Profiles >> AQR Capital Management LLC >> 13Fs >> 2014-12-31

AQR Capital Management LLC

Last Updated: 3/2/2021

AQR Capital Management LLC is a Limited Liability Company that started in 1998 and is primarily owned and controlled by Clifford S. Asness. To see a profile of the company, click here.

Below is the 13F Filing for AQR Capital Management LLC for Report Period 2014-12-31. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.

Historical 13F Holdings - 2014-12-31

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
1 800 FLOWERS COM CL A 68243Q106 276 33477 SH DFND 33477 0 0
1347 CAP CORP COM 68245V103 4319 450540 SH DFND 450540 0 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 18 50060 SH DFND 50060 0 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 158 450540 SH DFND 450540 0 0
1347 CAP CORP *W EXP 07/15/202 68245V129 11 50060 SH DFND 50060 0 0
1347 CAP CORP *W EXP 07/15/202 68245V129 95 450540 SH DFND 450540 0 0
22ND CENTY GROUP INC COM 90137F103 27 16600 SH DFND 16600 0 0
3-D SYS CORP DEL COM NEW 88554D205 2538 77200 SH DFND 77200 0 0
3M CO COM 88579Y101 149445 909474 SH DFND 909474 0 0
3M CO COM 88579Y101 845 5140 SH OTR 5140 0 0
A H BELO CORP COM CL A 001282102 235 22600 SH DFND 22600 0 0
AAON INC COM PAR $0.004 000360206 474 21156 SH DFND 21156 0 0
AAON INC COM PAR $0.004 000360206 289 12900 SH OTR 12900 0 0
AARONS INC COM PAR $0.50 002535300 4494 147013 SH DFND 147013 0 0
ABAXIS INC COM 002567105 844 14857 SH DFND 14857 0 0
ABBOTT LABS COM 002824100 70563 1567369 SH DFND 1567369 0 0
ABBVIE INC COM 00287Y109 248448 3796576 SH DFND 3796576 0 0
ABBVIE INC COM 00287Y109 13834 211400 SH OTR 211400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 13449 469600 SH DFND 469600 0 0
ABIOMED INC COM 003654100 873 22935 SH DFND 22935 0 0
ABRAXAS PETE CORP COM 003830106 4234 1440106 SH DFND 1440106 0 0
ABRAXAS PETE CORP COM 003830106 2241 762400 SH OTR 762400 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 234 3820 SH DFND 3820 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1072 33774 SH DFND 33774 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1560 48700 SH DFND 48700 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 964 50243 SH DFND 50243 0 0
ACCELERON PHARMA INC COM 00434H108 736 18900 SH DFND 18900 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6236 69829 SH DFND 69829 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 477 8793 SH DFND 8793 0 0
ACCO BRANDS CORP COM 00081T108 3028 336115 SH DFND 336115 0 0
ACCO BRANDS CORP COM 00081T108 639 70900 SH OTR 70900 0 0
ACCURAY INC COM 004397105 93 12300 SH DFND 12300 0 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 887 575000 PRN DFND 575000 0 0
ACCURAY INC DEBT 3.500% 2/0 004397AF2 6054 3925000 PRN DFND 3925000 0 0
ACE LTD SHS H0023R105 7193 62610 SH OTR 62610 0 0
ACE LTD SHS H0023R105 26203 228090 SH DFND 228090 0 0
ACETO CORP COM 004446100 888 40910 SH DFND 40910 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 946 77200 SH DFND 77200 0 0
ACI WORLDWIDE INC COM 004498101 239 11841 SH DFND 11841 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1858 45464 SH DFND 45464 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1418 34700 SH OTR 34700 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 173 150000 PRN DFND 150000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3034 2625000 PRN DFND 2625000 0 0
ACTAVIS PLC SHS G0083B108 22116 85918 SH DFND 85918 0 0
ACTIVISION BLIZZARD INC COM 00507V109 38029 1887291 SH DFND 1887291 0 0
ACTUA CORP COM 005094107 632 34200 SH DFND 34200 0 0
ACTUATE CORP COM 00508B102 3743 567164 SH DFND 567164 0 0
ACTUATE CORP COM 00508B102 419 63439 SH DFND 63439 0 0
ACUITY BRANDS INC COM 00508Y102 8101 57836 SH DFND 57836 0 0
ACXIOM CORP COM 005125109 8276 408298 SH DFND 408298 0 0
ADDUS HOMECARE CORP COM 006739106 5354 220581 SH DFND 220581 0 0
ADDUS HOMECARE CORP COM 006739106 2439 100500 SH OTR 100500 0 0
ADEPT TECHNOLOGY INC COM NEW 006854202 226 26083 SH DFND 26083 0 0
ADOBE SYS INC COM 00724F101 13699 188427 SH DFND 188427 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 19875 124782 SH DFND 124782 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 690 30281 SH DFND 30281 0 0
ADVANCED ENERGY INDS COM 007973100 3598 151826 SH DFND 151826 0 0
ADVANCED ENERGY INDS COM 007973100 566 23900 SH OTR 23900 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 3022 629600 SH DFND 629600 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 388 61538 SH DFND 61538 0 0
ADVENT CLAY CONV SEC INC FD COM 007639107 997 158296 SH DFND 158296 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 396 44505 SH DFND 44505 0 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 167 18785 SH DFND 18785 0 0
ADVENT SOFTWARE INC COM 007974108 3006 98093 SH DFND 98093 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 15499 510324 SH DFND 510324 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 233 200000 PRN DFND 200000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 1397 1200000 PRN DFND 1200000 0 0
AEMETIS INC COM NEW 00770K202 90 15600 SH DFND 15600 0 0
AERCAP HOLDINGS NV SHS N00985106 369 9500 SH DFND 9500 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 476 16300 SH DFND 16300 0 0
AEROVIRONMENT INC COM 008073108 597 21900 SH OTR 21900 0 0
AEROVIRONMENT INC COM 008073108 2495 91552 SH DFND 91552 0 0
AES CORP COM 00130H105 14054 1020610 SH DFND 1020610 0 0
AETNA INC NEW COM 00817Y108 260035 2927338 SH DFND 2927338 0 0
AETNA INC NEW COM 00817Y108 3793 42700 SH OTR 42700 0 0
AFFYMETRIX INC COM 00826T108 2694 272898 SH DFND 272898 0 0
AFFYMETRIX INC COM 00826T108 805 81600 SH OTR 81600 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 761 425000 PRN DFND 425000 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 10830 6050000 PRN DFND 6050000 0 0
AFLAC INC COM 001055102 10585 173274 SH DFND 173274 0 0
AFLAC INC COM 001055102 4411 72200 SH OTR 72200 0 0
AGCO CORP COM 001084102 6496 143717 SH DFND 143717 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9490 231793 SH DFND 231793 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 303 2700 SH DFND 2700 0 0
AGL RES INC COM 001204106 10071 184755 SH DFND 184755 0 0
AGNICO EAGLE MINES LTD COM 008474108 18797 752844 SH DFND 752844 0 0
AGREE REALTY CORP COM 008492100 1750 56297 SH DFND 56297 0 0
AGREE REALTY CORP COM 008492100 218 7000 SH OTR 7000 0 0
AGRIUM INC COM 008916108 23917 251833 SH DFND 251833 0 0
AIR LEASE CORP CL A 00912X302 659 19218 SH DFND 19218 0 0
AIR METHODS CORP COM PAR $.06 009128307 586 13300 SH DFND 13300 0 0
AIR PRODS & CHEMS INC COM 009158106 1952 13531 SH DFND 13531 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 323 37677 SH DFND 37677 0 0
AIRCASTLE LTD COM G0129K104 2449 114616 SH DFND 114616 0 0
AIRCASTLE LTD COM G0129K104 383 17900 SH OTR 17900 0 0
AIRGAS INC COM 009363102 614 5330 SH DFND 5330 0 0
AK STL HLDG CORP COM 001547108 3711 624806 SH DFND 624806 0 0
AK STL HLDG CORP COM 001547108 912 153600 SH OTR 153600 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 93364 1482906 SH DFND 1482906 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 926 14700 SH OTR 14700 0 0
AKORN INC COM 009728106 925 25566 SH DFND 25566 0 0
ALASKA AIR GROUP INC COM 011659109 83239 1392884 SH DFND 1392884 0 0
ALASKA AIR GROUP INC COM 011659109 3221 53900 SH OTR 53900 0 0
ALBANY INTL CORP CL A 012348108 1661 43724 SH DFND 43724 0 0
ALBANY MOLECULAR RESH INC COM 012423109 640 39320 SH DFND 39320 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 363 300000 PRN DFND 300000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2207 1825000 PRN DFND 1825000 0 0
ALBEMARLE CORP COM 012653101 3135 52135 SH DFND 52135 0 0
ALCOA INC COM 013817101 5729 362851 SH DFND 362851 0 0
ALCOA INC DEP SHS 1/10TH 013817309 27273 536400 SH DFND 536400 0 0
ALERE INC COM 01449J105 350 9200 SH OTR 9200 0 0
ALERE INC COM 01449J105 4764 125367 SH DFND 125367 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1551 39500 SH DFND 39500 0 0
ALEXANDERS INC COM 014752109 699 1600 SH DFND 1600 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5184 58423 SH DFND 58423 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 134911 729129 SH DFND 729129 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1406 7600 SH OTR 7600 0 0
ALIGN TECHNOLOGY INC COM 016255101 1042 18641 SH DFND 18641 0 0
ALIMERA SCIENCES INC COM 016259103 293 52900 SH DFND 52900 0 0
ALKERMES PLC SHS G01767105 1309 22346 SH DFND 22346 0 0
ALLEGHANY CORP DEL COM 017175100 1917 4135 SH DFND 4135 0 0
ALLEGIANT TRAVEL CO COM 01748X102 241 1600 SH OTR 1600 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1658 11029 SH DFND 11029 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1741 31400 SH DFND 31400 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 503 9073 SH DFND 9073 0 0
ALLERGAN INC COM 018490102 56648 266467 SH DFND 266467 0 0
ALLERGAN INC COM 018490102 115615 543842 SH DFND 543842 0 0
ALLERGAN INC COM 018490102 3040 14300 SH OTR 14300 0 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 245 18081 SH DFND 18081 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1708 5972 SH DFND 5972 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 271 947 SH OTR 947 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 1879 129500 SH OTR 129500 0 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 2825 194667 SH DFND 194667 0 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 307 14617 SH DFND 14617 0 0
ALLIANT ENERGY CORP COM 018802108 332 5000 SH OTR 5000 0 0
ALLIANT ENERGY CORP COM 018802108 26729 402428 SH DFND 402428 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 24859 213844 SH DFND 213844 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 1361 11705 SH OTR 11705 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 22516 593775 SH DFND 593775 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 3289 86736 SH OTR 86736 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1166 34400 SH DFND 34400 0 0
ALLSTATE CORP COM 020002101 126386 1799083 SH DFND 1799083 0 0
ALLSTATE CORP COM 020002101 3056 43500 SH OTR 43500 0 0
ALLY FINL INC COM 02005N100 203 8600 SH DFND 8600 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1782 18369 SH DFND 18369 0 0
ALON USA ENERGY INC COM 020520102 1542 121741 SH DFND 121741 0 0
ALON USA ENERGY INC COM 020520102 353 27900 SH OTR 27900 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 2057 1231461 SH DFND 1246561 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 37 100000 PRN DFND 100000 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 965 2600000 PRN DFND 2600000 0 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 194 19744 SH DFND 19744 0 0
ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 320 32518 SH DFND 32518 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 715 99119 SH DFND 99119 0 0
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 1313 182106 SH DFND 182106 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 1131 58274 SH DFND 58274 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 303 15600 SH OTR 15600 0 0
ALTRA INDL MOTION CORP COM 02208R106 229 8069 SH DFND 8069 0 0
ALTRIA GROUP INC COM 02209S103 100336 2036449 SH DFND 2036449 0 0
ALTRIA GROUP INC COM 02209S103 3602 73100 SH OTR 73100 0 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 276 24000 SH DFND 24000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 422 9900 SH DFND 9900 0 0
AMAZON COM INC COM 023135106 4416 14228 SH DFND 14228 0 0
AMBAC FINL GROUP INC COM NEW 023139884 810 33047 SH DFND 33047 0 0
AMBARELLA INC SHS G037AX101 1558 30722 SH DFND 30722 0 0
AMBEV SA SPONSORED ADR 02319V103 42600 6848900 SH DFND 6848900 0 0
AMC NETWORKS INC CL A 00164V103 493 7733 SH DFND 7733 0 0
AMDOCS LTD SHS G02602103 34244 733981 SH DFND 733981 0 0
AMEDISYS INC COM 023436108 768 26176 SH DFND 26176 0 0
AMER RLTY CAP HEALTHCAR TR I COM 02917R108 92539 7776387 SH DFND 7776387 0 0
AMER RLTY CAP HEALTHCAR TR I COM 02917R108 8136 683667 SH DFND 683667 0 0
AMERCO COM 023586100 3184 11200 SH OTR 11200 0 0
AMERCO COM 023586100 12479 43900 SH DFND 43900 0 0
AMEREN CORP COM 023608102 45597 988442 SH DFND 988442 0 0
AMEREN CORP COM 023608102 360 7800 SH OTR 7800 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 239184 10783787 SH DFND 10783787 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 27101 505329 SH DFND 505329 0 0
AMERICAN ASSETS TR INC COM 024013104 1505 37800 SH DFND 37800 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 505 12200 SH DFND 12200 0 0
AMERICAN CAP LTD COM 02503Y103 6193 423885 SH DFND 423885 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 404 18500 SH DFND 18500 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 6067 437100 SH DFND 437100 0 0
AMERICAN ELEC PWR INC COM 025537101 249393 4107271 SH DFND 4107271 0 0
AMERICAN ELEC PWR INC COM 025537101 16467 271200 SH OTR 271200 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 523 17915 SH DFND 17915 0 0
AMERICAN EXPRESS CO COM 025816109 46473 499493 SH DFND 499493 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 44559 733849 SH DFND 733849 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 7529 124000 SH OTR 124000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 40474 722628 SH DFND 722628 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 470 12758 SH DFND 12758 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 998 19379 SH DFND 19379 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 1695 187299 SH DFND 187299 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 29950 32400000 PRN DFND 32400000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 92 100000 PRN DFND 100000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 9495 10314000 PRN DFND 10314000 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 572 11027 SH DFND 11027 0 0
AMERICAN STS WTR CO COM 029899101 1311 34800 SH OTR 34800 0 0
AMERICAN STS WTR CO COM 029899101 9208 244505 SH DFND 244505 0 0
AMERICAN TOWER CORP NEW COM 03027X100 56378 570338 SH DFND 570338 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2194 22200 SH OTR 22200 0 0
AMERICAN WOODMARK CORP COM 030506109 1394 34459 SH DFND 34459 0 0
AMERICAN WOODMARK CORP COM 030506109 1031 25500 SH OTR 25500 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 17543 329138 SH DFND 329138 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 429 8953 SH DFND 8953 0 0
AMERIPRISE FINL INC COM 03076C106 132759 1003850 SH DFND 1003850 0 0
AMERIPRISE FINL INC COM 03076C106 1957 14800 SH OTR 14800 0 0
AMERIS BANCORP COM 03076K108 425 16571 SH DFND 16571 0 0
AMERISAFE INC COM 03071H100 1119 26415 SH DFND 26415 0 0
AMERISOURCEBERGEN CORP COM 03073E105 35948 398715 SH DFND 398715 0 0
AMETEK INC NEW COM 031100100 450 8554 SH DFND 8554 0 0
AMGEN INC COM 031162100 147186 924011 SH DFND 924011 0 0
AMGEN INC COM 031162100 594 3730 SH OTR 3730 0 0
AMICUS THERAPEUTICS INC COM 03152W109 602 72400 SH DFND 72400 0 0
AMKOR TECHNOLOGY INC COM 031652100 5422 763648 SH DFND 763648 0 0
AMKOR TECHNOLOGY INC COM 031652100 1786 251500 SH OTR 251500 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 277 14143 SH DFND 14143 0 0
AMPHENOL CORP NEW CL A 032095101 950 17653 SH DFND 17653 0 0
AMREIT INC NEW CL B 03216B208 939 35364 SH DFND 35364 0 0
AMREIT INC NEW CL B 03216B208 9048 340914 SH DFND 340914 0 0
AMSURG CORP COM 03232P405 1414 25843 SH DFND 25843 0 0
AMSURG CORP COM 03232P405 367 6700 SH OTR 6700 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 10495 92875 SH DFND 92875 0 0
AMTRUST FINL SVCS INC COM 032359309 1036 18411 SH DFND 18411 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 1291 40030 SH DFND 40030 0 0
ANADARKO PETE CORP COM 032511107 99315 1203824 SH DFND 1203824 0 0
ANALOG DEVICES INC COM 032654105 2591 46662 SH DFND 46662 0 0
ANALOGIC CORP COM PAR $0.05 032657207 259 3062 SH DFND 3062 0 0
ANDERSONS INC COM 034164103 6227 117181 SH DFND 117181 0 0
ANDERSONS INC COM 034164103 1839 34600 SH OTR 34600 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2898 333100 SH DFND 333100 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2177 38600 SH OTR 38600 0 0
ANI PHARMACEUTICALS INC COM 00182C103 3852 68305 SH DFND 68305 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 211 200000 PRN DFND 200000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 343 325000 PRN DFND 325000 0 0
ANIKA THERAPEUTICS INC COM 035255108 5669 139152 SH DFND 139152 0 0
ANIKA THERAPEUTICS INC COM 035255108 3463 85000 SH OTR 85000 0 0
ANIXTER INTL INC COM 035290105 4503 50899 SH DFND 50899 0 0
ANIXTER INTL INC COM 035290105 1867 21100 SH OTR 21100 0 0
ANN INC COM 035623107 22989 630192 SH DFND 630192 0 0
ANNALY CAP MGMT INC COM 035710409 6770 626254 SH DFND 626254 0 0
ANNALY CAP MGMT INC COM 035710409 800 73970 SH OTR 73970 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 503 500000 PRN DFND 500000 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 38741 38500000 PRN DFND 38500000 0 0
ANSYS INC COM 03662Q105 2196 26785 SH DFND 26785 0 0
ANTHEM INC COM 036752103 14987 119260 SH OTR 119260 0 0
ANTHEM INC COM 036752103 233387 1857139 SH DFND 1857139 0 0
AOL INC COM 00184X105 10108 218936 SH DFND 218936 0 0
AON PLC SHS CL A G0408V102 109187 1151400 SH DFND 1151400 0 0
APACHE CORP COM 037411105 41075 655420 SH DFND 655420 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1129 30400 SH DFND 30400 0 0
APCO OIL & GAS INTERNATIONAL SHS G0471F109 1108 78940 SH DFND 78940 0 0
APCO OIL & GAS INTERNATIONAL SHS G0471F109 5778 411834 SH DFND 411834 0 0
APOGEE ENTERPRISES INC COM 037598109 821 19371 SH DFND 19371 0 0
APOLLO ED GROUP INC CL A 037604105 59717 1750728 SH DFND 1750728 0 0
APOLLO ED GROUP INC CL A 037604105 7156 209800 SH OTR 209800 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 383 24300 SH DFND 24300 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 219 13183 SH DFND 13183 0 0
APOLLO SR FLOATING RATE FD I COM 037636107 351 21132 SH DFND 21132 0 0
APPLE INC COM 037833100 676642 6130115 SH DFND 6130115 0 0
APPLE INC COM 037833100 25745 233240 SH OTR 233240 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 623 13664 SH DFND 13664 0 0
APPLIED MATLS INC COM 038222105 10440 418958 SH DFND 418958 0 0
AQUA AMERICA INC COM 03836W103 939 35153 SH DFND 35153 0 0
AR CAP ACQUISITION CORP COM 00191R109 14550 1500000 SH DFND 1500000 0 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 180 750000 SH DFND 750000 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 475 46457 SH DFND 46457 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 382 37650 SH DFND 37650 0 0
ARCBEST CORP COM 03937C105 6413 138296 SH DFND 138296 0 0
ARCBEST CORP COM 03937C105 1335 28800 SH OTR 28800 0 0
ARCH CAP GROUP LTD ORD G0450A105 7876 133261 SH DFND 133261 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 347389 6680567 SH DFND 6680567 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 16630 319800 SH OTR 319800 0 0
ARCTIC CAT INC COM 039670104 347 9766 SH DFND 9766 0 0
ARENA PHARMACEUTICALS INC COM 040047102 426 122761 SH DFND 122761 0 0
ARES CAP CORP COM 04010L103 169 10800 SH DFND 10800 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4577 4425000 PRN DFND 4425000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 455 28773 SH DFND 28773 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 718 45383 SH DFND 45383 0 0
ARGAN INC COM 04010E109 1389 41300 SH OTR 41300 0 0
ARGAN INC COM 04010E109 6308 187515 SH DFND 187515 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 12523 225765 SH DFND 225765 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2688 48460 SH OTR 48460 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 4962 722296 SH DFND 722296 0 0
ARK RESTAURANTS CORP COM 040712101 638 28335 SH DFND 28335 0 0
ARK RESTAURANTS CORP COM 040712101 1895 84120 SH DFND 84120 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 979 36800 SH DFND 36800 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 589 160100 SH DFND 160100 0 0
AROTECH CORP COM NEW 042682203 263 113500 SH DFND 113500 0 0
ARRIS GROUP INC NEW COM 04270V106 31683 1049437 SH DFND 1049437 0 0
ARRIS GROUP INC NEW COM 04270V106 3348 110900 SH OTR 110900 0 0
ARROW ELECTRS INC COM 042735100 50633 874634 SH DFND 874634 0 0
ARROWHEAD RESH CORP COM NEW 042797209 1247 169000 SH OTR 169000 0 0
ARROWHEAD RESH CORP COM NEW 042797209 249 33800 SH DFND 33800 0 0
ARUBA NETWORKS INC COM 043176106 937 51536 SH DFND 51536 0 0
ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 2021 2000000 PRN DFND 2000000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2450 32270 SH DFND 32270 0 0
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