101 | 1,734 | 116,352 | SH | SOLE | 116,352 | 0 | 0 | ||
BLACKROCK CREDIT ALL INC TR | COM | 092508100 | 5,740 | 418,040 | SH | SOLE | 418,040 | 0 | 0 | ||
BLACKROCK ENH CAP & INC FD I | COM | 09256A109 | 1,809 | 145,637 | SH | SOLE | 145,637 | 0 | 0 | ||
BLACKROCK ENHANCED EQT DIV T | COM | 09251A104 | 5,947 | 828,209 | SH | SOLE | 828,209 | 0 | 0 | ||
BLACKROCK GLOBAL OPP EQTY TR | COM | 092501105 | 3,988 | 302,086 | SH | SOLE | 302,086 | 0 | 0 | ||
BLACKROCK INC | COM | 09247X101 | 5,195 | 25,134 | SH | SOLE | 25,134 | 0 | 0 | ||
BLACKROCK INCOME OPP TRUST I | COM | 092475102 | 1,787 | 157,562 | SH | SOLE | 157,562 | 0 | 0 | ||
BLACKROCK INTL GRWTH & INC T | COM BENE INTER | 092524107 | 3,992 | 543,106 | SH | SOLE | 543,106 | 0 | 0 | ||
BLACKROCK KELSO CAPITAL CORP | COM | 092533108 | 12,618 | 1,254,267 | SH | SOLE | 925,967 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 7,848 | 422,597 | SH | SOLE | 422,597 | 0 | 0 | ||
BLUCORA INC | COM | 095229100 | 4,919 | 313,097 | SH | SOLE | 180,897 | 0 | 0 | ||
BLUE WOLF MONGOLIA HOLDINGS | SHS | G11962100 | 6,461 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
BLUEGREEN CORP | COM | 096231105 | 4,196 | 447,293 | SH | SOLE | 447,293 | 0 | 0 | ||
BMC SOFTWARE INC | COM | 055921100 | 24,454 | 616,600 | SH | SOLE | 616,600 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS | UT LTD PARTNER | 096627104 | 249 | 10,012 | SH | SOLE | 10,012 | 0 | 0 | ||
BOB EVANS FARMS INC | COM | 096761101 | 5,745 | 142,916 | SH | SOLE | 110,099 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 7,322 | 97,156 | SH | SOLE | 97,156 | 0 | 0 | ||
BOFI HLDG INC | COM | 05566U108 | 201 | 7,211 | SH | SOLE | 3,911 | 0 | 0 | ||
BOISE INC | COM | 09746Y105 | 4,301 | 540,991 | SH | SOLE | 331,191 | 0 | 0 | ||
BOK FINL CORP | COM NEW | 05561Q201 | 1,149 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
BON-TON STORES INC | COM | 09776J101 | 149 | 12,262 | SH | SOLE | 8,162 | 0 | 0 | ||
BORGWARNER INC | COM | 099724106 | 1,090 | 15,222 | SH | SOLE | 15,222 | 0 | 0 | ||
BOSTON BEER INC | CL A | 100557107 | 960 | 7,143 | SH | SOLE | 6,043 | 0 | 0 | ||
BOSTON PPTYS LTD PARTNERSHIP | NOTE 3.750% 5/1 | 10112RAG9 | 6,191 | 5,657,000 | PRN | SOLE | 0 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 368 | 123,800 | SH | SOLE | 123,800 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | COM | 101119105 | 611 | 67,825 | SH | SOLE | 56,125 | 0 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 13,399 | 126,636 | SH | SOLE | 116,136 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 24,315 | 4,243,400 | SH | SOLE | 3,780,900 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 1,230 | 185,213 | SH | SOLE | 182,513 | 0 | 0 | ||
BPZ RESOURCES INC | COM | 055639108 | 230 | 73,000 | SH | SOLE | 0 | 0 | 0 | ||
BRADY CORP | CL A | 104674106 | 574 | 17,200 | SH | SOLE | 16,300 | 0 | 0 | ||
BRANDYWINE RLTY TR | SH BEN INT NEW | 105368203 | 6,209 | 509,384 | SH | SOLE | 480,084 | 0 | 0 | ||
BRAVO BRIO RESTAURANT GROUP | COM | 10567B109 | 453 | 33,700 | SH | SOLE | 6,400 | 0 | 0 | ||
BRE PROPERTIES INC | CL A | 05564E106 | 750 | 14,750 | SH | SOLE | 14,750 | 0 | 0 | ||
BRINKER INTL INC | COM | 109641100 | 19,468 | 628,210 | SH | SOLE | 628,210 | 0 | 0 | ||
BRINKS CO | COM | 109696104 | 1,027 | 36,003 | SH | SOLE | 30,403 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 14,228 | 436,570 | SH | SOLE | 436,570 | 0 | 0 | ||
BRISTOW GROUP INC | COM | 110394103 | 12,022 | 224,049 | SH | SOLE | 203,049 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 534 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
BROADCOM CORP | CL A | 111320107 | 5,651 | 170,161 | SH | SOLE | 170,161 | 0 | 0 | ||
BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 10,786 | 471,417 | SH | SOLE | 471,417 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 73,148 | 13,723,821 | SH | SOLE | 13,723,821 | 0 | 0 | ||
BROOKDALE SR LIVING INC | COM | 112463104 | 749 | 29,600 | SH | SOLE | 29,600 | 0 | 0 | ||
BROOKFIELD ASSET MGMT INC | CL A LTD VT SH | 112585104 | 1,023 | 27,900 | SH | SOLE | 27,900 | 0 | 0 | ||
BROOKFIELD OFFICE PPTYS INC | COM | 112900105 | 230 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
BROOKFIELD RESIDENTIAL PPTYS | COM | 11283W104 | 1,076 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 417 | 49,000 | SH | SOLE | 43,400 | 0 | 0 | ||
BROOKS AUTOMATION INC | COM | 114340102 | 1,131 | 140,496 | SH | SOLE | 117,896 | 0 | 0 | ||
BROWN & BROWN INC | COM | 115236101 | 4,560 | 179,098 | SH | SOLE | 179,098 | 0 | 0 | ||
BROWN FORMAN CORP | CL B | 115637209 | 6,852 | 108,328 | SH | SOLE | 108,328 | 0 | 0 | ||
BROWN SHOE INC NEW | COM | 115736100 | 11,278 | 613,931 | SH | SOLE | 416,831 | 0 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 1,351 | 46,455 | SH | SOLE | 46,455 | 0 | 0 | ||
BSQUARE CORP | COM NEW | 11776U300 | 32 | 10,800 | SH | SOLE | 6,000 | 0 | 0 | ||
BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 246 | 5,416 | SH | SOLE | 5,416 | 0 | 0 | ||
BUCKEYE TECHNOLOGIES INC | COM | 118255108 | 1,195 | 41,620 | SH | SOLE | 35,520 | 0 | 0 | ||
BUCKLE INC | COM | 118440106 | 5,381 | 120,541 | SH | SOLE | 120,541 | 0 | 0 | ||
BUFFALO WILD WINGS INC | COM | 119848109 | 296 | 4,066 | SH | SOLE | 2,766 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 66 | 11,859 | SH | SOLE | 11,859 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 30,479 | 419,300 | SH | SOLE | 342,100 | 0 | 0 | ||
C D I CORP | COM | 125071100 | 470 | 20,943 | SH | SOLE | 20,943 | 0 | 0 | ||
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 1,240 | 19,610 | SH | SOLE | 19,610 | 0 | 0 | ||
CA INC | COM | 12673P105 | 58,460 | 2,659,700 | SH | SOLE | 2,493,400 | 0 | 0 | ||
CABELAS INC | COM | 126804301 | 1,010 | 24,202 | SH | SOLE | 22,102 | 0 | 0 | ||
CABLEVISION SYS CORP | CL A NY CABLVS | 12686C109 | 3,281 | 219,600 | SH | SOLE | 219,600 | 0 | 0 | ||
CABOT CORP | COM | 127055101 | 10,935 | 274,829 | SH | SOLE | 274,829 | 0 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 33,715 | 677,830 | SH | SOLE | 635,230 | 0 | 0 | ||
CACI INTL INC | CL A | 127190304 | 14,427 | 262,175 | SH | SOLE | 261,475 | 0 | 0 | ||
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 2,361 | 174,764 | SH | SOLE | 174,764 | 0 | 0 | ||
CADENCE DESIGN SYSTEM INC | NOTE 1.500%12/1 | 127387AF5 | 499 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 21,773 | 11,825,000 | PRN | SOLE | 0 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 217 | 31,400 | SH | SOLE | 31,400 | 0 | 0 | ||
CAL DIVE INTL INC DEL | COM | 12802T101 | 43 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CAL MAINE FOODS INC | COM NEW | 128030202 | 282 | 7,001 | SH | SOLE | 5,301 | 0 | 0 | ||
CALAMOS CONV & HIGH INCOME F | COM SHS | 12811P108 | 271 | 22,335 | SH | SOLE | 22,335 | 0 | 0 | ||
CALAMP CORP | COM | 128126109 | 91 | 10,949 | SH | SOLE | 6,749 | 0 | 0 | ||
CALIFORNIA WTR SVC GROUP | COM | 130788102 | 534 | 29,100 | SH | SOLE | 19,700 | 0 | 0 | ||
CALIX INC | COM | 13100M509 | 2,700 | 351,100 | SH | SOLE | 154,700 | 0 | 0 | ||
CALLAWAY GOLF CO | COM | 131193104 | 446 | 68,541 | SH | SOLE | 68,541 | 0 | 0 | ||
CALLIDUS SOFTWARE INC | COM | 13123E500 | 77 | 16,900 | SH | SOLE | 16,900 | 0 | 0 | ||
CALLON PETE CO DEL | COM | 13123X102 | 641 | 136,400 | SH | SOLE | 132,900 | 0 | 0 | ||
CALPINE CORP | COM NEW | 131347304 | 495 | 27,325 | SH | SOLE | 27,325 | 0 | 0 | ||
CAMAC ENERGY INC | COM | 131745101 | 7 | 11,900 | SH | SOLE | 0 | 0 | 0 | ||
CAMBREX CORP | COM | 132011107 | 3,294 | 289,499 | SH | SOLE | 283,899 | 0 | 0 | ||
CAMDEN PPTY TR | SH BEN INT | 133131102 | 11,320 | 165,963 | SH | SOLE | 165,963 | 0 | 0 | ||
CAMECO CORP | COM | 13321L108 | 4,366 | 221,400 | SH | SOLE | 221,400 | 0 | 0 | ||
CAMERON INTERNATIONAL CORP | COM | 13342B105 | 2,010 | 35,601 | SH | SOLE | 35,601 | 0 | 0 | ||
CAMPBELL SOUP CO | COM | 134429109 | 10,460 | 299,804 | SH | SOLE | 299,804 | 0 | 0 | ||
CAMPUS CREST CMNTYS INC | COM | 13466Y105 | 3,752 | 306,000 | SH | SOLE | 174,700 | 0 | 0 | ||
CANADIAN NAT RES LTD | COM | 136385101 | 505 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
CANTEL MEDICAL CORP | COM | 138098108 | 848 | 28,529 | SH | SOLE | 13,129 | 0 | 0 | ||
CAPELLA EDUCATION COMPANY | COM | 139594105 | 1,691 | 59,898 | SH | SOLE | 30,998 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 35,084 | 605,622 | SH | SOLE | 562,822 | 0 | 0 | ||
CAPITAL SR LIVING CORP | COM | 140475104 | 373 | 19,932 | SH | SOLE | 16,732 | 0 | 0 | ||
CAPITALSOURCE INC | COM | 14055X102 | 2,946 | 388,633 | SH | SOLE | 388,633 | 0 | 0 | ||
CAPITOL FED FINL INC | COM | 14057J101 | 1,116 | 95,500 | SH | SOLE | 95,500 | 0 | 0 | ||
CAPLEASE INC | COM | 140288101 | 563 | 101,037 | SH | SOLE | 94,137 | 0 | 0 | ||
CAPSTEAD MTG CORP | COM NO PAR | 14067E506 | 1,098 | 95,704 | SH | SOLE | 74,057 | 0 | 0 | ||
CARBO CERAMICS INC | COM | 140781105 | 2,010 | 25,660 | SH | SOLE | 25,660 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 32,047 | 778,227 | SH | SOLE | 736,227 | 0 | 0 | ||
CARDIOVASCULAR SYS INC DEL | COM | 141619106 | 134 | 10,700 | SH | SOLE | 5,600 | 0 | 0 | ||
CAREER EDUCATION CORP | COM | 141665109 | 23,360 | 6,636,482 | SH | SOLE | 5,781,030 | 0 | 0 | ||
CAREFUSION CORP | COM | 14170T101 | 5,739 | 200,800 | SH | SOLE | 200,800 | 0 | 0 | ||
CARIBOU COFFEE INC | COM | 142042209 | 739 | 45,643 | SH | SOLE | 18,443 | 0 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 3,420 | 58,200 | SH | SOLE | 58,200 | 0 | 0 | ||
CARMAX INC | COM | 143130102 | 6,585 | 175,400 | SH | SOLE | 175,400 | 0 | 0 | ||
CARMIKE CINEMAS INC | COM | 143436400 | 1,634 | 108,900 | SH | SOLE | 69,200 | 0 | 0 | ||
CARNIVAL CORP | PAIRED CTF | 143658300 | 2,515 | 68,400 | SH | SOLE | 68,400 | 0 | 0 | ||
CARPENTER TECHNOLOGY CORP | COM | 144285103 | 4,271 | 82,716 | SH | SOLE | 82,716 | 0 | 0 | ||
CARTER INC | COM | 146229109 | 17,960 | 322,734 | SH | SOLE | 322,734 | 0 | 0 | ||
CASCADE CORP | COM | 147195101 | 38,844 | 604,108 | SH | SOLE | 589,151 | 0 | 0 | ||
CASELLA WASTE SYS INC | CL A | 147448104 | 71 | 16,100 | SH | SOLE | 10,100 | 0 | 0 | ||
CASEYS GEN STORES INC | COM | 147528103 | 1,075 | 20,244 | SH | SOLE | 20,244 | 0 | 0 | ||
CATAMARAN CORP | COM | 148887102 | 13,351 | 283,396 | SH | SOLE | 283,396 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 2,956 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COM | 149150104 | 685 | 35,137 | SH | SOLE | 35,137 | 0 | 0 | ||
CATO CORP NEW | CL A | 149205106 | 9,317 | 339,653 | SH | SOLE | 243,054 | 0 | 0 | ||
CAVIUM INC | COM | 14964U108 | 964 | 30,900 | SH | SOLE | 30,900 | 0 | 0 | ||
CBIZ INC | COM | 124805102 | 83 | 14,100 | SH | SOLE | 10,400 | 0 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 3,048 | 143,699 | SH | SOLE | 143,699 | 0 | 0 | ||
CBOE HLDGS INC | COM | 12503M108 | 507 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
CBRE CLARION GLOBAL REAL EST | COM | 12504G100 | 201 | 22,636 | SH | SOLE | 22,636 | 0 | 0 | ||
CBRE GROUP INC | CL A | 12504L109 | 326 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 14,006 | 368,093 | SH | SOLE | 323,493 | 0 | 0 | ||
CEC ENTMT INC | COM | 125137109 | 286 | 8,609 | SH | SOLE | 8,609 | 0 | 0 | ||
CELADON GROUP INC | COM | 150838100 | 479 | 26,500 | SH | SOLE | 7,600 | 0 | 0 | ||
CELANESE CORP DEL | COM SER A | 150870103 | 6,734 | 151,224 | SH | SOLE | 151,224 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 17,910 | 227,520 | SH | SOLE | 171,320 | 0 | 0 | ||
CELLDEX THERAPEUTICS INC NEW | COM | 15117B103 | 456 | 68,015 | SH | SOLE | 46,015 | 0 | 0 | ||
CELSION CORPORATION | COM NEW | 15117N305 | 505 | 61,635 | SH | SOLE | 43,735 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 4,100 | 3,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 1,141 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 4.875% 3/1 | 151290AV5 | 3,176 | 2,900,000 | PRN | SOLE | 0 | 0 | 0 | ||
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 72 | 7,292 | SH | SOLE | 7,292 | 0 | 0 | ||
CENOVUS ENERGY INC | COM | 15135U109 | 245 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 601 | 14,661 | SH | SOLE | 14,661 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 5,041 | 261,892 | SH | SOLE | 261,892 | 0 | 0 | ||
CENTRAIS ELETRICAS BRASILEIR | SPONSORED ADR | 15234Q207 | 577 | 184,840 | SH | SOLE | 184,840 | 0 | 0 | ||
CENTRAL EUROPEAN DIST CORP | NOTE 3.000% 3/1 | 153435AA0 | 2,625 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 1,284 | 122,900 | SH | SOLE | 122,900 | 0 | 0 | ||
CENTRAL GARDEN & PET CO | COM | 153527106 | 6,217 | 620,419 | SH | SOLE | 620,419 | 0 | 0 | ||
CENTRAL PAC FINL CORP | COM NEW | 154760409 | 177 | 25,664 | SH | SOLE | 25,664 | 0 | 0 | ||
CENTRAL SECS CORP | COM | 155123102 | 509 | 25,451 | SH | SOLE | 25,451 | 0 | 0 | ||
CENTURY ALUM CO | COM | 156431108 | 2,269 | 259,000 | SH | SOLE | 221,700 | 0 | 0 | ||
CENTURYLINK INC | COM | 156700106 | 3,553 | 90,811 | SH | SOLE | 90,811 | 0 | 0 | ||
CEPHEID | COM | 15670R107 | 381 | 11,265 | SH | SOLE | 11,265 | 0 | 0 | ||
CEREPLAST INC | COM NEW | 156732307 | 7 | 315,790 | SH | SOLE | 315,790 | 0 | 0 | ||
CERNER CORP | COM | 156782104 | 1,824 | 23,496 | SH | SOLE | 23,496 | 0 | 0 | ||
CERUS CORP | COM | 157085101 | 95 | 29,921 | SH | SOLE | 14,221 | 0 | 0 | ||
CEVA INC | COM | 157210105 | 687 | 43,613 | SH | SOLE | 15,413 | 0 | 0 | ||
CF INDS HLDGS INC | COM | 125269100 | 116,030 | 571,128 | SH | SOLE | 531,928 | 0 | 0 | ||
CH ENERGY GROUP INC | COM | 12541M102 | 40,441 | 620,065 | SH | SOLE | 613,365 | 0 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 15,366 | 410,100 | SH | SOLE | 410,100 | 0 | 0 | ||
CHART ACQUISITION CORP | UNIT 99/99/9999 | 161151204 | 14,925 | 1,492,500 | SH | SOLE | 1,492,500 | 0 | 0 | ||
CHART INDS INC | COM PAR $0.01 | 16115Q308 | 1,984 | 29,757 | SH | SOLE | 29,757 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 24,552 | 19,850,000 | PRN | SOLE | 0 | 0 | 0 | ||
CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 729 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
CHECKPOINT SYS INC | COM | 162825103 | 176 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 5,491 | 167,829 | SH | SOLE | 167,829 | 0 | 0 | ||
CHEMED CORP NEW | COM | 16359R103 | 20,323 | 296,300 | SH | SOLE | 261,993 | 0 | 0 | ||
CHEMICAL FINL CORP | COM | 163731102 | 1,060 | 44,631 | SH | SOLE | 43,300 | 0 | 0 | ||
CHEMTURA CORP | COM NEW | 163893209 | 2,622 | 123,322 | SH | SOLE | 85,322 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 527 | 28,088 | SH | SOLE | 28,088 | 0 | 0 | ||
CHENIERE ENERGY PARTNERS LP | COM UNIT | 16411Q101 | 371 | 17,460 | SH | SOLE | 17,460 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 3,478 | 209,282 | SH | SOLE | 209,282 | 0 | 0 | ||
CHESAPEAKE LODGING TR | SH BEN INT | 165240102 | 3,803 | 182,157 | SH | SOLE | 115,057 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 521 | 11,472 | SH | SOLE | 7,472 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 191,650 | 1,772,237 | SH | SOLE | 1,617,437 | 0 | 0 | ||
CHICOS FAS INC | COM | 168615102 | 33,213 | 1,799,200 | SH | SOLE | 1,799,200 | 0 | 0 | ||
CHILDRENS PL RETAIL STORES I | COM | 168905107 | 21,549 | 486,549 | SH | SOLE | 462,207 | 0 | 0 | ||
CHIMERA INVT CORP | COM | 16934Q109 | 899 | 344,530 | SH | SOLE | 344,530 | 0 | 0 | ||
CHINA GENGSHENG MINERALS INC | COM | 16942P101 | 13 | 42,935 | SH | SOLE | 42,935 | 0 | 0 | ||
CHINA GROWTH EQUITY INV LTD | SHS | G2114K107 | 5,015 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
CHINA MOBILE LIMITED | SPONSORED ADR | 16941M109 | 23,353 | 397,700 | SH | SOLE | 355,600 | 0 | 0 | ||
CHINA PETE & CHEM CORP | SPON ADR H SHS | 16941R108 | 8,979 | 78,135 | SH | SOLE | 78,135 | 0 | 0 | ||
CHINA UNICOM (HONG KONG) LTD | SPONSORED ADR | 16945R104 | 957 | 58,764 | SH | SOLE | 58,764 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 505 | 1,698 | SH | SOLE | 1,698 | 0 | 0 | ||
CHIQUITA BRANDS INTL INC | COM | 170032809 | 9,150 | 1,109,083 | SH | SOLE | 810,056 | 0 | 0 | ||
CHIQUITA BRANDS INTL INC | NOTE 4.250% 8/1 | 170032AT3 | 2,013 | 2,300,000 | PRN | SOLE | 0 | 0 | 0 | ||
CHUBB CORP | COM | 171232101 | 11,303 | 150,063 | SH | SOLE | 109,963 | 0 | 0 | ||
CHUNGHWA TELECOM CO LTD | SPON ADR NEW11 | 17133Q502 | 1,910 | 59,053 | SH | SOLE | 59,053 | 0 | 0 | ||
CHURCH & DWIGHT INC | COM | 171340102 | 16,927 | 315,982 | SH | SOLE | 315,982 | 0 | 0 | ||
CHURCHILL DOWNS INC | COM | 171484108 | 557 | 8,375 | SH | SOLE | 4,175 | 0 | 0 | ||
CIBER INC | COM | 17163B102 | 58 | 17,380 | SH | SOLE | 17,380 | 0 | 0 | ||
CIENA CORP | COM NEW | 171779309 | 2,025 | 128,990 | SH | SOLE | 128,090 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 14,656 | 274,156 | SH | SOLE | 274,156 | 0 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 2,923 | 50,640 | SH | SOLE | 50,640 | 0 | 0 | ||
CINCINNATI BELL INC NEW | COM | 171871106 | 648 | 118,283 | SH | SOLE | 82,883 | 0 | 0 | ||
CINCINNATI FINL CORP | COM | 172062101 | 1,598 | 40,800 | SH | SOLE | 40,800 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COM | 17243V102 | 6,895 | 265,411 | SH | SOLE | 265,411 | 0 | 0 | ||
CINTAS CORP | COM | 172908105 | 14,863 | 363,405 | SH | SOLE | 363,405 | 0 | 0 | ||
CIRCOR INTL INC | COM | 17273K109 | 1,318 | 33,300 | SH | SOLE | 11,400 | 0 | 0 | ||
CIRRUS LOGIC INC | COM | 172755100 | 2,315 | 79,895 | SH | SOLE | 78,095 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 73,975 | 3,764,629 | SH | SOLE | 3,415,929 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 40,314 | 1,019,052 | SH | SOLE | 953,082 | 0 | 0 | ||
CITIZENS INC | CL A | 174740100 | 148 | 13,364 | SH | SOLE | 8,164 | 0 | 0 | ||
CITIZENS REPUBLIC BANCORP IN | COM NEW | 174420307 | 49,747 | 2,622,400 | SH | SOLE | 2,590,800 | 0 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 565 | 8,587 | SH | SOLE | 8,587 | 0 | 0 | ||
CITY HLDG CO | COM | 177835105 | 8,767 | 251,558 | SH | SOLE | 171,605 | 0 | 0 | ||
CITY NATL CORP | COM | 178566105 | 2,035 | 41,102 | SH | SOLE | 41,102 | 0 | 0 | ||
CLARCOR INC | COM | 179895107 | 217 | 4,541 | SH | SOLE | 941 | 0 | 0 | ||
CLEAN HARBORS INC | COM | 184496107 | 3,768 | 68,498 | SH | SOLE | 68,498 | 0 | 0 | ||
CLEARWIRE CORP NEW | CL A | 18538Q105 | 16,488 | 5,705,328 | SH | SOLE | 5,705,328 | 0 | 0 | ||
CLECO CORP NEW | COM | 12561W105 | 2,111 | 52,753 | SH | SOLE | 52,753 | 0 | 0 | ||
CLOROX CO DEL | COM | 189054109 | 6,018 | 82,195 | SH | SOLE | 82,195 | 0 | 0 | ||
CLOUD PEAK ENERGY INC | COM | 18911Q102 | 4,485 | 232,000 | SH | SOLE | 132,400 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 7,401 | 145,947 | SH | SOLE | 145,947 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 506 | 20,769 | SH | SOLE | 20,769 | 0 | 0 | ||
CNO FINL GROUP INC | COM | 12621E103 | 6,445 | 690,772 | SH | SOLE | 596,672 | 0 | 0 | ||
CNO FINL GROUP INC | DBCV 7.000%12/3 | 12621EAC7 | 13,922 | 7,816,000 | PRN | SOLE | 0 | 0 | 0 | ||
CNO FINL GROUP INC | DBCV 7.000%12/3 | 12621EAE3 | 15,233 | 8,552,000 | PRN | SOLE | 0 | 0 | 0 | ||
CNO FINL GROUP INC | DBCV 7.000%12/3 | 12621EAF0 | 10,096 | 5,668,000 | PRN | SOLE | 0 | 0 | 0 | ||
CNOOC LTD | SPONSORED ADR | 126132109 | 11,704 | 53,200 | SH | SOLE | 48,500 | 0 | 0 | ||
COACH INC | COM | 189754104 | 14,480 | 260,855 | SH | SOLE | 260,855 | 0 | 0 | ||
COBALT INTL ENERGY INC | COM | 19075F106 | 1,411 | 57,467 | SH | SOLE | 57,467 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 18,538 | 18,275,000 | PRN | SOLE | 0 | 0 | 0 | ||
COCA COLA BOTTLING CO CONS | COM | 191098102 | 874 | 13,137 | SH | SOLE | 3,537 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 88,730 | 2,447,735 | SH | SOLE | 2,232,335 | 0 | 0 | ||
COCA COLA ENTERPRISES INC NE | COM | 19122T109 | 24,437 | 770,169 | SH | SOLE | 770,169 | 0 | 0 | ||
COCA COLA FEMSA S A B DE C V | SPON ADR REP L | 191241108 | 11,200 | 75,150 | SH | SOLE | 61,950 | 0 | 0 | ||
COEUR D ALENE MINES CORP IDA | COM NEW | 192108504 | 2,451 | 99,645 | SH | SOLE | 76,855 | 0 | 0 | ||
COGENT COMM GROUP INC | COM NEW | 19239V302 | 410 | 18,114 | SH | SOLE | 12,614 | 0 | 0 | ||
COGNEX CORP | COM | 192422103 | 1,086 | 29,482 | SH | SOLE | 29,482 | 0 | 0 | ||
COHEN & STEERS GLOBAL INC BL | COM | 19248M103 | 309 | 29,955 | SH | SOLE | 29,955 | 0 | 0 | ||
COHERENT INC | COM | 192479103 | 564 | 11,151 | SH | SOLE | 11,151 | 0 | 0 | ||
COINSTAR INC | COM | 19259P300 | 841 | 16,177 | SH | SOLE | 16,177 | 0 | 0 | ||
COINSTAR INC | NOTE 4.000% 9/0 | 19259PAF9 | 10,690 | 7,525,000 | PRN | SOLE | 0 | 0 | 0 | ||
COLDWATER CREEK INC | COM NEW | 193068202 | 143 | 29,825 | SH | SOLE | 29,825 | 0 | 0 | ||
COLEMAN CABLE INC | COM | 193459302 | 106 | 11,477 | SH | SOLE | 7,077 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 33,871 | 323,998 | SH | SOLE | 310,598 | 0 | 0 | ||
COLLABRIUM JAPAN ACQUISITN C | SHS | G2266G102 | 7,133 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
COLONIAL PPTYS TR | COM SH BEN INT | 195872106 | 3,220 | 150,670 | SH | SOLE | 114,919 | 0 | 0 | ||
COLONY FINL INC | COM | 19624R106 | 489 | 25,101 | SH | SOLE | 25,101 | 0 | 0 | ||
COLUMBIA BKG SYS INC | COM | 197236102 | 8,294 | 462,300 | SH | SOLE | 298,000 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COM | 198516106 | 393 | 7,364 | SH | SOLE | 7,364 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 102,780 | 2,749,607 | SH | SOLE | 2,569,307 | 0 | 0 | ||
COMCAST CORP NEW | CL A SPL | 20030N200 | 780 | 21,700 | SH | SOLE | 13,500 | 0 | 0 | ||
COMERICA INC | *W EXP 11/14/201 | 200340115 | 635 | 76,974 | SH | SOLE | 76,974 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 29,945 | 986,972 | SH | SOLE | 913,472 | 0 | 0 | ||
COMFORT SYS USA INC | COM | 199908104 | 538 | 44,265 | SH | SOLE | 42,565 | 0 | 0 | ||
COMMERCE BANCSHARES INC | COM | 200525103 | 3,629 | 103,522 | SH | SOLE | 103,522 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 22,262 | 1,498,123 | SH | SOLE | 1,498,123 | 0 | 0 | ||
COMMONWEALTH REIT | COM SH BEN INT | 203233101 | 3,542 | 223,609 | SH | SOLE | 223,609 | 0 | 0 | ||
COMMUNITY BK SYS INC | COM | 203607106 | 4,736 | 173,116 | SH | SOLE | 109,773 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 37,154 | 1,208,665 | SH | SOLE | 1,208,665 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 204166102 | 15,686 | 225,020 | SH | SOLE | 222,606 | 0 | 0 | ||
COMPANHIA BRASILEIRA DE DIST | SPN ADR PFD CL A | 20440T201 | 21,960 | 494,700 | SH | SOLE | 443,000 | 0 | 0 | ||
COMPANHIA DE BEBIDAS DAS AME | SPON ADR PFD | 20441W203 | 20,097 | 478,603 | SH | SOLE | 390,003 | 0 | 0 | ||
COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 20441A102 | 21,379 | 255,827 | SH | SOLE | 248,727 | 0 | 0 | ||
COMPANHIA ENERGETICA DE MINA | SP ADR N-V PFD | 204409601 | 19,055 | 1,754,565 | SH | SOLE | 1,446,240 | 0 | 0 | ||
COMPANHIA PARANAENSE ENERG C | SPON ADR PFD | 20441B407 | 2,891 | 188,318 | SH | SOLE | 188,318 | 0 | 0 | ||
COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 20440W105 | 109 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
COMPANIA DE MINAS BUENAVENTU | SPONSORED ADR | 204448104 | 4,955 | 137,827 | SH | SOLE | 110,227 | 0 | 0 | ||
COMPLETE GENOMICS INC | COM | 20454K104 | 7,684 | 2,439,493 | SH | SOLE | 2,439,493 | 0 | 0 | ||
COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 2,050 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
COMPUTER PROGRAMS & SYS INC | COM | 205306103 | 1,314 | 26,100 | SH | SOLE | 4,600 | 0 | 0 | ||
COMPUTER SCIENCES CORP | COM | 205363104 | 30,840 | 770,029 | SH | SOLE | 742,629 | 0 | 0 | ||
COMPUWARE CORP | COM | 205638109 | 26,917 | 2,476,265 | SH | SOLE | 2,476,265 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | 9,055 | 356,769 | SH | SOLE | 320,269 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 1,024 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
COMVERSE INC | COM | 20585P105 | 10,103 | 354,121 | SH | SOLE | 354,121 | 0 | 0 | ||
COMVERSE TECHNOLOGY INC | COM PAR $0.10 | 205862402 | 13,797 | 3,592,928 | SH | SOLE | 3,592,928 | 0 | 0 | ||
CONAGRA FOODS INC | COM | 205887102 | 80,786 | 2,738,519 | SH | SOLE | 2,483,319 | 0 | 0 | ||
CONCEPTUS INC | COM | 206016107 | 446 | 21,206 | SH | SOLE | 9,906 | 0 | 0 | ||
CONCHO RES INC | COM | 20605P101 | 2,707 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
CONCUR TECHNOLOGIES INC | COM | 206708109 | 520 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
CONMED CORP | COM | 207410101 | 11,589 | 414,630 | SH | SOLE | 321,230 | 0 | 0 | ||
CONNECTICUT WTR SVC INC | COM | 207797101 | 405 | 13,597 | SH | SOLE | 12,697 | 0 | 0 | ||
CONNS INC | COM | 208242107 | 3,484 | 113,553 | SH | SOLE | 106,253 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 50,933 | 878,308 | SH | SOLE | 869,208 | 0 | 0 | ||
CONSOL ENERGY INC | COM | 20854P109 | 819 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 21,272 | 383,011 | SH | SOLE | 383,011 | 0 | 0 | ||
CONSOLIDATED GRAPHICS INC | COM | 209341106 | 1,166 | 33,400 | SH | SOLE | 20,100 | 0 | 0 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 13,879 | 392,180 | SH | SOLE | 392,180 | 0 | 0 | ||
CONTANGO OIL & GAS COMPANY | COM NEW | 21075N204 | 729 | 17,200 | SH | SOLE | 11,300 | 0 | 0 | ||
CONTINENTAL RESOURCES INC | COM | 212015101 | 3,160 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
CONVERGYS CORP | COM | 212485106 | 32,944 | 2,007,533 | SH | SOLE | 1,812,410 | 0 | 0 | ||
CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 9,272 | 5,675,000 | PRN | SOLE | 0 | 0 | 0 | ||
CON-WAY INC | COM | 205944101 | 11,451 | 411,610 | SH | SOLE | 411,610 | 0 | 0 | ||
COOPER COS INC | COM NEW | 216648402 | 12,485 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
COOPER TIRE & RUBR CO | COM | 216831107 | 6,283 | 247,771 | SH | SOLE | 150,571 | 0 | 0 | ||
COPA HOLDINGS SA | CL A | P31076105 | 7,638 | 76,800 | SH | SOLE | 76,800 | 0 | 0 | ||
COPANO ENERGY L L C | COM UNITS | 217202100 | 281 | 8,888 | SH | SOLE | 8,888 | 0 | 0 | ||
COPART INC | COM | 217204106 | 7,254 | 245,906 | SH | SOLE | 245,906 | 0 | 0 | ||
CORE LABORATORIES N V | COM | N22717107 | 273 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COM | 218681104 | 6,385 | 134,849 | SH | SOLE | 68,449 | 0 | 0 | ||
CORELOGIC INC | COM | 21871D103 | 7,406 | 275,100 | SH | SOLE | 275,100 | 0 | 0 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 6,968 | 251,934 | SH | SOLE | 171,634 | 0 | 0 | ||
CORINTHIAN COLLEGES INC | COM | 218868107 | 10,496 | 4,301,573 | SH | SOLE | 3,256,773 | 0 | 0 | ||
CORMEDIX INC | *W EXP 03/24/201 | 21900C118 | 16 | 145,000 | SH | SOLE | 145,000 | 0 | 0 | ||
CORMEDIX INC | COM | 21900C100 | 156 | 216,223 | SH | SOLE | 216,223 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 1,011 | 34,238 | SH | SOLE | 24,538 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 11,232 | 890,028 | SH | SOLE | 890,028 | 0 | 0 | ||
CORPORATE EXECUTIVE BRD CO | COM | 21988R102 | 420 | 8,853 | SH | SOLE | 4,753 | 0 | 0 | ||
CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 1,274 | 50,990 | SH | SOLE | 50,990 | 0 | 0 | ||
CORRECTIONS CORP AMER NEW | COM NEW | 22025Y407 | 11,801 | 332,713 | SH | SOLE | 332,713 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 29,399 | 297,651 | SH | SOLE | 297,651 | 0 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 1,029 | 123,241 | SH | SOLE | 74,441 | 0 | 0 | ||
COVANCE INC | COM | 222816100 | 4,278 | 74,047 | SH | SOLE | 74,047 | 0 | 0 | ||
COVENTRY HEALTH CARE INC | COM | 222862104 | 103,317 | 2,304,640 | SH | SOLE | 2,304,640 | 0 | 0 | ||
CPFL ENERGIA S A | SPONSORED ADR | 126153105 | 3,240 | 154,584 | SH | SOLE | 154,584 | 0 | 0 | ||
CRA INTL INC | COM | 12618T105 | 346 | 17,508 | SH | SOLE | 17,508 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 985 | 15,322 | SH | SOLE | 11,222 | 0 | 0 | ||
CRANE CO | COM | 224399105 | 17,285 | 373,479 | SH | SOLE | 373,479 | 0 | 0 | ||
CRAY INC | COM NEW | 225223304 | 2,100 | 131,652 | SH | SOLE | 60,152 | 0 | 0 | ||
CREDICORP LTD | COM | G2519Y108 | 9,930 | 67,752 | SH | SOLE | 59,952 | 0 | 0 | ||
CREDIT ACCEP CORP MICH | COM | 225310101 | 984 | 9,677 | SH | SOLE | 4,577 | 0 | 0 | ||
CRESTWOOD MIDSTREAM PRTNERS | COM UNITS REPSTG | 226372100 | 248 | 11,534 | SH | SOLE | 11,534 | 0 | 0 | ||
CREXUS INVT CORP | COM | 226553105 | 9,655 | 788,165 | SH | SOLE | 788,165 | 0 | 0 | ||
CROCS INC | COM | 227046109 | 23,508 | 1,633,600 | SH | SOLE | 1,619,600 | 0 | 0 | ||
CROSSTEX ENERGY INC | COM | 22765Y104 | 2,251 | 157,003 | SH | SOLE | 149,603 | 0 | 0 | ||
CROSSTEX ENERGY L P | COM | 22765U102 | 305 | 20,970 | SH | SOLE | 20,970 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COM | 228227104 | 2,198 | 30,454 | SH | SOLE | 30,454 | 0 | 0 | ||
CROWN HOLDINGS INC | COM | 228368106 | 16,602 | 451,032 | SH | SOLE | 425,132 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 8,291 | 456,029 | SH | SOLE | 328,432 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 6,366 | 322,669 | SH | SOLE | 322,669 | 0 | 0 | ||
CTS CORP | COM | 126501105 | 81 | 13,004 | SH | SOLE | 13,004 | 0 | 0 | ||
CUBESMART | COM | 229663109 | 2,661 | 182,603 | SH | SOLE | 162,003 | 0 | 0 | ||
CUBIC CORP | COM | 229669106 | 3,164 | 65,952 | SH | SOLE | 52,790 | 0 | 0 | ||
CUBIST PHARMACEUTICALS INC | COM | 229678107 | 462 | 10,974 | SH | SOLE | 10,974 | 0 | 0 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 2,262 | 41,681 | SH | SOLE | 41,681 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 19,541 | 180,347 | SH | SOLE | 173,747 | 0 | 0 | ||
CURIS INC | COM | 231269101 | 226 | 65,947 | SH | SOLE | 41,147 | 0 | 0 | ||
CURTISS WRIGHT CORP | COM | 231561101 | 330 | 10,066 | SH | SOLE | 4,166 | 0 | 0 | ||
CVB FINL CORP | COM | 126600105 | 979 | 94,158 | SH | SOLE | 72,299 | 0 | 0 | ||
CVD EQUIPMENT CORP | COM | 126601103 | 174 | 18,115 | SH | SOLE | 11,415 | 0 | 0 | ||
CVR ENERGY INC | COM | 12662P108 | 4,067 | 83,354 | SH | SOLE | 79,754 | 0 | 0 | ||
CVS CAREMARK CORPORATION | COM | 126650100 | 109,920 | 2,273,415 | SH | SOLE | 2,081,715 | 0 | 0 | ||
CYBERONICS INC | COM | 23251P102 | 2,482 | 47,251 | SH | SOLE | 38,951 | 0 | 0 | ||
CYMER INC | COM | 232572107 | 66,156 | 731,568 | SH | SOLE | 725,468 | 0 | 0 | ||
CYNOSURE INC | CL A | 232577205 | 266 | 11,045 | SH | SOLE | 8,545 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 8,018 | 739,700 | SH | SOLE | 739,700 | 0 | 0 | ||
CYS INVTS INC | COM | 12673A108 | 1,518 | 128,500 | SH | SOLE | 93,700 | 0 | 0 | ||
CYTEC INDS INC | COM | 232820100 | 14,630 | 212,549 | SH | SOLE | 212,549 | 0 | 0 | ||
CYTORI THERAPEUTICS INC | COM | 23283K105 | 375 | 133,100 | SH | SOLE | 133,100 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 7,219 | 364,984 | SH | SOLE | 364,984 | 0 | 0 | ||
D R HORTON INC | NOTE 2.000% 5/1 | 23331ABB4 | 63,326 | 39,875,000 | PRN | SOLE | 0 | 0 | 0 | ||
DAKTRONICS INC | COM | 234264109 | 377 | 34,062 | SH | SOLE | 30,562 | 0 | 0 | ||
DANA HLDG CORP | COM | 235825205 | 10,120 | 648,300 | SH | SOLE | 624,400 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 207 | 4,600 | SH | SOLE | 4,600 | 0 | 0 | ||
DARLING INTL INC | COM | 237266101 | 8,040 | 501,277 | SH | SOLE | 394,477 | 0 | 0 | ||
DATALINK CORP | COM | 237934104 | 166 | 19,394 | SH | SOLE | 12,094 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 15,531 | 140,514 | SH | SOLE | 140,514 | 0 | 0 | ||
DCP MIDSTREAM PARTNERS LP | COM UT LTD PTN | 23311P100 | 281 | 6,724 | SH | SOLE | 6,724 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | COM | 233153105 | 1,370 | 211,153 | SH | SOLE | 163,853 | 0 | 0 | ||
DDR CORP | COM | 23317H102 | 3,097 | 197,778 | SH | SOLE | 197,778 | 0 | 0 | ||
DEALERTRACK TECHNOLOGIES INC | COM | 242309102 | 281 | 9,771 | SH | SOLE | 6,871 | 0 | 0 | ||
DEAN FOODS CO NEW | COM | 242370104 | 32,401 | 1,962,534 | SH | SOLE | 1,962,534 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 4,592 | 114,028 | SH | SOLE | 114,028 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 15,011 | 173,700 | SH | SOLE | 154,600 | 0 | 0 | ||
DELEK US HLDGS INC | COM | 246647101 | 8,630 | 340,840 | SH | SOLE | 248,440 | 0 | 0 | ||
DELL INC | COM | 24702R101 | 713 | 70,434 | SH | SOLE | 16,734 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 34,356 | 2,894,353 | SH | SOLE | 2,894,353 | 0 | 0 | ||
DELTIC TIMBER CORP | COM | 247850100 | 215 | 3,041 | SH | SOLE | 1,941 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 724 | 22,467 | SH | SOLE | 15,167 | 0 | 0 | ||
DEMAND MEDIA INC | COM | 24802N109 | 332 | 35,700 | SH | SOLE | 0 | 0 | 0 | ||
DENBURY RES INC | COM NEW | 247916208 | 1,802 | 111,224 | SH | SOLE | 111,224 | 0 | 0 | ||
DENDREON CORP | COM | 24823Q107 | 3,004 | 568,877 | SH | SOLE | 523,177 | 0 | 0 | ||
DENDREON CORP | NOTE 2.875% 1/1 | 24823QAC1 | 266 | 350,000 | PRN | SOLE | 0 | 0 | 0 | ||
DENDREON CORP | NOTE 4.750% 6/1 | 24823QAB3 | 96 | 100,000 | PRN | SOLE | 0 | 0 | 0 | ||
DENNYS CORP | COM | 24869P104 | 1,803 | 369,400 | SH | SOLE | 249,800 | 0 | 0 | ||
DERMA SCIENCES INC | COM PAR $.01 | 249827502 | 202 | 18,217 | SH | SOLE | 18,217 | 0 | 0 | ||
DESARROLLADORA HOMEX S A DE | SPONSORED ADR | 25030W100 | 666 | 53,400 | SH | SOLE | 53,400 | 0 | 0 | ||
DESTINATION MATERNITY CORP | COM | 25065D100 | 3,143 | 145,800 | SH | SOLE | 78,200 | 0 | 0 | ||
DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 1,050 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 45,488 | 40,592,000 | PRN | SOLE | 0 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 22,375 | 429,951 | SH | SOLE | 412,551 | 0 | 0 | ||
DEVRY INC DEL | COM | 251893103 | 4,675 | 197,000 | SH | SOLE | 153,900 | 0 | 0 | ||
DEXCOM INC | COM | 252131107 | 739 | 54,295 | SH | SOLE | 42,595 | 0 | 0 | ||
DFC GLOBAL CORP | COM | 23324T107 | 220 | 11,877 | SH | SOLE | 11,877 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING IN | COM | 25271C102 | 18,587 | 273,500 | SH | SOLE | 251,500 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 459 | 50,996 | SH | SOLE | 44,396 | 0 | 0 | ||
DICE HLDGS INC | COM | 253017107 | 1,128 | 122,900 | SH | SOLE | 26,100 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 1,133 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
DIEBOLD INC | COM | 253651103 | 11,081 | 362,000 | SH | SOLE | 362,000 | 0 | 0 | ||
DIGI INTL INC | COM | 253798102 | 105 | 11,037 | SH | SOLE | 7,337 | 0 | 0 | ||
DIGITAL GENERATION INC | COM | 25400B108 | 462 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
DIGITAL RIV INC | COM | 25388B104 | 4,084 | 283,800 | SH | SOLE | 196,000 | 0 | 0 | ||
DIGITAL RLTY TR INC | COM | 253868103 | 4,191 | 61,727 | SH | SOLE | 61,727 | 0 | 0 | ||
DIGITALGLOBE INC | COM NEW | 25389M877 | 279 | 11,400 | SH | SOLE | 7,200 | 0 | 0 | ||
DILLARDS INC | CL A | 254067101 | 63,071 | 752,911 | SH | SOLE | 752,911 | 0 | 0 | ||
DINEEQUITY INC | COM | 254423106 | 509 | 7,599 | SH | SOLE | 4,599 | 0 | 0 | ||
DIRECTV | COM | 25490A309 | 18,978 | 378,347 | SH | SOLE | 361,847 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 95,678 | 2,481,923 | SH | SOLE | 2,336,723 | 0 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 2,359 | 37,166 | SH | SOLE | 37,166 | 0 | 0 | ||
DISH NETWORK CORP | CL A | 25470M109 | 81,874 | 2,249,272 | SH | SOLE | 2,116,272 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 17,812 | 357,734 | SH | SOLE | 345,434 | 0 | 0 | ||
DOLBY LABORATORIES INC | COM | 25659T107 | 21,206 | 723,000 | SH | SOLE | 723,000 | 0 | 0 | ||
DOLE FOOD CO INC NEW | COM | 256603101 | 2,517 | 219,479 | SH | SOLE | 214,379 | 0 | 0 | ||
DOLLAR FINL CORP | NOTE 2.875% 6/3 | 256664AB9 | 2,864 | 2,850,000 | PRN | SOLE | 0 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 7,349 | 166,686 | SH | SOLE | 166,686 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 18,041 | 444,799 | SH | SOLE | 444,799 | 0 | 0 | ||
DOMINION RES INC VA NEW | COM | 25746U109 | 3,044 | 58,760 | SH | SOLE | 58,760 | 0 | 0 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 15,571 | 357,546 | SH | SOLE | 342,846 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 32,597 | 390,289 | SH | SOLE | 390,289 | 0 | 0 | ||
DONALDSON INC | COM | 257651109 | 1,789 | 54,484 | SH | SOLE | 54,484 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867101 | 10,353 | 1,150,359 | SH | SOLE | 1,150,359 | 0 | 0 | ||
DORMAN PRODUCTS INC | COM | 258278100 | 529 | 14,980 | SH | SOLE | 11,180 | 0 | 0 | ||
DOT HILL SYS CORP | COM | 25848T109 | 27 | 29,200 | SH | SOLE | 19,100 | 0 | 0 | ||
DOUBLE EAGLE PETE CO | COM PAR $0.10 | 258570209 | 45 | 11,300 | SH | SOLE | 9,500 | 0 | 0 | ||
DOUGLAS EMMETT INC | COM | 25960P109 | 1,633 | 70,100 | SH | SOLE | 70,100 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 6,250 | 95,108 | SH | SOLE | 95,108 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 23,949 | 542,070 | SH | SOLE | 522,570 | 0 | 0 | ||
DR REDDYS LABS LTD | ADR | 256135203 | 10,328 | 310,245 | SH | SOLE | 292,345 | 0 | 0 | ||
DRESSER-RAND GROUP INC | COM | 261608103 | 7,473 | 133,108 | SH | SOLE | 133,108 | 0 | 0 | ||
DREW INDS INC | COM NEW | 26168L205 | 234 | 7,270 | SH | SOLE | 5,170 | 0 | 0 | ||
DRYSHIPS INC | SHS | Y2109Q101 | 114 | 72,100 | SH | SOLE | 72,100 | 0 | 0 | ||
DST SYS INC DEL | COM | 233326107 | 10,496 | 173,209 | SH | SOLE | 173,209 | 0 | 0 | ||
DST SYS INC DEL | DBCV 8/1 | 233326AE7 | 4,100 | 3,125,000 | PRN | SOLE | 0 | 0 | 0 | ||
DSW INC | CL A | 23334L102 | 549 | 8,351 | SH | SOLE | 8,351 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 53,626 | 893,021 | SH | SOLE | 837,921 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 5,437 | 120,903 | SH | SOLE | 120,903 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 37,689 | 590,737 | SH | SOLE | 552,137 | 0 | 0 | ||
DUKE REALTY CORP | COM NEW | 264411505 | 1,119 | 80,700 | SH | SOLE | 80,700 | 0 | 0 | ||
DUN & BRADSTREET CORP DEL NE | COM | 26483E100 | 16,208 | 206,072 | SH | SOLE | 206,072 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY INC | COM | 26613Q106 | 542 | 22,431 | SH | SOLE | 18,631 | 0 | 0 | ||
DXP ENTERPRISES INC NEW | COM NEW | 233377407 | 892 | 18,177 | SH | SOLE | 10,177 | 0 | 0 | ||
DYCOM INDS INC | COM | 267475101 | 7,997 | 403,869 | SH | SOLE | 241,569 | 0 | 0 | ||
DYNAVAX TECHNOLOGIES CORP | COM | 268158102 | 2,467 | 862,432 | SH | SOLE | 575,032 | 0 | 0 | ||
DYNEGY INC NEW DEL | *W EXP 99/99/999 | 26817R116 | 86 | 68,460 | SH | SOLE | 50,436 | 0 | 0 | ||
DYNEGY INC NEW DEL | COM | 26817R108 | 52 | 2,734 | SH | SOLE | 1,782 | 0 | 0 | ||
E M C CORP MASS | COM | 268648102 | 5,240 | 207,100 | SH | SOLE | 207,100 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 2,772 | 309,700 | SH | SOLE | 309,700 | 0 | 0 | ||
EAGLE BANCORP INC MD | COM | 268948106 | 200 | 10,012 | SH | SOLE | 5,512 | 0 | 0 | ||
EAGLE MATERIALS INC | COM | 26969P108 | 1,074 | 18,354 | SH | SOLE | 16,354 | 0 | 0 | ||
EAGLE ROCK ENERGY PARTNERS L | UNIT | 26985R104 | 263 | 30,514 | SH | SOLE | 30,514 | 0 | 0 | ||
EARTHLINK INC | COM | 270321102 | 2,637 | 408,206 | SH | SOLE | 289,106 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 3,009 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
EASTGROUP PPTY INC | COM | 277276101 | 2,907 | 54,015 | SH | SOLE | 32,071 | 0 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 5,980 | 87,870 | SH | SOLE | 87,870 | 0 | 0 | ||
EATON VANCE CORP | COM NON VTG | 278265103 | 449 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
EATON VANCE ENH EQTY INC FD | COM | 278277108 | 4,307 | 412,515 | SH | SOLE | 412,515 | 0 | 0 | ||
EATON VANCE ENHANCED EQ INC | COM | 278274105 | 4,175 | 391,682 | SH | SOLE | 391,682 | 0 | 0 | ||
EATON VANCE RISK MNGD DIV EQ | COM | 27829G106 | 7,722 | 740,358 | SH | SOLE | 740,358 | 0 | 0 | ||
EATON VANCE TAX ADVT DIV INC | COM | 27828G107 | 2,828 | 171,415 | SH | SOLE | 171,415 | 0 | 0 | ||
EATON VANCE TAX MNGD GBL DV | COM | 27829F108 | 12,297 | 1,395,828 | SH | SOLE | 1,395,828 | 0 | 0 | ||
EATON VANCE TX ADV GLB DIV O | COM | 27828U106 | 2,888 | 143,745 | SH | SOLE | 143,745 | 0 | 0 | ||
EATON VANCE TX MGD DIV EQ IN | COM | 27828N102 | 8,314 | 887,340 | SH | SOLE | 887,340 | 0 | 0 | ||
EATON VANCE TX MNG BY WRT OP | COM | 27828Y108 | 3,808 | 304,604 | SH | SOLE | 304,604 | 0 | 0 | ||
EATON VANCE TXMGD GL BUYWR O | COM | 27829C105 | 7,501 | 701,721 | SH | SOLE | 701,721 | 0 | 0 | ||
EBAY INC | COM | 278642103 | 12,583 | 246,625 | SH | SOLE | 246,625 | 0 | 0 | ||
ECHOSTAR CORP | CL A | 278768106 | 363 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
ECOLAB INC | COM | 278865100 | 1,342 | 18,665 | SH | SOLE | 18,665 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 24,910 | 551,233 | SH | SOLE | 541,633 | 0 | 0 | ||
EDUCATION RLTY TR INC | COM | 28140H104 | 1,225 | 115,145 | SH | SOLE | 68,545 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 3,138 | 34,802 | SH | SOLE | 25,902 | 0 | 0 | ||
EL PASO ELEC CO | COM NEW | 283677854 | 5,460 | 171,120 | SH | SOLE | 111,903 | 0 | 0 | ||
EL PASO PIPELINE PARTNERS L | COM UNIT LPI | 283702108 | 274 | 7,402 | SH | SOLE | 7,402 | 0 | 0 | ||
ELDORADO GOLD CORP NEW | COM | 284902103 | 438 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 2,817 | 193,846 | SH | SOLE | 193,846 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | COM | 286082102 | 269 | 14,183 | SH | SOLE | 5,983 | 0 | 0 | ||
ELEPHANT TALK COMM CORP | COM NEW | 286202205 | 15 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
ELIZABETH ARDEN INC | COM | 28660G106 | 905 | 20,114 | SH | SOLE | 13,614 | 0 | 0 | ||
ELLIE MAE INC | COM | 28849P100 | 2,308 | 83,187 | SH | SOLE | 40,187 | 0 | 0 | ||
ELLIS PERRY INTL INC | COM | 288853104 | 1,566 | 78,700 | SH | SOLE | 56,400 | 0 | 0 | ||
EMAGIN CORP | COM NEW | 29076N206 | 38 | 10,600 | SH | SOLE | 6,100 | 0 | 0 | ||
EMBRAER S A | SP ADR REP 4 COM | 29082A107 | 1,223 | 42,900 | SH | SOLE | 42,900 | 0 | 0 | ||
EMCOR GROUP INC | COM | 29084Q100 | 19,291 | 557,383 | SH | SOLE | 539,930 | 0 | 0 | ||
EMCORE CORP | COM NEW | 290846203 | 56 | 12,950 | SH | SOLE | 7,250 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 4,199 | 261,801 | SH | SOLE | 111,001 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 14,672 | 277,031 | SH | SOLE | 277,031 | 0 | 0 | ||
EMPLOYERS HOLDINGS INC | COM | 292218104 | 772 | 37,519 | SH | SOLE | 13,519 | 0 | 0 | ||
EMPRESA NACIONAL DE ELCTRCID | SPONSORED ADR | 29244T101 | 986 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | ||
EMULEX CORP | COM NEW | 292475209 | 4,467 | 611,961 | SH | SOLE | 485,261 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 259 | 9,277 | SH | SOLE | 9,277 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 2,140 | 108,300 | SH | SOLE | 108,300 | 0 | 0 | ||
ENCORE CAP GROUP INC | COM | 292554102 | 2,342 | 76,474 | SH | SOLE | 26,874 | 0 | 0 | ||
ENCORE WIRE CORP | COM | 292562105 | 1,040 | 34,299 | SH | SOLE | 33,199 | 0 | 0 | ||
ENDO HEALTH SOLUTIONS INC | COM | 29264F205 | 11,756 | 447,489 | SH | SOLE | 447,489 | 0 | 0 | ||
ENDOCYTE INC | COM | 29269A102 | 1,109 | 123,500 | SH | SOLE | 42,100 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266S106 | 410 | 28,790 | SH | SOLE | 19,190 | 0 | 0 | ||
ENDURANCE SPECIALTY HLDGS LT | SHS | G30397106 | 7,173 | 180,719 | SH | SOLE | 180,719 | 0 | 0 | ||
ENERGEN CORP | COM | 29265N108 | 1,348 | 29,889 | SH | SOLE | 29,889 | 0 | 0 | ||
ENERGIZER HLDGS INC | COM | 29266R108 | 10,229 | 127,900 | SH | SOLE | 112,000 | 0 | 0 | ||
ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 488 | 11,370 | SH | SOLE | 11,370 | 0 | 0 | ||
ENERGY XXI (BERMUDA) LTD | USD UNRS SHS | G10082140 | 8,754 | 271,947 | SH | SOLE | 212,447 | 0 | 0 | ||
ENERGYSOLUTIONS INC | COM | 292756202 | 161 | 31,988 | SH | SOLE | 31,988 | 0 | 0 | ||
ENERPLUS CORP | COM | 292766102 | 505 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
ENERSIS S A | SPONSORED ADR | 29274F104 | 18,699 | 1,026,279 | SH | SOLE | 890,579 | 0 | 0 | ||
ENERSYS | COM | 29275Y102 | 7,121 | 189,247 | SH | SOLE | 133,147 | 0 | 0 | ||
ENPRO INDS INC | COM | 29355X107 | 1,141 | 27,907 | SH | SOLE | 27,907 | 0 | 0 | ||
ENPRO INDS INC | DBCV 3.938%10/1 | 29355XAB3 | 13,757 | 10,339,000 | PRN | SOLE | 0 | 0 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 1,884 | 69,300 | SH | SOLE | 25,500 | 0 | 0 | ||
ENSTAR GROUP LIMITED | SHS | G3075P101 | 420 | 3,755 | SH | SOLE | 2,555 | 0 | 0 | ||
ENTEGRIS INC | COM | 29362U104 | 3,513 | 382,650 | SH | SOLE | 280,350 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 38,712 | 607,252 | SH | SOLE | 585,152 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 693 | 13,830 | SH | SOLE | 13,830 | 0 | 0 | ||
ENZON PHARMACEUTICALS INC | COM | 293904108 | 1 | 176 | SH | SOLE | 176 | 0 | 0 | ||
ENZON PHARMACEUTICALS INC | NOTE 4.000% 6/0 | 293904AE8 | 5,447 | 5,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 9,133 | 75,607 | SH | SOLE | 75,607 | 0 | 0 | ||
EPL OIL & GAS INC | COM | 26883D108 | 15,709 | 696,610 | SH | SOLE | 541,910 | 0 | 0 | ||
EPOCH HOLDING CORP | COM | 29428R103 | 40,306 | 1,444,677 | SH | SOLE | 1,444,677 | 0 | 0 | ||
EPR PPTYS | COM SH BEN INT | 26884U109 | 5,323 | 115,442 | SH | SOLE | 104,704 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 217 | 3,682 | SH | SOLE | 3,682 | 0 | 0 | ||
EQUIFAX INC | COM | 294429105 | 35,842 | 662,261 | SH | SOLE | 588,061 | 0 | 0 | ||
EQUINIX INC | COM NEW | 29444U502 | 1,727 | 8,374 | SH | SOLE | 8,374 | 0 | 0 | ||
EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 95,863 | 37,825,000 | PRN | SOLE | 0 | 0 | 0 | ||
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 3,356 | 49,879 | SH | SOLE | 49,879 | 0 | 0 | ||
EQUITY ONE | COM | 294752100 | 503 | 23,954 | SH | SOLE | 23,954 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 13,250 | 233,811 | SH | SOLE | 211,411 | 0 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 1,279 | 8,722 | SH | SOLE | 8,722 | 0 | 0 | ||
ESTERLINE TECHNOLOGIES CORP | COM | 297425100 | 3,064 | 48,169 | SH | SOLE | 47,469 | 0 | 0 | ||
ETHAN ALLEN INTERIORS INC | COM | 297602104 | 407 | 15,821 | SH | SOLE | 4,521 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 383 | 16,243 | SH | SOLE | 13,643 | 0 | 0 | ||
EVEREST RE GROUP LTD | COM | G3223R108 | 73,157 | 665,370 | SH | SOLE | 590,070 | 0 | 0 | ||
EVOLUTION PETROLEUM CORP | COM | 30049A107 | 154 | 18,987 | SH | SOLE | 10,987 | 0 | 0 | ||
EXACT SCIENCES CORP | COM | 30063P105 | 685 | 64,707 | SH | SOLE | 42,007 | 0 | 0 | ||
EXCO RESOURCES INC | COM | 269279402 | 1,090 | 161,000 | SH | SOLE | 161,000 | 0 | 0 | ||
EXELIXIS INC | COM | 30161Q104 | 1 | 177 | SH | SOLE | 177 | 0 | 0 | ||
EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 8,021 | 8,200,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 3,733 | 125,521 | SH | SOLE | 125,521 | 0 | 0 | ||
EXIDE TECHNOLOGIES | COM NEW | 302051206 | 2,957 | 864,523 | SH | SOLE | 864,523 | 0 | 0 | ||
EXIDE TECHNOLOGIES | FRNT 9/1 | 302051AL1 | 1,814 | 1,950,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXLSERVICE HOLDINGS INC | COM | 302081104 | 251 | 9,462 | SH | SOLE | 9,462 | 0 | 0 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 59,328 | 965,473 | SH | SOLE | 965,473 | 0 | 0 | ||
EXPONENT INC | COM | 30214U102 | 2,877 | 51,540 | SH | SOLE | 21,767 | 0 | 0 | ||
EXPRESS INC | COM | 30219E103 | 1,316 | 87,194 | SH | SOLE | 17,994 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 10,826 | 200,474 | SH | SOLE | 165,974 | 0 | 0 | ||
EXTERRAN HLDGS INC | COM | 30225X103 | 662 | 30,221 | SH | SOLE | 20,521 | 0 | 0 | ||
EXTERRAN HLDGS INC | NOTE 4.250% 6/1 | 30225XAA1 | 13,024 | 11,325,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 4,547 | 124,954 | SH | SOLE | 124,954 | 0 | 0 | ||
EXTREME NETWORKS INC | COM | 30226D106 | 161 | 44,200 | SH | SOLE | 0 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 268,091 | 3,097,532 | SH | SOLE | 2,811,532 | 0 | 0 | ||
EZCORP INC | CL A NON VTG | 302301106 | 2,571 | 129,460 | SH | SOLE | 126,760 | 0 | 0 | ||
F M C CORP | COM NEW | 302491303 | 4,713 | 80,544 | SH | SOLE | 80,544 | 0 | 0 | ||
F5 NETWORKS INC | COM | 315616102 | 1,973 | 20,310 | SH | SOLE | 20,310 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 674 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
FACTSET RESH SYS INC | COM | 303075105 | 2,537 | 28,808 | SH | SOLE | 28,808 | 0 | 0 | ||
FAIR ISAAC CORP | COM | 303250104 | 13,553 | 322,463 | SH | SOLE | 312,663 | 0 | 0 | ||
FAMILY DLR STORES INC | COM | 307000109 | 7,471 | 117,816 | SH | SOLE | 117,816 | 0 | 0 | ||
FASTENAL CO | COM | 311900104 | 1,332 | 28,535 | SH | SOLE | 28,535 | 0 | 0 | ||
FBL FINL GROUP INC | CL A | 30239F106 | 467 | 13,641 | SH | SOLE | 9,441 | 0 | 0 | ||
FEDERAL AGRIC MTG CORP | CL C | 313148306 | 354 | 10,883 | SH | SOLE | 7,283 | 0 | 0 | ||
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 4,063 | 39,055 | SH | SOLE | 39,055 | 0 | 0 | ||
FEDERAL SIGNAL CORP | COM | 313855108 | 73 | 18,320 | SH | SOLE | 18,320 | 0 | 0 | ||
FEDERATED INVS INC PA | CL B | 314211103 | 3,429 | 169,500 | SH | SOLE | 169,500 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 9,714 | 105,904 | SH | SOLE | 105,904 | 0 | 0 | ||
FEI CO | COM | 30241L109 | 387 | 6,987 | SH | SOLE | 5,087 | 0 | 0 | ||
FELCOR LODGING TR INC | COM | 31430F101 | 1,858 | 397,810 | SH | SOLE | 381,110 | 0 | 0 | ||
FERRO CORP | COM | 315405100 | 3,449 | 825,000 | SH | SOLE | 568,300 | 0 | 0 | ||
FIBRIA CELULOSE S A | SP ADR REP COM | 31573A109 | 370 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | CL A | 31620R105 | 13,594 | 577,241 | SH | SOLE | 577,241 | 0 | 0 | ||
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 41,709 | 1,198,200 | SH | SOLE | 1,080,800 | 0 | 0 | ||
FIFTH & PAC COS INC | COM | 316645100 | 1,432 | 115,000 | SH | SOLE | 84,800 | 0 | 0 | ||
FIFTH THIRD BANCORP | CNV PFD DEP1/250 | 316773209 | 1,253 | 8,860 | SH | SOLE | 8,860 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 71,222 | 4,688,725 | SH | SOLE | 4,363,225 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 5,502 | 337,569 | SH | SOLE | 337,569 | 0 | 0 | ||
FINISAR CORP | NOTE 5.000%10/1 | 31787AAK7 | 1,470 | 800,000 | PRN | SOLE | 0 | 0 | 0 | ||
FINISH LINE INC | CL A | 317923100 | 1,465 | 77,369 | SH | SOLE | 72,692 | 0 | 0 | ||
FIRST AMERN FINL CORP | COM | 31847R102 | 6,984 | 289,900 | SH | SOLE | 179,800 | 0 | 0 | ||
FIRST BUSEY CORP | COM | 319383105 | 92 | 19,712 | SH | SOLE | 12,212 | 0 | 0 | ||
FIRST CALIFORNIA FINANCIAL G | COM NEW | 319395109 | 16,689 | 2,161,781 | SH | SOLE | 2,161,781 | 0 | 0 | ||
FIRST COMWLTH FINL CORP PA | COM | 319829107 | 11,732 | 1,720,292 | SH | SOLE | 1,215,792 | 0 | 0 | ||
FIRST CTZNS BANCSHARES INC N | CL A | 31946M103 | 703 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
FIRST FINL BANCORP OH | COM | 320209109 | 881 | 60,261 | SH | SOLE | 45,800 | 0 | 0 | ||
FIRST FINL BANKSHARES | COM | 32020R109 | 1,086 | 27,850 | SH | SOLE | 20,350 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TRUS | COM | 32054K103 | 6,813 | 483,870 | SH | SOLE | 357,270 | 0 | 0 | ||
FIRST MARBLEHEAD CORP | COM | 320771108 | 87 | 28,435 | SH | SOLE | 28,435 | 0 | 0 | ||
FIRST MERCHANTS CORP | COM | 320817109 | 180 | 12,100 | SH | SOLE | 9,200 | 0 | 0 | ||
FIRST MIDWEST BANCORP DEL | COM | 320867104 | 1,364 | 108,975 | SH | SOLE | 92,775 | 0 | 0 | ||
FIRST NIAGARA FINL GP INC | COM | 33582V108 | 490 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
FIRST POTOMAC RLTY TR | COM | 33610F109 | 971 | 78,535 | SH | SOLE | 58,043 | 0 | 0 | ||
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 642 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
FIRST SOLAR INC | COM | 336433107 | 10,345 | 335,000 | SH | SOLE | 335,000 | 0 | 0 | ||
FIRST TR ENHANCED EQTY INC F | COM | 337318109 | 979 | 82,722 | SH | SOLE | 82,722 | 0 | 0 | ||
FIRST TR/ABERDEEN EMERG OPT | COM | 33731K102 | 206 | 9,336 | SH | SOLE | 9,336 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 1,156 | 27,677 | SH | SOLE | 27,677 | 0 | 0 | ||
FIRSTMERIT CORP | COM | 337915102 | 442 | 31,130 | SH | SOLE | 31,130 | 0 | 0 | ||
FIRSTSERVICE CORP | SDCV 6.500%12/3 | 33761NAA7 | 3,118 | 2,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 13,315 | 168,474 | SH | SOLE | 168,474 | 0 | 0 | ||
FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 923 | 47,557 | SH | SOLE | 40,457 | 0 | 0 | ||
FLEXTRONICS INTL LTD | ORD | Y2573F102 | 38,312 | 6,169,401 | SH | SOLE | 5,836,401 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 9,054 | 405,806 | SH | SOLE | 405,806 | 0 | 0 | ||
FLOTEK INDS INC DEL | COM | 343389102 | 339 | 27,774 | SH | SOLE | 18,374 | 0 | 0 | ||
FLOW INTL CORP | COM | 343468104 | 40 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
FLOWERS FOODS INC | COM | 343498101 | 1,365 | 58,643 | SH | SOLE | 58,643 | 0 | 0 | ||
FLOWSERVE CORP | COM | 34354P105 | 15,752 | 107,300 | SH | SOLE | 95,900 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 6,772 | 115,287 | SH | SOLE | 100,187 | 0 | 0 | ||
FMC TECHNOLOGIES INC | COM | 30249U101 | 397 | 9,264 | SH | SOLE | 9,264 | 0 | 0 | ||
FOMENTO ECONOMICO MEXICANO S | SPON ADR UNITS | 344419106 | 9,244 | 91,800 | SH | SOLE | 72,400 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 65,948 | 2,053,187 | SH | SOLE | 2,053,187 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 21,916 | 1,692,327 | SH | SOLE | 1,578,227 | 0 | 0 | ||
FOREST LABS INC | COM | 345838106 | 79,677 | 2,255,851 | SH | SOLE | 2,106,551 | 0 | 0 | ||
FOREST OIL CORP | COM PAR $0.01 | 346091705 | 2,814 | 420,600 | SH | SOLE | 420,600 | 0 | 0 | ||
FORESTAR GROUP INC | COM | 346233109 | 274 | 15,800 | SH | SOLE | 3,900 | 0 | 0 | ||
FORMFACTOR INC | COM | 346375108 | 4,976 | 1,091,319 | SH | SOLE | 741,019 | 0 | 0 | ||
FORRESTER RESH INC | COM | 346563109 | 489 | 18,239 | SH | SOLE | 9,543 | 0 | 0 | ||
FORTINET INC | COM | 34959E109 | 4,691 | 222,624 | SH | SOLE | 222,624 | 0 | 0 | ||
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 2,694 | 92,186 | SH | SOLE | 92,186 | 0 | 0 | ||
FORWARD AIR CORP | COM | 349853101 | 215 | 6,130 | SH | SOLE | 3,330 | 0 | 0 | ||
FOSSIL INC | COM | 349882100 | 1,716 | 18,437 | SH | SOLE | 18,437 | 0 | 0 | ||
FOSTER L B CO | COM | 350060109 | 1,605 | 36,949 | SH | SOLE | 36,949 | 0 | 0 | ||
FOSTER WHEELER AG | COM | H27178104 | 17,434 | 716,863 | SH | SOLE | 716,863 | 0 | 0 | ||
FRANCESCAS HLDGS CORP | COM | 351793104 | 304 | 11,720 | SH | SOLE | 7,920 | 0 | 0 | ||
FRANCO NEVADA CORP | COM | 351858105 | 269 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
FRANKLIN ELEC INC | COM | 353514102 | 883 | 14,201 | SH | SOLE | 10,101 | 0 | 0 | ||
FRANKLIN RES INC | COM | 354613101 | 7,597 | 60,439 | SH | SOLE | 60,439 | 0 | 0 | ||
FREDS INC | CL A | 356108100 | 11,764 | 883,872 | SH | SOLE | 628,934 | 0 | 0 | ||
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 7,236 | 211,586 | SH | SOLE | 211,586 | 0 | 0 | ||
FREIGHTCAR AMER INC | COM | 357023100 | 1,249 | 55,700 | SH | SOLE | 35,100 | 0 | 0 | ||
FRESH DEL MONTE PRODUCE INC | ORD | G36738105 | 26,534 | 1,006,989 | SH | SOLE | 764,510 | 0 | 0 | ||
FRESH MKT INC | COM | 35804H106 | 1,092 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 1,211 | 282,900 | SH | SOLE | 282,900 | 0 | 0 | ||
FUELCELL ENERGY INC | COM | 35952H106 | 96 | 104,300 | SH | SOLE | 0 | 0 | 0 | ||
FULLER H B CO | COM | 359694106 | 728 | 20,915 | SH | SOLE | 14,315 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 7,277 | 757,200 | SH | SOLE | 757,200 | 0 | 0 | ||
FUSION-IO INC | COM | 36112J107 | 1,074 | 46,835 | SH | SOLE | 46,835 | 0 | 0 | ||
G & K SVCS INC | CL A | 361268105 | 9,512 | 278,535 | SH | SOLE | 207,048 | 0 | 0 | ||
GABELLI DIVD & INCOME TR | COM | 36242H104 | 493 | 30,474 | SH | SOLE | 30,474 | 0 | 0 | ||
GALENA BIOPHARMA | COM | 363256108 | 946 | 618,600 | SH | SOLE | 600,000 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 1,720 | 49,634 | SH | SOLE | 49,634 | 0 | 0 | ||
GAMESTOP CORP NEW | CL A | 36467W109 | 107,771 | 4,295,383 | SH | SOLE | 4,035,083 | 0 | 0 | ||
GANNETT INC | COM | 364730101 | 32,840 | 1,823,414 | SH | SOLE | 1,823,414 | 0 | 0 | ||
GAP INC DEL | COM | 364760108 | 92,413 | 2,977,224 | SH | SOLE | 2,816,424 | 0 | 0 | ||
GARDNER DENVER INC | COM | 365558105 | 2,577 | 37,625 | SH | SOLE | 37,625 | 0 | 0 | ||
GARMIN LTD | SHS | H2906T109 | 2,200 | 53,900 | SH | SOLE | 53,900 | 0 | 0 | ||
GARTNER INC | COM | 366651107 | 6,934 | 150,673 | SH | SOLE | 150,673 | 0 | 0 | ||
GASCO ENERGY INC | COM | 367220100 | 89 | 1,272,248 | SH | SOLE | 1,272,248 | 0 | 0 | ||
GENCO SHIPPING & TRADING LTD | NOTE 5.000% 8/1 | 36869MAA3 | 437 | 1,200,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENCORP INC | COM | 368682100 | 636 | 69,459 | SH | SOLE | 58,559 | 0 | 0 | ||
GENCORP INC | SDCV 4.062%12/3 | 368682AN0 | 8,905 | 7,225,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENERAC HLDGS INC | COM | 368736104 | 1,323 | 38,548 | SH | SOLE | 29,748 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | COM | 369300108 | 30,409 | 999,970 | SH | SOLE | 999,970 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 21,567 | 19,900,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | NOTE 0.875%11/1 | 369300AD0 | 13,565 | 13,625,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 9,903 | 142,962 | SH | SOLE | 142,962 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 105,767 | 5,038,935 | SH | SOLE | 4,633,935 | 0 | 0 | ||
GENERAL GROWTH PPTYS INC NEW | COM | 370023103 | 22,863 | 1,151,809 | SH | SOLE | 1,125,609 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 16,628 | 411,483 | SH | SOLE | 411,483 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 3,237 | 112,283 | SH | SOLE | 112,283 | 0 | 0 | ||
GENESCO INC | COM | 371532102 | 399 | 7,249 | SH | SOLE | 7,249 | 0 | 0 | ||
GENESEE & WYO INC | CL A | 371559105 | 484 | 6,364 | SH | SOLE | 2,334 | 0 | 0 | ||
GENESEE & WYO INC | UNIT 10/01/2015 | 371559204 | 3,657 | 32,750 | SH | SOLE | 32,750 | 0 | 0 | ||
GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 345 | 9,660 | SH | SOLE | 9,660 | 0 | 0 | ||
GENOMIC HEALTH INC | COM | 37244C101 | 298 | 10,924 | SH | SOLE | 8,224 | 0 | 0 | ||
GENTEX CORP | COM | 371901109 | 1,812 | 96,300 | SH | SOLE | 96,300 | 0 | 0 | ||
GENTIVA HEALTH SERVICES INC | COM | 37247A102 | 8,129 | 808,847 | SH | SOLE | 548,047 | 0 | 0 | ||
GENUINE PARTS CO | COM | 372460105 | 14,259 | 224,276 | SH | SOLE | 224,276 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 20,890 | 2,781,600 | SH | SOLE | 2,781,600 | 0 | 0 | ||
GEO GROUP INC | COM | 36159R103 | 1,029 | 36,487 | SH | SOLE | 28,087 | 0 | 0 | ||
GEOEYE INC | COM | 37250W108 | 45,496 | 1,480,501 | SH | SOLE | 1,459,501 | 0 | 0 | ||
GEOSPACE TECHNOLOGIES CORP | COM | 37364X109 | 1,552 | 17,469 | SH | SOLE | 8,169 | 0 | 0 | ||
GERDAU S A | SPON ADR REP PFD | 373737105 | 2,787 | 310,000 | SH | SOLE | 310,000 | 0 | 0 | ||
GETTY RLTY CORP NEW | COM | 374297109 | 1,549 | 85,780 | SH | SOLE | 57,600 | 0 | 0 | ||
GFI GROUP INC | COM | 361652209 | 326 | 97,406 | SH | SOLE | 97,406 | 0 | 0 | ||
GIBRALTAR INDS INC | COM | 374689107 | 9,768 | 613,570 | SH | SOLE | 427,675 | 0 | 0 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 1,857 | 54,239 | SH | SOLE | 33,539 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 6,994 | 95,221 | SH | SOLE | 95,221 | 0 | 0 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 58,620 | 34,725,000 | PRN | SOLE | 0 | 0 | 0 | ||
GLACIER BANCORP INC NEW | COM | 37637Q105 | 362 | 24,600 | SH | SOLE | 16,000 | 0 | 0 | ||
GLADSTONE CAPITAL CORP | COM | 376535100 | 90 | 11,000 | SH | SOLE | 7,300 | 0 | 0 | ||
GLADSTONE INVT CORP | COM | 376546107 | 93 | 13,320 | SH | SOLE | 10,120 | 0 | 0 | ||
GLATFELTER | COM | 377316104 | 3,919 | 224,218 | SH | SOLE | 170,159 | 0 | 0 | ||
GLIMCHER RLTY TR | SH BEN INT | 379302102 | 1,113 | 100,332 | SH | SOLE | 58,032 | 0 | 0 | ||
GLOBAL CASH ACCESS HLDGS INC | COM | 378967103 | 2,255 | 287,628 | SH | SOLE | 149,528 | 0 | 0 | ||
GLOBAL EAGLE ACQUISITION COR | *W EXP 05/13/201 | 37951D110 | 1,183 | 1,680,000 | SH | SOLE | 1,680,000 | 0 | 0 | ||
GLOBAL EAGLE ACQUISITION COR | COM | 37951D102 | 16,733 | 1,680,000 | SH | SOLE | 1,680,000 | 0 | 0 | ||
GLOBAL INDEMNITY PLC | SHS | G39319101 | 336 | 15,205 | SH | SOLE | 13,705 | 0 | 0 | ||
GLOBAL PMTS INC | COM | 37940X102 | 11,792 | 260,300 | SH | SOLE | 260,300 | 0 | 0 | ||
GLOBALSTAR INC | COM | 378973408 | 8 | 25,900 | SH | SOLE | 0 | 0 | 0 | ||
GLU MOBILE INC | COM | 379890106 | 608 | 265,554 | SH | SOLE | 91,354 | 0 | 0 | ||
GMX RES INC | NOTE 4.500% 5/0 | 38011MAJ7 | 2,535 | 5,571,000 | PRN | SOLE | 0 | 0 | 0 | ||
GNC HLDGS INC | COM CL A | 36191G107 | 1,451 | 43,604 | SH | SOLE | 43,604 | 0 | 0 | ||
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 720 | 19,571 | SH | SOLE | 19,571 | 0 | 0 | ||
GOLD FIELDS LTD NEW | SPONSORED ADR | 38059T106 | 14,646 | 1,172,639 | SH | SOLE | 1,094,739 | 0 | 0 | ||
GOLD RESV INC | NOTE 5.500% 6/1 | 38068NAB4 | 437 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 2,345 | 63,900 | SH | SOLE | 63,900 | 0 | 0 | ||
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 554 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 74,452 | 583,660 | SH | SOLE | 533,060 | 0 | 0 | ||
GOODRICH PETE CORP | COM NEW | 382410405 | 2 | 171 | SH | SOLE | 171 | 0 | 0 | ||
GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AC2 | 637 | 675,000 | PRN | SOLE | 0 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 17,965 | 1,300,886 | SH | SOLE | 1,300,886 | 0 | 0 | ||
GOOGLE INC | CL A | 38259P508 | 110,623 | 155,946 | SH | SOLE | 139,646 | 0 | 0 | ||
GOVERNMENT PPTYS INCOME TR | COM SHS BEN INT | 38376A103 | 5,880 | 245,300 | SH | SOLE | 172,600 | 0 | 0 | ||
GRACE W R & CO DEL NEW | COM | 38388F108 | 22,693 | 337,548 | SH | SOLE | 337,548 | 0 | 0 | ||
GRAFTECH INTL LTD | COM | 384313102 | 906 | 96,483 | SH | SOLE | 96,483 | 0 | 0 | ||
GRAINGER W W INC | COM | 384802104 | 2,258 | 11,156 | SH | SOLE | 11,156 | 0 | 0 | ||
GRAMERCY CAP CORP | COM | 384871109 | 120 | 40,653 | SH | SOLE | 27,153 | 0 | 0 | ||
GRAND CANYON ED INC | COM | 38526M106 | 1,215 | 51,768 | SH | SOLE | 23,068 | 0 | 0 | ||
GRANITE CONSTR INC | COM | 387328107 | 2,992 | 89,000 | SH | SOLE | 62,900 | 0 | 0 | ||
GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 1,951 | 302,023 | SH | SOLE | 290,623 | 0 | 0 | ||
GREAT LAKES DREDGE & DOCK CO | COM | 390607109 | 698 | 78,200 | SH | SOLE | 56,000 | 0 | 0 | ||
GREATBATCH INC | COM | 39153L106 | 2,984 | 128,407 | SH | SOLE | 102,007 | 0 | 0 | ||
GREEN MTN COFFEE ROASTERS IN | COM | 393122106 | 388 | 9,384 | SH | SOLE | 9,384 | 0 | 0 | ||
GREEN PLAINS RENEWABLE ENERG | COM | 393222104 | 309 | 39,093 | SH | SOLE | 35,593 | 0 | 0 | ||
GREEN PLAINS RENEWABLE ENERG | NOTE 5.750%11/0 | 393222AB0 | 7,165 | 8,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
GREENHILL & CO INC | COM | 395259104 | 759 | 14,600 | SH | SOLE | 7,600 | 0 | 0 | ||
GRIFFON CORP | COM | 398433102 | 138 | 12,048 | SH | SOLE | 12,048 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 502 | 8,093 | SH | SOLE | 5,493 | 0 | 0 | ||
GROUPON INC | COM CL A | 399473107 | 82 | 16,900 | SH | SOLE | 16,900 | 0 | 0 | ||
GRUPO TELEVISA SA | SPON ADR REP ORD | 40049J206 | 7,325 | 275,573 | SH | SOLE | 241,873 | 0 | 0 | ||
GSI TECHNOLOGY | COM | 36241U106 | 63 | 10,000 | SH | SOLE | 5,000 | 0 | 0 | ||
GSV CAP CORP | COM | 36191J101 | 92 | 10,900 | SH | SOLE | 0 | 0 | 0 | ||
GT ADVANCED TECHNOLOGIES INC | COM | 36191U106 | 715 | 236,907 | SH | SOLE | 201,507 | 0 | 0 | ||
GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 5,494 | 7,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
GTX INC DEL | COM | 40052B108 | 86 | 20,394 | SH | SOLE | 12,594 | 0 | 0 | ||
GUESS INC | COM | 401617105 | 27,421 | 1,117,420 | SH | SOLE | 1,117,420 | 0 | 0 | ||
GULF ISLAND FABRICATION INC | COM | 402307102 | 1,096 | 45,590 | SH | SOLE | 32,790 | 0 | 0 | ||
GULFPORT ENERGY CORP | COM NEW | 402635304 | 3,876 | 101,400 | SH | SOLE | 101,400 | 0 | 0 | ||
H & E EQUIPMENT SERVICES INC | COM | 404030108 | 1,603 | 106,389 | SH | SOLE | 71,689 | 0 | 0 | ||
HAEMONETICS CORP | COM | 405024100 | 253 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
HAIN CELESTIAL GROUP INC | COM | 405217100 | 1,859 | 34,280 | SH | SOLE | 33,680 | 0 | 0 | ||
HALCON RES CORP | COM NEW | 40537Q209 | 945 | 136,566 | SH | SOLE | 98,566 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 2,453 | 70,708 | SH | SOLE | 70,708 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 175 | 26,049 | SH | SOLE | 449 | 0 | 0 | ||
HANGER INC | COM NEW | 41043F208 | 1,394 | 50,961 | SH | SOLE | 26,761 | 0 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 5,548 | 143,205 | SH | SOLE | 143,205 | 0 | 0 | ||
HANSEN MEDICAL INC | COM | 411307101 | 120 | 57,900 | SH | SOLE | 19,600 | 0 | 0 | ||
HARLEY DAVIDSON INC | COM | 412822108 | 3,482 | 71,285 | SH | SOLE | 71,285 | 0 | 0 | ||
HARMAN INTL INDS INC | COM | 413086109 | 40,283 | 902,405 | SH | SOLE | 902,405 | 0 | 0 | ||
HARMONIC INC | COM | 413160102 | 2,470 | 487,200 | SH | SOLE | 260,400 | 0 | 0 | ||
HARMONY GOLD MNG LTD | SPONSORED ADR | 413216300 | 5,000 | 558,000 | SH | SOLE | 460,300 | 0 | 0 | ||
HARRIS CORP DEL | COM | 413875105 | 2,639 | 53,900 | SH | SOLE | 53,900 | 0 | 0 | ||
HARRIS TEETER SUPERMARKETS I | COM | 414585109 | 1,122 | 29,100 | SH | SOLE | 25,000 | 0 | 0 | ||
HARSCO CORP | COM | 415864107 | 13,976 | 594,719 | SH | SOLE | 594,719 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 5,148 | 229,399 | SH | SOLE | 229,399 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | DEP CONV PFD | 416515708 | 202 | 9,665 | SH | SOLE | 9,665 | 0 | 0 | ||
HARVEST NATURAL RESOURCES IN | COM | 41754V103 | 854 | 94,103 | SH | SOLE | 78,803 | 0 | 0 | ||
HASBRO INC | COM | 418056107 | 11,501 | 320,364 | SH | SOLE | 320,364 | 0 | 0 | ||
HATTERAS FINL CORP | COM | 41902R103 | 1,629 | 65,662 | SH | SOLE | 65,662 | 0 | 0 | ||
HAVERTY FURNITURE INC | COM | 419596101 | 484 | 29,671 | SH | SOLE | 28,171 | 0 | 0 | ||
HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 389 | 15,477 | SH | SOLE | 15,477 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 1,350 | 205,445 | SH | SOLE | 188,486 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | NOTE 5.000% 3/1 | 419879AD3 | 445 | 400,000 | PRN | SOLE | 0 | 0 | 0 | ||
HAYNES INTERNATIONAL INC | COM NEW | 420877201 | 6,143 | 118,426 | SH | SOLE | 99,444 | 0 | 0 | ||
HCA HOLDINGS INC | COM | 40412C101 | 11,343 | 375,982 | SH | SOLE | 375,982 | 0 | 0 | ||
HCC INS HLDGS INC | COM | 404132102 | 11,371 | 305,603 | SH | SOLE | 305,603 | 0 | 0 | ||
HCP INC | COM | 40414L109 | 18,054 | 399,612 | SH | SOLE | 378,712 | 0 | 0 | ||
HDFC BANK LTD | ADR REPS 3 SHS | 40415F101 | 25,515 | 626,600 | SH | SOLE | 612,800 | 0 | 0 | ||
HEADWATERS INC | COM | 42210P102 | 8,891 | 1,038,616 | SH | SOLE | 651,216 | 0 | 0 | ||
HEALTH CARE REIT INC | COM | 42217K106 | 10,827 | 176,658 | SH | SOLE | 162,858 | 0 | 0 | ||
HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 28,364 | 23,025,000 | PRN | SOLE | 0 | 0 | 0 | ||
HEALTH MGMT ASSOC INC NEW | CL A | 421933102 | 1,419 | 152,200 | SH | SOLE | 152,200 | 0 | 0 | ||
HEALTH NET INC | COM | 42222G108 | 26,424 | 1,087,400 | SH | SOLE | 1,087,400 | 0 | 0 | ||
HEALTHCARE RLTY TR | COM | 421946104 | 6,553 | 272,916 | SH | SOLE | 228,727 | 0 | 0 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 686 | 29,518 | SH | SOLE | 21,218 | 0 | 0 | ||
HEALTHSOUTH CORP | COM NEW | 421924309 | 2,453 | 116,184 | SH | SOLE | 64,084 | 0 | 0 | ||
HEALTHSTREAM INC | COM | 42222N103 | 612 | 25,155 | SH | SOLE | 17,755 | 0 | 0 | ||
HEALTHWAYS INC | COM | 422245100 | 1,600 | 149,534 | SH | SOLE | 135,234 | 0 | 0 | ||
HEARTLAND PMT SYS INC | COM | 42235N108 | 1,527 | 51,774 | SH | SOLE | 22,574 | 0 | 0 | ||
HEARTWARE INTL INC | COM | 422368100 | 687 | 8,187 | SH | SOLE | 5,787 | 0 | 0 | ||
HECLA MNG CO | COM | 422704106 | 2,050 | 351,600 | SH | SOLE | 268,200 | 0 | 0 | ||
HEELYS INC | COM | 42279M107 | 83 | 37,206 | SH | SOLE | 37,206 | 0 | 0 | ||
HEIDRICK & STRUGGLES INTL IN | COM | 422819102 | 478 | 31,304 | SH | SOLE | 31,304 | 0 | 0 | ||
HEINZ H J CO | COM | 423074103 | 7,251 | 125,710 | SH | SOLE | 125,710 | 0 | 0 | ||
HELEN OF TROY CORP LTD | COM | G4388N106 | 7,551 | 226,152 | SH | SOLE | 183,052 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 | 42,127 | 2,041,060 | SH | SOLE | 1,923,460 | 0 | 0 | ||
HELMERICH & PAYNE INC | COM | 423452101 | 1,721 | 30,721 | SH | SOLE | 30,721 | 0 | 0 | ||
HENRY JACK & ASSOC INC | COM | 426281101 | 1,248 | 31,795 | SH | SOLE | 31,795 | 0 | 0 | ||
HERBALIFE LTD | COM USD SHS | G4412G101 | 421 | 12,771 | SH | SOLE | 12,771 | 0 | 0 | ||
HERCULES OFFSHORE INC | COM | 427093109 | 337 | 54,526 | SH | SOLE | 40,526 | 0 | 0 | ||
HERCULES TECH GROWTH CAP INC | COM | 427096508 | 1,622 | 145,724 | SH | SOLE | 116,224 | 0 | 0 | ||
HERSHA HOSPITALITY TR | SH BEN INT A | 427825104 | 1,535 | 306,999 | SH | SOLE | 207,099 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 12,128 | 167,937 | SH | SOLE | 167,937 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 1,449 | 89,061 | SH | SOLE | 89,061 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC | NOTE 5.250% 6/0 | 42805TAA3 | 123,144 | 60,550,000 | PRN | SOLE | 0 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 29,408 | 555,293 | SH | SOLE | 531,593 | 0 | 0 | ||
HEWLETT PACKARD CO | COM | 428236103 | 2,830 | 198,600 | SH | SOLE | 198,600 | 0 | 0 | ||
HEXCEL CORP NEW | COM | 428291108 | 488 | 18,109 | SH | SOLE | 18,109 | 0 | 0 | ||
HFF INC | CL A | 40418F108 | 203 | 13,652 | SH | SOLE | 9,252 | 0 | 0 | ||
HHGREGG INC | COM | 42833L108 | 4,355 | 620,432 | SH | SOLE | 390,032 | 0 | 0 | ||
HIBBETT SPORTS INC | COM | 428567101 | 1,411 | 26,772 | SH | SOLE | 11,172 | 0 | 0 | ||
HIGHWOODS PPTYS INC | COM | 431284108 | 1,596 | 47,704 | SH | SOLE | 34,404 | 0 | 0 | ||
HILL ROM HLDGS INC | COM | 431475102 | 27,255 | 956,330 | SH | SOLE | 956,330 | 0 | 0 | ||
HILLENBRAND INC | COM | 431571108 | 469 | 20,764 | SH | SOLE | 11,464 | 0 | 0 | ||
HILLSHIRE BRANDS CO | COM | 432589109 | 39,160 | 1,391,614 | SH | SOLE | 1,351,154 | 0 | 0 | ||
HILLTOP HOLDINGS INC | COM | 432748101 | 403 | 29,780 | SH | SOLE | 22,180 | 0 | 0 | ||
HI-TECH PHARMACAL INC | COM | 42840B101 | 3,753 | 107,277 | SH | SOLE | 70,877 | 0 | 0 | ||
HITTITE MICROWAVE CORP | COM | 43365Y104 | 1,374 | 22,128 | SH | SOLE | 22,128 | 0 | 0 | ||
HNI CORP | COM | 404251100 | 921 | 30,652 | SH | SOLE | 27,052 | 0 | 0 | ||
HOLLY ENERGY PARTNERS L P | COM UT LTD PTN | 435763107 | 313 | 4,765 | SH | SOLE | 4,765 | 0 | 0 | ||
HOLLYFRONTIER CORP | COM | 436106108 | 32,574 | 699,764 | SH | SOLE | 699,764 | 0 | 0 | ||
HOLOGIC INC | COM | 436440101 | 417 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
HOLOGIC INC | FRNT 2.000%12/1 | 436440AA9 | 1,002 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
HOME BANCSHARES INC | COM | 436893200 | 2,879 | 87,187 | SH | SOLE | 48,387 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 36,374 | 588,102 | SH | SOLE | 588,102 | 0 | 0 | ||
HOME LN SERVICING SOLUTIONS | ORD SHS | G6648D109 | 3,874 | 205,000 | SH | SOLE | 205,000 | 0 | 0 | ||
HOME PROPERTIES INC | COM | 437306103 | 3,874 | 63,194 | SH | SOLE | 63,194 | 0 | 0 | ||
HOMEOWNERS CHOICE INC | COM | 43741E103 | 371 | 17,837 | SH | SOLE | 14,637 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 7,867 | 123,943 | SH | SOLE | 123,943 | 0 | 0 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 21,067 | 1,055,466 | SH | SOLE | 772,374 | 0 | 0 | ||
HORMEL FOODS CORP | COM | 440452100 | 19,535 | 625,933 | SH | SOLE | 625,933 | 0 | 0 | ||
HORSEHEAD HLDG CORP | COM | 440694305 | 4,431 | 433,987 | SH | SOLE | 350,587 | 0 | 0 | ||
HOSPIRA INC | COM | 441060100 | 918 | 29,400 | SH | SOLE | 29,400 | 0 | 0 | ||
HOSPITALITY PPTYS TR | COM SH BEN INT | 44106M102 | 1,902 | 81,200 | SH | SOLE | 81,200 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 8,818 | 562,709 | SH | SOLE | 512,109 | 0 | 0 | ||
HOT TOPIC INC | COM | 441339108 | 6,037 | 625,645 | SH | SOLE | 342,045 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 1,051 | 150,109 | SH | SOLE | 106,309 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | UNIT 99/99/9999 | 44248W208 | 688 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HSN INC | COM | 404303109 | 501 | 9,102 | SH | SOLE | 8,657 | 0 | 0 | ||
HUBBELL INC | CL B | 443510201 | 11,359 | 134,219 | SH | SOLE | 134,219 | 0 | 0 | ||
HUDSON CITY BANCORP | COM | 443683107 | 108,609 | 13,359,013 | SH | SOLE | 13,359,013 | 0 | 0 | ||
HUDSON PAC PPTYS INC | COM | 444097109 | 440 | 20,872 | SH | SOLE | 16,172 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 53,307 | 776,730 | SH | SOLE | 738,530 | 0 | 0 | ||
HUNT J B TRANS SVCS INC | COM | 445658107 | 1,266 | 21,200 | SH | SOLE | 21,200 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 25,812 | 4,039,447 | SH | SOLE | 4,039,447 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 984 | 800 | SH | SOLE | 800 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 988 | 22,800 | SH | SOLE | 22,800 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 10,537 | 662,700 | SH | SOLE | 662,700 | 0 | 0 | ||
HUTCHINSON TECHNOLOGY INC | NOTE 8.500% 1/1 | 448407AG1 | 227 | 380,000 | PRN | SOLE | 0 | 0 | 0 | ||
HYATT HOTELS CORP | COM CL A | 448579102 | 432 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
HYDE PK ACQUISITION CORP II | COM | 448640102 | 14,220 | 1,390,000 | SH | SOLE | 1,390,000 | 0 | 0 | ||
HYSTER YALE MATLS HANDLING I | CL A | 449172105 | 4,520 | 92,624 | SH | SOLE | 69,599 | 0 | 0 | ||
IAC INTERACTIVECORP | COM PAR $.001 | 44919P508 | 62,156 | 1,314,075 | SH | SOLE | 1,314,075 | 0 | 0 | ||
ICF INTL INC | COM | 44925C103 | 306 | 13,068 | SH | SOLE | 9,768 | 0 | 0 | ||
ICICI BK LTD | ADR | 45104G104 | 22,214 | 509,387 | SH | SOLE | 502,387 | 0 | 0 | ||
ICU MED INC | COM | 44930G107 | 8,855 | 145,336 | SH | SOLE | 91,836 | 0 | 0 | ||
IDACORP INC | COM | 451107106 | 754 | 17,384 | SH | SOLE | 17,384 | 0 | 0 | ||
IDENIX PHARMACEUTICALS INC | COM | 45166R204 | 766 | 157,934 | SH | SOLE | 154,134 | 0 | 0 | ||
IDEX CORP | COM | 45167R104 | 270 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
IDEXX LABS INC | COM | 45168D104 | 1,308 | 14,090 | SH | SOLE | 14,090 | 0 | 0 | ||
IDT CORP | CL B NEW | 448947507 | 828 | 86,800 | SH | SOLE | 68,600 | 0 | 0 | ||
IHS INC | CL A | 451734107 | 394 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 6,233 | 102,504 | SH | SOLE | 93,504 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 1,073 | 19,300 | SH | SOLE | 19,300 | 0 | 0 | ||
IMATION CORP | COM | 45245A107 | 164 | 35,175 | SH | SOLE | 35,175 | 0 | 0 | ||
IMMERSION CORP | COM | 452521107 | 153 | 22,200 | SH | SOLE | 13,500 | 0 | 0 | ||
IMMUNOGEN INC | COM | 45253H101 | 515 | 40,427 | SH | SOLE | 12,027 | 0 | 0 | ||
IMMUNOMEDICS INC | COM | 452907108 | 91 | 31,000 | SH | SOLE | 19,800 | 0 | 0 | ||
IMPAX LABORATORIES INC | COM | 45256B101 | 695 | 33,900 | SH | SOLE | 15,900 | 0 | 0 | ||
INCONTACT INC | COM | 45336E109 | 100 | 19,295 | SH | SOLE | 14,895 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 189 | 11,397 | SH | SOLE | 11,397 | 0 | 0 | ||
INDEPENDENT BANK CORP MASS | COM | 453836108 | 446 | 15,400 | SH | SOLE | 14,300 | 0 | 0 | ||
INFINITY CROSS BORDER ACQUIS | SHS | G4772R101 | 2,607 | 330,000 | SH | SOLE | 330,000 | 0 | 0 | ||
INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 5,975 | 170,704 | SH | SOLE | 144,504 | 0 | 0 | ||
INFINITY PPTY & CAS CORP | COM | 45665Q103 | 14,762 | 253,470 | SH | SOLE | 172,183 | 0 | 0 | ||
INFORMATICA CORP | COM | 45666Q102 | 2,101 | 69,291 | SH | SOLE | 69,291 | 0 | 0 | ||
INFOSYS LTD | SPONSORED ADR | 456788108 | 42,918 | 1,014,615 | SH | SOLE | 943,915 | 0 | 0 | ||
ING GLBL ADV & PREM OPP FUND | COM | 44982N109 | 163 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
ING GLOBAL EQTY DIV & PREM O | COM | 45684E107 | 1,114 | 128,530 | SH | SOLE | 128,530 | 0 | 0 | ||
ING RISK MANAGED NAT RES FD | COM | 449810100 | 107 | 10,387 | SH | SOLE | 10,387 | 0 | 0 | ||
INGRAM MICRO INC | CL A | 457153104 | 31,676 | 1,872,097 | SH | SOLE | 1,872,097 | 0 | 0 | ||
INGREDION INC | COM | 457187102 | 20,263 | 314,500 | SH | SOLE | 314,500 | 0 | 0 | ||
INLAND REAL ESTATE CORP | COM NEW | 457461200 | 11,252 | 1,342,695 | SH | SOLE | 968,112 | 0 | 0 | ||
INLAND REAL ESTATE CORP | NOTE 5.000%11/1 | 457461AC5 | 200 | 198,000 | PRN | SOLE | 0 | 0 | 0 | ||
INNERWORKINGS INC | COM | 45773Y105 | 272 | 19,764 | SH | SOLE | 13,164 | 0 | 0 | ||
INNOPHOS HOLDINGS INC | COM | 45774N108 | 821 | 17,661 | SH | SOLE | 15,661 | 0 | 0 | ||
INNOSPEC INC | COM | 45768S105 | 7,722 | 223,903 | SH | SOLE | 128,703 | 0 | 0 | ||
INPHI CORP | COM | 45772F107 | 232 | 24,200 | SH | SOLE | 0 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | COM | 45765U103 | 13,865 | 798,216 | SH | SOLE | 573,325 | 0 | 0 | ||
INSPERITY INC | COM | 45778Q107 | 3,240 | 99,515 | SH | SOLE | 41,715 | 0 | 0 | ||
INSULET CORP | COM | 45784P101 | 66 | 3,105 | SH | SOLE | 3,105 | 0 | 0 | ||
INSULET CORP | NOTE 5.375% 6/1 | 45784PAA9 | 1,754 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 405 | 55,488 | SH | SOLE | 55,488 | 0 | 0 | ||
INTEGRATED SILICON SOLUTION | COM | 45812P107 | 117 | 12,974 | SH | SOLE | 7,674 | 0 | 0 | ||
INTEGRYS ENERGY GROUP INC | COM | 45822P105 | 3,457 | 66,200 | SH | SOLE | 66,200 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 39,674 | 1,923,141 | SH | SOLE | 1,870,841 | 0 | 0 | ||
INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 103 | 100,000 | PRN | SOLE | 0 | 0 | 0 | ||
INTERCONTINENTALEXCHANGE INC | COM | 45865V100 | 4,459 | 36,012 | SH | SOLE | 36,012 | 0 | 0 | ||
INTERDIGITAL INC | COM | 45867G101 | 2,900 | 70,550 | SH | SOLE | 70,550 | 0 | 0 | ||
INTERMEC INC | COM | 458786100 | 34,039 | 3,452,184 | SH | SOLE | 3,359,384 | 0 | 0 | ||
INTERNATIONAL BANCSHARES COR | COM | 459044103 | 12,474 | 691,105 | SH | SOLE | 500,355 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 78,438 | 409,489 | SH | SOLE | 361,889 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 632 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | COM | 459902102 | 1,963 | 138,549 | SH | SOLE | 138,549 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | NOTE 3.250% 5/0 | 459902AQ5 | 1,048 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
INTERNATIONAL SPEEDWAY CORP | CL A | 460335201 | 254 | 9,200 | SH | SOLE | 6,000 | 0 | 0 | ||
INTEROIL CORP | COM | 460951106 | 2,516 | 45,300 | SH | SOLE | 45,300 | 0 | 0 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 29,136 | 2,643,919 | SH | SOLE | 2,566,719 | 0 | 0 | ||
INTERSIL CORP | CL A | 46069S109 | 109 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
INTERVAL LEISURE GROUP INC | COM | 46113M108 | 194 | 10,000 | SH | SOLE | 6,500 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 14,477 | 363,382 | SH | SOLE | 320,982 | 0 | 0 | ||
INTUIT | COM | 461202103 | 3,242 | 54,483 | SH | SOLE | 54,483 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 6,000 | 12,236 | SH | SOLE | 12,236 | 0 | 0 | ||
INVACARE CORP | COM | 461203101 | 7,140 | 438,060 | SH | SOLE | 326,362 | 0 | 0 | ||
INVACARE CORP | SDCV 4.125% 2/0 | 461203AD3 | 2,464 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
INVESCO BD FD | COM | 46132L107 | 903 | 42,334 | SH | SOLE | 42,334 | 0 | 0 | ||
INVESCO DYNAMIC CR OPP FD | COM | 46132R104 | 640 | 51,267 | SH | SOLE | 51,267 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 29,799 | 1,142,176 | SH | SOLE | 1,120,076 | 0 | 0 | ||
INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 2,515 | 127,600 | SH | SOLE | 94,200 | 0 | 0 | ||
INVESTMENT TECHNOLOGY GRP NE | COM | 46145F105 | 9,097 | 1,010,809 | SH | SOLE | 709,209 | 0 | 0 | ||
INVESTORS BANCORP INC | COM | 46146P102 | 416 | 23,391 | SH | SOLE | 13,991 | 0 | 0 | ||
INVESTORS REAL ESTATE TR | SH BEN INT | 461730103 | 1,775 | 203,351 | SH | SOLE | 159,618 | 0 | 0 | ||
ION GEOPHYSICAL CORP | COM | 462044108 | 250 | 38,400 | SH | SOLE | 28,300 | 0 | 0 | ||
IPG PHOTONICS CORP | COM | 44980X109 | 256 | 3,843 | SH | SOLE | 3,843 | 0 | 0 | ||
IRON MTN INC | COM | 462846106 | 592 | 19,070 | SH | SOLE | 19,070 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC | COM | 464330109 | 625 | 59,710 | SH | SOLE | 40,310 | 0 | 0 | ||
ISTAR FINL INC | NOTE 3.000%11/1 | 45031UBR1 | 5,119 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 465562106 | 5,678 | 344,957 | SH | SOLE | 210,357 | 0 | 0 | ||
ITC HLDGS CORP | COM | 465685105 | 580 | 7,537 | SH | SOLE | 7,537 | 0 | 0 | ||
ITRON INC | COM | 465741106 | 12,884 | 289,200 | SH | SOLE | 289,200 | 0 | 0 | ||
ITT CORP NEW | COM NEW | 450911201 | 27,033 | 1,152,318 | SH | SOLE | 1,152,318 | 0 | 0 | ||
ITT EDUCATIONAL SERVICES INC | COM | 45068B109 | 13,961 | 806,536 | SH | SOLE | 806,536 | 0 | 0 | ||
IXIA | COM | 45071R109 | 687 | 40,444 | SH | SOLE | 26,144 | 0 | 0 | ||
IXYS CORP | COM | 46600W106 | 132 | 14,400 | SH | SOLE | 8,400 | 0 | 0 | ||
J & J SNACK FOODS CORP | COM | 466032109 | 926 | 14,484 | SH | SOLE | 4,484 | 0 | 0 | ||
J2 GLOBAL INC | COM | 48123V102 | 299 | 9,780 | SH | SOLE | 9,780 | 0 | 0 | ||
JABIL CIRCUIT INC | COM | 466313103 | 33,411 | 1,732,057 | SH | SOLE | 1,732,057 | 0 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 1,375 | 48,090 | SH | SOLE | 28,090 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 1,298 | 30,482 | SH | SOLE | 30,482 | 0 | 0 | ||
JAGUAR MNG INC | NOTE 5.500% 3/3 | 47009MAJ2 | 660 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
JAKKS PAC INC | COM | 47012E106 | 5,840 | 466,479 | SH | SOLE | 430,850 | 0 | 0 | ||
JAMES RIVER COAL CO | COM NEW | 470355207 | 846 | 264,300 | SH | SOLE | 264,300 | 0 | 0 | ||
JANUS CAP GROUP INC | COM | 47102X105 | 93 | 10,972 | SH | SOLE | 10,972 | 0 | 0 | ||
JANUS CAP GROUP INC | NOTE 3.250% 7/1 | 47102XAG0 | 2,609 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
JARDEN CORP | COM | 471109108 | 8,762 | 169,481 | SH | SOLE | 169,481 | 0 | 0 | ||
JDA SOFTWARE GROUP INC | COM | 46612K108 | 248 | 5,481 | SH | SOLE | 5,481 | 0 | 0 | ||
JDS UNIPHASE CORP | COM PAR $0.001 | 46612J507 | 11,903 | 879,072 | SH | SOLE | 879,072 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | COM | 472319102 | 16,778 | 903,495 | SH | SOLE | 903,495 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 8,345 | 8,382,000 | PRN | SOLE | 0 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 11,378 | 7,434,013 | SH | SOLE | 118,513 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | DBCV 5.500%10/1 | 477143AD3 | 6,075 | 4,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 | 1,249 | 70,315 | SH | SOLE | 30,415 | 0 | 0 | ||
JOHN HANCOCK HDG EQ & INC FD | COM | 47804L102 | 1,402 | 91,876 | SH | SOLE | 91,876 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 136,825 | 1,951,850 | SH | SOLE | 1,758,278 | 0 | 0 | ||
JONES GROUP INC | COM | 48020T101 | 2,085 | 188,478 | SH | SOLE | 176,478 | 0 | 0 | ||
JONES LANG LASALLE INC | COM | 48020Q107 | 7,286 | 86,800 | SH | SOLE | 86,800 | 0 | 0 | ||
JOURNAL COMMUNICATIONS INC | CL A | 481130102 | 95 | 20,627 | SH | SOLE | 20,627 | 0 | 0 | ||
JOY GLOBAL INC | COM | 481165108 | 3,731 | 58,500 | SH | SOLE | 58,500 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 192,824 | 4,385,355 | SH | SOLE | 4,018,455 | 0 | 0 | ||
KADANT INC | COM | 48282T104 | 2,589 | 97,659 | SH | SOLE | 86,159 | 0 | 0 | ||
KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 1,797 | 29,122 | SH | SOLE | 27,622 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 5,213 | 62,451 | SH | SOLE | 62,451 | 0 | 0 | ||
KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 283 | 12,746 | SH | SOLE | 8,446 | 0 | 0 | ||
KAYAK SOFTWARE CORP | CL A | 486577109 | 42,227 | 1,063,108 | SH | SOLE | 1,063,108 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 7,846 | 496,585 | SH | SOLE | 478,985 | 0 | 0 | ||
KBR INC | COM | 48242W106 | 60,143 | 2,010,136 | SH | SOLE | 1,924,136 | 0 | 0 | ||
KBW INC | COM | 482423100 | 27,772 | 1,815,172 | SH | SOLE | 1,815,172 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 7,005 | 125,430 | SH | SOLE | 125,430 | 0 | 0 | ||
KELLY SVCS INC | CL A | 488152208 | 587 | 37,293 | SH | SOLE | 35,393 | 0 | 0 | ||
KEMET CORP | COM NEW | 488360207 | 4,345 | 863,799 | SH | SOLE | 649,399 | 0 | 0 | ||
KEMPER CORP DEL | COM | 488401100 | 795 | 26,936 | SH | SOLE | 24,936 | 0 | 0 | ||
KENNAMETAL INC | COM | 489170100 | 325 | 8,129 | SH | SOLE | 8,129 | 0 | 0 | ||
KERYX BIOPHARMACEUTICALS INC | COM | 492515101 | 109 | 41,500 | SH | SOLE | 41,500 | 0 | 0 | ||
KEY ENERGY SVCS INC | COM | 492914106 | 8,079 | 1,162,447 | SH | SOLE | 1,162,447 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 100,967 | 11,991,319 | SH | SOLE | 11,332,519 | 0 | 0 | ||
KEYCORP NEW | PFD 7.75% SR A | 493267405 | 3,139 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KEYNOTE SYS INC | COM | 493308100 | 168 | 11,910 | SH | SOLE | 7,310 | 0 | 0 | ||
KFORCE INC | COM | 493732101 | 2,678 | 186,900 | SH | SOLE | 105,200 | 0 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 2,511 | 53,011 | SH | SOLE | 53,011 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 104,485 | 1,237,530 | SH | SOLE | 1,164,430 | 0 | 0 | ||
KIMCO RLTY CORP | COM | 49446R109 | 5,917 | 306,241 | SH | SOLE | 287,741 | 0 | 0 | ||
KINDER MORGAN ENERGY PARTNER | UT LTD PARTNER | 494550106 | 271 | 3,396 | SH | SOLE | 3,396 | 0 | 0 | ||
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 26 | 6,976 | SH | SOLE | 6,976 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 4,448 | 125,885 | SH | SOLE | 125,885 | 0 | 0 | ||
KINDRED HEALTHCARE INC | COM | 494580103 | 367 | 33,883 | SH | SOLE | 33,883 | 0 | 0 | ||
KINROSS GOLD CORP | COM NO PAR | 496902404 | 1,816 | 186,800 | SH | SOLE | 186,800 | 0 | 0 | ||
KIRBY CORP | COM | 497266106 | 288 | 4,647 | SH | SOLE | 4,647 | 0 | 0 | ||
KIRKLANDS INC | COM | 497498105 | 1,321 | 124,750 | SH | SOLE | 104,600 | 0 | 0 | ||
KIT DIGITAL INC | COM NEW | 482470200 | 22 | 45,200 | SH | SOLE | 45,200 | 0 | 0 | ||
KLA-TENCOR CORP | COM | 482480100 | 21,813 | 456,728 | SH | SOLE | 456,728 | 0 | 0 | ||
KNIGHT CAP GROUP INC | CL A COM | 499005106 | 1,595 | 454,452 | SH | SOLE | 454,452 | 0 | 0 | ||
KNIGHT CAP GROUP INC | CL A COM | 499005106 | 149 | 1,439 | SH | Call | SOLE | 0 | 0 | 0 | |
KNIGHT CAP GROUP INC | NOTE 3.500% 3/1 | 499005AE6 | 2,994 | 3,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
KNOLL INC | COM NEW | 498904200 | 172 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
KODIAK OIL & GAS CORP | COM | 50015Q100 | 475 | 53,662 | SH | SOLE | 53,662 | 0 | 0 | ||
KOHLBERG CAPITAL CORP | NOTE 8.750% 3/1 | 500233AB7 | 5,803 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 16,225 | 377,498 | SH | SOLE | 360,198 | 0 | 0 | ||
KOPPERS HOLDINGS INC | COM | 50060P106 | 2,294 | 60,138 | SH | SOLE | 44,338 | 0 | 0 | ||
KORN FERRY INTL | COM NEW | 500643200 | 974 | 61,415 | SH | SOLE | 56,215 | 0 | 0 | ||
KRAFT FOODS GROUP INC | COM | 50076Q106 | 2,358 | 51,867 | SH | SOLE | 51,867 | 0 | 0 | ||
KRATON PERFORMANCE POLYMERS | COM | 50077C106 | 4,670 | 194,338 | SH | SOLE | 128,738 | 0 | 0 | ||
KRATOS DEFENSE & SEC SOLUTIO | COM NEW | 50077B207 | 443 | 88,092 | SH | SOLE | 88,092 | 0 | 0 | ||
KRISPY KREME DOUGHNUTS INC | COM | 501014104 | 2,841 | 302,835 | SH | SOLE | 158,735 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 27,577 | 1,059,845 | SH | SOLE | 1,059,845 | 0 | 0 | ||
KT CORP | SPONSORED ADR | 48268K101 | 10,282 | 614,221 | SH | SOLE | 596,421 | 0 | 0 | ||
KULICKE & SOFFA INDS INC | COM | 501242101 | 6,704 | 559,124 | SH | SOLE | 552,824 | 0 | 0 | ||
L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 19,816 | 19,475,000 | PRN | SOLE | 0 | 0 | 0 | ||
L-3 COMMUNICATIONS HLDGS INC | COM | 502424104 | 45,430 | 592,924 | SH | SOLE | 560,124 | 0 | 0 | ||
LA Z BOY INC | COM | 505336107 | 11,358 | 802,675 | SH | SOLE | 680,875 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 2,193 | 25,313 | SH | SOLE | 25,313 | 0 | 0 | ||
LACLEDE GROUP INC | COM | 505597104 | 6,875 | 178,070 | SH | SOLE | 133,393 | 0 | 0 | ||
LADENBURG THALMAN FIN SVCS I | COM | 50575Q102 | 113 | 80,819 | SH | SOLE | 47,319 | 0 | 0 | ||
LAKELAND FINL CORP | COM | 511656100 | 329 | 12,716 | SH | SOLE | 7,716 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 771 | 21,353 | SH | SOLE | 21,353 | 0 | 0 | ||
LAMAR ADVERTISING CO | CL A | 512815101 | 778 | 20,067 | SH | SOLE | 20,067 | 0 | 0 | ||
LANCASTER COLONY CORP | COM | 513847103 | 8,097 | 117,028 | SH | SOLE | 66,291 | 0 | 0 | ||
LANDSTAR SYS INC | COM | 515098101 | 4,831 | 92,084 | SH | SOLE | 92,084 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 1,531 | 33,157 | SH | SOLE | 33,157 | 0 | 0 | ||
LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 4,791 | 188,692 | SH | SOLE | 179,659 | 0 | 0 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 9,761 | 163,069 | SH | SOLE | 163,069 | 0 | 0 | ||
LAYNE CHRISTENSEN CO | COM | 521050104 | 964 | 39,700 | SH | SOLE | 10,500 | 0 | 0 | ||
LAZARD GLB TTL RET&INCM FD I | COM | 52106W103 | 565 | 37,446 | SH | SOLE | 37,446 | 0 | 0 | ||
LCA-VISION INC | COM PAR $.001 | 501803308 | 120 | 10,551 | SH | SOLE | 10,551 | 0 | 0 | ||
LDK SOLAR CO LTD | NOTE 4.750% 4/1 | 50183LAD9 | 283 | 375,000 | PRN | SOLE | 0 | 0 | 0 | ||
LEAP WIRELESS INTL INC | COM NEW | 521863308 | 583 | 87,600 | SH | SOLE | 87,600 | 0 | 0 | ||
LEAPFROG ENTERPRISES INC | CL A | 52186N106 | 614 | 71,101 | SH | SOLE | 46,501 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 1,410 | 30,100 | SH | SOLE | 30,100 | 0 | 0 | ||
LEARNING TREE INTL INC | COM | 522015106 | 1,512 | 277,365 | SH | SOLE | 277,365 | 0 | 0 | ||
LEGG MASON INC | COM | 524901105 | 4,974 | 193,400 | SH | SOLE | 193,400 | 0 | 0 | ||
LEGGETT & PLATT INC | COM | 524660107 | 640 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
LENDER PROCESSING SVCS INC | COM | 52602E102 | 31,799 | 1,291,580 | SH | SOLE | 1,291,580 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 6,040 | 156,191 | SH | SOLE | 156,191 | 0 | 0 | ||
LENNAR CORP | CL B | 526057302 | 1,622 | 53,116 | SH | SOLE | 53,116 | 0 | 0 | ||
LENNOX INTL INC | COM | 526107107 | 2,727 | 51,920 | SH | SOLE | 51,920 | 0 | 0 | ||
LEUCADIA NATL CORP | COM | 527288104 | 2,179 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
LEUCADIA NATL CORP | NOTE 3.750% 4/1 | 527288AX2 | 12,534 | 10,707,000 | PRN | SOLE | 0 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 2,688 | 116,325 | SH | SOLE | 116,325 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | NOTE 15.000% 1/1 | 52729NBM1 | 23,489 | 21,550,000 | PRN | SOLE | 0 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | NOTE 6.500%10/0 | 52729NBR0 | 42,194 | 29,727,000 | PRN | SOLE | 0 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | NOTE 7.000% 3/1 | 52729NBP4 | 7,650 | 6,405,000 | PRN | SOLE | 0 | 0 | 0 | ||
LEXINGTON REALTY TRUST | COM | 529043101 | 5,101 | 488,118 | SH | SOLE | 458,618 | 0 | 0 | ||
LEXMARK INTL NEW | CL A | 529771107 | 11,684 | 503,836 | SH | SOLE | 503,836 | 0 | 0 | ||
LG DISPLAY CO LTD | SPONS ADR REP | 50186V102 | 4,904 | 338,700 | SH | SOLE | 338,700 | 0 | 0 | ||
LHC GROUP INC | COM | 50187A107 | 3,608 | 169,383 | SH | SOLE | 100,283 | 0 | 0 | ||
LIBERTY GLOBAL INC | COM SER A | 530555101 | 2,664 | 42,300 | SH | SOLE | 42,300 | 0 | 0 | ||
LIBERTY GLOBAL INC | COM SER C | 530555309 | 51,118 | 870,102 | SH | SOLE | 870,102 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP | INT COM SER A | 53071M104 | 494 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.250% 3/1 | 530715AR2 | 950 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY PPTY TR | SH BEN INT | 531172104 | 2,429 | 67,900 | SH | SOLE | 67,900 | 0 | 0 | ||
LIFE TECHNOLOGIES CORP | COM | 53217V109 | 17,998 | 366,700 | SH | SOLE | 361,700 | 0 | 0 | ||
LIFEPOINT HOSPITALS INC | COM | 53219L109 | 7,526 | 199,377 | SH | SOLE | 199,377 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 269 | 12,979 | SH | SOLE | 8,579 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 138,197 | 2,802,050 | SH | SOLE | 2,569,050 | 0 | 0 | ||
LIMELIGHT NETWORKS INC | COM | 53261M104 | 1,789 | 806,000 | SH | SOLE | 476,800 | 0 | 0 | ||
LIMITED BRANDS INC | COM | 532716107 | 2,525 | 53,660 | SH | SOLE | 53,660 | 0 | 0 | ||
LINCOLN EDL SVCS CORP | COM | 533535100 | 771 | 138,000 | SH | SOLE | 97,800 | 0 | 0 | ||
LINCOLN ELEC HLDGS INC | COM | 533900106 | 1,035 | 21,268 | SH | SOLE | 21,268 | 0 | 0 | ||
LINCOLN NATL CORP IND | *W EXP 07/10/201 | 534187117 | 2,541 | 147,550 | SH | SOLE | 147,550 | 0 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 48,555 | 1,874,700 | SH | SOLE | 1,696,500 | 0 | 0 | ||
LINDSAY CORP | COM | 535555106 | 264 | 3,300 | SH | SOLE | 700 | 0 | 0 | ||
LINEAR TECHNOLOGY CORP | COM | 535678106 | 754 | 21,983 | SH | SOLE | 21,983 | 0 | 0 | ||
LINKEDIN CORP | COM CL A | 53578A108 | 1,322 | 11,514 | SH | SOLE | 11,514 | 0 | 0 | ||
LIONBRIDGE TECHNOLOGIES INC | COM | 536252109 | 43 | 10,600 | SH | SOLE | 0 | 0 | 0 | ||
LIONS GATE ENTMNT CORP | COM NEW | 535919203 | 243 | 14,798 | SH | SOLE | 6,298 | 0 | 0 | ||
LIQUIDITY SERVICES INC | COM | 53635B107 | 432 | 10,581 | SH | SOLE | 7,181 | 0 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 1,615 | 43,169 | SH | SOLE | 23,469 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 642 | 10,400 | SH | SOLE | 6,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 1,313 | 141,000 | SH | SOLE | 99,500 | 0 | 0 | ||
LIVEPERSON INC | COM | 538146101 | 410 | 31,197 | SH | SOLE | 20,697 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 2,254 | 106,802 | SH | SOLE | 106,802 | 0 | 0 | ||
LML PMT SYS INC | COM | 50208P109 | 6,979 | 2,028,740 | SH | SOLE | 2,028,740 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 20,406 | 221,107 | SH | SOLE | 221,107 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 46,857 | 1,149,862 | SH | SOLE | 1,077,462 | 0 | 0 | ||
LORAL SPACE & COMMUNICATNS I | COM | 543881106 | 1,653 | 30,246 | SH | SOLE | 16,346 | 0 | 0 | ||
LORILLARD INC | COM | 544147101 | 1,503 | 12,881 | SH | SOLE | 12,881 | 0 | 0 | ||
LOUISIANA PAC CORP | COM | 546347105 | 955 | 49,409 | SH | SOLE | 45,409 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 75,020 | 2,112,056 | SH | SOLE | 2,001,156 | 0 | 0 | ||
LSB INDS INC | COM | 502160104 | 789 | 22,279 | SH | SOLE | 10,979 | 0 | 0 | ||
LSI CORPORATION | COM | 502161102 | 51,476 | 7,270,640 | SH | SOLE | 6,762,640 | 0 | 0 | ||
LTC PPTYS INC | COM | 502175102 | 10,731 | 304,950 | SH | SOLE | 228,963 | 0 | 0 | ||
LTX-CREDENCE CORP | COM NEW | 502403207 | 3,724 | 567,733 | SH | SOLE | 419,900 | 0 | 0 | ||
LUFKIN INDS INC | COM | 549764108 | 3,093 | 53,200 | SH | SOLE | 53,200 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COM | 550021109 | 358 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
LUMBER LIQUIDATORS HLDGS INC | COM | 55003T107 | 1,247 | 23,605 | SH | SOLE | 17,105 | 0 | 0 | ||
LYDALL INC DEL | COM | 550819106 | 192 | 13,365 | SH | SOLE | 8,965 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 151,350 | 2,651,075 | SH | SOLE | 2,468,775 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 8,622 | 87,564 | SH | SOLE | 77,764 | 0 | 0 | ||
M D C HLDGS INC | COM | 552676108 | 3,098 | 84,279 | SH | SOLE | 67,579 | 0 | 0 | ||
M/I HOMES INC | COM | 55305B101 | 6,299 | 237,686 | SH | SOLE | 148,486 | 0 | 0 | ||
M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 4,160 | 3,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
MACERICH CO | COM | 554382101 | 5,549 | 95,188 | SH | SOLE | 87,888 | 0 | 0 | ||
MACK CALI RLTY CORP | COM | 554489104 | 1,546 | 59,200 | SH | SOLE | 59,200 | 0 | 0 | ||
MACQUARIE INFRASTR CO LLC | MEMBERSHIP INT | 55608B105 | 540 | 11,848 | SH | SOLE | 7,948 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 72,337 | 1,853,837 | SH | SOLE | 1,757,737 | 0 | 0 | ||
MADDEN STEVEN LTD | COM | 556269108 | 821 | 19,432 | SH | SOLE | 19,432 | 0 | 0 | ||
MAGELLAN HEALTH SVCS INC | COM NEW | 559079207 | 7,124 | 145,392 | SH | SOLE | 125,155 | 0 | 0 | ||
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 375 | 8,690 | SH | SOLE | 8,690 | 0 | 0 | ||
MAGIC SOFTWARE ENTERPRISES L | ORD | 559166103 | 98 | 20,864 | SH | SOLE | 20,864 | 0 | 0 | ||
MAGICJACK VOCALTEC LTD | SHS | M6787E101 | 1,885 | 103,500 | SH | SOLE | 63,900 | 0 | 0 | ||
MAIDEN HOLDINGS LTD | SHS | G5753U112 | 238 | 25,947 | SH | SOLE | 16,147 | 0 | 0 | ||
MAIDENFORM BRANDS INC | COM | 560305104 | 555 | 28,500 | SH | SOLE | 7,500 | 0 | 0 | ||
MAIN STREET CAPITAL CORP | COM | 56035L104 | 4,343 | 142,334 | SH | SOLE | 133,034 | 0 | 0 | ||
MAJESCO ENTERTAINMENT CO | COM NEW | 560690208 | 71 | 67,397 | SH | SOLE | 43,197 | 0 | 0 | ||
MANHATTAN ASSOCS INC | COM | 562750109 | 5,237 | 86,799 | SH | SOLE | 43,392 | 0 | 0 | ||
MANITOWOC INC | COM | 563571108 | 438 | 27,944 | SH | SOLE | 17,844 | 0 | 0 | ||
MANNKIND CORP | COM | 56400P201 | 458 | 198,241 | SH | SOLE | 179,241 | 0 | 0 | ||
MANNKIND CORP | NOTE 3.750%12/1 | 56400PAA0 | 1,527 | 2,150,000 | PRN | SOLE | 0 | 0 | 0 | ||
MANNKIND CORP | NOTE 5.750% 8/1 | 56400PAC6 | 3,427 | 5,700,000 | PRN | SOLE | 0 | 0 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 25,541 | 601,826 | SH | SOLE | 601,826 | 0 | 0 | ||
MANULIFE FINL CORP | COM | 56501R106 | 1,120 | 82,400 | SH | SOLE | 82,400 | 0 | 0 | ||
MAP PHARMACEUTICALS INC | COM | 56509R108 | 178 | 11,300 | SH | SOLE | 9,200 | 0 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 79,001 | 2,576,694 | SH | SOLE | 2,389,594 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 14,707 | 233,441 | SH | SOLE | 233,441 | 0 | 0 | ||
MARCHEX INC | CL B | 56624R108 | 83 | 20,200 | SH | SOLE | 13,700 | 0 | 0 | ||
MARKETAXESS HLDGS INC | COM | 57060D108 | 503 | 14,248 | SH | SOLE | 10,548 | 0 | 0 | ||
MARKWEST ENERGY PARTNERS L P | UNIT LTD PARTN | 570759100 | 373 | 7,314 | SH | SOLE | 7,314 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 9,609 | 257,828 | SH | SOLE | 246,328 | 0 | 0 | ||
MARRIOTT VACATIONS WRLDWDE C | COM | 57164Y107 | 4,497 | 107,924 | SH | SOLE | 60,524 | 0 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 8,692 | 252,169 | SH | SOLE | 240,669 | 0 | 0 | ||
MARTHA STEWART LIVING OMNIME | CL A | 573083102 | 26 | 10,426 | SH | SOLE | 6,326 | 0 | 0 | ||
MARTIN MIDSTREAM PRTNRS L P | UNIT L P INT | 573331105 | 259 | 8,334 | SH | SOLE | 8,334 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 47,305 | 6,515,788 | SH | SOLE | 5,717,288 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 1,309 | 78,600 | SH | SOLE | 78,600 | 0 | 0 | ||
MASTEC INC | COM | 576323109 | 3,432 | 137,677 | SH | SOLE | 133,377 | 0 | 0 | ||
MASTEC INC | NOTE 4.000% 6/1 | 576323AL3 | 5,354 | 3,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
MASTEC INC | NOTE 4.250%12/1 | 576323AM1 | 11,042 | 6,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 15,644 | 31,843 | SH | SOLE | 28,343 | 0 | 0 | ||
MATERION CORP | COM | 576690101 | 694 | 26,919 | SH | SOLE | 19,119 | 0 | 0 | ||
MATRIX SVC CO | COM | 576853105 | 1,346 | 117,000 | SH | SOLE | 90,700 | 0 | 0 | ||
MATTEL INC | COM | 577081102 | 15,472 | 422,502 | SH | SOLE | 407,302 | 0 | 0 | ||
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 16,725 | 568,867 | SH | SOLE | 528,167 | 0 | 0 | ||
MAXIMUS INC | COM | 577933104 | 3,423 | 54,142 | SH | SOLE | 29,970 | 0 | 0 | ||
MAXYGEN INC | COM | 577776107 | 40 | 16,300 | SH | SOLE | 11,000 | 0 | 0 | ||
MB FINANCIAL INC NEW | COM | 55264U108 | 454 | 22,997 | SH | SOLE | 10,897 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 92 | 11,675 | SH | SOLE | 11,675 | 0 | 0 | ||
MCCORMICK & CO INC | COM NON VTG | 579780206 | 13,761 | 216,614 | SH | SOLE | 216,614 | 0 | 0 | ||
MCDERMOTT INTL INC | COM | 580037109 | 22,481 | 2,040,000 | SH | SOLE | 2,040,000 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 31,497 | 357,065 | SH | SOLE | 312,565 | 0 | 0 | ||
MCEWEN MNG INC | COM | 58039P107 | 234 | 61,048 | SH | SOLE | 3,600 | 0 | 0 | ||
MCG CAPITAL CORP | COM | 58047P107 | 4,252 | 924,400 | SH | SOLE | 746,700 | 0 | 0 | ||
MCGRATH RENTCORP | COM | 580589109 | 243 | 8,383 | SH | SOLE | 4,483 | 0 | 0 | ||
MCGRAW HILL COS INC | COM | 580645109 | 4,952 | 90,572 | SH | SOLE | 85,872 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 66,326 | 684,053 | SH | SOLE | 628,153 | 0 | 0 | ||
MCMORAN EXPLORATION CO | COM | 582411104 | 14,727 | 917,546 | SH | SOLE | 887,946 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 4,190 | 197,269 | SH | SOLE | 197,269 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 687 | 10,423 | SH | SOLE | 10,423 | 0 | 0 | ||
MEADOWBROOK INS GROUP INC | COM | 58319P108 | 1,269 | 219,579 | SH | SOLE | 192,979 | 0 | 0 | ||
MEADWESTVACO CORP | COM | 583334107 | 8,272 | 259,544 | SH | SOLE | 253,944 | 0 | 0 | ||
MEASUREMENT SPECIALTIES INC | COM | 583421102 | 263 | 7,659 | SH | SOLE | 3,959 | 0 | 0 | ||
MECHEL OAO | SPONSORED ADR | 583840103 | 69 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MEDALLION FINL CORP | COM | 583928106 | 151 | 12,891 | SH | SOLE | 7,891 | 0 | 0 | ||
MEDASSETS INC | COM | 584045108 | 534 | 31,839 | SH | SOLE | 16,439 | 0 | 0 | ||
MEDICAL PPTYS TRUST INC | COM | 58463J304 | 2,221 | 185,671 | SH | SOLE | 142,171 | 0 | 0 | ||
MEDICINES CO | COM | 584688105 | 2,781 | 116,006 | SH | SOLE | 58,206 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 602 | 15,349 | SH | SOLE | 10,649 | 0 | 0 | ||
MEDIFAST INC | COM | 58470H101 | 3,982 | 150,903 | SH | SOLE | 72,303 | 0 | 0 | ||
MEDIVATION INC | COM | 58501N101 | 2,700 | 52,771 | SH | SOLE | 49,371 | 0 | 0 | ||
MEDLEY CAP CORP | COM | 58503F106 | 368 | 25,302 | SH | SOLE | 17,802 | 0 | 0 | ||
MEDTRONIC INC | COM | 585055106 | 27,650 | 674,073 | SH | SOLE | 575,073 | 0 | 0 | ||
MEDTRONIC INC | NOTE 1.625% 4/1 | 585055AM8 | 8,763 | 8,725,000 | PRN | SOLE | 0 | 0 | 0 | ||
MELA SCIENCES INC | COM | 55277R100 | 52 | 29,200 | SH | SOLE | 19,800 | 0 | 0 | ||
MELLANOX TECHNOLOGIES LTD | SHS | M51363113 | 1,793 | 30,200 | SH | SOLE | 30,200 | 0 | 0 | ||
MEMC ELECTR MATLS INC | COM | 552715104 | 2,556 | 796,200 | SH | SOLE | 558,000 | 0 | 0 | ||
MEMSIC INC | COM | 586264103 | 430 | 128,839 | SH | SOLE | 128,839 | 0 | 0 | ||
MENS WEARHOUSE INC | COM | 587118100 | 1,532 | 49,153 | SH | SOLE | 49,153 | 0 | 0 | ||
MENTOR GRAPHICS CORP | COM | 587200106 | 4,072 | 239,259 | SH | SOLE | 189,859 | 0 | 0 | ||
MERCK & CO INC NEW | COM | 58933Y105 | 128,087 | 3,128,641 | SH | SOLE | 2,779,441 | 0 | 0 | ||
MERCURY GENL CORP NEW | COM | 589400100 | 337 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
MEREDITH CORP | COM | 589433101 | 203 | 5,900 | SH | SOLE | 3,800 | 0 | 0 | ||
MERGE HEALTHCARE INC | COM | 589499102 | 115 | 46,546 | SH | SOLE | 30,746 | 0 | 0 | ||
MERIDIAN BIOSCIENCE INC | COM | 589584101 | 213 | 10,540 | SH | SOLE | 10,540 | 0 | 0 | ||
MERIT MED SYS INC | COM | 589889104 | 230 | 16,551 | SH | SOLE | 16,551 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 1,066 | 28,548 | SH | SOLE | 19,848 | 0 | 0 | ||
MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 3,502 | 3,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 3,546 | 749,578 | SH | SOLE | 519,478 | 0 | 0 | ||
METALICO INC | COM | 591176102 | 53 | 27,200 | SH | SOLE | 27,200 | 0 | 0 | ||
METALS USA HLDGS CORP | COM | 59132A104 | 5,466 | 312,507 | SH | SOLE | 144,707 | 0 | 0 | ||
METHODE ELECTRS INC | COM | 591520200 | 925 | 92,246 | SH | SOLE | 92,246 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 3,538 | 107,420 | SH | SOLE | 107,420 | 0 | 0 | ||
METLIFE INC | UNIT 99/99/9999 | 59156R116 | 1,928 | 43,382 | SH | SOLE | 43,382 | 0 | 0 | ||
METROPCS COMMUNICATIONS INC | COM | 591708102 | 42,025 | 4,227,848 | SH | SOLE | 4,029,548 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COM | 592688105 | 333 | 1,722 | SH | SOLE | 1,722 | 0 | 0 | ||
MFA FINANCIAL INC | COM | 55272X102 | 1,088 | 134,117 | SH | SOLE | 134,117 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 1,670 | 32,778 | SH | SOLE | 20,778 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 3,849 | 1,446,993 | SH | SOLE | 1,113,393 | 0 | 0 | ||
MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 12,110 | 16,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 6,688 | 574,538 | SH | SOLE | 574,538 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 3,977 | 3,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICHAEL KORS HLDGS LTD | SHS | G60754101 | 1,322 | 25,900 | SH | SOLE | 25,900 | 0 | 0 | ||
MICREL INC | COM | 594793101 | 333 | 35,000 | SH | SOLE | 1,700 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 571 | 17,519 | SH | SOLE | 17,519 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 43,215 | 34,095,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 15,978 | 2,516,227 | SH | SOLE | 2,516,227 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 1.500% 8/0 | 595112AQ6 | 465 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICROS SYS INC | COM | 594901100 | 436 | 10,265 | SH | SOLE | 10,265 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 134,112 | 5,017,296 | SH | SOLE | 4,566,996 | 0 | 0 | ||
MICROSTRATEGY INC | CL A NEW | 594972408 | 675 | 7,226 | SH | SOLE | 7,226 | 0 | 0 | ||
MID-AMER APT CMNTYS INC | COM | 59522J103 | 864 | 13,351 | SH | SOLE | 13,351 | 0 | 0 | ||
MIDDLEBY CORP | COM | 596278101 | 225 | 1,756 | SH | SOLE | 1,256 | 0 | 0 | ||
MIDWAY GOLD CORP | COM | 598153104 | 71 | 51,200 | SH | SOLE | 30,700 | 0 | 0 | ||
MILLER ENERGY RES INC | COM | 600527105 | 49 | 12,400 | SH | SOLE | 5,300 | 0 | 0 | ||
MILLER HERMAN INC | COM | 600544100 | 650 | 30,339 | SH | SOLE | 30,339 | 0 | 0 | ||
MILLER INDS INC TENN | COM NEW | 600551204 | 174 | 11,412 | SH | SOLE | 7,912 | 0 | 0 | ||
MINE SAFETY APPLIANCES CO | COM | 602720104 | 1,216 | 28,461 | SH | SOLE | 10,861 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 10,037 | 251,422 | SH | SOLE | 169,788 | 0 | 0 | ||
MINES MGMT INC | COM | 603432105 | 21 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MIPS TECHNOLOGIES INC | COM | 604567107 | 20,469 | 2,617,564 | SH | SOLE | 2,617,564 | 0 | 0 | ||
MISTRAS GROUP INC | COM | 60649T107 | 356 | 14,436 | SH | SOLE | 9,136 | 0 | 0 | ||
MITCHAM INDS INC | COM | 606501104 | 2,021 | 148,300 | SH | SOLE | 108,500 | 0 | 0 | ||
MITEK SYS INC | COM NEW | 606710200 | 51 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
MKS INSTRUMENT INC | COM | 55306N104 | 24,529 | 951,479 | SH | SOLE | 931,579 | 0 | 0 | ||
MODINE MFG CO | COM | 607828100 | 2,650 | 325,900 | SH | SOLE | 177,100 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 11,291 | 124,800 | SH | SOLE | 124,800 | 0 | 0 | ||
MOLEX INC | CL A | 608554200 | 2,544 | 113,996 | SH | SOLE | 113,996 | 0 | 0 | ||
MOLEX INC | COM | 608554101 | 3,629 | 132,799 | SH | SOLE | 132,799 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 517 | 19,100 | SH | SOLE | 13,300 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 3.750%10/0 | 60855RAA8 | 2,897 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
MOLSON COORS BREWING CO | CL B | 60871R209 | 1,317 | 30,786 | SH | SOLE | 30,786 | 0 | 0 | ||
MOLSON COORS BREWING CO | NOTE 2.500% 7/3 | 60871RAA8 | 276 | 275,000 | PRN | SOLE | 0 | 0 | 0 | ||
MOLYCORP INC DEL | COM | 608753109 | 139 | 14,735 | SH | SOLE | 14,735 | 0 | 0 | ||
MOMENTA PHARMACEUTICALS INC | COM | 60877T100 | 8,571 | 727,584 | SH | SOLE | 538,284 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 46,840 | 1,839,034 | SH | SOLE | 1,622,134 | 0 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 174 | 16,835 | SH | SOLE | 11,035 | 0 | 0 | ||
MONOLITHIC PWR SYS INC | COM | 609839105 | 361 | 16,200 | SH | SOLE | 12,800 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COM | 61022P100 | 433 | 27,088 | SH | SOLE | 10,988 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 56,728 | 599,341 | SH | SOLE | 543,741 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COM | 611740101 | 2,046 | 38,694 | SH | SOLE | 38,694 | 0 | 0 | ||
MONTGOMERY STR INCOME SECS I | COM | 614115103 | 348 | 20,597 | SH | SOLE | 20,597 | 0 | 0 | ||
MONTPELIER RE HOLDINGS LTD | SHS | G62185106 | 9,588 | 419,435 | SH | SOLE | 268,944 | 0 | 0 | ||
MOODYS CORP | COM | 615369105 | 2,166 | 43,042 | SH | SOLE | 43,042 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 1,916 | 100,200 | SH | SOLE | 100,200 | 0 | 0 | ||
MORGAN STANLEY | INCOME SEC INC | 61745P874 | 848 | 45,960 | SH | SOLE | 45,960 | 0 | 0 | ||
MORGAN STANLEY EMER MKTS FD | COM | 61744G107 | 686 | 44,241 | SH | SOLE | 44,241 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 11,829 | 208,891 | SH | SOLE | 178,791 | 0 | 0 | ||
MOSYS INC | COM | 619718109 | 41 | 11,700 | SH | SOLE | 5,300 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 13,570 | 243,707 | SH | SOLE | 243,707 | 0 | 0 | ||
MOVADO GROUP INC | COM | 624580106 | 9,074 | 295,765 | SH | SOLE | 208,765 | 0 | 0 | ||
MOVE INC | COM NEW | 62458M207 | 1,760 | 231,850 | SH | SOLE | 68,925 | 0 | 0 | ||
MSC INDL DIRECT INC | CL A | 553530106 | 3,308 | 43,879 | SH | SOLE | 43,879 | 0 | 0 | ||
MTS SYS CORP | COM | 553777103 | 802 | 15,753 | SH | SOLE | 7,553 | 0 | 0 | ||
MUELLER INDS INC | COM | 624756102 | 7,044 | 140,792 | SH | SOLE | 121,654 | 0 | 0 | ||
MUELLER WTR PRODS INC | COM SER A | 624758108 | 2,693 | 479,956 | SH | SOLE | 200,556 | 0 | 0 | ||
MULTI COLOR CORP | COM | 625383104 | 221 | 9,203 | SH | SOLE | 6,303 | 0 | 0 | ||
MULTIMEDIA GAMES HLDG CO INC | COM | 625453105 | 2,053 | 139,590 | SH | SOLE | 59,790 | 0 | 0 | ||
MURPHY OIL CORP | COM | 626717102 | 51,455 | 864,068 | SH | SOLE | 797,668 | 0 | 0 | ||
MWI VETERINARY SUPPLY INC | COM | 55402X105 | 886 | 8,055 | SH | SOLE | 4,455 | 0 | 0 | ||
MYERS INDS INC | COM | 628464109 | 1,379 | 90,999 | SH | SOLE | 31,299 | 0 | 0 | ||
MYLAN INC | COM | 628530107 | 2,086 | 75,900 | SH | SOLE | 75,900 | 0 | 0 | ||
MYR GROUP INC DEL | COM | 55405W104 | 4,012 | 180,300 | SH | SOLE | 91,100 | 0 | 0 | ||
MYRIAD GENETICS INC | COM | 62855J104 | 8,315 | 305,122 | SH | SOLE | 305,122 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 44,572 | 3,084,600 | SH | SOLE | 2,742,900 | 0 | 0 | ||
NACCO INDS INC | CL A | 629579103 | 5,854 | 96,461 | SH | SOLE | 77,323 | 0 | 0 | ||
NANOMETRICS INC | COM | 630077105 | 364 | 25,225 | SH | SOLE | 15,325 | 0 | 0 | ||
NASDAQ OMX GROUP INC | COM | 631103108 | 513 | 20,531 | SH | SOLE | 20,531 | 0 | 0 | ||
NASH FINCH CO | COM | 631158102 | 3,999 | 187,942 | SH | SOLE | 154,068 | 0 | 0 | ||
NASH FINCH CO | FRNT 1.631% 3/1 | 631158AD4 | 15,527 | 33,125,000 | PRN | SOLE | 0 | 0 | 0 | ||
NATIONAL FINL PARTNERS CORP | COM | 63607P208 | 188 | 10,953 | SH | SOLE | 8,753 | 0 | 0 | ||
NATIONAL FINL PARTNERS CORP | NOTE 4.000% 6/1 | 63607PAC3 | 13,785 | 9,275,000 | PRN | SOLE | 0 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 811 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | COM | 63633D104 | 2,813 | 49,756 | SH | SOLE | 35,681 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COM | 637071101 | 14,255 | 208,554 | SH | SOLE | 208,554 | 0 | 0 | ||
NATIONAL PENN BANCSHARES INC | COM | 637138108 | 8,839 | 948,362 | SH | SOLE | 636,462 | 0 | 0 | ||
NATIONAL PRESTO INDS INC | COM | 637215104 | 926 | 13,400 | SH | SOLE | 8,200 | 0 | 0 | ||
NATIONAL RETAIL PPTYS INC | COM | 637417106 | 1,521 | 48,747 | SH | SOLE | 48,747 | 0 | 0 | ||
NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 412 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
NAUTILUS MARINE ACQUISIT COR | SHS | Y6255E101 | 9,600 | 960,000 | SH | SOLE | 960,000 | 0 | 0 | ||
NAVIDEA BIOPHARMACEUTICALS I | COM | 63937X103 | 193 | 68,138 | SH | SOLE | 46,538 | 0 | 0 | ||
NAVIGANT CONSULTING INC | COM | 63935N107 | 2,800 | 250,906 | SH | SOLE | 221,306 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | COM | 63934E108 | 10,365 | 476,100 | SH | SOLE | 476,100 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 4,935 | 5,375,000 | PRN | SOLE | 0 | 0 | 0 | ||
NBT BANCORP INC | COM | 628778102 | 8,687 | 428,550 | SH | SOLE | 298,850 | 0 | 0 | ||
NCI BUILDING SYS INC | COM NEW | 628852204 | 121 | 17,936 | SH | SOLE | 17,936 | 0 | 0 | ||
NCR CORP NEW | COM | 62886E108 | 24,486 | 960,990 | SH | SOLE | 960,990 | 0 | 0 | ||
NEENAH PAPER INC | COM | 640079109 | 2,458 | 86,343 | SH | SOLE | 75,643 | 0 | 0 | ||
NEKTAR THERAPEUTICS | COM | 640268108 | 841 | 113,448 | SH | SOLE | 55,148 | 0 | 0 | ||
NELNET INC | CL A | 64031N108 | 14,386 | 482,897 | SH | SOLE | 314,551 | 0 | 0 | ||
NEOSTEM INC | COM NEW | 640650305 | 238 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 10,188 | 303,661 | SH | SOLE | 303,661 | 0 | 0 | ||
NETAPP INC | NOTE 1.750% 6/0 | 64110DAB0 | 42,780 | 37,900,000 | PRN | SOLE | 0 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 1,948 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
NETLIST INC | COM | 64118P109 | 14 | 19,500 | SH | SOLE | 13,900 | 0 | 0 | ||
NETSCOUT SYS INC | COM | 64115T104 | 2,367 | 91,076 | SH | SOLE | 47,976 | 0 | 0 | ||
NETSPEND HLDGS INC | COM | 64118V106 | 294 | 24,882 | SH | SOLE | 18,882 | 0 | 0 | ||
NETSUITE INC | COM | 64118Q107 | 577 | 8,572 | SH | SOLE | 8,572 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 1,396 | 186,600 | SH | SOLE | 59,300 | 0 | 0 | ||
NEUSTAR INC | CL A | 64126X201 | 1,064 | 25,369 | SH | SOLE | 25,369 | 0 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 623 | 15,721 | SH | SOLE | 15,721 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 1,065 | 81,318 | SH | SOLE | 81,318 | 0 | 0 | ||
NEW YORK TIMES CO | CL A | 650111107 | 2,210 | 259,052 | SH | SOLE | 208,752 | 0 | 0 | ||
NEWELL RUBBERMAID INC | COM | 651229106 | 30,185 | 1,355,400 | SH | SOLE | 1,270,500 | 0 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 8,667 | 323,631 | SH | SOLE | 323,631 | 0 | 0 | ||
NEWMARKET CORP | COM | 651587107 | 948 | 3,614 | SH | SOLE | 3,614 | 0 | 0 | ||
NEWMONT MINING CORP | COM | 651639106 | 11,988 | 258,138 | SH | SOLE | 234,438 | 0 | 0 | ||
NEWPARK RES INC | COM PAR $.01NEW | 651718504 | 587 | 74,804 | SH | SOLE | 74,804 | 0 | 0 | ||
NEWPORT CORP | COM | 651824104 | 357 | 26,512 | SH | SOLE | 22,312 | 0 | 0 | ||
NEWS CORP | CL A | 65248E104 | 100,607 | 3,939,189 | SH | SOLE | 3,680,689 | 0 | 0 | ||
NEWS CORP | CL B | 65248E203 | 39 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
NEWSTAR FINANCIAL INC | COM | 65251F105 | 274 | 19,575 | SH | SOLE | 11,275 | 0 | 0 | ||
NEXEN INC | COM | 65334H102 | 51,720 | 1,919,839 | SH | SOLE | 1,919,839 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 3,829 | 55,341 | SH | SOLE | 55,341 | 0 | 0 | ||
NIC INC | COM | 62914B100 | 685 | 41,897 | SH | SOLE | 16,397 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 15,451 | 299,446 | SH | SOLE | 299,446 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 1,033 | 41,489 | SH | SOLE | 41,489 | 0 | 0 | ||
NOBLE CORPORATION BAAR | NAMEN -AKT | H5833N103 | 2,251 | 64,644 | SH | SOLE | 64,644 | 0 | 0 | ||
NOBLE ENERGY INC | COM | 655044105 | 1,432 | 14,077 | SH | SOLE | 14,077 | 0 | 0 | ||
NORANDA ALUM HLDG CORP | COM | 65542W107 | 2,637 | 431,600 | SH | SOLE | 211,200 | 0 | 0 | ||
NORDSON CORP | COM | 655663102 | 5,037 | 79,800 | SH | SOLE | 79,800 | 0 | 0 | ||
NORDSTROM INC | COM | 655664100 | 3,727 | 69,659 | SH | SOLE | 69,659 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 12,340 | 199,543 | SH | SOLE | 199,543 | 0 | 0 | ||
NORTHEAST UTILS | COM | 664397106 | 807 | 20,657 | SH | SOLE | 20,657 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 1,038 | 20,700 | SH | SOLE | 20,700 | 0 | 0 | ||
NORTHGATE MINERALS CORP | NOTE 3.500%10/0 | 666416AB8 | 2,914 | 2,675,000 | PRN | SOLE | 0 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 108,731 | 1,608,925 | SH | SOLE | 1,582,825 | 0 | 0 | ||
NORTHSTAR RLTY FIN CORP | COM | 66704R100 | 3,603 | 511,816 | SH | SOLE | 511,816 | 0 | 0 | ||
NORTHWEST BANCSHARES INC MD | COM | 667340103 | 2,240 | 184,529 | SH | SOLE | 125,000 | 0 | 0 | ||
NORTHWEST NAT GAS CO | COM | 667655104 | 531 | 12,022 | SH | SOLE | 12,022 | 0 | 0 | ||
NORTHWESTERN CORP | COM NEW | 668074305 | 12,924 | 372,124 | SH | SOLE | 355,860 | 0 | 0 | ||
NOVATEL WIRELESS INC | COM NEW | 66987M604 | 37 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
NPS PHARMACEUTICALS INC | COM | 62936P103 | 2,680 | 294,538 | SH | SOLE | 254,911 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 55,090 | 2,396,271 | SH | SOLE | 2,396,271 | 0 | 0 | ||
NTELOS HLDGS CORP | COM NEW | 67020Q305 | 189 | 14,450 | SH | SOLE | 9,450 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 11,732 | 316,658 | SH | SOLE | 316,658 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 1,517 | 67,955 | SH | SOLE | 67,955 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 1,527 | 1,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 394 | 9,129 | SH | SOLE | 9,129 | 0 | 0 | ||
NUSTAR ENERGY LP | UNIT COM | 67058H102 | 243 | 5,726 | SH | SOLE | 5,726 | 0 | 0 | ||
NUTRI SYS INC NEW | COM | 67069D108 | 428 | 52,200 | SH | SOLE | 19,400 | 0 | 0 | ||
NUVASIVE INC | COM | 670704105 | 6,628 | 428,700 | SH | SOLE | 308,400 | 0 | 0 | ||
NUVEEN EQTY PRM OPPORTUNITYF | COM | 6706EM102 | 1,787 | 148,089 | SH | SOLE | 148,089 | 0 | 0 | ||
NUVEEN EQUITY PREM & GROWTH | COM | 6706EW100 | 1,290 | 99,752 | SH | SOLE | 99,752 | 0 | 0 | ||
NUVEEN EQUITY PREM ADV FD | COM | 6706ET107 | 2,292 | 192,618 | SH | SOLE | 192,618 | 0 | 0 | ||
NUVEEN EQUITY PREM INCOME FD | COM | 6706ER101 | 2,241 | 189,436 | SH | SOLE | 189,436 | 0 | 0 | ||
NUVEEN QUALITY PFD INCOME FD | COM | 67071S101 | 94 | 10,824 | SH | SOLE | 10,824 | 0 | 0 | ||
NUVEEN QUALITY PFD INCOME FD | COM | 67072C105 | 1,118 | 118,168 | SH | SOLE | 118,168 | 0 | 0 | ||
NUVEEN TX ADV TOTAL RET STRG | COM | 67090H102 | 464 | 44,101 | SH | SOLE | 44,101 | 0 | 0 | ||
NV ENERGY INC | COM | 67073Y106 | 10,041 | 553,555 | SH | SOLE | 553,555 | 0 | 0 | ||
NVE CORP | COM NEW | 629445206 | 211 | 3,800 | SH | SOLE | 2,400 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 24,793 | 2,017,300 | SH | SOLE | 1,997,700 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 2,760 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
NYSE EURONEXT | COM | 629491101 | 18,733 | 593,944 | SH | SOLE | 593,944 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 24,872 | 278,143 | SH | SOLE | 277,543 | 0 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 542 | 17,030 | SH | SOLE | 3,830 | 0 | 0 | ||
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 23,840 | 311,192 | SH | SOLE | 252,092 | 0 | 0 | ||
OCEANEERING INTL INC | COM | 675232102 | 13,981 | 259,914 | SH | SOLE | 259,914 | 0 | 0 | ||
OCLARO INC | COM NEW | 67555N206 | 896 | 570,488 | SH | SOLE | 570,488 | 0 | 0 | ||
OCWEN FINL CORP | COM NEW | 675746309 | 9,790 | 283,025 | SH | SOLE | 213,025 | 0 | 0 | ||
ODYSSEY MARINE EXPLORATION I | COM | 676118102 | 149 | 50,200 | SH | SOLE | 26,100 | 0 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 2,712 | 826,954 | SH | SOLE | 406,354 | 0 | 0 | ||
OFFICEMAX INC DEL | COM | 67622P101 | 3,973 | 407,053 | SH | SOLE | 257,253 | 0 | 0 | ||
OGE ENERGY CORP | COM | 670837103 | 5,213 | 92,574 | SH | SOLE | 92,574 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 3,901 | 54,528 | SH | SOLE | 54,528 | 0 | 0 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 4,256 | 124,159 | SH | SOLE | 124,159 | 0 | 0 | ||
OLD NATL BANCORP IND | COM | 680033107 | 3,100 | 261,145 | SH | SOLE | 171,645 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 339 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
OLIN CORP | COM PAR $1 | 680665205 | 1,788 | 82,832 | SH | SOLE | 82,832 | 0 | 0 | ||
OM GROUP INC | COM | 670872100 | 557 | 25,096 | SH | SOLE | 7,296 | 0 | 0 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 1,952 | 81,847 | SH | SOLE | 61,847 | 0 | 0 | ||
OMEGA PROTEIN CORP | COM | 68210P107 | 299 | 48,838 | SH | SOLE | 40,138 | 0 | 0 | ||
OMNICARE INC | COM | 681904108 | 40,615 | 1,125,058 | SH | SOLE | 1,125,058 | 0 | 0 | ||
OMNICARE INC | NOTE 3.750%12/1 | 681904AN8 | 12,725 | 8,605,000 | PRN | SOLE | 0 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 5,431 | 108,700 | SH | SOLE | 108,700 | 0 | 0 | ||
OMNICOM GROUP INC | NOTE 7/0 | 682134AA9 | 538 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
OMNIVISION TECHNOLOGIES INC | COM | 682128103 | 3,357 | 238,400 | SH | SOLE | 230,900 | 0 | 0 | ||
ON ASSIGNMENT INC | COM | 682159108 | 838 | 41,326 | SH | SOLE | 28,126 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 10,570 | 1,499,302 | SH | SOLE | 1,499,302 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.875%12/1 | 682189AD7 | 4,000 | 4,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
ONCOTHYREON INC | COM | 682324108 | 63 | 32,559 | SH | SOLE | 20,359 | 0 | 0 | ||
ONEBEACON INSURANCE GROUP LT | CL A | G67742109 | 353 | 25,361 | SH | SOLE | 15,061 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 5,993 | 140,177 | SH | SOLE | 140,177 | 0 | 0 | ||
ONEOK PARTNERS LP | UNIT LTD PARTN | 68268N103 | 328 | 6,078 | SH | SOLE | 6,078 | 0 | 0 | ||
ONYX PHARMACEUTICALS INC | COM | 683399109 | 2,071 | 27,415 | SH | SOLE | 27,415 | 0 | 0 | ||
ONYX PHARMACEUTICALS INC | NOTE 4.000% 8/1 | 683399AB5 | 507 | 250,000 | PRN | SOLE | 0 | 0 | 0 | ||
OPLINK COMMUNICATIONS INC | COM NEW | 68375Q403 | 2,756 | 176,900 | SH | SOLE | 139,200 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 36,817 | 1,104,953 | SH | SOLE | 895,653 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COM | 68554V108 | 299 | 41,684 | SH | SOLE | 23,084 | 0 | 0 | ||
ORBITAL SCIENCES CORP | COM | 685564106 | 1,354 | 98,307 | SH | SOLE | 95,307 | 0 | 0 | ||
OREXIGEN THERAPEUTICS INC | COM | 686164104 | 1,813 | 343,967 | SH | SOLE | 162,567 | 0 | 0 | ||
ORIENTAL FINL GROUP INC | COM | 68618W100 | 1,166 | 87,321 | SH | SOLE | 87,321 | 0 | 0 | ||
ORIENT-EXPRESS HOTELS LTD | CL A | G67743107 | 28,499 | 2,437,880 | SH | SOLE | 2,242,380 | 0 | 0 | ||
ORION MARINE GROUP INC | COM | 68628V308 | 688 | 94,100 | SH | SOLE | 71,400 | 0 | 0 | ||
ORITANI FINL CORP DEL | COM | 68633D103 | 4,179 | 272,760 | SH | SOLE | 174,560 | 0 | 0 | ||
ORTHOFIX INTL N V | COM | N6748L102 | 7,013 | 178,300 | SH | SOLE | 103,100 | 0 | 0 | ||
OSHKOSH CORP | COM | 688239201 | 11,095 | 374,208 | SH | SOLE | 374,208 | 0 | 0 | ||
OSI SYSTEMS INC | COM | 671044105 | 1,035 | 16,155 | SH | SOLE | 12,155 | 0 | 0 | ||
OTTER TAIL CORP | COM | 689648103 | 4,733 | 189,315 | SH | SOLE | 136,415 | 0 | 0 | ||
OWENS & MINOR INC NEW | COM | 690732102 | 2,793 | 97,973 | SH | SOLE | 93,973 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 222 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
OWENS ILL INC | COM NEW | 690768403 | 30,586 | 1,437,980 | SH | SOLE | 1,331,180 | 0 | 0 | ||
OXFORD INDS INC | COM | 691497309 | 1,374 | 29,640 | SH | SOLE | 26,540 | 0 | 0 | ||
P T TELEKOMUNIKASI INDONESIA | SPONSORED ADR | 715684106 | 13,771 | 372,685 | SH | SOLE | 315,885 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 2,745 | 60,720 | SH | SOLE | 60,720 | 0 | 0 | ||
PACER INTL INC TENN | COM | 69373H106 | 2,192 | 561,955 | SH | SOLE | 391,419 | 0 | 0 | ||
PACIFIC SUNWEAR CALIF INC | COM | 694873100 | 120 | 75,397 | SH | SOLE | 41,897 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | COM | 695127100 | 618 | 35,352 | SH | SOLE | 23,652 | 0 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 3,979 | 103,433 | SH | SOLE | 103,433 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 8,176 | 329,937 | SH | SOLE | 227,737 | 0 | 0 | ||
PAIN THERAPEUTICS INC | COM | 69562K100 | 71 | 26,200 | SH | SOLE | 18,600 | 0 | 0 | ||
PALL CORP | COM | 696429307 | 8,660 | 143,704 | SH | SOLE | 143,704 | 0 | 0 | ||
PANERA BREAD CO | CL A | 69840W108 | 10,508 | 66,156 | SH | SOLE | 66,156 | 0 | 0 | ||
PAPA JOHNS INTL INC | COM | 698813102 | 3,731 | 67,912 | SH | SOLE | 35,212 | 0 | 0 | ||
PAREXEL INTL CORP | COM | 699462107 | 1,448 | 48,928 | SH | SOLE | 35,828 | 0 | 0 | ||
PARK ELECTROCHEMICAL CORP | COM | 700416209 | 385 | 14,967 | SH | SOLE | 6,667 | 0 | 0 | ||
PARKER DRILLING CO | COM | 701081101 | 11,805 | 2,566,400 | SH | SOLE | 2,052,900 | 0 | 0 | ||
PARKER HANNIFIN CORP | COM | 701094104 | 25,974 | 305,360 | SH | SOLE | 281,660 | 0 | 0 | ||
PARKWAY PPTYS INC | COM | 70159Q104 | 797 | 56,949 | SH | SOLE | 56,949 | 0 | 0 | ||
PARTNERRE LTD | COM | G6852T105 | 7,614 | 94,600 | SH | SOLE | 94,600 | 0 | 0 | ||
PATRICK INDS INC | COM | 703343103 | 184 | 11,833 | SH | SOLE | 7,833 | 0 | 0 | ||
PATTERSON COMPANIES INC | COM | 703395103 | 21,404 | 625,314 | SH | SOLE | 590,814 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 13,093 | 702,766 | SH | SOLE | 702,766 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 2,487 | 79,877 | SH | SOLE | 79,877 | 0 | 0 | ||
PDC ENERGY INC | COM | 69327R101 | 385 | 11,597 | SH | SOLE | 11,597 | 0 | 0 | ||
PDF SOLUTIONS INC | COM | 693282105 | 206 | 14,954 | SH | SOLE | 12,254 | 0 | 0 | ||
PDL BIOPHARMA INC | COM | 69329Y104 | 25,721 | 3,648,370 | SH | SOLE | 2,658,295 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.875% 2/1 | 69329YAE4 | 10,933 | 8,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
PEABODY ENERGY CORP | COM | 704549104 | 3,261 | 122,534 | SH | SOLE | 88,734 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 3,213 | 139,076 | SH | SOLE | 134,876 | 0 | 0 | ||
PENN NATL GAMING INC | COM | 707569109 | 2,947 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
PENN VA CORP | COM | 707882106 | 11,908 | 2,700,249 | SH | SOLE | 2,062,949 | 0 | 0 | ||
PENN WEST PETE LTD NEW | COM | 707887105 | 2,654 | 244,400 | SH | SOLE | 244,400 | 0 | 0 | ||
PENNANTPARK INVT CORP | COM | 708062104 | 2,531 | 230,169 | SH | SOLE | 190,569 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 2,937 | 149,000 | SH | SOLE | 149,000 | 0 | 0 | ||
PENNSYLVANIA RL ESTATE INVT | SH BEN INT | 709102107 | 8,982 | 509,163 | SH | SOLE | 459,663 | 0 | 0 | ||
PENTAIR LTD | SHS | H6169Q108 | 1,779 | 36,191 | SH | SOLE | 36,191 | 0 | 0 | ||
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 2,536 | 209,738 | SH | SOLE | 209,738 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 70,290 | 1,027,186 | SH | SOLE | 943,286 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 2,884 | 90,872 | SH | SOLE | 90,872 | 0 | 0 | ||
PERRIGO CO | COM | 714290103 | 1,981 | 19,047 | SH | SOLE | 19,047 | 0 | 0 | ||
PERVASIVE SOFTWARE INC | COM | 715710109 | 5,306 | 595,556 | SH | SOLE | 595,556 | 0 | 0 | ||
PETMED EXPRESS INC | COM | 716382106 | 3,072 | 276,800 | SH | SOLE | 92,500 | 0 | 0 | ||
PETROCHINA CO LTD | SPONSORED ADR | 71646E100 | 11,224 | 78,065 | SH | SOLE | 76,865 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 71654V101 | 20,941 | 1,084,480 | SH | SOLE | 857,980 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 3,845 | 197,500 | SH | SOLE | 197,500 | 0 | 0 | ||
PETROLEUM & RES CORP | COM | 716549100 | 2,530 | 105,752 | SH | SOLE | 105,752 | 0 | 0 | ||
PETROQUEST ENERGY INC | COM | 716748108 | 1,050 | 212,190 | SH | SOLE | 156,390 | 0 | 0 | ||
PETSMART INC | COM | 716768106 | 51,733 | 756,996 | SH | SOLE | 690,296 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 160,465 | 6,398,129 | SH | SOLE | 5,871,229 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 12,891 | 320,829 | SH | SOLE | 289,529 | 0 | 0 | ||
PHARMACYCLICS INC | COM | 716933106 | 3,029 | 52,308 | SH | SOLE | 34,808 | 0 | 0 | ||
PHARMERICA CORP | COM | 71714F104 | 4,595 | 322,674 | SH | SOLE | 251,574 | 0 | 0 | ||
PHH CORP | COM NEW | 693320202 | 365 | 16,035 | SH | SOLE | 10,935 | 0 | 0 | ||
PHH CORP | NOTE 6.000% 6/1 | 693320AQ6 | 52,342 | 26,352,000 | PRN | SOLE | 0 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 94,150 | 1,125,654 | SH | SOLE | 992,854 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 24,250 | 456,686 | SH | SOLE | 456,686 | 0 | 0 | ||
PHOENIX COS INC NEW | COM NEW | 71902E604 | 262 | 10,595 | SH | SOLE | 10,595 | 0 | 0 | ||
PHOTRONICS INC | COM | 719405102 | 3,548 | 595,337 | SH | SOLE | 465,137 | 0 | 0 | ||
PHOTRONICS INC | NOTE 5.500%10/0 | 719405AF9 | 11,591 | 8,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 1,848 | 102,400 | SH | SOLE | 102,400 | 0 | 0 | ||
PIER 1 IMPORTS INC | COM | 720279108 | 15,542 | 777,089 | SH | SOLE | 772,189 | 0 | 0 | ||
PILGRIMS PRIDE CORP NEW | COM | 72147K108 | 3,351 | 462,222 | SH | SOLE | 197,022 | 0 | 0 | ||
PINNACLE ENTMT INC | COM | 723456109 | 1,007 | 63,590 | SH | SOLE | 50,790 | 0 | 0 | ||
PINNACLE FINL PARTNERS INC | COM | 72346Q104 | 4,591 | 243,684 | SH | SOLE | 212,284 | 0 | 0 | ||
PINNACLE WEST CAP CORP | COM | 723484101 | 23,659 | 464,078 | SH | SOLE | 440,878 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 929 | 8,720 | SH | SOLE | 8,720 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 2.875% 1/1 | 723787AH0 | 4,436 | 2,475,000 | PRN | SOLE | 0 | 0 | 0 | ||
PIPER JAFFRAY COS | COM | 724078100 | 4,614 | 143,598 | SH | SOLE | 91,398 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 2,146 | 201,700 | SH | SOLE | 201,700 | 0 | 0 | ||
PIZZA INN HOLDINGS INC | COM | 725846109 | 62 | 18,128 | SH | SOLE | 12,228 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 364 | 8,056 | SH | SOLE | 8,056 | 0 | 0 | ||
PLAINS EXPL& PRODTN CO | COM | 726505100 | 59,879 | 1,275,649 | SH | SOLE | 1,242,349 | 0 | 0 | ||
PLANTRONICS INC NEW | COM | 727493108 | 9,657 | 261,926 | SH | SOLE | 244,946 | 0 | 0 | ||
PLATINUM UNDERWRITER HLDGS L | COM | G7127P100 | 10,567 | 229,710 | SH | SOLE | 146,510 | 0 | 0 | ||
PLEXUS CORP | COM | 729132100 | 849 | 32,900 | SH | SOLE | 25,600 | 0 | 0 | ||
PLUM CREEK TIMBER CO INC | COM | 729251108 | 2,130 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
PLX TECHNOLOGY INC | COM | 693417107 | 11,317 | 3,117,580 | SH | SOLE | 3,117,580 | 0 | 0 | ||
PMC-SIERRA INC | COM | 69344F106 | 4,536 | 870,665 | SH | SOLE | 870,665 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 31,794 | 545,266 | SH | SOLE | 540,266 | 0 | 0 | ||
PNM RES INC | COM | 69349H107 | 7,804 | 380,479 | SH | SOLE | 318,079 | 0 | 0 | ||
POLARIS INDS INC | COM | 731068102 | 10,954 | 130,167 | SH | SOLE | 130,167 | 0 | 0 | ||
POLYCOM INC | COM | 73172K104 | 16,708 | 1,597,300 | SH | SOLE | 1,597,300 | 0 | 0 | ||
POLYONE CORP | COM | 73179P106 | 4,782 | 234,159 | SH | SOLE | 219,359 | 0 | 0 | ||
POLYPORE INTL INC | COM | 73179V103 | 476 | 10,235 | SH | SOLE | 10,235 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 474 | 11,199 | SH | SOLE | 8,699 | 0 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 13,947 | 670,832 | SH | SOLE | 670,832 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | COM | 73640Q105 | 707 | 6,612 | SH | SOLE | 4,512 | 0 | 0 | ||
PORTLAND GEN ELEC CO | COM NEW | 736508847 | 11,292 | 412,713 | SH | SOLE | 359,740 | 0 | 0 | ||
POSCO | SPONSORED ADR | 693483109 | 830 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
POST HLDGS INC | COM | 737446104 | 2,565 | 74,877 | SH | SOLE | 62,477 | 0 | 0 | ||
POST PPTYS INC | COM | 737464107 | 5,635 | 112,812 | SH | SOLE | 112,812 | 0 | 0 | ||
POTASH CORP SASK INC | COM | 73755L107 | 2,767 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
POTLATCH CORP NEW | COM | 737630103 | 12,342 | 314,921 | SH | SOLE | 235,463 | 0 | 0 | ||
POWER ONE INC NEW | COM | 73930R102 | 4,759 | 1,157,900 | SH | SOLE | 758,200 | 0 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 1,316 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | ||
POWERWAVE TECHNOLOGIES INC | COM NEW | 739363307 | 87 | 279,405 | SH | SOLE | 279,405 | 0 | 0 | ||
POZEN INC | COM | 73941U102 | 1,032 | 206,000 | SH | SOLE | 79,100 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 55,751 | 411,902 | SH | SOLE | 385,402 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 3,462 | 120,936 | SH | SOLE | 120,936 | 0 | 0 | ||
PPL CORP | UNIT 99/99/9999 | 69351T601 | 12,329 | 233,675 | SH | SOLE | 233,675 | 0 | 0 | ||
PPL CORP | UNIT 99/99/9999S | 69351T114 | 4,829 | 89,675 | SH | SOLE | 89,675 | 0 | 0 | ||
PRAXAIR INC | COM | 74005P104 | 1,060 | 9,689 | SH | SOLE | 9,689 | 0 | 0 | ||
PRECISION CASTPARTS CORP | COM | 740189105 | 884 | 4,668 | SH | SOLE | 4,668 | 0 | 0 | ||
PRECISION DRILLING CORP | COM 2010 | 74022D308 | 1,250 | 151,000 | SH | SOLE | 151,000 | 0 | 0 | ||
PREMIERE GLOBAL SVCS INC | COM | 740585104 | 261 | 26,678 | SH | SOLE | 17,078 | 0 | 0 | ||
PRESTIGE BRANDS HLDGS INC | COM | 74112D101 | 4,790 | 239,142 | SH | SOLE | 126,642 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 409 | 6,279 | SH | SOLE | 6,279 | 0 | 0 | ||
PRICELINE COM INC | COM NEW | 741503403 | 16,076 | 25,879 | SH | SOLE | 25,879 | 0 | 0 | ||
PRICESMART INC | COM | 741511109 | 612 | 7,939 | SH | SOLE | 7,939 | 0 | 0 | ||
PRIME ACQUISITION CORP | SHS | G72436101 | 5,307 | 535,000 | SH | SOLE | 535,000 | 0 | 0 | ||
PRIMERICA INC | COM | 74164M108 | 8,476 | 282,433 | SH | SOLE | 230,833 | 0 | 0 | ||
PRIMORIS SVCS CORP | COM | 74164F103 | 1,098 | 73,014 | SH | SOLE | 43,614 | 0 | 0 | ||
PRINCIPAL FINL GROUP INC | COM | 74251V102 | 4,198 | 147,200 | SH | SOLE | 147,200 | 0 | 0 | ||
PRIVATEBANCORP INC | COM | 742962103 | 600 | 39,181 | SH | SOLE | 26,081 | 0 | 0 | ||
PROASSURANCE CORP | COM | 74267C106 | 4,078 | 96,654 | SH | SOLE | 96,654 | 0 | 0 | ||
PROCERA NETWORKS INC | COM NEW | 74269U203 | 282 | 15,207 | SH | SOLE | 10,207 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 174,839 | 2,575,321 | SH | SOLE | 2,352,321 | 0 | 0 | ||
PROGENICS PHARMACEUTICALS IN | COM | 743187106 | 258 | 86,703 | SH | SOLE | 81,003 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COM | 743312100 | 447 | 21,306 | SH | SOLE | 18,606 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 1,039 | 49,259 | SH | SOLE | 49,259 | 0 | 0 | ||
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 27,087 | 23,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
PROLOGIS INC | COM | 74340W103 | 13,254 | 363,218 | SH | SOLE | 335,937 | 0 | 0 | ||
PROS HOLDINGS INC | COM | 74346Y103 | 267 | 14,571 | SH | SOLE | 9,071 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | COM | 74348T102 | 8,010 | 736,906 | SH | SOLE | 381,706 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 2,669 | 63,553 | SH | SOLE | 56,153 | 0 | 0 | ||
PROTECTIVE LIFE CORP | COM | 743674103 | 32,044 | 1,121,209 | SH | SOLE | 1,121,209 | 0 | 0 | ||
PROVIDENT FINL SVCS INC | COM | 74386T105 | 8,404 | 563,245 | SH | SOLE | 380,456 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 28,324 | 531,099 | SH | SOLE | 475,499 | 0 | 0 | ||
PS BUSINESS PKS INC CALIF | COM | 69360J107 | 8,601 | 132,370 | SH | SOLE | 98,627 | 0 | 0 | ||
PSS WORLD MED INC | COM | 69366A100 | 65,072 | 2,253,192 | SH | SOLE | 2,217,392 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 17,364 | 119,785 | SH | SOLE | 110,685 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 17,293 | 565,147 | SH | SOLE | 565,147 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 28,363 | 1,561,850 | SH | SOLE | 1,561,850 | 0 | 0 | ||
PUMA BIOTECHNOLOGY INC | COM | 74587V107 | 719 | 38,327 | SH | SOLE | 38,327 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 11,238 | 101,232 | SH | SOLE | 101,232 | 0 | 0 | ||
QEP RES INC | COM | 74733V100 | 1,162 | 38,400 | SH | SOLE | 38,400 | 0 | 0 | ||
QLOGIC CORP | COM | 747277101 | 16,854 | 1,732,212 | SH | SOLE | 1,606,112 | 0 | 0 | ||
QUAD / GRAPHICS INC | COM CL A | 747301109 | 377 | 18,500 | SH | SOLE | 17,200 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 6,321 | 101,920 | SH | SOLE | 101,920 | 0 | 0 | ||
QUALITY DISTR INC FLA | COM | 74756M102 | 111 | 18,453 | SH | SOLE | 12,153 | 0 | 0 | ||
QUALITY SYS INC | COM | 747582104 | 314 | 18,100 | SH | SOLE | 5,600 | 0 | 0 | ||
QUANEX BUILDING PRODUCTS COR | COM | 747619104 | 1,354 | 66,322 | SH | SOLE | 49,622 | 0 | 0 | ||
QUANTUM CORP | COM DSSG | 747906204 | 2,314 | 1,866,300 | SH | SOLE | 1,093,300 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 20,472 | 351,330 | SH | SOLE | 302,830 | 0 | 0 | ||
QUESTAR CORP | COM | 748356102 | 1,517 | 76,791 | SH | SOLE | 76,791 | 0 | 0 | ||
QUESTCOR PHARMACEUTICALS INC | COM | 74835Y101 | 2,253 | 84,301 | SH | SOLE | 77,226 | 0 | 0 | ||
QUICKLOGIC CORP | COM | 74837P108 | 29 | 13,400 | SH | SOLE | 5,700 | 0 | 0 | ||
QUICKSILVER RESOURCES INC | COM | 74837R104 | 342 | 119,700 | SH | SOLE | 119,700 | 0 | 0 | ||
QUIDEL CORP | COM | 74838J101 | 280 | 15,003 | SH | SOLE | 9,803 | 0 | 0 | ||
QUIKSILVER INC | COM | 74838C106 | 303 | 71,400 | SH | SOLE | 39,100 | 0 | 0 | ||
QUINSTREET INC | COM | 74874Q100 | 170 | 25,300 | SH | SOLE | 2,800 | 0 | 0 | ||
RACKSPACE HOSTING INC | COM | 750086100 | 1,402 | 18,882 | SH | SOLE | 18,882 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 639 | 104,591 | SH | SOLE | 71,491 | 0 | 0 | ||
RADIAN GROUP INC | NOTE 3.000%11/1 | 750236AK7 | 12,451 | 14,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
RADIOSHACK CORP | COM | 750438103 | 3,753 | 1,770,098 | SH | SOLE | 1,770,098 | 0 | 0 | ||
RAIT FINANCIAL TRUST | COM NEW | 749227609 | 991 | 175,383 | SH | SOLE | 175,383 | 0 | 0 | ||
RALCORP HLDGS INC NEW | COM | 751028101 | 44,730 | 498,936 | SH | SOLE | 498,936 | 0 | 0 | ||
RALPH LAUREN CORP | CL A | 751212101 | 13,859 | 92,440 | SH | SOLE | 92,440 | 0 | 0 | ||
RAMBUS INC DEL | COM | 750917106 | 1 | 194 | SH | SOLE | 194 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 5.000% 6/1 | 750917AC0 | 8,306 | 8,275,000 | PRN | SOLE | 0 | 0 | 0 | ||
RAMCO-GERSHENSON PPTYS TR | COM SH BEN INT | 751452202 | 11,690 | 878,271 | SH | SOLE | 557,799 | 0 | 0 | ||
RANGE RES CORP | COM | 75281A109 | 1,111 | 17,684 | SH | SOLE | 17,684 | 0 | 0 | ||
RAVEN INDS INC | COM | 754212108 | 306 | 11,600 | SH | SOLE | 6,800 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 1,840 | 47,765 | SH | SOLE | 47,765 | 0 | 0 | ||
RAYONIER INC | COM | 754907103 | 6,169 | 119,021 | SH | SOLE | 119,021 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 72,082 | 1,252,289 | SH | SOLE | 1,231,689 | 0 | 0 | ||
RBC BEARINGS INC | COM | 75524B104 | 324 | 6,466 | SH | SOLE | 4,166 | 0 | 0 | ||
REALNETWORKS INC | COM NEW | 75605L708 | 1,303 | 172,365 | SH | SOLE | 143,290 | 0 | 0 | ||
REALTY INCOME CORP | COM | 756109104 | 2,460 | 61,174 | SH | SOLE | 61,174 | 0 | 0 | ||
RED HAT INC | COM | 756577102 | 4,173 | 78,800 | SH | SOLE | 78,800 | 0 | 0 | ||
RED ROBIN GOURMET BURGERS IN | COM | 75689M101 | 3,513 | 99,539 | SH | SOLE | 61,539 | 0 | 0 | ||
REGAL BELOIT CORP | COM | 758750103 | 3,798 | 53,890 | SH | SOLE | 53,890 | 0 | 0 | ||
REGAL ENTMT GROUP | CL A | 758766109 | 3,501 | 251,000 | SH | SOLE | 251,000 | 0 | 0 | ||
REGENCY CTRS CORP | COM | 758849103 | 1,729 | 36,700 | SH | SOLE | 36,700 | 0 | 0 | ||
REGENCY ENERGY PARTNERS L P | COM UNITS L P | 75885Y107 | 257 | 11,847 | SH | SOLE | 11,847 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 2,929 | 17,120 | SH | SOLE | 17,120 | 0 | 0 | ||
REGIONS FINL CORP NEW | COM | 7591EP100 | 8,904 | 1,250,515 | SH | SOLE | 1,250,515 | 0 | 0 | ||
REGIS CORP MINN | COM | 758932107 | 4,806 | 284,018 | SH | SOLE | 271,918 | 0 | 0 | ||
REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 11,233 | 9,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
REINSURANCE GROUP AMER INC | COM NEW | 759351604 | 28,630 | 534,933 | SH | SOLE | 534,933 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 30,351 | 488,745 | SH | SOLE | 488,745 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 5,761 | 70,900 | SH | SOLE | 52,800 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 4,513 | 131,344 | SH | SOLE | 108,444 | 0 | 0 | ||
RENTECH INC | COM | 760112102 | 1,556 | 591,630 | SH | SOLE | 350,830 | 0 | 0 | ||
REPROS THERAPEUTICS INC | COM NEW | 76028H209 | 719 | 45,655 | SH | SOLE | 43,355 | 0 | 0 | ||
REPUBLIC AWYS HLDGS INC | COM | 760276105 | 905 | 159,266 | SH | SOLE | 159,266 | 0 | 0 | ||
REPUBLIC SVCS INC | COM | 760759100 | 2,944 | 100,376 | SH | SOLE | 100,376 | 0 | 0 | ||
RESEARCH IN MOTION LTD | COM | 760975102 | 807 | 67,900 | SH | SOLE | 67,900 | 0 | 0 | ||
RESMED INC | COM | 761152107 | 13,764 | 331,100 | SH | SOLE | 331,100 | 0 | 0 | ||
RESOLUTE FST PRODS INC | COM | 76117W109 | 796 | 60,100 | SH | SOLE | 40,900 | 0 | 0 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 5,032 | 421,400 | SH | SOLE | 258,700 | 0 | 0 | ||
RESPONSYS INC | COM | 761248103 | 116 | 19,400 | SH | SOLE | 9,400 | 0 | 0 | ||
RETAIL OPPORTUNITY INVTS COR | COM | 76131N101 | 5,285 | 410,931 | SH | SOLE | 385,331 | 0 | 0 | ||
RETALIX LTD | ORD | M8215W109 | 18,801 | 631,751 | SH | SOLE | 631,751 | 0 | 0 | ||
REXAHN PHARMACEUTICALS INC | COM | 761640101 | 934 | 3,012,500 | SH | SOLE | 3,000,000 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 18,174 | 438,674 | SH | SOLE | 424,074 | 0 | 0 | ||
RF MICRODEVICES INC | COM | 749941100 | 719 | 160,600 | SH | SOLE | 160,600 | 0 | 0 | ||
RF MICRODEVICES INC | NOTE 1.000% 4/1 | 749941AJ9 | 297 | 300,000 | PRN | SOLE | 0 | 0 | 0 | ||
RICHARDSON ELECTRS LTD | COM | 763165107 | 167 | 14,732 | SH | SOLE | 9,632 | 0 | 0 | ||
RIGEL PHARMACEUTICALS INC | COM NEW | 766559603 | 600 | 92,300 | SH | SOLE | 58,700 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 7,439 | 5,470,121 | SH | SOLE | 3,490,521 | 0 | 0 | ||
RITE AID CORP | NOTE 8.500% 5/1 | 767754BU7 | 1,265 | 1,160,000 | PRN | SOLE | 0 | 0 | 0 | ||
RIVERBED TECHNOLOGY INC | COM | 768573107 | 29,626 | 1,502,308 | SH | SOLE | 1,498,732 | 0 | 0 | ||
RLI CORP | COM | 749607107 | 1,778 | 27,500 | SH | SOLE | 18,000 | 0 | 0 | ||
RLJ LODGING TR | COM | 74965L101 | 5,857 | 302,400 | SH | SOLE | 209,500 | 0 | 0 | ||
ROBBINS & MYERS INC | COM | 770196103 | 69,307 | 1,165,798 | SH | SOLE | 1,155,498 | 0 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 15,632 | 491,279 | SH | SOLE | 491,279 | 0 | 0 | ||
ROCK-TENN CO | CL A | 772739207 | 2,472 | 35,362 | SH | SOLE | 35,362 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 11,748 | 139,874 | SH | SOLE | 139,874 | 0 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 3,013 | 51,800 | SH | SOLE | 51,800 | 0 | 0 | ||
ROCKWOOD HLDGS INC | COM | 774415103 | 4,829 | 97,627 | SH | SOLE | 97,627 | 0 | 0 | ||
ROGERS CORP | COM | 775133101 | 1,414 | 28,480 | SH | SOLE | 25,880 | 0 | 0 | ||
ROI ACQUISITION CORP | *W EXP 02/28/201 | 74966A112 | 361 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
ROI ACQUISITION CORP | COM | 74966A104 | 8,775 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
ROMA FINANCIAL CORP | COM | 77581P109 | 217 | 14,372 | SH | SOLE | 14,372 | 0 | 0 | ||
ROPER INDS INC NEW | COM | 776696106 | 2,787 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ROSETTA RESOURCES INC | COM | 777779307 | 505 | 11,140 | SH | SOLE | 11,140 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 24,944 | 460,640 | SH | SOLE | 460,640 | 0 | 0 | ||
ROUSE PPTYS INC | COM | 779287101 | 463 | 27,377 | SH | SOLE | 27,377 | 0 | 0 | ||
ROVI CORP | COM | 779376102 | 279 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 1,792 | 52,700 | SH | SOLE | 52,700 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 18,613 | 269,954 | SH | SOLE | 269,954 | 0 | 0 | ||
ROYAL GOLD INC | COM | 780287108 | 947 | 11,648 | SH | SOLE | 11,648 | 0 | 0 | ||
ROYALE ENERGY INC | COM NEW | 78074G200 | 68 | 26,400 | SH | SOLE | 18,600 | 0 | 0 | ||
ROYCE FOCUS TR | COM | 78080N108 | 1,195 | 181,084 | SH | SOLE | 181,084 | 0 | 0 | ||
RPC INC | COM | 749660106 | 6,368 | 520,250 | SH | SOLE | 520,250 | 0 | 0 | ||
RPM INTL INC | COM | 749685103 | 6,340 | 215,956 | SH | SOLE | 215,956 | 0 | 0 | ||
RPX CORP | COM | 74972G103 | 461 | 51,000 | SH | SOLE | 19,900 | 0 | 0 | ||
RTI BIOLOGICS INC | COM | 74975N105 | 154 | 36,111 | SH | SOLE | 21,511 | 0 | 0 | ||
RTI INTL METALS INC | COM | 74973W107 | 338 | 12,251 | SH | SOLE | 12,251 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 3.000%12/0 | 74973WAA5 | 11,615 | 10,650,000 | PRN | SOLE | 0 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 491 | 36,500 | SH | SOLE | 29,000 | 0 | 0 | ||
RUSH ENTERPRISES INC | CL A | 781846209 | 203 | 9,800 | SH | SOLE | 5,900 | 0 | 0 | ||
RUTHS HOSPITALITY GROUP INC | COM | 783332109 | 119 | 16,300 | SH | SOLE | 11,400 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 15,328 | 306,994 | SH | SOLE | 306,994 | 0 | 0 | ||
RYLAND GROUP INC | COM | 783764103 | 1,138 | 31,177 | SH | SOLE | 21,677 | 0 | 0 | ||
RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 542 | 14,104 | SH | SOLE | 10,917 | 0 | 0 | ||
SABA SOFTWARE INC | COM NEW | 784932600 | 294 | 33,685 | SH | SOLE | 17,085 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 6,531 | 300,686 | SH | SOLE | 214,125 | 0 | 0 | ||
SAFETY INS GROUP INC | COM | 78648T100 | 970 | 21,006 | SH | SOLE | 19,606 | 0 | 0 | ||
SAFEWAY INC | COM NEW | 786514208 | 22,045 | 1,218,622 | SH | SOLE | 1,218,622 | 0 | 0 | ||
SAIA INC | COM | 78709Y105 | 5,600 | 242,229 | SH | SOLE | 150,329 | 0 | 0 | ||
SAIC INC | COM | 78390X101 | 8,098 | 715,333 | SH | SOLE | 715,333 | 0 | 0 | ||
SAKS INC | COM | 79377W108 | 1,234 | 117,400 | SH | SOLE | 75,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 1,109 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.750% 1/1 | 79466LAB0 | 83,711 | 41,725,000 | PRN | SOLE | 0 | 0 | 0 | ||
SALIX PHARMACEUTICALS INC | COM | 795435106 | 1,052 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
SALLY BEAUTY HLDGS INC | COM | 79546E104 | 9,747 | 413,547 | SH | SOLE | 413,547 | 0 | 0 | ||
SANDERSON FARMS INC | COM | 800013104 | 10,234 | 215,223 | SH | SOLE | 208,223 | 0 | 0 | ||
SANDISK CORP | COM | 80004C101 | 906 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
SANDISK CORP | NOTE 1.000% 5/1 | 80004CAC5 | 10,272 | 10,350,000 | PRN | SOLE | 0 | 0 | 0 | ||
SANGAMO BIOSCIENCES INC | COM | 800677106 | 103 | 17,100 | SH | SOLE | 7,900 | 0 | 0 | ||
SANMINA CORPORATION | COM | 801056102 | 5,035 | 454,858 | SH | SOLE | 443,558 | 0 | 0 | ||
SANTARUS INC | COM | 802817304 | 3,302 | 300,731 | SH | SOLE | 138,631 | 0 | 0 | ||
SAPIENT CORP | COM | 803062108 | 573 | 54,256 | SH | SOLE | 43,756 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 894 | 34,647 | SH | SOLE | 25,647 | 0 | 0 | ||
SASOL LTD | SPONSORED ADR | 803866300 | 1,208 | 27,900 | SH | SOLE | 27,900 | 0 | 0 | ||
SAUER-DANFOSS INC | COM | 804137107 | 891 | 16,700 | SH | SOLE | 7,500 | 0 | 0 | ||
SAVIENT PHARMACEUTICALS INC | COM | 80517Q100 | 106 | 101,100 | SH | SOLE | 101,100 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | COM | 78388J106 | 1,662 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | NOTE 1.875% 5/0 | 78388JAN6 | 1,704 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 307 | 6,729 | SH | SOLE | 6,729 | 0 | 0 | ||
SCBT FINANCIAL CORP | COM | 78401V102 | 861 | 21,425 | SH | SOLE | 21,425 | 0 | 0 | ||
SCG FINL ACQUISITION CORP | COM | 78404K103 | 7,902 | 799,000 | SH | SOLE | 799,000 | 0 | 0 | ||
SCHEIN HENRY INC | COM | 806407102 | 4,805 | 59,715 | SH | SOLE | 59,715 | 0 | 0 | ||
SCHIFF NUTRITION INTL INC | COM | 806693107 | 4,092 | 97,422 | SH | SOLE | 97,422 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 6,348 | 91,621 | SH | SOLE | 91,621 | 0 | 0 | ||
SCHNITZER STL INDS | CL A | 806882106 | 14,012 | 461,972 | SH | SOLE | 400,972 | 0 | 0 | ||
SCHOLASTIC CORP | COM | 807066105 | 12,675 | 428,778 | SH | SOLE | 309,756 | 0 | 0 | ||
SCHULMAN A INC | COM | 808194104 | 18,609 | 643,256 | SH | SOLE | 505,281 | 0 | 0 | ||
SCHWAB CHARLES CORP NEW | COM | 808513105 | 582 | 40,500 | SH | SOLE | 40,500 | 0 | 0 | ||
SCHWEITZER-MAUDUIT INTL INC | COM | 808541106 | 1,226 | 31,404 | SH | SOLE | 22,204 | 0 | 0 | ||
SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 2,295 | 532,500 | SH | SOLE | 226,500 | 0 | 0 | ||
SCOTTS MIRACLE GRO CO | CL A | 810186106 | 1,467 | 33,300 | SH | SOLE | 33,300 | 0 | 0 | ||
SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 108 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 2,864 | 49,455 | SH | SOLE | 49,455 | 0 | 0 | ||
SEABRIGHT HOLDINGS INC | COM | 811656107 | 15,813 | 1,428,494 | SH | SOLE | 1,428,494 | 0 | 0 | ||
SEACHANGE INTL INC | COM | 811699107 | 159 | 16,433 | SH | SOLE | 16,433 | 0 | 0 | ||
SEACOAST BKG CORP FLA | COM | 811707306 | 24 | 14,896 | SH | SOLE | 9,196 | 0 | 0 | ||
SEACOR HOLDINGS INC | COM | 811904101 | 19,943 | 237,978 | SH | SOLE | 237,978 | 0 | 0 | ||
SEACUBE CONTAINER LEASING LT | SHS | G79978105 | 203 | 10,755 | SH | SOLE | 7,855 | 0 | 0 | ||
SEADRILL LIMITED | SHS | G7945E105 | 1,846 | 50,159 | SH | SOLE | 50,159 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 98,691 | 3,237,905 | SH | SOLE | 3,018,405 | 0 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 1,483 | 84,700 | SH | SOLE | 84,700 | 0 | 0 | ||
SEALY CORP | COM | 812139301 | 1,251 | 576,694 | SH | SOLE | 576,694 | 0 | 0 | ||
SEALY CORP | SR SECD 3RD 8% | 812139400 | 18,067 | 244,971 | SH | SOLE | 244,971 | 0 | 0 | ||
SEARS HLDGS CORP | COM | 812350106 | 6,042 | 146,079 | SH | SOLE | 132,079 | 0 | 0 | ||
SEATTLE GENETICS INC | COM | 812578102 | 213 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
SEI INVESTMENTS CO | COM | 784117103 | 4,801 | 205,713 | SH | SOLE | 205,713 | 0 | 0 | ||
SELECT COMFORT CORP | COM | 81616X103 | 1,118 | 42,708 | SH | SOLE | 29,008 | 0 | 0 | ||
SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 1,208 | 48,777 | SH | SOLE | 48,777 | 0 | 0 | ||
SELECT MED HLDGS CORP | COM | 81619Q105 | 6,133 | 650,422 | SH | SOLE | 452,322 | 0 | 0 | ||
SELECTIVE INS GROUP INC | COM | 816300107 | 256 | 13,292 | SH | SOLE | 13,292 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 721 | 18,444 | SH | SOLE | 11,144 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 2,368 | 33,376 | SH | SOLE | 33,376 | 0 | 0 | ||
SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 3,454 | 146,129 | SH | SOLE | 146,129 | 0 | 0 | ||
SENOMYX INC | COM | 81724Q107 | 29 | 17,400 | SH | SOLE | 8,600 | 0 | 0 | ||
SENSATA TECHNOLOGIES HLDG BV | SHS | N7902X106 | 2,719 | 83,724 | SH | SOLE | 83,724 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 3,819 | 107,400 | SH | SOLE | 63,800 | 0 | 0 | ||
SERVICE CORP INTL | COM | 817565104 | 24,044 | 1,741,047 | SH | SOLE | 1,741,047 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 477 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
SHAW GROUP INC | COM | 820280105 | 67,668 | 1,451,785 | SH | SOLE | 1,451,785 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 9,886 | 64,269 | SH | SOLE | 64,269 | 0 | 0 | ||
SHFL ENTMT INC | COM | 78423R105 | 392 | 27,000 | SH | SOLE | 18,300 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 1,724 | 103,659 | SH | SOLE | 49,559 | 0 | 0 | ||
SIGMA ALDRICH CORP | COM | 826552101 | 650 | 8,833 | SH | SOLE | 8,833 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | *W EXP 12/12/201 | 82669G112 | 13,182 | 316,500 | SH | SOLE | 316,500 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 452 | 6,340 | SH | SOLE | 6,340 | 0 | 0 | ||
SIGNET JEWELERS LIMITED | SHS | G81276100 | 21,722 | 406,782 | SH | SOLE | 406,782 | 0 | 0 | ||
SILICON IMAGE INC | COM | 82705T102 | 511 | 102,947 | SH | SOLE | 18,247 | 0 | 0 | ||
SILICON LABORATORIES INC | COM | 826919102 | 244 | 5,827 | SH | SOLE | 5,827 | 0 | 0 | ||
SILICONWARE PRECISION INDS L | SPONSD ADR SPL | 827084864 | 316 | 59,100 | SH | SOLE | 59,100 | 0 | 0 | ||
SILVER WHEATON CORP | COM | 828336107 | 859 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 44,065 | 278,735 | SH | SOLE | 256,335 | 0 | 0 | ||
SIMPSON MANUFACTURING CO INC | COM | 829073105 | 278 | 8,489 | SH | SOLE | 8,489 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 362 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 546 | 43,235 | SH | SOLE | 31,535 | 0 | 0 | ||
SIRIUS XM RADIO INC | COM | 82967N108 | 1,640 | 567,352 | SH | SOLE | 567,352 | 0 | 0 | ||
SIRONA DENTAL SYSTEMS INC | COM | 82966C103 | 819 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 2,046 | 33,433 | SH | SOLE | 23,333 | 0 | 0 | ||
SK TELECOM LTD | SPONSORED ADR | 78440P108 | 16,763 | 1,058,929 | SH | SOLE | 955,729 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 2,670 | 144,334 | SH | SOLE | 106,134 | 0 | 0 | ||
SKILLED HEALTHCARE GROUP INC | CL A | 83066R107 | 2,424 | 380,523 | SH | SOLE | 312,323 | 0 | 0 | ||
SKYWEST INC | COM | 830879102 | 3,498 | 280,744 | SH | SOLE | 224,444 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 3,454 | 170,140 | SH | SOLE | 170,140 | 0 | 0 | ||
SL GREEN RLTY CORP | COM | 78440X101 | 2,562 | 33,429 | SH | SOLE | 33,429 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 65,606 | 3,829,899 | SH | SOLE | 3,544,499 | 0 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 4,680 | 89,646 | SH | SOLE | 89,646 | 0 | 0 | ||
SMITH & WESSON HLDG CORP | COM | 831756101 | 3,758 | 445,236 | SH | SOLE | 230,536 | 0 | 0 | ||
SMITH A O | COM | 831865209 | 7,072 | 112,129 | SH | SOLE | 110,829 | 0 | 0 | ||
SMITH MICRO SOFTWARE INC | COM | 832154108 | 94 | 62,300 | SH | SOLE | 48,200 | 0 | 0 | ||
SMITHFIELD FOODS INC | COM | 832248108 | 14,421 | 668,548 | SH | SOLE | 668,548 | 0 | 0 | ||
SMITHFIELD FOODS INC | NOTE 4.000% 6/3 | 832248AR9 | 31,501 | 29,700,000 | PRN | SOLE | 0 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 23,331 | 270,535 | SH | SOLE | 236,835 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 5,972 | 75,601 | SH | SOLE | 75,601 | 0 | 0 | ||
SNYDERS-LANCE INC | COM | 833551104 | 209 | 8,652 | SH | SOLE | 8,652 | 0 | 0 | ||
SOCIEDAD QUIMICA MINERA DE C | SPON ADR SER B | 833635105 | 13,067 | 226,707 | SH | SOLE | 200,507 | 0 | 0 | ||
SOHU COM INC | COM | 83408W103 | 11,463 | 242,132 | SH | SOLE | 242,132 | 0 | 0 | ||
SOLAR CAP LTD | COM | 83413U100 | 6,785 | 283,767 | SH | SOLE | 207,567 | 0 | 0 | ||
SOLARWINDS INC | COM | 83416B109 | 797 | 15,198 | SH | SOLE | 15,198 | 0 | 0 | ||
SOLERA HOLDINGS INC | COM | 83421A104 | 380 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
SOLTA MED INC | COM | 83438K103 | 32 | 11,877 | SH | SOLE | 11,877 | 0 | 0 | ||
SONIC AUTOMOTIVE INC | CL A | 83545G102 | 5,191 | 248,484 | SH | SOLE | 240,784 | 0 | 0 | ||
SONIC CORP | COM | 835451105 | 2,292 | 220,200 | SH | SOLE | 90,800 | 0 | 0 | ||
SONOCO PRODS CO | COM | 835495102 | 268 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
SONUS NETWORKS INC | COM | 835916107 | 607 | 357,300 | SH | SOLE | 59,900 | 0 | 0 | ||
SOTHEBYS | COM | 835898107 | 9 | 280 | SH | SOLE | 280 | 0 | 0 | ||
SOTHEBYS | NOTE 3.125% 6/1 | 835898AC1 | 4,394 | 4,047,000 | PRN | SOLE | 0 | 0 | 0 | ||
SOURCE CAP INC | COM | 836144105 | 434 | 8,312 | SH | SOLE | 8,312 | 0 | 0 | ||
SOURCEFIRE INC | COM | 83616T108 | 782 | 16,553 | SH | SOLE | 11,153 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 17,906 | 418,269 | SH | SOLE | 418,269 | 0 | 0 | ||
SOUTHERN COPPER CORP | COM | 84265V105 | 5,899 | 155,799 | SH | SOLE | 128,489 | 0 | 0 | ||
SOUTHSIDE BANCSHARES INC | COM | 84470P109 | 226 | 10,710 | SH | SOLE | 7,035 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 18,217 | 1,778,999 | SH | SOLE | 1,778,999 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 302 | 9,040 | SH | SOLE | 9,040 | 0 | 0 | ||
SOVRAN SELF STORAGE INC | COM | 84610H108 | 7,098 | 114,306 | SH | SOLE | 95,614 | 0 | 0 | ||
SPANSION INC | COM CL A NEW | 84649R200 | 1,445 | 103,900 | SH | SOLE | 69,700 | 0 | 0 | ||
SPARTAN STORES INC | COM | 846822104 | 218 | 14,204 | SH | SOLE | 14,204 | 0 | 0 | ||
SPARTECH CORP | COM NEW | 847220209 | 18,028 | 1,987,622 | SH | SOLE | 1,987,622 | 0 | 0 | ||
SPECTRA ENERGY CORP | COM | 847560109 | 3,366 | 122,943 | SH | SOLE | 122,943 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 265 | 8,497 | SH | SOLE | 8,497 | 0 | 0 | ||
SPECTRANETICS CORP | COM | 84760C107 | 204 | 13,786 | SH | SOLE | 8,486 | 0 | 0 | ||
SPECTRUM BRANDS HLDGS INC | COM | 84763R101 | 1,982 | 44,123 | SH | SOLE | 18,723 | 0 | 0 | ||
SPECTRUM PHARMACEUTICALS INC | COM | 84763A108 | 151 | 13,460 | SH | SOLE | 9,960 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 3,398 | 200,254 | SH | SOLE | 200,254 | 0 | 0 | ||
SPIRIT AIRLS INC | COM | 848577102 | 1,430 | 80,700 | SH | SOLE | 19,100 | 0 | 0 | ||
SPRINT NEXTEL CORP | COM SER 1 | 852061100 | 12,118 | 2,137,182 | SH | SOLE | 1,988,782 | 0 | 0 | ||
SPRINT NEXTEL CORP | COM SER 1 | 852061100 | 2,801 | 4,500 | SH | Call | SOLE | 0 | 0 | 0 | |
SPS COMM INC | COM | 78463M107 | 260 | 6,979 | SH | SOLE | 4,179 | 0 | 0 | ||
SPX CORP | COM | 784635104 | 9,839 | 140,260 | SH | SOLE | 140,260 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 314 | 13,574 | SH | SOLE | 8,874 | 0 | 0 | ||
ST JOE CO | COM | 790148100 | 323 | 14,000 | SH | SOLE | 9,500 | 0 | 0 | ||
ST JUDE MED INC | COM | 790849103 | 28,595 | 791,227 | SH | SOLE | 791,227 | 0 | 0 | ||
STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | 145 | 23,828 | SH | SOLE | 15,028 | 0 | 0 | ||
STAG INDL INC | COM | 85254J102 | 2,845 | 158,342 | SH | SOLE | 99,342 | 0 | 0 | ||
STAGE STORES INC | COM NEW | 85254C305 | 1,915 | 77,262 | SH | SOLE | 69,962 | 0 | 0 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 7,618 | 342,858 | SH | SOLE | 261,758 | 0 | 0 | ||
STANDARD PAC CORP NEW | COM | 85375C101 | 1,523 | 207,238 | SH | SOLE | 193,438 | 0 | 0 | ||
STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 3,591 | 3,050,000 | PRN | SOLE | 0 | 0 | 0 | ||
STANDEX INTL CORP | COM | 854231107 | 3,079 | 60,033 | SH | SOLE | 35,333 | 0 | 0 | ||
STAPLES INC | COM | 855030102 | 222 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | ||
STAR SCIENTIFIC INC | COM | 85517P101 | 259 | 96,501 | SH | SOLE | 66,101 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 2,765 | 51,571 | SH | SOLE | 51,571 | 0 | 0 | ||
STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 333 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 4,323 | 188,300 | SH | SOLE | 138,400 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 10,504 | 223,432 | SH | SOLE | 223,432 | 0 | 0 | ||
STEC INC | COM | 784774101 | 1,606 | 325,800 | SH | SOLE | 267,500 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 38,165 | 2,779,669 | SH | SOLE | 2,779,669 | 0 | 0 | ||
STEELCASE INC | CL A | 858155203 | 9,499 | 745,608 | SH | SOLE | 488,608 | 0 | 0 | ||
STEINER LEISURE LTD | ORD | P8744Y102 | 1,546 | 32,076 | SH | SOLE | 18,576 | 0 | 0 | ||
STEPAN CO | COM | 858586100 | 493 | 8,884 | SH | SOLE | 6,084 | 0 | 0 | ||
STERICYCLE INC | COM | 858912108 | 4,687 | 50,248 | SH | SOLE | 50,248 | 0 | 0 | ||
STERIS CORP | COM | 859152100 | 10,909 | 314,098 | SH | SOLE | 277,598 | 0 | 0 | ||
STERLING FINL CORP WASH | COM NEW | 859319303 | 1,687 | 80,802 | SH | SOLE | 56,502 | 0 | 0 | ||
STERLITE INDS INDIA LTD | ADS | 859737207 | 220 | 25,600 | SH | SOLE | 19,000 | 0 | 0 | ||
STERLITE INDS INDIA LTD | NOTE 4.000%10/3 | 859737AB4 | 9,596 | 9,925,000 | PRN | SOLE | 0 | 0 | 0 | ||
STEWART ENTERPRISES INC | CL A | 860370105 | 5,250 | 687,221 | SH | SOLE | 468,421 | 0 | 0 | ||
STEWART ENTERPRISES INC | NOTE 3.125% 7/1 | 860370AH8 | 1,195 | 1,175,000 | PRN | SOLE | 0 | 0 | 0 | ||
STEWART ENTERPRISES INC | NOTE 3.375% 7/1 | 860370AK1 | 4,491 | 4,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | COM | 860372101 | 616 | 23,710 | SH | SOLE | 16,910 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | NOTE 6.000%10/1 | 860372AB7 | 20,904 | 10,050,000 | PRN | SOLE | 0 | 0 | 0 | ||
STILLWATER MNG CO | COM | 86074Q102 | 2,517 | 196,921 | SH | SOLE | 196,921 | 0 | 0 | ||
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 4,039 | 3,450,000 | PRN | SOLE | 0 | 0 | 0 | ||
STILLWATER MNG CO | NOTE 1.875% 3/1 | 86074QAF9 | 1,005 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
STONE ENERGY CORP | COM | 861642106 | 5,851 | 285,123 | SH | SOLE | 200,868 | 0 | 0 | ||
STR HLDGS INC | COM | 78478V100 | 815 | 323,300 | SH | SOLE | 300,400 | 0 | 0 | ||
STRATEGIC HOTELS & RESORTS I | COM | 86272T106 | 961 | 150,123 | SH | SOLE | 137,723 | 0 | 0 | ||
STRAYER ED INC | COM | 863236105 | 697 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
STRYKER CORP | COM | 863667101 | 49,414 | 901,390 | SH | SOLE | 787,690 | 0 | 0 | ||
STURM RUGER & CO INC | COM | 864159108 | 2,725 | 60,028 | SH | SOLE | 53,308 | 0 | 0 | ||
SUN CMNTYS INC | COM | 866674104 | 1,128 | 28,266 | SH | SOLE | 17,493 | 0 | 0 | ||
SUN HYDRAULICS CORP | COM | 866942105 | 950 | 36,433 | SH | SOLE | 6,783 | 0 | 0 | ||
SUN LIFE FINL INC | COM | 866796105 | 244 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
SUNCOKE ENERGY INC | COM | 86722A103 | 206 | 13,221 | SH | SOLE | 9,321 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 2,342 | 71,000 | SH | SOLE | 71,000 | 0 | 0 | ||
SUNESIS PHARMACEUTICALS INC | COM NEW | 867328601 | 128 | 30,476 | SH | SOLE | 20,876 | 0 | 0 | ||
SUNOCO LOGISTICS PRTNRS L P | COM UNITS | 86764L108 | 434 | 8,736 | SH | SOLE | 8,736 | 0 | 0 | ||
SUNPOWER CORP | COM | 867652406 | 522 | 92,799 | SH | SOLE | 92,799 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 933 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.750% 4/1 | 867652AC3 | 2,842 | 3,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUNRISE SENIOR LIVING INC | COM | 86768K106 | 46,112 | 3,206,700 | SH | SOLE | 3,206,700 | 0 | 0 | ||
SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 10,393 | 970,377 | SH | SOLE | 834,902 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 9,046 | 319,100 | SH | SOLE | 319,100 | 0 | 0 | ||
SUPERIOR INDS INTL INC | COM | 868168105 | 806 | 39,528 | SH | SOLE | 29,028 | 0 | 0 | ||
SUPERMEDIA INC | COM | 868447103 | 157 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
SUPERVALU INC | COM | 868536103 | 3,367 | 1,363,200 | SH | SOLE | 1,354,000 | 0 | 0 | ||
SUPPORT COM INC | COM | 86858W101 | 93 | 22,200 | SH | SOLE | 12,700 | 0 | 0 | ||
SUSQUEHANNA BANCSHARES INC P | COM | 869099101 | 3,845 | 366,848 | SH | SOLE | 262,048 | 0 | 0 | ||
SUSSER HLDGS CORP | COM | 869233106 | 597 | 17,295 | SH | SOLE | 12,595 | 0 | 0 | ||
SVB FINL GROUP | COM | 78486Q101 | 457 | 8,171 | SH | SOLE | 8,171 | 0 | 0 | ||
SWIFT ENERGY CO | COM | 870738101 | 11,379 | 739,380 | SH | SOLE | 656,080 | 0 | 0 | ||
SWIFT TRANSN CO | CL A | 87074U101 | 3,079 | 337,600 | SH | SOLE | 205,300 | 0 | 0 | ||
SWS GROUP INC | COM | 78503N107 | 104 | 19,621 | SH | SOLE | 19,621 | 0 | 0 | ||
SYCAMORE NETWORKS INC | COM NEW | 871206405 | 180 | 80,200 | SH | SOLE | 80,200 | 0 | 0 | ||
SYKES ENTERPRISES INC | COM | 871237103 | 5,893 | 387,220 | SH | SOLE | 269,120 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 80,076 | 4,257,100 | SH | SOLE | 3,973,800 | 0 | 0 | ||
SYMETRA FINL CORP | COM | 87151Q106 | 7,997 | 616,085 | SH | SOLE | 457,885 | 0 | 0 | ||
SYMMETRY MED INC | COM | 871546206 | 264 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
SYNAGEVA BIOPHARMA CORP | COM | 87159A103 | 236 | 5,100 | SH | SOLE | 3,300 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 261 | 8,700 | SH | SOLE | 1,000 | 0 | 0 | ||
SYNERGETICS USA INC | COM | 87160G107 | 72 | 15,100 | SH | SOLE | 9,900 | 0 | 0 | ||
SYNERON MEDICAL LTD | ORD SHS | M87245102 | 93 | 10,707 | SH | SOLE | 10,707 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 1,124 | 32,700 | SH | SOLE | 31,400 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 13,533 | 425,045 | SH | SOLE | 425,045 | 0 | 0 | ||
SYNOVUS FINL CORP | COM | 87161C105 | 4,302 | 1,755,866 | SH | SOLE | 1,657,066 | 0 | 0 | ||
SYNTA PHARMACEUTICALS CORP | COM | 87162T206 | 254 | 28,181 | SH | SOLE | 13,981 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 6,525 | 206,093 | SH | SOLE | 206,093 | 0 | 0 | ||
SYSTEMAX INC | COM | 871851101 | 137 | 14,218 | SH | SOLE | 12,018 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 54,108 | 3,153,162 | SH | SOLE | 2,721,062 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 502 | 45,560 | SH | SOLE | 45,560 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 2,964 | 3,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 4.375% 6/0 | 874054AA7 | 7,499 | 6,150,000 | PRN | SOLE | 0 | 0 | 0 | ||
TAL INTL GROUP INC | COM | 874083108 | 509 | 14,000 | SH | SOLE | 8,300 | 0 | 0 | ||
TALISMAN ENERGY INC | COM | 87425E103 | 1,433 | 126,500 | SH | SOLE | 126,500 | 0 | 0 | ||
TANGER FACTORY OUTLET CTRS I | COM | 875465106 | 2,965 | 86,686 | SH | SOLE | 86,686 | 0 | 0 | ||
TARGA RESOURCES PARTNERS LP | COM UNIT | 87611X105 | 293 | 7,849 | SH | SOLE | 7,849 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 20,778 | 351,166 | SH | SOLE | 334,666 | 0 | 0 | ||
TASER INTL INC | COM | 87651B104 | 2,490 | 278,564 | SH | SOLE | 107,864 | 0 | 0 | ||
TATA MTRS LTD | SPONSORED ADR | 876568502 | 35,955 | 1,251,913 | SH | SOLE | 1,142,913 | 0 | 0 | ||
TAUBMAN CTRS INC | COM | 876664103 | 6,584 | 83,642 | SH | SOLE | 83,642 | 0 | 0 | ||
TC PIPELINES LP | UT COM LTD PRT | 87233Q108 | 257 | 6,375 | SH | SOLE | 6,375 | 0 | 0 | ||
TCF FINL CORP | COM | 872275102 | 144 | 11,886 | SH | SOLE | 11,886 | 0 | 0 | ||
TEAM INC | COM | 878155100 | 453 | 11,899 | SH | SOLE | 6,699 | 0 | 0 | ||
TEAVANA HLDGS INC | COM | 87819P102 | 29,715 | 1,917,077 | SH | SOLE | 1,917,077 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 29,517 | 648,289 | SH | SOLE | 648,289 | 0 | 0 | ||
TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 281 | 7,425 | SH | SOLE | 7,425 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1,162 | 17,865 | SH | SOLE | 14,265 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 6,691 | 93,826 | SH | SOLE | 93,826 | 0 | 0 | ||
TELEFONICA BRASIL SA | SPONSORED ADR | 87936R106 | 8,705 | 361,801 | SH | SOLE | 339,901 | 0 | 0 | ||
TELENAV INC | COM | 879455103 | 1,794 | 224,800 | SH | SOLE | 167,600 | 0 | 0 | ||
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 13,719 | 619,629 | SH | SOLE | 619,629 | 0 | 0 | ||
TELESTONE TECHNOLOGIES CORP | COM | 87953J102 | 196 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TELETECH HOLDINGS INC | COM | 879939106 | 1,564 | 87,843 | SH | SOLE | 51,716 | 0 | 0 | ||
TELLABS INC | COM | 879664100 | 17,515 | 7,682,164 | SH | SOLE | 7,557,664 | 0 | 0 | ||
TEMPUR PEDIC INTL INC | COM | 88023U101 | 20,550 | 652,600 | SH | SOLE | 652,600 | 0 | 0 | ||
TENARIS S A | SPONSORED ADR | 88031M109 | 671 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 3,551 | 109,375 | SH | SOLE | 109,375 | 0 | 0 | ||
TENNANT CO | COM | 880345103 | 385 | 8,762 | SH | SOLE | 7,462 | 0 | 0 | ||
TERADATA CORP DEL | COM | 88076W103 | 1,450 | 23,426 | SH | SOLE | 23,426 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 1,063 | 62,942 | SH | SOLE | 62,942 | 0 | 0 | ||
TEREX CORP NEW | COM | 880779103 | 3,212 | 114,267 | SH | SOLE | 114,267 | 0 | 0 | ||
TEREX CORP NEW | NOTE 4.000% 6/0 | 880779AV5 | 57,462 | 30,749,000 | PRN | SOLE | 0 | 0 | 0 | ||
TESCO CORP | COM | 88157K101 | 4,736 | 415,800 | SH | SOLE | 279,800 | 0 | 0 | ||
TESLA MTRS INC | COM | 88160R101 | 1,059 | 31,256 | SH | SOLE | 31,256 | 0 | 0 | ||
TESORO CORP | COM | 881609101 | 19,843 | 450,466 | SH | SOLE | 450,466 | 0 | 0 | ||
TESSERA TECHNOLOGIES INC | COM | 88164L100 | 1,138 | 69,335 | SH | SOLE | 59,800 | 0 | 0 | ||
TETRA TECHNOLOGIES INC DEL | COM | 88162F105 | 734 | 96,700 | SH | SOLE | 61,500 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC | *W EXP 01/16/201 | 88224Q115 | 1,317 | 47,286 | SH | SOLE | 47,286 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 | 747 | 16,658 | SH | SOLE | 8,758 | 0 | 0 | ||
TEXAS INDS INC | COM | 882491103 | 536 | 10,511 | SH | SOLE | 7,411 | 0 | 0 | ||
TEXTAINER GROUP HOLDINGS LTD | SHS | G8766E109 | 463 | 14,731 | SH | SOLE | 10,631 | 0 | 0 | ||
TEXTRON INC | COM | 883203101 | 2,176 | 87,782 | SH | SOLE | 87,782 | 0 | 0 | ||
TEXTRON INC | NOTE 4.500% 5/0 | 883203BN0 | 32,553 | 17,150,000 | PRN | SOLE | 0 | 0 | 0 | ||
THE ADT CORPORATION | COM | 00101J106 | 4,040 | 86,896 | SH | SOLE | 86,896 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 41,648 | 652,994 | SH | SOLE | 596,494 | 0 | 0 | ||
THOMPSON CREEK METALS CO INC | UNIT 99/99/9999 | 884768300 | 7,416 | 345,475 | SH | SOLE | 345,475 | 0 | 0 | ||
THOR INDS INC | COM | 885160101 | 787 | 21,027 | SH | SOLE | 15,427 | 0 | 0 | ||
THORATEC CORP | COM NEW | 885175307 | 20,415 | 544,101 | SH | SOLE | 544,101 | 0 | 0 | ||
THRESHOLD PHARMACEUTICAL INC | COM NEW | 885807206 | 1,500 | 356,395 | SH | SOLE | 158,095 | 0 | 0 | ||
TIBCO SOFTWARE INC | COM | 88632Q103 | 13,528 | 614,626 | SH | SOLE | 614,626 | 0 | 0 | ||
TICC CAPITAL CORP | COM | 87244T109 | 3,793 | 374,800 | SH | SOLE | 177,400 | 0 | 0 | ||
TIDEWATER INC | COM | 886423102 | 859 | 19,218 | SH | SOLE | 19,218 | 0 | 0 | ||
TIFFANY & CO NEW | COM | 886547108 | 736 | 12,839 | SH | SOLE | 12,839 | 0 | 0 | ||
TIM PARTICIPACOES S A | SPONSORED ADR | 88706P205 | 2,769 | 139,690 | SH | SOLE | 74,645 | 0 | 0 | ||
TIME WARNER CABLE INC | COM | 88732J207 | 39,650 | 407,966 | SH | SOLE | 390,466 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 21,751 | 454,759 | SH | SOLE | 454,759 | 0 | 0 | ||
TIME WARNER TELECOM INC | DBCV 2.375% 4/0 | 887319AC5 | 1,957 | 1,425,000 | PRN | SOLE | 0 | 0 | 0 | ||
TIMKEN CO | COM | 887389104 | 46,128 | 964,409 | SH | SOLE | 964,409 | 0 | 0 | ||
TITAN INTL INC ILL | COM | 88830M102 | 3,546 | 163,279 | SH | SOLE | 163,279 | 0 | 0 | ||
TIVO INC | COM | 888706108 | 287 | 23,268 | SH | SOLE | 23,268 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 46,059 | 1,085,027 | SH | SOLE | 1,039,927 | 0 | 0 | ||
TNS INC | COM | 872960109 | 27,545 | 1,328,731 | SH | SOLE | 1,328,731 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 2,806 | 86,800 | SH | SOLE | 86,800 | 0 | 0 | ||
TORCHMARK CORP | COM | 891027104 | 8,799 | 170,290 | SH | SOLE | 158,090 | 0 | 0 | ||
TORO CO | COM | 891092108 | 928 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
TOTAL SYS SVCS INC | COM | 891906109 | 35,145 | 1,640,763 | SH | SOLE | 1,522,363 | 0 | 0 | ||
TOWER GROUP INC | COM | 891777104 | 549 | 30,900 | SH | SOLE | 26,700 | 0 | 0 | ||
TOWERS WATSON & CO | CL A | 891894107 | 6,184 | 110,018 | SH | SOLE | 110,018 | 0 | 0 | ||
TOWN SPORTS INTL HLDGS INC | COM | 89214A102 | 205 | 19,240 | SH | SOLE | 13,540 | 0 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 6,985 | 79,054 | SH | SOLE | 79,054 | 0 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 4,722 | 34,632 | SH | SOLE | 34,632 | 0 | 0 | ||
TRANSMONTAIGNE PARTNERS L P | COM UNIT L P | 89376V100 | 284 | 7,482 | SH | SOLE | 7,482 | 0 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 10,513 | 235,450 | SH | SOLE | 235,450 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 83,904 | 1,168,255 | SH | SOLE | 1,076,155 | 0 | 0 | ||
TRAVELZOO INC | COM | 89421Q106 | 849 | 44,700 | SH | SOLE | 14,700 | 0 | 0 | ||
TREDEGAR CORP | COM | 894650100 | 2,628 | 128,674 | SH | SOLE | 91,432 | 0 | 0 | ||
TREEHOUSE FOODS INC | COM | 89469A104 | 605 | 11,597 | SH | SOLE | 11,597 | 0 | 0 | ||
TREX CO INC | COM | 89531P105 | 5,398 | 144,999 | SH | SOLE | 124,299 | 0 | 0 | ||
TRI CONTL CORP | COM | 895436103 | 313 | 19,479 | SH | SOLE | 19,479 | 0 | 0 | ||
TRIANGLE CAP CORP | COM | 895848109 | 1,800 | 70,616 | SH | SOLE | 61,916 | 0 | 0 | ||
TRIMBLE NAVIGATION LTD | COM | 896239100 | 203 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
TRIO MERGER CORP | COM | 896697109 | 5,586 | 558,600 | SH | SOLE | 558,600 | 0 | 0 | ||
TRIPADVISOR INC | COM | 896945201 | 6,107 | 145,554 | SH | SOLE | 145,554 | 0 | 0 | ||
TRIUMPH GROUP INC NEW | COM | 896818101 | 744 | 11,387 | SH | SOLE | 11,387 | 0 | 0 | ||
TRIUS THERAPEUTICS INC | COM | 89685K100 | 83 | 17,400 | SH | SOLE | 10,600 | 0 | 0 | ||
TRUE RELIGION APPAREL INC | COM | 89784N104 | 308 | 12,123 | SH | SOLE | 12,123 | 0 | 0 | ||
TRUEBLUE INC | COM | 89785X101 | 5,925 | 376,204 | SH | SOLE | 231,713 | 0 | 0 | ||
TRUSTMARK CORP | COM | 898402102 | 881 | 39,222 | SH | SOLE | 39,222 | 0 | 0 | ||
TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 25,982 | 484,657 | SH | SOLE | 484,657 | 0 | 0 | ||
TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 7,375 | 3,850,000 | PRN | SOLE | 0 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 3.250% 5/1 | 87305RAC3 | 4,232 | 4,175,000 | PRN | SOLE | 0 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COM | 899896104 | 37,045 | 577,923 | SH | SOLE | 577,923 | 0 | 0 | ||
TURQUOISE HILL RES LTD | COM | 900435108 | 1,418 | 186,300 | SH | SOLE | 186,300 | 0 | 0 | ||
TUTOR PERINI CORP | COM | 901109108 | 166 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
TW TELECOM INC | COM | 87311L104 | 1,287 | 50,546 | SH | SOLE | 50,546 | 0 | 0 | ||
TWO HBRS INVT CORP | COM | 90187B101 | 5,175 | 467,100 | SH | SOLE | 324,400 | 0 | 0 | ||
TYCO INTERNATIONAL LTD | SHS | H89128104 | 28,678 | 980,457 | SH | SOLE | 967,057 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | COM | 902252105 | 1,881 | 38,837 | SH | SOLE | 20,937 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 82,451 | 4,250,060 | SH | SOLE | 3,837,760 | 0 | 0 | ||
TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 26,079 | 21,475,000 | PRN | SOLE | 0 | 0 | 0 | ||
U S AIRWAYS GROUP INC | COM | 90341W108 | 3,346 | 247,843 | SH | SOLE | 208,243 | 0 | 0 | ||
U S G CORP | COM NEW | 903293405 | 1,463 | 52,109 | SH | SOLE | 48,609 | 0 | 0 | ||
UDR INC | COM | 902653104 | 1,396 | 58,700 | SH | SOLE | 58,700 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 2,812 | 85,960 | SH | SOLE | 85,960 | 0 | 0 | ||
UIL HLDG CORP | COM | 902748102 | 729 | 20,352 | SH | SOLE | 20,352 | 0 | 0 | ||
ULTA SALON COSMETCS & FRAG I | COM | 90384S303 | 5,527 | 56,250 | SH | SOLE | 56,250 | 0 | 0 | ||
ULTIMATE SOFTWARE GROUP INC | COM | 90385D107 | 548 | 5,808 | SH | SOLE | 5,108 | 0 | 0 | ||
ULTRA PETROLEUM CORP | COM | 903914109 | 1,692 | 93,300 | SH | SOLE | 93,300 | 0 | 0 | ||
ULTRATECH INC | COM | 904034105 | 907 | 24,316 | SH | SOLE | 16,316 | 0 | 0 | ||
UMB FINL CORP | COM | 902788108 | 4,611 | 105,179 | SH | SOLE | 76,979 | 0 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 6,823 | 578,678 | SH | SOLE | 372,978 | 0 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 4,202 | 86,582 | SH | SOLE | 86,582 | 0 | 0 | ||
UNIFIRST CORP MASS | COM | 904708104 | 1,048 | 14,300 | SH | SOLE | 10,700 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 22,301 | 177,389 | SH | SOLE | 177,389 | 0 | 0 | ||
UNISYS CORP | COM NEW | 909214306 | 10,687 | 617,753 | SH | SOLE | 441,374 | 0 | 0 | ||
UNIT CORP | COM | 909218109 | 9,405 | 208,761 | SH | SOLE | 208,761 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 10,172 | 435,061 | SH | SOLE | 435,061 | 0 | 0 | ||
UNITED ONLINE INC | COM | 911268100 | 9,730 | 1,740,657 | SH | SOLE | 1,293,037 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 10,901 | 147,855 | SH | SOLE | 138,655 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 2,909 | 63,912 | SH | SOLE | 63,300 | 0 | 0 | ||
UNITED RENTALS INC | NOTE 4.000%11/1 | 911363AL3 | 35,475 | 8,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
UNITED STATES STL CORP NEW | COM | 912909108 | 23,991 | 1,005,066 | SH | SOLE | 965,266 | 0 | 0 | ||
UNITED STATES STL CORP NEW | NOTE 4.000% 5/1 | 912909AE8 | 29,001 | 26,775,000 | PRN | SOLE | 0 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 7,600 | 92,669 | SH | SOLE | 92,669 | 0 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 7,381 | 138,163 | SH | SOLE | 138,163 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 34,190 | 630,352 | SH | SOLE | 567,752 | 0 | 0 | ||
UNIVERSAL AMERN CORP NEW | COM | 91338E101 | 254 | 29,617 | SH | SOLE | 19,517 | 0 | 0 | ||
UNIVERSAL BUSINESS PMT SOL A | *W EXP 05/09/201 | 913384111 | 312 | 1,198,800 | SH | SOLE | 1,198,800 | 0 | 0 | ||
UNIVERSAL BUSINESS PMT SOL A | COM | 913384103 | 6 | 1,295 | SH | SOLE | 1,295 | 0 | 0 | ||
UNIVERSAL CORP VA | COM | 913456109 | 2,677 | 53,642 | SH | SOLE | 44,389 | 0 | 0 | ||
UNIVERSAL DISPLAY CORP | COM | 91347P105 | 221 | 8,641 | SH | SOLE | 8,641 | 0 | 0 | ||
UNIVERSAL FST PRODS INC | COM | 913543104 | 582 | 15,294 | SH | SOLE | 13,594 | 0 | 0 | ||
UNIVERSAL HEALTH RLTY INCM T | SH BEN INT | 91359E105 | 595 | 11,763 | SH | SOLE | 7,158 | 0 | 0 | ||
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 10,678 | 220,858 | SH | SOLE | 220,858 | 0 | 0 | ||
UNS ENERGY CORP | COM | 903119105 | 2,100 | 49,496 | SH | SOLE | 31,750 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 51,132 | 2,455,924 | SH | SOLE | 2,347,324 | 0 | 0 | ||
URANERZ ENERGY CORP | COM | 91688T104 | 21 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
URBAN OUTFITTERS INC | COM | 917047102 | 5,676 | 144,200 | SH | SOLE | 144,200 | 0 | 0 | ||
UROPLASTY INC | COM NEW | 917277204 | 58 | 17,900 | SH | SOLE | 11,800 | 0 | 0 | ||
URS CORP NEW | COM | 903236107 | 18,765 | 477,968 | SH | SOLE | 474,968 | 0 | 0 | ||
URSTADT BIDDLE PPTYS INC | CL A | 917286205 | 897 | 45,590 | SH | SOLE | 23,815 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 21,253 | 665,416 | SH | SOLE | 617,716 | 0 | 0 | ||
USA MOBILITY INC | COM | 90341G103 | 1,356 | 116,088 | SH | SOLE | 64,410 | 0 | 0 | ||
USANA HEALTH SCIENCES INC | COM | 90328M107 | 3,108 | 94,397 | SH | SOLE | 32,797 | 0 | 0 | ||
USEC INC | COM | 90333E108 | 693 | 1,306,664 | SH | SOLE | 1,306,664 | 0 | 0 | ||
V F CORP | COM | 918204108 | 2,909 | 19,271 | SH | SOLE | 19,271 | 0 | 0 | ||
VAALCO ENERGY INC | COM NEW | 91851C201 | 11,175 | 1,291,850 | SH | SOLE | 964,550 | 0 | 0 | ||
VALASSIS COMMUNICATIONS INC | COM | 918866104 | 1,879 | 72,900 | SH | SOLE | 51,000 | 0 | 0 | ||
VALE S A | ADR | 91912E105 | 3,134 | 149,500 | SH | SOLE | 149,500 | 0 | 0 | ||
VALE S A | ADR REPSTG PFD | 91912E204 | 45,866 | 2,260,532 | SH | SOLE | 1,840,332 | 0 | 0 | ||
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 2,141 | 35,829 | SH | SOLE | 35,829 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 37,313 | 1,093,595 | SH | SOLE | 1,053,895 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 12,717 | 367,751 | SH | SOLE | 367,751 | 0 | 0 | ||
VALLEY NATL BANCORP | *W EXP 06/30/201 | 919794123 | 0 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
VALLEY NATL BANCORP | *W EXP 11/14/201 | 919794131 | 50 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
VALMONT INDS INC | COM | 920253101 | 4,455 | 32,625 | SH | SOLE | 32,625 | 0 | 0 | ||
VALSPAR CORP | COM | 920355104 | 10,090 | 161,700 | SH | SOLE | 161,700 | 0 | 0 | ||
VALUECLICK INC | COM | 92046N102 | 248 | 12,801 | SH | SOLE | 12,801 | 0 | 0 | ||
VANTAGE DRILLING COMPANY | NOTE 7.875% 9/0 | G93205AA3 | 7,260 | 6,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
VANTIV INC | CL A | 92210H105 | 3,394 | 166,200 | SH | SOLE | 166,200 | 0 | 0 | ||
VECTOR GROUP LTD | COM | 92240M108 | 234 | 15,761 | SH | SOLE | 11,509 | 0 | 0 | ||
VECTOR GROUP LTD | DBCV 6/1 | 92240MAL2 | 1,260 | 1,229,000 | PRN | SOLE | 0 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 10,125 | 9,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 11/1 | 92240MAS7 | 31,043 | 26,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
VEECO INSTRS INC DEL | COM | 922417100 | 363 | 12,300 | SH | SOLE | 5,600 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 16,842 | 260,227 | SH | SOLE | 239,727 | 0 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 4,712 | 158,748 | SH | SOLE | 158,748 | 0 | 0 | ||
VERISIGN INC | COM | 92343E102 | 4,262 | 109,800 | SH | SOLE | 109,800 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 99,431 | 78,524,000 | PRN | SOLE | 0 | 0 | 0 | ||
VERISK ANALYTICS INC | CL A | 92345Y106 | 1,986 | 38,932 | SH | SOLE | 38,932 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 102,745 | 2,374,519 | SH | SOLE | 2,152,519 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 40,548 | 966,805 | SH | SOLE | 966,805 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 33,964 | 643,983 | SH | SOLE | 576,183 | 0 | 0 | ||
VIAD CORP | COM NEW | 92552R406 | 809 | 29,769 | SH | SOLE | 29,769 | 0 | 0 | ||
VICAL INC | COM | 925602104 | 152 | 52,320 | SH | SOLE | 33,420 | 0 | 0 | ||
VIEWPOINT FINL GROUP INC MD | COM | 92672A101 | 3,792 | 181,101 | SH | SOLE | 98,001 | 0 | 0 | ||
VIRGIN MEDIA INC | COM | 92769L101 | 984 | 26,781 | SH | SOLE | 26,781 | 0 | 0 | ||
VIRGIN MEDIA INC | NOTE 6.500%11/1 | 92769LAB7 | 30,380 | 14,725,000 | PRN | SOLE | 0 | 0 | 0 | ||
VIRGINIA COMM BANCORP INC | COM | 92778Q109 | 190 | 21,236 | SH | SOLE | 13,936 | 0 | 0 | ||
VIRNETX HLDG CORP | COM | 92823T108 | 494 | 16,880 | SH | SOLE | 15,680 | 0 | 0 | ||
VIROPHARMA INC | COM | 928241108 | 8,656 | 380,317 | SH | SOLE | 374,417 | 0 | 0 | ||
VIROPHARMA INC | NOTE 2.000% 3/1 | 928241AH1 | 23,932 | 17,125,000 | PRN | SOLE | 0 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | COM | 92828Q109 | 725 | 5,995 | SH | SOLE | 3,795 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 37,995 | 250,663 | SH | SOLE | 228,663 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 19,414 | 1,826,345 | SH | SOLE | 1,826,345 | 0 | 0 | ||
VISTA GOLD CORP | COM NEW | 927926303 | 523 | 193,800 | SH | SOLE | 171,300 | 0 | 0 | ||
VISTEON CORP | COM NEW | 92839U206 | 274 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
VITAMIN SHOPPE INC | COM | 92849E101 | 948 | 16,532 | SH | SOLE | 11,932 | 0 | 0 | ||
VITESSE SEMICONDUCTOR CORP | COM NEW | 928497304 | 798 | 357,711 | SH | SOLE | 357,711 | 0 | 0 | ||
VIVUS INC | COM | 928551100 | 1,027 | 76,499 | SH | SOLE | 76,499 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 376 | 3,989 | SH | SOLE | 3,989 | 0 | 0 | ||
VOLTERRA SEMICONDUCTOR CORP | COM | 928708106 | 1,056 | 61,475 | SH | SOLE | 26,675 | 0 | 0 | ||
VONAGE HLDGS CORP | COM | 92886T201 | 506 | 213,514 | SH | SOLE | 144,014 | 0 | 0 | ||
VORNADO RLTY TR | SH BEN INT | 929042109 | 10,766 | 134,442 | SH | SOLE | 125,442 | 0 | 0 | ||
VOXX INTL CORP | CL A | 91829F104 | 357 | 53,100 | SH | SOLE | 48,600 | 0 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 510 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
W & T OFFSHORE INC | COM | 92922P106 | 6,353 | 396,335 | SH | SOLE | 286,435 | 0 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 32,501 | 498,553 | SH | SOLE | 498,553 | 0 | 0 | ||
WABTEC CORP | COM | 929740108 | 3,000 | 34,275 | SH | SOLE | 34,275 | 0 | 0 | ||
WADDELL & REED FINL INC | CL A | 930059100 | 2,497 | 71,700 | SH | SOLE | 71,700 | 0 | 0 | ||
WALGREEN CO | COM | 931422109 | 25,499 | 688,963 | SH | SOLE | 649,763 | 0 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 146,965 | 2,153,968 | SH | SOLE | 2,089,868 | 0 | 0 | ||
WALTER ENERGY INC | COM | 93317Q105 | 341 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
WARNACO GROUP INC | COM NEW | 934390402 | 98,797 | 1,380,421 | SH | SOLE | 1,364,221 | 0 | 0 | ||
WARNER CHILCOTT PLC IRELAND | SHS A | G94368100 | 70,377 | 5,845,300 | SH | SOLE | 5,696,600 | 0 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 2,269 | 134,500 | SH | SOLE | 134,500 | 0 | 0 | ||
WASHINGTON POST CO | CL B | 939640108 | 6,668 | 18,259 | SH | SOLE | 17,759 | 0 | 0 | ||
WASHINGTON REAL ESTATE INVT | SH BEN INT | 939653101 | 2,838 | 108,546 | SH | SOLE | 63,095 | 0 | 0 | ||
WASTE CONNECTIONS INC | COM | 941053100 | 459 | 13,583 | SH | SOLE | 13,583 | 0 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 12,778 | 378,707 | SH | SOLE | 341,707 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 488 | 11,358 | SH | SOLE | 11,358 | 0 | 0 | ||
WAUSAU PAPER CORP | COM | 943315101 | 1,164 | 134,397 | SH | SOLE | 85,197 | 0 | 0 | ||
WAVE SYSTEMS CORP | COM NEW | 943526301 | 7 | 10,100 | SH | SOLE | 0 | 0 | 0 | ||
WD-40 CO | COM | 929236107 | 885 | 18,778 | SH | SOLE | 11,578 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL LT | REG SHS | H27013103 | 402 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
WEB COM GROUP INC | COM | 94733A104 | 548 | 37,029 | SH | SOLE | 25,229 | 0 | 0 | ||
WEBMD HEALTH CORP | COM | 94770V102 | 2,984 | 208,100 | SH | SOLE | 179,700 | 0 | 0 | ||
WEBSENSE INC | COM | 947684106 | 303 | 20,144 | SH | SOLE | 13,900 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 6,256 | 304,452 | SH | SOLE | 268,452 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 710 | 13,551 | SH | SOLE | 13,551 | 0 | 0 | ||
WEINGARTEN RLTY INVS | SH BEN INT | 948741103 | 870 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
WEIS MKTS INC | COM | 948849104 | 583 | 14,880 | SH | SOLE | 7,080 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 3,384 | 69,497 | SH | SOLE | 55,921 | 0 | 0 | ||
WELLPOINT INC | COM | 94973V107 | 43,250 | 709,948 | SH | SOLE | 691,348 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 135,266 | 3,957,452 | SH | SOLE | 3,616,952 | 0 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 5,483 | 4,475 | SH | SOLE | 4,475 | 0 | 0 | ||
WENDYS CO | COM | 95058W100 | 1,165 | 247,900 | SH | SOLE | 247,900 | 0 | 0 | ||
WERNER ENTERPRISES INC | COM | 950755108 | 6,818 | 314,622 | SH | SOLE | 314,622 | 0 | 0 | ||
WESBANCO INC | COM | 950810101 | 308 | 13,852 | SH | SOLE | 9,352 | 0 | 0 | ||
WESCO INTL INC | COM | 95082P105 | 2,533 | 37,572 | SH | SOLE | 37,572 | 0 | 0 | ||
WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 12,413 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
WEST COAST BANCORP ORE NEW | COM NEW | 952145209 | 29,417 | 1,328,086 | SH | SOLE | 1,328,086 | 0 | 0 | ||
WEST PHARMACEUTICAL SVSC INC | COM | 955306105 | 672 | 12,278 | SH | SOLE | 8,678 | 0 | 0 | ||
WESTAMERICA BANCORPORATION | COM | 957090103 | 1,244 | 29,200 | SH | SOLE | 21,600 | 0 | 0 | ||
WESTELL TECHNOLOGIES INC | CL A | 957541105 | 63 | 33,900 | SH | SOLE | 19,600 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 214 | 20,325 | SH | SOLE | 13,825 | 0 | 0 | ||
WESTERN ASSET GLOBAL CP DEFI | COM | 95790C107 | 1,309 | 63,106 | SH | SOLE | 63,106 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 107,343 | 2,526,308 | SH | SOLE | 2,384,008 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM UNIT LP IN | 958254104 | 371 | 7,781 | SH | SOLE | 7,781 | 0 | 0 | ||
WESTERN REFNG INC | COM | 959319104 | 5,650 | 200,427 | SH | SOLE | 129,527 | 0 | 0 | ||
WESTERN REFNG INC | NOTE 5.750% 6/1 | 959319AC8 | 73,752 | 25,150,000 | PRN | SOLE | 0 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 1,263 | 92,771 | SH | SOLE | 92,771 | 0 | 0 | ||
WESTLAKE CHEM CORP | COM | 960413102 | 1,990 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
WESTWAY GROUP INC | COM | 96169B100 | 1,038 | 155,571 | SH | SOLE | 155,571 | 0 | 0 | ||
WET SEAL INC | CL A | 961840105 | 9,443 | 3,421,420 | SH | SOLE | 2,343,320 | 0 | 0 | ||
WEX INC | COM | 96208T104 | 394 | 5,234 | SH | SOLE | 4,334 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 18,614 | 669,082 | SH | SOLE | 629,982 | 0 | 0 | ||
WGL HLDGS INC | COM | 92924F106 | 2,518 | 64,244 | SH | SOLE | 57,744 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 55,721 | 547,625 | SH | SOLE | 545,925 | 0 | 0 | ||
WHITING PETE CORP NEW | COM | 966387102 | 28,461 | 656,246 | SH | SOLE | 626,946 | 0 | 0 | ||
WHITING PETE CORP NEW | PERP PFD CONV | 966387201 | 569 | 2,825 | SH | SOLE | 2,825 | 0 | 0 | ||
WHOLE FOODS MKT INC | COM | 966837106 | 5,261 | 57,607 | SH | SOLE | 57,607 | 0 | 0 | ||
WILLBROS GROUP INC DEL | COM | 969203108 | 5,280 | 984,983 | SH | SOLE | 657,783 | 0 | 0 | ||
WILLIAMS CLAYTON ENERGY INC | COM | 969490101 | 1,190 | 29,738 | SH | SOLE | 22,738 | 0 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 16,445 | 502,286 | SH | SOLE | 488,786 | 0 | 0 | ||
WILLIAMS PARTNERS L P | COM UNIT L P | 96950F104 | 539 | 11,080 | SH | SOLE | 11,080 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 14,441 | 329,930 | SH | SOLE | 329,930 | 0 | 0 | ||
WILSHIRE BANCORP INC | COM | 97186T108 | 4,141 | 705,500 | SH | SOLE | 482,900 | 0 | 0 | ||
WINDSTREAM CORP | COM | 97381W104 | 91 | 11,049 | SH | SOLE | 11,049 | 0 | 0 | ||
WINNEBAGO INDS INC | COM | 974637100 | 562 | 32,800 | SH | SOLE | 13,400 | 0 | 0 | ||
WINTRUST FINANCIAL CORP | *W EXP 12/19/201 | 97650W157 | 8,946 | 525,000 | SH | SOLE | 525,000 | 0 | 0 | ||
WINTRUST FINANCIAL CORP | COM | 97650W108 | 902 | 24,569 | SH | SOLE | 23,569 | 0 | 0 | ||
WIPRO LTD | SPON ADR 1 SH | 97651M109 | 1,699 | 193,966 | SH | SOLE | 170,266 | 0 | 0 | ||
WISCONSIN ENERGY CORP | COM | 976657106 | 5,816 | 157,842 | SH | SOLE | 157,842 | 0 | 0 | ||
WISDOMTREE INVTS INC | COM | 97717P104 | 208 | 34,068 | SH | SOLE | 23,468 | 0 | 0 | ||
WMS INDS INC | COM | 929297109 | 1,113 | 63,600 | SH | SOLE | 63,600 | 0 | 0 | ||
WOLVERINE WORLD WIDE INC | COM | 978097103 | 2,892 | 70,563 | SH | SOLE | 70,563 | 0 | 0 | ||
WORLD ACCEP CORP DEL | COM | 981419104 | 1,660 | 22,268 | SH | SOLE | 17,468 | 0 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 771 | 18,731 | SH | SOLE | 18,731 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 289 | 19,425 | SH | SOLE | 19,425 | 0 | 0 | ||
WORTHINGTON INDS INC | COM | 981811102 | 9,446 | 363,461 | SH | SOLE | 334,661 | 0 | 0 | ||
WPX ENERGY INC | COM | 98212B103 | 3,342 | 224,566 | SH | SOLE | 224,566 | 0 | 0 | ||
WRIGHT MED GROUP INC | COM | 98235T107 | 2,946 | 140,338 | SH | SOLE | 133,538 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 41,476 | 779,471 | SH | SOLE | 779,471 | 0 | 0 | ||
WYNN RESORTS LTD | COM | 983134107 | 5,809 | 51,637 | SH | SOLE | 51,637 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 7,887 | 295,290 | SH | SOLE | 274,390 | 0 | 0 | ||
XENOPORT INC | COM | 98411C100 | 2,514 | 323,608 | SH | SOLE | 146,008 | 0 | 0 | ||
XEROX CORP | COM | 984121103 | 7,719 | 1,131,820 | SH | SOLE | 1,131,820 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 1,985 | 55,304 | SH | SOLE | 55,304 | 0 | 0 | ||
XILINX INC | SDCV 3.125% 3/1 | 983919AD3 | 54,722 | 43,025,000 | PRN | SOLE | 0 | 0 | 0 | ||
XL GROUP PLC | SHS | G98290102 | 955 | 38,119 | SH | SOLE | 38,119 | 0 | 0 | ||
XPO LOGISTICS INC | COM | 983793100 | 287 | 16,526 | SH | SOLE | 11,826 | 0 | 0 | ||
XYLEM INC | COM | 98419M100 | 732 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
XYRATEX LTD | COM | G98268108 | 405 | 48,200 | SH | SOLE | 48,200 | 0 | 0 | ||
YAHOO INC | COM | 984332106 | 76,098 | 3,824,007 | SH | SOLE | 3,595,607 | 0 | 0 | ||
YAMANA GOLD INC | COM | 98462Y100 | 339 | 19,700 | SH | SOLE | 19,700 | 0 | 0 | ||
YM BIOSCIENCES INC | COM | 984238105 | 28,712 | 10,004,301 | SH | SOLE | 10,004,301 | 0 | 0 | ||
YRC WORLDWIDE INC | COM PAR $.01 | 984249607 | 686 | 170,901 | SH | SOLE | 170,901 | 0 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 9,249 | 139,287 | SH | SOLE | 139,287 | 0 | 0 | ||
ZALE CORP NEW | COM | 988858106 | 350 | 85,221 | SH | SOLE | 71,421 | 0 | 0 | ||
ZILLOW INC | CL A | 98954A107 | 383 | 13,800 | SH | SOLE | 9,300 | 0 | 0 | ||
ZIMMER HLDGS INC | COM | 98956P102 | 66,577 | 998,761 | SH | SOLE | 926,061 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 5,005 | 233,900 | SH | SOLE | 233,900 | 0 | 0 | ||
ZIOPHARM ONCOLOGY INC | COM | 98973P101 | 114 | 27,300 | SH | SOLE | 15,600 | 0 | 0 | ||
ZIX CORP | COM | 98974P100 | 67 | 23,800 | SH | SOLE | 14,200 | 0 | 0 | ||
ZWEIG FD | COM NEW | 989834205 | 144 | 11,838 | SH | SOLE | 11,838 | 0 | 0 | ||
ZYGO CORP | COM | 989855101 | 221 | 14,058 | SH | SOLE | 9,758 | 0 | 0 |