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 |
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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 |
1 800 FLOWERS COM | CL A | 68243Q106 | 221 | 40,777 | SH | SOLE | 25,877 | 0 | 0 | ||
3-D SYS CORP DEL | COM NEW | 88554D205 | 5,623 | 60,504 | SH | SOLE | 60,504 | 0 | 0 | ||
3M CO | COM | 88579Y101 | 75,210 | 536,256 | SH | SOLE | 503,956 | 0 | 0 | ||
8X8 INC NEW | COM | 282914100 | 1,729 | 170,202 | SH | SOLE | 84,802 | 0 | 0 | ||
AAON INC | COM PAR $0.004 | 000360206 | 2,154 | 67,413 | SH | SOLE | 29,163 | 0 | 0 | ||
AAR CORP | COM | 000361105 | 5,818 | 207,722 | SH | SOLE | 113,682 | 0 | 0 | ||
AARONS INC | COM PAR $0.50 | 002535300 | 413 | 14,045 | SH | SOLE | 14,045 | 0 | 0 | ||
ABAXIS INC | COM | 002567105 | 286 | 7,157 | SH | SOLE | 6,457 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 176,957 | 4,616,660 | SH | SOLE | 4,292,460 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 53,474 | 1,012,582 | SH | SOLE | 989,782 | 0 | 0 | ||
ABERCROMBIE & FITCH CO | CL A | 002896207 | 9,759 | 296,526 | SH | SOLE | 296,526 | 0 | 0 | ||
ABERDEEN GLOBAL INCOME FD IN | COM | 003013109 | 413 | 39,742 | SH | SOLE | 39,742 | 0 | 0 | ||
ABIOMED INC | COM | 003654100 | 415 | 15,535 | SH | SOLE | 10,435 | 0 | 0 | ||
ABRAXAS PETE CORP | COM | 003830106 | 128 | 38,884 | SH | SOLE | 38,884 | 0 | 0 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 1,984 | 41,920 | SH | SOLE | 25,420 | 0 | 0 | ||
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 1,926 | 77,074 | SH | SOLE | 53,474 | 0 | 0 | ||
ACADIA RLTY TR | COM SH BEN INT | 004239109 | 376 | 15,129 | SH | SOLE | 15,129 | 0 | 0 | ||
ACCELERATE DIAGNOSTICS INC | COM | 00430H102 | 212 | 17,339 | SH | SOLE | 11,639 | 0 | 0 | ||
ACCELRYS INC | COM | 00430U103 | 112 | 11,700 | SH | SOLE | 7,200 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 17,768 | 216,109 | SH | SOLE | 210,909 | 0 | 0 | ||
ACCESS MIDSTREAM PARTNERS L | UNIT | 00434L109 | 498 | 8,793 | SH | SOLE | 8,793 | 0 | 0 | ||
ACCURAY INC | COM | 004397105 | 141 | 16,200 | SH | SOLE | 10,900 | 0 | 0 | ||
ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 563 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ACCURAY INC | NOTE 3.500% 2/0 | 004397AC9 | 7,656 | 4,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ACE LTD | SHS | H0023R105 | 51,297 | 495,478 | SH | SOLE | 489,278 | 0 | 0 | ||
ACELRX PHARMACEUTICALS INC | COM | 00444T100 | 2,510 | 221,955 | SH | SOLE | 68,755 | 0 | 0 | ||
ACETO CORP | COM | 004446100 | 335 | 13,410 | SH | SOLE | 8,610 | 0 | 0 | ||
ACHILLION PHARMACEUTICALS IN | COM | 00448Q201 | 2,175 | 655,200 | SH | SOLE | 72,700 | 0 | 0 | ||
ACI WORLDWIDE INC | COM | 004498101 | 276 | 4,247 | SH | SOLE | 2,847 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COM | 00484M106 | 1,390 | 47,609 | SH | SOLE | 16,609 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 113,134 | 6,345,150 | SH | SOLE | 5,733,050 | 0 | 0 | ||
ACTUATE CORP | COM | 00508B102 | 690 | 89,530 | SH | SOLE | 19,130 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 2,775 | 25,381 | SH | SOLE | 25,381 | 0 | 0 | ||
ACXIOM CORP | COM | 005125109 | 8,978 | 242,788 | SH | SOLE | 218,929 | 0 | 0 | ||
ADCARE HEALTH SYSTEMS INC | COM NEW | 00650W300 | 309 | 71,818 | SH | SOLE | 71,818 | 0 | 0 | ||
ADDUS HOMECARE CORP | COM | 006739106 | 7,435 | 331,201 | SH | SOLE | 151,768 | 0 | 0 | ||
ADEPT TECHNOLOGY INC | COM NEW | 006854202 | 175 | 10,383 | SH | SOLE | 7,183 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 6,787 | 113,345 | SH | SOLE | 113,345 | 0 | 0 | ||
ADTRAN INC | COM | 00738A106 | 6,993 | 258,900 | SH | SOLE | 258,900 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 19,956 | 180,308 | SH | SOLE | 180,308 | 0 | 0 | ||
ADVANCED EMISSIONS SOLUTS IN | COM | 00770C101 | 887 | 16,356 | SH | SOLE | 8,356 | 0 | 0 | ||
ADVANCED ENERGY INDS | COM | 007973100 | 6,218 | 271,998 | SH | SOLE | 114,298 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 2,737 | 707,171 | SH | SOLE | 707,171 | 0 | 0 | ||
ADVENT CLAY CONV SEC INC FD | COM | 007639107 | 2,797 | 384,154 | SH | SOLE | 384,154 | 0 | 0 | ||
ADVENT CLAYMORE CV SECS & IN | COM | 00764C109 | 581 | 31,347 | SH | SOLE | 31,347 | 0 | 0 | ||
ADVENT CLAYMORE ENH GRW & IN | COM | 00765E104 | 1,344 | 132,686 | SH | SOLE | 132,686 | 0 | 0 | ||
ADVENT SOFTWARE INC | COM | 007974108 | 4,860 | 138,902 | SH | SOLE | 124,902 | 0 | 0 | ||
ADVISORY BRD CO | COM | 00762W107 | 414 | 6,501 | SH | SOLE | 4,201 | 0 | 0 | ||
AECOM TECHNOLOGY CORP DELAWA | COM | 00766T100 | 43,341 | 1,472,691 | SH | SOLE | 1,472,691 | 0 | 0 | ||
AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 1,583 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
AEGERION PHARMACEUTICALS INC | COM | 00767E102 | 2,518 | 35,486 | SH | SOLE | 28,086 | 0 | 0 | ||
AEP INDS INC | COM | 001031103 | 1,061 | 20,090 | SH | SOLE | 3,490 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 12,651 | 871,903 | SH | SOLE | 871,903 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 51,219 | 746,735 | SH | SOLE | 733,235 | 0 | 0 | ||
AFFYMETRIX INC | COM | 00826T108 | 1,838 | 214,485 | SH | SOLE | 197,085 | 0 | 0 | ||
AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 976 | 600,000 | PRN | SOLE | 0 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 6,458 | 96,673 | SH | SOLE | 96,673 | 0 | 0 | ||
AGCO CORP | COM | 001084102 | 22,666 | 382,937 | SH | SOLE | 382,937 | 0 | 0 | ||
AGCO CORP | NOTE 1.250%12/1 | 001084AM4 | 6,286 | 4,300,000 | PRN | SOLE | 0 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 21,920 | 383,281 | SH | SOLE | 366,981 | 0 | 0 | ||
AGL RES INC | COM | 001204106 | 4,677 | 99,031 | SH | SOLE | 99,031 | 0 | 0 | ||
AGNICO EAGLE MINES LTD | COM | 008474108 | 256 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
AGREE REALTY CORP | COM | 008492100 | 3,006 | 103,594 | SH | SOLE | 51,094 | 0 | 0 | ||
AIR LEASE CORP | CL A | 00912X302 | 988 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
AIR METHODS CORP | COM PAR $.06 | 009128307 | 431 | 7,395 | SH | SOLE | 6,095 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,721 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 689 | 85,202 | SH | SOLE | 68,902 | 0 | 0 | ||
AIRCASTLE LTD | COM | G0129k104 | 7,810 | 407,620 | SH | SOLE | 179,520 | 0 | 0 | ||
AIRGAS INC | COM | 009363102 | 1,515 | 13,545 | SH | SOLE | 13,545 | 0 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 5,399 | 658,400 | SH | SOLE | 658,400 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 39,631 | 840,000 | SH | SOLE | 809,700 | 0 | 0 | ||
AKORN INC | COM | 009728106 | 1,391 | 56,466 | SH | SOLE | 38,366 | 0 | 0 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 75,689 | 1,031,606 | SH | SOLE | 1,031,606 | 0 | 0 | ||
ALBANY INTL CORP | CL A | 012348108 | 7,050 | 196,210 | SH | SOLE | 99,710 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | COM | 012423109 | 654 | 64,862 | SH | SOLE | 46,662 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AA7 | 2,090 | 2,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 6,878 | 108,500 | SH | SOLE | 108,500 | 0 | 0 | ||
ALCOA INC | COM | 013817101 | 4,181 | 393,300 | SH | SOLE | 393,300 | 0 | 0 | ||
ALERE INC | COM | 01449J105 | 1,019 | 28,157 | SH | SOLE | 28,157 | 0 | 0 | ||
ALEXANDER & BALDWIN INC NEW | COM | 014491104 | 1,232 | 29,521 | SH | SOLE | 17,021 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 2,023 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 6,996 | 52,580 | SH | SOLE | 52,580 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 1,623 | 28,405 | SH | SOLE | 21,705 | 0 | 0 | ||
ALLEGHANY CORP DEL | COM | 017175100 | 250 | 626 | SH | SOLE | 626 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | COM | 01741R102 | 641 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
ALLEGIANT TRAVEL CO | COM | 01748X102 | 1,593 | 15,105 | SH | SOLE | 10,405 | 0 | 0 | ||
ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 38,825 | 878,597 | SH | SOLE | 865,531 | 0 | 0 | ||
ALLERGAN INC | COM | 018490102 | 14,558 | 131,063 | SH | SOLE | 123,463 | 0 | 0 | ||
ALLIANCE CALIF MUN INCOME FD | COM | 018546101 | 232 | 19,144 | SH | SOLE | 19,144 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 3,445 | 13,103 | SH | SOLE | 13,103 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | NOTE 4.750% 5/1 | 018581AC2 | 35,864 | 6,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALLIANCE FIBER OPTIC PRODS I | COM NEW | 018680306 | 699 | 46,426 | SH | SOLE | 30,226 | 0 | 0 | ||
ALLIANCE HEALTHCARE SRVCS IN | COM PAR $0.01 | 018606301 | 409 | 16,517 | SH | SOLE | 11,517 | 0 | 0 | ||
ALLIANCE ONE INTL INC | COM | 018772103 | 37 | 12,239 | SH | SOLE | 12,239 | 0 | 0 | ||
ALLIANCE ONE INTL INC | NOTE 5.500% 7/1 | 018772AQ6 | 2,880 | 2,822,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALLIANCEBERNSTEIN NATL MUNI | COM | 01864U106 | 130 | 10,384 | SH | SOLE | 10,384 | 0 | 0 | ||
ALLIANT ENERGY CORP | COM | 018802108 | 14,396 | 278,983 | SH | SOLE | 278,983 | 0 | 0 | ||
ALLIANT TECHSYSTEMS INC | COM | 018804104 | 48,000 | 394,474 | SH | SOLE | 394,474 | 0 | 0 | ||
ALLIED WRLD ASSUR COM HLDG A | SHS | H01531104 | 22,656 | 200,831 | SH | SOLE | 200,831 | 0 | 0 | ||
ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 5,850 | 211,870 | SH | SOLE | 211,870 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 2,379 | 153,881 | SH | SOLE | 153,881 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 71,251 | 1,306,397 | SH | SOLE | 1,223,897 | 0 | 0 | ||
ALNYLAM PHARMACEUTICALS INC | COM | 02043Q107 | 1,506 | 23,405 | SH | SOLE | 22,005 | 0 | 0 | ||
ALPHA NATURAL RESOURCES INC | COM | 02076X102 | 32,215 | 4,511,944 | SH | SOLE | 4,072,944 | 0 | 0 | ||
ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 8,960 | 8,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALPHA NATURAL RESOURCES INC | NOTE 4.875%12/1 | 02076XAF9 | 3,244 | 3,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALPINE GLOBAL PREMIER PPTYS | COM SBI | 02083A103 | 82 | 11,386 | SH | SOLE | 11,386 | 0 | 0 | ||
ALTERA CORP | COM | 021441100 | 3,242 | 99,649 | SH | SOLE | 99,649 | 0 | 0 | ||
ALTISOURCE RESIDENTIAL CORP | CL B | 02153W100 | 3,448 | 114,500 | SH | SOLE | 44,400 | 0 | 0 | ||
ALTRA INDL MOTION CORP | COM | 02208R106 | 2,733 | 79,869 | SH | SOLE | 20,969 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 61,639 | 1,605,599 | SH | SOLE | 1,453,199 | 0 | 0 | ||
ALUMINUM CORP CHINA LTD | SPON ADR H SHS | 022276109 | 238 | 27,300 | SH | SOLE | 27,300 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COM | 00163U106 | 1,517 | 62,500 | SH | SOLE | 10,800 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 144,781 | 363,050 | SH | SOLE | 353,550 | 0 | 0 | ||
AMBAC FINL GROUP INC | COM NEW | 023139884 | 3,188 | 129,800 | SH | SOLE | 24,600 | 0 | 0 | ||
AMBARELLA INC | SHS | G037AX101 | 2,532 | 74,622 | SH | SOLE | 14,022 | 0 | 0 | ||
AMBEV SA | SPONSORED ADR | 02319V103 | 16,292 | 2,216,665 | SH | SOLE | 2,082,365 | 0 | 0 | ||
AMC NETWORKS INC | CL A | 00164V103 | 1,414 | 20,762 | SH | SOLE | 20,762 | 0 | 0 | ||
AMDOCS LTD | ORD | G02602103 | 21,152 | 512,889 | SH | SOLE | 512,889 | 0 | 0 | ||
AMEDISYS INC | COM | 023436108 | 1,391 | 95,076 | SH | SOLE | 11,776 | 0 | 0 | ||
AMERCO | COM | 023586100 | 2,231 | 9,382 | SH | SOLE | 8,782 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 15,943 | 440,910 | SH | SOLE | 440,910 | 0 | 0 | ||
AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 | 80,625 | 3,449,932 | SH | SOLE | 3,137,432 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 2,520 | 99,804 | SH | SOLE | 63,104 | 0 | 0 | ||
AMERICAN ASSETS TR INC | COM | 024013104 | 1,078 | 34,300 | SH | SOLE | 31,000 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 1,076 | 52,632 | SH | SOLE | 34,932 | 0 | 0 | ||
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 818 | 25,381 | SH | SOLE | 25,381 | 0 | 0 | ||
AMERICAN CAP LTD | COM | 02503Y103 | 54,281 | 3,470,663 | SH | SOLE | 3,470,663 | 0 | 0 | ||
AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 1,836 | 95,200 | SH | SOLE | 63,800 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 34,371 | 2,386,864 | SH | SOLE | 2,386,864 | 0 | 0 | ||
AMERICAN ELEC PWR INC | COM | 025537101 | 54,124 | 1,157,980 | SH | SOLE | 1,071,580 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 1,945 | 73,715 | SH | SOLE | 57,015 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 7,694 | 84,797 | SH | SOLE | 84,797 | 0 | 0 | ||
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 42,019 | 727,974 | SH | SOLE | 727,974 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 89,310 | 1,749,471 | SH | SOLE | 1,684,971 | 0 | 0 | ||
AMERICAN PAC CORP | COM | 028740108 | 617 | 16,548 | SH | SOLE | 12,148 | 0 | 0 | ||
AMERICAN PUBLIC EDUCATION IN | COM | 02913V103 | 907 | 20,866 | SH | SOLE | 10,466 | 0 | 0 | ||
AMERICAN RAILCAR INDS INC | COM | 02916P103 | 653 | 14,282 | SH | SOLE | 10,882 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | COM | 02917T104 | 2,374 | 184,600 | SH | SOLE | 115,500 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 31,194 | 31,175,000 | PRN | SOLE | 0 | 0 | 0 | ||
AMERICAN SCIENCE & ENGR INC | COM | 029429107 | 3,581 | 49,800 | SH | SOLE | 19,100 | 0 | 0 | ||
AMERICAN STS WTR CO | COM | 029899101 | 7,639 | 265,900 | SH | SOLE | 132,600 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 30,077 | 376,808 | SH | SOLE | 352,608 | 0 | 0 | ||
AMERICAN VANGUARD CORP | COM | 030371108 | 292 | 12,023 | SH | SOLE | 7,123 | 0 | 0 | ||
AMERICAN WOODMARK CORP | COM | 030506109 | 2,094 | 52,970 | SH | SOLE | 11,670 | 0 | 0 | ||
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 7,449 | 176,273 | SH | SOLE | 176,273 | 0 | 0 | ||
AMERICAS CAR MART INC | COM | 03062T105 | 218 | 5,161 | SH | SOLE | 3,161 | 0 | 0 | ||
AMERIGAS PARTNERS L P | UNIT L P INT | 030975106 | 296 | 6,652 | SH | SOLE | 6,652 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 64,865 | 563,802 | SH | SOLE | 550,902 | 0 | 0 | ||
AMERIS BANCORP | COM | 03076K108 | 213 | 10,089 | SH | SOLE | 7,267 | 0 | 0 | ||
AMERISAFE INC | COM | 03071H100 | 1,061 | 25,115 | SH | SOLE | 13,315 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 110,124 | 1,566,268 | SH | SOLE | 1,495,668 | 0 | 0 | ||
AMETEK INC NEW | COM | 031100100 | 363 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 168,942 | 1,479,872 | SH | SOLE | 1,399,272 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 390 | 63,622 | SH | SOLE | 63,622 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COM | 001744101 | 2,587 | 175,978 | SH | SOLE | 67,978 | 0 | 0 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 2,265 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
AMSURG CORP | COM | 03232P405 | 921 | 20,051 | SH | SOLE | 18,851 | 0 | 0 | ||
AMTRUST FINL SVCS INC | COM | 032359309 | 1,236 | 37,806 | SH | SOLE | 37,806 | 0 | 0 | ||
ANACOR PHARMACEUTICALS INC | COM | 032420101 | 824 | 49,130 | SH | SOLE | 32,130 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 81,851 | 1,031,905 | SH | SOLE | 996,605 | 0 | 0 | ||
ANADIGICS INC | COM | 032515108 | 44 | 24,000 | SH | SOLE | 16,000 | 0 | 0 | ||
ANALOG DEVICES INC | COM | 032654105 | 9,186 | 180,360 | SH | SOLE | 180,360 | 0 | 0 | ||
ANALOGIC CORP | COM PAR $0.05 | 032657207 | 2,228 | 25,162 | SH | SOLE | 6,662 | 0 | 0 | ||
ANAREN INC | COM | 032744104 | 3,055 | 109,142 | SH | SOLE | 109,142 | 0 | 0 | ||
ANDERSONS INC | COM | 034164103 | 14,163 | 158,830 | SH | SOLE | 84,210 | 0 | 0 | ||
ANGIES LIST INC | COM | 034754101 | 597 | 39,432 | SH | SOLE | 30,532 | 0 | 0 | ||
ANGLOGOLD ASHANTI LTD | SPONSORED ADR | 035128206 | 153 | 13,044 | SH | SOLE | 13,044 | 0 | 0 | ||
ANIKA THERAPEUTICS INC | COM | 035255108 | 356 | 9,323 | SH | SOLE | 6,423 | 0 | 0 | ||
ANIXTER INTL INC | COM | 035290105 | 5,636 | 62,734 | SH | SOLE | 59,134 | 0 | 0 | ||
ANN INC | COM | 035623107 | 3,853 | 105,392 | SH | SOLE | 99,892 | 0 | 0 | ||
ANNALY CAP MGMT INC | COM | 035710409 | 6,560 | 657,945 | SH | SOLE | 581,045 | 0 | 0 | ||
ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 16,033 | 15,825,000 | PRN | SOLE | 0 | 0 | 0 | ||
ANSYS INC | COM | 03662Q105 | 2,747 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
ANTARES PHARMA INC | COM | 036642106 | 419 | 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 | 5,070 | 108,755 | SH | SOLE | 108,755 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 6,680 | 77,723 | SH | SOLE | 77,723 | 0 | 0 | ||
APARTMENT INVT & MGMT CO | CL A | 03748R101 | 2,803 | 108,200 | SH | SOLE | 108,200 | 0 | 0 | ||
APOGEE ENTERPRISES INC | COM | 037598109 | 2,993 | 83,337 | SH | SOLE | 35,037 | 0 | 0 | ||
APOLLO ED GROUP INC | CL A | 037604105 | 27,368 | 1,001,766 | SH | SOLE | 1,001,766 | 0 | 0 | ||
APOLLO INVT CORP | COM | 03761U106 | 1,116 | 131,557 | SH | SOLE | 71,247 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 239,178 | 426,259 | SH | SOLE | 390,459 | 0 | 0 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 3,588 | 73,087 | SH | SOLE | 73,087 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 22,353 | 1,263,607 | SH | SOLE | 1,263,607 | 0 | 0 | ||
APPLIED MICRO CIRCUITS CORP | COM NEW | 03822W406 | 1,828 | 136,618 | SH | SOLE | 98,218 | 0 | 0 | ||
AQUASITION CORP | COM | Y0192H103 | 10,128 | 990,000 | SH | SOLE | 990,000 | 0 | 0 | ||
ARC DOCUMENT SOLUTIONS INC | COM | 00191G103 | 149 | 18,127 | SH | SOLE | 12,927 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NOTE 5.000% 5/1 | 03938LAK0 | 9,829 | 9,690,000 | PRN | SOLE | 0 | 0 | 0 | ||
ARCH CAP GROUP LTD | ORD | G0450A105 | 3,929 | 65,822 | SH | SOLE | 65,822 | 0 | 0 | ||
ARCH COAL INC | COM | 039380100 | 442 | 99,300 | SH | SOLE | 99,300 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 205,490 | 4,734,785 | SH | SOLE | 4,423,485 | 0 | 0 | ||
ARCTIC CAT INC | COM | 039670104 | 4,611 | 80,931 | SH | SOLE | 33,431 | 0 | 0 | ||
ARENA PHARMACEUTICALS INC | COM | 040047102 | 723 | 123,661 | SH | SOLE | 123,661 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 11,806 | 664,393 | SH | SOLE | 664,393 | 0 | 0 | ||
ARGO GROUP INTL HLDGS LTD | COM | G0464B107 | 12,610 | 271,246 | SH | SOLE | 115,322 | 0 | 0 | ||
ARIAD PHARMACEUTICALS INC | COM | 04033A100 | 10,183 | 1,493,118 | SH | SOLE | 1,493,118 | 0 | 0 | ||
ARK RESTAURANTS CORP | COM | 040712101 | 4,593 | 207,348 | SH | SOLE | 207,348 | 0 | 0 | ||
ARKANSAS BEST CORP DEL | COM | 040790107 | 7,136 | 211,872 | SH | SOLE | 132,772 | 0 | 0 | ||
ARLINGTON ASSET INVT CORP | CL A NEW | 041356205 | 5,758 | 218,205 | SH | SOLE | 97,805 | 0 | 0 | ||
ARMOUR RESIDENTIAL REIT INC | COM | 042315101 | 642 | 160,100 | SH | SOLE | 107,000 | 0 | 0 | ||
ARMSTRONG WORLD INDS INC NEW | COM | 04247X102 | 6,126 | 106,342 | SH | SOLE | 106,342 | 0 | 0 | ||
ARRAY BIOPHARMA INC | COM | 04269X105 | 771 | 153,918 | SH | SOLE | 24,318 | 0 | 0 | ||
ARRIS GROUP INC NEW | COM | 04270V106 | 10,355 | 425,005 | SH | SOLE | 425,005 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 28,659 | 528,269 | SH | SOLE | 528,269 | 0 | 0 | ||
ARROWHEAD RESH CORP | COM NEW | 042797209 | 447 | 41,192 | SH | SOLE | 27,092 | 0 | 0 | ||
ARTHROCARE CORP | COM | 043136100 | 5,199 | 129,200 | SH | SOLE | 61,300 | 0 | 0 | ||
ARUBA NETWORKS INC | COM | 043176106 | 566 | 31,636 | SH | SOLE | 8,036 | 0 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 1,892 | 35,208 | SH | SOLE | 27,108 | 0 | 0 | ||
ASCENA RETAIL GROUP INC | COM | 04351G101 | 1,963 | 92,774 | SH | SOLE | 92,774 | 0 | 0 | ||
ASCENT CAP GROUP INC | COM SER A | 043632108 | 483 | 5,651 | SH | SOLE | 3,151 | 0 | 0 | ||
ASHFORD HOSPITALITY PRIME IN | COM | 044102101 | 6,628 | 364,201 | SH | SOLE | 350,581 | 0 | 0 | ||
ASHFORD HOSPITALITY TR INC | COM SHS | 044103109 | 19,563 | 2,362,697 | SH | SOLE | 2,170,097 | 0 | 0 | ||
ASHLAND INC NEW | COM | 044209104 | 4,731 | 48,754 | SH | SOLE | 48,754 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 3,023 | 73,187 | SH | SOLE | 73,187 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COM | 045327103 | 2,704 | 64,681 | SH | SOLE | 18,081 | 0 | 0 | ||
ASSOCIATED BANC CORP | COM | 045487105 | 12,893 | 740,957 | SH | SOLE | 740,957 | 0 | 0 | ||
ASSOCIATED BANC CORP | *W EXP 11/21/201 | 045487113 | 59 | 23,450 | SH | SOLE | 23,450 | 0 | 0 | ||
ASSOCIATED ESTATES RLTY CORP | COM | 045604105 | 2,317 | 144,355 | SH | SOLE | 97,955 | 0 | 0 | ||
ASSURANT INC | COM | 04621X108 | 123,695 | 1,863,713 | SH | SOLE | 1,802,313 | 0 | 0 | ||
ASSURED GUARANTY LTD | COM | G0585R106 | 3,071 | 130,168 | SH | SOLE | 130,168 | 0 | 0 | ||
ASTEC INDS INC | COM | 046224101 | 301 | 7,803 | SH | SOLE | 7,803 | 0 | 0 | ||
ASTORIA FINL CORP | COM | 046265104 | 329 | 23,818 | SH | SOLE | 23,818 | 0 | 0 | ||
ASTRONICS CORP | COM | 046433108 | 2,852 | 55,915 | SH | SOLE | 19,815 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 128,889 | 3,665,798 | SH | SOLE | 3,270,498 | 0 | 0 | ||
ATHENAHEALTH INC | COM | 04685W103 | 971 | 7,217 | SH | SOLE | 7,217 | 0 | 0 | ||
ATLANTIC PWR CORP | COM NEW | 04878Q863 | 301 | 86,600 | SH | SOLE | 55,200 | 0 | 0 | ||
ATLANTICUS HLDGS CORP | COM | 04914Y102 | 680 | 191,430 | SH | SOLE | 191,430 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 1,375 | 33,413 | SH | SOLE | 33,413 | 0 | 0 | ||
ATLAS ENERGY LP | COM UNITS LP | 04930A104 | 1,482 | 31,631 | SH | SOLE | 31,631 | 0 | 0 | ||
ATMEL CORP | COM | 049513104 | 13,774 | 1,759,166 | SH | SOLE | 1,759,166 | 0 | 0 | ||
ATMI INC | COM | 00207R101 | 1,980 | 65,552 | SH | SOLE | 32,652 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 4,844 | 106,639 | SH | SOLE | 106,639 | 0 | 0 | ||
ATWOOD OCEANICS INC | COM | 050095108 | 2,792 | 52,289 | SH | SOLE | 52,289 | 0 | 0 | ||
AUDIENCE INC | COM | 05070J102 | 302 | 25,938 | SH | SOLE | 6,038 | 0 | 0 | ||
AUTHENTIDATE HLDG CORP | COM NEW | 052666203 | 1,047 | 781,106 | SH | SOLE | 781,106 | 0 | 0 | ||
AUTOBYTEL INC | COM NEW | 05275N205 | 320 | 21,176 | SH | SOLE | 14,376 | 0 | 0 | ||
AUTODESK INC | COM | 052769106 | 9,241 | 183,616 | SH | SOLE | 183,616 | 0 | 0 | ||
AUTOLIV INC | COM | 052800109 | 32,904 | 358,434 | SH | SOLE | 358,434 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 9,887 | 122,346 | SH | SOLE | 122,346 | 0 | 0 | ||
AUTONATION INC | COM | 05329W102 | 2,379 | 47,874 | SH | SOLE | 47,874 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 17,384 | 36,372 | SH | SOLE | 36,372 | 0 | 0 | ||
AV HOMES INC | NOTE 7.500% 2/1 | 00234PAB8 | 8,749 | 7,430,000 | PRN | SOLE | 0 | 0 | 0 | ||
AVAGO TECHNOLOGIES LTD | SHS | Y0486S104 | 17,470 | 330,300 | SH | SOLE | 330,300 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 15,448 | 130,657 | SH | SOLE | 121,857 | 0 | 0 | ||
AVANIR PHARMACEUTICALS INC | CL A NEW | 05348P401 | 464 | 138,200 | SH | SOLE | 48,800 | 0 | 0 | ||
AVATAR HLDGS INC | NOTE 7.500% 2/1 | 053494AG5 | 2,385 | 2,245,000 | PRN | SOLE | 0 | 0 | 0 | ||
AVEO PHARMACEUTICALS INC | COM | 053588109 | 175 | 95,200 | SH | SOLE | 0 | 0 | 0 | ||
AVERY DENNISON CORP | COM | 053611109 | 74,429 | 1,482,943 | SH | SOLE | 1,342,343 | 0 | 0 | ||
AVG TECHNOLOGIES N V | SHS | N07831105 | 3,585 | 208,300 | SH | SOLE | 28,892 | 0 | 0 | ||
AVIS BUDGET GROUP | COM | 053774105 | 2,983 | 73,805 | SH | SOLE | 73,805 | 0 | 0 | ||
AVIS BUDGET GROUP | NOTE 3.500%10/0 | 053774AB1 | 65,567 | 26,025,000 | PRN | SOLE | 0 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 1,656 | 58,728 | SH | SOLE | 43,628 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 56,157 | 1,273,118 | SH | SOLE | 1,206,218 | 0 | 0 | ||
AVX CORP NEW | COM | 002444107 | 215 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
AXCELIS TECHNOLOGIES INC | COM | 054540109 | 611 | 250,309 | SH | SOLE | 173,509 | 0 | 0 | ||
AXIALL CORP | COM | 05463D100 | 10,771 | 227,052 | SH | SOLE | 227,052 | 0 | 0 | ||
AXIS CAPITAL HOLDINGS LTD | SHS | G0692U109 | 67,525 | 1,419,478 | SH | SOLE | 1,228,078 | 0 | 0 | ||
AZZ INC | COM | 002474104 | 343 | 7,016 | SH | SOLE | 6,016 | 0 | 0 | ||
B/E AEROSPACE INC | COM | 073302101 | 4,779 | 54,914 | SH | SOLE | 54,914 | 0 | 0 | ||
BABCOCK & WILCOX CO NEW | COM | 05615F102 | 1,658 | 48,500 | SH | SOLE | 48,500 | 0 | 0 | ||
BADGER METER INC | COM | 056525108 | 256 | 4,700 | SH | SOLE | 3,300 | 0 | 0 | ||
BAKER HUGHES INC | COM | 057224107 | 8,858 | 160,300 | SH | SOLE | 160,300 | 0 | 0 | ||
BALCHEM CORP | COM | 057665200 | 486 | 8,282 | SH | SOLE | 5,382 | 0 | 0 | ||
BALL CORP | COM | 058498106 | 5,734 | 111,000 | SH | SOLE | 111,000 | 0 | 0 | ||
BALLY TECHNOLOGIES INC | COM | 05874B107 | 1,313 | 16,737 | SH | SOLE | 16,737 | 0 | 0 | ||
BANCO BRADESCO S A | SP ADR PFD NEW | 059460303 | 29,963 | 2,391,288 | SH | SOLE | 2,280,668 | 0 | 0 | ||
BANCO SANTANDER CHILE NEW | SP ADR REP COM | 05965X109 | 10,115 | 429,153 | SH | SOLE | 426,689 | 0 | 0 | ||
BANCORP INC DEL | COM | 05969A105 | 383 | 21,400 | SH | SOLE | 16,000 | 0 | 0 | ||
BANCORPSOUTH INC | COM | 059692103 | 1,141 | 44,900 | SH | SOLE | 27,700 | 0 | 0 | ||
BANK HAWAII CORP | COM | 062540109 | 5,998 | 101,416 | SH | SOLE | 101,416 | 0 | 0 | ||
BANK MONTREAL QUE | COM | 063671101 | 2,593 | 38,900 | SH | SOLE | 38,900 | 0 | 0 | ||
BANK MUTUAL CORP NEW | COM | 063750103 | 189 | 15,931 | SH | SOLE | 15,931 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 8,240 | 235,840 | SH | SOLE | 235,840 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 56,877 | 3,653,016 | SH | SOLE | 3,237,916 | 0 | 0 | ||
BANK OF THE OZARKS INC | COM | 063904106 | 1,551 | 27,413 | SH | SOLE | 20,613 | 0 | 0 | ||
BANKRATE INC DEL | COM | 06647F102 | 836 | 46,601 | SH | SOLE | 31,101 | 0 | 0 | ||
BANKUNITED INC | COM | 06652K103 | 2,137 | 64,900 | SH | SOLE | 64,900 | 0 | 0 | ||
BANNER CORP | COM NEW | 06652V208 | 5,579 | 124,484 | SH | SOLE | 66,884 | 0 | 0 | ||
BARD C R INC | COM | 067383109 | 5,063 | 37,804 | SH | SOLE | 37,804 | 0 | 0 | ||
BARNES & NOBLE INC | COM | 067774109 | 662 | 44,287 | SH | SOLE | 44,287 | 0 | 0 | ||
BARNES GROUP INC | COM | 067806109 | 434 | 11,324 | SH | SOLE | 7,724 | 0 | 0 | ||
BARRETT BUSINESS SERVICES IN | COM | 068463108 | 4,892 | 52,747 | SH | SOLE | 12,887 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 732 | 41,500 | SH | SOLE | 41,500 | 0 | 0 | ||
BARRY R G CORP OHIO | COM | 068798107 | 6,279 | 325,316 | SH | SOLE | 325,316 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 11,886 | 170,899 | SH | SOLE | 147,399 | 0 | 0 | ||
BB&T CORP | COM | 054937107 | 4,919 | 131,807 | SH | SOLE | 131,807 | 0 | 0 | ||
BBCN BANCORP INC | COM | 073295107 | 489 | 29,498 | SH | SOLE | 23,398 | 0 | 0 | ||
BCE INC | COM NEW | 05534B760 | 606 | 14,005 | SH | SOLE | 14,005 | 0 | 0 | ||
BEAM INC | COM | 073730103 | 1,880 | 27,629 | SH | SOLE | 27,629 | 0 | 0 | ||
BEAZER HOMES USA INC | UNIT 99/99/9999 | 07556Q709 | 990 | 26,600 | SH | SOLE | 26,600 | 0 | 0 | ||
BEBE STORES INC | COM | 075571109 | 138 | 26,008 | SH | SOLE | 11,608 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 18,510 | 167,527 | SH | SOLE | 160,827 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 13,315 | 165,814 | SH | SOLE | 165,814 | 0 | 0 | ||
BEMIS INC | COM | 081437105 | 2,789 | 68,100 | SH | SOLE | 68,100 | 0 | 0 | ||
BENCHMARK ELECTRS INC | COM | 08160H101 | 5,363 | 232,359 | SH | SOLE | 124,159 | 0 | 0 | ||
BERKLEY W R CORP | COM | 084423102 | 2,361 | 54,402 | SH | SOLE | 54,402 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 112,246 | 946,745 | SH | SOLE | 886,845 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 210 | 7,700 | SH | SOLE | 5,000 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 139,247 | 3,491,659 | SH | SOLE | 3,352,159 | 0 | 0 | ||
BGC PARTNERS INC | CL A | 05541T101 | 1,227 | 202,515 | SH | SOLE | 100,515 | 0 | 0 | ||
BIG 5 SPORTING GOODS CORP | COM | 08915P101 | 4,852 | 244,783 | SH | SOLE | 45,218 | 0 | 0 | ||
BIG LOTS INC | COM | 089302103 | 17,041 | 527,738 | SH | SOLE | 527,738 | 0 | 0 | ||
BIGLARI HLDGS INC | COM | 08986R101 | 4,691 | 9,260 | SH | SOLE | 3,530 | 0 | 0 | ||
BIOCRYST PHARMACEUTICALS | COM | 09058V103 | 724 | 95,262 | SH | SOLE | 75,462 | 0 | 0 | ||
BIOGEN IDEC INC | COM | 09062X103 | 167,185 | 597,624 | SH | SOLE | 570,524 | 0 | 0 | ||
BIOLASE INC | COM | 090911108 | 120 | 42,235 | SH | SOLE | 30,222 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 5,634 | 80,171 | SH | SOLE | 80,171 | 0 | 0 | ||
BIOMED REALTY TRUST INC | COM | 09063H107 | 3,188 | 175,934 | SH | SOLE | 175,934 | 0 | 0 | ||
BIOSCRIP INC | COM | 09069N108 | 148 | 20,057 | SH | SOLE | 757 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 527 | 66,371 | SH | SOLE | 42,471 | 0 | 0 | ||
BLACK BOX CORP DEL | COM | 091826107 | 386 | 12,960 | SH | SOLE | 12,960 | 0 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 2,325 | 44,278 | SH | SOLE | 30,278 | 0 | 0 | ||
BLACKBAUD INC | COM | 09227Q100 | 583 | 15,486 | SH | SOLE | 7,886 | 0 | 0 | ||
BLACKHAWK NETWORK HLDGS INC | CL A | 09238E104 | 685 | 27,100 | SH | SOLE | 1,500 | 0 | 0 | ||
BLACKROCK BUILD AMER BD TR | SHS | 09248X100 | 1,768 | 92,336 | SH | SOLE | 92,336 | 0 | 0 | ||
BLACKROCK CORE BD TR | SHS BEN INT | 09249E101 | 2,954 | 229,379 | SH | SOLE | 229,379 | 0 | 0 | ||
BLACKROCK CORPOR HI YLD FD V | COM | 09255P107 | 510 | 41,897 | SH | SOLE | 41,897 | 0 | 0 | ||
BLACKROCK CR ALLCTN INC TR | COM | 092508100 | 9,995 | 765,308 | SH | SOLE | 765,308 | 0 | 0 | ||
BLACKROCK ECOSOLUTIONS INVT | COM SH | 092546100 | 95 | 12,111 | SH | SOLE | 12,111 | 0 | 0 | ||
BLACKROCK ENERGY & RES TR | COM | 09250U101 | 2,202 | 90,622 | SH | SOLE | 90,622 | 0 | 0 | ||
BLACKROCK ENH CAP & INC FD I | COM | 09256A109 | 4,020 | 294,081 | SH | SOLE | 294,081 | 0 | 0 | ||
BLACKROCK ENHANCED EQT DIV T | COM | 09251A104 | 8,444 | 1,063,533 | SH | SOLE | 1,063,533 | 0 | 0 | ||
BLACKROCK GLOBAL OPP EQTY TR | COM | 092501105 | 9,477 | 633,503 | SH | SOLE | 633,503 | 0 | 0 | ||
BLACKROCK INC | COM | 09247X101 | 36,532 | 115,436 | SH | SOLE | 115,436 | 0 | 0 | ||
BLACKROCK INCOME OPP TRUST I | COM | 092475102 | 2,861 | 294,966 | SH | SOLE | 294,966 | 0 | 0 | ||
BLACKROCK INTL GRWTH & INC T | COM BENE INTER | 092524107 | 6,364 | 782,836 | SH | SOLE | 782,836 | 0 | 0 | ||
BLACKROCK KELSO CAPITAL CORP | COM | 092533108 | 4,448 | 476,700 | SH | SOLE | 220,400 | 0 | 0 | ||
BLACKROCK MUNI INCOME INV QL | COM | 09250G102 | 312 | 24,226 | SH | SOLE | 24,226 | 0 | 0 | ||
BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 297 | 21,342 | SH | SOLE | 21,342 | 0 | 0 | ||
BLACKROCK MUNIASSETS FD INC | COM | 09254J102 | 377 | 32,666 | SH | SOLE | 32,666 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 248 | 18,903 | SH | SOLE | 18,903 | 0 | 0 | ||
BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 513 | 38,842 | SH | SOLE | 38,842 | 0 | 0 | ||
BLACKROCK MUNIHLDS INVSTM QL | COM | 09254P108 | 435 | 34,751 | SH | SOLE | 34,751 | 0 | 0 | ||
BLACKROCK MUNIHOLDNGS QLTY I | COM | 09254A101 | 396 | 33,354 | SH | SOLE | 33,354 | 0 | 0 | ||
BLACKROCK MUNIY QUALITY FD I | COM | 09254G108 | 122 | 10,473 | SH | SOLE | 10,473 | 0 | 0 | ||
BLACKROCK MUNIYIELD CALI QLT | COM | 09254N103 | 348 | 25,526 | SH | SOLE | 25,526 | 0 | 0 | ||
BLACKROCK MUNIYIELD N J FD I | COM | 09254Y109 | 140 | 10,247 | SH | SOLE | 10,247 | 0 | 0 | ||
BLACKROCK MUNIYIELD PA QLTY | COM | 09255G107 | 243 | 18,991 | SH | SOLE | 18,991 | 0 | 0 | ||
BLACKROCK MUNIYIELD QLTY FD | COM | 09254E103 | 307 | 24,254 | SH | SOLE | 24,254 | 0 | 0 | ||
BLACKROCK MUNIYLD INVST QLTY | COM | 09254T100 | 233 | 19,012 | SH | SOLE | 19,012 | 0 | 0 | ||
BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 617 | 49,538 | SH | SOLE | 49,538 | 0 | 0 | ||
BLACKROCK MUNIYLD MICH QLTY | COM | 09254W103 | 386 | 33,596 | SH | SOLE | 33,596 | 0 | 0 | ||
BLACKROCK REAL ASSET EQUITY | COM | 09254B109 | 1,091 | 125,240 | SH | SOLE | 125,240 | 0 | 0 | ||
BLACKROCK RES & COMM STRAT T | SHS | 09257A108 | 4,139 | 357,085 | SH | SOLE | 357,085 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 55,907 | 1,925,177 | SH | SOLE | 1,788,977 | 0 | 0 | ||
BLUCORA INC | COM | 095229100 | 4,715 | 161,677 | SH | SOLE | 43,577 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS | UT LTD PARTNER | 096627104 | 256 | 10,012 | SH | SOLE | 10,012 | 0 | 0 | ||
BOB EVANS FARMS INC | COM | 096761101 | 2,795 | 55,248 | SH | SOLE | 52,848 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 114,765 | 840,833 | SH | SOLE | 821,933 | 0 | 0 | ||
BOFI HLDG INC | COM | 05566U108 | 1,462 | 18,637 | SH | SOLE | 12,737 | 0 | 0 | ||
BOK FINL CORP | COM NEW | 05561Q201 | 942 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
BONANZA CREEK ENERGY INC | COM | 097793103 | 1,753 | 40,323 | SH | SOLE | 23,123 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 328 | 17,106 | SH | SOLE | 17,106 | 0 | 0 | ||
BORGWARNER INC | COM | 099724106 | 4,327 | 77,388 | SH | SOLE | 77,388 | 0 | 0 | ||
BOSTON BEER INC | CL A | 100557107 | 1,606 | 6,643 | SH | SOLE | 5,643 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | COM | 101119105 | 766 | 60,725 | SH | SOLE | 49,025 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 698 | 117,799 | SH | SOLE | 117,799 | 0 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 16,287 | 162,274 | SH | SOLE | 151,774 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 144,976 | 12,061,211 | SH | SOLE | 11,136,411 | 0 | 0 | ||
BOULDER BRANDS INC | COM | 101405108 | 299 | 18,862 | SH | SOLE | 12,762 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 1,244 | 110,467 | SH | SOLE | 72,567 | 0 | 0 | ||
BRANDYWINE RLTY TR | SH BEN INT NEW | 105368203 | 426 | 30,200 | SH | SOLE | 30,200 | 0 | 0 | ||
BRASKEM S A | SP ADR PFD A | 105532105 | 432 | 24,200 | SH | SOLE | 24,200 | 0 | 0 | ||
BRAVO BRIO RESTAURANT GROUP | COM | 10567B109 | 2,559 | 157,300 | SH | SOLE | 43,300 | 0 | 0 | ||
BRE PROPERTIES INC | CL A | 05564E106 | 1,412 | 25,800 | SH | SOLE | 25,800 | 0 | 0 | ||
BRF SA | SPONSORED ADR | 10552T107 | 2,360 | 113,100 | SH | SOLE | 113,100 | 0 | 0 | ||
BRIDGEPOINT ED INC | COM | 10807M105 | 370 | 20,888 | SH | SOLE | 14,238 | 0 | 0 | ||
BRIGHTCOVE INC | COM | 10921T101 | 362 | 25,600 | SH | SOLE | 9,700 | 0 | 0 | ||
BRINKER INTL INC | COM | 109641100 | 19,587 | 422,672 | SH | SOLE | 422,672 | 0 | 0 | ||
BRINKS CO | COM | 109696104 | 1,617 | 47,368 | SH | SOLE | 45,868 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 25,725 | 484,015 | SH | SOLE | 484,015 | 0 | 0 | ||
BRISTOW GROUP INC | COM | 110394103 | 13,427 | 178,883 | SH | SOLE | 136,183 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 616 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
BROADCOM CORP | CL A | 111320107 | 36,723 | 1,238,555 | SH | SOLE | 1,054,755 | 0 | 0 | ||
BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 18,655 | 472,027 | SH | SOLE | 472,027 | 0 | 0 | ||
BROADSOFT INC | COM | 11133B409 | 216 | 7,900 | SH | SOLE | 5,700 | 0 | 0 | ||
BROADWIND ENERGY INC | COM NEW | 11161T207 | 315 | 33,375 | SH | SOLE | 22,475 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 117,309 | 13,225,407 | SH | SOLE | 13,225,407 | 0 | 0 | ||
BROOKDALE SR LIVING INC | COM | 112463104 | 538 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
BROOKFIELD ASSET MGMT INC | CL A LTD VT SH | 112585104 | 20,209 | 520,457 | SH | SOLE | 520,457 | 0 | 0 | ||
BROOKS AUTOMATION INC | COM | 114340102 | 3,012 | 287,116 | SH | SOLE | 149,416 | 0 | 0 | ||
BROWN & BROWN INC | COM | 115236101 | 7,104 | 226,300 | SH | SOLE | 226,300 | 0 | 0 | ||
BROWN FORMAN CORP | CL B | 115637209 | 10,718 | 141,831 | SH | SOLE | 141,831 | 0 | 0 | ||
BROWN SHOE INC NEW | COM | 115736100 | 10,427 | 370,542 | SH | SOLE | 180,742 | 0 | 0 | ||
BRUKER CORP | COM | 116794108 | 554 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 2,871 | 62,325 | SH | SOLE | 57,225 | 0 | 0 | ||
BUCKEYE PARTNERS L P | UNIT LTD PARTN | 118230101 | 385 | 5,416 | SH | SOLE | 5,416 | 0 | 0 | ||
BUCKLE INC | COM | 118440106 | 3,562 | 67,768 | SH | SOLE | 67,768 | 0 | 0 | ||
BUFFALO WILD WINGS INC | COM | 119848109 | 495 | 3,366 | SH | SOLE | 2,366 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 459 | 64,259 | SH | SOLE | 39,159 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 43,893 | 534,565 | SH | SOLE | 460,665 | 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 | 2,619 | 44,900 | SH | SOLE | 44,900 | 0 | 0 | ||
CA INC | COM | 12673P105 | 76,200 | 2,264,498 | SH | SOLE | 2,177,198 | 0 | 0 | ||
CABELAS INC | COM | 126804301 | 753 | 11,302 | SH | SOLE | 11,302 | 0 | 0 | ||
CABLEVISION SYS CORP | CL A NY CABLVS | 12686C109 | 402 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
CABOT CORP | COM | 127055101 | 3,678 | 71,552 | SH | SOLE | 71,552 | 0 | 0 | ||
CABOT MICROELECTRONICS CORP | COM | 12709P103 | 763 | 16,700 | SH | SOLE | 5,200 | 0 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 70,707 | 1,824,220 | SH | SOLE | 1,779,420 | 0 | 0 | ||
CACI INTL INC | CL A | 127190304 | 9,483 | 129,512 | SH | SOLE | 129,512 | 0 | 0 | ||
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 1,123 | 80,098 | SH | SOLE | 80,098 | 0 | 0 | ||
CADENCE PHARMACEUTICALS INC | COM | 12738T100 | 1,778 | 196,425 | SH | SOLE | 54,002 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 671 | 31,173 | SH | SOLE | 25,273 | 0 | 0 | ||
CAL MAINE FOODS INC | COM NEW | 128030202 | 319 | 5,301 | SH | SOLE | 5,301 | 0 | 0 | ||
CALAMOS CONV & HIGH INCOME F | COM SHS | 12811P108 | 1,214 | 93,882 | SH | SOLE | 93,882 | 0 | 0 | ||
CALAMP CORP | COM | 128126109 | 3,004 | 107,408 | SH | SOLE | 42,208 | 0 | 0 | ||
CALIFORNIA WTR SVC GROUP | COM | 130788102 | 2,450 | 106,200 | SH | SOLE | 51,100 | 0 | 0 | ||
CALIX INC | COM | 13100M509 | 5,403 | 560,445 | SH | SOLE | 204,745 | 0 | 0 | ||
CALLAWAY GOLF CO | COM | 131193104 | 114 | 13,558 | SH | SOLE | 13,558 | 0 | 0 | ||
CALLIDUS SOFTWARE INC | COM | 13123E500 | 418 | 30,414 | SH | SOLE | 17,914 | 0 | 0 | ||
CALPINE CORP | COM NEW | 131347304 | 2,461 | 126,125 | SH | SOLE | 126,125 | 0 | 0 | ||
CAMBREX CORP | COM | 132011107 | 2,763 | 154,975 | SH | SOLE | 46,475 | 0 | 0 | ||
CAMCO FINL CORP | COM | 132618109 | 5,289 | 791,805 | SH | SOLE | 791,805 | 0 | 0 | ||
CAMDEN PPTY TR | SH BEN INT | 133131102 | 3,322 | 58,400 | SH | SOLE | 58,400 | 0 | 0 | ||
CAMECO CORP | COM | 13321L108 | 282 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
CAMERON INTERNATIONAL CORP | COM | 13342B105 | 2,913 | 48,933 | SH | SOLE | 48,933 | 0 | 0 | ||
CAMPBELL SOUP CO | COM | 134429109 | 2,995 | 69,200 | SH | SOLE | 69,200 | 0 | 0 | ||
CAMPUS CREST CMNTYS INC | COM | 13466Y105 | 563 | 59,800 | SH | SOLE | 10,100 | 0 | 0 | ||
CANADIAN NAT RES LTD | COM | 136385101 | 1,310 | 38,700 | SH | SOLE | 38,700 | 0 | 0 | ||
CANADIAN NATL RY CO | COM | 136375102 | 2,778 | 48,726 | SH | SOLE | 48,726 | 0 | 0 | ||
CANADIAN PAC RY LTD | COM | 13645T100 | 2,754 | 18,200 | SH | SOLE | 18,200 | 0 | 0 | ||
CANTEL MEDICAL CORP | COM | 138098108 | 2,173 | 64,093 | SH | SOLE | 23,143 | 0 | 0 | ||
CAPELLA EDUCATION COMPANY | COM | 139594105 | 6,269 | 94,363 | SH | SOLE | 38,363 | 0 | 0 | ||
CAPITAL BK FINL CORP | CL A COM | 139794101 | 3,913 | 172,000 | SH | SOLE | 95,267 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 9,924 | 129,542 | SH | SOLE | 129,542 | 0 | 0 | ||
CAPITAL SR LIVING CORP | COM | 140475104 | 567 | 23,632 | SH | SOLE | 16,932 | 0 | 0 | ||
CAPITALSOURCE INC | COM | 14055X102 | 31,626 | 2,200,814 | SH | SOLE | 2,200,814 | 0 | 0 | ||
CAPITOL ACQUISITION CORP II | COM | 14056V105 | 17,285 | 1,782,000 | SH | SOLE | 1,782,000 | 0 | 0 | ||
CAPITOL ACQUISITION CORP II | *W EXP 05/15/201 | 14056V113 | 535 | 891,000 | SH | SOLE | 891,000 | 0 | 0 | ||
CAPITOL FED FINL INC | COM | 14057J101 | 424 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
CARBO CERAMICS INC | COM | 140781105 | 2,162 | 18,557 | SH | SOLE | 18,557 | 0 | 0 | ||
CARBONITE INC | COM | 141337105 | 155 | 13,100 | SH | SOLE | 8,700 | 0 | 0 | ||
CARDINAL FINL CORP | COM | 14149F109 | 2,407 | 133,700 | SH | SOLE | 64,164 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 75,715 | 1,133,294 | SH | SOLE | 1,103,394 | 0 | 0 | ||
CARDIOVASCULAR SYS INC DEL | COM | 141619106 | 2,229 | 65,011 | SH | SOLE | 19,711 | 0 | 0 | ||
CARDTRONICS INC | COM | 14161H108 | 706 | 16,238 | SH | SOLE | 12,138 | 0 | 0 | ||
CAREER EDUCATION CORP | COM | 141665109 | 21,928 | 3,846,937 | SH | SOLE | 3,107,485 | 0 | 0 | ||
CAREFUSION CORP | COM | 14170T101 | 86,782 | 2,179,354 | SH | SOLE | 2,004,154 | 0 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 9,106 | 114,689 | SH | SOLE | 114,689 | 0 | 0 | ||
CARMAX INC | COM | 143130102 | 3,000 | 63,800 | SH | SOLE | 63,800 | 0 | 0 | ||
CARMIKE CINEMAS INC | COM | 143436400 | 2,154 | 77,369 | SH | SOLE | 28,569 | 0 | 0 | ||
CARPENTER TECHNOLOGY CORP | COM | 144285103 | 1,427 | 22,946 | SH | SOLE | 22,946 | 0 | 0 | ||
CARRIAGE SVCS INC | COM | 143905107 | 1,517 | 77,652 | SH | SOLE | 22,652 | 0 | 0 | ||
CARRIZO OIL & GAS INC | COM | 144577103 | 1,870 | 41,770 | SH | SOLE | 28,270 | 0 | 0 | ||
CARTER INC | COM | 146229109 | 11,479 | 159,891 | SH | SOLE | 159,891 | 0 | 0 | ||
CASEYS GEN STORES INC | COM | 147528103 | 1,057 | 15,049 | SH | SOLE | 10,249 | 0 | 0 | ||
CASTLE A M & CO | COM | 148411101 | 2,066 | 139,860 | SH | SOLE | 66,360 | 0 | 0 | ||
CATALYST PHARM PARTNERS INC | COM | 14888U101 | 292 | 149,682 | SH | SOLE | 133,082 | 0 | 0 | ||
CATAMARAN CORP | COM | 148887102 | 11,583 | 243,948 | SH | SOLE | 243,948 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 772 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COM | 149150104 | 725 | 27,137 | SH | SOLE | 27,137 | 0 | 0 | ||
CATO CORP NEW | CL A | 149205106 | 5,312 | 167,039 | SH | SOLE | 68,240 | 0 | 0 | ||
CBIZ INC | COM | 124805102 | 129 | 14,100 | SH | SOLE | 10,400 | 0 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 1,501 | 83,600 | SH | SOLE | 83,600 | 0 | 0 | ||
CBOE HLDGS INC | COM | 12503M108 | 6,044 | 116,323 | SH | SOLE | 116,323 | 0 | 0 | ||
CBRE CLARION GLOBAL REAL EST | COM | 12504G100 | 1,286 | 162,421 | SH | SOLE | 162,421 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 63,020 | 988,703 | SH | SOLE | 949,903 | 0 | 0 | ||
CDN IMPERIAL BK OF COMMERCE | COM | 136069101 | 888 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
CEC ENTMT INC | COM | 125137109 | 794 | 17,929 | SH | SOLE | 8,729 | 0 | 0 | ||
CEDAR REALTY TRUST INC | COM NEW | 150602209 | 1,962 | 313,436 | SH | SOLE | 144,736 | 0 | 0 | ||
CELANESE CORP DEL | COM SER A | 150870103 | 5,842 | 105,624 | SH | SOLE | 105,624 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 232,254 | 1,374,609 | SH | SOLE | 1,297,309 | 0 | 0 | ||
CELLDEX THERAPEUTICS INC NEW | COM | 15117B103 | 2,504 | 103,444 | SH | SOLE | 56,744 | 0 | 0 | ||
CELSION CORPORATION | COM PAR $0.01 | 15117N404 | 73 | 18,775 | SH | SOLE | 14,798 | 0 | 0 | ||
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 15,805 | 1,336,005 | SH | SOLE | 1,196,305 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 4.875% 3/1 | 151290AV5 | 1,870 | 1,575,000 | PRN | SOLE | 0 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 66,891 | 50,675,000 | PRN | SOLE | 0 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 9,885 | 7,275,000 | PRN | SOLE | 0 | 0 | 0 | ||
CEMPRA INC | COM | 15130J109 | 173 | 13,959 | SH | SOLE | 9,659 | 0 | 0 | ||
CENOVUS ENERGY INC | COM | 15135U109 | 647 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 965 | 16,370 | SH | SOLE | 10,570 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 10,051 | 433,621 | SH | SOLE | 433,621 | 0 | 0 | ||
CENTRAL PAC FINL CORP | COM NEW | 154760409 | 177 | 25,664 | SH | SOLE | 25,664 | 0 | 0 | ||
CENTRAL SECS CORP | COM | 155123102 | 2,311 | 106,421 | SH | SOLE | 106,421 | 0 | 0 | ||
CENTURY ALUM CO | COM | 156431108 | 3,935 | 376,199 | SH | SOLE | 194,584 | 0 | 0 | ||
CENTURY CASINOS INC | COM | 156492100 | 117 | 22,389 | SH | SOLE | 15,389 | 0 | 0 | ||
CENTURYLINK INC | COM | 156700106 | 287 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
CENVEO CORP | NOTE 7.000% 5/1 | 15671BAJ0 | 1,035 | 925,000 | PRN | SOLE | 0 | 0 | 0 | ||
CEPHEID | COM | 15670R107 | 526 | 11,265 | SH | SOLE | 11,265 | 0 | 0 | ||
CERNER CORP | COM | 156782104 | 3,328 | 59,710 | SH | SOLE | 59,710 | 0 | 0 | ||
CERUS CORP | COM | 157085101 | 355 | 55,101 | SH | SOLE | 36,301 | 0 | 0 | ||
CEVA INC | COM | 157210105 | 434 | 28,500 | SH | SOLE | 7,600 | 0 | 0 | ||
CF INDS HLDGS INC | COM | 125269100 | 94,994 | 407,629 | SH | SOLE | 380,329 | 0 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 15,245 | 287,431 | SH | SOLE | 287,431 | 0 | 0 | ||
CHART ACQUISITION CORP | COM | 161151105 | 14,791 | 1,477,575 | SH | SOLE | 1,477,575 | 0 | 0 | ||
CHART ACQUISITION CORP | *W EXP 12/19/201 | 161151113 | 1,108 | 1,477,575 | SH | SOLE | 1,477,575 | 0 | 0 | ||
CHART INDS INC | COM PAR $0.01 | 16115Q308 | 3,881 | 40,575 | SH | SOLE | 40,575 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 20,452 | 13,200,000 | PRN | SOLE | 0 | 0 | 0 | ||
CHATHAM LODGING TR | COM | 16208T102 | 11,279 | 551,535 | SH | SOLE | 454,435 | 0 | 0 | ||
CHECKPOINT SYS INC | COM | 162825103 | 2,184 | 138,464 | SH | SOLE | 89,264 | 0 | 0 | ||
CHEESECAKE FACTORY INC | COM | 163072101 | 7,715 | 159,829 | SH | SOLE | 159,829 | 0 | 0 | ||
CHELSEA THERAPEUTICS INTL LT | COM | 163428105 | 507 | 114,411 | SH | SOLE | 83,411 | 0 | 0 | ||
CHEMED CORP NEW | COM | 16359R103 | 751 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
CHEMTURA CORP | COM NEW | 163893209 | 1,552 | 55,573 | SH | SOLE | 25,873 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 2,320 | 53,798 | SH | SOLE | 53,798 | 0 | 0 | ||
CHENIERE ENERGY PARTNERS LP | COM UNIT | 16411Q101 | 500 | 17,460 | SH | SOLE | 17,460 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 3,381 | 124,574 | SH | SOLE | 124,574 | 0 | 0 | ||
CHESAPEAKE LODGING TR | SH BEN INT | 165240102 | 7,046 | 278,600 | SH | SOLE | 110,700 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 653 | 10,872 | SH | SOLE | 7,472 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 200,843 | 1,607,905 | SH | SOLE | 1,515,805 | 0 | 0 | ||
CHICOS FAS INC | COM | 168615102 | 18,233 | 967,786 | SH | SOLE | 967,786 | 0 | 0 | ||
CHILDRENS PL RETAIL STORES I | COM | 168905107 | 8,464 | 148,570 | SH | SOLE | 145,370 | 0 | 0 | ||
CHIMERIX INC | COM | 16934W106 | 1,464 | 96,864 | SH | SOLE | 96,864 | 0 | 0 | ||
CHINA GENGSHENG MINERALS INC | COM | 16942P101 | 8 | 40,774 | SH | SOLE | 40,774 | 0 | 0 | ||
CHINA MOBILE LIMITED | SPONSORED ADR | 16941M109 | 12,285 | 234,932 | SH | SOLE | 212,932 | 0 | 0 | ||
CHINA PETE & CHEM CORP | SPON ADR H SHS | 16941R108 | 5,632 | 68,545 | SH | SOLE | 68,545 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 10,709 | 20,101 | SH | SOLE | 20,101 | 0 | 0 | ||
CHIQUITA BRANDS INTL INC | COM | 170032809 | 9,107 | 778,396 | SH | SOLE | 376,069 | 0 | 0 | ||
CHRISTOPHER & BANKS CORP | COM | 171046105 | 588 | 68,907 | SH | SOLE | 50,507 | 0 | 0 | ||
CHUBB CORP | COM | 171232101 | 23,432 | 242,492 | SH | SOLE | 225,792 | 0 | 0 | ||
CHUNGHWA TELECOM CO LTD | SPON ADR NEW11 | 17133Q502 | 3,034 | 98,013 | SH | SOLE | 98,013 | 0 | 0 | ||
CHURCH & DWIGHT INC | COM | 171340102 | 23,241 | 350,656 | SH | SOLE | 350,656 | 0 | 0 | ||
CHURCHILL DOWNS INC | COM | 171484108 | 500 | 5,575 | SH | SOLE | 3,675 | 0 | 0 | ||
CIBER INC | COM | 17163B102 | 72 | 17,380 | SH | SOLE | 17,380 | 0 | 0 | ||
CIENA CORP | COM NEW | 171779309 | 1,311 | 54,765 | SH | SOLE | 33,965 | 0 | 0 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 15,477 | 10,484,000 | PRN | SOLE | 0 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 105,142 | 1,201,893 | SH | SOLE | 1,159,993 | 0 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 66,361 | 632,551 | SH | SOLE | 570,551 | 0 | 0 | ||
CINCINNATI FINL CORP | COM | 172062101 | 2,271 | 43,372 | SH | SOLE | 43,372 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COM | 17243V102 | 4,574 | 137,226 | SH | SOLE | 137,226 | 0 | 0 | ||
CINTAS CORP | COM | 172908105 | 22,474 | 377,147 | SH | SOLE | 377,147 | 0 | 0 | ||
CIRCOR INTL INC | COM | 17273K109 | 6,140 | 76,014 | SH | SOLE | 33,014 | 0 | 0 | ||
CIRRUS LOGIC INC | COM | 172755100 | 2,278 | 111,495 | SH | SOLE | 79,195 | 0 | 0 | ||
CIS ACQUISITION LTD | SHS SER A | G21490209 | 10,029 | 990,000 | SH | SOLE | 990,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 139,467 | 6,212,320 | SH | SOLE | 5,805,220 | 0 | 0 | ||
CIT GROUP INC | COM NEW | 125581801 | 2,092 | 40,124 | SH | SOLE | 40,124 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 143,661 | 2,756,871 | SH | SOLE | 2,536,701 | 0 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 14,944 | 236,267 | SH | SOLE | 210,067 | 0 | 0 | ||
CITY HLDG CO | COM | 177835105 | 4,293 | 92,669 | SH | SOLE | 54,816 | 0 | 0 | ||
CITY NATL CORP | COM | 178566105 | 2,252 | 28,431 | SH | SOLE | 28,431 | 0 | 0 | ||
CLEAN HARBORS INC | COM | 184496107 | 904 | 15,083 | SH | SOLE | 15,083 | 0 | 0 | ||
CLEARFIELD INC | COM | 18482P103 | 656 | 32,414 | SH | SOLE | 20,914 | 0 | 0 | ||
CLEARWATER PAPER CORP | COM | 18538R103 | 1,100 | 20,955 | SH | SOLE | 16,455 | 0 | 0 | ||
CLECO CORP NEW | COM | 12561W105 | 2,301 | 49,353 | SH | SOLE | 49,353 | 0 | 0 | ||
CLIFFS NAT RES INC | COM | 18683K101 | 566 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
CLOROX CO DEL | COM | 189054109 | 9,256 | 99,779 | SH | SOLE | 99,779 | 0 | 0 | ||
CLOUD PEAK ENERGY INC | COM | 18911Q102 | 259 | 14,400 | SH | SOLE | 8,200 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | COM | 189464100 | 1,637 | 27,166 | SH | SOLE | 17,166 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 12,060 | 153,710 | SH | SOLE | 153,710 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 2,583 | 96,500 | SH | SOLE | 96,500 | 0 | 0 | ||
CNO FINL GROUP INC | COM | 12621E103 | 2,237 | 126,466 | SH | SOLE | 64,666 | 0 | 0 | ||
CNOOC LTD | SPONSORED ADR | 126132109 | 4,579 | 24,400 | SH | SOLE | 21,500 | 0 | 0 | ||
COACH INC | COM | 189754104 | 2,546 | 45,355 | SH | SOLE | 45,355 | 0 | 0 | ||
COBALT INTL ENERGY INC | COM | 19075F106 | 9,192 | 558,808 | SH | SOLE | 558,808 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 123,473 | 2,988,946 | SH | SOLE | 2,773,546 | 0 | 0 | ||
COCA COLA ENTERPRISES INC NE | COM | 19122T109 | 42,368 | 960,082 | SH | SOLE | 960,082 | 0 | 0 | ||
COCA COLA FEMSA S A B DE C V | SPON ADR REP L | 191241108 | 11,672 | 95,852 | SH | SOLE | 90,852 | 0 | 0 | ||
COEUR MNG INC | *W EXP 04/16/201 | 192108116 | 40 | 30,382 | SH | SOLE | 30,382 | 0 | 0 | ||
COEUR MNG INC | COM NEW | 192108504 | 632 | 58,293 | SH | SOLE | 43,103 | 0 | 0 | ||
COGENT COMM GROUP INC | COM NEW | 19239V302 | 1,355 | 33,519 | SH | SOLE | 19,619 | 0 | 0 | ||
COGNEX CORP | COM | 192422103 | 1,699 | 44,491 | SH | SOLE | 40,791 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 20,355 | 201,578 | SH | SOLE | 164,278 | 0 | 0 | ||
COHEN & STEERS LTD DUR PFD I | COM | 19248C105 | 470 | 20,765 | SH | SOLE | 20,765 | 0 | 0 | ||
COHEN & STEERS QUALITY RLTY | COM | 19247L106 | 765 | 80,704 | SH | SOLE | 80,704 | 0 | 0 | ||
COHEN & STEERS REIT & PFD IN | COM | 19247X100 | 1,722 | 109,700 | SH | SOLE | 109,700 | 0 | 0 | ||
COHEN & STEERS SLT PFD INCM | COM | 19248Y107 | 579 | 23,456 | SH | SOLE | 23,456 | 0 | 0 | ||
COHERENT INC | COM | 192479103 | 830 | 11,151 | SH | SOLE | 11,151 | 0 | 0 | ||
COINSTAR INC | NOTE 4.000% 9/0 | 19259PAF9 | 10,991 | 6,525,000 | PRN | SOLE | 0 | 0 | 0 | ||
COLE REAL ESTATE INVTS INC | COM | 19329V105 | 439 | 31,300 | SH | SOLE | 31,300 | 0 | 0 | ||
COLEMAN CABLE INC | COM | 193459302 | 3,333 | 127,100 | SH | SOLE | 24,722 | 0 | 0 | ||
COLFAX CORP | COM | 194014106 | 1,529 | 24,013 | SH | SOLE | 24,013 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 51,080 | 783,321 | SH | SOLE | 759,321 | 0 | 0 | ||
COLLABRIUM JAPAN ACQUISITN C | SHS | G2266G102 | 7,623 | 693,000 | SH | SOLE | 693,000 | 0 | 0 | ||
COLUMBIA BKG SYS INC | COM | 197236102 | 2,459 | 89,400 | SH | SOLE | 28,900 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COM | 198516106 | 617 | 7,841 | SH | SOLE | 7,841 | 0 | 0 | ||
COLUMBUS MCKINNON CORP N Y | COM | 199333105 | 282 | 10,403 | SH | SOLE | 9,403 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 71,659 | 1,378,993 | SH | SOLE | 1,304,693 | 0 | 0 | ||
COMCAST CORP NEW | CL A SPL | 20030N200 | 1,417 | 28,416 | SH | SOLE | 20,216 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 69,016 | 1,451,755 | SH | SOLE | 1,353,255 | 0 | 0 | ||
COMERICA INC | *W EXP 11/14/201 | 200340115 | 1,342 | 70,421 | SH | SOLE | 70,421 | 0 | 0 | ||
COMFORT SYS USA INC | COM | 199908104 | 302 | 32,865 | SH | SOLE | 32,865 | 0 | 0 | ||
COMMERCE BANCSHARES INC | COM | 200525103 | 5,392 | 120,053 | SH | SOLE | 120,053 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 18,735 | 921,563 | SH | SOLE | 921,563 | 0 | 0 | ||
COMMONWEALTH REIT | COM SH BEN INT | 203233101 | 79,260 | 3,400,272 | SH | SOLE | 3,400,272 | 0 | 0 | ||
COMMUNITY BK SYS INC | COM | 203607106 | 3,111 | 78,398 | SH | SOLE | 30,855 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 9,335 | 237,719 | SH | SOLE | 237,719 | 0 | 0 | ||
COMMUNITY TR BANCORP INC | COM | 204149108 | 249 | 5,519 | SH | SOLE | 3,519 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 204166102 | 19,439 | 259,606 | SH | SOLE | 256,192 | 0 | 0 | ||
COMPANHIA BRASILEIRA DE DIST | SPN ADR PFD CL A | 20440T201 | 42,101 | 942,481 | SH | SOLE | 887,481 | 0 | 0 | ||
COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 20441A102 | 3,842 | 338,762 | SH | SOLE | 338,762 | 0 | 0 | ||
COMPANHIA ENERGETICA DE MINA | SP ADR N-V PFD | 204409601 | 22,327 | 2,866,074 | SH | SOLE | 2,804,470 | 0 | 0 | ||
COMPANHIA PARANAENSE ENERG C | SPON ADR PFD | 20441B407 | 2,764 | 210,318 | SH | SOLE | 210,318 | 0 | 0 | ||
COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 20440W105 | 273 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
COMPANIA DE MINAS BUENAVENTU | SPONSORED ADR | 204448104 | 1,954 | 174,127 | SH | SOLE | 150,927 | 0 | 0 | ||
COMPUCREDIT HLDGS CORP | NOTE 5.875%11/3 | 20478NAD2 | 2,038 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
COMPUTER PROGRAMS & SYS INC | COM | 205306103 | 2,089 | 33,800 | SH | SOLE | 5,200 | 0 | 0 | ||
COMPUTER SCIENCES CORP | COM | 205363104 | 151,673 | 2,714,270 | SH | SOLE | 2,508,870 | 0 | 0 | ||
COMPUWARE CORP | COM | 205638109 | 26,819 | 2,392,432 | SH | SOLE | 2,392,432 | 0 | 0 | ||
COMSCORE INC | COM | 20564W105 | 4,603 | 160,900 | SH | SOLE | 39,000 | 0 | 0 | ||
COMSTOCK RES INC | COM NEW | 205768203 | 396 | 21,672 | SH | SOLE | 3,372 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | 3,957 | 125,555 | SH | SOLE | 125,555 | 0 | 0 | ||
COMVERSE INC | COM | 20585P105 | 687 | 17,700 | SH | SOLE | 600 | 0 | 0 | ||
CONAGRA FOODS INC | COM | 205887102 | 11,090 | 329,087 | SH | SOLE | 329,087 | 0 | 0 | ||
CONCUR TECHNOLOGIES INC | COM | 206708109 | 681 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
CONMED CORP | COM | 207410101 | 11,200 | 263,529 | SH | SOLE | 142,929 | 0 | 0 | ||
CONNS INC | COM | 208242107 | 1,854 | 23,530 | SH | SOLE | 21,630 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 48,543 | 687,088 | SH | SOLE | 677,988 | 0 | 0 | ||
CONSOL ENERGY INC | COM | 20854P109 | 384 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 27,032 | 488,998 | SH | SOLE | 488,998 | 0 | 0 | ||
CONSOLIDATED GRAPHICS INC | COM | 209341106 | 8,798 | 130,462 | SH | SOLE | 130,462 | 0 | 0 | ||
CONSTANT CONTACT INC | COM | 210313102 | 1,235 | 39,746 | SH | SOLE | 20,046 | 0 | 0 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 5,435 | 77,222 | SH | SOLE | 77,222 | 0 | 0 | ||
CONSUMER PORTFOLIO SVCS INC | COM | 210502100 | 408 | 43,400 | SH | SOLE | 32,700 | 0 | 0 | ||
CONTINENTAL RESOURCES INC | COM | 212015101 | 2,182 | 19,395 | SH | SOLE | 19,395 | 0 | 0 | ||
CONVERGYS CORP | COM | 212485106 | 23,461 | 1,114,557 | SH | SOLE | 1,063,679 | 0 | 0 | ||
CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 9,308 | 4,725,000 | PRN | SOLE | 0 | 0 | 0 | ||
CON-WAY INC | COM | 205944101 | 8,380 | 211,034 | SH | SOLE | 211,034 | 0 | 0 | ||
COOPER COS INC | COM NEW | 216648402 | 15,712 | 126,870 | SH | SOLE | 126,870 | 0 | 0 | ||
COOPER TIRE & RUBR CO | COM | 216831107 | 85,824 | 3,570,051 | SH | SOLE | 3,538,951 | 0 | 0 | ||
COPA HOLDINGS SA | CL A | P31076105 | 17,334 | 108,262 | SH | SOLE | 108,262 | 0 | 0 | ||
COPART INC | COM | 217204106 | 7,851 | 214,221 | SH | SOLE | 214,221 | 0 | 0 | ||
CORE LABORATORIES N V | COM | N22717107 | 210 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COM | 218681104 | 11,098 | 146,164 | SH | SOLE | 61,564 | 0 | 0 | ||
CORELOGIC INC | COM | 21871D103 | 21,702 | 610,813 | SH | SOLE | 610,813 | 0 | 0 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 2,167 | 67,334 | SH | SOLE | 18,034 | 0 | 0 | ||
CORINTHIAN COLLEGES INC | COM | 218868107 | 160 | 90,100 | SH | SOLE | 81,500 | 0 | 0 | ||
CORMEDIX INC | *W EXP 03/24/201 | 21900C118 | 15 | 97,150 | SH | SOLE | 97,150 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 492 | 9,216 | SH | SOLE | 7,016 | 0 | 0 | ||
CORNERSTONE THERAPEUTICS INC | COM | 21924P103 | 1,024 | 107,898 | SH | SOLE | 107,898 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 22,680 | 1,272,746 | SH | SOLE | 1,272,746 | 0 | 0 | ||
CORONADO BIOSCIENCES INC | COM | 21976U109 | 60 | 22,700 | SH | SOLE | 0 | 0 | 0 | ||
CORPORATE EXECUTIVE BRD CO | COM | 21988R102 | 1,091 | 14,089 | SH | SOLE | 9,989 | 0 | 0 | ||
CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 1,210 | 51,090 | SH | SOLE | 51,090 | 0 | 0 | ||
CORRECTIONS CORP AMER NEW | COM NEW | 22025Y407 | 7,173 | 223,654 | SH | SOLE | 223,654 | 0 | 0 | ||
CORVEL CORP | COM | 221006109 | 472 | 10,104 | SH | SOLE | 6,704 | 0 | 0 | ||
COSTAR GROUP INC | COM | 22160N109 | 740 | 4,008 | SH | SOLE | 2,808 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 52,583 | 441,834 | SH | SOLE | 441,834 | 0 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 6,481 | 629,241 | SH | SOLE | 452,041 | 0 | 0 | ||
COVANCE INC | COM | 222816100 | 3,963 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 29,829 | 25,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
CPFL ENERGIA S A | SPONSORED ADR | 126153105 | 2,766 | 172,784 | SH | SOLE | 172,784 | 0 | 0 | ||
CRA INTL INC | COM | 12618T105 | 377 | 15,308 | SH | SOLE | 15,308 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 2,776 | 25,223 | SH | SOLE | 16,123 | 0 | 0 | ||
CRAFT BREW ALLIANCE INC | COM | 224122101 | 223 | 13,606 | SH | SOLE | 9,106 | 0 | 0 | ||
CRANE CO | COM | 224399105 | 31,261 | 464,841 | SH | SOLE | 464,841 | 0 | 0 | ||
CRAY INC | COM NEW | 225223304 | 1,634 | 59,506 | SH | SOLE | 42,506 | 0 | 0 | ||
CREDICORP LTD | COM | G2519Y108 | 20,896 | 157,435 | SH | SOLE | 149,335 | 0 | 0 | ||
CREDIT ACCEP CORP MICH | COM | 225310101 | 2,484 | 19,111 | SH | SOLE | 3,911 | 0 | 0 | ||
CREE INC | COM | 225447101 | 5,267 | 84,178 | SH | SOLE | 84,178 | 0 | 0 | ||
CRESTWOOD MIDSTREAM PARTNERS | UNIT LTD PARTNER | 226378107 | 307 | 12,341 | SH | SOLE | 12,341 | 0 | 0 | ||
CROCS INC | COM | 227046109 | 17,297 | 1,086,500 | SH | SOLE | 1,057,000 | 0 | 0 | ||
CROSSTEX ENERGY INC | COM | 22765Y104 | 1,213 | 33,555 | SH | SOLE | 21,455 | 0 | 0 | ||
CROSSTEX ENERGY L P | COM | 22765U102 | 579 | 20,970 | SH | SOLE | 20,970 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COM | 228227104 | 8,325 | 113,380 | SH | SOLE | 113,380 | 0 | 0 | ||
CROWN HOLDINGS INC | COM | 228368106 | 20,001 | 448,765 | SH | SOLE | 448,765 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 7,860 | 267,340 | SH | SOLE | 119,743 | 0 | 0 | ||
CST BRANDS INC | COM | 12646R105 | 41,711 | 1,135,920 | SH | SOLE | 1,135,920 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 5,427 | 188,635 | SH | SOLE | 188,635 | 0 | 0 | ||
CTC MEDIA INC | COM | 12642X106 | 1,144 | 82,300 | SH | SOLE | 82,300 | 0 | 0 | ||
CTS CORP | COM | 126501105 | 560 | 28,126 | SH | SOLE | 22,926 | 0 | 0 | ||
CUBESMART | COM | 229663109 | 2,314 | 145,161 | SH | SOLE | 145,161 | 0 | 0 | ||
CUBIC CORP | COM | 229669106 | 2,172 | 41,249 | SH | SOLE | 38,947 | 0 | 0 | ||
CUBIST PHARMACEUTICALS INC | COM | 229678107 | 5,401 | 78,422 | SH | SOLE | 78,422 | 0 | 0 | ||
CULLEN FROST BANKERS INC | COM | 229899109 | 4,233 | 56,876 | SH | SOLE | 56,876 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 71,087 | 504,268 | SH | SOLE | 470,068 | 0 | 0 | ||
CUMULUS MEDIA INC | CL A | 231082108 | 1,239 | 160,324 | SH | SOLE | 117,124 | 0 | 0 | ||
CURIS INC | COM | 231269101 | 186 | 65,947 | SH | SOLE | 41,147 | 0 | 0 | ||
CURTISS WRIGHT CORP | COM | 231561101 | 989 | 15,886 | SH | SOLE | 10,986 | 0 | 0 | ||
CUTWATER SELECT INCOME FD | COM | 232229104 | 728 | 39,766 | SH | SOLE | 39,766 | 0 | 0 | ||
CVB FINL CORP | COM | 126600105 | 783 | 45,858 | SH | SOLE | 30,399 | 0 | 0 | ||
CVR ENERGY INC | COM | 12662P108 | 12,741 | 293,372 | SH | SOLE | 293,372 | 0 | 0 | ||
CVS CAREMARK CORPORATION | COM | 126650100 | 194,458 | 2,717,027 | SH | SOLE | 2,489,127 | 0 | 0 | ||
CYBERONICS INC | COM | 23251P102 | 1,599 | 24,411 | SH | SOLE | 22,111 | 0 | 0 | ||
CYNOSURE INC | CL A | 232577205 | 289 | 10,845 | SH | SOLE | 9,045 | 0 | 0 | ||
CYS INVTS INC | COM | 12673A108 | 711 | 95,900 | SH | SOLE | 61,100 | 0 | 0 | ||
CYTEC INDS INC | COM | 232820100 | 21,037 | 225,817 | SH | SOLE | 225,817 | 0 | 0 | ||
CYTOKINETICS INC | COM NEW | 23282W605 | 174 | 26,793 | SH | SOLE | 17,093 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 2,189 | 98,093 | SH | SOLE | 98,093 | 0 | 0 | ||
D R HORTON INC | NOTE 2.000% 5/1 | 23331ABB4 | 15,164 | 8,775,000 | PRN | SOLE | 0 | 0 | 0 | ||
DAKTRONICS INC | COM | 234264109 | 541 | 34,482 | SH | SOLE | 30,982 | 0 | 0 | ||
DANA HLDG CORP | COM | 235825205 | 9,388 | 478,486 | SH | SOLE | 478,486 | 0 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 7,150 | 92,617 | SH | SOLE | 92,617 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 1,136 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
DARLING INTL INC | COM | 237266101 | 5,869 | 281,071 | SH | SOLE | 266,871 | 0 | 0 | ||
DATALINK CORP | COM | 237934104 | 190 | 17,400 | SH | SOLE | 13,500 | 0 | 0 | ||
DATAWATCH CORP | COM NEW | 237917208 | 293 | 8,610 | SH | SOLE | 6,010 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 5,928 | 93,538 | SH | SOLE | 93,538 | 0 | 0 | ||
DAWSON GEOPHYSICAL CO | COM | 239359102 | 346 | 10,232 | SH | SOLE | 6,432 | 0 | 0 | ||
DCP MIDSTREAM PARTNERS LP | COM UT LTD PTN | 23311P100 | 339 | 6,724 | SH | SOLE | 6,724 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | COM | 233153105 | 562 | 78,871 | SH | SOLE | 78,871 | 0 | 0 | ||
DDR CORP | COM | 23317H102 | 1,891 | 123,000 | SH | SOLE | 123,000 | 0 | 0 | ||
DEALERTRACK TECHNOLOGIES INC | COM | 242309102 | 513 | 10,671 | SH | SOLE | 7,371 | 0 | 0 | ||
DEAN FOODS CO NEW | COM NEW | 242370203 | 14,043 | 816,912 | SH | SOLE | 816,912 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 9,306 | 110,187 | SH | SOLE | 105,087 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 16,357 | 179,100 | SH | SOLE | 160,000 | 0 | 0 | ||
DEL FRISCOS RESTAURANT GROUP | COM | 245077102 | 356 | 15,112 | SH | SOLE | 15,112 | 0 | 0 | ||
DELEK US HLDGS INC | COM | 246647101 | 4,867 | 141,449 | SH | SOLE | 51,849 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 52,313 | 870,000 | SH | SOLE | 831,600 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 62,804 | 2,286,276 | SH | SOLE | 2,286,276 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 7,551 | 144,685 | SH | SOLE | 137,385 | 0 | 0 | ||
DEMANDWARE INC | COM | 24802Y105 | 2,182 | 34,026 | SH | SOLE | 15,926 | 0 | 0 | ||
DENBURY RES INC | COM NEW | 247916208 | 1,559 | 94,889 | SH | SOLE | 94,889 | 0 | 0 | ||
DENNYS CORP | COM | 24869P104 | 3,186 | 443,099 | SH | SOLE | 120,026 | 0 | 0 | ||
DEPOMED INC | COM | 249908104 | 2,776 | 262,400 | SH | SOLE | 17,800 | 0 | 0 | ||
DESTINATION MATERNITY CORP | COM | 25065D100 | 628 | 21,003 | SH | SOLE | 9,303 | 0 | 0 | ||
DESTINATION XL GROUP INC | COM | 25065K104 | 247 | 37,534 | SH | SOLE | 23,734 | 0 | 0 | ||
DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 8,503 | 7,592,000 | PRN | SOLE | 0 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 12,504 | 202,103 | SH | SOLE | 189,503 | 0 | 0 | ||
DEVRY ED GROUP INC | COM | 251893103 | 2,487 | 70,044 | SH | SOLE | 67,944 | 0 | 0 | ||
DEX MEDIA INC NEW | COM | 25213A107 | 1,434 | 211,518 | SH | SOLE | 98,582 | 0 | 0 | ||
DEXCOM INC | COM | 252131107 | 2,009 | 56,732 | SH | SOLE | 34,432 | 0 | 0 | ||
DFC GLOBAL CORP | COM | 23324T107 | 136 | 11,877 | SH | SOLE | 11,877 | 0 | 0 | ||
DFC GLOBAL CORP | NOTE 3.250% 4/1 | 23324TAB3 | 1,099 | 1,225,000 | PRN | SOLE | 0 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING IN | COM | 25271C102 | 3,694 | 64,900 | SH | SOLE | 64,900 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 801 | 15,150 | SH | SOLE | 10,850 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 567 | 49,096 | SH | SOLE | 49,096 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 279 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
DIEBOLD INC | COM | 253651103 | 347 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
DIGITAL RIV INC | COM | 25388B104 | 2,768 | 149,600 | SH | SOLE | 44,500 | 0 | 0 | ||
DIGITAL RLTY TR INC | COM | 253868103 | 2,692 | 54,827 | SH | SOLE | 54,827 | 0 | 0 | ||
DIGITALGLOBE INC | COM NEW | 25389M877 | 209 | 5,075 | SH | SOLE | 3,875 | 0 | 0 | ||
DILLARDS INC | CL A | 254067101 | 88,645 | 911,890 | SH | SOLE | 911,890 | 0 | 0 | ||
DINEEQUITY INC | COM | 254423106 | 510 | 6,099 | SH | SOLE | 3,799 | 0 | 0 | ||
DIODES INC | COM | 254543101 | 737 | 31,296 | SH | SOLE | 20,696 | 0 | 0 | ||
DIRECTV | COM | 25490A309 | 29,509 | 427,114 | SH | SOLE | 410,614 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 126,578 | 2,262,350 | SH | SOLE | 2,122,450 | 0 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 3,300 | 36,492 | SH | SOLE | 36,492 | 0 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 15,112 | 180,207 | SH | SOLE | 180,207 | 0 | 0 | ||
DISH NETWORK CORP | CL A | 25470M109 | 19,581 | 338,064 | SH | SOLE | 338,064 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 67,354 | 881,592 | SH | SOLE | 782,592 | 0 | 0 | ||
DOLBY LABORATORIES INC | COM | 25659T107 | 7,264 | 188,380 | SH | SOLE | 188,380 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 7,265 | 120,446 | SH | SOLE | 120,446 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 15,250 | 270,289 | SH | SOLE | 270,289 | 0 | 0 | ||
DOMINION RES INC VA NEW | COM | 25746U109 | 11,434 | 176,752 | SH | SOLE | 176,752 | 0 | 0 | ||
DOMINION RES INC VA NEW | UNIT 04/01/2013 | 25746U703 | 37,361 | 686,475 | SH | SOLE | 686,475 | 0 | 0 | ||
DOMINION RES INC VA NEW | UNIT 07/01/2016 | 25746U885 | 47,819 | 878,475 | SH | SOLE | 878,475 | 0 | 0 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 26,656 | 382,713 | SH | SOLE | 382,713 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 12,679 | 134,400 | SH | SOLE | 134,400 | 0 | 0 | ||
DONALDSON INC | COM | 257651109 | 1,125 | 25,884 | SH | SOLE | 25,884 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867101 | 24,241 | 1,195,295 | SH | SOLE | 1,195,295 | 0 | 0 | ||
DORMAN PRODUCTS INC | COM | 258278100 | 1,221 | 21,780 | SH | SOLE | 15,280 | 0 | 0 | ||
DOUGLAS EMMETT INC | COM | 25960P109 | 1,593 | 68,400 | SH | SOLE | 68,400 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 18,505 | 191,679 | SH | SOLE | 191,679 | 0 | 0 | ||
DOW CHEM CO | COM | 260543103 | 1,025 | 23,078 | SH | SOLE | 23,078 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 17,935 | 368,128 | SH | SOLE | 362,728 | 0 | 0 | ||
DR REDDYS LABS LTD | ADR | 256135203 | 19,815 | 482,945 | SH | SOLE | 482,945 | 0 | 0 | ||
DREAMWORKS ANIMATION SKG INC | CL A | 26153C103 | 238 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
DRESSER-RAND GROUP INC | COM | 261608103 | 11,165 | 187,246 | SH | SOLE | 187,246 | 0 | 0 | ||
DREW INDS INC | COM NEW | 26168L205 | 1,265 | 24,700 | SH | SOLE | 7,800 | 0 | 0 | ||
DRIL-QUIP INC | COM | 262037104 | 8,805 | 80,100 | SH | SOLE | 80,100 | 0 | 0 | ||
DRYSHIPS INC | SHS | Y2109Q101 | 74 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
DST SYS INC DEL | COM | 233326107 | 19,527 | 215,200 | SH | SOLE | 215,200 | 0 | 0 | ||
DSW INC | CL A | 23334L102 | 3,825 | 89,514 | SH | SOLE | 89,514 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 86,024 | 1,295,744 | SH | SOLE | 1,233,244 | 0 | 0 | ||
DTF TAX-FREE INCOME INC | COM | 23334J107 | 150 | 10,721 | SH | SOLE | 10,721 | 0 | 0 | ||
DUCOMMUN INC DEL | COM | 264147109 | 593 | 19,902 | SH | SOLE | 16,602 | 0 | 0 | ||
DUFF & PHELPS UTIL CORP BD T | COM | 26432K108 | 394 | 39,307 | SH | SOLE | 39,307 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 45,438 | 658,433 | SH | SOLE | 619,833 | 0 | 0 | ||
DUKE REALTY CORP | COM NEW | 264411505 | 1,718 | 114,200 | SH | SOLE | 114,200 | 0 | 0 | ||
DUN & BRADSTREET CORP DEL NE | COM | 26483E100 | 25,819 | 210,337 | SH | SOLE | 196,837 | 0 | 0 | ||
DUNKIN BRANDS GROUP INC | COM | 265504100 | 434 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY INC | COM | 26613Q106 | 703 | 28,455 | SH | SOLE | 28,455 | 0 | 0 | ||
DWS HIGH INCOME OPPORT FD IN | COM NEW | 23339M204 | 895 | 62,170 | SH | SOLE | 62,170 | 0 | 0 | ||
DXP ENTERPRISES INC NEW | COM NEW | 233377407 | 2,738 | 23,769 | SH | SOLE | 13,469 | 0 | 0 | ||
DYAX CORP | COM | 26746E103 | 662 | 87,887 | SH | SOLE | 57,487 | 0 | 0 | ||
DYCOM INDS INC | COM | 267475101 | 4,574 | 164,584 | SH | SOLE | 70,284 | 0 | 0 | ||
DYNAVAX TECHNOLOGIES CORP | COM | 268158102 | 35 | 18,000 | SH | SOLE | 8,200 | 0 | 0 | ||
DYNEGY INC NEW DEL | *W EXP 99/99/999 | 26817R116 | 73 | 53,760 | SH | SOLE | 35,736 | 0 | 0 | ||
E M C CORP MASS | COM | 268648102 | 946 | 37,607 | SH | SOLE | 37,607 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 10,150 | 516,806 | SH | SOLE | 516,806 | 0 | 0 | ||
E TRADE FINANCIAL CORP | NOTE 8/3 | 269246AZ7 | 3,803 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
EAGLE BANCORP INC MD | COM | 268948106 | 490 | 15,989 | SH | SOLE | 11,039 | 0 | 0 | ||
EAGLE BULK SHIPPING INC | SHS NEW | Y2187A119 | 172 | 37,513 | SH | SOLE | 37,513 | 0 | 0 | ||
EAGLE MATERIALS INC | COM | 26969P108 | 1,522 | 19,654 | SH | SOLE | 19,654 | 0 | 0 | ||
EAGLE ROCK ENERGY PARTNERS L | UNIT | 26985R104 | 182 | 30,514 | SH | SOLE | 30,514 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 9,942 | 284,296 | SH | SOLE | 284,296 | 0 | 0 | ||
EASTERN INS HLDGS INC | COM | 276534104 | 1,901 | 77,640 | SH | SOLE | 77,640 | 0 | 0 | ||
EASTGROUP PPTY INC | COM | 277276101 | 1,505 | 25,979 | SH | SOLE | 10,010 | 0 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 9,113 | 112,924 | SH | SOLE | 112,924 | 0 | 0 | ||
EATON VANCE CALIF MUN BD FD | COM | 27828A100 | 588 | 57,547 | SH | SOLE | 57,547 | 0 | 0 | ||
EATON VANCE CORP | COM NON VTG | 278265103 | 633 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
EATON VANCE ENH EQTY INC FD | COM | 278277108 | 994 | 76,488 | SH | SOLE | 76,488 | 0 | 0 | ||
EATON VANCE ENHANCED EQ INC | COM | 278274105 | 772 | 59,352 | SH | SOLE | 59,352 | 0 | 0 | ||
EATON VANCE MUN BD FD | COM | 27827X101 | 451 | 39,893 | SH | SOLE | 39,893 | 0 | 0 | ||
EATON VANCE MUN BD FD II | COM | 27827K109 | 169 | 15,371 | SH | SOLE | 15,371 | 0 | 0 | ||
EATON VANCE NATL MUN OPPORT | COM SHS | 27829L105 | 1,008 | 54,622 | SH | SOLE | 54,622 | 0 | 0 | ||
EATON VANCE RISK MNGD DIV EQ | COM | 27829G106 | 3,616 | 320,873 | SH | SOLE | 320,873 | 0 | 0 | ||
EATON VANCE SH TM DR DIVR IN | COM | 27828V104 | 277 | 18,117 | SH | SOLE | 18,117 | 0 | 0 | ||
EATON VANCE TAX ADVT DIV INC | COM | 27828G107 | 704 | 37,016 | SH | SOLE | 37,016 | 0 | 0 | ||
EATON VANCE TAX MNGD GBL DV | COM | 27829F108 | 2,523 | 252,323 | SH | SOLE | 252,323 | 0 | 0 | ||
EATON VANCE TAX-ADV BD & OPT | COM SH BEN INT | 27829M103 | 170 | 11,994 | SH | SOLE | 11,994 | 0 | 0 | ||
EATON VANCE TX MGD DIV EQ IN | COM | 27828N102 | 2,217 | 202,984 | SH | SOLE | 202,984 | 0 | 0 | ||
EATON VANCE TXMGD GL BUYWR O | COM | 27829C105 | 1,736 | 143,482 | SH | SOLE | 143,482 | 0 | 0 | ||
EBAY INC | COM | 278642103 | 37,199 | 677,698 | SH | SOLE | 677,698 | 0 | 0 | ||
EBIX INC | COM NEW | 278715206 | 526 | 35,700 | SH | SOLE | 24,600 | 0 | 0 | ||
ECHOSTAR CORP | CL A | 278768106 | 567 | 11,403 | SH | SOLE | 11,403 | 0 | 0 | ||
ECOLAB INC | COM | 278865100 | 5,260 | 50,447 | SH | SOLE | 50,447 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 57,313 | 1,237,856 | SH | SOLE | 1,216,056 | 0 | 0 | ||
EDUCATION MGMT CORP NEW | COM | 28140M103 | 331 | 32,789 | SH | SOLE | 22,589 | 0 | 0 | ||
EDUCATION RLTY TR INC | COM | 28140H104 | 283 | 32,097 | SH | SOLE | 4,297 | 0 | 0 | ||
EDWARDS GROUP LTD | SPONSORED ADR | 281736108 | 3,894 | 382,481 | SH | SOLE | 382,481 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 4,167 | 63,369 | SH | SOLE | 63,369 | 0 | 0 | ||
EGAIN CORP | COM NEW | 28225C806 | 505 | 49,270 | SH | SOLE | 32,070 | 0 | 0 | ||
EHEALTH INC | COM | 28238P109 | 718 | 15,449 | SH | SOLE | 11,149 | 0 | 0 | ||
EL PASO ELEC CO | COM NEW | 283677854 | 3,622 | 103,156 | SH | SOLE | 48,906 | 0 | 0 | ||
EL PASO PIPELINE PARTNERS L | COM UNIT LPI | 283702108 | 266 | 7,402 | SH | SOLE | 7,402 | 0 | 0 | ||
ELDORADO GOLD CORP NEW | COM | 284902103 | 137 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 22,125 | 964,478 | SH | SOLE | 930,178 | 0 | 0 | ||
ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 3,473 | 3,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | COM | 286082102 | 1,317 | 33,994 | SH | SOLE | 20,394 | 0 | 0 | ||
ELLIE MAE INC | COM | 28849P100 | 1,765 | 65,697 | SH | SOLE | 15,097 | 0 | 0 | ||
ELLIS PERRY INTL INC | COM | 288853104 | 325 | 20,600 | SH | SOLE | 15,900 | 0 | 0 | ||
EMBRAER S A | SP ADR REP 4 COM | 29082A107 | 4,174 | 129,700 | SH | SOLE | 129,700 | 0 | 0 | ||
EMCOR GROUP INC | COM | 29084Q100 | 11,474 | 270,356 | SH | SOLE | 255,856 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 10,951 | 476,336 | SH | SOLE | 212,136 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 41,659 | 593,601 | SH | SOLE | 549,601 | 0 | 0 | ||
EMPIRE DIST ELEC CO | COM | 291641108 | 499 | 22,000 | SH | SOLE | 5,500 | 0 | 0 | ||
EMPLOYERS HOLDINGS INC | COM | 292218104 | 4,111 | 129,879 | SH | SOLE | 46,179 | 0 | 0 | ||
EMPRESA NACIONAL DE ELCTRCID | SPONSORED ADR | 29244T101 | 3,838 | 86,100 | SH | SOLE | 86,100 | 0 | 0 | ||
EMULEX CORP | COM NEW | 292475209 | 1,992 | 278,189 | SH | SOLE | 114,989 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS L P | COM | 29250R106 | 277 | 9,277 | SH | SOLE | 9,277 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 1,640 | 90,886 | SH | SOLE | 90,886 | 0 | 0 | ||
ENCORE CAP GROUP INC | COM | 292554102 | 781 | 15,540 | SH | SOLE | 10,740 | 0 | 0 | ||
ENCORE WIRE CORP | COM | 292562105 | 1,680 | 30,999 | SH | SOLE | 29,899 | 0 | 0 | ||
ENDO HEALTH SOLUTIONS INC | COM | 29264F205 | 8,440 | 125,118 | SH | SOLE | 125,118 | 0 | 0 | ||
ENDOCYTE INC | COM | 29269A102 | 1,102 | 103,080 | SH | SOLE | 28,880 | 0 | 0 | ||
ENDOLOGIX INC | COM | 29266S106 | 288 | 16,490 | SH | SOLE | 6,890 | 0 | 0 | ||
ENDURANCE SPECIALTY HLDGS LT | SHS | G30397106 | 1,295 | 22,067 | SH | SOLE | 22,067 | 0 | 0 | ||
ENERGEN CORP | COM | 29265N108 | 6,821 | 96,403 | SH | SOLE | 96,403 | 0 | 0 | ||
ENERGIZER HLDGS INC | COM | 29266R108 | 23,846 | 220,308 | SH | SOLE | 202,708 | 0 | 0 | ||
ENERGY RECOVERY INC | COM | 29270J100 | 291 | 52,300 | SH | SOLE | 34,900 | 0 | 0 | ||
ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 346 | 6,042 | SH | SOLE | 6,042 | 0 | 0 | ||
ENERGY XXI (BERMUDA) LTD | USD UNRS SHS | G10082140 | 2,341 | 86,500 | SH | SOLE | 42,500 | 0 | 0 | ||
ENERNOC INC | COM | 292764107 | 2,293 | 133,236 | SH | SOLE | 41,236 | 0 | 0 | ||
ENERSIS S A | SPONSORED ADR | 29274F104 | 32,898 | 2,194,683 | SH | SOLE | 1,966,183 | 0 | 0 | ||
ENERSYS | COM | 29275Y102 | 3,578 | 51,051 | SH | SOLE | 29,351 | 0 | 0 | ||
ENGILITY HLDGS INC | COM | 29285W104 | 2,136 | 63,945 | SH | SOLE | 35,845 | 0 | 0 | ||
ENPHASE ENERGY INC | COM | 29355A107 | 362 | 57,064 | SH | SOLE | 37,164 | 0 | 0 | ||
ENPRO INDS INC | COM | 29355X107 | 1,788 | 31,007 | SH | SOLE | 31,007 | 0 | 0 | ||
ENSCO PLC | SHS CLASS A | G3157S106 | 3,831 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 5,691 | 128,544 | SH | SOLE | 67,944 | 0 | 0 | ||
ENSTAR GROUP LIMITED | SHS | G3075P101 | 410 | 2,955 | SH | SOLE | 2,055 | 0 | 0 | ||
ENTEGRIS INC | COM | 29362U104 | 1,947 | 167,830 | SH | SOLE | 125,030 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 18,602 | 294,004 | SH | SOLE | 294,004 | 0 | 0 | ||
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 917 | 13,830 | SH | SOLE | 13,830 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 4,806 | 789,180 | SH | SOLE | 183,457 | 0 | 0 | ||
ENTROPIC COMMUNICATIONS INC | COM | 29384R105 | 146 | 31,000 | SH | SOLE | 12,600 | 0 | 0 | ||
ENVESTNET INC | COM | 29404K106 | 1,281 | 31,792 | SH | SOLE | 14,492 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 39,908 | 237,772 | SH | SOLE | 237,772 | 0 | 0 | ||
EPAM SYS INC | COM | 29414B104 | 1,263 | 36,134 | SH | SOLE | 26,834 | 0 | 0 | ||
EPL OIL & GAS INC | COM | 26883D108 | 9,964 | 349,622 | SH | SOLE | 185,622 | 0 | 0 | ||
EPLUS INC | COM | 294268107 | 379 | 6,667 | SH | SOLE | 4,467 | 0 | 0 | ||
EPR PPTYS | COM SH BEN INT | 26884U109 | 933 | 18,977 | SH | SOLE | 18,977 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 790 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
EQUAL ENERGY LTD | COM | 29390Q109 | 2,241 | 419,636 | SH | SOLE | 419,636 | 0 | 0 | ||
EQUIFAX INC | COM | 294429105 | 20,254 | 293,161 | SH | SOLE | 283,061 | 0 | 0 | ||
EQUINIX INC | COM NEW | 29444U502 | 2,611 | 14,716 | SH | SOLE | 14,716 | 0 | 0 | ||
EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 75,754 | 34,650,000 | PRN | SOLE | 0 | 0 | 0 | ||
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 1,070 | 29,524 | SH | SOLE | 29,524 | 0 | 0 | ||
EQUITY ONE | COM | 294752100 | 616 | 27,454 | SH | SOLE | 27,454 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 16,580 | 319,652 | SH | SOLE | 297,252 | 0 | 0 | ||
ERA GROUP INC | COM | 26885G109 | 11,699 | 379,105 | SH | SOLE | 379,105 | 0 | 0 | ||
ERICKSON AIR-CRANE INC | COM | 29482P100 | 1,273 | 61,246 | SH | SOLE | 28,946 | 0 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 1,753 | 12,213 | SH | SOLE | 12,213 | 0 | 0 | ||
ESTERLINE TECHNOLOGIES CORP | COM | 297425100 | 8,785 | 86,166 | SH | SOLE | 80,466 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 2,107 | 44,040 | SH | SOLE | 31,540 | 0 | 0 | ||
EVERBANK FINL CORP | COM | 29977G102 | 928 | 50,622 | SH | SOLE | 17,122 | 0 | 0 | ||
EVERCORE PARTNERS INC | CLASS A | 29977A105 | 2,532 | 42,350 | SH | SOLE | 26,750 | 0 | 0 | ||
EVEREST RE GROUP LTD | COM | G3223R108 | 99,935 | 641,144 | SH | SOLE | 572,844 | 0 | 0 | ||
EVERTEC INC | COM | 30040P103 | 7,265 | 294,605 | SH | SOLE | 291,405 | 0 | 0 | ||
EXAMWORKS GROUP INC | COM | 30066A105 | 626 | 20,961 | SH | SOLE | 13,861 | 0 | 0 | ||
EXAR CORP | COM | 300645108 | 383 | 32,500 | SH | SOLE | 23,200 | 0 | 0 | ||
EXCEL TR INC | COM | 30068C109 | 360 | 31,600 | SH | SOLE | 20,700 | 0 | 0 | ||
EXELIS INC | COM | 30162A108 | 11,087 | 581,712 | SH | SOLE | 581,712 | 0 | 0 | ||
EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 10,603 | 8,625,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 4,402 | 160,704 | SH | SOLE | 160,704 | 0 | 0 | ||
EXLSERVICE HOLDINGS INC | COM | 302081104 | 1,604 | 58,062 | SH | SOLE | 20,662 | 0 | 0 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 3,130 | 44,930 | SH | SOLE | 44,930 | 0 | 0 | ||
EXPEDITORS INTL WASH INC | COM | 302130109 | 842 | 19,030 | SH | SOLE | 19,030 | 0 | 0 | ||
EXPONENT INC | COM | 30214U102 | 3,217 | 41,540 | SH | SOLE | 14,567 | 0 | 0 | ||
EXPRESS INC | COM | 30219E103 | 2,867 | 153,562 | SH | SOLE | 80,462 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 30,939 | 440,473 | SH | SOLE | 426,073 | 0 | 0 | ||
EXTERRAN HLDGS INC | COM | 30225X103 | 770 | 22,503 | SH | SOLE | 17,203 | 0 | 0 | ||
EXTERRAN HLDGS INC | NOTE 4.250% 6/1 | 30225XAA1 | 25,890 | 17,325,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 6,074 | 144,175 | SH | SOLE | 144,175 | 0 | 0 | ||
EXTREME NETWORKS INC | COM | 30226D106 | 10,176 | 1,453,772 | SH | SOLE | 600,172 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 282,787 | 2,794,334 | SH | SOLE | 2,517,834 | 0 | 0 | ||
EZCORP INC | CL A NON VTG | 302301106 | 1,369 | 117,116 | SH | SOLE | 117,116 | 0 | 0 | ||
F M C CORP | COM NEW | 302491303 | 2,221 | 29,428 | SH | SOLE | 29,428 | 0 | 0 | ||
F5 NETWORKS INC | COM | 315616102 | 4,185 | 46,065 | SH | SOLE | 46,065 | 0 | 0 | ||
FABRINET | SHS | G3323L100 | 6,397 | 311,159 | SH | SOLE | 141,759 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 214,380 | 3,922,059 | SH | SOLE | 3,638,659 | 0 | 0 | ||
FACTSET RESH SYS INC | COM | 303075105 | 2,543 | 23,420 | SH | SOLE | 23,420 | 0 | 0 | ||
FAIR ISAAC CORP | COM | 303250104 | 6,177 | 98,304 | SH | SOLE | 98,304 | 0 | 0 | ||
FAIRCHILD SEMICONDUCTOR INTL | COM | 303726103 | 250 | 18,700 | SH | SOLE | 18,700 | 0 | 0 | ||
FAMILY DLR STORES INC | COM | 307000109 | 1,889 | 29,079 | SH | SOLE | 29,079 | 0 | 0 | ||
FARO TECHNOLOGIES INC | COM | 311642102 | 1,905 | 32,679 | SH | SOLE | 12,679 | 0 | 0 | ||
FASTENAL CO | COM | 311900104 | 1,867 | 39,295 | SH | SOLE | 39,295 | 0 | 0 | ||
FBL FINL GROUP INC | CL A | 30239F106 | 604 | 13,492 | SH | SOLE | 9,292 | 0 | 0 | ||
FBR & CO | COM NEW | 30247C400 | 412 | 15,635 | SH | SOLE | 11,735 | 0 | 0 | ||
FEDERAL AGRIC MTG CORP | CL C | 313148306 | 361 | 10,531 | SH | SOLE | 7,431 | 0 | 0 | ||
FEDERAL MOGUL CORP | COM | 313549404 | 1,692 | 85,963 | SH | SOLE | 56,363 | 0 | 0 | ||
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 1,961 | 19,334 | SH | SOLE | 19,334 | 0 | 0 | ||
FEDERAL SIGNAL CORP | COM | 313855108 | 1,017 | 69,405 | SH | SOLE | 53,105 | 0 | 0 | ||
FEDERATED INVS INC PA | CL B | 314211103 | 2,197 | 76,274 | SH | SOLE | 76,274 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 22,467 | 156,271 | SH | SOLE | 156,271 | 0 | 0 | ||
FELCOR LODGING TR INC | COM | 31430F101 | 690 | 84,510 | SH | SOLE | 69,410 | 0 | 0 | ||
FERRO CORP | COM | 315405100 | 3,553 | 276,900 | SH | SOLE | 55,500 | 0 | 0 | ||
FIBRIA CELULOSE S A | SP ADR REP COM | 31573A109 | 5,522 | 472,800 | SH | SOLE | 431,300 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | CL A | 31620R105 | 1,787 | 55,058 | SH | SOLE | 55,058 | 0 | 0 | ||
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 105,733 | 1,969,700 | SH | SOLE | 1,808,300 | 0 | 0 | ||
FIDELITY SOUTHERN CORP NEW | COM | 316394105 | 268 | 16,150 | SH | SOLE | 9,612 | 0 | 0 | ||
FIESTA RESTAURANT GROUP INC | COM | 31660B101 | 1,483 | 28,382 | SH | SOLE | 19,382 | 0 | 0 | ||
FIFTH & PAC COS INC | COM | 316645100 | 2,400 | 74,823 | SH | SOLE | 71,623 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 49,728 | 2,364,618 | SH | SOLE | 2,316,518 | 0 | 0 | ||
FINANCIAL ENGINES INC | COM | 317485100 | 1,274 | 18,338 | SH | SOLE | 16,438 | 0 | 0 | ||
FINISAR CORP | COM NEW | 31787A507 | 9,667 | 404,122 | SH | SOLE | 345,222 | 0 | 0 | ||
FINISAR CORP | NOTE 5.000%10/1 | 31787AAK7 | 1,826 | 800,000 | PRN | SOLE | 0 | 0 | 0 | ||
FINISH LINE INC | CL A | 317923100 | 1,434 | 50,892 | SH | SOLE | 50,892 | 0 | 0 | ||
FIRST AMERN FINL CORP | COM | 31847R102 | 273 | 9,693 | SH | SOLE | 9,693 | 0 | 0 | ||
FIRST CASH FINL SVCS INC | COM | 31942D107 | 602 | 9,728 | SH | SOLE | 5,528 | 0 | 0 | ||
FIRST COMWLTH FINL CORP PA | COM | 319829107 | 8,308 | 941,900 | SH | SOLE | 426,800 | 0 | 0 | ||
FIRST CTZNS BANCSHARES INC N | CL A | 31946M103 | 478 | 2,147 | SH | SOLE | 2,147 | 0 | 0 | ||
FIRST FINL BANCORP OH | COM | 320209109 | 692 | 39,714 | SH | SOLE | 25,253 | 0 | 0 | ||
FIRST FINL BANKSHARES | COM | 32020R109 | 1,163 | 17,541 | SH | SOLE | 13,041 | 0 | 0 | ||
FIRST FINL HLDGS INC NEW | COM | 32023E105 | 712 | 10,700 | SH | SOLE | 7,500 | 0 | 0 | ||
FIRST INDUSTRIAL REALTY TRUS | COM | 32054K103 | 2,203 | 126,268 | SH | SOLE | 111,568 | 0 | 0 | ||
FIRST INTST BANCSYSTEM INC | COM CL A | 32055Y201 | 5,613 | 197,860 | SH | SOLE | 97,612 | 0 | 0 | ||
FIRST MARBLEHEAD CORP | COM NEW | 320771207 | 87 | 28,435 | SH | SOLE | 28,435 | 0 | 0 | ||
FIRST MERCHANTS CORP | COM | 320817109 | 285 | 12,527 | SH | SOLE | 9,627 | 0 | 0 | ||
FIRST MIDWEST BANCORP DEL | COM | 320867104 | 5,327 | 303,868 | SH | SOLE | 153,168 | 0 | 0 | ||
FIRST NIAGARA FINL GP INC | COM | 33582V108 | 1,421 | 133,760 | SH | SOLE | 133,760 | 0 | 0 | ||
FIRST POTOMAC RLTY TR | COM | 33610F109 | 943 | 81,090 | SH | SOLE | 52,398 | 0 | 0 | ||
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 581 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
FIRST SOLAR INC | COM | 336433107 | 91,591 | 1,676,260 | SH | SOLE | 1,676,260 | 0 | 0 | ||
FIRST TR ABERDEEN GLBL OPP F | COM SHS | 337319107 | 632 | 44,998 | SH | SOLE | 44,998 | 0 | 0 | ||
FIRST TR ENHANCED EQTY INC F | COM | 337318109 | 1,009 | 75,755 | SH | SOLE | 75,755 | 0 | 0 | ||
FIRST TR HIGH INCOME L/S FD | COM | 33738E109 | 886 | 51,468 | SH | SOLE | 51,468 | 0 | 0 | ||
FIRST TR STRATEGIC HIGH INC | COM SHS NEW | 337353304 | 173 | 10,781 | SH | SOLE | 10,781 | 0 | 0 | ||
FIRSTBANK CORP MICH | COM | 33761G104 | 961 | 49,696 | SH | SOLE | 49,696 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 2,681 | 81,277 | SH | SOLE | 81,277 | 0 | 0 | ||
FIRSTMERIT CORP | COM | 337915102 | 2,116 | 95,182 | SH | SOLE | 95,182 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 21,397 | 362,348 | SH | SOLE | 362,348 | 0 | 0 | ||
FIVE STAR QUALITY CARE INC | COM | 33832D106 | 2,542 | 463,000 | SH | SOLE | 225,016 | 0 | 0 | ||
FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 796 | 40,574 | SH | SOLE | 36,374 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 19,151 | 163,446 | SH | SOLE | 163,446 | 0 | 0 | ||
FLEXTRONICS INTL LTD | ORD | Y2573F102 | 43,392 | 5,584,600 | SH | SOLE | 5,584,600 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 45,753 | 1,520,038 | SH | SOLE | 1,411,538 | 0 | 0 | ||
FLOTEK INDS INC DEL | COM | 343389102 | 860 | 42,868 | SH | SOLE | 29,968 | 0 | 0 | ||
FLOW INTL CORP | COM | 343468104 | 9,974 | 2,468,695 | SH | SOLE | 2,468,695 | 0 | 0 | ||
FLOWERS FOODS INC | COM | 343498101 | 3,207 | 149,375 | SH | SOLE | 149,375 | 0 | 0 | ||
FLOWSERVE CORP | COM | 34354P105 | 24,397 | 309,486 | SH | SOLE | 293,286 | 0 | 0 | ||
FLUIDIGM CORP DEL | COM | 34385P108 | 367 | 9,570 | SH | SOLE | 6,470 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 4,688 | 58,387 | SH | SOLE | 58,387 | 0 | 0 | ||
FMC TECHNOLOGIES INC | COM | 30249U101 | 2,530 | 48,464 | SH | SOLE | 48,464 | 0 | 0 | ||
FOMENTO ECONOMICO MEXICANO S | SPON ADR UNITS | 344419106 | 12,185 | 124,500 | SH | SOLE | 105,100 | 0 | 0 | ||
FONAR CORP | COM NEW | 344437405 | 242 | 11,437 | SH | SOLE | 7,937 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 45,694 | 1,102,664 | SH | SOLE | 1,102,664 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 63,927 | 4,143,061 | SH | SOLE | 3,841,961 | 0 | 0 | ||
FOREST LABS INC | COM | 345838106 | 32,309 | 538,212 | SH | SOLE | 538,212 | 0 | 0 | ||
FOREST OIL CORP | COM PAR $0.01 | 346091705 | 2,419 | 670,200 | SH | SOLE | 242,300 | 0 | 0 | ||
FORESTAR GROUP INC | COM | 346233109 | 462 | 21,700 | SH | SOLE | 13,900 | 0 | 0 | ||
FORMFACTOR INC | COM | 346375108 | 5,604 | 930,863 | SH | SOLE | 429,563 | 0 | 0 | ||
FORRESTER RESH INC | COM | 346563109 | 1,038 | 27,139 | SH | SOLE | 10,243 | 0 | 0 | ||
FORT DEARBORN INCOME SECS IN | COM | 347200107 | 547 | 39,607 | SH | SOLE | 39,607 | 0 | 0 | ||
FORTINET INC | COM | 34959E109 | 6,954 | 363,519 | SH | SOLE | 363,519 | 0 | 0 | ||
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 3,965 | 86,756 | SH | SOLE | 86,756 | 0 | 0 | ||
FOSSIL GROUP INC | COM | 34988V106 | 20,987 | 174,979 | SH | SOLE | 174,979 | 0 | 0 | ||
FOSTER L B CO | COM | 350060109 | 585 | 12,365 | SH | SOLE | 12,365 | 0 | 0 | ||
FOSTER WHEELER AG | COM | H27178104 | 885 | 26,800 | SH | SOLE | 26,800 | 0 | 0 | ||
FRANKLIN ELEC INC | COM | 353514102 | 683 | 15,302 | SH | SOLE | 11,902 | 0 | 0 | ||
FRANKLIN RES INC | COM | 354613101 | 15,507 | 268,620 | SH | SOLE | 268,620 | 0 | 0 | ||
FRANKLIN STREET PPTYS CORP | COM | 35471R106 | 986 | 82,495 | SH | SOLE | 41,195 | 0 | 0 | ||
FRANKLIN TEMPLETON LTD DUR I | COM | 35472T101 | 168 | 12,913 | SH | SOLE | 12,913 | 0 | 0 | ||
FREDS INC | CL A | 356108100 | 7,825 | 422,538 | SH | SOLE | 189,600 | 0 | 0 | ||
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 2,109 | 55,886 | SH | SOLE | 55,886 | 0 | 0 | ||
FREESCALE SEMICONDUCTOR LTD | SHS | G3727Q101 | 599 | 37,329 | SH | SOLE | 37,329 | 0 | 0 | ||
FRESH DEL MONTE PRODUCE INC | ORD | G36738105 | 15,559 | 549,786 | SH | SOLE | 289,307 | 0 | 0 | ||
FRESH MKT INC | COM | 35804H106 | 518 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 3,723 | 800,600 | SH | SOLE | 800,600 | 0 | 0 | ||
FTD COS INC | COM | 30281V108 | 8,851 | 271,685 | SH | SOLE | 253,621 | 0 | 0 | ||
FUEL SYS SOLUTIONS INC | COM | 35952W103 | 1,036 | 74,700 | SH | SOLE | 26,100 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 6,626 | 506,581 | SH | SOLE | 506,581 | 0 | 0 | ||
FURIEX PHARMACEUTICALS INC | COM | 36106P101 | 538 | 12,816 | SH | SOLE | 9,416 | 0 | 0 | ||
FURMANITE CORPORATION | COM | 361086101 | 224 | 21,100 | SH | SOLE | 12,300 | 0 | 0 | ||
FUTUREFUEL CORPORATION | COM | 36116M106 | 2,484 | 157,241 | SH | SOLE | 49,241 | 0 | 0 | ||
FXCM INC | COM CL A | 302693106 | 392 | 21,957 | SH | SOLE | 13,557 | 0 | 0 | ||
G & K SVCS INC | CL A | 361268105 | 11,342 | 182,255 | SH | SOLE | 98,268 | 0 | 0 | ||
GAIN CAP HLDGS INC | COM | 36268W100 | 278 | 36,983 | SH | SOLE | 24,483 | 0 | 0 | ||
GAIN CAP HLDGS INC | NOTE 4.125%12/0 | 36268WAA8 | 1,403 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
GALENA BIOPHARMA INC | COM | 363256108 | 61 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 3,384 | 72,100 | SH | SOLE | 72,100 | 0 | 0 | ||
GAMESTOP CORP NEW | CL A | 36467W109 | 154,183 | 3,129,983 | SH | SOLE | 2,949,983 | 0 | 0 | ||
GAMING & LEISURE PPTYS INC | COM | 36467J108 | 40,765 | 802,308 | SH | SOLE | 802,308 | 0 | 0 | ||
GANNETT INC | COM | 364730101 | 44,525 | 1,505,228 | SH | SOLE | 1,505,228 | 0 | 0 | ||
GAP INC DEL | COM | 364760108 | 90,451 | 2,314,519 | SH | SOLE | 2,207,919 | 0 | 0 | ||
GARMIN LTD | SHS | H2906T109 | 3,004 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
GARTNER INC | COM | 366651107 | 13,974 | 196,673 | SH | SOLE | 196,673 | 0 | 0 | ||
GASLOG LTD | SHS | G37585109 | 176 | 10,300 | SH | SOLE | 6,500 | 0 | 0 | ||
GASTAR EXPL INC | COM NEW | 367299203 | 256 | 37,034 | SH | SOLE | 25,834 | 0 | 0 | ||
GENCORP INC | COM | 368682100 | 1,102 | 61,168 | SH | SOLE | 37,268 | 0 | 0 | ||
GENCORP INC | SDCV 4.062%12/3 | 368682AN0 | 16,634 | 8,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENERAC HLDGS INC | COM | 368736104 | 2,796 | 49,360 | SH | SOLE | 38,760 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | COM | 369300108 | 6,372 | 216,676 | SH | SOLE | 216,676 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 5.000%11/1 | 369300AL2 | 39,276 | 36,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 17,880 | 187,132 | SH | SOLE | 187,132 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 161,418 | 5,758,761 | SH | SOLE | 5,132,961 | 0 | 0 | ||
GENERAL GROWTH PPTYS INC NEW | COM | 370023103 | 11,246 | 560,339 | SH | SOLE | 534,139 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 33,801 | 677,241 | SH | SOLE | 677,241 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 8,170 | 199,910 | SH | SOLE | 199,910 | 0 | 0 | ||
GENERAL MTRS CO | *W EXP 12/31/201 | 37045V134 | 7,920 | 1,440,000 | SH | SOLE | 1,440,000 | 0 | 0 | ||
GENESCO INC | COM | 371532102 | 539 | 7,372 | SH | SOLE | 7,372 | 0 | 0 | ||
GENESEE & WYO INC | CL A | 371559105 | 2,142 | 22,300 | SH | SOLE | 22,300 | 0 | 0 | ||
GENESEE & WYO INC | UNIT 10/01/2015 | 371559204 | 3,949 | 30,675 | SH | SOLE | 30,675 | 0 | 0 | ||
GENESIS ENERGY L P | UNIT LTD PARTN | 371927104 | 508 | 9,660 | SH | SOLE | 9,660 | 0 | 0 | ||
GENMARK DIAGNOSTICS INC | COM | 372309104 | 311 | 23,394 | SH | SOLE | 10,694 | 0 | 0 | ||
GENPACT LIMITED | SHS | G3922B107 | 1,966 | 107,000 | SH | SOLE | 107,000 | 0 | 0 | ||
GENTEX CORP | COM | 371901109 | 1,845 | 55,920 | SH | SOLE | 55,920 | 0 | 0 | ||
GENTHERM INC | COM | 37253A103 | 444 | 16,557 | SH | SOLE | 9,257 | 0 | 0 | ||
GENTIUM S P A | SPONSORED ADR | 37250B104 | 19,568 | 342,700 | SH | SOLE | 342,700 | 0 | 0 | ||
GENTIVA HEALTH SERVICES INC | COM | 37247A102 | 6,446 | 519,460 | SH | SOLE | 195,360 | 0 | 0 | ||
GENUINE PARTS CO | COM | 372460105 | 19,151 | 230,205 | SH | SOLE | 230,205 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 28,573 | 1,839,832 | SH | SOLE | 1,839,832 | 0 | 0 | ||
GEO GROUP INC | COM | 36159R103 | 8,950 | 277,783 | SH | SOLE | 175,783 | 0 | 0 | ||
GERDAU S A | SPON ADR REP PFD | 373737105 | 389 | 49,600 | SH | SOLE | 49,600 | 0 | 0 | ||
GERON CORP | COM | 374163103 | 798 | 168,270 | SH | SOLE | 114,070 | 0 | 0 | ||
GFI GROUP INC | COM | 361652209 | 385 | 98,483 | SH | SOLE | 98,483 | 0 | 0 | ||
GIBRALTAR INDS INC | COM | 374689107 | 6,293 | 338,509 | SH | SOLE | 180,557 | 0 | 0 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 3,186 | 43,176 | SH | SOLE | 19,276 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 68,970 | 917,758 | SH | SOLE | 903,158 | 0 | 0 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 252,780 | 76,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
GIVEN IMAGING | ORD SHS | M52020100 | 32,225 | 1,071,323 | SH | SOLE | 1,071,323 | 0 | 0 | ||
GLACIER BANCORP INC NEW | COM | 37637Q105 | 1,453 | 48,774 | SH | SOLE | 35,574 | 0 | 0 | ||
GLADSTONE CAPITAL CORP | COM | 376535100 | 106 | 11,000 | SH | SOLE | 7,300 | 0 | 0 | ||
GLADSTONE INVT CORP | COM | 376546107 | 107 | 13,320 | SH | SOLE | 10,120 | 0 | 0 | ||
GLATFELTER | COM | 377316104 | 1,550 | 56,089 | SH | SOLE | 37,730 | 0 | 0 | ||
GLIMCHER RLTY TR | SH BEN INT | 379302102 | 595 | 63,540 | SH | SOLE | 32,540 | 0 | 0 | ||
GLOBAL CASH ACCESS HLDGS INC | COM | 378967103 | 4,836 | 484,121 | SH | SOLE | 179,321 | 0 | 0 | ||
GLOBAL DEFENSE & NATL SEC SY | COM | 37953N108 | 9,000 | 895,500 | SH | SOLE | 895,500 | 0 | 0 | ||
GLOBAL INDEMNITY PLC | SHS | G39319101 | 43 | 12,205 | SH | SOLE | 12,205 | 0 | 0 | ||
GLOBAL PMTS INC | COM | 37940X102 | 630 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
GLOBE SPECIALTY METALS INC | COM | 37954N206 | 735 | 40,800 | SH | SOLE | 22,600 | 0 | 0 | ||
GLU MOBILE INC | COM | 379890106 | 155 | 39,754 | SH | SOLE | 39,754 | 0 | 0 | ||
GNC HLDGS INC | COM CL A | 36191G107 | 4,090 | 69,967 | SH | SOLE | 69,967 | 0 | 0 | ||
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 376 | 10,371 | SH | SOLE | 10,371 | 0 | 0 | ||
GOLD FIELDS LTD NEW | SPONSORED ADR | 38059T106 | 92 | 28,680 | SH | SOLE | 28,680 | 0 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 646 | 29,802 | SH | SOLE | 29,802 | 0 | 0 | ||
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 503 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 108,700 | 613,225 | SH | SOLE | 541,025 | 0 | 0 | ||
GOODRICH PETE CORP | COM NEW | 382410405 | 702 | 41,232 | SH | SOLE | 28,232 | 0 | 0 | ||
GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AC2 | 689 | 675,000 | PRN | SOLE | 0 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 21,036 | 882,003 | SH | SOLE | 882,003 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | PFD CONV 5.875% | 382550309 | 18,927 | 283,950 | SH | SOLE | 283,950 | 0 | 0 | ||
GOOGLE INC | CL A | 38259P508 | 279,483 | 249,380 | SH | SOLE | 231,580 | 0 | 0 | ||
GOVERNMENT PPTYS INCOME TR | COM SHS BEN INT | 38376A103 | 2,085 | 83,900 | SH | SOLE | 22,700 | 0 | 0 | ||
GP STRATEGIES CORP | COM | 36225V104 | 225 | 7,552 | SH | SOLE | 5,152 | 0 | 0 | ||
GRACE W R & CO DEL NEW | COM | 38388F108 | 35,238 | 356,408 | SH | SOLE | 356,408 | 0 | 0 | ||
GRACO INC | COM | 384109104 | 430 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
GRAFTECH INTL LTD | COM | 384313102 | 265 | 23,583 | SH | SOLE | 23,583 | 0 | 0 | ||
GRAHAM HLDGS CO | COM | 384637104 | 24,571 | 37,042 | SH | SOLE | 37,042 | 0 | 0 | ||
GRAINGER W W INC | COM | 384802104 | 7,400 | 28,972 | SH | SOLE | 28,972 | 0 | 0 | ||
GRAMERCY PPTY TR INC | COM | 38489R100 | 234 | 40,653 | SH | SOLE | 27,153 | 0 | 0 | ||
GRAND CANYON ED INC | COM | 38526M106 | 1,869 | 42,862 | SH | SOLE | 28,662 | 0 | 0 | ||
GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 141 | 14,707 | SH | SOLE | 8,307 | 0 | 0 | ||
GRAY TELEVISION INC | COM | 389375106 | 5,718 | 384,289 | SH | SOLE | 192,689 | 0 | 0 | ||
GREAT LAKES DREDGE & DOCK CO | COM | 390607109 | 308 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
GREAT PLAINS ENERGY INC | COM | 391164100 | 1,045 | 43,100 | SH | SOLE | 43,100 | 0 | 0 | ||
GREATBATCH INC | COM | 39153L106 | 3,605 | 81,481 | SH | SOLE | 24,381 | 0 | 0 | ||
GREEN DOT CORP | CL A | 39304D102 | 472 | 18,749 | SH | SOLE | 13,049 | 0 | 0 | ||
GREEN MTN COFFEE ROASTERS IN | COM | 393122106 | 39,488 | 522,460 | SH | SOLE | 522,460 | 0 | 0 | ||
GREEN PLAINS RENEWABLE ENERG | COM | 393222104 | 11,619 | 599,202 | SH | SOLE | 293,502 | 0 | 0 | ||
GREEN PLAINS RENEWABLE ENERG | NOTE 5.750%11/0 | 393222AB0 | 7,941 | 5,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
GRIFFON CORP | COM | 398433102 | 108 | 12,048 | SH | SOLE | 12,048 | 0 | 0 | ||
GROUPON INC | COM CL A | 399473107 | 22,963 | 1,950,976 | SH | SOLE | 1,950,976 | 0 | 0 | ||
GRUPO TELEVISA SA | SPON ADR REP ORD | 40049J206 | 9,192 | 303,773 | SH | SOLE | 299,773 | 0 | 0 | ||
GT ADVANCED TECHNOLOGIES INC | COM | 36191U106 | 962 | 110,376 | SH | SOLE | 75,876 | 0 | 0 | ||
GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 9,389 | 6,825,000 | PRN | SOLE | 0 | 0 | 0 | ||
GTX INC DEL | COM | 40052B108 | 616 | 373,100 | SH | SOLE | 286,700 | 0 | 0 | ||
GUESS INC | COM | 401617105 | 24,801 | 798,241 | SH | SOLE | 798,241 | 0 | 0 | ||
GUGGENHEIM BLD AMR BDS MANG | COM | 401664107 | 241 | 12,173 | SH | SOLE | 12,173 | 0 | 0 | ||
GULF ISLAND FABRICATION INC | COM | 402307102 | 357 | 15,390 | SH | SOLE | 11,890 | 0 | 0 | ||
GULFPORT ENERGY CORP | COM NEW | 402635304 | 3,647 | 57,749 | SH | SOLE | 57,749 | 0 | 0 | ||
H & E EQUIPMENT SERVICES INC | COM | 404030108 | 1,077 | 36,347 | SH | SOLE | 19,447 | 0 | 0 | ||
HAIN CELESTIAL GROUP INC | COM | 405217100 | 697 | 7,680 | SH | SOLE | 7,680 | 0 | 0 | ||
HALCON RES CORP | COM NEW | 40537Q209 | 551 | 142,854 | SH | SOLE | 142,854 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 24,743 | 487,554 | SH | SOLE | 487,554 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 1,506 | 100,455 | SH | SOLE | 55,255 | 0 | 0 | ||
HANCOCK JOHN INCOME SECS TR | COM | 410123103 | 190 | 13,318 | SH | SOLE | 13,318 | 0 | 0 | ||
HANCOCK JOHN PREMUIM DIV FD | COM SH BEN INT | 41013T105 | 1,812 | 156,169 | SH | SOLE | 156,169 | 0 | 0 | ||
HANCOCK JOHN TAX-ADV DIV INC | COM | 41013V100 | 1,795 | 98,501 | SH | SOLE | 98,501 | 0 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 24,620 | 350,365 | SH | SOLE | 350,365 | 0 | 0 | ||
HANGER INC | COM NEW | 41043F208 | 848 | 21,561 | SH | SOLE | 11,661 | 0 | 0 | ||
HANMI FINL CORP | COM NEW | 410495204 | 5,318 | 242,963 | SH | SOLE | 124,573 | 0 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 11,147 | 186,694 | SH | SOLE | 184,294 | 0 | 0 | ||
HARBINGER GROUP INC | COM | 41146A106 | 259 | 21,857 | SH | SOLE | 15,657 | 0 | 0 | ||
HARLEY DAVIDSON INC | COM | 412822108 | 1,046 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
HARMAN INTL INDS INC | COM | 413086109 | 16,704 | 204,078 | SH | SOLE | 204,078 | 0 | 0 | ||
HARMONIC INC | COM | 413160102 | 5,176 | 701,413 | SH | SOLE | 274,313 | 0 | 0 | ||
HARMONY GOLD MNG LTD | SPONSORED ADR | 413216300 | 3,500 | 1,383,400 | SH | SOLE | 890,700 | 0 | 0 | ||
HARRIS CORP DEL | COM | 413875105 | 15,948 | 228,449 | SH | SOLE | 228,449 | 0 | 0 | ||
HARRIS INTERACTIVE INC | COM | 414549105 | 1,215 | 607,413 | SH | SOLE | 607,413 | 0 | 0 | ||
HARRIS TEETER SUPERMARKETS I | COM | 414585109 | 103,022 | 2,087,580 | SH | SOLE | 2,074,580 | 0 | 0 | ||
HARSCO CORP | COM | 415864107 | 13,418 | 478,687 | SH | SOLE | 478,687 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 9,333 | 257,602 | SH | SOLE | 242,102 | 0 | 0 | ||
HASBRO INC | COM | 418056107 | 19,399 | 352,652 | SH | SOLE | 352,652 | 0 | 0 | ||
HAVERTY FURNITURE INC | COM | 419596101 | 4,567 | 145,914 | SH | SOLE | 75,638 | 0 | 0 | ||
HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 401 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | NOTE 5.000% 3/1 | 419879AD3 | 543 | 400,000 | PRN | SOLE | 0 | 0 | 0 | ||
HAYNES INTERNATIONAL INC | COM NEW | 420877201 | 1,942 | 35,157 | SH | SOLE | 20,175 | 0 | 0 | ||
HCA HOLDINGS INC | COM | 40412C101 | 11,670 | 244,606 | SH | SOLE | 244,606 | 0 | 0 | ||
HCC INS HLDGS INC | COM | 404132102 | 11,166 | 241,994 | SH | SOLE | 241,994 | 0 | 0 | ||
HCI GROUP INC | COM | 40416E103 | 2,366 | 44,223 | SH | SOLE | 15,123 | 0 | 0 | ||
HCP INC | COM | 40414L109 | 18,378 | 506,012 | SH | SOLE | 476,512 | 0 | 0 | ||
HDFC BANK LTD | ADR REPS 3 SHS | 40415F101 | 39,541 | 1,148,100 | SH | SOLE | 1,135,000 | 0 | 0 | ||
HEADWATERS INC | COM | 42210P102 | 609 | 62,216 | SH | SOLE | 56,716 | 0 | 0 | ||
HEALTH CARE REIT INC | COM | 42217K106 | 16,515 | 308,296 | SH | SOLE | 286,196 | 0 | 0 | ||
HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 25,437 | 22,775,000 | PRN | SOLE | 0 | 0 | 0 | ||
HEALTH MGMT ASSOC INC NEW | CL A | 421933102 | 178,631 | 13,635,982 | SH | SOLE | 13,635,982 | 0 | 0 | ||
HEALTH NET INC | COM | 42222G108 | 40,024 | 1,348,977 | SH | SOLE | 1,348,977 | 0 | 0 | ||
HEALTHCARE RLTY TR | COM | 421946104 | 1,212 | 56,864 | SH | SOLE | 31,484 | 0 | 0 | ||
HEALTHCARE SVCS GRP INC | COM | 421906108 | 517 | 18,218 | SH | SOLE | 14,218 | 0 | 0 | ||
HEALTHCARE TR AMER INC | CL A | 42225P105 | 898 | 91,300 | SH | SOLE | 91,300 | 0 | 0 | ||
HEALTHSOUTH CORP | COM NEW | 421924309 | 1,099 | 32,984 | SH | SOLE | 22,984 | 0 | 0 | ||
HEALTHSTREAM INC | COM | 42222N103 | 667 | 20,355 | SH | SOLE | 15,055 | 0 | 0 | ||
HEALTHWAYS INC | COM | 422245100 | 441 | 28,753 | SH | SOLE | 21,253 | 0 | 0 | ||
HEARTLAND EXPRESS INC | COM | 422347104 | 261 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
HECLA MNG CO | COM | 422704106 | 776 | 251,983 | SH | SOLE | 168,583 | 0 | 0 | ||
HEIDRICK & STRUGGLES INTL IN | COM | 422819102 | 310 | 15,404 | SH | SOLE | 15,404 | 0 | 0 | ||
HELEN OF TROY CORP LTD | COM | G4388N106 | 6,117 | 123,542 | SH | SOLE | 62,642 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 | 18,240 | 786,864 | SH | SOLE | 774,564 | 0 | 0 | ||
HELMERICH & PAYNE INC | COM | 423452101 | 38,333 | 455,916 | SH | SOLE | 428,016 | 0 | 0 | ||
HENRY JACK & ASSOC INC | COM | 426281101 | 6,963 | 117,596 | SH | SOLE | 117,596 | 0 | 0 | ||
HERBALIFE LTD | COM USD SHS | G4412G101 | 1,700 | 21,604 | SH | SOLE | 21,604 | 0 | 0 | ||
HERCULES OFFSHORE INC | COM | 427093109 | 657 | 100,669 | SH | SOLE | 75,569 | 0 | 0 | ||
HERCULES TECH GROWTH CAP INC | COM | 427096508 | 820 | 50,011 | SH | SOLE | 15,111 | 0 | 0 | ||
HERSHA HOSPITALITY TR | SH BEN INT A | 427825104 | 1,606 | 288,299 | SH | SOLE | 252,599 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 62,358 | 641,346 | SH | SOLE | 622,946 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 7,427 | 259,516 | SH | SOLE | 259,516 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 175,544 | 2,114,989 | SH | SOLE | 2,001,289 | 0 | 0 | ||
HEWLETT PACKARD CO | COM | 428236103 | 88,733 | 3,171,285 | SH | SOLE | 3,131,985 | 0 | 0 | ||
HEXCEL CORP NEW | COM | 428291108 | 724 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
HF2 FINL MGMT INC | CL A | 40421A104 | 14,831 | 1,456,830 | SH | SOLE | 1,456,830 | 0 | 0 | ||
HFF INC | CL A | 40418F108 | 1,755 | 65,379 | SH | SOLE | 15,479 | 0 | 0 | ||
HHGREGG INC | COM | 42833L108 | 4,601 | 329,357 | SH | SOLE | 150,257 | 0 | 0 | ||
HIGHWOODS PPTYS INC | COM | 431284108 | 1,616 | 44,687 | SH | SOLE | 33,187 | 0 | 0 | ||
HILL ROM HLDGS INC | COM | 431475102 | 22,887 | 553,630 | SH | SOLE | 553,630 | 0 | 0 | ||
HILLSHIRE BRANDS CO | COM | 432589109 | 20,042 | 599,333 | SH | SOLE | 599,333 | 0 | 0 | ||
HILLTOP HOLDINGS INC | COM | 432748101 | 733 | 31,679 | SH | SOLE | 23,979 | 0 | 0 | ||
HI-TECH PHARMACAL INC | COM | 42840B101 | 55,236 | 1,273,011 | SH | SOLE | 1,255,611 | 0 | 0 | ||
HITTITE MICROWAVE CORP | COM | 43365Y104 | 341 | 5,528 | SH | SOLE | 5,528 | 0 | 0 | ||
HNI CORP | COM | 404251100 | 857 | 22,065 | SH | SOLE | 18,965 | 0 | 0 | ||
HOLLY ENERGY PARTNERS L P | COM UT LTD PTN | 435763107 | 308 | 9,530 | SH | SOLE | 9,530 | 0 | 0 | ||
HOLLYFRONTIER CORP | COM | 436106108 | 33,160 | 667,338 | SH | SOLE | 657,038 | 0 | 0 | ||
HOME BANCSHARES INC | COM | 436893200 | 2,689 | 71,997 | SH | SOLE | 33,797 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 168,724 | 2,049,116 | SH | SOLE | 1,853,516 | 0 | 0 | ||
HOME LN SERVICING SOLUTIONS | ORD SHS | G6648D109 | 1,167 | 50,800 | SH | SOLE | 29,900 | 0 | 0 | ||
HOME PROPERTIES INC | COM | 437306103 | 1,732 | 32,294 | SH | SOLE | 32,294 | 0 | 0 | ||
HOMESTREET INC | COM | 43785V102 | 1,859 | 92,965 | SH | SOLE | 33,265 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 56,777 | 621,401 | SH | SOLE | 621,401 | 0 | 0 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 22,051 | 699,132 | SH | SOLE | 375,440 | 0 | 0 | ||
HORMEL FOODS CORP | COM | 440452100 | 36,908 | 817,093 | SH | SOLE | 817,093 | 0 | 0 | ||
HORNBECK OFFSHORE SVCS INC N | COM | 440543106 | 1,175 | 23,868 | SH | SOLE | 16,768 | 0 | 0 | ||
HORSEHEAD HLDG CORP | COM | 440694305 | 136 | 24,371 | SH | SOLE | 24,371 | 0 | 0 | ||
HOSPITALITY PPTYS TR | COM SH BEN INT | 44106M102 | 2,229 | 82,459 | SH | SOLE | 82,459 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 8,814 | 453,391 | SH | SOLE | 402,791 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 1,270 | 191,770 | SH | SOLE | 84,514 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | UNIT 99/99/9999 | 44248W208 | 641 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HOWARD HUGHES CORP | COM | 44267D107 | 4,991 | 41,560 | SH | SOLE | 41,560 | 0 | 0 | ||
HSN INC | COM | 404303109 | 2,906 | 46,643 | SH | SOLE | 44,243 | 0 | 0 | ||
HUBBELL INC | CL B | 443510201 | 12,939 | 118,819 | SH | SOLE | 118,819 | 0 | 0 | ||
HUDSON CITY BANCORP | COM | 443683107 | 203,941 | 21,626,805 | SH | SOLE | 21,626,805 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 101,040 | 978,877 | SH | SOLE | 930,177 | 0 | 0 | ||
HUNT J B TRANS SVCS INC | COM | 445658107 | 1,438 | 18,600 | SH | SOLE | 18,600 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 12,486 | 1,293,875 | SH | SOLE | 1,293,875 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 1,020 | 800 | SH | SOLE | 800 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 2,852 | 31,688 | SH | SOLE | 31,688 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 14,764 | 600,149 | SH | SOLE | 600,149 | 0 | 0 | ||
HURON CONSULTING GROUP INC | COM | 447462102 | 1,429 | 22,791 | SH | SOLE | 11,091 | 0 | 0 | ||
HUTCHINSON TECHNOLOGY INC | COM | 448407106 | 2,262 | 706,748 | SH | SOLE | 330,698 | 0 | 0 | ||
HYATT HOTELS CORP | COM CL A | 448579102 | 890 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
HYDE PK ACQUISITION CORP II | COM | 448640102 | 14,728 | 1,390,000 | SH | SOLE | 1,390,000 | 0 | 0 | ||
HYPERION THERAPEUTICS INC | COM | 44915N101 | 378 | 18,709 | SH | SOLE | 12,309 | 0 | 0 | ||
HYSTER YALE MATLS HANDLING I | CL A | 449172105 | 6,588 | 70,714 | SH | SOLE | 24,108 | 0 | 0 | ||
IAC INTERACTIVECORP | COM PAR $.001 | 44919P508 | 51,844 | 754,755 | SH | SOLE | 754,755 | 0 | 0 | ||
IAMGOLD CORP | COM | 450913108 | 124 | 37,100 | SH | SOLE | 37,100 | 0 | 0 | ||
ICF INTL INC | COM | 44925C103 | 2,757 | 79,426 | SH | SOLE | 39,726 | 0 | 0 | ||
ICICI BK LTD | ADR | 45104G104 | 8,787 | 236,387 | SH | SOLE | 236,387 | 0 | 0 | ||
ICONIX BRAND GROUP INC | COM | 451055107 | 1,577 | 39,728 | SH | SOLE | 23,528 | 0 | 0 | ||
ICU MED INC | COM | 44930G107 | 8,203 | 128,759 | SH | SOLE | 57,659 | 0 | 0 | ||
IDACORP INC | COM | 451107106 | 3,695 | 71,284 | SH | SOLE | 71,284 | 0 | 0 | ||
IDERA PHARMACEUTICALS INC | COM NEW | 45168K306 | 645 | 139,415 | SH | SOLE | 93,915 | 0 | 0 | ||
IDEX CORP | COM | 45167R104 | 1,521 | 20,600 | SH | SOLE | 20,600 | 0 | 0 | ||
IDEXX LABS INC | COM | 45168D104 | 3,571 | 33,575 | SH | SOLE | 33,575 | 0 | 0 | ||
IDT CORP | CL B NEW | 448947507 | 2,762 | 154,550 | SH | SOLE | 74,250 | 0 | 0 | ||
IGATE CORP | COM | 45169U105 | 1,882 | 46,872 | SH | SOLE | 21,672 | 0 | 0 | ||
IHS INC | CL A | 451734107 | 764 | 6,386 | SH | SOLE | 6,386 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 5,917 | 70,375 | SH | SOLE | 67,075 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 3,964 | 35,831 | SH | SOLE | 35,831 | 0 | 0 | ||
IMMERSION CORP | COM | 452521107 | 3,535 | 340,570 | SH | SOLE | 76,675 | 0 | 0 | ||
IMMUNOGEN INC | COM | 45253H101 | 339 | 23,127 | SH | SOLE | 127 | 0 | 0 | ||
IMMUNOMEDICS INC | COM | 452907108 | 259 | 56,400 | SH | SOLE | 45,200 | 0 | 0 | ||
IMPAX LABORATORIES INC | COM | 45256B101 | 2,577 | 102,500 | SH | SOLE | 42,600 | 0 | 0 | ||
INCONTACT INC | COM | 45336E109 | 251 | 32,200 | SH | SOLE | 14,500 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 6,470 | 127,788 | SH | SOLE | 127,788 | 0 | 0 | ||
INDEPENDENT BANK CORP MICH | COM NEW | 453838609 | 323 | 26,938 | SH | SOLE | 18,538 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G103 | 942 | 96,281 | SH | SOLE | 61,181 | 0 | 0 | ||
INFINITY CROSS BORDER ACQUIS | SHS | G4772R101 | 2,624 | 330,000 | SH | SOLE | 330,000 | 0 | 0 | ||
INFINITY PPTY & CAS CORP | COM | 45665Q103 | 10,848 | 151,195 | SH | SOLE | 77,608 | 0 | 0 | ||
INFOBLOX INC | COM | 45672H104 | 1,301 | 39,414 | SH | SOLE | 26,714 | 0 | 0 | ||
INFORMATICA CORP | COM | 45666Q102 | 995 | 23,964 | SH | SOLE | 23,964 | 0 | 0 | ||
INFORMATION SERVICES GROUP I | COM | 45675Y104 | 320 | 75,461 | SH | SOLE | 51,161 | 0 | 0 | ||
INFOSYS LTD | SPONSORED ADR | 456788108 | 74,945 | 1,324,115 | SH | SOLE | 1,265,415 | 0 | 0 | ||
ING GLOBAL EQTY DIV & PREM O | COM | 45684E107 | 1,261 | 140,902 | SH | SOLE | 140,902 | 0 | 0 | ||
ING RISK MANAGED NAT RES FD | COM | 449810100 | 530 | 54,040 | SH | SOLE | 54,040 | 0 | 0 | ||
ING U S INC | COM | 45685E106 | 1,473 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
INGRAM MICRO INC | CL A | 457153104 | 36,556 | 1,558,239 | SH | SOLE | 1,558,239 | 0 | 0 | ||
INGREDION INC | COM | 457187102 | 28,860 | 421,567 | SH | SOLE | 421,567 | 0 | 0 | ||
INLAND REAL ESTATE CORP | COM NEW | 457461200 | 9,395 | 893,066 | SH | SOLE | 457,783 | 0 | 0 | ||
INLAND REAL ESTATE CORP | NOTE 5.000%11/1 | 457461AC5 | 221 | 198,000 | PRN | SOLE | 0 | 0 | 0 | ||
INNERWORKINGS INC | COM | 45773Y105 | 154 | 19,764 | SH | SOLE | 13,164 | 0 | 0 | ||
INNOPHOS HOLDINGS INC | COM | 45774N108 | 352 | 7,247 | SH | SOLE | 7,247 | 0 | 0 | ||
INNOSPEC INC | COM | 45768S105 | 6,774 | 146,562 | SH | SOLE | 47,262 | 0 | 0 | ||
INOVIO PHARMACEUTICALS INC | COM | 45773H102 | 402 | 138,500 | SH | SOLE | 92,700 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | COM | 45765U103 | 12,014 | 529,027 | SH | SOLE | 304,136 | 0 | 0 | ||
INSMED INC | COM PAR $.01 | 457669307 | 968 | 56,890 | SH | SOLE | 35,390 | 0 | 0 | ||
INSPERITY INC | COM | 45778Q107 | 3,736 | 103,415 | SH | SOLE | 27,015 | 0 | 0 | ||
INSULET CORP | COM | 45784P101 | 1,345 | 36,248 | SH | SOLE | 23,748 | 0 | 0 | ||
INSYS THERAPEUTICS INC NEW | COM NEW | 45824V209 | 741 | 19,130 | SH | SOLE | 12,030 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 4,669 | 458,188 | SH | SOLE | 407,988 | 0 | 0 | ||
INTEGRATED SILICON SOLUTION | COM | 45812P107 | 166 | 13,757 | SH | SOLE | 8,457 | 0 | 0 | ||
INTEGRYS ENERGY GROUP INC | COM | 45822P105 | 2,253 | 41,400 | SH | SOLE | 41,400 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 36,157 | 1,392,794 | SH | SOLE | 1,302,094 | 0 | 0 | ||
INTELIQUENT INC | COM | 45825N107 | 964 | 84,411 | SH | SOLE | 66,311 | 0 | 0 | ||
INTER PARFUMS INC | COM | 458334109 | 1,012 | 28,270 | SH | SOLE | 16,870 | 0 | 0 | ||
INTERACTIVE INTELLIGENCE GRO | COM | 45841V109 | 1,099 | 16,316 | SH | SOLE | 10,816 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 460 | 6,743 | SH | SOLE | 4,543 | 0 | 0 | ||
INTERCONTINENTALEXCHANGE GRO | COM | 45866F104 | 3,172 | 14,102 | SH | SOLE | 14,102 | 0 | 0 | ||
INTERDIGITAL INC | COM | 45867G101 | 1,803 | 61,150 | SH | SOLE | 61,150 | 0 | 0 | ||
INTERFACE INC | COM | 458665304 | 345 | 15,700 | SH | SOLE | 9,500 | 0 | 0 | ||
INTERMUNE INC | COM | 45884X103 | 385 | 26,126 | SH | SOLE | 17,326 | 0 | 0 | ||
INTERNATIONAL BANCSHARES COR | COM | 459044103 | 8,497 | 321,969 | SH | SOLE | 205,214 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 105,796 | 564,037 | SH | SOLE | 513,337 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 6,572 | 76,436 | SH | SOLE | 76,436 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | COM | 459902102 | 15,945 | 878,003 | SH | SOLE | 878,003 | 0 | 0 | ||
INTERNATIONAL RECTIFIER CORP | COM | 460254105 | 3,454 | 132,497 | SH | SOLE | 127,297 | 0 | 0 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 65,954 | 3,726,209 | SH | SOLE | 3,503,209 | 0 | 0 | ||
INTERSIL CORP | CL A | 46069S109 | 5,600 | 488,212 | SH | SOLE | 437,112 | 0 | 0 | ||
INTERVAL LEISURE GROUP INC | COM | 46113M108 | 386 | 12,500 | SH | SOLE | 9,000 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 20,188 | 411,741 | SH | SOLE | 369,341 | 0 | 0 | ||
INTRALINKS HLDGS INC | COM | 46118H104 | 250 | 20,608 | SH | SOLE | 13,508 | 0 | 0 | ||
INTUIT | COM | 461202103 | 9,736 | 127,569 | SH | SOLE | 127,569 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 628 | 1,636 | SH | SOLE | 1,636 | 0 | 0 | ||
INVACARE CORP | COM | 461203101 | 6,604 | 284,542 | SH | SOLE | 139,444 | 0 | 0 | ||
INVACARE CORP | SDCV 4.125% 2/0 | 461203AD3 | 2,953 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
INVENSENSE INC | COM | 46123D205 | 1,292 | 62,154 | SH | SOLE | 42,754 | 0 | 0 | ||
INVESCO ADVANTAGE MUNICIPAL | SH BEN INT | 46132E103 | 671 | 63,742 | SH | SOLE | 63,742 | 0 | 0 | ||
INVESCO BD FD | COM | 46132L107 | 1,521 | 86,005 | SH | SOLE | 86,005 | 0 | 0 | ||
INVESCO CALIF VALUE MUN INC | COM | 46132H106 | 551 | 48,316 | SH | SOLE | 48,316 | 0 | 0 | ||
INVESCO DYNAMIC CR OPP FD | COM | 46132R104 | 418 | 32,414 | SH | SOLE | 32,414 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 17,425 | 478,700 | SH | SOLE | 478,700 | 0 | 0 | ||
INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,230 | 83,800 | SH | SOLE | 50,400 | 0 | 0 | ||
INVESCO MUN OPPORTUNITY TR | COM | 46132C107 | 1,329 | 113,454 | SH | SOLE | 113,454 | 0 | 0 | ||
INVESCO MUN TR | COM | 46131J103 | 1,179 | 101,721 | SH | SOLE | 101,721 | 0 | 0 | ||
INVESCO MUNI INCOME OPP TRST | COM | 46132X101 | 486 | 78,341 | SH | SOLE | 78,341 | 0 | 0 | ||
INVESCO PA VALUE MUN INCOME | COM | 46132K109 | 188 | 15,523 | SH | SOLE | 15,523 | 0 | 0 | ||
INVESCO QUALITY MUNI INC TRS | COM | 46133G107 | 578 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 964 | 79,121 | SH | SOLE | 79,121 | 0 | 0 | ||
INVESTMENT TECHNOLOGY GRP NE | COM | 46145F105 | 14,252 | 693,199 | SH | SOLE | 310,399 | 0 | 0 | ||
INVESTORS BANCORP INC | COM | 46146P102 | 2,551 | 99,731 | SH | SOLE | 99,731 | 0 | 0 | ||
INVESTORS REAL ESTATE TR | SH BEN INT | 461730103 | 2,034 | 237,049 | SH | SOLE | 193,316 | 0 | 0 | ||
IPG PHOTONICS CORP | COM | 44980X109 | 662 | 8,533 | SH | SOLE | 8,533 | 0 | 0 | ||
IROBOT CORP | COM | 462726100 | 786 | 22,594 | SH | SOLE | 14,894 | 0 | 0 | ||
IRON MTN INC | COM | 462846106 | 681 | 22,426 | SH | SOLE | 22,426 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC | COM | 464330109 | 2,503 | 62,819 | SH | SOLE | 46,519 | 0 | 0 | ||
ISTAR FINL INC | NOTE 3.000%11/1 | 45031UBR1 | 6,222 | 4,550,000 | PRN | SOLE | 0 | 0 | 0 | ||
ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 465562106 | 39,892 | 2,939,732 | SH | SOLE | 2,655,852 | 0 | 0 | ||
ITC HLDGS CORP | COM | 465685105 | 799 | 8,337 | SH | SOLE | 8,337 | 0 | 0 | ||
ITRON INC | COM | 465741106 | 4,839 | 116,790 | SH | SOLE | 116,790 | 0 | 0 | ||
ITT CORP NEW | COM NEW | 450911201 | 48,057 | 1,106,797 | SH | SOLE | 1,106,797 | 0 | 0 | ||
ITT EDUCATIONAL SERVICES INC | COM | 45068B109 | 580 | 17,275 | SH | SOLE | 13,375 | 0 | 0 | ||
IXIA | COM | 45071R109 | 964 | 72,425 | SH | SOLE | 55,425 | 0 | 0 | ||
J & J SNACK FOODS CORP | COM | 466032109 | 1,212 | 13,684 | SH | SOLE | 3,584 | 0 | 0 | ||
J2 GLOBAL INC | COM | 48123V102 | 2,164 | 43,262 | SH | SOLE | 33,562 | 0 | 0 | ||
JABIL CIRCUIT INC | COM | 466313103 | 35,156 | 2,015,819 | SH | SOLE | 2,015,819 | 0 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 3,091 | 61,795 | SH | SOLE | 37,095 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 17,984 | 285,503 | SH | SOLE | 285,503 | 0 | 0 | ||
JAKKS PAC INC | COM | 47012E106 | 113 | 16,829 | SH | SOLE | 16,829 | 0 | 0 | ||
JAMBA INC | COM NEW | 47023A309 | 145 | 11,680 | SH | SOLE | 11,680 | 0 | 0 | ||
JAMES RIVER COAL CO | COM NEW | 470355207 | 15 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
JAMES RIVER COAL CO | NOTE 10.000% 6/0 | 470355AK4 | 490 | 1,520,000 | PRN | SOLE | 0 | 0 | 0 | ||
JARDEN CORP | COM | 471109108 | 7,146 | 116,477 | SH | SOLE | 116,477 | 0 | 0 | ||
JDS UNIPHASE CORP | COM PAR $0.001 | 46612J507 | 10,253 | 789,872 | SH | SOLE | 789,872 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 13,733 | 7,315,510 | SH | SOLE | 15,510 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | DBCV 6.750%10/1 | 477143AF8 | 10,444 | 5,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 | 3,981 | 135,745 | SH | SOLE | 30,545 | 0 | 0 | ||
JOHN HANCOCK HDG EQ & INC FD | COM | 47804L102 | 1,563 | 91,565 | SH | SOLE | 91,565 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 279,024 | 3,046,448 | SH | SOLE | 2,858,576 | 0 | 0 | ||
JOHNSON CTLS INC | COM | 478366107 | 29,752 | 579,958 | SH | SOLE | 579,958 | 0 | 0 | ||
JONES GROUP INC | COM | 48020T101 | 40,055 | 2,677,446 | SH | SOLE | 2,677,446 | 0 | 0 | ||
JONES LANG LASALLE INC | COM | 48020Q107 | 2,488 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
JOS A BANK CLOTHIERS INC | COM | 480838101 | 27,774 | 507,466 | SH | SOLE | 507,466 | 0 | 0 | ||
JOURNAL COMMUNICATIONS INC | CL A | 481130102 | 374 | 40,186 | SH | SOLE | 30,086 | 0 | 0 | ||
JOY GLOBAL INC | COM | 481165108 | 790 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 163,786 | 2,800,710 | SH | SOLE | 2,609,510 | 0 | 0 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 4,011 | 177,700 | SH | SOLE | 177,700 | 0 | 0 | ||
K12 INC | COM | 48273U102 | 263 | 12,112 | SH | SOLE | 7,912 | 0 | 0 | ||
KADANT INC | COM | 48282T104 | 505 | 12,470 | SH | SOLE | 8,770 | 0 | 0 | ||
KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 805 | 11,454 | SH | SOLE | 11,454 | 0 | 0 | ||
KAMAN CORP | COM | 483548103 | 206 | 5,193 | SH | SOLE | 5,193 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 2,817 | 22,750 | SH | SOLE | 22,750 | 0 | 0 | ||
KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 2,063 | 36,928 | SH | SOLE | 24,028 | 0 | 0 | ||
KAR AUCTION SVCS INC | COM | 48238T109 | 219 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 1,799 | 98,411 | SH | SOLE | 98,411 | 0 | 0 | ||
KBR INC | COM | 48242W106 | 24,120 | 756,338 | SH | SOLE | 756,338 | 0 | 0 | ||
KCAP FINL INC | COM | 48668E101 | 305 | 37,800 | SH | SOLE | 23,900 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 9,818 | 160,772 | SH | SOLE | 160,772 | 0 | 0 | ||
KELLY SVCS INC | CL A | 488152208 | 2,799 | 112,237 | SH | SOLE | 68,737 | 0 | 0 | ||
KEMET CORP | COM NEW | 488360207 | 102 | 18,100 | SH | SOLE | 0 | 0 | 0 | ||
KEMPER CORP DEL | COM | 488401100 | 835 | 20,436 | SH | SOLE | 18,436 | 0 | 0 | ||
KENNAMETAL INC | COM | 489170100 | 802 | 15,406 | SH | SOLE | 15,406 | 0 | 0 | ||
KERYX BIOPHARMACEUTICALS INC | COM | 492515101 | 1,587 | 122,579 | SH | SOLE | 83,079 | 0 | 0 | ||
KEY ENERGY SVCS INC | COM | 492914106 | 465 | 58,847 | SH | SOLE | 58,847 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 138,512 | 10,321,312 | SH | SOLE | 9,613,112 | 0 | 0 | ||
KEYCORP NEW | PFD 7.75% SR A | 493267405 | 2,579 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
KEYW HLDG CORP | COM | 493723100 | 339 | 25,219 | SH | SOLE | 17,919 | 0 | 0 | ||
KFORCE INC | COM | 493732101 | 5,066 | 247,603 | SH | SOLE | 95,103 | 0 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 763 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 155,407 | 1,487,720 | SH | SOLE | 1,417,520 | 0 | 0 | ||
KIMCO RLTY CORP | COM | 49446R109 | 5,523 | 279,641 | SH | SOLE | 255,441 | 0 | 0 | ||
KINDER MORGAN ENERGY PARTNER | UT LTD PARTNER | 494550106 | 601 | 7,451 | SH | SOLE | 7,451 | 0 | 0 | ||
KINDRED HEALTHCARE INC | COM | 494580103 | 771 | 39,064 | SH | SOLE | 34,564 | 0 | 0 | ||
KINROSS GOLD CORP | COM NO PAR | 496902404 | 631 | 144,100 | SH | SOLE | 144,100 | 0 | 0 | ||
KIRBY CORP | COM | 497266106 | 516 | 5,199 | SH | SOLE | 5,199 | 0 | 0 | ||
KIRKLANDS INC | COM | 497498105 | 453 | 19,127 | SH | SOLE | 13,027 | 0 | 0 | ||
KITE RLTY GROUP TR | COM | 49803T102 | 303 | 46,168 | SH | SOLE | 14,668 | 0 | 0 | ||
KLA-TENCOR CORP | COM | 482480100 | 69,556 | 1,079,050 | SH | SOLE | 1,053,150 | 0 | 0 | ||
KNOLL INC | COM NEW | 498904200 | 284 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
KODIAK OIL & GAS CORP | COM | 50015Q100 | 2,773 | 247,362 | SH | SOLE | 90,262 | 0 | 0 | ||
KOHLBERG CAPITAL CORP | NOTE 8.750% 3/1 | 500233AB7 | 4,905 | 4,375,000 | PRN | SOLE | 0 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 2,173 | 38,298 | SH | SOLE | 38,298 | 0 | 0 | ||
KOPPERS HOLDINGS INC | COM | 50060P106 | 2,214 | 48,388 | SH | SOLE | 27,588 | 0 | 0 | ||
KORN FERRY INTL | COM NEW | 500643200 | 2,793 | 106,935 | SH | SOLE | 60,435 | 0 | 0 | ||
KRAFT FOODS GROUP INC | COM | 50076Q106 | 2,852 | 52,901 | SH | SOLE | 52,901 | 0 | 0 | ||
KRATON PERFORMANCE POLYMERS | COM | 50077C106 | 1,111 | 48,200 | SH | SOLE | 13,200 | 0 | 0 | ||
KRATOS DEFENSE & SEC SOLUTIO | COM NEW | 50077B207 | 2,789 | 363,143 | SH | SOLE | 195,943 | 0 | 0 | ||
KRISPY KREME DOUGHNUTS INC | COM | 501014104 | 1,426 | 73,925 | SH | SOLE | 43,525 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 60,552 | 1,531,800 | SH | SOLE | 1,531,800 | 0 | 0 | ||
KT CORP | SPONSORED ADR | 48268K101 | 4,705 | 316,421 | SH | SOLE | 292,621 | 0 | 0 | ||
KULICKE & SOFFA INDS INC | COM | 501242101 | 265 | 19,956 | SH | SOLE | 19,956 | 0 | 0 | ||
L BRANDS INC | COM | 501797104 | 1,002 | 16,199 | SH | SOLE | 16,199 | 0 | 0 | ||
L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 25,548 | 21,125,000 | PRN | SOLE | 0 | 0 | 0 | ||
L-3 COMMUNICATIONS HLDGS INC | COM | 502424104 | 26,811 | 250,896 | SH | SOLE | 238,496 | 0 | 0 | ||
LA Z BOY INC | COM | 505336107 | 2,978 | 96,071 | SH | SOLE | 77,971 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 3,483 | 38,117 | SH | SOLE | 35,417 | 0 | 0 | ||
LACLEDE GROUP INC | COM | 505597104 | 3,173 | 69,671 | SH | SOLE | 35,193 | 0 | 0 | ||
LADENBURG THALMAN FIN SVCS I | COM | 50575Q102 | 58 | 18,500 | SH | SOLE | 12,400 | 0 | 0 | ||
LAKELAND FINL CORP | COM | 511656100 | 491 | 12,600 | SH | SOLE | 7,600 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 55,414 | 1,017,709 | SH | SOLE | 938,109 | 0 | 0 | ||
LAMAR ADVERTISING CO | CL A | 512815101 | 1,024 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
LANCASTER COLONY CORP | COM | 513847103 | 6,023 | 68,329 | SH | SOLE | 40,826 | 0 | 0 | ||
LANDSTAR SYS INC | COM | 515098101 | 5,759 | 100,241 | SH | SOLE | 100,241 | 0 | 0 | ||
LANNET INC | COM | 516012101 | 427 | 12,902 | SH | SOLE | 8,802 | 0 | 0 | ||
LAREDO PETE HLDGS INC | COM | 516806106 | 247 | 8,913 | SH | SOLE | 8,913 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 34,599 | 438,682 | SH | SOLE | 416,282 | 0 | 0 | ||
LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 836 | 27,079 | SH | SOLE | 27,079 | 0 | 0 | ||
LATAM AIRLS GROUP S A | SPONSORED ADR | 51817R106 | 206 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 4,992 | 906,050 | SH | SOLE | 437,550 | 0 | 0 | ||
LAUDER ESTEE COS INC | CL A | 518439104 | 2,756 | 36,586 | SH | SOLE | 36,586 | 0 | 0 | ||
LAYNE CHRISTENSEN CO | COM | 521050104 | 196 | 11,500 | SH | SOLE | 0 | 0 | 0 | ||
LAZARD GLB TTL RET&INCM FD I | COM | 52106W103 | 228 | 12,966 | SH | SOLE | 12,966 | 0 | 0 | ||
LCA-VISION INC | COM PAR $.001 | 501803308 | 120 | 10,551 | SH | SOLE | 10,551 | 0 | 0 | ||
LEAP WIRELESS INTL INC | COM NEW | 521863308 | 18,281 | 1,050,628 | SH | SOLE | 1,050,628 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 18,976 | 234,354 | SH | SOLE | 234,354 | 0 | 0 | ||
LEE ENTERPRISES INC | COM | 523768109 | 414 | 119,231 | SH | SOLE | 86,631 | 0 | 0 | ||
LEGG MASON INC | COM | 524901105 | 8,250 | 189,742 | SH | SOLE | 189,742 | 0 | 0 | ||
LEGGETT & PLATT INC | COM | 524660107 | 1,418 | 45,836 | SH | SOLE | 45,836 | 0 | 0 | ||
LEIDOS HLDGS INC | COM | 525327102 | 21,749 | 467,820 | SH | SOLE | 439,520 | 0 | 0 | ||
LENDER PROCESSING SVCS INC | COM | 52602E102 | 144,214 | 3,858,050 | SH | SOLE | 3,858,050 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 1,354 | 34,231 | SH | SOLE | 34,231 | 0 | 0 | ||
LENNOX INTL INC | COM | 526107107 | 10,071 | 118,403 | SH | SOLE | 118,403 | 0 | 0 | ||
LEUCADIA NATL CORP | COM | 527288104 | 40,463 | 1,427,757 | SH | SOLE | 1,269,757 | 0 | 0 | ||
LEUCADIA NATL CORP | NOTE 3.750% 4/1 | 527288AX2 | 9,168 | 6,887,000 | PRN | SOLE | 0 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 36,756 | 1,108,111 | SH | SOLE | 1,108,111 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | NOTE 7.000% 3/1 | 52729NBP4 | 6,126 | 4,480,000 | PRN | SOLE | 0 | 0 | 0 | ||
LEVY ACQUISITION CORP | UNIT 99/99/9999 | 52748T203 | 22,523 | 2,250,000 | SH | SOLE | 2,250,000 | 0 | 0 | ||
LEXINGTON REALTY TRUST | COM | 529043101 | 1,111 | 108,805 | SH | SOLE | 104,505 | 0 | 0 | ||
LEXMARK INTL NEW | CL A | 529771107 | 29,360 | 826,586 | SH | SOLE | 814,886 | 0 | 0 | ||
LG DISPLAY CO LTD | SPONS ADR REP | 50186V102 | 2,677 | 220,500 | SH | SOLE | 220,500 | 0 | 0 | ||
LHC GROUP INC | COM | 50187A107 | 640 | 26,620 | SH | SOLE | 9,420 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP | INT COM SER A | 53071M104 | 1,820 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | CL A | 531229102 | 26,714 | 182,409 | SH | SOLE | 182,409 | 0 | 0 | ||
LIBERTY PPTY TR | SH BEN INT | 531172104 | 1,605 | 47,400 | SH | SOLE | 47,400 | 0 | 0 | ||
LIFE TECHNOLOGIES CORP | COM | 53217V109 | 185,859 | 2,451,965 | SH | SOLE | 2,442,265 | 0 | 0 | ||
LIFELOCK INC | COM | 53224V100 | 424 | 25,864 | SH | SOLE | 17,464 | 0 | 0 | ||
LIFEPOINT HOSPITALS INC | COM | 53219L109 | 2,792 | 52,836 | SH | SOLE | 52,836 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 1,098 | 20,877 | SH | SOLE | 13,877 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 171,079 | 3,354,486 | SH | SOLE | 3,127,486 | 0 | 0 | ||
LIMELIGHT NETWORKS INC | COM | 53261M104 | 355 | 179,500 | SH | SOLE | 25,900 | 0 | 0 | ||
LINCOLN ELEC HLDGS INC | COM | 533900106 | 8,779 | 123,058 | SH | SOLE | 123,058 | 0 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 27,296 | 528,794 | SH | SOLE | 528,794 | 0 | 0 | ||
LINCOLN NATL CORP IND | *W EXP 07/10/201 | 534187117 | 6,033 | 142,753 | SH | SOLE | 142,753 | 0 | 0 | ||
LINEAR TECHNOLOGY CORP | COM | 535678106 | 2,663 | 58,466 | SH | SOLE | 58,466 | 0 | 0 | ||
LINKEDIN CORP | COM CL A | 53578A108 | 84,289 | 388,735 | SH | SOLE | 348,835 | 0 | 0 | ||
LINNCO LLC | COMSHS LTD INT | 535782106 | 761 | 24,696 | SH | SOLE | 16,800 | 0 | 0 | ||
LIONS GATE ENTMNT CORP | COM NEW | 535919203 | 2,346 | 74,098 | SH | SOLE | 74,098 | 0 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 2,242 | 32,295 | SH | SOLE | 24,495 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 901 | 9,700 | SH | SOLE | 7,900 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 2,142 | 108,382 | SH | SOLE | 66,882 | 0 | 0 | ||
LIVEPERSON INC | COM | 538146101 | 378 | 25,497 | SH | SOLE | 20,497 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 10,097 | 306,901 | SH | SOLE | 306,901 | 0 | 0 | ||
LMP REAL ESTATE INCOME FD IN | COM | 50208C108 | 123 | 12,186 | SH | SOLE | 12,186 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 12,857 | 86,484 | SH | SOLE | 86,484 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 33,031 | 684,714 | SH | SOLE | 683,114 | 0 | 0 | ||
LORAL SPACE & COMMUNICATNS I | COM | 543881106 | 7,832 | 96,713 | SH | SOLE | 54,413 | 0 | 0 | ||
LORILLARD INC | COM | 544147101 | 1,516 | 29,916 | SH | SOLE | 29,916 | 0 | 0 | ||
LOUISIANA PAC CORP | COM | 546347105 | 1,389 | 75,019 | SH | SOLE | 75,019 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 64,288 | 1,297,445 | SH | SOLE | 1,267,745 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 3,729 | 79,300 | SH | SOLE | 79,300 | 0 | 0 | ||
LSI CORPORATION | COM | 502161102 | 163,154 | 14,805,281 | SH | SOLE | 14,742,481 | 0 | 0 | ||
LTC PPTYS INC | COM | 502175102 | 6,079 | 171,773 | SH | SOLE | 96,086 | 0 | 0 | ||
LTX-CREDENCE CORP | COM NEW | 502403207 | 436 | 54,600 | SH | SOLE | 54,600 | 0 | 0 | ||
LULULEMON ATHLETICA INC | COM | 550021109 | 4,988 | 84,500 | SH | SOLE | 84,500 | 0 | 0 | ||
LUMOS NETWORKS CORP | COM | 550283105 | 533 | 25,393 | SH | SOLE | 19,093 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 286,492 | 3,568,656 | SH | SOLE | 3,382,356 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 47,636 | 409,172 | SH | SOLE | 383,472 | 0 | 0 | ||
M D C HLDGS INC | COM | 552676108 | 1,420 | 44,045 | SH | SOLE | 44,045 | 0 | 0 | ||
M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 3,754 | 2,875,000 | PRN | SOLE | 0 | 0 | 0 | ||
M/I HOMES INC | NOTE 3.000% 3/0 | 55292PAB1 | 3,004 | 2,700,000 | PRN | SOLE | 0 | 0 | 0 | ||
M/I HOMES INC | COM | 55305B101 | 713 | 28,017 | SH | SOLE | 10,917 | 0 | 0 | ||
MACERICH CO | COM | 554382101 | 2,073 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
MAC-GRAY CORP | COM | 554153106 | 947 | 44,596 | SH | SOLE | 44,596 | 0 | 0 | ||
MACK CALI RLTY CORP | COM | 554489104 | 380 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
MACQUARIE GLBL INFRA TOTL RE | COM | 55608D101 | 215 | 9,733 | SH | SOLE | 9,733 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 80,477 | 1,507,062 | SH | SOLE | 1,410,962 | 0 | 0 | ||
MADDEN STEVEN LTD | COM | 556269108 | 1,119 | 30,586 | SH | SOLE | 29,236 | 0 | 0 | ||
MADISON CVRED CALL & EQ STR | COM | 557437100 | 1,229 | 150,368 | SH | SOLE | 150,368 | 0 | 0 | ||
MADISON SQUARE GARDEN CO | CL A | 55826P100 | 3,527 | 61,248 | SH | SOLE | 61,248 | 0 | 0 | ||
MAGELLAN HEALTH SVCS INC | COM NEW | 559079207 | 8,019 | 133,850 | SH | SOLE | 118,713 | 0 | 0 | ||
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 550 | 8,690 | SH | SOLE | 8,690 | 0 | 0 | ||
MAGICJACK VOCALTEC LTD | SHS | M6787E101 | 2,488 | 208,700 | SH | SOLE | 99,200 | 0 | 0 | ||
MAGNA INTL INC | COM | 559222401 | 1,477 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 304 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
MAGNUM HUNTER RES CORP DEL | COM | 55973B102 | 848 | 116,027 | SH | SOLE | 77,427 | 0 | 0 | ||
MAIDEN HOLDINGS LTD | SHS | G5753U112 | 1,060 | 96,956 | SH | SOLE | 21,656 | 0 | 0 | ||
MAINSTAY DEFINEDTERM MN OPP | COM | 56064K100 | 194 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 33,471 | 640,463 | SH | SOLE | 640,463 | 0 | 0 | ||
MANHATTAN ASSOCS INC | COM | 562750109 | 9,519 | 81,025 | SH | SOLE | 40,118 | 0 | 0 | ||
MANITEX INTL INC | COM | 563420108 | 351 | 22,078 | SH | SOLE | 14,578 | 0 | 0 | ||
MANITOWOC INC | COM | 563571108 | 1,049 | 44,987 | SH | SOLE | 44,987 | 0 | 0 | ||
MANNKIND CORP | COM | 56400P201 | 1,842 | 353,599 | SH | SOLE | 275,699 | 0 | 0 | ||
MANNKIND CORP | NOTE 5.750% 8/1 | 56400PAC6 | 4,865 | 4,595,000 | PRN | SOLE | 0 | 0 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 91,232 | 1,062,569 | SH | SOLE | 1,029,069 | 0 | 0 | ||
MANULIFE FINL CORP | COM | 56501R106 | 813 | 41,200 | SH | SOLE | 41,200 | 0 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 111,136 | 3,148,325 | SH | SOLE | 2,939,425 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 75,837 | 826,744 | SH | SOLE | 789,144 | 0 | 0 | ||
MARCHEX INC | CL B | 56624R108 | 228 | 26,347 | SH | SOLE | 17,647 | 0 | 0 | ||
MARINEMAX INC | COM | 567908108 | 241 | 15,000 | SH | SOLE | 10,100 | 0 | 0 | ||
MARKEL CORP | COM | 570535104 | 1,468 | 2,530 | SH | SOLE | 2,530 | 0 | 0 | ||
MARKETAXESS HLDGS INC | COM | 57060D108 | 2,230 | 33,352 | SH | SOLE | 18,652 | 0 | 0 | ||
MARKWEST ENERGY PARTNERS L P | UNIT LTD PARTN | 570759100 | 484 | 7,314 | SH | SOLE | 7,314 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 534 | 10,828 | SH | SOLE | 10,828 | 0 | 0 | ||
MARRIOTT VACATIONS WRLDWDE C | COM | 57164Y107 | 2,339 | 44,339 | SH | SOLE | 16,639 | 0 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 7,712 | 159,474 | SH | SOLE | 159,474 | 0 | 0 | ||
MARTEN TRANS LTD | COM | 573075108 | 211 | 10,446 | SH | SOLE | 7,596 | 0 | 0 | ||
MARTIN MIDSTREAM PRTNRS L P | UNIT L P INT | 573331105 | 357 | 8,334 | SH | SOLE | 8,334 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 108,852 | 7,569,706 | SH | SOLE | 6,742,806 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 6,539 | 287,167 | SH | SOLE | 287,167 | 0 | 0 | ||
MASTEC INC | NOTE 4.000% 6/1 | 576323AL3 | 6,766 | 3,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
MASTEC INC | NOTE 4.250%12/1 | 576323AM1 | 10,775 | 5,025,000 | PRN | SOLE | 0 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 46,917 | 56,157 | SH | SOLE | 54,857 | 0 | 0 | ||
MATADOR RES CO | COM | 576485205 | 4,502 | 241,530 | SH | SOLE | 94,030 | 0 | 0 | ||
MATERION CORP | COM | 576690101 | 3,059 | 99,170 | SH | SOLE | 49,270 | 0 | 0 | ||
MATRIX SVC CO | COM | 576853105 | 5,078 | 207,503 | SH | SOLE | 80,572 | 0 | 0 | ||
MATTEL INC | COM | 577081102 | 24,054 | 505,550 | SH | SOLE | 505,550 | 0 | 0 | ||
MATTHEWS INTL CORP | CL A | 577128101 | 205 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
MATTSON TECHNOLOGY INC | COM | 577223100 | 436 | 158,958 | SH | SOLE | 102,258 | 0 | 0 | ||
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 41,231 | 1,477,300 | SH | SOLE | 1,292,600 | 0 | 0 | ||
MAXIMUS INC | COM | 577933104 | 1,355 | 30,807 | SH | SOLE | 27,307 | 0 | 0 | ||
MAXWELL TECHNOLOGIES INC | COM | 577767106 | 1,260 | 162,200 | SH | SOLE | 22,800 | 0 | 0 | ||
MB FINANCIAL INC NEW | COM | 55264U108 | 3,217 | 100,236 | SH | SOLE | 58,036 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 191 | 16,034 | SH | SOLE | 4,134 | 0 | 0 | ||
MCCORMICK & CO INC | COM NON VTG | 579780206 | 13,972 | 202,722 | SH | SOLE | 202,722 | 0 | 0 | ||
MCDERMOTT INTL INC | COM | 580037109 | 2,549 | 278,236 | SH | SOLE | 278,236 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 24,728 | 254,850 | SH | SOLE | 241,850 | 0 | 0 | ||
MCGRATH RENTCORP | COM | 580589109 | 334 | 8,383 | SH | SOLE | 4,483 | 0 | 0 | ||
MCGRAW HILL FINL INC | COM | 580645109 | 20,398 | 260,840 | SH | SOLE | 256,140 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 175,994 | 1,090,422 | SH | SOLE | 1,023,822 | 0 | 0 | ||
MDC PARTNERS INC | CL A SUB VTG | 552697104 | 6,490 | 254,416 | SH | SOLE | 105,866 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 4,825 | 157,945 | SH | SOLE | 157,945 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 16,388 | 195,651 | SH | SOLE | 195,651 | 0 | 0 | ||
MEADWESTVACO CORP | COM | 583334107 | 5,806 | 157,203 | SH | SOLE | 151,603 | 0 | 0 | ||
MEASUREMENT SPECIALTIES INC | COM | 583421102 | 606 | 9,978 | SH | SOLE | 6,278 | 0 | 0 | ||
MECHEL OAO | SPONSORED ADR | 583840103 | 35 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
MEDALLION FINL CORP | COM | 583928106 | 186 | 12,995 | SH | SOLE | 7,995 | 0 | 0 | ||
MEDASSETS INC | COM | 584045108 | 311 | 15,671 | SH | SOLE | 471 | 0 | 0 | ||
MEDICAL PPTYS TRUST INC | COM | 58463J304 | 1,467 | 120,060 | SH | SOLE | 79,460 | 0 | 0 | ||
MEDICINES CO | COM | 584688105 | 1,217 | 31,507 | SH | SOLE | 26,507 | 0 | 0 | ||
MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 1,546 | 1,025,000 | PRN | SOLE | 0 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 2,696 | 44,508 | SH | SOLE | 39,308 | 0 | 0 | ||
MEDIFAST INC | COM | 58470H101 | 3,536 | 135,341 | SH | SOLE | 32,141 | 0 | 0 | ||
MEDIVATION INC | COM | 58501N101 | 2,601 | 40,760 | SH | SOLE | 40,760 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 2,735 | 51,244 | SH | SOLE | 51,244 | 0 | 0 | ||
MEDTRONIC INC | COM | 585055106 | 165,194 | 2,878,443 | SH | SOLE | 2,644,643 | 0 | 0 | ||
MENS WEARHOUSE INC | COM | 587118100 | 69,752 | 1,365,551 | SH | SOLE | 1,351,551 | 0 | 0 | ||
MENTOR GRAPHICS CORP | COM | 587200106 | 3,555 | 147,711 | SH | SOLE | 122,711 | 0 | 0 | ||
MERCK & CO INC NEW | COM | 58933Y105 | 72,655 | 1,451,644 | SH | SOLE | 1,230,344 | 0 | 0 | ||
MEREDITH CORP | COM | 589433101 | 1,756 | 33,907 | SH | SOLE | 27,907 | 0 | 0 | ||
MERGE HEALTHCARE INC | COM | 589499102 | 108 | 46,546 | SH | SOLE | 30,746 | 0 | 0 | ||
MERGEWORTHRX CORP | COM | 58952R106 | 6,484 | 797,500 | SH | SOLE | 797,500 | 0 | 0 | ||
MERIDIAN BIOSCIENCE INC | COM | 589584101 | 585 | 22,040 | SH | SOLE | 12,740 | 0 | 0 | ||
MERIT MED SYS INC | COM | 589889104 | 278 | 17,651 | SH | SOLE | 16,551 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 329 | 6,848 | SH | SOLE | 5,848 | 0 | 0 | ||
MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 3,292 | 2,925,000 | PRN | SOLE | 0 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 1,184 | 113,503 | SH | SOLE | 72,203 | 0 | 0 | ||
METHANEX CORP | COM | 59151K108 | 373 | 6,297 | SH | SOLE | 6,297 | 0 | 0 | ||
METHODE ELECTRS INC | COM | 591520200 | 8,299 | 242,746 | SH | SOLE | 137,546 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 75,317 | 1,396,822 | SH | SOLE | 1,228,722 | 0 | 0 | ||
METTLER TOLEDO INTERNATIONAL | COM | 592688105 | 4,257 | 17,548 | SH | SOLE | 17,548 | 0 | 0 | ||
MFA FINL INC | COM | 55272X102 | 228 | 32,317 | SH | SOLE | 32,317 | 0 | 0 | ||
MFS INVT GRADE MUN TR | SH BEN INT | 59318B108 | 86 | 10,013 | SH | SOLE | 10,013 | 0 | 0 | ||
MFS MUN INCOME TR | SH BEN INT | 552738106 | 117 | 18,758 | SH | SOLE | 18,758 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 624 | 10,778 | SH | SOLE | 2,478 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 4,192 | 496,688 | SH | SOLE | 373,388 | 0 | 0 | ||
MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 32,661 | 28,650,000 | PRN | SOLE | 0 | 0 | 0 | ||
MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 71,708 | 51,775,000 | PRN | SOLE | 0 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 2,490 | 105,867 | SH | SOLE | 105,867 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 53,034 | 38,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICHAEL KORS HLDGS LTD | SHS | G60754101 | 2,111 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 1,293 | 28,889 | SH | SOLE | 28,889 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 71,662 | 41,170,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 15,227 | 699,786 | SH | SOLE | 699,786 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 1.875% 6/0 | 595112AH6 | 20,239 | 13,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 92,551 | 39,925,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 49,811 | 21,829,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICROS SYS INC | COM | 594901100 | 388 | 6,765 | SH | SOLE | 6,765 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 312,160 | 8,339,841 | SH | SOLE | 7,695,641 | 0 | 0 | ||
MICROSTRATEGY INC | CL A NEW | 594972408 | 860 | 6,926 | SH | SOLE | 6,926 | 0 | 0 | ||
MID-AMER APT CMNTYS INC | COM | 59522J103 | 2,763 | 45,482 | SH | SOLE | 45,482 | 0 | 0 | ||
MIDDLEBY CORP | COM | 596278101 | 421 | 1,756 | SH | SOLE | 1,756 | 0 | 0 | ||
MILLER ENERGY RES INC | COM | 600527105 | 590 | 83,841 | SH | SOLE | 56,141 | 0 | 0 | ||
MILLER HERMAN INC | COM | 600544100 | 1,181 | 40,003 | SH | SOLE | 35,803 | 0 | 0 | ||
MIMEDX GROUP INC | COM | 602496101 | 1,360 | 155,591 | SH | SOLE | 66,491 | 0 | 0 | ||
MINE SAFETY APPLIANCES CO | COM | 602720104 | 817 | 15,961 | SH | SOLE | 2,761 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 7,683 | 127,905 | SH | SOLE | 77,317 | 0 | 0 | ||
MINES MGMT INC | COM | 603432105 | 11 | 19,104 | SH | SOLE | 19,104 | 0 | 0 | ||
MISTRAS GROUP INC | COM | 60649T107 | 620 | 29,700 | SH | SOLE | 10,100 | 0 | 0 | ||
MITCHAM INDS INC | COM | 606501104 | 436 | 24,600 | SH | SOLE | 7,700 | 0 | 0 | ||
MITEK SYS INC | COM NEW | 606710200 | 394 | 66,303 | SH | SOLE | 44,603 | 0 | 0 | ||
MKS INSTRUMENT INC | COM | 55306N104 | 13,362 | 446,297 | SH | SOLE | 446,297 | 0 | 0 | ||
MOBILE MINI INC | COM | 60740F105 | 1,521 | 36,927 | SH | SOLE | 25,427 | 0 | 0 | ||
MOBILE TELESYSTEMS OJSC | SPONSORED ADR | 607409109 | 5,925 | 273,930 | SH | SOLE | 266,230 | 0 | 0 | ||
MODEL N INC | COM | 607525102 | 302 | 25,600 | SH | SOLE | 3,800 | 0 | 0 | ||
MODINE MFG CO | COM | 607828100 | 3,503 | 273,280 | SH | SOLE | 110,480 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 17,943 | 120,502 | SH | SOLE | 120,502 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 3.750%10/0 | 60855RAA8 | 1,194 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
MOLSON COORS BREWING CO | CL B | 60871R209 | 1,067 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
MOMENTA PHARMACEUTICALS INC | COM | 60877T100 | 3,987 | 225,500 | SH | SOLE | 108,200 | 0 | 0 | ||
MONARCH CASINO & RESORT INC | COM | 609027107 | 356 | 17,749 | SH | SOLE | 12,549 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 23,035 | 652,561 | SH | SOLE | 652,561 | 0 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 137 | 15,035 | SH | SOLE | 11,035 | 0 | 0 | ||
MONOLITHIC PWR SYS INC | COM | 609839105 | 875 | 25,243 | SH | SOLE | 13,343 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS IN | COM | 61022P100 | 3,603 | 113,079 | SH | SOLE | 24,079 | 0 | 0 | ||
MONRO MUFFLER BRAKE INC | COM | 610236101 | 204 | 3,614 | SH | SOLE | 3,614 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 21,834 | 187,334 | SH | SOLE | 177,034 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COM | 611740101 | 2,478 | 36,567 | SH | SOLE | 36,567 | 0 | 0 | ||
MONTGOMERY STR INCOME SECS I | COM | 614115103 | 336 | 21,647 | SH | SOLE | 21,647 | 0 | 0 | ||
MONTPELIER RE HOLDINGS LTD | SHS | G62185106 | 3,706 | 127,371 | SH | SOLE | 20,080 | 0 | 0 | ||
MOODYS CORP | COM | 615369105 | 12,182 | 155,242 | SH | SOLE | 155,242 | 0 | 0 | ||
MOOG INC | CL A | 615394202 | 997 | 14,670 | SH | SOLE | 8,470 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 19,096 | 608,937 | SH | SOLE | 608,937 | 0 | 0 | ||
MORGAN STANLEY EMER MKTS FD | COM | 61744G107 | 612 | 39,506 | SH | SOLE | 39,506 | 0 | 0 | ||
MORGAN STANLEY TRUSTS | INCOME SECS INC | 61745P874 | 1,602 | 95,280 | SH | SOLE | 95,280 | 0 | 0 | ||
MORGANS HOTEL GROUP CO | COM | 61748W108 | 1,035 | 127,259 | SH | SOLE | 127,259 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 1,858 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
MOTORCAR PTS AMER INC | COM | 620071100 | 552 | 28,597 | SH | SOLE | 20,497 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 7,603 | 112,644 | SH | SOLE | 112,644 | 0 | 0 | ||
MOVADO GROUP INC | COM | 624580106 | 3,632 | 82,538 | SH | SOLE | 27,338 | 0 | 0 | ||
MOVE INC | COM NEW | 62458M207 | 3,886 | 243,000 | SH | SOLE | 59,675 | 0 | 0 | ||
MRC GLOBAL INC | COM | 55345K103 | 5,742 | 178,005 | SH | SOLE | 178,005 | 0 | 0 | ||
MSC INDL DIRECT INC | CL A | 553530106 | 1,095 | 13,535 | SH | SOLE | 13,535 | 0 | 0 | ||
MSCI INC | COM | 55354G100 | 1,456 | 33,300 | SH | SOLE | 33,300 | 0 | 0 | ||
MTR GAMING GROUP INC | COM | 553769100 | 1,189 | 230,367 | SH | SOLE | 230,367 | 0 | 0 | ||
MTS SYS CORP | COM | 553777103 | 688 | 9,653 | SH | SOLE | 5,853 | 0 | 0 | ||
MUELLER INDS INC | COM | 624756102 | 4,741 | 75,247 | SH | SOLE | 63,409 | 0 | 0 | ||
MUELLER WTR PRODS INC | COM SER A | 624758108 | 4,415 | 471,156 | SH | SOLE | 162,956 | 0 | 0 | ||
MULTI COLOR CORP | COM | 625383104 | 356 | 9,444 | SH | SOLE | 6,544 | 0 | 0 | ||
MULTIMEDIA GAMES HLDG CO INC | COM | 625453105 | 3,957 | 126,175 | SH | SOLE | 43,175 | 0 | 0 | ||
MURPHY OIL CORP | COM | 626717102 | 42,983 | 662,502 | SH | SOLE | 661,902 | 0 | 0 | ||
MURPHY USA INC | COM | 626755102 | 34,811 | 837,599 | SH | SOLE | 837,599 | 0 | 0 | ||
MWI VETERINARY SUPPLY INC | COM | 55402X105 | 2,688 | 15,755 | SH | SOLE | 7,955 | 0 | 0 | ||
MYERS INDS INC | COM | 628464109 | 1,238 | 58,629 | SH | SOLE | 43,929 | 0 | 0 | ||
MYLAN INC | COM | 628530107 | 5,080 | 117,045 | SH | SOLE | 117,045 | 0 | 0 | ||
MYR GROUP INC DEL | COM | 55405W104 | 7,314 | 291,622 | SH | SOLE | 112,222 | 0 | 0 | ||
MYRIAD GENETICS INC | COM | 62855J104 | 19,079 | 909,383 | SH | SOLE | 909,383 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 13,683 | 805,373 | SH | SOLE | 805,373 | 0 | 0 | ||
NACCO INDS INC | CL A | 629579103 | 4,330 | 69,624 | SH | SOLE | 44,486 | 0 | 0 | ||
NANOMETRICS INC | COM | 630077105 | 237 | 12,425 | SH | SOLE | 8,925 | 0 | 0 | ||
NANOSPHERE INC | COM | 63009F105 | 69 | 30,170 | SH | SOLE | 1,970 | 0 | 0 | ||
NASDAQ OMX GROUP INC | COM | 631103108 | 865 | 21,743 | SH | SOLE | 21,743 | 0 | 0 | ||
NATIONAL BK HLDGS CORP | CL A | 633707104 | 276 | 12,900 | SH | SOLE | 7,300 | 0 | 0 | ||
NATIONAL CINEMEDIA INC | COM | 635309107 | 218 | 10,900 | SH | SOLE | 0 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 1,492 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | COM | 63633D104 | 1,602 | 28,555 | SH | SOLE | 15,880 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COM | 637071101 | 6,158 | 77,434 | SH | SOLE | 77,434 | 0 | 0 | ||
NATIONAL PENN BANCSHARES INC | COM | 637138108 | 3,477 | 306,880 | SH | SOLE | 109,280 | 0 | 0 | ||
NATIONAL RETAIL PPTYS INC | COM | 637417106 | 1,606 | 52,961 | SH | SOLE | 52,961 | 0 | 0 | ||
NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 7,160 | 193,735 | SH | SOLE | 193,735 | 0 | 0 | ||
NATURAL GAS SERVICES GROUP | COM | 63886Q109 | 286 | 10,365 | SH | SOLE | 6,865 | 0 | 0 | ||
NATURAL GROCERS BY VITAMIN C | COM | 63888U108 | 684 | 16,119 | SH | SOLE | 10,919 | 0 | 0 | ||
NAUTILUS INC | COM | 63910B102 | 912 | 108,168 | SH | SOLE | 54,268 | 0 | 0 | ||
NAVIDEA BIOPHARMACEUTICALS I | COM | 63937X103 | 140 | 67,700 | SH | SOLE | 46,100 | 0 | 0 | ||
NAVIGANT CONSULTING INC | COM | 63935N107 | 4,576 | 238,336 | SH | SOLE | 117,336 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | COM | 63934E108 | 443 | 11,597 | SH | SOLE | 11,597 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 616 | 600,000 | PRN | SOLE | 0 | 0 | 0 | ||
NBT BANCORP INC | COM | 628778102 | 7,238 | 279,467 | SH | SOLE | 125,767 | 0 | 0 | ||
NCI BUILDING SYS INC | COM NEW | 628852204 | 121 | 17,936 | SH | SOLE | 17,936 | 0 | 0 | ||
NCR CORP NEW | COM | 62886E108 | 24,152 | 709,098 | SH | SOLE | 709,098 | 0 | 0 | ||
NEENAH PAPER INC | COM | 640079109 | 441 | 10,308 | SH | SOLE | 4,208 | 0 | 0 | ||
NEKTAR THERAPEUTICS | COM | 640268108 | 1,797 | 158,300 | SH | SOLE | 38,200 | 0 | 0 | ||
NELNET INC | CL A | 64031N108 | 15,774 | 374,322 | SH | SOLE | 197,776 | 0 | 0 | ||
NEOGEN CORP | COM | 640491106 | 706 | 15,450 | SH | SOLE | 13,050 | 0 | 0 | ||
NEOSTEM INC | COM PAR $.001 | 640650404 | 265 | 38,800 | SH | SOLE | 38,800 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 8,054 | 195,766 | SH | SOLE | 195,766 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 29,526 | 80,196 | SH | SOLE | 80,196 | 0 | 0 | ||
NETLIST INC | COM | 64118P109 | 14 | 19,500 | SH | SOLE | 13,900 | 0 | 0 | ||
NETSCOUT SYS INC | COM | 64115T104 | 2,362 | 79,831 | SH | SOLE | 39,931 | 0 | 0 | ||
NETSOL TECHNOLOGIES INC | COM PAR $.001 | 64115A402 | 175 | 30,000 | SH | SOLE | 14,600 | 0 | 0 | ||
NETSUITE INC | COM | 64118Q107 | 4,303 | 41,770 | SH | SOLE | 41,770 | 0 | 0 | ||
NEURALSTEM INC | COM | 64127R302 | 55 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 3,407 | 364,800 | SH | SOLE | 151,400 | 0 | 0 | ||
NEUSTAR INC | CL A | 64126X201 | 5,438 | 109,058 | SH | SOLE | 109,058 | 0 | 0 | ||
NEW AMER HIGH INCOME FD INC | COM NEW | 641876800 | 102 | 10,620 | SH | SOLE | 10,620 | 0 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 727 | 15,721 | SH | SOLE | 15,721 | 0 | 0 | ||
NEW MTN FIN CORP | COM | 647551100 | 3,345 | 222,380 | SH | SOLE | 78,980 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM | 64828T102 | 20,978 | 3,140,460 | SH | SOLE | 3,067,960 | 0 | 0 | ||
NEW YORK & CO INC | COM | 649295102 | 120 | 27,574 | SH | SOLE | 17,974 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 2,763 | 163,978 | SH | SOLE | 163,978 | 0 | 0 | ||
NEW YORK TIMES CO | CL A | 650111107 | 1,170 | 73,712 | SH | SOLE | 59,112 | 0 | 0 | ||
NEWCASTLE INVT CORP | COM | 65105M108 | 19,777 | 3,445,467 | SH | SOLE | 3,445,467 | 0 | 0 | ||
NEWELL RUBBERMAID INC | COM | 651229106 | 23,542 | 726,373 | SH | SOLE | 726,373 | 0 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 4,179 | 169,670 | SH | SOLE | 169,670 | 0 | 0 | ||
NEWMARKET CORP | COM | 651587107 | 1,431 | 4,282 | SH | SOLE | 4,282 | 0 | 0 | ||
NEWMONT MINING CORP | COM | 651639106 | 5,583 | 242,411 | SH | SOLE | 218,711 | 0 | 0 | ||
NEWPARK RES INC | COM PAR $.01NEW | 651718504 | 7,135 | 580,535 | SH | SOLE | 319,335 | 0 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 26,266 | 1,457,590 | SH | SOLE | 1,457,590 | 0 | 0 | ||
NEXSTAR BROADCASTING GROUP I | CL A | 65336K103 | 1,867 | 33,502 | SH | SOLE | 22,302 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 5,964 | 69,661 | SH | SOLE | 69,661 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F861 | 46,501 | 920,000 | SH | SOLE | 920,000 | 0 | 0 | ||
NIC INC | COM | 62914B100 | 1,143 | 45,974 | SH | SOLE | 26,174 | 0 | 0 | ||
NICHOLAS FINANCIAL INC | COM NEW | 65373J209 | 7,009 | 445,302 | SH | SOLE | 445,302 | 0 | 0 | ||
NIELSEN HOLDINGS N V | COM | N63218106 | 571 | 12,448 | SH | SOLE | 12,448 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 2,328 | 29,606 | SH | SOLE | 29,606 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 2,638 | 80,216 | SH | SOLE | 80,216 | 0 | 0 | ||
NN INC | COM | 629337106 | 440 | 21,790 | SH | SOLE | 16,090 | 0 | 0 | ||
NOBLE ENERGY INC | COM | 655044105 | 14,687 | 215,637 | SH | SOLE | 215,637 | 0 | 0 | ||
NOODLES & CO | CL A | 65540B105 | 3,345 | 93,127 | SH | SOLE | 93,127 | 0 | 0 | ||
NORANDA ALUM HLDG CORP | COM | 65542W107 | 474 | 144,000 | SH | SOLE | 115,700 | 0 | 0 | ||
NORDSON CORP | COM | 655663102 | 2,004 | 26,974 | SH | SOLE | 26,974 | 0 | 0 | ||
NORDSTROM INC | COM | 655664100 | 637 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 8,815 | 94,961 | SH | SOLE | 86,461 | 0 | 0 | ||
NORTHEAST UTILS | COM | 664397106 | 994 | 23,458 | SH | SOLE | 23,458 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 6,805 | 109,950 | SH | SOLE | 109,950 | 0 | 0 | ||
NORTHFIELD BANCORP INC DEL | COM | 66611T108 | 268 | 20,300 | SH | SOLE | 5,300 | 0 | 0 | ||
NORTHGATE MINERALS CORP | NOTE 3.500%10/0 | 666416AB8 | 1,011 | 1,050,000 | PRN | SOLE | 0 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 188,087 | 1,641,105 | SH | SOLE | 1,615,005 | 0 | 0 | ||
NORTHSTAR RLTY FIN CORP | COM | 66704R100 | 2,368 | 176,042 | SH | SOLE | 117,742 | 0 | 0 | ||
NORTHWEST BANCSHARES INC MD | COM | 667340103 | 781 | 52,829 | SH | SOLE | 11,600 | 0 | 0 | ||
NORTHWEST NAT GAS CO | COM | 667655104 | 472 | 11,022 | SH | SOLE | 11,022 | 0 | 0 | ||
NORTHWESTERN CORP | COM NEW | 668074305 | 7,065 | 163,086 | SH | SOLE | 146,822 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HLDGS | SHS | G66721104 | 1,945 | 54,836 | SH | SOLE | 54,836 | 0 | 0 | ||
NOVAVAX INC | COM | 670002104 | 682 | 133,205 | SH | SOLE | 74,605 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 46,390 | 27,675,000 | PRN | SOLE | 0 | 0 | 0 | ||
NPS PHARMACEUTICALS INC | COM | 62936P103 | 9,240 | 304,351 | SH | SOLE | 186,051 | 0 | 0 | ||
NTELOS HLDGS CORP | COM NEW | 67020Q305 | 204 | 10,076 | SH | SOLE | 6,776 | 0 | 0 | ||
NTS INC NEV | COM | 62943B105 | 4,895 | 2,484,652 | SH | SOLE | 2,484,652 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 55,472 | 401,331 | SH | SOLE | 401,331 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 1,375 | 1,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 693 | 12,990 | SH | SOLE | 12,990 | 0 | 0 | ||
NUSTAR ENERGY LP | UNIT COM | 67058H102 | 292 | 5,726 | SH | SOLE | 5,726 | 0 | 0 | ||
NUTRI SYS INC NEW | COM | 67069D108 | 2,511 | 152,709 | SH | SOLE | 42,609 | 0 | 0 | ||
NUVASIVE INC | COM | 670704105 | 2,093 | 64,729 | SH | SOLE | 28,529 | 0 | 0 | ||
NUVEEN AMT-FREE MUN INCOME F | COM | 670657105 | 1,946 | 161,633 | SH | SOLE | 161,633 | 0 | 0 | ||
NUVEEN ARIZ PREM INCOME MUN | COM | 67061W104 | 312 | 25,743 | SH | SOLE | 25,743 | 0 | 0 | ||
NUVEEN BUILD AMER BD FD | COM | 67074C103 | 1,192 | 64,667 | SH | SOLE | 64,667 | 0 | 0 | ||
NUVEEN BUILD AMER BD OPPTNY | COM | 67074Q102 | 475 | 24,442 | SH | SOLE | 24,442 | 0 | 0 | ||
NUVEEN CA DIV ADV MUNI FD 3 | COM SH BEN INT | 67070Y109 | 447 | 39,169 | SH | SOLE | 39,169 | 0 | 0 | ||
NUVEEN CA DIV ADVANTG MUN FD | COM | 67069X104 | 285 | 22,602 | SH | SOLE | 22,602 | 0 | 0 | ||
NUVEEN CA DIVIDEND ADV MUN F | COM | 67066Y105 | 274 | 21,353 | SH | SOLE | 21,353 | 0 | 0 | ||
NUVEEN CAL AMT-FREE MUN INC | COM | 670651108 | 1,075 | 88,329 | SH | SOLE | 88,329 | 0 | 0 | ||
NUVEEN CONN PREM INCOME MUN | COM | 67060D107 | 367 | 31,617 | SH | SOLE | 31,617 | 0 | 0 | ||
NUVEEN CR STRATEGIES INCM FD | COM SHS | 67073D102 | 542 | 55,751 | SH | SOLE | 55,751 | 0 | 0 | ||
NUVEEN DIV ADVANTAGE MUN FD | COM | 67070F100 | 1,039 | 81,896 | SH | SOLE | 81,896 | 0 | 0 | ||
NUVEEN DIVERSIFIED DIV INCM | COM | 6706EP105 | 378 | 33,506 | SH | SOLE | 33,506 | 0 | 0 | ||
NUVEEN DIVID ADVANTAGE MUN F | COM | 67066V101 | 1,372 | 108,957 | SH | SOLE | 108,957 | 0 | 0 | ||
NUVEEN DIVID ADVANTAGE MUN I | COM | 67071L106 | 1,429 | 114,116 | SH | SOLE | 114,116 | 0 | 0 | ||
NUVEEN EQUITY PREM ADV FD | COM | 6706ET107 | 963 | 76,167 | SH | SOLE | 76,167 | 0 | 0 | ||
NUVEEN EQUITY PREM INCOME FD | COM | 6706ER101 | 249 | 19,820 | SH | SOLE | 19,820 | 0 | 0 | ||
NUVEEN GA DIV ADV MUN FD 2 | COM | 67072B107 | 232 | 19,750 | SH | SOLE | 19,750 | 0 | 0 | ||
NUVEEN GBL VL OPPORTUNITIES | COM | 6706EH103 | 907 | 68,870 | SH | SOLE | 68,870 | 0 | 0 | ||
NUVEEN INTER DURATION MN TMF | COM | 670671106 | 1,151 | 100,042 | SH | SOLE | 100,042 | 0 | 0 | ||
NUVEEN INVT QUALITY MUN FD I | COM | 67062E103 | 487 | 35,990 | SH | SOLE | 35,990 | 0 | 0 | ||
NUVEEN MD PREM INCOME MUN FD | COM | 67061Q107 | 782 | 65,586 | SH | SOLE | 65,586 | 0 | 0 | ||
NUVEEN MUN ADVANTAGE FD INC | COM | 67062H106 | 1,715 | 141,053 | SH | SOLE | 141,053 | 0 | 0 | ||
NUVEEN MUN MKT OPPORTUNITY F | COM | 67062W103 | 1,519 | 126,597 | SH | SOLE | 126,597 | 0 | 0 | ||
NUVEEN MUN OPPORTUNITY FD IN | COM | 670984103 | 1,603 | 121,242 | SH | SOLE | 121,242 | 0 | 0 | ||
NUVEEN N C PREM INCOME MUN F | COM | 67060P100 | 490 | 40,990 | SH | SOLE | 40,990 | 0 | 0 | ||
NUVEEN NJ INVT QUALITY MUN F | COM | 670971100 | 336 | 26,086 | SH | SOLE | 26,086 | 0 | 0 | ||
NUVEEN NY AMT-FREE MUN INCOM | COM | 670656107 | 1,139 | 92,771 | SH | SOLE | 92,771 | 0 | 0 | ||
NUVEEN NY DIVID ADVNTG MUN F | COM | 67066X107 | 180 | 14,168 | SH | SOLE | 14,168 | 0 | 0 | ||
NUVEEN PA INVT QUALITY MUN F | COM | 670972108 | 335 | 27,160 | SH | SOLE | 27,160 | 0 | 0 | ||
NUVEEN PA PREM INCOME MUN FD | COM | 67061F101 | 319 | 26,811 | SH | SOLE | 26,811 | 0 | 0 | ||
NUVEEN PERFORMANCE PLUS MUN | COM | 67062P108 | 1,128 | 83,391 | SH | SOLE | 83,391 | 0 | 0 | ||
NUVEEN PFD INCOME OPPRTNY FD | COM | 67073B106 | 1,650 | 186,025 | SH | SOLE | 186,025 | 0 | 0 | ||
NUVEEN PREM INCOME MUN FD | COM | 67062T100 | 1,598 | 129,635 | SH | SOLE | 129,635 | 0 | 0 | ||
NUVEEN PREM INCOME MUN FD 2 | COM | 67063W102 | 2,464 | 196,346 | SH | SOLE | 196,346 | 0 | 0 | ||
NUVEEN PREM INCOME MUN FD 4 | COM | 6706K4105 | 502 | 41,377 | SH | SOLE | 41,377 | 0 | 0 | ||
NUVEEN PREMIER MUN INCOME FD | COM | 670988104 | 474 | 38,286 | SH | SOLE | 38,286 | 0 | 0 | ||
NUVEEN QUALITY INCOME MUN FD | COM | 670977107 | 2,289 | 186,888 | SH | SOLE | 186,888 | 0 | 0 | ||
NUVEEN QUALITY MUN FD INC | COM | 67062N103 | 1,147 | 94,909 | SH | SOLE | 94,909 | 0 | 0 | ||
NUVEEN QUALITY PFD INC FD 3 | COM | 67072W101 | 791 | 100,751 | SH | SOLE | 100,751 | 0 | 0 | ||
NUVEEN QUALITY PFD INCOME FD | COM | 67071S101 | 2,271 | 295,301 | SH | SOLE | 295,301 | 0 | 0 | ||
NUVEEN QUALITY PFD INCOME FD | COM | 67072C105 | 5,050 | 620,354 | SH | SOLE | 620,354 | 0 | 0 | ||
NUVEEN SELECT QUALITY MUN FD | COM | 670973106 | 1,054 | 85,024 | SH | SOLE | 85,024 | 0 | 0 | ||
NUVEEN VA PREM INCOME MUN FD | COM | 67064R102 | 212 | 17,975 | SH | SOLE | 17,975 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 84,543 | 5,277,325 | SH | SOLE | 4,923,625 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 4,309 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 36,035 | 279,973 | SH | SOLE | 279,973 | 0 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 1,088 | 23,174 | SH | SOLE | 23,174 | 0 | 0 | ||
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 85,426 | 898,272 | SH | SOLE | 829,972 | 0 | 0 | ||
OCEANEERING INTL INC | COM | 675232102 | 43,428 | 550,554 | SH | SOLE | 534,754 | 0 | 0 | ||
OCWEN FINL CORP | COM NEW | 675746309 | 4,116 | 74,230 | SH | SOLE | 74,230 | 0 | 0 | ||
ODYSSEY MARINE EXPLORATION I | COM | 676118102 | 101 | 50,200 | SH | SOLE | 26,100 | 0 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 1,259 | 237,985 | SH | SOLE | 174,285 | 0 | 0 | ||
OFG BANCORP | COM | 67103X102 | 704 | 40,621 | SH | SOLE | 40,621 | 0 | 0 | ||
OGE ENERGY CORP | COM | 670837103 | 15,327 | 452,128 | SH | SOLE | 452,128 | 0 | 0 | ||
OIL STS INTL INC | COM | 678026105 | 13,498 | 132,700 | SH | SOLE | 132,700 | 0 | 0 | ||
OLD DOMINION FGHT LINES INC | COM | 679580100 | 10,147 | 191,381 | SH | SOLE | 191,381 | 0 | 0 | ||
OLD NATL BANCORP IND | COM | 680033107 | 1,458 | 94,880 | SH | SOLE | 27,680 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 6,401 | 370,646 | SH | SOLE | 370,646 | 0 | 0 | ||
OLIN CORP | COM PAR $1 | 680665205 | 1,680 | 58,232 | SH | SOLE | 58,232 | 0 | 0 | ||
OM GROUP INC | COM | 670872100 | 3,841 | 105,487 | SH | SOLE | 58,787 | 0 | 0 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 2,144 | 71,963 | SH | SOLE | 71,963 | 0 | 0 | ||
OMEGA PROTEIN CORP | COM | 68210P107 | 292 | 23,734 | SH | SOLE | 15,034 | 0 | 0 | ||
OMNICARE INC | COM | 681904108 | 36,595 | 606,273 | SH | SOLE | 606,273 | 0 | 0 | ||
OMNICARE INC | NOTE 3.500% 2/1 | 681904AQ1 | 3,303 | 3,260,000 | PRN | SOLE | 0 | 0 | 0 | ||
OMNICELL INC | COM | 68213N109 | 919 | 35,988 | SH | SOLE | 16,588 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 177,814 | 2,390,938 | SH | SOLE | 2,390,938 | 0 | 0 | ||
OMNIVISION TECHNOLOGIES INC | COM | 682128103 | 2,004 | 116,500 | SH | SOLE | 50,200 | 0 | 0 | ||
ON ASSIGNMENT INC | COM | 682159108 | 1,597 | 45,726 | SH | SOLE | 28,126 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 18,198 | 2,208,540 | SH | SOLE | 2,208,540 | 0 | 0 | ||
ONEBEACON INSURANCE GROUP LT | CL A | G67742109 | 385 | 24,361 | SH | SOLE | 15,061 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 1,425 | 22,910 | SH | SOLE | 22,910 | 0 | 0 | ||
ONEOK PARTNERS LP | UNIT LTD PARTN | 68268N103 | 320 | 6,078 | SH | SOLE | 6,078 | 0 | 0 | ||
OPENTABLE INC | COM | 68372A104 | 1,175 | 14,800 | SH | SOLE | 10,200 | 0 | 0 | ||
OPKO HEALTH INC | COM | 68375N103 | 1,006 | 119,229 | SH | SOLE | 119,229 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 65,446 | 1,710,565 | SH | SOLE | 1,584,165 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COM | 68554V108 | 104 | 16,600 | SH | SOLE | 9,400 | 0 | 0 | ||
ORBITAL SCIENCES CORP | COM | 685564106 | 3,351 | 143,803 | SH | SOLE | 97,803 | 0 | 0 | ||
ORBITZ WORLDWIDE INC | COM | 68557K109 | 4,350 | 605,813 | SH | SOLE | 164,679 | 0 | 0 | ||
OREXIGEN THERAPEUTICS INC | NOTE 2.750%12/0 | 686164AA2 | 1,473 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ORIENT-EXPRESS HOTELS LTD | CL A | G67743107 | 2,004 | 132,646 | SH | SOLE | 46,046 | 0 | 0 | ||
ORITANI FINL CORP DEL | COM | 68633D103 | 1,550 | 96,560 | SH | SOLE | 22,560 | 0 | 0 | ||
ORTHOFIX INTL N V | COM | N6748L102 | 6,004 | 263,100 | SH | SOLE | 129,700 | 0 | 0 | ||
OSHKOSH CORP | COM | 688239201 | 30,087 | 597,204 | SH | SOLE | 597,204 | 0 | 0 | ||
OSIRIS THERAPEUTICS INC NEW | COM | 68827R108 | 360 | 22,372 | SH | SOLE | 15,072 | 0 | 0 | ||
OTTER TAIL CORP | COM | 689648103 | 4,536 | 154,966 | SH | SOLE | 79,766 | 0 | 0 | ||
OVERSTOCK COM INC DEL | COM | 690370101 | 3,229 | 104,881 | SH | SOLE | 29,381 | 0 | 0 | ||
OWENS & MINOR INC NEW | COM | 690732102 | 4,002 | 109,473 | SH | SOLE | 109,473 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 797 | 19,565 | SH | SOLE | 19,565 | 0 | 0 | ||
OWENS ILL INC | COM NEW | 690768403 | 82,373 | 2,302,203 | SH | SOLE | 2,179,203 | 0 | 0 | ||
OXFORD INDS INC | COM | 691497309 | 458 | 5,675 | SH | SOLE | 4,375 | 0 | 0 | ||
P T TELEKOMUNIKASI INDONESIA | SPONSORED ADR | 715684106 | 7,480 | 208,639 | SH | SOLE | 162,439 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 5,409 | 91,420 | SH | SOLE | 91,420 | 0 | 0 | ||
PACER INTL INC TENN | COM | 69373H106 | 680 | 82,268 | SH | SOLE | 63,868 | 0 | 0 | ||
PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 479 | 91,494 | SH | SOLE | 61,294 | 0 | 0 | ||
PACIFIC SUNWEAR CALIF INC | COM | 694873100 | 326 | 97,581 | SH | SOLE | 65,181 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | COM | 695127100 | 2,058 | 35,801 | SH | SOLE | 23,801 | 0 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 19,314 | 305,213 | SH | SOLE | 305,213 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 975 | 23,103 | SH | SOLE | 16,403 | 0 | 0 | ||
PALL CORP | COM | 696429307 | 11,561 | 135,454 | SH | SOLE | 135,454 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COM | 697435105 | 621 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
PANDORA MEDIA INC | COM | 698354107 | 14,275 | 536,661 | SH | SOLE | 536,661 | 0 | 0 | ||
PANERA BREAD CO | CL A | 69840W108 | 9,537 | 53,974 | SH | SOLE | 53,974 | 0 | 0 | ||
PAPA JOHNS INTL INC | COM | 698813102 | 3,241 | 71,398 | SH | SOLE | 49,198 | 0 | 0 | ||
PARK OHIO HLDGS CORP | COM | 700666100 | 516 | 9,850 | SH | SOLE | 6,050 | 0 | 0 | ||
PARKER DRILLING CO | COM | 701081101 | 5,316 | 653,821 | SH | SOLE | 292,521 | 0 | 0 | ||
PARKER HANNIFIN CORP | COM | 701094104 | 30,111 | 234,068 | SH | SOLE | 234,068 | 0 | 0 | ||
PARKERVISION INC | COM | 701354102 | 613 | 134,690 | SH | SOLE | 93,790 | 0 | 0 | ||
PARKWAY PPTYS INC | COM | 70159Q104 | 784 | 40,653 | SH | SOLE | 40,653 | 0 | 0 | ||
PARTNERRE LTD | COM | G6852T105 | 32,667 | 309,848 | SH | SOLE | 267,848 | 0 | 0 | ||
PATRICK INDS INC | COM | 703343103 | 747 | 25,828 | SH | SOLE | 21,028 | 0 | 0 | ||
PATTERSON COMPANIES INC | COM | 703395103 | 18,401 | 446,633 | SH | SOLE | 444,533 | 0 | 0 | ||
PATTERSON UTI ENERGY INC | COM | 703481101 | 26,438 | 1,044,148 | SH | SOLE | 1,044,148 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 6,486 | 142,455 | SH | SOLE | 142,455 | 0 | 0 | ||
PDC ENERGY INC | COM | 69327R101 | 2,303 | 43,269 | SH | SOLE | 34,169 | 0 | 0 | ||
PDF SOLUTIONS INC | COM | 693282105 | 648 | 25,287 | SH | SOLE | 18,087 | 0 | 0 | ||
PDL BIOPHARMA INC | COM | 69329Y104 | 2,741 | 324,809 | SH | SOLE | 203,909 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.875% 2/1 | 69329YAE4 | 12,214 | 7,925,000 | PRN | SOLE | 0 | 0 | 0 | ||
PEABODY ENERGY CORP | COM | 704549104 | 2,717 | 139,100 | SH | SOLE | 139,100 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 375 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
PEGASYSTEMS INC | COM | 705573103 | 1,816 | 36,931 | SH | SOLE | 25,031 | 0 | 0 | ||
PENDRELL CORP | COM | 70686R104 | 341 | 169,756 | SH | SOLE | 112,656 | 0 | 0 | ||
PENN NATL GAMING INC | COM | 707569109 | 21,421 | 1,494,851 | SH | SOLE | 1,494,851 | 0 | 0 | ||
PENN VA CORP | COM | 707882106 | 434 | 46,051 | SH | SOLE | 29,951 | 0 | 0 | ||
PENN WEST PETE LTD NEW | COM | 707887105 | 162 | 19,400 | SH | SOLE | 19,400 | 0 | 0 | ||
PENNANTPARK INVT CORP | COM | 708062104 | 2,988 | 257,600 | SH | SOLE | 83,500 | 0 | 0 | ||
PENNSYLVANIA RL ESTATE INVT | SH BEN INT | 709102107 | 2,510 | 132,238 | SH | SOLE | 128,138 | 0 | 0 | ||
PENTAIR LTD | SHS | H6169Q108 | 1,604 | 20,652 | SH | SOLE | 20,652 | 0 | 0 | ||
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 5,720 | 378,316 | SH | SOLE | 378,316 | 0 | 0 | ||
PEPCO HOLDINGS INC | COM | 713291102 | 522 | 27,300 | SH | SOLE | 27,300 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 107,478 | 1,295,849 | SH | SOLE | 1,211,949 | 0 | 0 | ||
PEREGRINE PHARMACEUTICALS IN | COM NEW | 713661304 | 391 | 281,291 | SH | SOLE | 190,991 | 0 | 0 | ||
PERFICIENT INC | COM | 71375U101 | 554 | 23,646 | SH | SOLE | 15,246 | 0 | 0 | ||
PERFORMANCE TECHNOLOGIES INC | COM | 71376K102 | 496 | 132,689 | SH | SOLE | 132,689 | 0 | 0 | ||
PERFORMANT FINL CORP | COM | 71377E105 | 902 | 87,600 | SH | SOLE | 6,400 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 2,082 | 50,493 | SH | SOLE | 50,493 | 0 | 0 | ||
PERRIGO CO | COM | 714290103 | 3,399 | 22,147 | SH | SOLE | 22,147 | 0 | 0 | ||
PETMED EXPRESS INC | COM | 716382106 | 4,286 | 257,729 | SH | SOLE | 42,929 | 0 | 0 | ||
PETROCHINA CO LTD | SPONSORED ADR | 71646E100 | 8,063 | 73,476 | SH | SOLE | 73,476 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 71654V101 | 9,740 | 663,067 | SH | SOLE | 601,667 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 2,935 | 213,000 | SH | SOLE | 213,000 | 0 | 0 | ||
PETROLEUM & RES CORP | COM | 716549100 | 4,148 | 151,499 | SH | SOLE | 151,499 | 0 | 0 | ||
PETROQUEST ENERGY INC | COM | 716748108 | 106 | 24,600 | SH | SOLE | 24,600 | 0 | 0 | ||
PETSMART INC | COM | 716768106 | 41,997 | 577,274 | SH | SOLE | 564,174 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 238,229 | 7,777,641 | SH | SOLE | 7,205,878 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 24,694 | 613,057 | SH | SOLE | 581,757 | 0 | 0 | ||
PGT INC | COM | 69336V101 | 4,089 | 404,031 | SH | SOLE | 95,462 | 0 | 0 | ||
PHARMACYCLICS INC | COM | 716933106 | 14,065 | 132,963 | SH | SOLE | 132,963 | 0 | 0 | ||
PHARMERICA CORP | COM | 71714F104 | 6,282 | 292,185 | SH | SOLE | 140,585 | 0 | 0 | ||
PHH CORP | NOTE 6.000% 6/1 | 693320AQ6 | 89,588 | 43,227,000 | PRN | SOLE | 0 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 18,563 | 213,053 | SH | SOLE | 204,053 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 139,629 | 1,810,305 | SH | SOLE | 1,697,505 | 0 | 0 | ||
PHOTRONICS INC | COM | 719405102 | 1,305 | 144,564 | SH | SOLE | 65,464 | 0 | 0 | ||
PHOTRONICS INC | NOTE 5.500%10/0 | 719405AF9 | 13,345 | 7,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 765 | 46,300 | SH | SOLE | 46,300 | 0 | 0 | ||
PIER 1 IMPORTS INC | COM | 720279108 | 13,248 | 574,010 | SH | SOLE | 561,110 | 0 | 0 | ||
PIKE ELEC CORP | COM | 721283109 | 3,372 | 319,005 | SH | SOLE | 111,016 | 0 | 0 | ||
PILGRIMS PRIDE CORP NEW | COM | 72147K108 | 6,759 | 415,943 | SH | SOLE | 194,143 | 0 | 0 | ||
PINNACLE ENTMT INC | COM | 723456109 | 1,522 | 58,556 | SH | SOLE | 44,456 | 0 | 0 | ||
PINNACLE FINL PARTNERS INC | COM | 72346Q104 | 3,711 | 114,081 | SH | SOLE | 49,981 | 0 | 0 | ||
PINNACLE FOODS INC DEL | COM | 72348P104 | 3,247 | 118,227 | SH | SOLE | 118,227 | 0 | 0 | ||
PINNACLE WEST CAP CORP | COM | 723484101 | 34,166 | 645,611 | SH | SOLE | 617,011 | 0 | 0 | ||
PIONEER ENERGY SVCS CORP | COM | 723664108 | 2,248 | 280,700 | SH | SOLE | 82,900 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 9,048 | 49,156 | SH | SOLE | 49,156 | 0 | 0 | ||
PIPER JAFFRAY COS | COM | 724078100 | 6,571 | 166,148 | SH | SOLE | 81,948 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 2,182 | 93,639 | SH | SOLE | 93,639 | 0 | 0 | ||
PIXELWORKS INC | COM NEW | 72581M305 | 106 | 21,900 | SH | SOLE | 14,400 | 0 | 0 | ||
PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 726503105 | 417 | 8,056 | SH | SOLE | 8,056 | 0 | 0 | ||
PLANTRONICS INC NEW | COM | 727493108 | 6,329 | 136,258 | SH | SOLE | 136,258 | 0 | 0 | ||
PLATINUM UNDERWRITER HLDGS L | COM | G7127P100 | 16,823 | 274,531 | SH | SOLE | 133,431 | 0 | 0 | ||
PLEXUS CORP | COM | 729132100 | 472 | 10,893 | SH | SOLE | 10,893 | 0 | 0 | ||
PLUM CREEK TIMBER CO INC | COM | 729251108 | 2,953 | 63,500 | SH | SOLE | 63,500 | 0 | 0 | ||
PLX TECHNOLOGY INC | COM | 693417107 | 118 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
PMC-SIERRA INC | COM | 69344F106 | 3,664 | 569,806 | SH | SOLE | 569,806 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 60,860 | 784,478 | SH | SOLE | 738,878 | 0 | 0 | ||
PNM RES INC | COM | 69349H107 | 7,252 | 300,679 | SH | SOLE | 252,279 | 0 | 0 | ||
POLARIS INDS INC | COM | 731068102 | 14,074 | 96,636 | SH | SOLE | 96,636 | 0 | 0 | ||
POLYCOM INC | COM | 73172K104 | 33,468 | 2,980,200 | SH | SOLE | 2,980,200 | 0 | 0 | ||
POLYONE CORP | COM | 73179P106 | 2,075 | 58,686 | SH | SOLE | 57,886 | 0 | 0 | ||
POLYPORE INTL INC | COM | 73179V103 | 397 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 378 | 6,499 | SH | SOLE | 6,499 | 0 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 10,353 | 360,338 | SH | SOLE | 360,338 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | COM | 73640Q105 | 821 | 15,536 | SH | SOLE | 9,136 | 0 | 0 | ||
PORTLAND GEN ELEC CO | COM NEW | 736508847 | 3,146 | 104,178 | SH | SOLE | 104,178 | 0 | 0 | ||
POSCO | SPONSORED ADR | 693483109 | 1,180 | 15,133 | SH | SOLE | 15,133 | 0 | 0 | ||
POST HLDGS INC | COM | 737446104 | 477 | 9,677 | SH | SOLE | 6,477 | 0 | 0 | ||
POST PPTYS INC | COM | 737464107 | 1,421 | 31,412 | SH | SOLE | 31,412 | 0 | 0 | ||
POTLATCH CORP NEW | COM | 737630103 | 6,540 | 156,679 | SH | SOLE | 99,753 | 0 | 0 | ||
POWER INTEGRATIONS INC | COM | 739276103 | 1,251 | 22,404 | SH | SOLE | 15,004 | 0 | 0 | ||
POWERSECURE INTL INC | COM | 73936N105 | 3,079 | 179,323 | SH | SOLE | 50,023 | 0 | 0 | ||
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 2,753 | 31,300 | SH | SOLE | 31,300 | 0 | 0 | ||
POZEN INC | COM | 73941U102 | 96 | 11,900 | SH | SOLE | 0 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 114,522 | 603,828 | SH | SOLE | 584,430 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 3,843 | 127,712 | SH | SOLE | 127,712 | 0 | 0 | ||
PPL CORP | UNIT 99/99/9999S | 69351T114 | 17,095 | 324,200 | SH | SOLE | 324,200 | 0 | 0 | ||
PRAXAIR INC | COM | 74005P104 | 285 | 2,189 | SH | SOLE | 2,189 | 0 | 0 | ||
PRECISION CASTPARTS CORP | COM | 740189105 | 4,003 | 14,863 | SH | SOLE | 14,863 | 0 | 0 | ||
PREMIERE GLOBAL SVCS INC | COM | 740585104 | 2,077 | 179,210 | SH | SOLE | 67,910 | 0 | 0 | ||
PRESTIGE BRANDS HLDGS INC | COM | 74112D101 | 4,044 | 112,951 | SH | SOLE | 42,551 | 0 | 0 | ||
PRICELINE COM INC | COM NEW | 741503403 | 39,706 | 34,159 | SH | SOLE | 34,159 | 0 | 0 | ||
PRICELINE COM INC | DEBT 1.000% 3/1 | 741503AQ9 | 138 | 100,000 | PRN | SOLE | 0 | 0 | 0 | ||
PRICESMART INC | COM | 741511109 | 1,215 | 10,517 | SH | SOLE | 8,317 | 0 | 0 | ||
PRIMERICA INC | COM | 74164M108 | 4,375 | 101,947 | SH | SOLE | 54,847 | 0 | 0 | ||
PRIMORIS SVCS CORP | COM | 74164F103 | 1,925 | 61,839 | SH | SOLE | 16,339 | 0 | 0 | ||
PRINCIPAL FINL GROUP INC | COM | 74251V102 | 6,885 | 139,619 | SH | SOLE | 139,619 | 0 | 0 | ||
PRIVATEBANCORP INC | COM | 742962103 | 595 | 20,581 | SH | SOLE | 13,581 | 0 | 0 | ||
PROASSURANCE CORP | COM | 74267C106 | 5,418 | 111,766 | SH | SOLE | 111,766 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 186,627 | 2,292,434 | SH | SOLE | 2,089,834 | 0 | 0 | ||
PROGENICS PHARMACEUTICALS IN | COM | 743187106 | 306 | 57,500 | SH | SOLE | 38,200 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COM | 743312100 | 419 | 16,206 | SH | SOLE | 16,206 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 2,897 | 106,226 | SH | SOLE | 106,226 | 0 | 0 | ||
PROLOGIS INC | COM | 74340W103 | 17,004 | 460,196 | SH | SOLE | 422,115 | 0 | 0 | ||
PROOFPOINT INC | COM | 743424103 | 1,702 | 51,306 | SH | SOLE | 25,706 | 0 | 0 | ||
PROS HOLDINGS INC | COM | 74346Y103 | 2,130 | 53,371 | SH | SOLE | 17,671 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | COM | 74348T102 | 2,248 | 200,400 | SH | SOLE | 35,400 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 4,035 | 63,653 | SH | SOLE | 56,253 | 0 | 0 | ||
PROTECTIVE LIFE CORP | COM | 743674103 | 28,979 | 572,034 | SH | SOLE | 572,034 | 0 | 0 | ||
PROTO LABS INC | COM | 743713109 | 1,927 | 27,068 | SH | SOLE | 19,668 | 0 | 0 | ||
PROVIDENCE SVC CORP | COM | 743815102 | 3,529 | 137,219 | SH | SOLE | 24,027 | 0 | 0 | ||
PROVIDENT FINL SVCS INC | COM | 74386T105 | 6,156 | 318,647 | SH | SOLE | 153,058 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 60,494 | 655,971 | SH | SOLE | 608,671 | 0 | 0 | ||
PS BUSINESS PKS INC CALIF | COM | 69360J107 | 4,156 | 54,380 | SH | SOLE | 32,149 | 0 | 0 | ||
PTC INC | COM | 69370C100 | 1,099 | 31,048 | SH | SOLE | 31,048 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 23,494 | 156,085 | SH | SOLE | 146,985 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 22,345 | 697,400 | SH | SOLE | 697,400 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 49,779 | 2,443,745 | SH | SOLE | 2,443,745 | 0 | 0 | ||
PUMA BIOTECHNOLOGY INC | COM | 74587V107 | 6,542 | 63,189 | SH | SOLE | 22,189 | 0 | 0 | ||
PUTMAN HIGH INCOME SEC FUND | SHS BEN INT | 746779107 | 642 | 77,706 | SH | SOLE | 77,706 | 0 | 0 | ||
PUTNAM MANAGED MUN INCOM TR | COM | 746823103 | 485 | 73,082 | SH | SOLE | 73,082 | 0 | 0 | ||
PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 1,209 | 112,530 | SH | SOLE | 112,530 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 4,985 | 36,647 | SH | SOLE | 36,647 | 0 | 0 | ||
QEP RES INC | COM | 74733V100 | 1,551 | 50,617 | SH | SOLE | 50,617 | 0 | 0 | ||
QIAGEN NV | REG SHS | N72482107 | 1,081 | 45,400 | SH | SOLE | 45,400 | 0 | 0 | ||
QLOGIC CORP | COM | 747277101 | 5,700 | 481,862 | SH | SOLE | 410,662 | 0 | 0 | ||
QUAD / GRAPHICS INC | COM CL A | 747301109 | 843 | 30,948 | SH | SOLE | 21,648 | 0 | 0 | ||
QUAKER CHEM CORP | COM | 747316107 | 1,722 | 22,341 | SH | SOLE | 11,641 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 11,129 | 149,891 | SH | SOLE | 149,891 | 0 | 0 | ||
QUALITY DISTR INC FLA | COM | 74756M102 | 251 | 19,555 | SH | SOLE | 13,255 | 0 | 0 | ||
QUALYS INC | COM | 74758T303 | 656 | 28,403 | SH | SOLE | 20,503 | 0 | 0 | ||
QUANEX BUILDING PRODUCTS COR | COM | 747619104 | 361 | 18,122 | SH | SOLE | 18,122 | 0 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 1,250 | 39,600 | SH | SOLE | 39,600 | 0 | 0 | ||
QUANTUM CORP | COM DSSG | 747906204 | 121 | 100,800 | SH | SOLE | 100,800 | 0 | 0 | ||
QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 1,793 | 1,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
QUARTET MERGER CORP | UNIT 99/99/9999T | 747717304 | 10,811 | 1,080,000 | SH | SOLE | 1,080,000 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 4,748 | 88,689 | SH | SOLE | 88,689 | 0 | 0 | ||
QUESTAR CORP | COM | 748356102 | 3,416 | 148,568 | SH | SOLE | 148,568 | 0 | 0 | ||
QUESTCOR PHARMACEUTICALS INC | COM | 74835Y101 | 3,226 | 59,243 | SH | SOLE | 55,943 | 0 | 0 | ||
QUICKLOGIC CORP | COM | 74837P108 | 65 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
QUICKSILVER RESOURCES INC | COM | 74837R104 | 1,391 | 453,189 | SH | SOLE | 195,889 | 0 | 0 | ||
QUIDEL CORP | COM | 74838J101 | 463 | 15,003 | SH | SOLE | 9,803 | 0 | 0 | ||
QUIKSILVER INC | COM | 74838C106 | 1,243 | 141,767 | SH | SOLE | 81,967 | 0 | 0 | ||
QUINPARIO ACQUISITION CORP | COM | 74874R108 | 23,639 | 2,329,000 | SH | SOLE | 2,329,000 | 0 | 0 | ||
QUINPARIO ACQUISITION CORP | *W EXP 09/27/201 | 74874R116 | 838 | 2,329,000 | SH | SOLE | 2,329,000 | 0 | 0 | ||
RACKSPACE HOSTING INC | COM | 750086100 | 2,472 | 63,175 | SH | SOLE | 63,175 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 2,274 | 161,057 | SH | SOLE | 109,857 | 0 | 0 | ||
RADIAN GROUP INC | NOTE 3.000%11/1 | 750236AK7 | 61,684 | 43,325,000 | PRN | SOLE | 0 | 0 | 0 | ||
RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 46,945 | 31,908,000 | PRN | SOLE | 0 | 0 | 0 | ||
RADIOSHACK CORP | COM | 750438103 | 81 | 31,088 | SH | SOLE | 31,088 | 0 | 0 | ||
RAIT FINANCIAL TRUST | COM NEW | 749227609 | 473 | 52,683 | SH | SOLE | 42,483 | 0 | 0 | ||
RALPH LAUREN CORP | CL A | 751212101 | 12,822 | 72,617 | SH | SOLE | 72,617 | 0 | 0 | ||
RAMBUS INC DEL | COM | 750917106 | 1,073 | 113,305 | SH | SOLE | 72,005 | 0 | 0 | ||
RAMCO-GERSHENSON PPTYS TR | COM SH BEN INT | 751452202 | 11,555 | 734,094 | SH | SOLE | 379,122 | 0 | 0 | ||
RANDGOLD RES LTD | ADR | 752344309 | 5,515 | 87,800 | SH | SOLE | 87,800 | 0 | 0 | ||
RAPTOR PHARMACEUTICAL CORP | COM | 75382F106 | 700 | 53,791 | SH | SOLE | 34,791 | 0 | 0 | ||
RAVEN INDS INC | COM | 754212108 | 399 | 9,700 | SH | SOLE | 6,800 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 1,191 | 22,824 | SH | SOLE | 22,824 | 0 | 0 | ||
RAYONIER INC | COM | 754907103 | 1,886 | 44,800 | SH | SOLE | 44,800 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 95,805 | 1,056,289 | SH | SOLE | 1,036,189 | 0 | 0 | ||
RBC BEARINGS INC | COM | 75524B104 | 528 | 7,466 | SH | SOLE | 6,566 | 0 | 0 | ||
REAL GOODS SOLAR INC | CL A | 75601N104 | 593 | 196,206 | SH | SOLE | 134,606 | 0 | 0 | ||
REALNETWORKS INC | COM NEW | 75605L708 | 89 | 32,490 | SH | SOLE | 32,490 | 0 | 0 | ||
REALTY INCOME CORP | COM | 756109104 | 2,512 | 67,298 | SH | SOLE | 67,298 | 0 | 0 | ||
RED HAT INC | COM | 756577102 | 5,579 | 99,562 | SH | SOLE | 99,562 | 0 | 0 | ||
RED ROBIN GOURMET BURGERS IN | COM | 75689M101 | 5,374 | 73,071 | SH | SOLE | 28,871 | 0 | 0 | ||
REDWOOD TR INC | COM | 758075402 | 1,196 | 61,724 | SH | SOLE | 37,524 | 0 | 0 | ||
REGAL BELOIT CORP | COM | 758750103 | 8,076 | 109,554 | SH | SOLE | 109,554 | 0 | 0 | ||
REGAL ENTMT GROUP | CL A | 758766109 | 4,597 | 236,353 | SH | SOLE | 236,353 | 0 | 0 | ||
REGENCY CTRS CORP | COM | 758849103 | 1,227 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
REGENCY ENERGY PARTNERS L P | COM UNITS L P | 75885Y107 | 311 | 11,847 | SH | SOLE | 11,847 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 9,534 | 34,639 | SH | SOLE | 34,639 | 0 | 0 | ||
REGIONAL MGMT CORP | COM | 75902K106 | 249 | 7,353 | SH | SOLE | 5,553 | 0 | 0 | ||
REGIONS FINL CORP NEW | COM | 7591EP100 | 41,900 | 4,236,622 | SH | SOLE | 4,084,322 | 0 | 0 | ||
REGIS CORP MINN | COM | 758932107 | 148 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 8,733 | 8,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
REINSURANCE GROUP AMER INC | COM NEW | 759351604 | 35,070 | 453,048 | SH | SOLE | 453,048 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 59,749 | 787,827 | SH | SOLE | 787,827 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 2,745 | 28,200 | SH | SOLE | 20,300 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 5,096 | 444,712 | SH | SOLE | 136,912 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 2,753 | 82,568 | SH | SOLE | 82,568 | 0 | 0 | ||
RENTECH INC | COM | 760112102 | 153 | 87,630 | SH | SOLE | 72,030 | 0 | 0 | ||
RENTRAK CORP | COM | 760174102 | 277 | 7,300 | SH | SOLE | 4,700 | 0 | 0 | ||
REPLIGEN CORP | COM | 759916109 | 4,191 | 307,225 | SH | SOLE | 61,232 | 0 | 0 | ||
REPROS THERAPEUTICS INC | COM NEW | 76028H209 | 515 | 28,159 | SH | SOLE | 22,859 | 0 | 0 | ||
REPUBLIC AWYS HLDGS INC | COM | 760276105 | 1,532 | 143,322 | SH | SOLE | 96,022 | 0 | 0 | ||
REPUBLIC SVCS INC | COM | 760759100 | 5,241 | 157,860 | SH | SOLE | 157,860 | 0 | 0 | ||
RESMED INC | COM | 761152107 | 19,472 | 413,588 | SH | SOLE | 413,588 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 6.000%12/0 | 76120WAA2 | 2,006 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
RESOURCES CONNECTION INC | COM | 76122Q105 | 1,346 | 93,900 | SH | SOLE | 45,500 | 0 | 0 | ||
RESPONSYS INC | COM | 761248103 | 39,844 | 1,453,627 | SH | SOLE | 1,244,527 | 0 | 0 | ||
RETAIL OPPORTUNITY INVTS COR | COM | 76131N101 | 773 | 52,500 | SH | SOLE | 22,400 | 0 | 0 | ||
RETAIL PPTYS AMER INC | CL A | 76131V202 | 1,255 | 98,700 | SH | SOLE | 98,700 | 0 | 0 | ||
RETAILMENOT INC | COM SER 1 | 76132B106 | 2,683 | 93,188 | SH | SOLE | 93,188 | 0 | 0 | ||
REVLON INC | CL A NEW | 761525609 | 613 | 24,543 | SH | SOLE | 15,843 | 0 | 0 | ||
REVOLUTION LIGHTING TECHNOLO | COM | 76155G107 | 810 | 236,444 | SH | SOLE | 163,844 | 0 | 0 | ||
REX AMERICAN RESOURCES CORP | COM | 761624105 | 367 | 8,201 | SH | SOLE | 5,701 | 0 | 0 | ||
REX ENERGY CORPORATION | COM | 761565100 | 878 | 44,568 | SH | SOLE | 25,068 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 16,289 | 325,836 | SH | SOLE | 325,836 | 0 | 0 | ||
RF INDS LTD | COM PAR $0.01 | 749552105 | 192 | 20,838 | SH | SOLE | 13,738 | 0 | 0 | ||
RF MICRODEVICES INC | COM | 749941100 | 2,759 | 534,712 | SH | SOLE | 512,212 | 0 | 0 | ||
RF MICRODEVICES INC | NOTE 1.000% 4/1 | 749941AJ9 | 302 | 300,000 | PRN | SOLE | 0 | 0 | 0 | ||
RIGEL PHARMACEUTICALS INC | COM NEW | 766559603 | 1,580 | 554,500 | SH | SOLE | 102,800 | 0 | 0 | ||
RIGNET INC | COM | 766582100 | 836 | 17,451 | SH | SOLE | 12,151 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 14,100 | 2,786,482 | SH | SOLE | 1,451,982 | 0 | 0 | ||
RITE AID CORP | NOTE 8.500% 5/1 | 767754BU7 | 2,338 | 1,135,000 | PRN | SOLE | 0 | 0 | 0 | ||
RLI CORP | COM | 749607107 | 545 | 5,600 | SH | SOLE | 2,800 | 0 | 0 | ||
RLJ LODGING TR | COM | 74965L101 | 6,455 | 265,400 | SH | SOLE | 163,300 | 0 | 0 | ||
ROADRUNNER TRNSN SVCS HLDG I | COM | 76973Q105 | 426 | 15,800 | SH | SOLE | 13,100 | 0 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 28,009 | 667,049 | SH | SOLE | 667,049 | 0 | 0 | ||
ROCK-TENN CO | CL A | 772739207 | 21,736 | 206,988 | SH | SOLE | 206,988 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 32,961 | 278,954 | SH | SOLE | 278,954 | 0 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 4,650 | 62,900 | SH | SOLE | 62,900 | 0 | 0 | ||
ROCKWELL MED INC | COM | 774374102 | 306 | 29,324 | SH | SOLE | 19,724 | 0 | 0 | ||
ROCKWOOD HLDGS INC | COM | 774415103 | 10,761 | 149,627 | SH | SOLE | 149,627 | 0 | 0 | ||
ROGERS CORP | COM | 775133101 | 1,745 | 28,380 | SH | SOLE | 22,480 | 0 | 0 | ||
ROI ACQUISITION CORP II | COM | 74966G101 | 9,922 | 1,050,000 | SH | SOLE | 1,050,000 | 0 | 0 | ||
ROI ACQUISITION CORP II | *W EXP 99/99/999 | 74966G119 | 525 | 1,050,000 | SH | SOLE | 1,050,000 | 0 | 0 | ||
ROPER INDS INC NEW | COM | 776696106 | 2,136 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
ROSETTA RESOURCES INC | COM | 777779307 | 775 | 16,140 | SH | SOLE | 11,040 | 0 | 0 | ||
ROSETTA STONE INC | COM | 777780107 | 649 | 53,100 | SH | SOLE | 6,900 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 24,289 | 324,156 | SH | SOLE | 324,156 | 0 | 0 | ||
ROUNDYS INC | COM | 779268101 | 224 | 22,719 | SH | SOLE | 15,919 | 0 | 0 | ||
ROUSE PPTYS INC | COM | 779287101 | 2,257 | 101,703 | SH | SOLE | 58,203 | 0 | 0 | ||
ROVI CORP | COM | 779376102 | 13,902 | 706,039 | SH | SOLE | 706,039 | 0 | 0 | ||
ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 1,680 | 47,500 | SH | SOLE | 47,500 | 0 | 0 | ||
ROYAL BK CDA MONTREAL QUE | COM | 780087102 | 2,587 | 38,483 | SH | SOLE | 38,483 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 3,722 | 78,500 | SH | SOLE | 78,500 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 5,459 | 76,592 | SH | SOLE | 76,592 | 0 | 0 | ||
ROYAL GOLD INC | COM | 780287108 | 583 | 12,648 | SH | SOLE | 12,648 | 0 | 0 | ||
ROYCE VALUE TR INC | COM | 780910105 | 228 | 14,220 | SH | SOLE | 14,220 | 0 | 0 | ||
RPC INC | COM | 749660106 | 4,588 | 257,016 | SH | SOLE | 257,016 | 0 | 0 | ||
RPM INTL INC | COM | 749685103 | 8,541 | 205,756 | SH | SOLE | 205,756 | 0 | 0 | ||
RPX CORP | COM | 74972G103 | 5,922 | 350,394 | SH | SOLE | 159,394 | 0 | 0 | ||
RTI INTL METALS INC | COM | 74973W107 | 4,697 | 137,303 | SH | SOLE | 134,203 | 0 | 0 | ||
RTI SURGICAL INC | COM | 74975N105 | 131 | 37,146 | SH | SOLE | 22,546 | 0 | 0 | ||
RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 176 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
RUSH ENTERPRISES INC | CL A | 781846209 | 259 | 8,746 | SH | SOLE | 6,146 | 0 | 0 | ||
RUTHS HOSPITALITY GROUP INC | COM | 783332109 | 3,751 | 263,951 | SH | SOLE | 58,242 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 33,754 | 457,490 | SH | SOLE | 457,490 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764AQ6 | 6,500 | 4,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 247 | 5,917 | SH | SOLE | 5,917 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 7,639 | 292,250 | SH | SOLE | 151,889 | 0 | 0 | ||
SAFETY INS GROUP INC | COM | 78648T100 | 521 | 9,256 | SH | SOLE | 7,856 | 0 | 0 | ||
SAFEWAY INC | COM NEW | 786514208 | 20,882 | 641,128 | SH | SOLE | 641,128 | 0 | 0 | ||
SAIA INC | COM | 78709Y105 | 5,594 | 174,537 | SH | SOLE | 41,537 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 1,060 | 19,215 | SH | SOLE | 19,215 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.750% 1/1 | 79466LAB0 | 83,141 | 32,225,000 | PRN | SOLE | 0 | 0 | 0 | ||
SALIX PHARMACEUTICALS INC | COM | 795435106 | 1,501 | 16,686 | SH | SOLE | 16,686 | 0 | 0 | ||
SALLY BEAUTY HLDGS INC | COM | 79546E104 | 3,732 | 123,447 | SH | SOLE | 123,447 | 0 | 0 | ||
SANCHEZ ENERGY CORP | COM | 79970Y105 | 262 | 10,695 | SH | SOLE | 10,695 | 0 | 0 | ||
SANDERSON FARMS INC | COM | 800013104 | 6,607 | 91,346 | SH | SOLE | 69,546 | 0 | 0 | ||
SANDISK CORP | COM | 80004C101 | 4,795 | 67,969 | SH | SOLE | 67,969 | 0 | 0 | ||
SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 101,747 | 68,806,000 | PRN | SOLE | 0 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COM | 80007P307 | 264 | 43,500 | SH | SOLE | 43,500 | 0 | 0 | ||
SANGAMO BIOSCIENCES INC | COM | 800677106 | 765 | 55,042 | SH | SOLE | 32,542 | 0 | 0 | ||
SANMINA CORPORATION | COM | 801056102 | 9,594 | 574,509 | SH | SOLE | 474,809 | 0 | 0 | ||
SANTARUS INC | COM | 802817304 | 106,669 | 3,337,584 | SH | SOLE | 3,313,884 | 0 | 0 | ||
SAPIENT CORP | COM | 803062108 | 1,760 | 101,405 | SH | SOLE | 77,205 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 652 | 32,000 | SH | SOLE | 29,200 | 0 | 0 | ||
SASOL LTD | SPONSORED ADR | 803866300 | 3,639 | 73,599 | SH | SOLE | 73,599 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | COM | 78388J106 | 2,731 | 30,400 | SH | SOLE | 30,400 | 0 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 2,385 | 50,813 | SH | SOLE | 50,813 | 0 | 0 | ||
SCANSOURCE INC | COM | 806037107 | 1,987 | 46,829 | SH | SOLE | 28,829 | 0 | 0 | ||
SCHEIN HENRY INC | COM | 806407102 | 5,822 | 50,958 | SH | SOLE | 50,958 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 10,464 | 116,121 | SH | SOLE | 116,121 | 0 | 0 | ||
SCHOLASTIC CORP | COM | 807066105 | 3,362 | 98,841 | SH | SOLE | 47,241 | 0 | 0 | ||
SCHULMAN A INC | COM | 808194104 | 12,249 | 347,389 | SH | SOLE | 194,414 | 0 | 0 | ||
SCHWAB CHARLES CORP NEW | COM | 808513105 | 5,518 | 212,232 | SH | SOLE | 212,232 | 0 | 0 | ||
SCHWEITZER-MAUDUIT INTL INC | COM | 808541106 | 1,892 | 36,754 | SH | SOLE | 22,954 | 0 | 0 | ||
SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 1,149 | 227,980 | SH | SOLE | 65,780 | 0 | 0 | ||
SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 5,538 | 167,452 | SH | SOLE | 167,452 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | CL A | 80874P109 | 1,017 | 60,055 | SH | SOLE | 44,755 | 0 | 0 | ||
SCIQUEST INC NEW | COM | 80908T101 | 207 | 7,282 | SH | SOLE | 2,382 | 0 | 0 | ||
SCORPIO TANKERS INC | SHS | Y7542C106 | 2,721 | 230,800 | SH | SOLE | 95,200 | 0 | 0 | ||
SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 953 | 43,879 | SH | SOLE | 28,079 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 2,302 | 26,645 | SH | SOLE | 26,645 | 0 | 0 | ||
SEACHANGE INTL INC | COM | 811699107 | 224 | 18,461 | SH | SOLE | 16,661 | 0 | 0 | ||
SEACOR HOLDINGS INC | COM | 811904101 | 19,335 | 212,005 | SH | SOLE | 212,005 | 0 | 0 | ||
SEADRILL LIMITED | SHS | G7945E105 | 5,563 | 135,428 | SH | SOLE | 135,428 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 66,447 | 1,183,170 | SH | SOLE | 1,183,170 | 0 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 11,339 | 332,998 | SH | SOLE | 258,398 | 0 | 0 | ||
SEARS HLDGS CORP | COM | 812350106 | 14,300 | 291,605 | SH | SOLE | 241,071 | 0 | 0 | ||
SEATTLE GENETICS INC | COM | 812578102 | 1,181 | 29,600 | SH | SOLE | 29,600 | 0 | 0 | ||
SEI INVESTMENTS CO | COM | 784117103 | 18,324 | 527,613 | SH | SOLE | 527,613 | 0 | 0 | ||
SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 1,802 | 67,400 | SH | SOLE | 40,700 | 0 | 0 | ||
SELECT MED HLDGS CORP | COM | 81619Q105 | 1,242 | 107,000 | SH | SOLE | 90,400 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 1,379 | 21,138 | SH | SOLE | 13,638 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 6,319 | 70,396 | SH | SOLE | 70,396 | 0 | 0 | ||
SEMTECH CORP | COM | 816850101 | 1,153 | 45,617 | SH | SOLE | 45,617 | 0 | 0 | ||
SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 1,858 | 83,579 | SH | SOLE | 83,579 | 0 | 0 | ||
SENSATA TECHNOLOGIES HLDG BV | SHS | N7902X106 | 2,052 | 52,927 | SH | SOLE | 52,927 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 713 | 14,700 | SH | SOLE | 2,000 | 0 | 0 | ||
SEQUENOM INC | NOTE 5.000%10/0 | 817337AB4 | 4,310 | 4,950,000 | PRN | SOLE | 0 | 0 | 0 | ||
SERVICE CORP INTL | COM | 817565104 | 15,439 | 851,591 | SH | SOLE | 851,591 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 1,915 | 34,195 | SH | SOLE | 34,195 | 0 | 0 | ||
SERVICESOURCE INTL LLC | COM | 81763U100 | 363 | 43,292 | SH | SOLE | 28,892 | 0 | 0 | ||
SESA STERLITE LTD | SPONSORED ADR | 78413F103 | 840 | 63,840 | SH | SOLE | 63,840 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 19,559 | 106,588 | SH | SOLE | 99,588 | 0 | 0 | ||
SHORETEL INC | COM | 825211105 | 163 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
SHUTTERFLY INC | COM | 82568P304 | 1,517 | 29,789 | SH | SOLE | 19,489 | 0 | 0 | ||
SHUTTERSTOCK INC | COM | 825690100 | 1,300 | 15,541 | SH | SOLE | 10,541 | 0 | 0 | ||
SIGMA ALDRICH CORP | COM | 826552101 | 1,283 | 13,648 | SH | SOLE | 13,648 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 2,953 | 27,493 | SH | SOLE | 27,493 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | *W EXP 12/12/201 | 82669G112 | 22,473 | 291,180 | SH | SOLE | 291,180 | 0 | 0 | ||
SIGNET JEWELERS LIMITED | SHS | G81276100 | 53,253 | 676,660 | SH | SOLE | 676,660 | 0 | 0 | ||
SILICON GRAPHICS INTL CORP | COM | 82706L108 | 2,184 | 162,831 | SH | SOLE | 69,386 | 0 | 0 | ||
SILICON IMAGE INC | COM | 82705T102 | 3,184 | 517,747 | SH | SOLE | 135,347 | 0 | 0 | ||
SILVER EAGLE ACQUISITION COR | COM | 827694100 | 22,919 | 2,375,000 | SH | SOLE | 2,375,000 | 0 | 0 | ||
SILVER EAGLE ACQUISITION COR | *W EXP 07/26/202 | 827694118 | 1,425 | 2,375,000 | SH | SOLE | 2,375,000 | 0 | 0 | ||
SILVER WHEATON CORP | COM | 828336107 | 329 | 16,300 | SH | SOLE | 16,300 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 53,086 | 348,885 | SH | SOLE | 323,385 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 2,348 | 65,719 | SH | SOLE | 62,319 | 0 | 0 | ||
SIRIUS XM HLDGS INC | COM | 82968B103 | 5,884 | 1,685,937 | SH | SOLE | 1,685,937 | 0 | 0 | ||
SIRONA DENTAL SYSTEMS INC | COM | 82966C103 | 5,216 | 74,300 | SH | SOLE | 74,300 | 0 | 0 | ||
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 1,245 | 33,824 | SH | SOLE | 33,824 | 0 | 0 | ||
SK TELECOM LTD | SPONSORED ADR | 78440P108 | 21,137 | 858,536 | SH | SOLE | 839,736 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 1,508 | 45,503 | SH | SOLE | 37,703 | 0 | 0 | ||
SKULLCANDY INC | COM | 83083J104 | 211 | 29,200 | SH | SOLE | 3,200 | 0 | 0 | ||
SKYWEST INC | COM | 830879102 | 2,033 | 137,073 | SH | SOLE | 79,173 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 10,765 | 376,940 | SH | SOLE | 376,940 | 0 | 0 | ||
SL GREEN RLTY CORP | COM | 78440X101 | 3,603 | 39,000 | SH | SOLE | 33,600 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 98,656 | 3,754,019 | SH | SOLE | 3,520,619 | 0 | 0 | ||
SM ENERGY CO | COM | 78454L100 | 17,455 | 210,028 | SH | SOLE | 210,028 | 0 | 0 | ||
SMITH & WESSON HLDG CORP | COM | 831756101 | 1,929 | 143,010 | SH | SOLE | 81,110 | 0 | 0 | ||
SMITH A O | COM | 831865209 | 19,954 | 369,931 | SH | SOLE | 369,931 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 59,563 | 574,823 | SH | SOLE | 529,423 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 9,388 | 85,720 | SH | SOLE | 85,720 | 0 | 0 | ||
SOCIEDAD QUIMICA MINERA DE C | SPON ADR SER B | 833635105 | 3,736 | 144,357 | SH | SOLE | 144,357 | 0 | 0 | ||
SOHU COM INC | COM | 83408W103 | 5,120 | 70,199 | SH | SOLE | 70,199 | 0 | 0 | ||
SOLAR CAP LTD | COM | 83413U100 | 1,132 | 50,200 | SH | SOLE | 2,500 | 0 | 0 | ||
SOLARCITY CORP | COM | 83416T100 | 1,039 | 18,291 | SH | SOLE | 18,291 | 0 | 0 | ||
SOLARWINDS INC | COM | 83416B109 | 2,728 | 72,120 | SH | SOLE | 72,120 | 0 | 0 | ||
SOLERA HOLDINGS INC | COM | 83421A104 | 1,642 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
SONIC CORP | COM | 835451105 | 4,311 | 213,531 | SH | SOLE | 83,731 | 0 | 0 | ||
SONOCO PRODS CO | COM | 835495102 | 1,869 | 44,800 | SH | SOLE | 44,800 | 0 | 0 | ||
SONUS NETWORKS INC | COM | 835916107 | 1,047 | 332,501 | SH | SOLE | 152,601 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 19,162 | 466,115 | SH | SOLE | 466,115 | 0 | 0 | ||
SOUTHERN COPPER CORP | COM | 84265V105 | 5,562 | 193,722 | SH | SOLE | 169,612 | 0 | 0 | ||
SOUTHSIDE BANCSHARES INC | COM | 84470P109 | 307 | 11,245 | SH | SOLE | 7,387 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 51,378 | 2,727,056 | SH | SOLE | 2,727,056 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 1,819 | 46,240 | SH | SOLE | 46,240 | 0 | 0 | ||
SOVRAN SELF STORAGE INC | COM | 84610H108 | 5,181 | 79,506 | SH | SOLE | 57,514 | 0 | 0 | ||
SPANSION INC | COM CL A NEW | 84649R200 | 1,107 | 79,700 | SH | SOLE | 37,000 | 0 | 0 | ||
SPARTAN STORES INC | COM | 846822104 | 999 | 41,161 | SH | SOLE | 41,161 | 0 | 0 | ||
SPARTON CORP | COM | 847235108 | 343 | 12,266 | SH | SOLE | 8,166 | 0 | 0 | ||
SPECTRA ENERGY CORP | COM | 847560109 | 2,518 | 70,686 | SH | SOLE | 70,686 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 385 | 8,497 | SH | SOLE | 8,497 | 0 | 0 | ||
SPECTRANETICS CORP | COM | 84760C107 | 816 | 32,656 | SH | SOLE | 20,156 | 0 | 0 | ||
SPEED COMM INC | COM | 84764T106 | 185 | 39,700 | SH | SOLE | 25,500 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 1,371 | 40,237 | SH | SOLE | 40,237 | 0 | 0 | ||
SPIRIT AIRLS INC | COM | 848577102 | 3,980 | 87,653 | SH | SOLE | 54,853 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 286 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
SPLUNK INC | COM | 848637104 | 10,645 | 155,012 | SH | SOLE | 155,012 | 0 | 0 | ||
SPRINT CORP | COM SER 1 | 85207U105 | 18,414 | 1,712,912 | SH | SOLE | 1,712,912 | 0 | 0 | ||
SPRINT CORP | COM SER 1 | 85207U105 | 2,624 | 16,820 | SH | Call | SOLE | 0 | 0 | 0 | |
SPS COMM INC | COM | 78463M107 | 900 | 13,777 | SH | SOLE | 8,777 | 0 | 0 | ||
SPX CORP | COM | 784635104 | 29,779 | 298,960 | SH | SOLE | 248,060 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 497 | 11,238 | SH | SOLE | 9,938 | 0 | 0 | ||
ST JUDE MED INC | COM | 790849103 | 19,480 | 314,447 | SH | SOLE | 314,447 | 0 | 0 | ||
STAAR SURGICAL CO | COM PAR $0.01 | 852312305 | 542 | 33,449 | SH | SOLE | 23,049 | 0 | 0 | ||
STAG INDL INC | COM | 85254J102 | 4,977 | 244,099 | SH | SOLE | 124,599 | 0 | 0 | ||
STAGE STORES INC | COM NEW | 85254C305 | 460 | 20,721 | SH | SOLE | 20,721 | 0 | 0 | ||
STAMPS COM INC | COM NEW | 852857200 | 6,006 | 142,664 | SH | SOLE | 50,909 | 0 | 0 | ||
STANCORP FINL GROUP INC | COM | 852891100 | 2,399 | 36,205 | SH | SOLE | 31,605 | 0 | 0 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 7,277 | 197,752 | SH | SOLE | 86,252 | 0 | 0 | ||
STANDARD PAC CORP NEW | COM | 85375C101 | 1,471 | 162,596 | SH | SOLE | 162,596 | 0 | 0 | ||
STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 29,598 | 22,275,000 | PRN | SOLE | 0 | 0 | 0 | ||
STANDEX INTL CORP | COM | 854231107 | 4,750 | 75,539 | SH | SOLE | 34,739 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 3,195 | 39,600 | SH | SOLE | 39,600 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 99/99/9999 | 854502804 | 5,140 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
STAPLES INC | COM | 855030102 | 2,468 | 155,322 | SH | SOLE | 155,322 | 0 | 0 | ||
STAR SCIENTIFIC INC | COM | 85517P101 | 112 | 96,501 | SH | SOLE | 66,101 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 98,480 | 1,256,280 | SH | SOLE | 1,236,880 | 0 | 0 | ||
STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 3,170 | 39,900 | SH | SOLE | 39,900 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 9,133 | 329,698 | SH | SOLE | 312,998 | 0 | 0 | ||
STARZ | COM SER A | 85571Q102 | 11,942 | 408,398 | SH | SOLE | 408,398 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 27,979 | 381,243 | SH | SOLE | 381,243 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 53,633 | 2,744,766 | SH | SOLE | 2,744,766 | 0 | 0 | ||
STEELCASE INC | CL A | 858155203 | 5,063 | 319,217 | SH | SOLE | 197,217 | 0 | 0 | ||
STEIN MART INC | COM | 858375108 | 480 | 35,689 | SH | SOLE | 24,789 | 0 | 0 | ||
STEINER LEISURE LTD | ORD | P8744Y102 | 3,181 | 64,676 | SH | SOLE | 29,476 | 0 | 0 | ||
STEPAN CO | COM | 858586100 | 504 | 7,684 | SH | SOLE | 5,784 | 0 | 0 | ||
STERICYCLE INC | COM | 858912108 | 7,238 | 62,306 | SH | SOLE | 62,306 | 0 | 0 | ||
STERIS CORP | COM | 859152100 | 15,114 | 314,543 | SH | SOLE | 276,643 | 0 | 0 | ||
STERLING FINL CORP WASH | COM NEW | 859319303 | 22,597 | 663,047 | SH | SOLE | 656,047 | 0 | 0 | ||
STERLITE INDS INDIA LTD | NOTE 4.000%10/3 | 859737AB4 | 8,886 | 8,925,000 | PRN | SOLE | 0 | 0 | 0 | ||
STEWART ENTERPRISES INC | NOTE 3.125% 7/1 | 860370AH8 | 532 | 425,000 | PRN | SOLE | 0 | 0 | 0 | ||
STEWART ENTERPRISES INC | NOTE 3.375% 7/1 | 860370AK1 | 592 | 450,000 | PRN | SOLE | 0 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | COM | 860372101 | 1,984 | 61,484 | SH | SOLE | 31,456 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | NOTE 6.000%10/1 | 860372AB7 | 22,579 | 8,850,000 | PRN | SOLE | 0 | 0 | 0 | ||
STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 14,134 | 12,550,000 | PRN | SOLE | 0 | 0 | 0 | ||
STONE ENERGY CORP | COM | 861642106 | 5,632 | 162,810 | SH | SOLE | 107,746 | 0 | 0 | ||
STONERIDGE INC | COM | 86183P102 | 5,999 | 470,482 | SH | SOLE | 195,681 | 0 | 0 | ||
STRATEGIC HOTELS & RESORTS I | COM | 86272T106 | 4,234 | 448,023 | SH | SOLE | 414,423 | 0 | 0 | ||
STRAYER ED INC | COM | 863236105 | 272 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
STRYKER CORP | COM | 863667101 | 80,599 | 1,072,648 | SH | SOLE | 958,948 | 0 | 0 | ||
STURM RUGER & CO INC | COM | 864159108 | 1,454 | 19,899 | SH | SOLE | 17,599 | 0 | 0 | ||
SUMMIT HOTEL PPTYS | COM | 866082100 | 1,864 | 207,100 | SH | SOLE | 98,600 | 0 | 0 | ||
SUN CMNTYS INC | COM | 866674104 | 661 | 15,500 | SH | SOLE | 6,800 | 0 | 0 | ||
SUN HYDRAULICS CORP | COM | 866942105 | 453 | 11,100 | SH | SOLE | 6,700 | 0 | 0 | ||
SUNCOKE ENERGY INC | COM | 86722A103 | 2,204 | 96,634 | SH | SOLE | 56,634 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 2,250 | 64,200 | SH | SOLE | 64,200 | 0 | 0 | ||
SUNEDISON INC | COM | 86732Y109 | 1,780 | 136,390 | SH | SOLE | 95,790 | 0 | 0 | ||
SUNESIS PHARMACEUTICALS INC | COM NEW | 867328601 | 301 | 63,476 | SH | SOLE | 43,876 | 0 | 0 | ||
SUNOCO LOGISTICS PRTNRS L P | COM UNITS | 86764L108 | 659 | 8,736 | SH | SOLE | 8,736 | 0 | 0 | ||
SUNPOWER CORP | COM | 867652406 | 4,087 | 137,112 | SH | SOLE | 124,312 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.750% 4/1 | 867652AC3 | 9,401 | 7,875,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 20,909 | 14,875,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 941 | 70,188 | SH | SOLE | 70,188 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 9,509 | 258,324 | SH | SOLE | 258,324 | 0 | 0 | ||
SUPER MICRO COMPUTER INC | COM | 86800U104 | 244 | 14,227 | SH | SOLE | 11,027 | 0 | 0 | ||
SUPERIOR ENERGY SVCS INC | COM | 868157108 | 39,833 | 1,496,934 | SH | SOLE | 1,327,434 | 0 | 0 | ||
SUPERVALU INC | COM | 868536103 | 2,503 | 343,320 | SH | SOLE | 168,720 | 0 | 0 | ||
SUPPORT COM INC | COM | 86858W101 | 133 | 35,000 | SH | SOLE | 22,100 | 0 | 0 | ||
SURMODICS INC | COM | 868873100 | 1,202 | 49,300 | SH | SOLE | 2,800 | 0 | 0 | ||
SUSQUEHANNA BANCSHARES INC P | COM | 869099101 | 1,922 | 149,668 | SH | SOLE | 97,668 | 0 | 0 | ||
SUSSER HLDGS CORP | COM | 869233106 | 720 | 10,995 | SH | SOLE | 8,095 | 0 | 0 | ||
SVB FINL GROUP | COM | 78486Q101 | 771 | 7,354 | SH | SOLE | 7,354 | 0 | 0 | ||
SWIFT ENERGY CO | COM | 870738101 | 392 | 29,018 | SH | SOLE | 29,018 | 0 | 0 | ||
SWIFT TRANSN CO | CL A | 87074U101 | 4,839 | 217,888 | SH | SOLE | 214,588 | 0 | 0 | ||
SWS GROUP INC | COM | 78503N107 | 199 | 13,118 | SH | SOLE | 13,118 | 0 | 0 | ||
SYKES ENTERPRISES INC | COM | 871237103 | 3,127 | 143,359 | SH | SOLE | 66,859 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 147,994 | 6,276,236 | SH | SOLE | 5,904,136 | 0 | 0 | ||
SYMETRA FINL CORP | COM | 87151Q106 | 4,674 | 246,512 | SH | SOLE | 130,412 | 0 | 0 | ||
SYMMETRY MED INC | COM | 871546206 | 2,153 | 213,600 | SH | SOLE | 103,500 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 1,276 | 24,622 | SH | SOLE | 18,222 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 885 | 28,477 | SH | SOLE | 20,777 | 0 | 0 | ||
SYNERGY PHARMACEUTICALS DEL | COM NEW | 871639308 | 133 | 23,711 | SH | SOLE | 14,711 | 0 | 0 | ||
SYNERGY RES CORP | COM | 87164P103 | 1,951 | 210,662 | SH | SOLE | 54,127 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 4,310 | 63,945 | SH | SOLE | 39,445 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 19,987 | 492,650 | SH | SOLE | 472,850 | 0 | 0 | ||
SYNOVUS FINL CORP | COM | 87161C105 | 1,589 | 441,264 | SH | SOLE | 428,964 | 0 | 0 | ||
SYNTEL INC | COM | 87162H103 | 809 | 8,900 | SH | SOLE | 5,100 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 13,703 | 379,593 | SH | SOLE | 379,593 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 62,700 | 3,595,162 | SH | SOLE | 3,350,862 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 1,390 | 80,040 | SH | SOLE | 68,340 | 0 | 0 | ||
TAL INTL GROUP INC | COM | 874083108 | 828 | 14,434 | SH | SOLE | 10,634 | 0 | 0 | ||
TALISMAN ENERGY INC | COM | 87425E103 | 391 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
TANGER FACTORY OUTLET CTRS I | COM | 875465106 | 1,973 | 61,608 | SH | SOLE | 61,608 | 0 | 0 | ||
TANGOE INC | COM | 87582Y108 | 375 | 20,800 | SH | SOLE | 13,700 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 1,569 | 17,798 | SH | SOLE | 14,798 | 0 | 0 | ||
TARGA RESOURCES PARTNERS LP | COM UNIT | 87611X105 | 411 | 7,849 | SH | SOLE | 7,849 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 6,189 | 97,826 | SH | SOLE | 97,826 | 0 | 0 | ||
TASER INTL INC | COM | 87651B104 | 6,585 | 414,703 | SH | SOLE | 101,503 | 0 | 0 | ||
TATA MTRS LTD | SPONSORED ADR | 876568502 | 51,172 | 1,661,413 | SH | SOLE | 1,570,913 | 0 | 0 | ||
TAUBMAN CTRS INC | COM | 876664103 | 910 | 14,230 | SH | SOLE | 14,230 | 0 | 0 | ||
TAYLOR CAP GROUP INC | COM | 876851106 | 215 | 8,096 | SH | SOLE | 8,096 | 0 | 0 | ||
TC PIPELINES LP | UT COM LTD PRT | 87233Q108 | 309 | 6,375 | SH | SOLE | 6,375 | 0 | 0 | ||
TCF FINL CORP | COM | 872275102 | 193 | 11,886 | SH | SOLE | 11,886 | 0 | 0 | ||
TCP CAP CORP | COM | 87238Q103 | 2,367 | 141,086 | SH | SOLE | 80,686 | 0 | 0 | ||
TEAM INC | COM | 878155100 | 339 | 7,999 | SH | SOLE | 6,699 | 0 | 0 | ||
TEARLAB CORP | COM | 878193101 | 610 | 65,263 | SH | SOLE | 43,363 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 26,838 | 520,125 | SH | SOLE | 520,125 | 0 | 0 | ||
TECHNE CORP | COM | 878377100 | 1,874 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
TECK RESOURCES LTD | CL B | 878742204 | 421 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
TECO ENERGY INC | COM | 872375100 | 438 | 25,409 | SH | SOLE | 25,409 | 0 | 0 | ||
TECUMSEH PRODS CO | CL A | 878895200 | 305 | 33,692 | SH | SOLE | 24,992 | 0 | 0 | ||
TEEKAY LNG PARTNERS L P | PRTNRSP UNITS | Y8564M105 | 317 | 7,425 | SH | SOLE | 7,425 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1,117 | 12,165 | SH | SOLE | 12,165 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 5,521 | 58,820 | SH | SOLE | 58,820 | 0 | 0 | ||
TELEFONICA BRASIL SA | SPONSORED ADR | 87936R106 | 28,547 | 1,485,301 | SH | SOLE | 1,370,101 | 0 | 0 | ||
TELENAV INC | COM | 879455103 | 100 | 15,100 | SH | SOLE | 9,300 | 0 | 0 | ||
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 12,733 | 493,926 | SH | SOLE | 493,926 | 0 | 0 | ||
TELETECH HOLDINGS INC | COM | 879939106 | 1,647 | 68,797 | SH | SOLE | 21,370 | 0 | 0 | ||
TEMPUR SEALY INTL INC | COM | 88023U101 | 766 | 14,200 | SH | SOLE | 10,600 | 0 | 0 | ||
TENARIS S A | SPONSORED ADR | 88031M109 | 9,666 | 221,230 | SH | SOLE | 221,230 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 1,491 | 35,396 | SH | SOLE | 35,396 | 0 | 0 | ||
TENNANT CO | COM | 880345103 | 576 | 8,497 | SH | SOLE | 7,197 | 0 | 0 | ||
TENNECO INC | COM | 880349105 | 2,001 | 35,377 | SH | SOLE | 23,977 | 0 | 0 | ||
TERADATA CORP DEL | COM | 88076W103 | 3,643 | 80,076 | SH | SOLE | 80,076 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 708 | 40,178 | SH | SOLE | 40,178 | 0 | 0 | ||
TEREX CORP NEW | COM | 880779103 | 9,201 | 219,133 | SH | SOLE | 219,133 | 0 | 0 | ||
TEREX CORP NEW | NOTE 4.000% 6/0 | 880779AV5 | 49,219 | 18,759,000 | PRN | SOLE | 0 | 0 | 0 | ||
TESARO INC | COM | 881569107 | 3,342 | 118,356 | SH | SOLE | 31,985 | 0 | 0 | ||
TESCO CORP | COM | 88157K101 | 13,530 | 684,002 | SH | SOLE | 319,302 | 0 | 0 | ||
TESLA MTRS INC | COM | 88160R101 | 11,159 | 74,206 | SH | SOLE | 74,206 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 45,482 | 32,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
TESORO CORP | COM | 881609101 | 14,608 | 249,712 | SH | SOLE | 249,712 | 0 | 0 | ||
TESSCO TECHNOLOGIES INC | COM | 872386107 | 238 | 5,897 | SH | SOLE | 3,897 | 0 | 0 | ||
TESSERA TECHNOLOGIES INC | COM | 88164L100 | 428 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
TETRA TECH INC NEW | COM | 88162G103 | 1,006 | 35,972 | SH | SOLE | 22,772 | 0 | 0 | ||
TETRA TECHNOLOGIES INC DEL | COM | 88162F105 | 847 | 68,500 | SH | SOLE | 42,400 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC | *W EXP 01/16/201 | 88224Q115 | 2,056 | 43,503 | SH | SOLE | 43,503 | 0 | 0 | ||
TEXAS INDS INC | COM | 882491103 | 214 | 3,111 | SH | SOLE | 1,211 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 17,331 | 394,699 | SH | SOLE | 363,199 | 0 | 0 | ||
TEXAS ROADHOUSE INC | COM | 882681109 | 1,710 | 61,500 | SH | SOLE | 31,800 | 0 | 0 | ||
TEXTRON INC | COM | 883203101 | 893 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
TG THERAPEUTICS INC | COM | 88322Q108 | 168 | 43,100 | SH | SOLE | 27,900 | 0 | 0 | ||
THE ADT CORPORATION | COM | 00101J106 | 3,922 | 96,900 | SH | SOLE | 96,900 | 0 | 0 | ||
THERAPEUTICSMD INC | COM | 88338N107 | 71 | 13,700 | SH | SOLE | 9,200 | 0 | 0 | ||
THERAVANCE INC | COM | 88338T104 | 16,136 | 452,633 | SH | SOLE | 452,633 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 6,856 | 4,700,000 | PRN | SOLE | 0 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 26,621 | 239,074 | SH | SOLE | 239,074 | 0 | 0 | ||
THERMON GROUP HLDGS INC | COM | 88362T103 | 296 | 10,817 | SH | SOLE | 7,417 | 0 | 0 | ||
THL CR INC | COM | 872438106 | 3,547 | 215,080 | SH | SOLE | 81,280 | 0 | 0 | ||
THOMPSON CREEK METALS CO INC | UNIT 99/99/9999 | 884768300 | 4,221 | 327,300 | SH | SOLE | 327,300 | 0 | 0 | ||
THOR INDS INC | COM | 885160101 | 3,790 | 68,624 | SH | SOLE | 68,624 | 0 | 0 | ||
THORATEC CORP | COM NEW | 885175307 | 15,808 | 431,900 | SH | SOLE | 431,900 | 0 | 0 | ||
THRESHOLD PHARMACEUTICAL INC | COM NEW | 885807206 | 266 | 56,895 | SH | SOLE | 37,295 | 0 | 0 | ||
TIBCO SOFTWARE INC | COM | 88632Q103 | 7,776 | 345,926 | SH | SOLE | 345,926 | 0 | 0 | ||
TICC CAPITAL CORP | COM | 87244T109 | 3,294 | 318,559 | SH | SOLE | 83,659 | 0 | 0 | ||
TIDEWATER INC | COM | 886423102 | 207 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
TIFFANY & CO NEW | COM | 886547108 | 956 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
TILE SHOP HLDGS INC | COM | 88677Q109 | 526 | 29,100 | SH | SOLE | 18,900 | 0 | 0 | ||
TIM HORTONS INC | COM | 88706M103 | 414 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
TIM PARTICIPACOES S A | SPONSORED ADR | 88706P205 | 16,396 | 624,835 | SH | SOLE | 614,590 | 0 | 0 | ||
TIME WARNER CABLE INC | COM | 88732J207 | 84,216 | 621,517 | SH | SOLE | 575,817 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 49,218 | 705,931 | SH | SOLE | 639,731 | 0 | 0 | ||
TIMKEN CO | COM | 887389104 | 59,905 | 1,087,790 | SH | SOLE | 1,087,790 | 0 | 0 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 107 | 125,000 | PRN | SOLE | 0 | 0 | 0 | ||
TIVO INC | COM | 888706108 | 1,614 | 123,056 | SH | SOLE | 55,856 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 48,912 | 767,482 | SH | SOLE | 757,282 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 3,028 | 90,000 | SH | SOLE | 66,350 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 1,090 | 29,466 | SH | SOLE | 29,466 | 0 | 0 | ||
TORCHMARK CORP | COM | 891027104 | 7,369 | 94,292 | SH | SOLE | 94,292 | 0 | 0 | ||
TORO CO | COM | 891092108 | 1,493 | 23,476 | SH | SOLE | 23,476 | 0 | 0 | ||
TORONTO DOMINION BK ONT | COM NEW | 891160509 | 1,346 | 14,281 | SH | SOLE | 14,281 | 0 | 0 | ||
TOTAL SYS SVCS INC | COM | 891906109 | 20,587 | 618,593 | SH | SOLE | 537,893 | 0 | 0 | ||
TOWER FINANCIAL CORP | COM | 891769101 | 2,690 | 107,961 | SH | SOLE | 107,961 | 0 | 0 | ||
TOWER INTL INC | COM | 891826109 | 594 | 27,779 | SH | SOLE | 19,579 | 0 | 0 | ||
TOWERS WATSON & CO | CL A | 891894107 | 53,125 | 416,306 | SH | SOLE | 416,306 | 0 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 11,017 | 142,013 | SH | SOLE | 142,013 | 0 | 0 | ||
TRANSAMERICA INCOME SHS INC | COM | 893506105 | 823 | 39,414 | SH | SOLE | 39,414 | 0 | 0 | ||
TRANSCANADA CORP | COM | 89353D107 | 534 | 11,700 | SH | SOLE | 11,700 | 0 | 0 | ||
TRANSCEPT PHARMACEUTICALS IN | COM | 89354M106 | 703 | 209,318 | SH | SOLE | 209,318 | 0 | 0 | ||
TRANSDIGM GROUP INC | COM | 893641100 | 1,562 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
TRANSMONTAIGNE PARTNERS L P | COM UNIT L P | 89376V100 | 318 | 7,482 | SH | SOLE | 7,482 | 0 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 573 | 11,600 | SH | SOLE | 11,600 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 126,506 | 1,397,235 | SH | SOLE | 1,305,135 | 0 | 0 | ||
TRAVELZOO INC | COM NEW | 89421Q205 | 983 | 46,111 | SH | SOLE | 32,211 | 0 | 0 | ||
TREDEGAR CORP | COM | 894650100 | 2,140 | 74,288 | SH | SOLE | 46,588 | 0 | 0 | ||
TREE COM INC | COM | 894675107 | 396 | 12,052 | SH | SOLE | 7,952 | 0 | 0 | ||
TREEHOUSE FOODS INC | COM | 89469A104 | 896 | 12,997 | SH | SOLE | 12,997 | 0 | 0 | ||
TREX CO INC | COM | 89531P105 | 1,567 | 19,704 | SH | SOLE | 14,204 | 0 | 0 | ||
TRI CONTL CORP | COM | 895436103 | 303 | 15,158 | SH | SOLE | 15,158 | 0 | 0 | ||
TRIANGLE CAP CORP | COM | 895848109 | 418 | 15,124 | SH | SOLE | 10,424 | 0 | 0 | ||
TRIANGLE PETE CORP | COM NEW | 89600B201 | 3,327 | 399,900 | SH | SOLE | 134,330 | 0 | 0 | ||
TRIMAS CORP | COM NEW | 896215209 | 1,101 | 27,613 | SH | SOLE | 17,913 | 0 | 0 | ||
TRIMBLE NAVIGATION LTD | COM | 896239100 | 281 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
TRINITY INDS INC | COM | 896522109 | 3,015 | 55,293 | SH | SOLE | 55,293 | 0 | 0 | ||
TRIPADVISOR INC | COM | 896945201 | 6,747 | 81,454 | SH | SOLE | 81,454 | 0 | 0 | ||
TRIPLE-S MGMT CORP | CL B | 896749108 | 2,848 | 146,500 | SH | SOLE | 63,800 | 0 | 0 | ||
TRIQUINT SEMICONDUCTOR INC | COM | 89674K103 | 1,030 | 123,540 | SH | SOLE | 84,140 | 0 | 0 | ||
TRIUMPH GROUP INC NEW | COM | 896818101 | 3,174 | 41,727 | SH | SOLE | 41,727 | 0 | 0 | ||
TRUEBLUE INC | COM | 89785X101 | 5,950 | 230,787 | SH | SOLE | 118,996 | 0 | 0 | ||
TRULIA INC | COM | 897888103 | 1,346 | 38,168 | SH | SOLE | 25,868 | 0 | 0 | ||
TRUSTMARK CORP | COM | 898402102 | 439 | 16,353 | SH | SOLE | 16,353 | 0 | 0 | ||
TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 33,059 | 444,398 | SH | SOLE | 444,398 | 0 | 0 | ||
TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 5,908 | 2,325,000 | PRN | SOLE | 0 | 0 | 0 | ||
TTM TECHNOLOGIES INC | COM | 87305R109 | 710 | 82,761 | SH | SOLE | 82,761 | 0 | 0 | ||
TUESDAY MORNING CORP | COM NEW | 899035505 | 910 | 57,022 | SH | SOLE | 36,722 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COM | 899896104 | 52,328 | 553,560 | SH | SOLE | 553,560 | 0 | 0 | ||
TURQUOISE HILL RES LTD | COM | 900435108 | 145 | 43,900 | SH | SOLE | 43,900 | 0 | 0 | ||
TUTOR PERINI CORP | COM | 901109108 | 3,991 | 151,746 | SH | SOLE | 83,346 | 0 | 0 | ||
TW TELECOM INC | COM | 87311L104 | 3,231 | 106,055 | SH | SOLE | 106,055 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 55,945 | 1,590,250 | SH | SOLE | 1,590,250 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 3,346 | 96,700 | SH | SOLE | 96,700 | 0 | 0 | ||
TWITTER INC | COM | 90184L102 | 407 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
TWO HBRS INVT CORP | COM | 90187B101 | 636 | 68,500 | SH | SOLE | 19,700 | 0 | 0 | ||
TYCO INTERNATIONAL LTD | SHS | H89128104 | 45,054 | 1,097,812 | SH | SOLE | 1,097,812 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | COM | 902252105 | 2,598 | 25,437 | SH | SOLE | 14,437 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 170,126 | 5,084,458 | SH | SOLE | 4,682,158 | 0 | 0 | ||
U S CONCRETE INC | COM NEW | 90333L201 | 434 | 19,184 | SH | SOLE | 12,984 | 0 | 0 | ||
U S G CORP | COM NEW | 903293405 | 1,203 | 42,390 | SH | SOLE | 42,390 | 0 | 0 | ||
U S SILICA HLDGS INC | COM | 90346E103 | 9,179 | 269,094 | SH | SOLE | 254,694 | 0 | 0 | ||
UBIQUITI NETWORKS INC | COM | 90347A100 | 3,410 | 74,193 | SH | SOLE | 57,393 | 0 | 0 | ||
UBS AG | SHS NEW | H89231338 | 599 | 31,100 | SH | SOLE | 31,100 | 0 | 0 | ||
UDR INC | COM | 902653104 | 1,114 | 47,700 | SH | SOLE | 47,700 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 6,970 | 168,123 | SH | SOLE | 168,123 | 0 | 0 | ||
UIL HLDG CORP | COM | 902748102 | 789 | 20,352 | SH | SOLE | 20,352 | 0 | 0 | ||
ULTA SALON COSMETCS & FRAG I | COM | 90384S303 | 3,422 | 35,450 | SH | SOLE | 35,450 | 0 | 0 | ||
ULTRA CLEAN HLDGS INC | COM | 90385V107 | 109 | 10,860 | SH | SOLE | 5,560 | 0 | 0 | ||
ULTRATECH INC | COM | 904034105 | 227 | 7,816 | SH | SOLE | 7,316 | 0 | 0 | ||
UMB FINL CORP | COM | 902788108 | 2,036 | 31,678 | SH | SOLE | 12,878 | 0 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 2,492 | 130,178 | SH | SOLE | 37,378 | 0 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 1,252 | 14,345 | SH | SOLE | 14,345 | 0 | 0 | ||
UNI PIXEL INC | COM NEW | 904572203 | 255 | 25,429 | SH | SOLE | 15,229 | 0 | 0 | ||
UNIFI INC | COM NEW | 904677200 | 458 | 16,814 | SH | SOLE | 11,481 | 0 | 0 | ||
UNIFIRST CORP MASS | COM | 904708104 | 3,744 | 34,989 | SH | SOLE | 22,989 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 68,857 | 409,862 | SH | SOLE | 403,062 | 0 | 0 | ||
UNISYS CORP | COM NEW | 909214306 | 6,991 | 208,254 | SH | SOLE | 128,875 | 0 | 0 | ||
UNIT CORP | COM | 909218109 | 9,171 | 177,661 | SH | SOLE | 177,661 | 0 | 0 | ||
UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 | 6,978 | 393,134 | SH | SOLE | 180,834 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 3,998 | 105,692 | SH | SOLE | 105,692 | 0 | 0 | ||
UNITED ONLINE INC | COM NEW | 911268209 | 6,725 | 488,762 | SH | SOLE | 281,790 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 29,611 | 281,793 | SH | SOLE | 272,593 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 5,997 | 76,929 | SH | SOLE | 76,929 | 0 | 0 | ||
UNITED RENTALS INC | NOTE 4.000%11/1 | 911363AL3 | 51,829 | 7,400,000 | PRN | SOLE | 0 | 0 | 0 | ||
UNITED STATES STL CORP NEW | COM | 912909108 | 25,670 | 870,176 | SH | SOLE | 870,176 | 0 | 0 | ||
UNITED STATES STL CORP NEW | NOTE 4.000% 5/1 | 912909AE8 | 10,055 | 9,375,000 | PRN | SOLE | 0 | 0 | 0 | ||
UNITED STATIONERS INC | COM | 913004107 | 845 | 18,424 | SH | SOLE | 13,724 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 26,092 | 229,280 | SH | SOLE | 209,480 | 0 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 30,185 | 266,933 | SH | SOLE | 266,933 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 76,720 | 1,018,854 | SH | SOLE | 921,254 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 201 | 6,594 | SH | SOLE | 4,294 | 0 | 0 | ||
UNIVERSAL AMERN CORP NEW | COM | 91338E101 | 216 | 29,617 | SH | SOLE | 19,517 | 0 | 0 | ||
UNIVERSAL CORP VA | COM | 913456109 | 1,737 | 31,821 | SH | SOLE | 22,568 | 0 | 0 | ||
UNIVERSAL DISPLAY CORP | COM | 91347P105 | 297 | 8,641 | SH | SOLE | 8,641 | 0 | 0 | ||
UNIVERSAL ELECTRS INC | COM | 913483103 | 498 | 13,059 | SH | SOLE | 9,659 | 0 | 0 | ||
UNIVERSAL FST PRODS INC | COM | 913543104 | 610 | 11,694 | SH | SOLE | 9,994 | 0 | 0 | ||
UNIVERSAL HEALTH RLTY INCM T | SH BEN INT | 91359E105 | 251 | 6,263 | SH | SOLE | 3,158 | 0 | 0 | ||
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 26,444 | 325,420 | SH | SOLE | 325,420 | 0 | 0 | ||
UNS ENERGY CORP | COM | 903119105 | 37,499 | 626,543 | SH | SOLE | 603,143 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 112,121 | 3,196,160 | SH | SOLE | 3,039,460 | 0 | 0 | ||
URBAN OUTFITTERS INC | COM | 917047102 | 5,484 | 147,829 | SH | SOLE | 147,829 | 0 | 0 | ||
URS CORP NEW | COM | 903236107 | 21,754 | 410,533 | SH | SOLE | 410,533 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 12,683 | 313,941 | SH | SOLE | 286,141 | 0 | 0 | ||
US ECOLOGY INC | COM | 91732J102 | 694 | 18,665 | SH | SOLE | 16,065 | 0 | 0 | ||
USANA HEALTH SCIENCES INC | COM | 90328M107 | 7,275 | 96,254 | SH | SOLE | 30,754 | 0 | 0 | ||
V F CORP | COM | 918204108 | 6,204 | 99,524 | SH | SOLE | 99,524 | 0 | 0 | ||
VAALCO ENERGY INC | COM NEW | 91851C201 | 7,829 | 1,136,348 | SH | SOLE | 586,248 | 0 | 0 | ||
VALASSIS COMMUNICATIONS INC | COM | 918866104 | 32,135 | 938,242 | SH | SOLE | 938,242 | 0 | 0 | ||
VALE S A | ADR | 91912E105 | 5,915 | 387,853 | SH | SOLE | 387,853 | 0 | 0 | ||
VALE S A | ADR REPSTG PFD | 91912E204 | 12,162 | 868,113 | SH | SOLE | 837,613 | 0 | 0 | ||
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 4,148 | 35,329 | SH | SOLE | 35,329 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 56,277 | 1,116,605 | SH | SOLE | 1,027,805 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 12,010 | 298,082 | SH | SOLE | 298,082 | 0 | 0 | ||
VALLEY NATL BANCORP | *W EXP 11/14/201 | 919794131 | 64 | 116,185 | SH | SOLE | 116,185 | 0 | 0 | ||
VALMONT INDS INC | COM | 920253101 | 12,195 | 81,783 | SH | SOLE | 81,783 | 0 | 0 | ||
VALSPAR CORP | COM | 920355104 | 9,445 | 132,488 | SH | SOLE | 132,488 | 0 | 0 | ||
VALUECLICK INC | COM | 92046N102 | 17,803 | 761,788 | SH | SOLE | 694,688 | 0 | 0 | ||
VALUEVISION MEDIA INC | CL A | 92047K107 | 789 | 112,823 | SH | SOLE | 71,823 | 0 | 0 | ||
VANDA PHARMACEUTICALS INC | COM | 921659108 | 925 | 74,513 | SH | SOLE | 46,513 | 0 | 0 | ||
VANTAGE DRILLING COMPANY | NOTE 7.875% 9/0 | G93205AA3 | 6,785 | 5,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
VANTIV INC | CL A | 92210H105 | 382 | 11,700 | SH | SOLE | 11,700 | 0 | 0 | ||
VARIAN MED SYS INC | COM | 92220P105 | 1,600 | 20,600 | SH | SOLE | 20,600 | 0 | 0 | ||
VCA ANTECH INC | COM | 918194101 | 4,262 | 135,900 | SH | SOLE | 135,900 | 0 | 0 | ||
VECTOR GROUP LTD | COM | 92240M108 | 482 | 29,436 | SH | SOLE | 24,971 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 11/1 | 92240MAS7 | 27,403 | 21,222,000 | PRN | SOLE | 0 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 15,407 | 13,025,000 | PRN | SOLE | 0 | 0 | 0 | ||
VECTREN CORP | COM | 92240G101 | 1,193 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 16,473 | 287,584 | SH | SOLE | 267,084 | 0 | 0 | ||
VERASTEM INC | COM | 92337C104 | 116 | 10,200 | SH | SOLE | 7,900 | 0 | 0 | ||
VERIFONE SYS INC | COM | 92342Y109 | 2,096 | 78,148 | SH | SOLE | 78,148 | 0 | 0 | ||
VERISIGN INC | COM | 92343E102 | 3,647 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
VERISK ANALYTICS INC | CL A | 92345Y106 | 6,247 | 95,048 | SH | SOLE | 95,048 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 113,128 | 2,302,149 | SH | SOLE | 2,127,649 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 38,701 | 520,879 | SH | SOLE | 503,979 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 98,994 | 1,133,435 | SH | SOLE | 1,065,635 | 0 | 0 | ||
VIAD CORP | COM NEW | 92552R406 | 1,278 | 46,000 | SH | SOLE | 24,200 | 0 | 0 | ||
VICAL INC | COM | 925602104 | 61 | 51,700 | SH | SOLE | 32,800 | 0 | 0 | ||
VIEWPOINT FINL GROUP INC MD | COM | 92672A101 | 2,116 | 77,092 | SH | SOLE | 36,092 | 0 | 0 | ||
VIROPHARMA INC | COM | 928241108 | 141,841 | 2,845,348 | SH | SOLE | 2,837,548 | 0 | 0 | ||
VIROPHARMA INC | NOTE 2.000% 3/1 | 928241AH1 | 18,483 | 6,900,000 | PRN | SOLE | 0 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | COM | 92828Q109 | 3,491 | 17,449 | SH | SOLE | 6,649 | 0 | 0 | ||
VIRTUSA CORP | COM | 92827P102 | 1,984 | 52,078 | SH | SOLE | 11,878 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 40,096 | 180,059 | SH | SOLE | 162,759 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 12,641 | 953,340 | SH | SOLE | 953,340 | 0 | 0 | ||
VISTEON CORP | COM NEW | 92839U206 | 9,053 | 110,555 | SH | SOLE | 110,555 | 0 | 0 | ||
VITESSE SEMICONDUCTOR CORP | DBCV 8.000% 6/1 | 928497AE6 | 3,428 | 3,189,000 | PRN | SOLE | 0 | 0 | 0 | ||
VITRAN CORP INC | COM | 92850E107 | 535 | 82,518 | SH | SOLE | 82,518 | 0 | 0 | ||
VIVUS INC | COM | 928551100 | 344 | 37,899 | SH | SOLE | 37,899 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 1,899 | 21,173 | SH | SOLE | 21,173 | 0 | 0 | ||
VOCUS INC | COM | 92858J108 | 1,462 | 128,315 | SH | SOLE | 38,900 | 0 | 0 | ||
VODAFONE GROUP PLC NEW | SPONS ADR NEW | 92857W209 | 147,548 | 3,753,453 | SH | SOLE | 3,753,453 | 0 | 0 | ||
VONAGE HLDGS CORP | COM | 92886T201 | 1,584 | 475,664 | SH | SOLE | 304,364 | 0 | 0 | ||
VORNADO RLTY TR | SH BEN INT | 929042109 | 9,760 | 109,924 | SH | SOLE | 100,924 | 0 | 0 | ||
VOXX INTL CORP | CL A | 91829F104 | 307 | 18,378 | SH | SOLE | 12,078 | 0 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 642 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
W & T OFFSHORE INC | COM | 92922P106 | 342 | 21,365 | SH | SOLE | 21,365 | 0 | 0 | ||
WABASH NATL CORP | COM | 929566107 | 466 | 37,757 | SH | SOLE | 25,657 | 0 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 43,280 | 463,333 | SH | SOLE | 463,333 | 0 | 0 | ||
WABTEC CORP | COM | 929740108 | 5,527 | 74,420 | SH | SOLE | 74,420 | 0 | 0 | ||
WADDELL & REED FINL INC | CL A | 930059100 | 16,886 | 259,300 | SH | SOLE | 259,300 | 0 | 0 | ||
WAGEWORKS INC | COM | 930427109 | 2,012 | 33,851 | SH | SOLE | 20,551 | 0 | 0 | ||
WALGREEN CO | COM | 931422109 | 95,928 | 1,670,052 | SH | SOLE | 1,598,052 | 0 | 0 | ||
WALKER & DUNLOP INC | COM | 93148P102 | 184 | 11,400 | SH | SOLE | 7,900 | 0 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 103,109 | 1,310,315 | SH | SOLE | 1,274,515 | 0 | 0 | ||
WALTER ENERGY INC | COM | 93317Q105 | 519 | 31,218 | SH | SOLE | 31,218 | 0 | 0 | ||
WASHINGTON BKG CO OAK HBR WA | COM | 937303105 | 993 | 56,028 | SH | SOLE | 56,028 | 0 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 3,310 | 142,100 | SH | SOLE | 142,100 | 0 | 0 | ||
WASHINGTON REAL ESTATE INVT | SH BEN INT | 939653101 | 1,518 | 64,988 | SH | SOLE | 22,008 | 0 | 0 | ||
WASTE CONNECTIONS INC | COM | 941053100 | 1,171 | 26,844 | SH | SOLE | 26,844 | 0 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 22,042 | 491,235 | SH | SOLE | 454,235 | 0 | 0 | ||
WATERS CORP | COM | 941848103 | 2,798 | 27,984 | SH | SOLE | 27,984 | 0 | 0 | ||
WATSCO INC | COM | 942622200 | 672 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 538 | 8,700 | SH | SOLE | 5,200 | 0 | 0 | ||
WAUSAU PAPER CORP | COM | 943315101 | 184 | 24,497 | SH | SOLE | 24,497 | 0 | 0 | ||
WD-40 CO | COM | 929236107 | 932 | 12,478 | SH | SOLE | 9,378 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL LT | REG SHS | H27013103 | 1,893 | 122,200 | SH | SOLE | 122,200 | 0 | 0 | ||
WEB COM GROUP INC | COM | 94733A104 | 1,095 | 34,441 | SH | SOLE | 23,041 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 46,312 | 41,075,000 | PRN | SOLE | 0 | 0 | 0 | ||
WEBMD HEALTH CORP | COM | 94770V102 | 2,091 | 52,938 | SH | SOLE | 26,597 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 3,988 | 127,903 | SH | SOLE | 60,503 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 930 | 28,251 | SH | SOLE | 28,251 | 0 | 0 | ||
WEINGARTEN RLTY INVS | SH BEN INT | 948741103 | 1,982 | 72,300 | SH | SOLE | 72,300 | 0 | 0 | ||
WEIS MKTS INC | COM | 948849104 | 241 | 4,576 | SH | SOLE | 2,276 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 16,161 | 229,488 | SH | SOLE | 197,288 | 0 | 0 | ||
WELLPOINT INC | COM | 94973V107 | 145,620 | 1,576,144 | SH | SOLE | 1,456,644 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 184,603 | 4,066,151 | SH | SOLE | 3,754,151 | 0 | 0 | ||
WELLS FARGO ADV GLB DIV OPP | COM | 94987C103 | 506 | 69,797 | SH | SOLE | 69,797 | 0 | 0 | ||
WELLS FARGO ADVANTAGE MULTI | COM SHS | 94987D101 | 2,123 | 150,965 | SH | SOLE | 150,965 | 0 | 0 | ||
WENDYS CO | COM | 95058W100 | 1,485 | 170,300 | SH | SOLE | 170,300 | 0 | 0 | ||
WERNER ENTERPRISES INC | COM | 950755108 | 6,705 | 271,108 | SH | SOLE | 271,108 | 0 | 0 | ||
WESBANCO INC | COM | 950810101 | 451 | 14,094 | SH | SOLE | 9,594 | 0 | 0 | ||
WESCO AIRCRAFT HLDGS INC | COM | 950814103 | 415 | 18,939 | SH | SOLE | 12,839 | 0 | 0 | ||
WESCO INTL INC | COM | 95082P105 | 2,305 | 25,314 | SH | SOLE | 25,314 | 0 | 0 | ||
WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 16,219 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
WESTAR ENERGY INC | COM | 95709T100 | 2,996 | 93,122 | SH | SOLE | 93,122 | 0 | 0 | ||
WESTELL TECHNOLOGIES INC | CL A | 957541105 | 138 | 33,969 | SH | SOLE | 22,869 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 1,475 | 61,806 | SH | SOLE | 38,906 | 0 | 0 | ||
WESTERN ASSET GLOBAL CP DEFI | COM | 95790C107 | 2,240 | 123,937 | SH | SOLE | 123,937 | 0 | 0 | ||
WESTERN ASSET INCOME FD | COM | 95766T100 | 551 | 41,793 | SH | SOLE | 41,793 | 0 | 0 | ||
WESTERN ASSET INVT GRADE DEF | COM | 95790A101 | 307 | 15,220 | SH | SOLE | 15,220 | 0 | 0 | ||
WESTERN ASSET MGD HI INCM FD | COM | 95766L107 | 130 | 22,906 | SH | SOLE | 22,906 | 0 | 0 | ||
WESTERN ASSET MUN HI INCM FD | COM | 95766N103 | 362 | 53,812 | SH | SOLE | 53,812 | 0 | 0 | ||
WESTERN ASSET WORLDWIDE INCO | COM | 957668106 | 573 | 47,038 | SH | SOLE | 47,038 | 0 | 0 | ||
WESTERN ASST MN PRT FD INC | COM | 95766P108 | 188 | 13,637 | SH | SOLE | 13,637 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 265,992 | 3,170,350 | SH | SOLE | 3,039,550 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM UNIT LP IN | 958254104 | 480 | 7,781 | SH | SOLE | 7,781 | 0 | 0 | ||
WESTERN REFNG INC | COM | 959319104 | 4,408 | 103,949 | SH | SOLE | 75,949 | 0 | 0 | ||
WESTERN REFNG INC | NOTE 5.750% 6/1 | 959319AC8 | 93,293 | 21,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 861 | 49,891 | SH | SOLE | 49,891 | 0 | 0 | ||
WESTLAKE CHEM CORP | COM | 960413102 | 18,182 | 148,945 | SH | SOLE | 148,945 | 0 | 0 | ||
WET SEAL INC | CL A | 961840105 | 3,183 | 1,166,020 | SH | SOLE | 500,220 | 0 | 0 | ||
WEX INC | COM | 96208T104 | 350 | 3,534 | SH | SOLE | 3,534 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 17,472 | 553,429 | SH | SOLE | 514,329 | 0 | 0 | ||
WGL HLDGS INC | COM | 92924F106 | 2,758 | 68,844 | SH | SOLE | 68,844 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 97,777 | 623,340 | SH | SOLE | 621,640 | 0 | 0 | ||
WHITEWAVE FOODS CO | COM CL A | 966244105 | 15,311 | 667,443 | SH | SOLE | 667,443 | 0 | 0 | ||
WHITING PETE CORP NEW | COM | 966387102 | 28,627 | 462,703 | SH | SOLE | 462,703 | 0 | 0 | ||
WHOLE FOODS MKT INC | COM | 966837106 | 16,305 | 281,947 | SH | SOLE | 281,947 | 0 | 0 | ||
WILEY JOHN & SONS INC | CL A | 968223206 | 276 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
WILLBROS GROUP INC DEL | COM | 969203108 | 9,688 | 1,028,405 | SH | SOLE | 496,405 | 0 | 0 | ||
WILLIAMS CLAYTON ENERGY INC | COM | 969490101 | 1,188 | 14,491 | SH | SOLE | 13,891 | 0 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 2,235 | 57,940 | SH | SOLE | 57,940 | 0 | 0 | ||
WILLIAMS PARTNERS L P | COM UNIT L P | 96950F104 | 564 | 11,080 | SH | SOLE | 11,080 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 8,146 | 139,774 | SH | SOLE | 139,774 | 0 | 0 | ||
WILSHIRE BANCORP INC | COM | 97186T108 | 1,536 | 140,533 | SH | SOLE | 88,333 | 0 | 0 | ||
WINDSTREAM HLDGS INC | COM | 97382A101 | 1,388 | 173,900 | SH | SOLE | 173,900 | 0 | 0 | ||
WINNEBAGO INDS INC | COM | 974637100 | 1,689 | 61,536 | SH | SOLE | 20,736 | 0 | 0 | ||
WINTHROP RLTY TR | SH BEN INT NEW | 976391300 | 691 | 62,542 | SH | SOLE | 32,442 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 504 | 10,928 | SH | SOLE | 10,928 | 0 | 0 | ||
WINTRUST FINL CORP | *W EXP 12/19/201 | 97650W157 | 12,198 | 499,929 | SH | SOLE | 499,929 | 0 | 0 | ||
WIPRO LTD | SPON ADR 1 SH | 97651M109 | 22,044 | 1,750,915 | SH | SOLE | 1,676,376 | 0 | 0 | ||
WISCONSIN ENERGY CORP | COM | 976657106 | 9,928 | 240,155 | SH | SOLE | 240,155 | 0 | 0 | ||
WISDOMTREE INVTS INC | COM | 97717P104 | 3,185 | 179,838 | SH | SOLE | 79,938 | 0 | 0 | ||
WOLVERINE WORLD WIDE INC | COM | 978097103 | 1,790 | 52,712 | SH | SOLE | 52,712 | 0 | 0 | ||
WORKDAY INC | CL A | 98138H101 | 472 | 5,678 | SH | SOLE | 5,678 | 0 | 0 | ||
WORLD ACCEP CORP DEL | COM | 981419104 | 1,495 | 17,085 | SH | SOLE | 15,285 | 0 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 936 | 21,688 | SH | SOLE | 21,688 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 501 | 30,225 | SH | SOLE | 26,625 | 0 | 0 | ||
WORTHINGTON INDS INC | COM | 981811102 | 26,479 | 629,253 | SH | SOLE | 586,953 | 0 | 0 | ||
WPX ENERGY INC | COM | 98212B103 | 1,817 | 89,161 | SH | SOLE | 89,161 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 239 | 3,088 | SH | SOLE | 2,088 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 35,836 | 486,303 | SH | SOLE | 464,403 | 0 | 0 | ||
WYNN RESORTS LTD | COM | 983134107 | 2,963 | 15,255 | SH | SOLE | 15,255 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 10,546 | 377,439 | SH | SOLE | 377,439 | 0 | 0 | ||
XENOPORT INC | COM | 98411C100 | 284 | 49,477 | SH | SOLE | 18,877 | 0 | 0 | ||
XERIUM TECHNOLOGIES INC | COM NEW | 98416J118 | 411 | 24,953 | SH | SOLE | 17,253 | 0 | 0 | ||
XEROX CORP | COM | 984121103 | 66,409 | 5,456,756 | SH | SOLE | 5,382,156 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 4,837 | 105,344 | SH | SOLE | 105,344 | 0 | 0 | ||
XILINX INC | SDCV 3.125% 3/1 | 983919AD3 | 32,477 | 20,450,000 | PRN | SOLE | 0 | 0 | 0 | ||
XL GROUP PLC | SHS | G98290102 | 1,223 | 38,419 | SH | SOLE | 38,419 | 0 | 0 | ||
XOMA CORP DEL | COM | 98419J107 | 1,816 | 269,908 | SH | SOLE | 249,508 | 0 | 0 | ||
XOOM CORP | COM | 98419Q101 | 1,158 | 42,300 | SH | SOLE | 6,600 | 0 | 0 | ||
XPO LOGISTICS INC | COM | 983793100 | 434 | 16,526 | SH | SOLE | 11,826 | 0 | 0 | ||
XYLEM INC | COM | 98419M100 | 263 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
YAHOO INC | COM | 984332106 | 289,313 | 7,154,131 | SH | SOLE | 6,784,731 | 0 | 0 | ||
YAMANA GOLD INC | COM | 98462Y100 | 221 | 25,600 | SH | SOLE | 25,600 | 0 | 0 | ||
YANDEX N V | SHS CLASS A | N97284108 | 401 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
YELP INC | CL A | 985817105 | 4,403 | 63,852 | SH | SOLE | 46,952 | 0 | 0 | ||
YRC WORLDWIDE INC | COM PAR $.01 | 984249607 | 4,381 | 252,223 | SH | SOLE | 179,023 | 0 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 1,764 | 23,334 | SH | SOLE | 23,334 | 0 | 0 | ||
ZAGG INC | COM | 98884U108 | 1,316 | 302,600 | SH | SOLE | 144,192 | 0 | 0 | ||
ZALE CORP NEW | COM | 988858106 | 1,842 | 116,781 | SH | SOLE | 88,581 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 954 | 17,640 | SH | SOLE | 17,640 | 0 | 0 | ||
ZELTIQ AESTHETICS INC | COM | 98933Q108 | 488 | 25,831 | SH | SOLE | 17,231 | 0 | 0 | ||
ZHONE TECHNOLOGIES INC NEW | COM NEW | 98950P884 | 559 | 104,597 | SH | SOLE | 76,697 | 0 | 0 | ||
ZILLOW INC | CL A | 98954A107 | 2,000 | 24,468 | SH | SOLE | 24,468 | 0 | 0 | ||
ZIMMER HLDGS INC | COM | 98956P102 | 38,524 | 413,388 | SH | SOLE | 399,588 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 3,527 | 117,734 | SH | SOLE | 117,734 | 0 | 0 | ||
ZIOPHARM ONCOLOGY INC | COM | 98973P101 | 118 | 27,300 | SH | SOLE | 15,600 | 0 | 0 | ||
ZIX CORP | COM | 98974P100 | 189 | 41,400 | SH | SOLE | 25,400 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 3,038 | 92,935 | SH | SOLE | 92,935 | 0 | 0 | ||
ZOLTEK COS INC | COM | 98975W104 | 15,716 | 938,297 | SH | SOLE | 938,297 | 0 | 0 | ||
ZWEIG FD | COM NEW | 989834205 | 837 | 56,299 | SH | SOLE | 56,299 | 0 | 0 | ||
ZYNGA INC | CL A | 98986T108 | 1,012 | 266,336 | SH | SOLE | 223,536 | 0 | 0 |