The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COMCL A68243Q1069014,600SH SOLE 9,10000
3-D SYS CORP DELCOM NEW88554D2052,35353,593SH SOLE 53,59300
3-D SYS CORP DELNOTE 5.500%12/188554DAB26,3942,075,000PRN SOLE 000
3M COCOM88579Y10159,770546,597SH SOLE 511,79700
8X8 INC NEWCOM282914100848102,852SH SOLE 72,35200
AAON INCCOM PAR $0.00400036020656417,049SH SOLE 14,74900
AAR CORPCOM0003611051,04247,400SH SOLE 17,90000
AARONS INCCOM PAR $0.5000253530073926,393SH SOLE 26,39300
ABAXIS INCCOM00256710568214,357SH SOLE 9,65700
ABBOTT LABSCOM002824100152,5704,374,153SH SOLE 4,049,95300
ABERCROMBIE & FITCH COCL A00289620715,478342,059SH SOLE 342,05900
ACACIA RESH CORPACACIA TCH COM00388130737316,700SH SOLE 8,70000
ACADIA HEALTHCARE COMPANY INCOM00404A1091,39142,076SH SOLE 25,57600
ACADIA PHARMACEUTICALS INCCOM0042251081,44679,674SH SOLE 56,07400
ACADIA RLTY TRCOM SH BEN INT0042391091,01140,929SH SOLE 29,72900
ACCELRYS INCCOM00430U1039811,700SH SOLE 7,20000
ACCENTURE PLC IRELANDSHS CLASS AG1151C101100,8121,400,943SH SOLE 1,302,64300
ACCESS MIDSTREAM PARTNERS LUNIT00434L1094198,793SH SOLE 8,79300
ACCURAY INCCOM004397105645112,300SH SOLE 10,90000
ACCURAY INCNOTE 3.750% 8/0004397AB1482500,000PRN SOLE 000
ACCURAY INCNOTE 3.500% 2/0004397AC95,7794,600,000PRN SOLE 000
ACE LTDSHSH0023R10557,038637,435SH SOLE 579,93500
ACELRX PHARMACEUTICALS INCCOM00444T10035037,755SH SOLE 23,75500
ACHILLION PHARMACEUTICALS INCOM00448Q2018310,145SH SOLE 5,34500
ACI WORLDWIDE INCCOM00449810166714,347SH SOLE 8,24700
ACORDA THERAPEUTICS INCCOM00484M10699330,109SH SOLE 19,40900
ACTAVIS INCCOM00507K10311,97594,875SH SOLE 94,87500
ACTIVE NETWORK INCCOM00506D10015420,400SH SOLE 000
ACTIVISION BLIZZARD INCCOM00507V10963,4774,451,437SH SOLE 3,981,63700
ACTUATE CORPCOM00508B1023,431516,730SH SOLE 190,53000
ACUITY BRANDS INCCOM00508Y1022,31730,681SH SOLE 25,78100
ACXIOM CORPCOM0051251093,448152,024SH SOLE 127,57400
ADDUS HOMECARE CORPCOM00673910635718,100SH SOLE 12,10000
ADOBE SYS INCCOM00724F1012,59857,024SH SOLE 57,02400
ADTRAN INCCOM00738A1067,163291,053SH SOLE 291,05300
ADVANCE AUTO PARTS INCCOM00751Y10619,519240,468SH SOLE 240,46800
ADVANCED ENERGY INDSCOM0079731009,418540,939SH SOLE 349,93900
ADVANCED MICRO DEVICES INCCOM0079031076,1641,510,900SH SOLE 1,510,90000
ADVENT CLAY CONV SEC INC FDCOM0076391072,213320,251SH SOLE 320,25100
ADVENT CLAYMORE CV SECS & INCOM00764C10928216,657SH SOLE 16,65700
ADVENT CLAYMORE ENH GRW & INCOM00765E10493895,869SH SOLE 95,86900
ADVISORY BRD COCOM00762W1073556,501SH SOLE 4,20100
AECOM TECHNOLOGY CORP DELAWACOM00766T10038,3601,206,678SH SOLE 1,206,67800
AEGERION PHARMACEUTICALS INCCOM00767E1021,38921,934SH SOLE 14,33400
AEGION CORPCOM00770F10432014,200SH SOLE 8,70000
AEP INDS INCCOM0010311032673,590SH SOLE 2,49000
AEROPOSTALECOM0078651086,966504,811SH SOLE 504,81100
AES CORPCOM00130H1057,318610,303SH SOLE 610,30300
AETNA INC NEWCOM00817Y10814,504228,263SH SOLE 228,26300
AFC ENTERPRISES INCCOM00104Q10775020,873SH SOLE 12,37300
AFFORDABLE RESIDENTIAL CMNTYNOTE 7.500% 8/100828UAB92,1861,725,000PRN SOLE 000
AFFYMETRIX INCCOM00826T108508114,429SH SOLE 108,82900
AFFYMETRIX INCNOTE 4.000% 7/000826TAH1693700,000PRN SOLE 000
AFLAC INCCOM00105510268011,703SH SOLE 11,70300
AGCO CORPCOM00108410213,759274,132SH SOLE 274,13200
AGCO CORPNOTE 1.250%12/1001084AM44,9854,000,000PRN SOLE 000
AGILENT TECHNOLOGIES INCCOM00846U1011,09425,585SH SOLE 25,58500
AGL RES INCCOM0012041061,79741,931SH SOLE 41,93100
AGNICO EAGLE MINES LTDCOM00847410830010,900SH SOLE 10,90000
AGREE REALTY CORPCOM0084921002367,994SH SOLE 6,59400
AGRIUM INCCOM0089161083,87044,500SH SOLE 44,50000
AIR METHODS CORPCOM PAR $.060091283071,31838,895SH SOLE 23,89500
AIR PRODS & CHEMS INCCOM0091581062,47227,000SH SOLE 27,00000
AIR TRANSPORT SERVICES GRP ICOM00922R105791119,600SH SOLE 73,90000
AIRCASTLE LTDCOMG0129k10419,8571,241,826SH SOLE 994,82600
AIRGAS INCCOM0093631021,05311,030SH SOLE 11,03000
AK STL HLDG CORPCOM0015471087,0722,326,447SH SOLE 2,326,44700
AKAMAI TECHNOLOGIES INCCOM00971T1015,689133,700SH SOLE 133,70000
AKORN INCCOM00972810614410,662SH SOLE 7,16200
ALASKA AIR GROUP INCCOM01165910949,483951,589SH SOLE 927,23900
ALBANY INTL CORPCL A01234810811,377344,957SH SOLE 260,95700
ALBANY MOLECULAR RESH INCCOM01242310967456,764SH SOLE 38,56400
ALBEMARLE CORPCOM0126531015,05681,171SH SOLE 81,17100
ALCOA INCCOM0138171012,268290,013SH SOLE 290,01300
ALCOA INCNOTE 5.250% 3/1013817AT86,5065,120,000PRN SOLE 000
ALERE INCCOM01449J1054,885199,400SH SOLE 199,40000
ALEXANDERS INCCOM014752109238811SH SOLE 21100
ALEXANDRIA REAL ESTATE EQ INCOM0152711092,34135,614SH SOLE 35,61400
ALEXION PHARMACEUTICALS INCCOM0153511092,08222,575SH SOLE 22,57500
ALIGN TECHNOLOGY INCCOM01625510148913,205SH SOLE 13,20500
ALLEGHANY CORP DELCOM0171751004561,190SH SOLE 1,19000
ALLEGIANT TRAVEL COCOM01748X1021,80517,029SH SOLE 12,52900
ALLERGAN INCCOM01849010210,288122,127SH SOLE 122,12700
ALLIANCE DATA SYSTEMS CORPCOM0185811081,1106,133SH SOLE 6,13300
ALLIANCE DATA SYSTEMS CORPNOTE 4.750% 5/1018581AC224,7456,500,000PRN SOLE 000
ALLIANCE FIBER OPTIC PRODS ICOM NEW01868030624412,200SH SOLE 7,60000
ALLIANCE ONE INTL INCCOM0187721034712,239SH SOLE 12,23900
ALLIANCE ONE INTL INCNOTE 5.500% 7/1018772AQ68,6578,492,000PRN SOLE 000
ALLIANT ENERGY CORPCOM0188021087,012139,071SH SOLE 139,07100
ALLIANT TECHSYSTEMS INCCOM01880410445,919557,748SH SOLE 557,74800
ALLIANZGI NFJ DIVID INT & PRCOM01883A10766439,406SH SOLE 39,40600
ALLIED NEVADA GOLD CORPCOM01934410010215,673SH SOLE 15,67300
ALLIED WRLD ASSUR COM HLDG ASHSH0153110429,139318,424SH SOLE 318,42400
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1086,711518,601SH SOLE 518,60100
ALLSTATE CORPCOM02000210168,0851,414,901SH SOLE 1,342,80100
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071,38044,494SH SOLE 26,79400
ALON USA ENERGY INCCOM02052010267746,841SH SOLE 29,34100
ALPHA NATURAL RESOURCES INCCOM02076X10223,8694,555,092SH SOLE 4,555,09200
ALPHA NATURAL RESOURCES INCNOTE 3.750%12/102076XAE22,1382,500,000PRN SOLE 000
ALTERA CORPCOM0214411002,36071,549SH SOLE 71,54900
ALTRA HOLDINGS INCCOM02208R1064,074148,800SH SOLE 76,80000
ALTRIA GROUP INCCOM02209S10355,8541,596,283SH SOLE 1,443,88300
ALUMINUM CORP CHINA LTDSPON ADR H SHS02227610922228,200SH SOLE 28,20000
AMAG PHARMACEUTICALS INCCOM00163U1061,93286,827SH SOLE 31,82700
AMAZON COM INCCOM02313510656,190202,349SH SOLE 188,24900
AMC NETWORKS INCCL A00164V1033865,900SH SOLE 5,90000
AMDOCS LTDORDG0260210314,498390,900SH SOLE 390,90000
AMEDISYS INCCOM0234361084,514388,480SH SOLE 255,78000
AMERCOCOM0235861001,79411,084SH SOLE 7,88400
AMEREN CORPCOM02360810214,510421,310SH SOLE 421,31000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10529,2411,344,408SH SOLE 1,119,00800
AMERICAN ASSETS TR INCCOM0240131041,08335,093SH SOLE 22,29300
AMERICAN AXLE & MFG HLDGS INCOM02406110361733,138SH SOLE 22,13800
AMERICAN CAMPUS CMNTYS INCCOM0248351001,50036,881SH SOLE 36,88100
AMERICAN CAP LTDCOM02503Y10385,8886,778,817SH SOLE 6,778,81700
AMERICAN CAPITAL AGENCY CORPCOM02503X10553323,200SH SOLE 23,20000
AMERICAN EAGLE OUTFITTERS NECOM02553E10640,6762,227,611SH SOLE 2,227,61100
AMERICAN ELEC PWR INCCOM02553710174,3201,659,668SH SOLE 1,565,86800
AMERICAN EQTY INVT LIFE HLDCOM0256762062,289145,780SH SOLE 145,78000
AMERICAN EXPRESS COCOM0258161092,00726,840SH SOLE 26,84000
AMERICAN FINL GROUP INC OHIOCOM02593210443,489889,165SH SOLE 889,16500
AMERICAN GREETINGS CORPCL A02637510524,8121,361,813SH SOLE 1,345,91300
AMERICAN INTL GROUP INCCOM NEW02687478439,489883,414SH SOLE 818,91400
AMERICAN RAILCAR INDS INCCOM02916P10379823,816SH SOLE 16,91600
AMERICAN RLTY CAP PPTYS INCCOM02917T1041,04268,312SH SOLE 68,31200
AMERICAN SCIENCE & ENGR INCCOM0294291072,39142,700SH SOLE 18,60000
AMERICAN STS WTR COCOM0298991017,560140,864SH SOLE 80,26400
AMERICAN TOWER CORP NEWCOM03027X10033,533458,292SH SOLE 434,09200
AMERICAN VANGUARD CORPCOM03037110887437,323SH SOLE 14,62300
AMERICAN WOODMARK CORPCOM03050610949914,370SH SOLE 8,87000
AMERICAN WTR WKS CO INC NEWCOM0304201033,97596,406SH SOLE 96,40600
AMERICAS CAR MART INCCOM03062T1051,19627,661SH SOLE 10,66100
AMERIGAS PARTNERS L PUNIT L P INT0309751063296,652SH SOLE 6,65200
AMERIPRISE FINL INCCOM03076C10698,2201,214,386SH SOLE 1,171,18600
AMERISAFE INCCOM03071H10079724,615SH SOLE 16,31500
AMERISOURCEBERGEN CORPCOM03073E10571,9541,288,797SH SOLE 1,237,39700
AMERISTAR CASINOS INCCOM03070Q10145,3501,725,009SH SOLE 1,712,76400
AMETEK INC NEWCOM0311001004,903115,900SH SOLE 115,90000
AMGEN INCCOM031162100199,5432,022,530SH SOLE 1,905,63000
AMKOR TECHNOLOGY INCCOM031652100960228,094SH SOLE 228,09400
AMN HEALTHCARE SERVICES INCCOM0017441011,04973,287SH SOLE 64,58700
AMPHENOL CORP NEWCL A03209510178710,100SH SOLE 10,10000
AMSURG CORPCOM03232P4052,27664,857SH SOLE 61,55700
AMTRUST FINANCIAL SERVICES ICOM0323593091,01228,349SH SOLE 28,34900
ANADARKO PETE CORPCOM03251110752,598612,105SH SOLE 602,10500
ANALOG DEVICES INCCOM0326541057,114157,884SH SOLE 157,88400
ANALOGIC CORPCOM PAR $0.050326572073,61249,596SH SOLE 20,79600
ANAREN INCCOM03274410471431,131SH SOLE 31,13100
ANDERSONS INCCOM03416410315,636293,960SH SOLE 234,34000
ANDINA ACQUISITION CORPCOMG0440W1004,945495,000SH SOLE 495,00000
ANGIES LIST INCCOM03475410194435,553SH SOLE 22,85300
ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820661042,644SH SOLE 42,64400
ANIXTER INTL INCCOM03529010512,228161,300SH SOLE 157,70000
ANN INCCOM0356231073,686111,013SH SOLE 85,61300
ANNALY CAP MGMT INCCOM0357104098,916709,345SH SOLE 632,44500
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB84,5454,500,000PRN SOLE 000
ANSYS INCCOM03662Q1055267,200SH SOLE 7,20000
ANTARES PHARMA INCCOM03664210639093,631SH SOLE 62,93100
ANWORTH MORTGAGE ASSET CPCOM0373471016311,242SH SOLE 11,24200
AOL INCCOM00184X1056,717184,139SH SOLE 184,13900
APACHE CORPCOM0374111053,98447,523SH SOLE 47,52300
APARTMENT INVT & MGMT COCL A03748R1015,092169,500SH SOLE 169,50000
APOGEE ENTERPRISES INCCOM0375981094,463185,967SH SOLE 109,66700
APOLLO GROUP INCCL A03760410519,0251,073,652SH SOLE 1,073,65200
APOLLO INVT CORPCOM03761U1061,527197,345SH SOLE 126,13500
APPLE INCCOM037833100176,391445,342SH SOLE 410,14200
APPLIED INDL TECHNOLOGIES INCOM03820C1059,162189,577SH SOLE 174,27700
APPLIED MATLS INCCOM03822210525,9651,741,473SH SOLE 1,741,47300
ARBITRON INCCOM03875Q10861,9931,334,614SH SOLE 1,334,61400
ARCELORMITTAL SA LUXEMBOURGNOTE 5.000% 5/103938LAK09,9089,690,000PRN SOLE 000
ARCH CAP GROUP LTDORDG0450A1053,83974,679SH SOLE 74,67900
ARCH COAL INCCOM0393801001,801476,400SH SOLE 476,40000
ARCHER DANIELS MIDLAND COCOM03948310292,1012,716,028SH SOLE 2,560,72800
ARCHER DANIELS MIDLAND CONOTE 0.875% 2/1039483AW23,7353,700,000PRN SOLE 000
ARCTIC CAT INCCOM0396701048,631191,887SH SOLE 139,98700
ARENA PHARMACEUTICALS INCCOM0400471021,966255,321SH SOLE 190,82100
ARES CAP CORPCOM04010L10317,7201,030,230SH SOLE 1,030,23000
ARES COML REAL ESTATE CORPCOM04013V10864050,000SH SOLE 50,00000
ARGO GROUP INTL HLDGS LTDCOMG0464B10713,838326,439SH SOLE 194,11500
ARIAD PHARMACEUTICALS INCCOM04033A10084048,018SH SOLE 48,01800
ARK RESTAURANTS CORPCOM0407121014,402207,348SH SOLE 207,34800
ARKANSAS BEST CORP DELCOM0407901071,53166,732SH SOLE 51,03200
ARLINGTON ASSET INVT CORPCL A NEW04135620571326,650SH SOLE 19,55000
ARMOUR RESIDENTIAL REIT INCCOM042315101831176,400SH SOLE 123,30000
ARMSTRONG WORLD INDS INC NEWCOM04247X1024,827101,006SH SOLE 101,00600
ARQULE INCCOM04269E107574247,500SH SOLE 88,40000
ARRAY BIOPHARMA INCCOM04269X1052,471544,218SH SOLE 191,71800
ARRIS GROUP INC NEWCOM04270V10619,4181,353,136SH SOLE 1,321,83600
ARROW ELECTRS INCCOM04273510026,191657,237SH SOLE 626,13700
ARTHROCARE CORPCOM0431361003,15391,300SH SOLE 37,60000
ARUBA NETWORKS INCCOM0431761066,594429,300SH SOLE 418,70000
ASBURY AUTOMOTIVE GROUP INCCOM0434361047,215179,919SH SOLE 171,81900
ASCENA RETAIL GROUP INCCOM04351G1011,25571,917SH SOLE 71,91700
ASCENT CAP GROUP INCCOM SER A0436321086538,363SH SOLE 4,86300
ASHFORD HOSPITALITY TR INCCOM SHS04410310911,407996,279SH SOLE 968,57900
ASHLAND INC NEWCOM0442091046017,200SH SOLE 7,20000
ASPEN INSURANCE HOLDINGS LTDSHSG053841059,736262,485SH SOLE 262,48500
ASPEN TECHNOLOGY INCCOM0453271032,47886,081SH SOLE 24,68100
ASSISTED LIVING CONCPT NEV NCL A NEW04544X30027,4452,294,719SH SOLE 2,278,11900
ASSOCIATED BANC CORPCOM04548710516,8141,081,304SH SOLE 1,081,30400
ASSOCIATED BANC CORP*W EXP 11/21/2010454871133524,175SH SOLE 24,17500
ASSOCIATED ESTATES RLTY CORPCOM0456041059,574595,397SH SOLE 546,39700
ASSURANT INCCOM04621X10887,5391,719,482SH SOLE 1,703,08200
ASSURED GUARANTY LTDCOMG0585R1068,674393,195SH SOLE 393,19500
ASTEC INDS INCCOM0462241012687,803SH SOLE 7,80300
ASTEX PHARMACEUTICALS INCCOM04624B103511124,444SH SOLE 70,24400
ASTORIA FINL CORPCOM0462651041,126104,418SH SOLE 87,41800
ASTRONICS CORPCOM0464331083558,675SH SOLE 5,47500
AT&T INCCOM00206R102181,0605,114,682SH SOLE 4,629,18200
ATHENAHEALTH INCCOM04685W1031,11213,131SH SOLE 13,13100
ATLANTIC PWR CORPCOM NEW04878Q86337996,300SH SOLE 64,90000
ATLANTICUS HLDGS CORPCOM04914Y102685191,430SH SOLE 191,43000
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642051,21327,713SH SOLE 21,91300
ATLAS ENERGY LPCOM UNITS LP04930A1041,55031,631SH SOLE 31,63100
ATMEL CORPCOM0495131042,111287,271SH SOLE 287,27100
ATMI INCCOM00207R1011,35157,113SH SOLE 23,31300
ATMOS ENERGY CORPCOM0495601052,59063,084SH SOLE 63,08400
ATWOOD OCEANICS INCCOM05009510886416,600SH SOLE 16,60000
AUTHENTIDATE HLDG CORPCOM NEW0526662031,2361,420,616SH SOLE 1,420,61600
AUTODESK INCCOM0527691064,807141,625SH SOLE 141,62500
AUTOLIV INCCOM05280010924,347314,600SH SOLE 314,60000
AUTOMATIC DATA PROCESSING INCOM0530151035,53980,437SH SOLE 80,43700
AUTONATION INCCOM05329W10279318,274SH SOLE 18,27400
AUTOZONE INCCOM05333210212,19428,780SH SOLE 28,78000
AUXILIUM PHARMACEUTICALS INCCOM05334D10768040,900SH SOLE 30000
AV HOMES INCNOTE 7.500% 2/100234PAB88,8057,330,000PRN SOLE 000
AVAGO TECHNOLOGIES LTDSHSY0486S10432,513869,800SH SOLE 849,60000
AVALONBAY CMNTYS INCCOM05348410112,76194,591SH SOLE 92,79100
AVATAR HLDGS INCNOTE 7.500% 2/1053494AG52,3212,120,000PRN SOLE 000
AVEO PHARMACEUTICALS INCCOM0535881092,294917,507SH SOLE 433,30700
AVERY DENNISON CORPCOM05361110962,1091,452,500SH SOLE 1,356,20000
AVIS BUDGET GROUPCOM0537741052,06071,636SH SOLE 70,33600
AVIS BUDGET GROUPNOTE 3.500%10/0053774AB147,72326,025,000PRN SOLE 000
AVISTA CORPCOM05379B1072,12778,734SH SOLE 63,63400
AVNET INCCOM05380710341,0171,220,748SH SOLE 1,213,64800
AVX CORP NEWCOM00244410723520,031SH SOLE 20,03100
AXCELIS TECHNOLOGIES INCCOM05454010916590,777SH SOLE 65,27700
AXIALL CORPCOM05463D10063314,855SH SOLE 12,25500
AXIS CAPITAL HOLDINGS LTDSHSG0692U10959,8481,307,290SH SOLE 1,145,69000
AZZ INCCOM0024741041,11128,816SH SOLE 17,61600
B & G FOODS INC NEWCOM05508R10676722,536SH SOLE 12,93600
B/E AEROSPACE INCCOM0733021017,784123,400SH SOLE 123,40000
BADGER METER INCCOM0565251082094,700SH SOLE 3,30000
BAKER HUGHES INCCOM05722410772015,600SH SOLE 15,60000
BAKER MICHAEL CORPCOM0571491062228,173SH SOLE 8,17300
BALCHEM CORPCOM0576652003658,158SH SOLE 5,25800
BALL CORPCOM0584981063,98095,800SH SOLE 95,80000
BANCO BRADESCO S ASP ADR PFD NEW05946030335,9872,766,098SH SOLE 2,327,57800
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X1098,694355,592SH SOLE 344,52800
BANCORPSOUTH INCCOM05969210322312,600SH SOLE 1,30000
BANK HAWAII CORPCOM0625401093,10561,702SH SOLE 61,70200
BANK MONTREAL QUECOM0636711012,23438,500SH SOLE 38,50000
BANK MUTUAL CORP NEWCOM06375010318915,931SH SOLE 15,93100
BANK N S HALIFAXCOM0641491074,53684,715SH SOLE 84,71500
BANK NEW YORK MELLON CORPCOM06405810039,9851,425,497SH SOLE 1,322,59700
BANK OF AMERICA CORPORATIONCOM06050510470,3675,471,748SH SOLE 5,092,84800
BANK OF AMERICA CORPORATION7.25%CNV PFD L0605056822,2282,000SH SOLE 2,00000
BANK OF THE OZARKS INCCOM0639041061,07924,913SH SOLE 20,61300
BANNER CORPCOM NEW06652V2084,383129,712SH SOLE 89,01200
BARD C R INCCOM0673831092,30321,190SH SOLE 21,19000
BARNES & NOBLE INCCOM06777410963039,487SH SOLE 39,48700
BARRETT BUSINESS SERVICES INCOM0684631085029,611SH SOLE 7,51100
BARRICK GOLD CORPCOM06790110875447,900SH SOLE 47,90000
BAXTER INTL INCCOM07181310951,634745,408SH SOLE 701,90800
BB&T CORPCOM0549371075,002147,647SH SOLE 147,64700
BBCN BANCORP INCCOM07329510741228,997SH SOLE 22,89700
BCE INCCOM NEW05534B7602,88470,300SH SOLE 70,30000
BEACON ROOFING SUPPLY INCCOM0736851091,26733,435SH SOLE 17,03500
BEAM INCCOM0737301032,08833,087SH SOLE 33,08700
BEAZER HOMES USA INCUNIT 99/99/999907556Q70984729,250SH SOLE 29,25000
BEAZER HOMES USA INCCOM NEW07556Q88159333,854SH SOLE 19,99400
BEBE STORES INCCOM07557110945881,685SH SOLE 81,68500
BECTON DICKINSON & COCOM07588710910,724108,509SH SOLE 101,80900
BED BATH & BEYOND INCCOM0758961001,22417,262SH SOLE 17,26200
BELO CORPCOM SER A0805551054,405315,741SH SOLE 257,54100
BEMIS INCCOM0814371052,57565,800SH SOLE 65,80000
BENCHMARK ELECTRS INCCOM08160H1013,305164,447SH SOLE 112,54700
BERKLEY W R CORPCOM0844231021,64140,163SH SOLE 40,16300
BERKSHIRE HATHAWAY INC DELCL B NEW084670702121,3061,083,860SH SOLE 1,023,96000
BERKSHIRE HILLS BANCORP INCCOM0846801072147,700SH SOLE 5,00000
BEST BUY INCCOM08651610180,9782,962,985SH SOLE 2,886,78500
BGC PARTNERS INCCL A05541T1011,034175,561SH SOLE 135,46100
BGC PARTNERS INCNOTE 4.500% 7/105541TAD3840825,000PRN SOLE 000
BGS ACQUISITION CORPSHG1082J1008,070799,000SH SOLE 799,00000
BIG 5 SPORTING GOODS CORPCOM08915P10191841,800SH SOLE 31,40000
BIG LOTS INCCOM08930210322,210704,416SH SOLE 704,41600
BIGLARI HLDGS INCCOM08986R1014,44310,827SH SOLE 5,22700
BIOGEN IDEC INCCOM09062X10391,806426,608SH SOLE 423,10800
BIOLASE INCCOM09091110810629,551SH SOLE 22,85700
BIOMARIN PHARMACEUTICAL INCCOM09061G10182614,800SH SOLE 14,80000
BIOMED REALTY TRUST INCCOM09063H1073,826189,116SH SOLE 189,11600
BIO-REFERENCE LABS INCCOM $.01 NEW09057G6021,05836,814SH SOLE 15,81400
BIOSCRIP INCCOM09069N1081,866113,061SH SOLE 85,06100
BLACK BOX CORP DELCOM0918261071,75269,186SH SOLE 39,86000
BLACK HILLS CORPCOM0921131092,64654,275SH SOLE 34,97500
BLACKROCK CORE BD TRSHS BEN INT09249E1011,694128,955SH SOLE 128,95500
BLACKROCK CR ALLCTN INC TRCOM0925081006,070467,625SH SOLE 467,62500
BLACKROCK ENERGY & RES TRCOM09250U10152721,035SH SOLE 21,03500
BLACKROCK ENH CAP & INC FD ICOM09256A1092,148170,213SH SOLE 170,21300
BLACKROCK ENHANCED EQT DIV TCOM09251A1046,470850,187SH SOLE 850,18700
BLACKROCK GLOBAL OPP EQTY TRCOM0925011056,844506,960SH SOLE 506,96000
BLACKROCK INCCOM09247X1018,81934,334SH SOLE 31,83400
BLACKROCK INCOME OPP TRUST ICOM0924751021,845183,421SH SOLE 183,42100
BLACKROCK INTL GRWTH & INC TCOM BENE INTER0925241075,071687,997SH SOLE 687,99700
BLACKROCK KELSO CAPITAL CORPCOM0925331089,037965,473SH SOLE 717,07300
BLACKROCK RES & COMM STRAT TSHS09257A1082,323201,433SH SOLE 201,43300
BLOCK H & R INCCOM09367110516,420591,697SH SOLE 591,69700
BLUCORA INCCOM0952291004,768257,197SH SOLE 86,19700
BLUE WOLF MONGOLIA HOLDINGSSHSG119621006,454650,000SH SOLE 650,00000
BMC SOFTWARE INCCOM05592110061,9611,372,635SH SOLE 1,372,63500
BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710430210,012SH SOLE 10,01200
BOB EVANS FARMS INCCOM0967611012,94362,648SH SOLE 31,54800
BOEING COCOM09702310524,915243,212SH SOLE 243,21200
BOFI HLDG INCCOM05566U10868714,988SH SOLE 9,08800
BOISE INCCOM09746Y1056,596772,360SH SOLE 468,16000
BOK FINL CORPCOM NEW05561Q2011,38921,688SH SOLE 21,68800
BONANZA CREEK ENERGY INCCOM0977931031,03629,206SH SOLE 18,00600
BON-TON STORES INCCOM09776J10148827,043SH SOLE 17,44300
BOOZ ALLEN HAMILTON HLDG CORCL A09950210682547,459SH SOLE 34,35900
BORGWARNER INCCOM0997241061,20814,022SH SOLE 14,02200
BOSTON BEER INCCL A1005571079975,843SH SOLE 4,74300
BOSTON PRIVATE FINL HLDGS INCOM10111910572267,825SH SOLE 56,12500
BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/201101119113519123,800SH SOLE 123,80000
BOSTON PROPERTIES INCCOM10112110117,450165,452SH SOLE 154,95200
BOSTON SCIENTIFIC CORPCOM101137107113,62512,257,300SH SOLE 11,476,40000
BOULDER BRANDS INCCOM10140510892176,462SH SOLE 49,56200
BOYD GAMING CORPCOM1033041011,790158,375SH SOLE 138,57500
BRADY CORPCL A1046741062277,400SH SOLE 7,40000
BRANDYWINE RLTY TRSH BEN INT NEW1053682034,510333,584SH SOLE 297,98400
BRASKEM S ASP ADR PFD A10553210544830,100SH SOLE 30,10000
BRAVO BRIO RESTAURANT GROUPCOM10567B1092,078116,600SH SOLE 46,00000
BRE PROPERTIES INCCL A05564E10683816,750SH SOLE 16,75000
BRIGGS & STRATTON CORPCOM10904310939219,800SH SOLE 8,80000
BRIGHT HORIZONS FAM SOL IN DCOM1091941002,95685,160SH SOLE 85,16000
BRINKER INTL INCCOM10964110022,301565,584SH SOLE 565,58400
BRINKS COCOM1096961041,39354,603SH SOLE 49,00300
BRISTOL MYERS SQUIBB COCOM11012210814,721329,401SH SOLE 329,40100
BRISTOW GROUP INCCOM11039410317,321265,174SH SOLE 223,67400
BRISTOW GROUP INCNOTE 3.000% 6/1110394AC7592500,000PRN SOLE 000
BROADCOM CORPCL A1113201074,632137,200SH SOLE 137,20000
BROADRIDGE FINL SOLUTIONS INCOM11133T10312,292462,456SH SOLE 462,45600
BROADSOFT INCCOM11133B4092187,900SH SOLE 5,70000
BROCADE COMMUNICATIONS SYS ICOM NEW11162130680,74114,017,449SH SOLE 14,017,44900
BROOKDALE SR LIVING INCCOM1124631042,38090,000SH SOLE 90,00000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851047,504208,338SH SOLE 208,33800
BROOKFIELD RESIDENTIAL PPTYSCOM11283W1041,32460,000SH SOLE 60,00000
BROOKLINE BANCORP INC DELCOM11373M10716619,100SH SOLE 15,30000
BROOKS AUTOMATION INCCOM1143401021,729177,696SH SOLE 148,79600
BROWN & BROWN INCCOM1152361016,138190,400SH SOLE 190,40000
BROWN FORMAN CORPCL B1156372097,826115,862SH SOLE 115,86200
BROWN SHOE INC NEWCOM11573610015,640726,445SH SOLE 493,34500
BRUNSWICK CORPCOM1170431091,52347,655SH SOLE 47,65500
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301013805,416SH SOLE 5,41600
BUCKEYE TECHNOLOGIES INCCOM11825510821,928591,998SH SOLE 591,99800
BUCKLE INCCOM1184401065,13998,783SH SOLE 98,78300
BUILDERS FIRSTSOURCE INCCOM12008R10730851,459SH SOLE 39,15900
BUNGE LIMITEDCOMG1696210530,372429,165SH SOLE 335,96500
C D I CORPCOM12507110047020,943SH SOLE 20,94300
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091,81932,300SH SOLE 32,30000
CA INCCOM12673P10578,2142,731,900SH SOLE 2,554,90000
CABELAS INCCOM12680430191314,102SH SOLE 13,70200
CABLEVISION SYS CORPCL A NY CABLVS12686C10976245,300SH SOLE 45,30000
CABOT CORPCOM1270551015,320142,159SH SOLE 142,15900
CABOT OIL & GAS CORPCOM12709710363,057887,872SH SOLE 854,37200
CACI INTL INCCL A12719030416,017252,275SH SOLE 252,27500
CADENCE DESIGN SYSTEM INCCOM1273871082,627181,403SH SOLE 181,40300
CADENCE DESIGN SYSTEM INCNOTE 1.500%12/1127387AF5500500,000PRN SOLE 000
CADENCE DESIGN SYSTEM INCNOTE 2.625% 6/0127387AJ723,00011,825,000PRN SOLE 000
CAL MAINE FOODS INCCOM NEW1280302022475,301SH SOLE 5,30100
CALAMOS CONV & HIGH INCOME FCOM SHS12811P10827722,335SH SOLE 22,33500
CALAMP CORPCOM12812610965444,817SH SOLE 24,81700
CALIFORNIA WTR SVC GROUPCOM1307881021,21362,164SH SOLE 39,96400
CALIX INCCOM13100M5093,965392,600SH SOLE 153,20000
CALLAWAY GOLF COCOM1311931048412,818SH SOLE 12,81800
CALLIDUS SOFTWARE INCCOM13123E50011116,900SH SOLE 16,90000
CALLON PETE CO DELCOM13123X102460136,355SH SOLE 136,35500
CALPINE CORPCOM NEW1313473043,807179,325SH SOLE 179,32500
CAMBREX CORPCOM1320111074,564326,699SH SOLE 321,09900
CAMDEN PPTY TRSH BEN INT1331311028,334120,531SH SOLE 120,53100
CAMECO CORPCOM13321L1085,227253,002SH SOLE 253,00200
CAMERON INTERNATIONAL CORPCOM13342B10511,883194,301SH SOLE 194,30100
CAMPBELL SOUP COCOM1344291093,47577,576SH SOLE 77,57600
CAMPUS CREST CMNTYS INCCOM13466Y1052,583223,834SH SOLE 144,53400
CANADIAN NAT RES LTDCOM13638510163922,600SH SOLE 22,60000
CANADIAN NATL RY COCOM1363751026817,000SH SOLE 7,00000
CANADIAN PAC RY LTDCOM13645T1001,0688,800SH SOLE 8,80000
CANTEL MEDICAL CORPCOM1380981081,78652,729SH SOLE 22,92900
CAPELLA EDUCATION COMPANYCOM1395941053,59086,198SH SOLE 40,99800
CAPITAL ONE FINL CORPCOM14040H10516,231258,417SH SOLE 258,41700
CAPITAL SR LIVING CORPCOM14047510489937,632SH SOLE 27,03200
CAPITALSOURCE INCCOM14055X1024,976530,533SH SOLE 491,33300
CAPITOL ACQUISITION CORP IIUNIT 99/99/999914056V20418,1621,800,000SH SOLE 1,800,00000
CAPITOL FED FINL INCCOM14057J10199081,578SH SOLE 81,57800
CAPLEASE INCCOM1402881014,349515,259SH SOLE 515,25900
CAPSTEAD MTG CORPCOM NO PAR14067E50699282,009SH SOLE 60,36200
CARBO CERAMICS INCCOM1407811052,33534,628SH SOLE 34,62800
CARDINAL HEALTH INCCOM14149Y10838,108807,380SH SOLE 777,48000
CARDIOVASCULAR SYS INC DELCOM14161910641619,600SH SOLE 14,50000
CAREER EDUCATION CORPCOM14166510918,5496,396,064SH SOLE 5,363,01200
CAREFUSION CORPCOM14170T10165,6151,780,600SH SOLE 1,664,40000
CARLISLE COS INCCOM1423391005,25384,300SH SOLE 84,30000
CARMAX INCCOM1431301024,25692,200SH SOLE 92,20000
CARMIKE CINEMAS INCCOM1434364002,213114,325SH SOLE 54,92500
CARNIVAL CORPPAIRED CTF1436583002,30867,321SH SOLE 67,32100
CARPENTER TECHNOLOGY CORPCOM1442851031,89642,059SH SOLE 42,05900
CARRIAGE SVCS INCCOM14390510751330,252SH SOLE 20,45200
CARRIZO OIL & GAS INCCOM14457710366323,400SH SOLE 23,40000
CARTER INCCOM14622910924,114325,556SH SOLE 325,55600
CASEYS GEN STORES INCCOM14752810390515,044SH SOLE 9,84400
CASTLE A M & COCOM14841110133621,300SH SOLE 16,70000
CATAMARAN CORPCOM1488871029,580196,637SH SOLE 196,63700
CATHAY GENERAL BANCORPCOM14915010468733,737SH SOLE 33,73700
CATO CORP NEWCL A1492051068,493340,253SH SOLE 231,75400
CAVIUM INCCOM14964U10851714,616SH SOLE 9,51600
CBIZ INCCOM1248051029514,100SH SOLE 10,40000
CBL & ASSOC PPTYS INCCOM1248301001,36763,800SH SOLE 63,80000
CBOE HLDGS INCCOM12503M10880717,300SH SOLE 17,30000
CBRE GROUP INCCL A12504L1094,677200,200SH SOLE 176,30000
CBS CORP NEWCL B12485720216,107329,583SH SOLE 329,58300
CDN IMPERIAL BK OF COMMERCECOM13606910189412,600SH SOLE 12,60000
CEC ENTMT INCCOM1251371093458,409SH SOLE 8,40900
CELADON GROUP INCCOM15083810036119,800SH SOLE 3,90000
CELANESE CORP DELCOM SER A1508701033,85886,124SH SOLE 86,12400
CELGENE CORPCOM151020104114,324977,881SH SOLE 907,28100
CELLDEX THERAPEUTICS INC NEWCOM15117B1031,28882,515SH SOLE 46,01500
CELSION CORPORATIONCOM NEW15117N3058886,094SH SOLE 68,19400
CEMEX SAB DE CVNOTE 4.875% 3/1151290AV511,0049,600,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.250% 3/1151290BB845,82237,675,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC61,2341,000,000PRN SOLE 000
CENOVUS ENERGY INCCOM15135U10962722,000SH SOLE 22,00000
CENTENE CORP DELCOM15135B1011,62931,061SH SOLE 31,06100
CENTERPOINT ENERGY INCCOM15189T10710,823460,757SH SOLE 460,75700
CENTRAIS ELETRICAS BRASILEIRSPONSORED ADR15234Q2074018,700SH SOLE 18,70000
CENTRAL GARDEN & PET COCL A NON-VTG15352720546066,696SH SOLE 66,69600
CENTRAL PAC FINL CORPCOM NEW15476040917725,664SH SOLE 25,66400
CENTURY ALUM COCOM1564311084,261459,200SH SOLE 260,90000
CENTURYLINK INCCOM1567001062,21362,600SH SOLE 62,60000
CENVEO CORPNOTE 7.000% 5/115671BAJ0824925,000PRN SOLE 000
CEPHEIDCOM15670R10738811,265SH SOLE 11,26500
CERNER CORPCOM1567821042,01320,952SH SOLE 20,95200
CEVA INCCOM15721010597050,113SH SOLE 11,31300
CF INDS HLDGS INCCOM12526910097,240566,998SH SOLE 534,29800
CH ENERGY GROUP INCCOM12541M10247,053724,004SH SOLE 717,30400
CHARLES RIV LABS INTL INCCOM15986410716,984413,936SH SOLE 413,93600
CHART ACQUISITION CORPCOM16115110515,0291,492,500SH SOLE 1,492,50000
CHART ACQUISITION CORP*W EXP 12/19/2011611511137761,492,500SH SOLE 1,492,50000
CHART INDS INCCOM PAR $0.0116115Q3082,90530,875SH SOLE 30,87500
CHART INDS INCNOTE 2.000% 8/016115QAC421,36214,200,000PRN SOLE 000
CHECK POINT SOFTWARE TECH LTORDM2246510485617,240SH SOLE 17,24000
CHECKPOINT SYS INCCOM16282510320314,300SH SOLE 14,30000
CHEESECAKE FACTORY INCCOM1630721016,360151,829SH SOLE 151,82900
CHEMED CORP NEWCOM16359R10317,929247,540SH SOLE 214,73300
CHEMICAL FINL CORPCOM16373110259722,959SH SOLE 21,95900
CHEMTURA CORPCOM NEW1638932093,205157,879SH SOLE 95,77900
CHENIERE ENERGY INCCOM NEW16411R2081,17742,388SH SOLE 42,38800
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10152217,460SH SOLE 17,46000
CHESAPEAKE ENERGY CORPCOM1651671072,495122,402SH SOLE 122,40200
CHESAPEAKE LODGING TRSH BEN INT1652401028,090389,140SH SOLE 213,54000
CHESAPEAKE UTILS CORPCOM16530310859111,472SH SOLE 7,47200
CHEVRON CORP NEWCOM166764100260,4452,200,819SH SOLE 2,060,31900
CHICOS FAS INCCOM16861510229,6741,739,398SH SOLE 1,739,39800
CHILDRENS PL RETAIL STORES ICOM16890510717,179313,489SH SOLE 295,54700
CHIMERA INVT CORPCOM16934Q1091,039346,249SH SOLE 346,24900
CHINA GENGSHENG MINERALS INCCOM16942P101642,935SH SOLE 42,93500
CHINA MOBILE LIMITEDSPONSORED ADR16941M10911,231216,932SH SOLE 192,03200
CHINA PETE & CHEM CORPSPON ADR H SHS16941R1085,57660,935SH SOLE 60,93500
CHIPOTLE MEXICAN GRILL INCCOM1696561051,0452,867SH SOLE 2,86700
CHIQUITA BRANDS INTL INCCOM17003280913,5811,243,715SH SOLE 839,88800
CHRISTOPHER & BANKS CORPCOM17104610526138,779SH SOLE 25,57900
CHUBB CORPCOM17123210119,475230,070SH SOLE 213,37000
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5022,16567,413SH SOLE 67,41300
CHURCH & DWIGHT INCCOM17134010221,262344,541SH SOLE 344,54100
CHURCHILL DOWNS INCCOM1714841085186,575SH SOLE 4,17500
CIBER INCCOM17163B1025817,380SH SOLE 17,38000
CIENA CORPDEBT 4.000%12/1171779AK713,72710,484,000PRN SOLE 000
CIGNA CORPORATIONCOM12550910920,529283,191SH SOLE 283,19100
CIMAREX ENERGY COCOM17179810125,866398,000SH SOLE 362,30000
CINCINNATI BELL INC NEWCOM171871106361117,883SH SOLE 82,88300
CINCINNATI FINL CORPCOM1720621011,97843,100SH SOLE 43,10000
CINEMARK HOLDINGS INCCOM17243V1023,960141,822SH SOLE 141,82200
CINTAS CORPCOM17290810515,896349,057SH SOLE 349,05700
CIRCOR INTL INCCOM17273K1093,20463,004SH SOLE 29,60400
CIRRUS LOGIC INCCOM1727551001,09462,995SH SOLE 62,99500
CIS ACQUISITION LTDUNIT 99/99/9999G2149050610,1201,000,000SH SOLE 1,000,00000
CISCO SYS INCCOM17275R102101,4054,171,309SH SOLE 3,778,20900
CIT GROUP INCCOM NEW12558180167614,500SH SOLE 14,50000
CITIGROUP INCCOM NEW172967424219,3234,572,080SH SOLE 4,212,61000
CITRIX SYS INCCOM1773761002,49641,367SH SOLE 41,36700
CITY HLDG COCOM1778351058,688223,066SH SOLE 147,21300
CITY NATL CORPCOM1785661051,62925,710SH SOLE 25,71000
CLEAN HARBORS INCCOM1844961071,11121,983SH SOLE 21,98300
CLEARWATER PAPER CORPCOM18538R1031,41730,100SH SOLE 22,60000
CLEARWIRE CORP NEWCL A18538Q10567,12013,477,874SH SOLE 13,477,87400
CLECO CORP NEWCOM12561W1052,17646,870SH SOLE 46,87000
CLOROX CO DELCOM1890541096,29775,737SH SOLE 75,73700
CLOUD PEAK ENERGY INCCOM18911Q1022,334141,600SH SOLE 90,60000
CLOVIS ONCOLOGY INCCOM1894641007,697114,913SH SOLE 108,81300
CME GROUP INCCOM12572Q1058,304109,297SH SOLE 109,29700
CMS ENERGY CORPCOM12589610096735,600SH SOLE 35,60000
CNH GLOBAL N VSHS NEWN2093520645110,833SH SOLE 10,83300
CNO FINL GROUP INCCOM12621E1038,600663,592SH SOLE 575,89200
CNO FINL GROUP INCDBCV 7.000%12/312621EAC78,5733,575,000PRN SOLE 000
CNO FINL GROUP INCDBCV 7.000%12/312621EAE38,9453,730,000PRN SOLE 000
CNO FINL GROUP INCDBCV 7.000%12/312621EAF06,1032,545,000PRN SOLE 000
CNOOC LTDSPONSORED ADR1261321095,42632,400SH SOLE 27,70000
COACH INCCOM1897541042,75548,255SH SOLE 48,25500
COBALT INTL ENERGY INCCOM19075F10692534,808SH SOLE 34,80800
COBALT INTL ENERGY INCNOTE 2.625%12/019075FAA411,92011,225,000PRN SOLE 000
COCA COLA BOTTLING CO CONSCOM1910981023145,137SH SOLE 1,83700
COCA COLA COCOM191216100120,6873,008,902SH SOLE 2,793,50200
COCA COLA ENTERPRISES INC NECOM19122T10935,1621,000,069SH SOLE 1,000,06900
COCA COLA FEMSA S A B DE C VSPON ADR REP L19124110820,434145,652SH SOLE 132,45200
COEUR MNG INC*W EXP 04/16/2011921081168250,957SH SOLE 50,95700
COEUR MNG INCCOM NEW1921085041,22291,913SH SOLE 69,12300
COGENT COMM GROUP INCCOM NEW19239V30293533,214SH SOLE 19,31400
COGNEX CORPCOM1924221031,33329,482SH SOLE 29,48200
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461026,03996,457SH SOLE 96,45700
COHERENT INCCOM19247910361411,151SH SOLE 11,15100
COINSTAR INCNOTE 4.000% 9/019259PAF99,4906,525,000PRN SOLE 000
COLEMAN CABLE INCCOM19345930232317,871SH SOLE 10,77100
COLGATE PALMOLIVE COCOM19416210347,952836,998SH SOLE 810,19800
COLLABRIUM JAPAN ACQUISITN CSHSG2266G1027,105700,000SH SOLE 700,00000
COLONIAL PPTYS TRCOM SH BEN INT19587210624,5221,016,676SH SOLE 985,92500
COLUMBIA BKG SYS INCCOM1972361023,600151,200SH SOLE 77,30000
COLUMBIA SPORTSWEAR COCOM1985161064807,664SH SOLE 7,66400
COMCAST CORP NEWCL A20030N10177,8911,859,873SH SOLE 1,754,07300
COMCAST CORP NEWCL A SPL20030N20037,267939,420SH SOLE 931,22000
COMERICA INCCOM20034010758,5101,469,003SH SOLE 1,387,70300
COMERICA INC*W EXP 11/14/20120034011596570,421SH SOLE 70,42100
COMFORT SYS USA INCCOM19990810430232,865SH SOLE 32,86500
COMMERCE BANCSHARES INCCOM2005251034,10494,206SH SOLE 94,20600
COMMERCIAL METALS COCOM20172310316,7851,136,439SH SOLE 1,133,23900
COMMONWEALTH REITCOM SH BEN INT20323310122,320965,394SH SOLE 965,39400
COMMUNITY BK SYS INCCOM2036071063,588116,298SH SOLE 63,65500
COMMUNITY HEALTH SYS INC NEWCOM20366810845,242965,053SH SOLE 965,05300
COMMVAULT SYSTEMS INCCOM20416610223,799313,605SH SOLE 311,19100
COMPANHIA BRASILEIRA DE DISTSPN ADR PFD CL A20440T20137,258819,581SH SOLE 752,38100
COMPANHIA DE BEBIDAS DAS AMESPON ADR PFD20441W20325,127672,734SH SOLE 584,13400
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10221,5672,071,762SH SOLE 2,053,56200
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960112,3761,379,749SH SOLE 1,379,64600
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B4071,528123,018SH SOLE 123,01800
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W1058731,500SH SOLE 31,50000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481042,685181,927SH SOLE 158,72700
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD22,0595,000,000PRN SOLE 000
COMPUTER PROGRAMS & SYS INCCOM2053061031,45929,700SH SOLE 4,60000
COMPUTER SCIENCES CORPCOM205363104103,8942,373,629SH SOLE 2,194,82900
COMPUWARE CORPCOM20563810917,6821,708,432SH SOLE 1,708,43200
COMSCORE INCCOM20564W10528811,800SH SOLE 10,80000
COMSTOCK HLDG COS INCCL A2056841037727,666SH SOLE 17,86600
COMSTOCK RES INCCOM NEW2057682032,230141,785SH SOLE 100,68500
COMTECH TELECOMMUNICATIONS CCOM NEW2058262099,427350,582SH SOLE 311,08200
COMTECH TELECOMMUNICATIONS CNOTE 3.000% 5/0205826AF71,0251,000,000PRN SOLE 000
COMVERSE INCCOM20585P10510,539354,121SH SOLE 354,12100
CONAGRA FOODS INCCOM20588710252,4291,500,962SH SOLE 1,418,86200
CONCHO RES INCCOM20605P1014605,500SH SOLE 5,50000
CONCUR TECHNOLOGIES INCCOM2067081095466,715SH SOLE 6,71500
CONMED CORPCOM20741010113,421429,607SH SOLE 314,40700
CONNS INCCOM2082421071,54129,763SH SOLE 19,96300
CONOCOPHILLIPSCOM20825C10437,967627,547SH SOLE 618,44700
CONSOL ENERGY INCCOM20854P10965324,100SH SOLE 24,10000
CONSOLIDATED EDISON INCCOM20911510421,451367,882SH SOLE 367,88200
CONSOLIDATED GRAPHICS INCCOM2093411062,10344,741SH SOLE 29,84100
CONSTELLATION BRANDS INCCL A21036P10814,755283,104SH SOLE 283,10400
CONSUMER PORTFOLIO SVCS INCCOM21050210042157,324SH SOLE 40,82400
CONTANGO OIL & GAS COMPANYCOM NEW21075N20454216,071SH SOLE 10,17100
CONTINENTAL RESOURCES INCCOM2120151017929,200SH SOLE 9,20000
CONVERGYS CORPCOM21248510631,3221,797,000SH SOLE 1,631,47700
CONVERGYS CORPSDCV 5.750% 9/1212485AE67,9884,725,000PRN SOLE 000
CON-WAY INCCOM20594410110,311264,657SH SOLE 264,65700
COOPER COS INCCOM NEW21664840210,36987,100SH SOLE 87,10000
COOPER TIRE & RUBR COCOM2168311079,312280,722SH SOLE 217,72200
COPA HOLDINGS SACL AP3107610516,084122,669SH SOLE 122,66900
COPART INCCOM2172041068,569278,221SH SOLE 278,22100
CORE MARK HOLDING CO INCCOM2186811049,454148,888SH SOLE 74,28800
CORELOGIC INCCOM21871D1038,828381,000SH SOLE 381,00000
CORESITE RLTY CORPCOM21870Q1058,507267,434SH SOLE 158,83400
CORINTHIAN COLLEGES INCCOM2188681076,2742,801,035SH SOLE 2,078,73500
CORMEDIX INCCOM21900C1005962,591SH SOLE 62,59100
CORMEDIX INC*W EXP 03/24/20121900C11833145,000SH SOLE 145,00000
CORNERSTONE ONDEMAND INCCOM21925Y1031,70939,470SH SOLE 24,67000
CORNING INCCOM21935010510,397730,610SH SOLE 730,61000
CORPORATE EXECUTIVE BRD COCOM21988R10270511,153SH SOLE 6,75300
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1084,049158,790SH SOLE 158,79000
CORRECTIONS CORP AMER NEWCOM NEW22025Y40714,770436,078SH SOLE 436,07800
COSTCO WHSL CORP NEWCOM22160K10545,756413,819SH SOLE 413,81900
COUSINS PPTYS INCCOM2227951065,713565,605SH SOLE 359,80500
COVANCE INCCOM2228161005,53372,666SH SOLE 72,66600
COVANTA HLDG CORPCOM22282E10245222,600SH SOLE 22,60000
CPFL ENERGIA S ASPONSORED ADR1261531052,933160,384SH SOLE 160,38400
CRA INTL INCCOM12618T10537715,308SH SOLE 15,30800
CRACKER BARREL OLD CTRY STORCOM22410J1061,58316,722SH SOLE 11,82200
CRANE COCOM22439910523,326389,279SH SOLE 389,27900
CRAY INCCOM NEW2252233043,380172,118SH SOLE 69,91800
CREDICORP LTDCOMG2519Y1089,96277,852SH SOLE 69,75200
CREDIT ACCEP CORP MICHCOM2253101011,74116,577SH SOLE 5,37700
CREE INCCOM2254471018,050126,064SH SOLE 126,06400
CRESTWOOD MIDSTREAM PRTNERSCOM UNITS REPSTG22637210028811,534SH SOLE 11,53400
CRIMSON EXPLORATION INCCOM NEW22662K207863306,107SH SOLE 306,10700
CROCS INCCOM22704610928,6281,735,000SH SOLE 1,719,50000
CROSSTEX ENERGY INCCOM22765Y1042,330117,903SH SOLE 115,30300
CROSSTEX ENERGY L PCOM22765U10243220,970SH SOLE 20,97000
CROWN CASTLE INTL CORPCOM2282271044,21958,280SH SOLE 58,28000
CROWN HOLDINGS INCCOM22836810617,269419,853SH SOLE 412,45300
CSG SYS INTL INCCOM12634910911,570533,180SH SOLE 372,58300
CST BRANDS INCCOM12646R10516,790544,955SH SOLE 544,95500
CSX CORPCOM12640810310,007431,537SH SOLE 431,53700
CTC MEDIA INCCOM12642X10631828,600SH SOLE 28,60000
CTS CORPCOM1265011058113,004SH SOLE 13,00400
CUBESMARTCOM2296631093,753234,854SH SOLE 196,15400
CUBIC CORPCOM2296691062,92860,876SH SOLE 51,41400
CUBIST PHARMACEUTICALS INCCOM22967810783017,174SH SOLE 13,57400
CULLEN FROST BANKERS INCCOM2298991092,10231,475SH SOLE 31,47500
CUMMINS INCCOM23102110625,075231,190SH SOLE 231,19000
CURIS INCCOM23126910121065,947SH SOLE 41,14700
CVB FINL CORPCOM12660010565956,058SH SOLE 40,59900
CVR ENERGY INCCOM12662P10813,208278,654SH SOLE 260,45400
CVS CAREMARK CORPORATIONCOM126650100175,9623,077,341SH SOLE 2,860,84100
CYBERONICS INCCOM23251P1021,52029,251SH SOLE 26,35100
CYNOSURE INCCL A2325772057,617293,202SH SOLE 288,00200
CYPRESS SEMICONDUCTOR CORPCOM2328061091,05498,200SH SOLE 98,20000
CYS INVTS INCCOM12673A1081,124122,000SH SOLE 87,20000
CYTEC INDS INCCOM23282010017,098233,417SH SOLE 233,41700
D R HORTON INCCOM23331A1096,511305,978SH SOLE 305,97800
D R HORTON INCNOTE 2.000% 5/123331ABB422,72613,675,000PRN SOLE 000
DAKTRONICS INCCOM23426410934934,062SH SOLE 30,56200
DANA HLDG CORPCOM2358252057,723401,000SH SOLE 393,10000
DANAHER CORP DELCOM2358511025,62788,897SH SOLE 88,89700
DARDEN RESTAURANTS INCCOM2371941053847,600SH SOLE 7,60000
DARLING INTL INCCOM23726610110,352554,787SH SOLE 436,68700
DATALINK CORPCOM23793410413712,900SH SOLE 8,00000
DAVITA HEALTHCARE PARTNERS ICOM23918K10820,018165,714SH SOLE 165,71400
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003646,724SH SOLE 6,72400
DCT INDUSTRIAL TRUST INCCOM23315310554275,853SH SOLE 75,85300
DDR CORPCOM23317H1022,770166,358SH SOLE 166,35800
DEAN FOODS CO NEWCOM2423701046,163615,028SH SOLE 615,02800
DECKERS OUTDOOR CORPCOM2435371074418,728SH SOLE 8,72800
DEERE & COCOM24419910513,999172,300SH SOLE 153,20000
DELEK US HLDGS INCCOM2466471019,680336,350SH SOLE 245,65000
DELL INCCOM24702R10162,4704,679,397SH SOLE 4,679,39700
DELTA AIR LINES INC DELCOM NEW24736170249,7912,661,222SH SOLE 2,661,22200
DELUXE CORPCOM2480191011,31237,867SH SOLE 29,96700
DENBURY RES INCCOM NEW24791620888551,090SH SOLE 51,09000
DENDREON CORPNOTE 2.875% 1/124823QAC1264350,000PRN SOLE 000
DENNYS CORPCOM24869P1041,139202,707SH SOLE 172,50700
DENTSPLY INTL INC NEWCOM2490301073368,204SH SOLE 8,20400
DEPOMED INCCOM24990810419935,500SH SOLE 25,40000
DESTINATION MATERNITY CORPCOM25065D1004,027163,700SH SOLE 74,80000
DESTINATION XL GROUP INCCOM25065K10413320,900SH SOLE 9,60000
DEUTSCHE BANK AGNAMEN AKTD181908982,27454,200SH SOLE 54,20000
DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX110,1008,642,000PRN SOLE 000
DEVON ENERGY CORP NEWCOM25179M1035,213100,485SH SOLE 100,48500
DEX MEDIA INC NEWCOM25213A10743324,640SH SOLE 15,54000
DEXCOM INCCOM2521311071,33259,311SH SOLE 34,01100
DFC GLOBAL CORPCOM23324T10721515,600SH SOLE 15,60000
DIAMOND OFFSHORE DRILLING INCOM25271C1027,821113,700SH SOLE 112,20000
DIAMONDROCK HOSPITALITY COCOM25278430143646,796SH SOLE 46,79600
DICE HLDGS INCCOM25301710742946,600SH SOLE 000
DICKS SPORTING GOODS INCCOM25339310284616,900SH SOLE 16,90000
DIEBOLD INCCOM2536511035,098151,327SH SOLE 151,32700
DIGITAL RIV INCCOM25388B1044,450237,084SH SOLE 139,68400
DIGITAL RLTY TR INCCOM2538681036,579107,827SH SOLE 107,82700
DIGITALGLOBE INCCOM NEW25389M8771,50848,645SH SOLE 28,57500
DILLARDS INCCL A25406710172,821888,391SH SOLE 888,39100
DINEEQUITY INCCOM25442310687512,699SH SOLE 6,99900
DIRECTVCOM25490A30926,117423,847SH SOLE 407,34700
DISCOVER FINL SVCSCOM254709108133,3642,799,404SH SOLE 2,641,00400
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1043,54345,892SH SOLE 45,89200
DISCOVERY COMMUNICATNS NEWCOM SER C25470F30234,302492,427SH SOLE 492,42700
DISH NETWORK CORPCL A25470M10949,8391,172,125SH SOLE 1,056,22500
DISNEY WALT COCOM DISNEY25468710664,7241,024,925SH SOLE 925,32500
DOLBY LABORATORIES INCCOM25659T10710,245306,280SH SOLE 306,28000
DOLE FOOD CO INC NEWCOM25660310194273,885SH SOLE 73,88500
DOLLAR GEN CORP NEWCOM2566771055,572110,486SH SOLE 110,48600
DOLLAR TREE INCCOM25674610815,344301,817SH SOLE 301,81700
DOMINION RES INC VA NEWCOM25746U1098,315146,338SH SOLE 146,33800
DOMINION RES INC VA NEWUNIT 07/01/201625746U8857,502150,000SH SOLE 150,00000
DOMINOS PIZZA INCCOM25754A20119,019327,064SH SOLE 315,86400
DOMTAR CORPCOM NEW25755920318,703281,249SH SOLE 281,24900
DONALDSON INCCOM2576511091,39038,984SH SOLE 38,98400
DONNELLEY R R & SONS COCOM25786710113,965996,756SH SOLE 996,75600
DORMAN PRODUCTS INCCOM2582781001,17625,780SH SOLE 15,68000
DOUBLELINE INCOME SOLUTIONSCOM2586221094,642200,000SH SOLE 200,00000
DOUGLAS EMMETT INCCOM25960P1091,61064,533SH SOLE 64,53300
DOVER CORPCOM2600031086,45783,144SH SOLE 83,14400
DOW CHEM COCOM2605431031,55148,200SH SOLE 48,20000
DR PEPPER SNAPPLE GROUP INCCOM26138E10924,116525,070SH SOLE 519,67000
DR REDDYS LABS LTDADR25613520320,878552,045SH SOLE 548,54500
DRESSER-RAND GROUP INCCOM26160810313,152219,266SH SOLE 219,26600
DREW INDS INCCOM NEW26168L20558514,870SH SOLE 5,37000
DST SYS INC DELCOM23332610711,478175,700SH SOLE 175,70000
DST SYS INC DELDBCV 8/1233326AE74,3383,125,000PRN SOLE 000
DSW INCCL A23334L1025707,765SH SOLE 7,76500
DTE ENERGY COCOM23333110782,2821,227,909SH SOLE 1,165,40900
DU PONT E I DE NEMOURS & COCOM2635341091,65931,603SH SOLE 31,60300
DUCOMMUN INC DELCOM26414710934015,980SH SOLE 12,68000
DUKE ENERGY CORP NEWCOM NEW26441C20442,611631,273SH SOLE 592,67300
DUKE REALTY CORPCOM NEW2644115051,31484,300SH SOLE 84,30000
DUN & BRADSTREET CORP DEL NECOM26483E10013,361137,108SH SOLE 137,10800
DUPONT FABROS TECHNOLOGY INCCOM26613Q10632013,231SH SOLE 13,23100
DXP ENTERPRISES INC NEWCOM NEW2333774071,52522,898SH SOLE 11,49800
DYCOM INDS INCCOM2674751017,050304,688SH SOLE 161,28800
DYNAVAX TECHNOLOGIES CORPCOM2681581022,1021,911,249SH SOLE 1,249,34900
DYNEGY INC NEW DEL*W EXP 99/99/99926817R11611662,514SH SOLE 44,49000
E M C CORP MASSCOM26864810270930,000SH SOLE 30,00000
E TRADE FINANCIAL CORPCOM NEW2692464013,441271,800SH SOLE 271,80000
EAGLE BANCORP INC MDCOM26894810624611,013SH SOLE 6,06300
EAGLE MATERIALS INCCOM26969P1081,53423,154SH SOLE 23,15400
EAGLE ROCK ENERGY PARTNERS LUNIT26985R10424030,514SH SOLE 30,51400
EARTHLINK INCCOM2703211023,507564,768SH SOLE 398,66800
EAST WEST BANCORP INCCOM27579R1046,856249,320SH SOLE 249,32000
EASTGROUP PPTY INCCOM2772761012,16638,496SH SOLE 22,05200
EASTMAN CHEM COCOM2774321002,18131,158SH SOLE 31,15800
EATON VANCE CORPCOM NON VTG2782651031,15430,700SH SOLE 30,70000
EATON VANCE ENH EQTY INC FDCOM2782771083,379293,833SH SOLE 293,83300
EATON VANCE ENHANCED EQ INCCOM2782741052,992259,073SH SOLE 259,07300
EATON VANCE TAX MNGD GBL DVCOM27829F1087,342792,051SH SOLE 792,05100
EATON VANCE TAX MNGED BUY WRCOM27828X10038326,372SH SOLE 26,37200
EATON VANCE TX ADV GLB DIV OCOM27828U10673332,711SH SOLE 32,71100
EATON VANCE TX MGD DIV EQ INCOM27828N1024,398432,411SH SOLE 432,41100
EATON VANCE TX MNG BY WRT OPCOM27828Y10823918,282SH SOLE 18,28200
EATON VANCE TXMGD GL BUYWR OCOM27829C1053,601323,849SH SOLE 323,84900
EBAY INCCOM27864210314,074272,114SH SOLE 272,11400
EBIX INCCOM NEW2787152066,600712,712SH SOLE 710,91200
ECHOSTAR CORPCL A27876810641510,600SH SOLE 10,60000
ECOLAB INCCOM2788651002,95334,665SH SOLE 34,66500
EDISON INTLCOM28102010750,4701,047,956SH SOLE 1,026,15600
EDUCATION RLTY TR INCCOM28140H10440639,697SH SOLE 5,09700
EDWARDS LIFESCIENCES CORPCOM28176E1086,62898,629SH SOLE 98,62900
EHEALTH INCCOM28238P1092109,249SH SOLE 4,94900
EL PASO ELEC COCOM NEW2836778544,778135,329SH SOLE 75,41200
EL PASO PIPELINE PARTNERS LCOM UNIT LPI2837021083237,402SH SOLE 7,40200
ELAN PLCADR2841312089,394664,330SH SOLE 664,33000
ELDORADO GOLD CORP NEWCOM28490210335457,300SH SOLE 57,30000
ELECTRONIC ARTS INCCOM28551210935,6631,552,600SH SOLE 1,449,10000
ELECTRONIC ARTS INCNOTE 0.750% 7/1285512AA78,1087,750,000PRN SOLE 000
ELECTRONICS FOR IMAGING INCCOM28608210269824,683SH SOLE 12,68300
ELIZABETH ARDEN INCCOM28660G10651411,414SH SOLE 8,31400
ELLIE MAE INCCOM28849P1003,400147,297SH SOLE 50,09700
ELLIS PERRY INTL INCCOM2888531045,050248,665SH SOLE 156,16500
EMBRAER S ASP ADR REP 4 COM29082A10719,913539,800SH SOLE 477,10000
EMCOR GROUP INCCOM29084Q10025,327623,041SH SOLE 602,98800
EMCORE CORPCOM NEW2908462034712,950SH SOLE 7,25000
EMERGENT BIOSOLUTIONS INCCOM29089Q1057,527522,001SH SOLE 271,40100
EMERITUS CORPCOM29100510648420,900SH SOLE 13,10000
EMERSON ELEC COCOM29101110431,344574,701SH SOLE 530,70100
EMPLOYERS HOLDINGS INCCOM2922181042,644108,119SH SOLE 60,01900
EMPRESA NACIONAL DE ELCTRCIDSPONSORED ADR29244T1012,87165,000SH SOLE 65,00000
EMULEX CORPCOM NEW2924752093,184488,290SH SOLE 314,79000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062839,277SH SOLE 9,27700
ENBRIDGE INCCOM29250N1051,99047,300SH SOLE 47,30000
ENCANA CORPCOM2925051041,47587,100SH SOLE 87,10000
ENCORE CAP GROUP INCCOM2925541025,630170,050SH SOLE 132,25000
ENCORE WIRE CORPCOM2925621051,18034,599SH SOLE 33,49900
ENDEAVOUR INTL CORPCOM NEW29259G20015139,200SH SOLE 000
ENDO HEALTH SOLUTIONS INCCOM29264F2057,120193,533SH SOLE 193,53300
ENDOCYTE INCCOM29269A1023,828291,580SH SOLE 116,48000
ENDOLOGIX INCCOM29266S10638228,790SH SOLE 19,19000
ENDURANCE SPECIALTY HLDGS LTSHSG303971069,721188,942SH SOLE 188,94200
ENERGEN CORPCOM29265N1081,44727,689SH SOLE 27,68900
ENERGIZER HLDGS INCCOM29266R10811,458113,999SH SOLE 107,19900
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1093056,042SH SOLE 6,04200
ENERGY XXI (BERMUDA) LTDUSD UNRS SHSG1008214017,458787,083SH SOLE 579,78300
ENERNOC INCCOM29276410769952,698SH SOLE 35,89800
ENERSIS S ASPONSORED ADR29274F10431,9461,952,683SH SOLE 1,724,18300
ENERSYSCOM29275Y1024,27887,231SH SOLE 53,73100
ENPRO INDS INCCOM29355X1071,41727,907SH SOLE 27,90700
ENSIGN GROUP INCCOM29358P1013,867109,792SH SOLE 46,99200
ENSTAR GROUP LIMITEDSHSG3075P1014993,755SH SOLE 2,55500
ENTEGRIS INCCOM29362U1043,223343,269SH SOLE 240,96900
ENTERGY CORP NEWCOM29364G10318,855270,600SH SOLE 265,00000
ENTERPRISE PRODS PARTNERS LCOM29379210786013,830SH SOLE 13,83000
ENTRAVISION COMMUNICATIONS CCL A29382R107861139,967SH SOLE 93,46700
ENTROPIC COMMUNICATIONS INCCOM29384R10533779,000SH SOLE 000
EOG RES INCCOM26875P10119,016144,407SH SOLE 144,40700
EPL OIL & GAS INCCOM26883D10818,888643,326SH SOLE 477,32600
EPR PPTYSCOM SH BEN INT26884U1092,27745,305SH SOLE 43,52200
EQT CORPCOM26884L1096898,682SH SOLE 8,68200
EQUIFAX INCCOM29442910540,135681,061SH SOLE 610,26100
EQUINIX INCCOM NEW29444U5024,73225,616SH SOLE 25,61600
EQUINIX INCNOTE 4.750% 6/129444UAH979,90035,150,000PRN SOLE 000
EQUITY LIFESTYLE PPTYS INCCOM29472R1083,39343,179SH SOLE 43,17900
EQUITY ONECOM29475210057825,554SH SOLE 25,55400
EQUITY RESIDENTIALSH BEN INT29476L10716,660286,952SH SOLE 264,55200
ERA GROUP INCCOM26885G1092,37590,819SH SOLE 90,81900
ERICKSON AIR-CRANE INCCOM29482P10032417,237SH SOLE 10,93700
ESSEX PPTY TR INCCOM2971781051,4509,122SH SOLE 9,12200
ESTERLINE TECHNOLOGIES CORPCOM2974251003,97154,925SH SOLE 49,22500
ETHAN ALLEN INTERIORS INCCOM2976021042458,521SH SOLE 4,52100
EURONET WORLDWIDE INCCOM29873610973122,943SH SOLE 13,64300
EVERCORE PARTNERS INCCLASS A29977A1052,06252,500SH SOLE 37,60000
EVEREST RE GROUP LTDCOMG3223R10891,341712,154SH SOLE 631,75400
EXACT SCIENCES CORPCOM30063P1058,174587,607SH SOLE 582,50700
EXACTTARGET INCCOM30064K10516,275482,662SH SOLE 482,66200
EXCO RESOURCES INCCOM2692794021,336174,848SH SOLE 174,84800
EXELIS INCCOM30162A10855440,202SH SOLE 40,20200
EXELIXIS INCNOTE 4.250% 8/130161QAC87,4157,625,000PRN SOLE 000
EXELON CORPCOM30161N1012,15669,821SH SOLE 69,82100
EXIDE TECHNOLOGIESCOM NEW30205120672569,923SH SOLE 569,92300
EXLSERVICE HOLDINGS INCCOM30208110457519,462SH SOLE 11,46200
EXPEDIA INC DELCOM NEW30212P30359,012981,082SH SOLE 969,28200
EXPONENT INCCOM30214U1023,07652,040SH SOLE 21,56700
EXPRESS INCCOM30219E1032,172103,594SH SOLE 38,69400
EXPRESS SCRIPTS HLDG COCOM30219G10881,8731,327,173SH SOLE 1,281,27300
EXTERRAN HLDGS INCCOM30225X1031,32247,023SH SOLE 28,32300
EXTERRAN HLDGS INCNOTE 4.250% 6/130225XAA115,23211,825,000PRN SOLE 000
EXTRA SPACE STORAGE INCCOM30225T1026,280149,775SH SOLE 149,77500
EXTREME NETWORKS INCCOM30226D106577167,300SH SOLE 21,10000
EXXON MOBIL CORPCOM30231G102338,3023,744,346SH SOLE 3,431,94600
EZCORP INCCL A NON VTG3023011062,175128,860SH SOLE 128,86000
F M C CORPCOM NEW30249130385514,009SH SOLE 14,00900
F5 NETWORKS INCCOM3156161026,85099,565SH SOLE 99,56500
FABRINETSHSG3323L1001,37898,400SH SOLE 59,40000
FACTSET RESH SYS INCCOM3030751051,02010,001SH SOLE 10,00100
FAIR ISAAC CORPCOM3032501049,689211,405SH SOLE 208,30500
FAMILY DLR STORES INCCOM3070001092,86345,950SH SOLE 45,95000
FARO TECHNOLOGIES INCCOM3116421022808,279SH SOLE 17900
FASTENAL COCOM3119001044,819105,105SH SOLE 105,10500
FBL FINL GROUP INCCL A30239F10658613,457SH SOLE 9,25700
FEDERAL AGRIC MTG CORPCL C31314830631410,883SH SOLE 7,28300
FEDERAL REALTY INVT TRSH BEN INT NEW3137472063,99738,553SH SOLE 38,55300
FEDERAL SIGNAL CORPCOM31385510833237,920SH SOLE 30,52000
FEDERATED INVS INC PACL B3142111033,292120,100SH SOLE 120,10000
FEDEX CORPCOM31428X1069,59497,326SH SOLE 97,32600
FELCOR LODGING TR INCCOM31430F101712120,410SH SOLE 88,31000
FERRO CORPCOM3154051002,602374,412SH SOLE 220,01200
FIBRIA CELULOSE S ASP ADR REP COM31573A10995586,100SH SOLE 72,40000
FIDELITY NATIONAL FINANCIALCL A31620R10518,818790,345SH SOLE 790,34500
FIDELITY NATL INFORMATION SVCOM31620M10687,2052,035,600SH SOLE 1,874,20000
FIDELITY SOUTHERN CORP NEWCOM31639410513611,028SH SOLE 11,02800
FIESTA RESTAURANT GROUP INCCOM31660B1012055,973SH SOLE 5,97300
FIFTH & PAC COS INCCOM31664510087439,144SH SOLE 35,94400
FIFTH THIRD BANCORPCOM31677310033,2711,843,278SH SOLE 1,843,27800
FIFTH THIRD BANCORPCNV PFD DEP1/2503167732091,3728,860SH SOLE 8,86000
FINANCIAL ENGINES INCCOM3174851001,14925,199SH SOLE 14,79900
FINISAR CORPCOM NEW31787A5075,624331,778SH SOLE 331,77800
FINISAR CORPNOTE 5.000%10/131787AAK71,462800,000PRN SOLE 000
FINISH LINE INCCL A3179231001,11250,892SH SOLE 50,89200
FIRST AMERN FINL CORPCOM31847R1025,254238,400SH SOLE 129,40000
FIRST CASH FINL SVCS INCCOM31942D10790218,328SH SOLE 9,62800
FIRST COMWLTH FINL CORP PACOM31982910711,1861,517,797SH SOLE 1,009,89700
FIRST CTZNS BANCSHARES INC NCL A31946M1037874,098SH SOLE 4,09800
FIRST FINL BANCORP OHCOM32020910963242,414SH SOLE 27,95300
FIRST FINL BANKSHARESCOM32020R10962611,250SH SOLE 8,85000
FIRST FINL HLDGS INCCOM32023910612,466587,723SH SOLE 587,72300
FIRST INDUSTRIAL REALTY TRUSCOM32054K1035,867386,756SH SOLE 248,75600
FIRST M & F CORPCOM32074410515910,081SH SOLE 10,08100
FIRST MARBLEHEAD CORPCOM3207711088728,435SH SOLE 28,43500
FIRST MERCHANTS CORPCOM32081710920812,100SH SOLE 9,20000
FIRST MIDWEST BANCORP DELCOM3208671042,829206,175SH SOLE 149,37500
FIRST POTOMAC RLTY TRCOM33610F1092,601199,171SH SOLE 170,47900
FIRST SOLAR INCCOM33643310753,9631,206,406SH SOLE 1,193,10600
FIRST TR ENHANCED EQTY INC FCOM33731810975459,758SH SOLE 59,75800
FIRSTENERGY CORPCOM3379321072,21359,277SH SOLE 59,27700
FIRSTMERIT CORPCOM3379151021,21660,719SH SOLE 57,68700
FIRSTSERVICE CORPSDCV 6.500%12/333761NAA73,2802,800,000PRN SOLE 000
FISERV INCCOM33773810814,482165,674SH SOLE 165,67400
FIVE BELOW INCCOM33829M1019,098247,500SH SOLE 247,50000
FIVE STAR QUALITY CARE INCCOM33832D10632457,800SH SOLE 44,90000
FLAGSTAR BANCORP INCCOM PAR .00133793070596469,057SH SOLE 55,75700
FLEETCOR TECHNOLOGIES INCCOM33904110595111,696SH SOLE 11,69600
FLEXTRONICS INTL LTDORDY2573F10251,1376,606,800SH SOLE 6,326,60000
FLIR SYS INCCOM30244510111,747435,558SH SOLE 435,55800
FLOTEK INDS INC DELCOM34338910234619,274SH SOLE 6,37400
FLOW INTL CORPCOM3434681044211,400SH SOLE 11,40000
FLOWERS FOODS INCCOM3434981013,720168,696SH SOLE 168,69600
FLOWSERVE CORPCOM34354P10521,923405,900SH SOLE 400,80000
FLUOR CORP NEWCOM34341210210,681180,087SH SOLE 175,58700
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910612,765123,700SH SOLE 104,30000
FOOT LOCKER INCCOM34484910457,1481,626,767SH SOLE 1,626,76700
FORD MTR CO DELCOM PAR $0.0134537086037,6752,435,329SH SOLE 2,214,62900
FOREST LABS INCCOM34583810633,314812,534SH SOLE 812,53400
FOREST OIL CORPCOM PAR $0.013460917051,600391,300SH SOLE 336,80000
FORESTAR GROUP INCCOM34623310944322,100SH SOLE 9,20000
FORMFACTOR INCCOM3463751085,863868,569SH SOLE 504,86900
FORRESTER RESH INCCOM34656310966618,139SH SOLE 9,44300
FORTINET INCCOM34959E1095,064289,373SH SOLE 289,37300
FORTUNE BRANDS HOME & SEC INCOM34964C1063,48890,029SH SOLE 90,02900
FORWARD AIR CORPCOM3498531012697,030SH SOLE 4,23000
FOSSIL GROUP INCCOM34988V1068,74084,600SH SOLE 84,60000
FOSTER L B COCOM35006010970616,349SH SOLE 16,34900
FOSTER WHEELER AGCOMH271781047,592349,692SH SOLE 349,69200
FRANCO NEVADA CORPCOM35185810550814,200SH SOLE 14,20000
FRANKLIN ELEC INCCOM35351410287526,002SH SOLE 20,00200
FRANKLIN RES INCCOM35461310114,847109,154SH SOLE 109,15400
FRANKLIN STREET PPTYS CORPCOM35471R10664448,795SH SOLE 7,49500
FREDS INCCL A35610810011,751758,631SH SOLE 509,69300
FREEPORT-MCMORAN COPPER & GOCOM35671D85711,162404,284SH SOLE 404,28400
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10120715,300SH SOLE 15,30000
FREIGHTCAR AMER INCCOM35702310090253,106SH SOLE 34,10600
FRESH DEL MONTE PRODUCE INCORDG3673810526,989968,045SH SOLE 722,66600
FRONTIER COMMUNICATIONS CORPCOM35906A1082,335576,600SH SOLE 576,60000
FRONTLINE LTDSHSG3682E127279157,600SH SOLE 60,50000
FUELCELL ENERGY INCCOM35952H1062821,800SH SOLE 000
FULLER H B COCOM35969410656414,915SH SOLE 9,51500
FULTON FINL CORP PACOM3602711007,614663,260SH SOLE 663,26000
FURIEX PHARMACEUTICALS INCCOM36106P10138211,216SH SOLE 7,81600
G & K SVCS INCCL A36126810513,546284,571SH SOLE 205,58400
GALENA BIOPHARMA INCCOM363256108337151,700SH SOLE 85,90000
GALLAGHER ARTHUR J & COCOM3635761093,14672,000SH SOLE 72,00000
GAMESTOP CORP NEWCL A36467W109176,7514,205,348SH SOLE 3,900,04800
GANNETT INCCOM36473010140,8471,669,955SH SOLE 1,669,95500
GAP INC DELCOM364760108107,2252,569,489SH SOLE 2,430,28900
GARDNER DENVER INCCOM36555810542,479565,034SH SOLE 565,03400
GARMIN LTDSHSH2906T1092176,000SH SOLE 6,00000
GARTNER INCCOM36665110710,376182,073SH SOLE 182,07300
GENCO SHIPPING & TRADING LTDNOTE 5.000% 8/136869MAA3251900,000PRN SOLE 000
GENCORP INCCOM36868210098760,688SH SOLE 36,78800
GENCORP INCSDCV 4.062%12/3368682AN015,2118,250,000PRN SOLE 000
GENERAC HLDGS INCCOM3687361042,07956,170SH SOLE 37,87000
GENERAL CABLE CORP DEL NEWCOM36930010821,891711,896SH SOLE 711,89600
GENERAL CABLE CORP DEL NEWNOTE 0.875%11/1369300AD013,60813,625,000PRN SOLE 000
GENERAL CABLE CORP DEL NEWFRNT 4.500%11/1369300AL221,57219,500,000PRN SOLE 000
GENERAL DYNAMICS CORPCOM3695501087,908100,952SH SOLE 100,95200
GENERAL ELECTRIC COCOM369604103187,3918,080,674SH SOLE 7,454,87400
GENERAL GROWTH PPTYS INC NEWCOM3700231039,838495,139SH SOLE 468,93900
GENERAL MLS INCCOM37033410422,054454,439SH SOLE 454,43900
GENERAL MTRS COCOM37045V1004,290128,784SH SOLE 128,78400
GENESCO INCCOM3715321024867,249SH SOLE 7,24900
GENESEE & WYO INCCL A3715591052,32727,430SH SOLE 11,30000
GENESEE & WYO INCUNIT 10/01/20153715592043,73331,075SH SOLE 31,07500
GENESIS ENERGY L PUNIT LTD PARTN3719271045019,660SH SOLE 9,66000
GENTEX CORPCOM37190110973832,000SH SOLE 32,00000
GENTIVA HEALTH SERVICES INCCOM37247A10210,6701,071,289SH SOLE 686,18900
GENUINE PARTS COCOM37246010516,306208,862SH SOLE 208,86200
GENWORTH FINL INCCOM CL A37247D10614,8311,299,843SH SOLE 1,299,84300
GEO GROUP INCCOM36159R1037,156210,783SH SOLE 116,88300
GEOSPACE TECHNOLOGIES CORPCOM37364X10972710,520SH SOLE 6,32000
GERDAU S ASPON ADR REP PFD37373710535361,800SH SOLE 61,80000
GETTY RLTY CORP NEWCOM3742971091,80087,159SH SOLE 57,47900
GFI GROUP INCCOM36165220932697,406SH SOLE 97,40600
GIBRALTAR INDS INCCOM3746891074,290294,618SH SOLE 200,53000
G-III APPAREL GROUP LTDCOM36237H1011,84038,239SH SOLE 19,53900
GILEAD SCIENCES INCCOM37555810331,429613,737SH SOLE 613,73700
GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP878,76634,775,000PRN SOLE 000
GLACIER BANCORP INC NEWCOM37637Q10554624,600SH SOLE 16,00000
GLADSTONE CAPITAL CORPCOM3765351009011,000SH SOLE 7,30000
GLADSTONE INVT CORPCOM3765461079813,320SH SOLE 10,12000
GLATFELTERCOM3773161043,296131,318SH SOLE 81,65900
GLIMCHER RLTY TRSH BEN INT37930210289782,132SH SOLE 59,93200
GLOBAL CASH ACCESS HLDGS INCCOM3789671033,185508,828SH SOLE 196,92800
GLOBAL INDEMNITY PLCSHSG393191014312,205SH SOLE 12,20500
GLOBAL PMTS INCCOM37940X1023858,322SH SOLE 8,32200
GLU MOBILE INCCOM3798901068739,754SH SOLE 39,75400
GNC HLDGS INCCOM CL A36191G10784519,104SH SOLE 19,10400
GOLAR LNG LTD BERMUDASHSG9456A1001,11635,008SH SOLE 35,00800
GOLD FIELDS LTD NEWSPONSORED ADR38059T1062,969565,580SH SOLE 538,48000
GOLDCORP INC NEWCOM38095640967327,200SH SOLE 27,20000
GOLDCORP INC NEWNOTE 2.000% 8/0380956AB8507500,000PRN SOLE 000
GOLDMAN SACHS GROUP INCCOM38141G104157,9961,044,601SH SOLE 972,40100
GOODRICH PETE CORPNOTE 5.000%10/0382410AC2673675,000PRN SOLE 000
GOODYEAR TIRE & RUBR COCOM38255010128,7691,881,540SH SOLE 1,859,54000
GOOGLE INCCL A38259P508194,585221,026SH SOLE 202,82600
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A1034,771189,156SH SOLE 115,55600
GRACE W R & CO DEL NEWCOM38388F10830,502362,945SH SOLE 362,94500
GRAFTECH INTL LTDCOM38431310217223,583SH SOLE 23,58300
GRAINGER W W INCCOM3848021045,74222,768SH SOLE 22,76800
GRAMERCY PPTY TR INCCOM38489R10018340,653SH SOLE 27,15300
GRAND CANYON ED INCCOM38526M1061,77555,068SH SOLE 23,06800
GRANITE CONSTR INCCOM3873281072,41781,200SH SOLE 49,90000
GRAPHIC PACKAGING HLDG COCOM38868910124731,851SH SOLE 20,45100
GRAY TELEVISION INCCOM389375106798110,835SH SOLE 76,93500
GREAT LAKES DREDGE & DOCK COCOM39060710931139,800SH SOLE 33,50000
GREATBATCH INCCOM39153L1064,450135,707SH SOLE 107,80700
GREEN MTN COFFEE ROASTERS INCOM3931221069,559127,346SH SOLE 127,34600
GREEN PLAINS RENEWABLE ENERGCOM3932221044,751356,716SH SOLE 214,51600
GREEN PLAINS RENEWABLE ENERGNOTE 5.750%11/0393222AB06,7355,850,000PRN SOLE 000
GREENHILL & CO INCCOM3952591046,925151,400SH SOLE 140,10000
GRIFFON CORPCOM39843310210812,048SH SOLE 12,04800
GROUPON INCCOM CL A3994731079911,700SH SOLE 11,70000
GRUPO TELEVISA SASPON ADR REP ORD40049J20613,120528,173SH SOLE 494,47300
GT ADVANCED TECHNOLOGIES INCNOTE 3.000%10/036191UAA46,0837,125,000PRN SOLE 000
GTX INC DELCOM40052B10812318,600SH SOLE 000
GUESS INCCOM40161710525,746829,700SH SOLE 829,70000
GUIDEWIRE SOFTWARE INCCOM40171V10088821,112SH SOLE 13,61200
GULF ISLAND FABRICATION INCCOM40230710229515,390SH SOLE 11,89000
GULFPORT ENERGY CORPCOM NEW4026353041,58233,606SH SOLE 33,60600
H & E EQUIPMENT SERVICES INCCOM4040301081,32362,789SH SOLE 33,88900
HAEMONETICS CORPCOM4050241002566,200SH SOLE 6,20000
HAIN CELESTIAL GROUP INCCOM4052171004997,680SH SOLE 7,68000
HALLIBURTON COCOM40621610111,109266,273SH SOLE 266,27300
HALOZYME THERAPEUTICS INCCOM40637H10916220,400SH SOLE 000
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T10514711,110SH SOLE 11,11000
HANESBRANDS INCCOM4103451022,56149,800SH SOLE 49,80000
HANGER INCCOM NEW41043F2081,14436,161SH SOLE 19,56100
HANMI FINL CORPCOM NEW41049520447927,083SH SOLE 19,88300
HANOVER INS GROUP INCCOM4108671056,669136,293SH SOLE 136,29300
HARBINGER GROUP INCCOM41146A10652269,228SH SOLE 49,82800
HARLEY DAVIDSON INCCOM41282210883915,300SH SOLE 15,30000
HARMAN INTL INDS INCCOM41308610923,072425,685SH SOLE 425,68500
HARMONIC INCCOM4131601023,240510,194SH SOLE 303,39400
HARMONY GOLD MNG LTDSPONSORED ADR4132163003,009789,700SH SOLE 789,70000
HARRIS CORP DELCOM4138751055,782117,400SH SOLE 117,40000
HARRIS TEETER SUPERMARKETS ICOM4145851091,40129,900SH SOLE 27,50000
HARSCO CORPCOM41586410714,683633,156SH SOLE 633,15600
HARTFORD FINL SVCS GROUP INCCOM41651510432,8471,062,315SH SOLE 1,062,31500
HARVEST NATURAL RESOURCES INCOM41754V10315650,478SH SOLE 50,47800
HASBRO INCCOM41805610714,200316,748SH SOLE 316,74800
HATTERAS FINL CORPCOM41902R1031,01341,131SH SOLE 41,13100
HAVERTY FURNITURE INCCOM41959610185537,171SH SOLE 35,67100
HAWAIIAN ELEC INDUSTRIESCOM41987010039015,400SH SOLE 15,40000
HAWAIIAN HOLDINGS INCCOM41987910139664,800SH SOLE 64,80000
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD3439400,000PRN SOLE 000
HAYNES INTERNATIONAL INCCOM NEW4208772015,736119,826SH SOLE 100,84400
HCA HOLDINGS INCCOM40412C10113,086362,904SH SOLE 362,90400
HCC INS HLDGS INCCOM40413210211,338263,012SH SOLE 263,01200
HCI GROUP INCCOM40416E10365821,413SH SOLE 14,81300
HCP INCCOM40414L10922,621497,812SH SOLE 468,31200
HDFC BANK LTDADR REPS 3 SHS40415F10163,1371,742,200SH SOLE 1,688,70000
HEADWATERS INCCOM42210P1024,954560,416SH SOLE 245,11600
HEALTH CARE REIT INCCOM42217K10619,030283,896SH SOLE 267,99600
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR734,43325,975,000PRN SOLE 000
HEALTH MGMT ASSOC INC NEWCL A42193310294960,375SH SOLE 60,37500
HEALTH NET INCCOM42222G10827,328858,817SH SOLE 858,81700
HEALTHCARE RLTY TRCOM4219461044,666182,973SH SOLE 138,08400
HEALTHCARE SVCS GRP INCCOM42190610870728,818SH SOLE 19,71800
HEALTHSOUTH CORPCOM NEW4219243091,18941,268SH SOLE 32,96800
HEALTHSTREAM INCCOM42222N10363925,255SH SOLE 17,85500
HEALTHWAYS INCCOM42224510022512,934SH SOLE 12,93400
HECLA MNG COCOM4227041062,164726,276SH SOLE 642,87600
HEIDRICK & STRUGGLES INTL INCOM42281910238313,604SH SOLE 13,60400
HELEN OF TROY CORP LTDCOMG4388N1068,655225,561SH SOLE 172,06100
HELIX ENERGY SOLUTIONS GRP ICOM42330P10724,1051,046,234SH SOLE 979,53400
HELMERICH & PAYNE INCCOM42345210113,328213,420SH SOLE 213,42000
HENRY JACK & ASSOC INCCOM4262811012,02943,049SH SOLE 43,04900
HERCULES OFFSHORE INCCOM427093109945134,209SH SOLE 91,30900
HERCULES TECH GROWTH CAP INCCOM4270965082,394171,724SH SOLE 118,12400
HERSHA HOSPITALITY TRSH BEN INT A4278251041,402248,502SH SOLE 187,30200
HERSHEY COCOM42786610850,712568,009SH SOLE 560,80900
HERTZ GLOBAL HOLDINGS INCCOM42805T1052,26991,492SH SOLE 91,49200
HERTZ GLOBAL HOLDINGS INCNOTE 5.250% 6/042805TAA3157,40052,325,000PRN SOLE 000
HESS CORPCOM42809H107118,0551,775,530SH SOLE 1,661,83000
HEWLETT PACKARD COCOM4282361036,731271,400SH SOLE 271,40000
HEXCEL CORP NEWCOM42829110860617,809SH SOLE 17,80900
HF2 FINL MGMT INCCL A40421A10416,4291,625,000SH SOLE 1,625,00000
HFF INCCL A40418F10851829,152SH SOLE 9,25200
HHGREGG INCCOM42833L1086,610413,890SH SOLE 261,19000
HIBBETT SPORTS INCCOM42856710162611,272SH SOLE 3,37200
HIGHWOODS PPTYS INCCOM4312841081,33137,387SH SOLE 24,08700
HILL ROM HLDGS INCCOM43147510230,117894,199SH SOLE 894,19900
HILLENBRAND INCCOM43157110832213,564SH SOLE 7,26400
HILLSHIRE BRANDS COCOM43258910941,3561,250,186SH SOLE 1,250,18600
HILLTOP HOLDINGS INCCOM43274810182550,280SH SOLE 35,08000
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P1066,0031,150,069SH SOLE 1,150,06900
HI-TECH PHARMACAL INCCOM42840B1012,39372,077SH SOLE 37,87700
HITTITE MICROWAVE CORPCOM43365Y1041,33022,928SH SOLE 22,92800
HNI CORPCOM4042511001,05929,352SH SOLE 26,25200
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN4357631073639,530SH SOLE 9,53000
HOLLYFRONTIER CORPCOM43610610852,7191,232,320SH SOLE 1,155,32000
HOLOGIC INCCOM43644010165634,000SH SOLE 34,00000
HOLOGIC INCFRNT 2.000%12/1436440AA91,0051,000,000PRN SOLE 000
HOME BANCSHARES INCCOM4368932003,671141,374SH SOLE 75,37400
HOME DEPOT INCCOM437076102115,4061,489,687SH SOLE 1,405,98700
HOME LN SERVICING SOLUTIONSORD SHSG6648D1097,896329,396SH SOLE 315,89600
HOME PROPERTIES INCCOM4373061033,57554,692SH SOLE 54,69200
HOMESTREET INCCOM43785V10223711,065SH SOLE 7,76500
HONEYWELL INTL INCCOM43851610628,551359,851SH SOLE 359,85100
HORACE MANN EDUCATORS CORP NCOM44032710426,2821,078,011SH SOLE 760,31900
HORMEL FOODS CORPCOM44045210026,345682,878SH SOLE 682,87800
HORNBECK OFFSHORE SVCS INC NCOM4405431062003,744SH SOLE 3,74400
HORNBECK OFFSHORE SVCS INC NFRNT 1.625%11/1440543AE611,99810,400,000PRN SOLE 000
HORSEHEAD HLDG CORPCOM4406943052,659207,587SH SOLE 179,98700
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1021,91672,893SH SOLE 72,89300
HOST HOTELS & RESORTS INCCOM44107P10412,519742,109SH SOLE 691,50900
HOVNANIAN ENTERPRISES INCCL A4424872035,562991,415SH SOLE 559,91500
HOVNANIAN ENTERPRISES INCUNIT 99/99/999944248W20856520,000SH SOLE 20,00000
HOWARD HUGHES CORPCOM44267D1073793,381SH SOLE 3,38100
HSN INCCOM40430310961411,432SH SOLE 10,98700
HUBBELL INCCL B44351020112,850129,796SH SOLE 129,79600
HUDSON CITY BANCORPCOM443683107140,75515,366,307SH SOLE 15,366,30700
HUDSON PAC PPTYS INCCOM44409710933715,858SH SOLE 12,05800
HUMANA INCCOM44485910279,067937,034SH SOLE 902,43400
HUNT J B TRANS SVCS INCCOM4456581071,35818,800SH SOLE 18,80000
HUNTINGTON BANCSHARES INCCOM44615010433,1654,208,770SH SOLE 4,208,77000
HUNTINGTON BANCSHARES INCPFD CONV SER A446150401980800SH SOLE 80000
HUNTINGTON INGALLS INDS INCCOM4464131061,16320,600SH SOLE 20,60000
HUNTSMAN CORPCOM44701110716,7401,010,885SH SOLE 1,010,88500
HUTCHINSON TECHNOLOGY INCCOM44840710629963,215SH SOLE 43,91500
HYATT HOTELS CORPCOM CL A44857910240810,100SH SOLE 10,10000
HYDE PK ACQUISITION CORP IICOM44864010214,2201,390,000SH SOLE 1,390,00000
HYSTER YALE MATLS HANDLING ICL A4491721051,23419,660SH SOLE 16,55400
IAC INTERACTIVECORPCOM PAR $.00144919P50845,878964,631SH SOLE 964,63100
IAMGOLD CORPCOM45091310812528,900SH SOLE 28,90000
ICF INTL INCCOM44925C1032748,707SH SOLE 8,70700
ICICI BK LTDADR45104G10438,3261,001,987SH SOLE 985,98700
ICONIX BRAND GROUP INCCOM4510551071,15139,130SH SOLE 22,93000
ICU MED INCCOM44930G10710,333143,388SH SOLE 86,78800
IDACORP INCCOM4511071061,17024,500SH SOLE 24,50000
IDEX CORPCOM45167R1042534,700SH SOLE 4,70000
IDEXX LABS INCCOM45168D1041,54517,206SH SOLE 17,20600
IDT CORPCL B NEW44894750736119,300SH SOLE 12,10000
IHS INCCL A4517341074284,100SH SOLE 4,10000
ILLINOIS TOOL WKS INCCOM4523081094,91671,075SH SOLE 71,07500
ILLUMINA INCCOM4523271091,44419,300SH SOLE 19,30000
IMMERSION CORPCOM45252110745934,670SH SOLE 20,97000
IMMUNOGEN INCCOM45253H10138423,127SH SOLE 12700
IMMUNOMEDICS INCCOM45290710816931,000SH SOLE 19,80000
IMPAX LABORATORIES INCCOM45256B1011,97398,900SH SOLE 44,80000
IMPERIAL OIL LTDCOM NEW45303840855814,600SH SOLE 14,60000
INCONTACT INCCOM45336E10929235,495SH SOLE 14,89500
INCYTE CORPCOM45337C10226612,097SH SOLE 12,09700
INFINERA CORPORATIONCOM45667G10330328,400SH SOLE 17,70000
INFINITY CROSS BORDER ACQUISSHSG4772R1012,597330,000SH SOLE 330,00000
INFINITY PHARMACEUTICALS INCCOM45665G30391256,098SH SOLE 32,89800
INFINITY PPTY & CAS CORPCOM45665Q10312,885215,617SH SOLE 133,03000
INFORMATICA CORPCOM45666Q10289825,664SH SOLE 25,66400
INFOSYS LTDSPONSORED ADR45678810862,7491,523,415SH SOLE 1,466,41500
ING GLOBAL EQTY DIV & PREM OCOM45684E1071,140121,634SH SOLE 121,63400
ING RISK MANAGED NAT RES FDCOM44981010015814,578SH SOLE 14,57800
INGRAM MICRO INCCL A45715310432,3561,703,828SH SOLE 1,703,82800
INGREDION INCCOM45718710230,136459,250SH SOLE 459,25000
INLAND REAL ESTATE CORPCOM NEW45746120014,0791,377,587SH SOLE 955,60400
INLAND REAL ESTATE CORPNOTE 5.000%11/1457461AC5210198,000PRN SOLE 000
INNERWORKINGS INCCOM45773Y10521419,764SH SOLE 13,16400
INNOPHOS HOLDINGS INCCOM45774N10864413,647SH SOLE 11,64700
INNOSPEC INCCOM45768S10511,556287,612SH SOLE 158,21200
INPHI CORPCOM45772F10724822,500SH SOLE 2,50000
INSIGHT ENTERPRISES INCCOM45765U10312,453701,986SH SOLE 478,59500
INSMED INCCOM PAR $.0145766930768056,890SH SOLE 35,39000
INSPERITY INCCOM45778Q1073,818126,015SH SOLE 51,21500
INSPIREMD INCCOM NEW45779A3094922,322SH SOLE 22,32200
INSULET CORPCOM45784P10177424,634SH SOLE 15,83400
INTEGRATED DEVICE TECHNOLOGYCOM45811810644155,488SH SOLE 55,48800
INTEGRATED SILICON SOLUTIONCOM45812P10714212,974SH SOLE 7,67400
INTEGRYS ENERGY GROUP INCCOM45822P1053,59661,439SH SOLE 61,43900
INTEL CORPCOM45814010051,4132,122,756SH SOLE 1,983,05600
INTER PARFUMS INCCOM45833410937113,000SH SOLE 6,60000
INTERACTIVE INTELLIGENCE GROCOM45841V1092685,200SH SOLE 3,20000
INTERCEPT PHARMACEUTICALS INCOM45845P1081,12125,000SH SOLE 25,00000
INTERCONTINENTALEXCHANGE INCCOM45865V1004292,412SH SOLE 2,41200
INTERDIGITAL INCCOM45867G1013,54179,300SH SOLE 70,80000
INTERFACE INCCOM45866530457033,600SH SOLE 18,40000
INTERMEC INCCOM45878610042,6224,335,939SH SOLE 4,243,13900
INTERNATIONAL BANCSHARES CORCOM45904410311,166494,527SH SOLE 348,27200
INTERNATIONAL BUSINESS MACHSCOM459200101101,834532,855SH SOLE 482,15500
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,30117,304SH SOLE 17,30400
INTERNATIONAL GAME TECHNOLOGCOM4599021026,741403,387SH SOLE 403,38700
INTERNATIONAL GAME TECHNOLOGNOTE 3.250% 5/0459902AQ51,0681,000,000PRN SOLE 000
INTEROIL CORPCOM4609511063,37148,500SH SOLE 48,50000
INTERPUBLIC GROUP COS INCCOM46069010023,7741,633,952SH SOLE 1,633,95200
INTERVAL LEISURE GROUP INCCOM46113M10835918,000SH SOLE 14,50000
INTL PAPER COCOM46014610317,557396,238SH SOLE 353,83800
INTREPID POTASH INCCOM46121Y1021,78493,644SH SOLE 93,64400
INTUITCOM4612021032,19836,016SH SOLE 36,01600
INTUITIVE SURGICAL INCCOM NEW46120E6026771,336SH SOLE 1,33600
INVACARE CORPCOM4612031014,820335,689SH SOLE 242,19100
INVACARE CORPSDCV 4.125% 2/0461203AD32,3842,500,000PRN SOLE 000
INVESCO BD FDCOM46132L10787847,887SH SOLE 47,88700
INVESCO LTDSHSG491BT10825,360797,500SH SOLE 770,90000
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,54293,100SH SOLE 59,70000
INVESTMENT TECHNOLOGY GRP NECOM46145F10512,660905,590SH SOLE 588,69000
INVESTORS BANCORP INCCOM46146P10240519,191SH SOLE 13,99100
INVESTORS REAL ESTATE TRSH BEN INT4617301033,147365,884SH SOLE 309,65100
ION GEOPHYSICAL CORPCOM4620441081,166193,742SH SOLE 193,74200
IPG PHOTONICS CORPCOM44980X1093125,133SH SOLE 5,13300
IRON MTN INCCOM4628461061,32949,926SH SOLE 49,92600
ISIS PHARMACEUTICALS INCCOM4643301091,22745,672SH SOLE 28,57200
ISTAR FINL INCNOTE 3.000%11/145031UBR15,5284,650,000PRN SOLE 000
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210620,1701,561,132SH SOLE 1,316,25200
ITC HLDGS CORPCOM4656851056887,537SH SOLE 7,53700
ITRON INCCOM4657411069,447222,647SH SOLE 222,64700
ITT CORP NEWCOM NEW45091120131,9871,087,618SH SOLE 1,087,61800
ITT EDUCATIONAL SERVICES INCCOM45068B1097,680314,735SH SOLE 314,73500
IXIACOM45071R1091,15862,925SH SOLE 30,72500
J & J SNACK FOODS CORPCOM4660321091,01813,084SH SOLE 3,58400
J2 GLOBAL INCCOM48123V1021,34231,580SH SOLE 21,88000
JABIL CIRCUIT INCCOM46631310327,8701,367,502SH SOLE 1,367,50200
JACK IN THE BOX INCCOM4663671092,32659,190SH SOLE 33,09000
JACOBS ENGR GROUP INC DELCOM4698141071,52127,591SH SOLE 27,59100
JAKKS PAC INCCOM47012E10622319,787SH SOLE 16,82900
JAMBA INCCOM NEW47023A30917411,680SH SOLE 11,68000
JAMES RIVER COAL COCOM NEW47035520714378,800SH SOLE 78,80000
JANUS CAP GROUP INCCOM47102X1059310,972SH SOLE 10,97200
JARDEN CORPCOM47110910814,744336,995SH SOLE 336,99500
JDS UNIPHASE CORPCOM PAR $0.00146612J5076,944482,872SH SOLE 482,87200
JETBLUE AIRWAYS CORPCOM47714310111,9247,407,300SH SOLE 71,40000
JETBLUE AIRWAYS CORPDBCV 5.500%10/1477143AD36,3734,500,000PRN SOLE 000
JOES JEANS INCCOM47777N1013018,100SH SOLE 000
JOHN BEAN TECHNOLOGIES CORPCOM4778391042,507119,315SH SOLE 48,11500
JOHN HANCOCK HDG EQ & INC FDCOM47804L1021,47087,023SH SOLE 87,02300
JOHNSON & JOHNSONCOM478160104197,0632,295,161SH SOLE 2,107,28900
JOHNSON CTLS INCCOM4783661071,78249,800SH SOLE 49,80000
JONES GROUP INCCOM48020T10114410,499SH SOLE 10,49900
JONES LANG LASALLE INCCOM48020Q1075,57861,200SH SOLE 61,20000
JOS A BANK CLOTHIERS INCCOM48083810183120,118SH SOLE 20,11800
JOURNAL COMMUNICATIONS INCCL A48113010223030,727SH SOLE 20,62700
JOY GLOBAL INCCOM48116510891718,900SH SOLE 18,90000
JPMORGAN CHASE & COCOM46625H100229,1854,341,441SH SOLE 3,977,64100
JUNIPER NETWORKS INCCOM48203R10491347,300SH SOLE 47,30000
KADANT INCCOM48282T1041,66055,008SH SOLE 51,30800
KAISER ALUMINUM CORPCOM PAR $0.014830077042,26236,522SH SOLE 31,22200
KANSAS CITY SOUTHERNCOM NEW4851703024,91446,373SH SOLE 46,37300
KAPSTONE PAPER & PACKAGING CCOM48562P1031,20329,946SH SOLE 17,94600
KAR AUCTION SVCS INCCOM48238T1092,823123,429SH SOLE 123,42900
KB HOMECOM48666K1093,209163,481SH SOLE 142,88100
KBR INCCOM48242W10644,4191,366,733SH SOLE 1,366,73300
KCAP FINL INCCOM48668E10146841,600SH SOLE 23,90000
KELLOGG COCOM4878361088,124126,482SH SOLE 126,48200
KELLY SVCS INCCL A4881522081,56889,770SH SOLE 63,17000
KEMET CORPCOM NEW4883602072,034494,999SH SOLE 391,59900
KEMPER CORP DELCOM48840110086825,336SH SOLE 23,33600
KENNAMETAL INCCOM48917010041510,700SH SOLE 10,70000
KERYX BIOPHARMACEUTICALS INCCOM492515101833111,579SH SOLE 72,07900
KEY ENERGY SVCS INCCOM49291410640668,198SH SOLE 68,19800
KEYCORP NEWCOM493267108136,84512,395,419SH SOLE 11,637,71900
KEYCORP NEWPFD 7.75% SR A4932674053,11925,000SH SOLE 25,00000
KEYNOTE SYS INCCOM4933081001,84993,576SH SOLE 91,57600
KEYW HLDG CORPCOM49372310047235,619SH SOLE 22,71900
KFORCE INCCOM4937321016,696458,651SH SOLE 268,65100
KILROY RLTY CORPCOM49427F10875314,200SH SOLE 14,20000
KIMBERLY CLARK CORPCOM494368103141,3231,454,840SH SOLE 1,381,74000
KIMCO RLTY CORPCOM49446R1097,958371,341SH SOLE 347,14100
KINDER MORGAN ENERGY PARTNERUT LTD PARTNER4945501066367,451SH SOLE 7,45100
KINDER MORGAN INC DELCOM49456B1013,36588,207SH SOLE 88,20700
KINDRED HEALTHCARE INCCOM4945801031,14987,483SH SOLE 55,58300
KINROSS GOLD CORPCOM NO PAR496902404990194,100SH SOLE 194,10000
KIRBY CORPCOM4972661063794,766SH SOLE 4,76600
KIRKLANDS INCCOM49749810592853,778SH SOLE 53,77800
KITE RLTY GROUP TRCOM49803T10219933,068SH SOLE 14,46800
KLA-TENCOR CORPCOM48248010062,5501,122,383SH SOLE 1,082,28300
KNIGHT CAP GROUP INCCL A COM4990051061,631454,452SH SOLE 454,45200
KNIGHT CAP GROUP INCNOTE 3.500% 3/1499005AE623,10123,000,000PRN SOLE 000
KNOLL INCCOM NEW49890420015911,200SH SOLE 11,20000
KODIAK OIL & GAS CORPCOM50015Q1002,755309,862SH SOLE 225,26200
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB76,3594,625,000PRN SOLE 000
KOHLS CORPCOM5002551044,74893,998SH SOLE 93,99800
KOPPERS HOLDINGS INCCOM50060P1062,31560,638SH SOLE 45,83800
KORN FERRY INTLCOM NEW50064320099753,215SH SOLE 38,61500
KRATON PERFORMANCE POLYMERSCOM50077C1062,861134,971SH SOLE 93,47100
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20757188,092SH SOLE 88,09200
KRISPY KREME DOUGHNUTS INCCOM5010141047,342420,725SH SOLE 229,12500
KROGER COCOM50104410141,4081,198,835SH SOLE 1,198,83500
KT CORPSPONSORED ADR48268K10114,858957,321SH SOLE 934,92100
KULICKE & SOFFA INDS INCCOM5012421016,081549,824SH SOLE 549,82400
L BRANDS INCCOM5017971043,61273,339SH SOLE 73,33900
L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW719,08418,675,000PRN SOLE 000
L-3 COMMUNICATIONS HLDGS INCCOM50242410434,972407,880SH SOLE 385,28000
LA Z BOY INCCOM5053361076,991344,875SH SOLE 338,47500
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,52915,276SH SOLE 15,27600
LACLEDE GROUP INCCOM5055971045,131112,379SH SOLE 69,30200
LAKELAND FINL CORPCOM51165610035312,716SH SOLE 7,71600
LAM RESEARCH CORPCOM51280710894721,353SH SOLE 21,35300
LAMAR ADVERTISING COCL A51281510168615,800SH SOLE 15,80000
LANCASTER COLONY CORPCOM5138471037,10291,063SH SOLE 45,22600
LANDSTAR SYS INCCOM5150981014,61789,641SH SOLE 89,64100
LAS VEGAS SANDS CORPCOM5178341071,60230,269SH SOLE 30,26900
LASALLE HOTEL PPTYSCOM SH BEN INT5179421082,11285,487SH SOLE 76,45400
LAUDER ESTEE COS INCCL A5184391046,32096,086SH SOLE 96,08600
LAYNE CHRISTENSEN COCOM52105010436518,700SH SOLE 000
LAZARD GLB TTL RET&INCM FD ICOM52106W10331419,239SH SOLE 19,23900
LCA-VISION INCCOM PAR $.00150180330812010,551SH SOLE 10,55100
LEAP WIRELESS INTL INCCOM NEW52186330824836,900SH SOLE 36,90000
LEAPFROG ENTERPRISES INCCL A52186N10614514,701SH SOLE 6,40100
LEAR CORPCOM NEW5218652042,82246,668SH SOLE 46,66800
LEGG MASON INCCOM5249011053,451111,300SH SOLE 111,30000
LEGGETT & PLATT INCCOM52466010783026,700SH SOLE 26,70000
LENDER PROCESSING SVCS INCCOM52602E10252,3971,619,700SH SOLE 1,619,70000
LENNAR CORPCL A5260571043,23389,712SH SOLE 89,71200
LENNAR CORPCL B5260573022518,871SH SOLE 8,87100
LENNOX INTL INCCOM5261071073,69357,220SH SOLE 57,22000
LEUCADIA NATL CORPCOM52728810420,667788,200SH SOLE 747,50000
LEUCADIA NATL CORPNOTE 3.750% 4/1527288AX212,94410,207,000PRN SOLE 000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3084,240201,122SH SOLE 201,12200
LEVEL 3 COMMUNICATIONS INCNOTE 7.000% 3/152729NBP45,4414,655,000PRN SOLE 000
LEVEL 3 COMMUNICATIONS INCNOTE 6.500%10/052729NBR035,50425,927,000PRN SOLE 000
LEXINGTON REALTY TRUSTCOM5290431014,074348,766SH SOLE 288,16600
LEXMARK INTL NEWCL A52977110712,601412,200SH SOLE 412,20000
LG DISPLAY CO LTDSPONS ADR REP50186V1022,214186,500SH SOLE 186,50000
LHC GROUP INCCOM50187A1074,186213,775SH SOLE 115,37500
LIBERTY INTERACTIVE CORPINT COM SER A53071M1041,06846,400SH SOLE 46,40000
LIBERTY PPTY TRSH BEN INT5311721042,27961,650SH SOLE 61,65000
LIFE TECHNOLOGIES CORPCOM53217V10962,945850,497SH SOLE 840,79700
LIFEPOINT HOSPITALS INCCOM53219L1098,475173,529SH SOLE 173,52900
LIGAND PHARMACEUTICALS INCCOM NEW53220K50448612,979SH SOLE 8,57900
LILLY ELI & COCOM532457108190,5023,878,291SH SOLE 3,639,69100
LIMELIGHT NETWORKS INCCOM53261M1042,2801,013,540SH SOLE 535,64000
LIN TV CORPCL A5327741061,08370,814SH SOLE 55,51400
LINCOLN EDL SVCS CORPCOM53353510014227,000SH SOLE 17,60000
LINCOLN ELEC HLDGS INCCOM5339001061,14019,902SH SOLE 19,90200
LINCOLN NATL CORP INDCOM53418710942,7451,172,062SH SOLE 1,153,26200
LINCOLN NATL CORP IND*W EXP 07/10/2015341871173,976147,550SH SOLE 147,55000
LINDSAY CORPCOM5355551066979,300SH SOLE 2,90000
LINEAR TECHNOLOGY CORPCOM53567810699026,864SH SOLE 26,86400
LINKEDIN CORPCOM CL A53578A1082,72215,265SH SOLE 15,26500
LIONBRIDGE TECHNOLOGIES INCCOM5362521093110,600SH SOLE 000
LIONS GATE ENTMNT CORPCOM NEW53591920362122,598SH SOLE 2,99800
LITHIA MTRS INCCL A5367971031,88035,269SH SOLE 27,46900
LITTELFUSE INCCOM5370081041,11915,000SH SOLE 9,10000
LIVE NATION ENTERTAINMENT INCOM5380341093,666236,500SH SOLE 195,00000
LIVEPERSON INCCOM53814610123025,697SH SOLE 20,69700
LKQ CORPCOM5018892083,458134,302SH SOLE 134,30200
LOCKHEED MARTIN CORPCOM5398301095,35849,404SH SOLE 49,40400
LOEWS CORPCOM54042410832,133723,720SH SOLE 701,82000
LORAL SPACE & COMMUNICATNS ICOM5438811068,002133,413SH SOLE 93,61300
LORILLARD INCCOM54414710193021,299SH SOLE 21,29900
LOUISIANA PAC CORPCOM5463471051,18279,909SH SOLE 79,50900
LOWES COS INCCOM54866110772,1921,765,086SH SOLE 1,721,38600
LSB INDS INCCOM50216010477525,479SH SOLE 8,37900
LSI CORPORATIONCOM50216110243,9366,153,472SH SOLE 6,153,47200
LTC PPTYS INCCOM5021751029,679247,863SH SOLE 167,87600
LTX-CREDENCE CORPCOM NEW5024032073,044508,114SH SOLE 319,58100
LUFKIN INDS INCCOM54976410819,830224,145SH SOLE 219,74500
LULULEMON ATHLETICA INCCOM5500211091,50022,900SH SOLE 22,90000
LUMBER LIQUIDATORS HLDGS INCCOM55003T1071,83823,605SH SOLE 16,90500
LYDALL INC DELCOM55081910620013,699SH SOLE 9,29900
LYONDELLBASELL INDUSTRIES NSHS - A -N53745100197,9372,987,277SH SOLE 2,802,37700
M & T BK CORPCOM55261F10440,259360,262SH SOLE 340,56200
M D C HLDGS INCCOM5526761081,66751,279SH SOLE 37,57900
M/I HOMES INCNOTE 3.250% 9/155292PAA33,6522,975,000PRN SOLE 000
M/I HOMES INCNOTE 3.000% 3/055292PAB13,1183,000,000PRN SOLE 000
M/I HOMES INCCOM55305B1011,37359,786SH SOLE 19,58600
MACERICH COCOM5543821016,486106,388SH SOLE 99,08800
MACK CALI RLTY CORPCOM5544891041,09944,872SH SOLE 44,87200
MACQUARIE INFRASTR CO LLCMEMBERSHIP INT55608B1054578,548SH SOLE 6,64800
MACYS INCCOM55616P10490,8671,893,055SH SOLE 1,796,95500
MADDEN STEVEN LTDCOM5562691081,09522,632SH SOLE 22,63200
MADISON CVRED CALL & EQ STRCOM5574371001,087137,018SH SOLE 137,01800
MADISON SQUARE GARDEN COCL A55826P1001,03617,491SH SOLE 17,49100
MAGELLAN HEALTH SVCS INCCOM NEW55907920711,013196,373SH SOLE 185,93600
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801064748,690SH SOLE 8,69000
MAGICJACK VOCALTEC LTDSHSM6787E10184459,500SH SOLE 25,30000
MAGNA INTL INCCOM5592224012,98441,900SH SOLE 41,90000
MAGNACHIP SEMICONDUCTOR CORPCOM55933J20351928,400SH SOLE 28,40000
MAGNUM HUNTER RES CORP DELCOM55973B10212333,600SH SOLE 000
MAIDEN HOLDINGS LTDSHSG5753U11229125,947SH SOLE 16,14700
MAIDENFORM BRANDS INCCOM56030510475143,332SH SOLE 16,53200
MAIN STREET CAPITAL CORPCOM56035L10467924,517SH SOLE 13,91700
MANHATTAN ASSOCS INCCOM5627501096,59185,416SH SOLE 41,80900
MANITOWOC INCCOM56357110872640,544SH SOLE 40,54400
MANNKIND CORPCOM56400P2012,097322,572SH SOLE 244,67200
MANNKIND CORPNOTE 3.750%12/156400PAA01,8081,850,000PRN SOLE 000
MANNKIND CORPNOTE 5.750% 8/156400PAC65,8525,320,000PRN SOLE 000
MANPOWERGROUP INCCOM56418H10043,721797,826SH SOLE 797,82600
MANULIFE FINL CORPCOM56501R1064,428276,400SH SOLE 276,40000
MARATHON OIL CORPCOM565849106115,1683,330,468SH SOLE 3,121,56800
MARATHON PETE CORPCOM56585A10215,778222,033SH SOLE 222,03300
MARKEL CORPCOM570535104517981SH SOLE 59800
MARKET LEADER INCCOM57056R1031,638153,049SH SOLE 153,04900
MARKETAXESS HLDGS INCCOM57060D10847410,148SH SOLE 6,44800
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591004897,314SH SOLE 7,31400
MARRIOTT INTL INC NEWCL A57190320251012,628SH SOLE 12,62800
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1074,15696,124SH SOLE 52,12400
MARSH & MCLENNAN COS INCCOM5717481026,687167,501SH SOLE 167,50100
MARTEN TRANS LTDCOM57307510816410,446SH SOLE 7,59600
MARTIN MARIETTA MATLS INCCOM5732841064824,900SH SOLE 4,90000
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT5733311053678,334SH SOLE 8,33400
MARVELL TECHNOLOGY GROUP LTDORDG5876H10586,7257,406,093SH SOLE 6,867,79300
MASCO CORPCOM5745991066,379327,300SH SOLE 327,30000
MASTEC INCCOM57632310942812,995SH SOLE 8,79500
MASTEC INCNOTE 4.000% 6/1576323AL36,8453,250,000PRN SOLE 000
MASTEC INCNOTE 4.250%12/1576323AM114,0286,500,000PRN SOLE 000
MASTERCARD INCCL A57636Q1049,92317,273SH SOLE 17,17300
MATERION CORPCOM5766901011,08740,119SH SOLE 24,91900
MATTEL INCCOM57708110223,199512,002SH SOLE 512,00200
MATTSON TECHNOLOGY INCCOM5772231005223,900SH SOLE 000
MAXIM INTEGRATED PRODS INCCOM57772K10119,158689,631SH SOLE 648,93100
MAXIMUS INCCOM5779331042,53734,058SH SOLE 25,07000
MAXWELL TECHNOLOGIES INCCOM57776710624734,500SH SOLE 1,20000
MB FINANCIAL INC NEWCOM55264U1081,88970,497SH SOLE 32,39700
MCCORMICK & CO INCCOM NON VTG57978020612,608179,186SH SOLE 179,18600
MCDERMOTT INTL INCCOM58003710910,1601,242,026SH SOLE 1,242,02600
MCDONALDS CORPCOM58013510120,041202,430SH SOLE 189,43000
MCEWEN MNG INCCOM58039P10710361,048SH SOLE 3,60000
MCG CAPITAL CORPCOM58047P1071,368262,506SH SOLE 242,80600
MCGRATH RENTCORPCOM5805891092868,383SH SOLE 4,48300
MCGRAW HILL FINL INCCOM58064510912,672238,240SH SOLE 233,54000
MCKESSON CORPCOM58155Q10384,494737,940SH SOLE 690,54000
MDU RES GROUP INCCOM5526901094,173161,045SH SOLE 161,04500
MEAD JOHNSON NUTRITION COCOM58283910614,527183,351SH SOLE 183,35100
MEADOWBROOK INS GROUP INCCOM58319P10824630,606SH SOLE 30,60600
MEADWESTVACO CORPCOM5833341077,432217,897SH SOLE 212,29700
MEASUREMENT SPECIALTIES INCCOM5834211023567,659SH SOLE 3,95900
MECHEL OAOSPONSORED ADR5838401033913,400SH SOLE 13,40000
MEDALLION FINL CORPCOM58392810617912,891SH SOLE 7,89100
MEDASSETS INCCOM58404510887949,539SH SOLE 22,73900
MEDICAL PPTYS TRUST INCCOM58463J3042,862199,871SH SOLE 144,77100
MEDICINES COCOM5846881052,23672,707SH SOLE 36,80700
MEDIDATA SOLUTIONS INCCOM58471A1051,43018,459SH SOLE 10,95900
MEDIFAST INCCOM58470H1014,755184,603SH SOLE 91,70300
MEDIVATION INCCOM58501N1011,97340,104SH SOLE 40,10400
MEDLEY CAP CORPCOM58503F10666649,026SH SOLE 28,82600
MEDTRONIC INCCOM585055106116,6632,266,615SH SOLE 2,065,41500
MEMSIC INCCOM5862641033,661892,920SH SOLE 892,92000
MENS WEARHOUSE INCCOM5871181001,45538,430SH SOLE 38,43000
MENTOR GRAPHICS CORPCOM5872001064,030206,159SH SOLE 159,55900
MERCADOLIBRE INCCOM58733R1023453,200SH SOLE 3,20000
MERCK & CO INC NEWCOM58933Y105155,1973,341,167SH SOLE 2,989,36700
MEREDITH CORPCOM58943310173515,400SH SOLE 9,40000
MERGE HEALTHCARE INCCOM58949910216846,546SH SOLE 30,74600
MERIDIAN BIOSCIENCE INCCOM58958410122710,540SH SOLE 10,54000
MERIT MED SYS INCCOM58988910419717,651SH SOLE 16,55100
MERITAGE HOMES CORPCOM59001A1021,20727,848SH SOLE 18,54800
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR33,4183,100,000PRN SOLE 000
MERITOR INCCOM59001K1004,366619,226SH SOLE 361,32600
MERU NETWORKS INCCOM59047Q1039523,689SH SOLE 15,68900
MET PRO CORPCOM59087630616,7101,243,314SH SOLE 1,243,31400
METHODE ELECTRS INCCOM5915202001,27875,146SH SOLE 67,64600
METLIFE INCCOM59156R10856,3311,231,002SH SOLE 1,062,90200
METTLER TOLEDO INTERNATIONALCOM5926881052,31211,491SH SOLE 11,49100
MFA FINL INCCOM55272X1021,085128,417SH SOLE 128,41700
MGE ENERGY INCCOM55277P1041,32224,144SH SOLE 13,84400
MGIC INVT CORP WISCOM5528481035,384887,050SH SOLE 705,55000
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD511,06610,750,000PRN SOLE 000
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE313,53611,900,000PRN SOLE 000
MGM RESORTS INTERNATIONALCOM5529531015,072343,200SH SOLE 343,20000
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE09,7328,675,000PRN SOLE 000
MICREL INCCOM59479310127227,500SH SOLE 000
MICROCHIP TECHNOLOGY INCCOM5950171041,01327,200SH SOLE 27,20000
MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB059,92841,170,000PRN SOLE 000
MICRON TECHNOLOGY INCCOM59511210316,5441,154,526SH SOLE 1,154,52600
MICRON TECHNOLOGY INCNOTE 1.875% 6/0595112AH640,38735,350,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 1.500% 8/0595112AQ6770500,000PRN SOLE 000
MICROS SYS INCCOM5949011002926,765SH SOLE 6,76500
MICROSOFT CORPCOM594918104209,6106,070,369SH SOLE 5,640,66900
MICROSTRATEGY INCCL A NEW5949724086117,026SH SOLE 7,02600
MID-AMER APT CMNTYS INCCOM59522J10393913,851SH SOLE 13,85100
MIDDLEBY CORPCOM5962781012311,356SH SOLE 1,35600
MILLER HERMAN INCCOM6005441001,49355,139SH SOLE 46,53900
MINE SAFETY APPLIANCES COCOM6027201041,11523,961SH SOLE 6,66100
MINERALS TECHNOLOGIES INCCOM6031581068,950216,493SH SOLE 134,15900
MINES MGMT INCCOM6034321051120,000SH SOLE 20,00000
MISTRAS GROUP INCCOM60649T10735019,936SH SOLE 10,33600
MITCHAM INDS INCCOM6065011042,221132,362SH SOLE 81,76200
MITEK SYS INCCOM NEW60671020022438,803SH SOLE 17,10300
MKS INSTRUMENT INCCOM55306N10421,363804,937SH SOLE 793,43700
MOBILE MINI INCCOM60740F10597829,500SH SOLE 18,00000
MOBILE TELESYSTEMS OJSCSPONSORED ADR60740910982443,530SH SOLE 43,53000
MODINE MFG COCOM6078281003,080283,050SH SOLE 151,75000
MOHAWK INDS INCCOM60819010419,882176,749SH SOLE 176,74900
MOLEX INCCOM6085541013,684125,579SH SOLE 125,57900
MOLEX INCCL A6085542003,688148,347SH SOLE 148,34700
MOLINA HEALTHCARE INCNOTE 3.750%10/060855RAA81,2891,000,000PRN SOLE 000
MOLSON COORS BREWING COCL B60871R2091,39329,100SH SOLE 29,10000
MOMENTA PHARMACEUTICALS INCCOM60877T1007,772516,084SH SOLE 358,18400
MONDELEZ INTL INCCL A60920710546,5451,631,457SH SOLE 1,485,05700
MONMOUTH REAL ESTATE INVT COCL A60972010716616,835SH SOLE 11,03500
MONOLITHIC PWR SYS INCCOM60983910560224,976SH SOLE 13,07600
MONOTYPE IMAGING HOLDINGS INCOM61022P1001,32652,188SH SOLE 19,68800
MONSANTO CO NEWCOM61166W101108,0331,093,450SH SOLE 1,020,55000
MONSTER BEVERAGE CORPCOM6117401011,04017,117SH SOLE 17,11700
MONSTER WORLDWIDE INCCOM61174210738578,352SH SOLE 78,35200
MONTPELIER RE HOLDINGS LTDSHSG6218510612,773510,713SH SOLE 326,02200
MOODYS CORPCOM6153691052,89747,542SH SOLE 47,54200
MORGAN STANLEYCOM NEW61744644812,886527,479SH SOLE 527,47900
MORGAN STANLEY TRUSTSINCOME SECS INC61745P8741,25473,653SH SOLE 73,65300
MOSAIC CO NEWCOM61945C1036,699124,491SH SOLE 124,49100
MOTOROLA SOLUTIONS INCCOM NEW62007630711,923206,535SH SOLE 206,53500
MOVADO GROUP INCCOM6245801066,738199,163SH SOLE 123,66300
MOVE INCCOM NEW62458M2073,967309,450SH SOLE 92,52500
MPG OFFICE TR INCCOM55327410111,0723,526,116SH SOLE 3,526,11600
MSC INDL DIRECT INCCL A5535301063,19041,180SH SOLE 41,18000
MSCI INCCOM55354G10057917,400SH SOLE 17,40000
MTS SYS CORPCOM55377710385815,153SH SOLE 8,15300
MUELLER INDS INCCOM6247561028,102160,662SH SOLE 135,52400
MUELLER WTR PRODS INCCOM SER A6247581085,067733,356SH SOLE 375,55600
MULTI COLOR CORPCOM6253831042799,203SH SOLE 6,30300
MULTIBAND CORPCOM NEW62544X2092,499788,371SH SOLE 788,37100
MULTIMEDIA GAMES HLDG CO INCCOM6254531054,794183,890SH SOLE 75,09000
MURPHY OIL CORPCOM62671710245,426746,028SH SOLE 694,22800
MWI VETERINARY SUPPLY INCCOM55402X1051,81814,755SH SOLE 9,25500
MYERS INDS INCCOM6284641091,34289,399SH SOLE 27,99900
MYLAN INCCOM6285301074,006129,100SH SOLE 129,10000
MYR GROUP INC DELCOM55405W1046,976358,650SH SOLE 174,25000
MYRIAD GENETICS INCCOM62855J1047,439276,849SH SOLE 276,84900
NABORS INDUSTRIES LTDSHSG6359F10333,2882,174,285SH SOLE 1,849,48500
NACCO INDS INCCL A6295791036,009104,899SH SOLE 82,16100
NANOMETRICS INCCOM63007710530020,425SH SOLE 10,52500
NANOSPHERE INCCOM63009F1059129,670SH SOLE 1,47000
NASDAQ OMX GROUP INCCOM63110310866320,231SH SOLE 20,23100
NASH FINCH COCOM6311581022,254102,417SH SOLE 95,14300
NATIONAL FINL PARTNERS CORPCOM63607P20826,4201,043,867SH SOLE 1,043,86700
NATIONAL FINL PARTNERS CORPNOTE 4.000% 6/163607PAC320,46310,000,000PRN SOLE 000
NATIONAL FUEL GAS CO N JCOM63618010180613,900SH SOLE 13,90000
NATIONAL HEALTH INVS INCCOM63633D1042,93549,037SH SOLE 34,56200
NATIONAL OILWELL VARCO INCCOM6370711012,57037,296SH SOLE 37,29600
NATIONAL PENN BANCSHARES INCCOM6371381085,522543,462SH SOLE 295,36200
NATIONAL PRESTO INDS INCCOM6372151045627,800SH SOLE 2,60000
NATIONAL RESH CORPCL B6373723012095,980SH SOLE 3,78000
NATIONAL RETAIL PPTYS INCCOM6374171062,68077,893SH SOLE 77,89300
NATIONSTAR MTG HLDGS INCCOM63861C1091,03227,570SH SOLE 27,57000
NAUTILUS INCCOM63910B10244150,757SH SOLE 24,85700
NAVIDEA BIOPHARMACEUTICALS ICOM63937X10318268,138SH SOLE 46,53800
NAVIGANT CONSULTING INCCOM63935N1073,261271,754SH SOLE 229,45400
NAVISTAR INTL CORP NEWCOM63934E10875227,100SH SOLE 27,10000
NAVISTAR INTL CORP NEWNOTE 3.000%10/163934EAL2586600,000PRN SOLE 000
NBT BANCORP INCCOM6287781028,038379,668SH SOLE 242,96800
NCI BUILDING SYS INCCOM NEW62885220412117,936SH SOLE 17,93600
NCR CORP NEWCOM62886E10828,490863,590SH SOLE 863,59000
NEENAH PAPER INCCOM6400791092,15567,843SH SOLE 57,14300
NEKTAR THERAPEUTICSCOM64026810878267,748SH SOLE 34,84800
NELNET INCCL A64031N10816,593459,758SH SOLE 280,71200
NEOGEN CORPCOM64049110657210,300SH SOLE 8,70000
NETAPP INCCOM64110D10410,402275,343SH SOLE 275,34300
NETFLIX INCCOM64110L1065,67726,896SH SOLE 26,89600
NETLIST INCCOM64118P1091719,500SH SOLE 13,90000
NETSCOUT SYS INCCOM64115T1042,24095,976SH SOLE 50,37600
NETSOL TECHNOLOGIES INCCOM PAR $.00164115A40234033,781SH SOLE 15,28100
NETSPEND HLDGS INCCOM64118V10629,3671,838,892SH SOLE 1,838,89200
NETSUITE INCCOM64118Q1077868,572SH SOLE 8,57200
NEUROCRINE BIOSCIENCES INCCOM64125C1092,507187,400SH SOLE 60,20000
NEUSTAR INCCL A64126X2011,84537,909SH SOLE 37,90900
NEW JERSEY RESCOM64602510665315,721SH SOLE 15,72100
NEW MTN FIN CORPCOM64755110038427,121SH SOLE 25,02100
NEW RESIDENTIAL INVT CORPCOM64828T1027,5711,123,340SH SOLE 1,123,34000
NEW YORK CMNTY BANCORP INCCOM6494451031,26490,258SH SOLE 90,25800
NEW YORK TIMES COCL A6501111074,282387,117SH SOLE 334,61700
NEWCASTLE INVT CORPCOM65105M1086,9821,335,017SH SOLE 1,335,01700
NEWELL RUBBERMAID INCCOM65122910624,475932,400SH SOLE 932,40000
NEWFIELD EXPL COCOM65129010830,6601,283,376SH SOLE 1,209,07600
NEWMARKET CORPCOM6515871077462,842SH SOLE 2,84200
NEWMONT MINING CORPCOM6516391068,776293,018SH SOLE 269,31800
NEWPARK RES INCCOM PAR $.01NEW6517185042,067188,104SH SOLE 133,60400
NEWPORT CORPCOM6518241041,497107,500SH SOLE 64,70000
NEXSTAR BROADCASTING GROUP ICL A65336K1031,26935,779SH SOLE 21,67900
NEXTERA ENERGY INCCOM65339F1011,92623,632SH SOLE 23,63200
NIC INCCOM62914B1001,13768,774SH SOLE 26,17400
NIELSEN HOLDINGS N VCOMN6321810652115,500SH SOLE 15,50000
NIKE INCCL B65410610310,737168,606SH SOLE 168,60600
NISOURCE INCCOM65473P1052,35382,165SH SOLE 82,16500
NOBLE CORPORATION BAARNAMEN -AKTH5833N1032,86476,200SH SOLE 76,20000
NOBLE ENERGY INCCOM6550441056,923115,308SH SOLE 115,30800
NORANDA ALUM HLDG CORPCOM65542W1072,561792,900SH SOLE 373,90000
NORDSON CORPCOM6556631021,40920,322SH SOLE 20,32200
NORFOLK SOUTHERN CORPCOM65584410816,139222,153SH SOLE 222,15300
NORTHEAST UTILSCOM66439710693122,158SH SOLE 22,15800
NORTHERN TR CORPCOM6658591041,88132,483SH SOLE 32,48300
NORTHGATE MINERALS CORPNOTE 3.500%10/0666416AB81,2321,300,000PRN SOLE 000
NORTHROP GRUMMAN CORPCOM666807102146,8941,774,086SH SOLE 1,747,98600
NORTHSTAR RLTY FIN CORPCOM66704R10031334,342SH SOLE 34,34200
NORTHWEST BANCSHARES INC MDCOM6673401031,508111,646SH SOLE 52,31700
NORTHWEST NAT GAS COCOM66765510446811,022SH SOLE 11,02200
NORTHWESTERN CORPCOM NEW66807430514,358359,851SH SOLE 343,58700
NOVAVAX INCCOM670002104210102,600SH SOLE 71,70000
NPS PHARMACEUTICALS INCCOM62936P1031,991131,857SH SOLE 91,93000
NRG ENERGY INCCOM NEW6293775082,65199,298SH SOLE 99,29800
NU SKIN ENTERPRISES INCCL A67018T10514,917244,058SH SOLE 244,05800
NUANCE COMMUNICATIONS INCCOM67020Y1002,032110,555SH SOLE 110,55500
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF71,4491,400,000PRN SOLE 000
NUCOR CORPCOM67034610552112,029SH SOLE 12,02900
NUSTAR ENERGY LPUNIT COM67058H1022615,726SH SOLE 5,72600
NUTRI SYS INC NEWCOM67069D1081,821154,600SH SOLE 51,10000
NUVASIVE INCCOM6707041053,823154,200SH SOLE 86,30000
NUVEEN EQUITY PREM & GROWTHCOM6706EW10037727,325SH SOLE 27,32500
NUVEEN EQUITY PREM ADV FDCOM6706ET1071,00881,652SH SOLE 81,65200
NUVEEN EQUITY PREM INCOME FDCOM6706ER10125620,365SH SOLE 20,36500
NUVEEN QUALITY PFD INC FD 3COM67072W10122026,136SH SOLE 26,13600
NUVEEN QUALITY PFD INCOME FDCOM67071S10149759,847SH SOLE 59,84700
NUVEEN QUALITY PFD INCOME FDCOM67072C1051,769203,089SH SOLE 203,08900
NV ENERGY INCCOM67073Y10634,5491,472,669SH SOLE 1,472,66900
NVIDIA CORPCOM67066G10467,8384,835,182SH SOLE 4,537,38200
NVR INCCOM62944T1054,1414,491SH SOLE 4,49100
NYSE EURONEXTCOM629491101119,7282,891,980SH SOLE 2,891,98000
O REILLY AUTOMOTIVE INC NEWCOM67103H10736,819326,931SH SOLE 326,93100
OASIS PETE INC NEWCOM67421510877619,976SH SOLE 6,77600
OCCIDENTAL PETE CORP DELCOM67459910532,861368,278SH SOLE 307,97800
OCEANEERING INTL INCCOM67523210219,030263,573SH SOLE 263,57300
OCLARO INCCOM NEW67555N206434367,752SH SOLE 367,75200
OCWEN FINL CORPCOM NEW6757463096,883166,978SH SOLE 119,07800
OCZ TECHNOLOGY GROUP INCCOM67086E303411283,500SH SOLE 129,00000
ODYSSEY MARINE EXPLORATION ICOM67611810214950,200SH SOLE 26,10000
OFFICE DEPOT INCCOM6762201061,964507,620SH SOLE 328,52000
OFFICEMAX INC DELCOM67622P1012,015196,928SH SOLE 115,72800
OFG BANCORPCOM67103X10273640,621SH SOLE 40,62100
OGE ENERGY CORPCOM67083710310,315151,245SH SOLE 151,24500
OIL STS INTL INCCOM6780261057,31979,000SH SOLE 79,00000
OLD DOMINION FGHT LINES INCCOM6795801005,387129,431SH SOLE 129,43100
OLD NATL BANCORP INDCOM6800331072,282165,032SH SOLE 94,13200
OLD REP INTL CORPCOM68022310415612,100SH SOLE 12,10000
OLIN CORPCOM PAR $16806652052,06686,356SH SOLE 86,35600
OM GROUP INCCOM6708721001,89861,396SH SOLE 22,79600
OMEGA HEALTHCARE INVS INCCOM6819361003,932126,763SH SOLE 110,46300
OMEGA PROTEIN CORPCOM68210P10719521,700SH SOLE 13,00000
OMNICARE INCCOM68190410840,651852,052SH SOLE 852,05200
OMNICARE INCNOTE 3.750%12/1681904AN815,4998,355,000PRN SOLE 000
OMNICOM GROUP INCCOM6819191063,48155,364SH SOLE 55,36400
ON ASSIGNMENT INCCOM6821591081,22245,726SH SOLE 28,12600
ON SEMICONDUCTOR CORPCOM68218910510,4871,297,874SH SOLE 1,297,87400
ONEBEACON INSURANCE GROUP LTCL AG6774210936725,361SH SOLE 15,06100
ONEOK INC NEWCOM6826801034,451107,746SH SOLE 107,74600
ONEOK PARTNERS LPUNIT LTD PARTN68268N1033016,078SH SOLE 6,07800
ONYX PHARMACEUTICALS INCCOM6833991091,14713,208SH SOLE 13,20800
OPENTABLE INCCOM68372A10474811,700SH SOLE 7,10000
OPKO HEALTH INCCOM68375N10324133,945SH SOLE 23,74500
OPLINK COMMUNICATIONS INCCOM NEW68375Q4031,12864,946SH SOLE 64,14600
ORACLE CORPCOM68389X10551,5141,676,873SH SOLE 1,536,47300
ORASURE TECHNOLOGIES INCCOM68554V1081,271327,584SH SOLE 122,18400
ORBITAL SCIENCES CORPCOM6855641061,12564,764SH SOLE 61,76400
ORBITZ WORLDWIDE INCCOM68557K10968284,914SH SOLE 57,31400
OREXIGEN THERAPEUTICS INCCOM6861641041,218208,267SH SOLE 79,06700
ORIENT-EXPRESS HOTELS LTDCL AG677431071,697139,516SH SOLE 43,21600
ORITANI FINL CORP DELCOM68633D1033,210204,736SH SOLE 107,53600
ORTHOFIX INTL N VCOMN6748L1027,787289,496SH SOLE 181,69600
OSHKOSH CORPCOM68823920116,064423,078SH SOLE 423,07800
OSI SYSTEMS INCCOM6710441055127,955SH SOLE 6,55500
OTTER TAIL CORPCOM6896481035,563195,865SH SOLE 136,86500
OVERSTOCK COM INC DELCOM69037010182929,385SH SOLE 17,08500
OWENS & MINOR INC NEWCOM6907321023,10891,873SH SOLE 91,87300
OWENS CORNING NEWCOM6907421011,14929,400SH SOLE 29,40000
OWENS ILL INCCOM NEW69076840356,1582,020,802SH SOLE 1,897,80200
OXFORD INDS INCCOM6914973092734,375SH SOLE 4,37500
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410617,803416,539SH SOLE 359,23900
PACCAR INCCOM6937181082,63649,120SH SOLE 49,12000
PACER INTL INC TENNCOM69373H1061,539243,919SH SOLE 174,71900
PACIFIC SUNWEAR CALIF INCCOM69487310025970,997SH SOLE 47,89700
PACIRA PHARMACEUTICALS INCCOM6951271001,21842,015SH SOLE 23,81500
PACKAGING CORP AMERCOM69515610911,708239,133SH SOLE 239,13300
PACWEST BANCORP DELCOM6952631035,540180,737SH SOLE 115,43700
PALL CORPCOM6964293078,630129,904SH SOLE 129,90400
PANERA BREAD COCL A69840W1089,10148,948SH SOLE 48,94800
PAPA JOHNS INTL INCCOM6988131024,52469,212SH SOLE 35,21200
PAREXEL INTL CORPCOM69946210796120,928SH SOLE 13,42800
PARKER DRILLING COCOM70108110111,3632,281,654SH SOLE 1,679,05400
PARKER HANNIFIN CORPCOM70109410435,103367,960SH SOLE 344,26000
PARKERVISION INCCOM701354102613134,690SH SOLE 93,79000
PARKWAY PPTYS INCCOM70159Q1041,43185,409SH SOLE 72,40900
PARTNERRE LTDCOMG6852T1058,25991,200SH SOLE 91,20000
PATRICK INDS INCCOM70334310351424,722SH SOLE 20,72200
PATTERSON COMPANIES INCCOM70339510326,360701,074SH SOLE 656,27400
PATTERSON UTI ENERGY INCCOM70348110124,8911,286,000SH SOLE 1,286,00000
PAYCHEX INCCOM7043261071,93352,930SH SOLE 52,93000
PBF ENERGY INCCL A69318G1066,779261,728SH SOLE 261,72800
PDC ENERGY INCCOM69327R1011,74433,881SH SOLE 26,68100
PDF SOLUTIONS INCCOM69328210527614,954SH SOLE 12,25400
PDL BIOPHARMA INCCOM69329Y10422,9722,975,678SH SOLE 2,248,90300
PDL BIOPHARMA INCNOTE 2.875% 2/169329YAE411,0868,125,000PRN SOLE 000
PEABODY ENERGY CORPCOM70454910411,535787,900SH SOLE 726,80000
PEBBLEBROOK HOTEL TRCOM70509V10079130,613SH SOLE 30,61300
PEGASYSTEMS INCCOM7055731032477,454SH SOLE 3,55400
PENDRELL CORPCOM70686R1048632,700SH SOLE 20,60000
PENN VA CORPCOM7078821067,6341,624,343SH SOLE 1,192,54300
PENN WEST PETE LTD NEWCOM70788710569265,379SH SOLE 65,37900
PENNANTPARK INVT CORPCOM7080621045,528500,269SH SOLE 321,06900
PENNSYLVANIA RL ESTATE INVTSH BEN INT70910210710,752569,485SH SOLE 517,18500
PENSKE AUTOMOTIVE GRP INCCOM70959W1032126,931SH SOLE 13100
PENTAIR LTDSHSH6169Q10884014,552SH SOLE 14,55200
PEOPLES UNITED FINANCIAL INCCOM7127041052,606174,904SH SOLE 174,90400
PEPSICO INCCOM713448108100,2911,226,200SH SOLE 1,142,30000
PEREGRINE PHARMACEUTICALS INCOM NEW713661304412319,239SH SOLE 212,83900
PERKINELMER INCCOM7140461092,92890,093SH SOLE 90,09300
PERRIGO COCOM7142901031,2059,955SH SOLE 9,95500
PETMED EXPRESS INCCOM7163821063,832304,100SH SOLE 104,40000
PETROCHINA CO LTDSPONSORED ADR71646E1008,61977,876SH SOLE 77,87600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10127,5571,879,767SH SOLE 1,451,66700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4083,044227,000SH SOLE 227,00000
PETROLEUM & RES CORPCOM7165491002,923113,840SH SOLE 113,84000
PETROQUEST ENERGY INCCOM7167481081,363344,290SH SOLE 205,39000
PETSMART INCCOM71676810656,670845,952SH SOLE 779,25200
PFIZER INCCOM71708110328,00940,300SHCallSOLE 000
PFIZER INCCOM717081103302,58010,802,570SH SOLE 10,343,00700
PG&E CORPCOM69331C10820,790454,618SH SOLE 423,31800
PGT INCCOM69336V10165475,416SH SOLE 51,51600
PHARMACYCLICS INCCOM7169331063,64845,906SH SOLE 29,90600
PHARMERICA CORPCOM71714F1046,997504,868SH SOLE 345,26800
PHH CORPCOM NEW69332020234616,973SH SOLE 9,97300
PHH CORPNOTE 6.000% 6/1693320AQ673,12940,627,000PRN SOLE 000
PHILIP MORRIS INTL INCCOM71817210944,865517,948SH SOLE 429,24800
PHILLIPS 66COM71854610444,457754,652SH SOLE 754,65200
PHOTRONICS INCCOM7194051023,325412,471SH SOLE 312,67100
PHOTRONICS INCNOTE 5.500%10/0719405AF914,0208,250,000PRN SOLE 000
PIEDMONT OFFICE REALTY TR INCOM CL A7201902061,860104,047SH SOLE 104,04700
PIER 1 IMPORTS INCCOM72027910819,098813,038SH SOLE 806,13800
PIKE ELEC CORPCOM72128310936829,900SH SOLE 20,50000
PILGRIMS PRIDE CORP NEWCOM72147K1087,462499,452SH SOLE 248,25200
PIMCO DYNAMIC CR INCOME FDCOM SHS72202D1064,729206,407SH SOLE 206,40700
PINNACLE ENTMT INCCOM72345610996849,190SH SOLE 35,09000
PINNACLE FINL PARTNERS INCCOM72346Q1045,699221,684SH SOLE 189,28400
PINNACLE WEST CAP CORPCOM72348410133,416602,415SH SOLE 573,81500
PIONEER ENERGY SVCS CORPCOM7236641081,317198,900SH SOLE 96,00000
PIONEER NAT RES COCOM7237871074,10028,326SH SOLE 28,32600
PIPER JAFFRAY COSCOM7240781007,041222,735SH SOLE 134,93500
PITNEY BOWES INCCOM72447910066845,500SH SOLE 45,50000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054508,056SH SOLE 8,05600
PLANTRONICS INC NEWCOM7274931088,760199,446SH SOLE 199,44600
PLATINUM UNDERWRITER HLDGS LCOMG7127P10020,180352,682SH SOLE 226,78200
PLEXUS CORPCOM72913210039213,100SH SOLE 10,50000
PLUM CREEK TIMBER CO INCCOM7292511083,35671,900SH SOLE 71,90000
PLX TECHNOLOGY INCCOM6934171076,2751,318,363SH SOLE 1,123,46300
PMC-SIERRA INCCOM69344F1066,253984,662SH SOLE 984,66200
PNC FINL SVCS GROUP INCCOM69347510531,193427,770SH SOLE 427,27000
PNM RES INCCOM69349H1077,170323,110SH SOLE 255,51000
POLARIS INDS INCCOM7310681029,935104,584SH SOLE 104,58400
POLYCOM INCCOM73172K10426,1782,483,728SH SOLE 2,483,72800
POLYONE CORPCOM73179P1064,192169,159SH SOLE 159,95900
POLYPORE INTL INCCOM73179V10341510,300SH SOLE 10,30000
POOL CORPORATIONCOM73278L10566612,699SH SOLE 10,19900
POPULAR INCCOM NEW73317470025,345835,641SH SOLE 835,64100
PORTFOLIO RECOVERY ASSOCS INCOM73640Q1051,2468,112SH SOLE 4,61200
PORTLAND GEN ELEC COCOM NEW73650884711,881388,406SH SOLE 335,43300
POSCOSPONSORED ADR69348310995214,633SH SOLE 14,63300
POST HLDGS INCCOM7374461041,55835,689SH SOLE 28,38900
POST PPTYS INCCOM7374641073,52471,202SH SOLE 71,20200
POTASH CORP SASK INCCOM73755L1073,56193,400SH SOLE 93,40000
POTLATCH CORP NEWCOM73763010312,681313,569SH SOLE 226,81100
POWER ONE INC NEWCOM73930R10212,6882,007,608SH SOLE 1,740,90800
POWERSECURE INTL INCCOM73936N10531621,046SH SOLE 13,34600
POWERSHARES QQQ TRUSTUNIT SER 173935A1041,31118,400SH SOLE 18,40000
POZEN INCCOM73941U1021,248249,200SH SOLE 77,10000
PPG INDS INCCOM69350610772,821497,379SH SOLE 481,48100
PPL CORPCOM69351T1063,672121,333SH SOLE 121,33300
PPL CORPUNIT 99/99/999969351T60123,182439,050SH SOLE 439,05000
PRAXAIR INCCOM74005P1041,0639,232SH SOLE 9,23200
PRECISION CASTPARTS CORPCOM7401891051,1234,968SH SOLE 4,96800
PRECISION DRILLING CORPCOM 201074022D30838444,900SH SOLE 44,90000
PREMIERE GLOBAL SVCS INCCOM74058510429124,108SH SOLE 20,30800
PRESTIGE BRANDS HLDGS INCCOM74112D1017,190246,742SH SOLE 125,44200
PRICE T ROWE GROUP INCCOM74144T1086649,079SH SOLE 9,07900
PRICELINE COM INCCOM NEW7415034033,5574,301SH SOLE 4,30100
PRICELINE COM INCNOTE 1.250% 3/1741503AN623,2538,500,000PRN SOLE 000
PRICELINE COM INCDEBT 1.000% 3/1741503AQ9117100,000PRN SOLE 000
PRICESMART INCCOM7415111097038,019SH SOLE 8,01900
PRIME ACQUISITION CORPSHSG724361015,339535,000SH SOLE 535,00000
PRIMERICA INCCOM74164M10810,615283,520SH SOLE 226,72000
PRIMORIS SVCS CORPCOM74164F1032,883146,214SH SOLE 84,61400
PRINCIPAL FINL GROUP INCCOM74251V1023,51393,800SH SOLE 93,80000
PROASSURANCE CORPCOM74267C1064,65989,330SH SOLE 89,33000
PROCERA NETWORKS INCCOM NEW74269U20320715,100SH SOLE 10,00000
PROCTER & GAMBLE COCOM742718109231,4603,006,358SH SOLE 2,779,65800
PROGENICS PHARMACEUTICALS INCOM7431871061,115250,000SH SOLE 250,00000
PROGRESS SOFTWARE CORPCOM74331210037316,206SH SOLE 16,20600
PROGRESSIVE CORP OHIOCOM74331510390435,565SH SOLE 35,56500
PROLOGIS INCCOM74340W10317,993477,026SH SOLE 438,94500
PROS HOLDINGS INCCOM74346Y10395831,971SH SOLE 11,47100
PROSPECT CAPITAL CORPORATIONCOM74348T1026,837633,058SH SOLE 386,25800
PROSPERITY BANCSHARES INCCOM7436061052,04339,453SH SOLE 32,05300
PROTECTIVE LIFE CORPCOM74367410334,859907,554SH SOLE 907,55400
PROTO LABS INCCOM74371310995414,685SH SOLE 9,28500
PROVIDENCE SVC CORPCOM7438151022689,200SH SOLE 7,20000
PROVIDENT FINL SVCS INCCOM74386T1057,562479,186SH SOLE 293,69700
PRUDENTIAL FINL INCCOM74432010223,727324,899SH SOLE 277,59900
PS BUSINESS PKS INC CALIFCOM69360J1077,15299,101SH SOLE 77,05800
PTC INCCOM69370C1001,04942,748SH SOLE 35,34800
PUBLIC STORAGECOM74460D10923,365152,385SH SOLE 143,28500
PUBLIC SVC ENTERPRISE GROUPCOM74457310612,438380,848SH SOLE 380,84800
PULTE GROUP INCCOM74586710144,8422,363,818SH SOLE 2,363,81800
PUMA BIOTECHNOLOGY INCCOM74587V1073257,315SH SOLE 4,61500
PVF CAPITAL CORPCOM6936541055,5621,390,383SH SOLE 1,390,38300
PVH CORPCOM69365610011,78094,200SH SOLE 94,20000
QIAGEN NVREG SHSN7248210780440,405SH SOLE 40,40500
QLOGIC CORPCOM74727710113,0061,360,476SH SOLE 1,234,37600
QUAD / GRAPHICS INCCOM CL A74730110954122,444SH SOLE 15,14400
QUAKER CHEM CORPCOM7473161075468,800SH SOLE 6,90000
QUALCOMM INCCOM7475251039,227151,069SH SOLE 151,06900
QUALITY DISTR INC FLACOM74756M10216318,453SH SOLE 12,15300
QUANEX BUILDING PRODUCTS CORCOM74761910452731,322SH SOLE 27,92200
QUANTA SVCS INCCOM74762E1022,937110,997SH SOLE 110,99700
QUANTUM CORPCOM DSSG7479062041,320963,404SH SOLE 490,90400
QUEST DIAGNOSTICS INCCOM74834L1004,57775,489SH SOLE 71,48900
QUESTAR CORPCOM7483561021,90679,903SH SOLE 79,90300
QUESTCOR PHARMACEUTICALS INCCOM74835Y1012,28850,326SH SOLE 50,32600
QUICKSILVER RESOURCES INCCOM74837R1044,0052,383,800SH SOLE 2,142,20000
QUIDEL CORPCOM74838J10138315,003SH SOLE 9,80300
QUIKSILVER INCCOM74838C1061,157179,726SH SOLE 119,92600
QUINSTREET INCCOM74874Q10019422,500SH SOLE 000
RACKSPACE HOSTING INCCOM75008610075219,857SH SOLE 19,85700
RADIAN GROUP INCCOM7502361011,750150,602SH SOLE 99,80200
RADIAN GROUP INCNOTE 3.000%11/1750236AK727,57921,975,000PRN SOLE 000
RADIAN GROUP INCNOTE 2.250% 3/0750236AN125,04619,558,000PRN SOLE 000
RADIOSHACK CORPCOM7504381031,223387,100SH SOLE 387,10000
RAIT FINANCIAL TRUSTCOM NEW749227609771102,583SH SOLE 75,48300
RALPH LAUREN CORPCL A75121210112,72573,240SH SOLE 73,24000
RAMBUS INC DELCOM75091710630835,800SH SOLE 22,30000
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220214,747949,612SH SOLE 602,84000
RANGE RES CORPCOM75281A1092,84436,784SH SOLE 36,78400
RAVEN INDS INCCOM75421210834811,600SH SOLE 6,80000
RAYMOND JAMES FINANCIAL INCCOM7547301094,565106,208SH SOLE 106,20800
RAYONIER INCCOM7549071036,143110,902SH SOLE 110,90200
RAYTHEON COCOM NEW75511150776,0551,150,253SH SOLE 1,130,15300
RBC BEARINGS INCCOM75524B1042745,266SH SOLE 4,36600
REALNETWORKS INCCOM NEW75605L70847162,365SH SOLE 61,31500
REALTY INCOME CORPCOM7561091045,199124,024SH SOLE 124,02400
RED HAT INCCOM7565771023,95582,701SH SOLE 82,70100
RED ROBIN GOURMET BURGERS INCOM75689M1013,26959,239SH SOLE 19,03900
REGAL BELOIT CORPCOM7587501038,248127,200SH SOLE 127,20000
REGAL ENTMT GROUPCL A7587661093,412190,600SH SOLE 190,60000
REGENCY CTRS CORPCOM7588491031,58531,200SH SOLE 31,20000
REGENCY ENERGY PARTNERS L PCOM UNITS L P75885Y10732011,847SH SOLE 11,84700
REGENERON PHARMACEUTICALSCOM75886F1077,06431,411SH SOLE 31,41100
REGIONS FINL CORP NEWCOM7591EP10032,3833,397,956SH SOLE 3,245,65600
REGIS CORP MINNCOM7589321071,02862,600SH SOLE 62,60000
REGIS CORP MINNNOTE 5.000% 7/1758932AA59,4778,100,000PRN SOLE 000
REINSURANCE GROUP AMER INCCOM NEW75935160440,061579,673SH SOLE 579,67300
RELIANCE STEEL & ALUMINUM COCOM75950910250,667772,828SH SOLE 772,82800
RENAISSANCERE HOLDINGS LTDCOMG7496G1034,74654,682SH SOLE 46,78200
RENEWABLE ENERGY GROUP INCCOM NEW75972A30133423,481SH SOLE 14,78100
RENT A CTR INC NEWCOM76009N1002,03254,123SH SOLE 48,52300
RENTECH INCCOM7601121021,103525,030SH SOLE 295,43000
REPROS THERAPEUTICS INCCOM NEW76028H2096,283340,559SH SOLE 322,85900
REPUBLIC AWYS HLDGS INCCOM76027610584374,364SH SOLE 48,06400
REPUBLIC SVCS INCCOM7607591003,718109,560SH SOLE 109,56000
RESMED INCCOM76115210716,585367,500SH SOLE 367,50000
RESOURCES CONNECTION INCCOM76122Q1056,009517,997SH SOLE 313,59700
RETAIL OPPORTUNITY INVTS CORCOM76131N1015,074365,025SH SOLE 342,62500
REVOLUTION LIGHTING TECHNOLOCOM76155G10734786,703SH SOLE 54,70300
REX ENERGY CORPORATIONCOM76156510077644,135SH SOLE 24,63500
REXNORD CORP NEWCOM76169B1022,527150,000SH SOLE 150,00000
REYNOLDS AMERICAN INCCOM76171310613,333275,655SH SOLE 261,05500
RF MICRODEVICES INCCOM7499411006,9791,304,400SH SOLE 999,20000
RF MICRODEVICES INCNOTE 1.000% 4/1749941AJ9307300,000PRN SOLE 000
RIGEL PHARMACEUTICALS INCCOM NEW7665596031,383414,200SH SOLE 178,00000
RITE AID CORPCOM76775410411,9814,189,127SH SOLE 1,990,92700
RITE AID CORPNOTE 8.500% 5/1767754BU71,6121,135,000PRN SOLE 000
RIVERBED TECHNOLOGY INCCOM7685731075,474351,790SH SOLE 351,79000
RLI CORPCOM74960710781010,600SH SOLE 5,50000
RLJ LODGING TRCOM74965L1016,213276,267SH SOLE 183,36700
ROBERT HALF INTL INCCOM77032310324,923750,019SH SOLE 750,01900
ROCK-TENN COCL A7727392078,43184,413SH SOLE 84,41300
ROCKWELL AUTOMATION INCCOM77390310916,451197,874SH SOLE 197,87400
ROCKWELL COLLINS INCCOM7743411015,16281,400SH SOLE 81,40000
ROCKWOOD HLDGS INCCOM7744151035,57987,127SH SOLE 87,12700
ROGERS COMMUNICATIONS INCCL B7751092002,83472,300SH SOLE 72,30000
ROGERS CORPCOM7751331011,54632,680SH SOLE 26,88000
ROMA FINANCIAL CORPCOM77581P1099,870543,484SH SOLE 543,48400
ROPER INDS INC NEWCOM7766961061,60712,935SH SOLE 12,93500
ROSETTA RESOURCES INCCOM7777793071,93045,392SH SOLE 34,99200
ROSS STORES INCCOM77829610320,380314,456SH SOLE 314,45600
ROUSE PPTYS INCCOM77928710133016,845SH SOLE 10,04500
ROVI CORPCOM7793761023,871169,500SH SOLE 169,50000
ROWAN COMPANIES PLCSHS CL AG7665A1012908,500SH SOLE 8,50000
ROYAL BK CDA MONTREAL QUECOM7800871021,57427,000SH SOLE 27,00000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10336310,900SH SOLE 10,90000
ROYAL GOLD INCCOM78028710891121,648SH SOLE 21,64800
RPC INCCOM7496601067,442538,900SH SOLE 538,90000
RPM INTL INCCOM7496851034,981155,956SH SOLE 155,95600
RPX CORPCOM74972G1032,073123,400SH SOLE 33,20000
RTI BIOLOGICS INCCOM74975N10514037,146SH SOLE 22,54600
RTI INTL METALS INCCOM74973W1072,878103,877SH SOLE 94,47700
RTI INTL METALS INCNOTE 1.625%10/174973WAB36,0326,375,000PRN SOLE 000
RUDOLPH TECHNOLOGIES INCCOM78127010316815,000SH SOLE 15,00000
RUE21 INCCOM7812951003,35380,577SH SOLE 80,57700
RUSH ENTERPRISES INCCL A7818462092439,800SH SOLE 5,90000
RUTHS HOSPITALITY GROUP INCCOM78333210919716,300SH SOLE 11,40000
RYDER SYS INCCOM78354910820,387335,364SH SOLE 335,36400
RYLAND GROUP INCCOM7837641031,27231,730SH SOLE 19,83000
RYMAN HOSPITALITY PPTYS INCCOM78377T10756914,598SH SOLE 11,11100
SABRA HEALTH CARE REIT INCCOM78573L1069,371358,914SH SOLE 246,35300
SAFETY INS GROUP INCCOM78648T10071614,762SH SOLE 13,36200
SAFEWAY INCCOM NEW78651420821,664915,653SH SOLE 915,65300
SAIA INCCOM78709Y10514,105470,647SH SOLE 270,99700
SAIC INCCOM78390X10161444,100SH SOLE 44,10000
SAKS INCCOM79377W1081,697124,400SH SOLE 82,00000
SALESFORCE COM INCCOM79466L3025,287138,478SH SOLE 138,47800
SALESFORCE COM INCNOTE 0.750% 1/179466LAB058,38832,225,000PRN SOLE 000
SALLY BEAUTY HLDGS INCCOM79546E10411,907382,847SH SOLE 382,84700
SANDERSON FARMS INCCOM8000131048,828132,915SH SOLE 125,51500
SANDISK CORPCOM80004C1016,818111,580SH SOLE 111,58000
SANGAMO BIOSCIENCES INCCOM80067710651866,300SH SOLE 31,80000
SANMINA CORPORATIONCOM8010561029,397654,878SH SOLE 537,67800
SANTARUS INCCOM8028173047,362349,731SH SOLE 141,73100
SAPIENT CORPCOM80306210877859,556SH SOLE 49,05600
SAREPTA THERAPEUTICS INCCOM8036071001,15630,373SH SOLE 20,57300
SASOL LTDSPONSORED ADR8038663002,35654,399SH SOLE 54,39900
SBA COMMUNICATIONS CORPCOM78388J1062,32031,300SH SOLE 31,30000
SCANA CORP NEWCOM80589M10256011,400SH SOLE 11,40000
SCANSOURCE INCCOM8060371072247,005SH SOLE 7,00500
SCHEIN HENRY INCCOM8064071022,82429,495SH SOLE 29,49500
SCHLUMBERGER LTDCOM80685710811,166155,821SH SOLE 155,82100
SCHNITZER STL INDSCL A8068821064,492192,145SH SOLE 155,44500
SCHOLASTIC CORPCOM8070661058,972306,330SH SOLE 208,40800
SCHULMAN A INCCOM80819410415,950594,706SH SOLE 460,03100
SCHWAB CHARLES CORP NEWCOM8085131051,86187,647SH SOLE 87,64700
SCHWEITZER-MAUDUIT INTL INCCOM8085411061,41728,404SH SOLE 19,20400
SCICLONE PHARMACEUTICALS INCCOM80862K1043,846775,400SH SOLE 283,00000
SCRIPPS E W CO OHIOCL A NEW81105440245128,928SH SOLE 21,52800
SCRIPPS NETWORKS INTERACT INCL A COM8110651011,07516,108SH SOLE 16,10800
SEACHANGE INTL INCCOM81169910719216,433SH SOLE 16,43300
SEACOR HOLDINGS INCCOM81190410119,166230,771SH SOLE 230,77100
SEADRILL LIMITEDSHSG7945E1051,51337,128SH SOLE 37,12800
SEAGATE TECHNOLOGY PLCSHSG7945M107150,2363,351,240SH SOLE 3,169,34000
SEARS HLDGS CORPCOM8123501062,71364,471SH SOLE 64,47100
SEATTLE GENETICS INCCOM8125781021,80757,440SH SOLE 57,44000
SECURITY NATL FINL CORPCL A NEW81478530913823,300SH SOLE 18,40000
SEI INVESTMENTS COCOM78411710310,446367,413SH SOLE 367,41300
SELECT COMFORT CORPCOM81616X10357122,800SH SOLE 21,40000
SELECT INCOME REITCOM SH BEN INT81618T1002,77699,000SH SOLE 99,00000
SELECT MED HLDGS CORPCOM81619Q1055,588681,455SH SOLE 485,45500
SEMGROUP CORPCL A81663A1051,26823,540SH SOLE 13,74000
SEMPRA ENERGYCOM8168511094,05949,648SH SOLE 49,64800
SENIOR HSG PPTYS TRSH BEN INT81721M1093,921151,216SH SOLE 151,21600
SENSIENT TECHNOLOGIES CORPCOM81725T1002,06851,100SH SOLE 19,50000
SERVICE CORP INTLCOM81756510431,8721,767,711SH SOLE 1,767,71100
SHERWIN WILLIAMS COCOM82434810637,801214,048SH SOLE 207,04800
SHFL ENTMT INCCOM78423R10547827,000SH SOLE 18,30000
SHIP FINANCE INTERNATIONAL LSHSG810751062,333157,222SH SOLE 66,52200
SHUTTERFLY INCCOM82568P3041,27822,904SH SOLE 15,00400
SIGMA ALDRICH CORPCOM8265521015126,368SH SOLE 6,36800
SIGNATURE BK NEW YORK N YCOM82669G1045897,100SH SOLE 7,10000
SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G11217,050316,500SH SOLE 316,50000
SIGNET JEWELERS LIMITEDSHSG8127610046,479689,297SH SOLE 689,29700
SILICON GRAPHICS INTL CORPCOM82706L10835226,321SH SOLE 12,92100
SILICON IMAGE INCCOM82705T1022,429415,147SH SOLE 144,34700
SILICON LABORATORIES INCCOM8269191022365,700SH SOLE 5,70000
SILVER WHEATON CORPCOM82833610786043,700SH SOLE 43,70000
SIMON PPTY GROUP INC NEWCOM82880610956,255356,227SH SOLE 332,02700
SINCLAIR BROADCAST GROUP INCCL A8292261092,56587,306SH SOLE 68,30600
SIRIUS XM RADIO INCCOM82967N1083,4041,016,210SH SOLE 1,016,21000
SIRONA DENTAL SYSTEMS INCCOM82966C1033,18948,400SH SOLE 48,40000
SIX FLAGS ENTMT CORP NEWCOM83001A1022,15461,266SH SOLE 36,66600
SK TELECOM LTDSPONSORED ADR78440P10835,3411,738,368SH SOLE 1,513,46800
SKECHERS U S A INCCL A8305661051,87878,234SH SOLE 51,43400
SKILLED HEALTHCARE GROUP INCCL A83066R10738257,223SH SOLE 53,52300
SKYWEST INCCOM8308791023,132231,309SH SOLE 139,60900
SKYWORKS SOLUTIONS INCCOM83088M1021,44566,000SH SOLE 66,00000
SL GREEN RLTY CORPCOM78440X1012,73431,000SH SOLE 31,00000
SLM CORPCOM78442P10682,4963,608,763SH SOLE 3,359,46300
SM ENERGY COCOM78454L1007,067117,826SH SOLE 117,82600
SMITH & WESSON HLDG CORPCOM8317561014,489449,836SH SOLE 224,83600
SMITH A OCOM83186520910,479288,827SH SOLE 268,92700
SMITH MICRO SOFTWARE INCCOM8321541083734,500SH SOLE 25,00000
SMITHFIELD FOODS INCCOM83224810842,9071,310,131SH SOLE 1,310,13100
SMITHFIELD FOODS INCNOTE 4.000% 6/3832248AR940,14330,425,000PRN SOLE 000
SMUCKER J M COCOM NEW83269640542,368410,740SH SOLE 381,24000
SNAP ON INCCOM8330341017,00178,323SH SOLE 78,32300
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B83363510518,946468,957SH SOLE 445,35700
SOHU COM INCCOM83408W10318,479299,879SH SOLE 299,87900
SOLAR CAP LTDCOM83413U1006,184267,802SH SOLE 181,10200
SOLARWINDS INCCOM83416B10950513,020SH SOLE 13,02000
SOLERA HOLDINGS INCCOM83421A1042,37142,600SH SOLE 42,60000
SONIC AUTOMOTIVE INCCL A83545G10255026,037SH SOLE 13,43700
SONIC CORPCOM8354511054,396301,900SH SOLE 141,90000
SONOCO PRODS COCOM83549510249814,400SH SOLE 14,40000
SONUS NETWORKS INCCOM835916107586194,600SH SOLE 29,80000
SOUNDBITE COMMUNICATIONS INCCOM8360911083,046610,400SH SOLE 610,40000
SOUTHERN COCOM84258710717,622399,326SH SOLE 399,32600
SOUTHERN COPPER CORPCOM84265V1055,157186,699SH SOLE 162,58900
SOUTHSIDE BANCSHARES INCCOM84470P10926911,245SH SOLE 7,38700
SOUTHWEST AIRLS COCOM84474110834,3642,665,973SH SOLE 2,665,97300
SOUTHWESTERN ENERGY COCOM8454671097,651209,440SH SOLE 209,44000
SOVRAN SELF STORAGE INCCOM84610H1087,309112,813SH SOLE 89,02100
SPANSION INCCOM CL A NEW84649R2003,964316,579SH SOLE 209,67900
SPARTAN STORES INCCOM84682210426214,204SH SOLE 14,20400
SPECTRA ENERGY CORPCOM8475601094,008116,304SH SOLE 116,30400
SPECTRA ENERGY PARTNERS LPCOM84756N1093918,497SH SOLE 8,49700
SPECTRANETICS CORPCOM84760C10751327,456SH SOLE 18,05600
SPECTRUM BRANDS HLDGS INCCOM84763R1011,21821,423SH SOLE 4,42300
SPIRIT AIRLS INCCOM84857710288027,700SH SOLE 4,50000
SPLUNK INCCOM84863710449610,700SH SOLE 10,70000
SPRINT NEXTEL CORPCOM SER 185206110050,2137,152,824SH SOLE 7,004,42400
SPRINT NEXTEL CORPCOM SER 18520611005,07116,820SHCallSOLE 000
SPS COMM INCCOM78463M10775213,673SH SOLE 8,67300
SPX CORPCOM78463510414,499201,427SH SOLE 192,92700
SS&C TECHNOLOGIES HLDGS INCCOM78467J10036110,974SH SOLE 8,87400
ST JUDE MED INCCOM79084910328,897633,289SH SOLE 624,58900
STAAR SURGICAL COCOM PAR $0.0185231230524223,828SH SOLE 15,02800
STAG INDL INCCOM85254J1024,989250,057SH SOLE 150,95700
STAGE STORES INCCOM NEW85254C3051,34257,121SH SOLE 41,42100
STAMPS COM INCCOM NEW8528572001,12228,480SH SOLE 21,48000
STANDARD MTR PRODS INCCOM85366610514,793430,774SH SOLE 318,07400
STANDARD PAC CORP NEWCOM85375C1011,490178,896SH SOLE 173,89600
STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC43,6182,825,000PRN SOLE 000
STANDEX INTL CORPCOM8542311073,58067,872SH SOLE 38,57200
STAR SCIENTIFIC INCCOM85517P10113496,501SH SOLE 66,10100
STARBUCKS CORPCOM85524410918,410281,118SH SOLE 281,11800
STARWOOD HOTELS&RESORTS WRLDCOM85590A4011,63725,900SH SOLE 25,90000
STARWOOD PPTY TR INCCOM85571B1054,903198,100SH SOLE 148,20000
STARZCOM SER A85571Q10261027,600SH SOLE 27,60000
STATE STR CORPCOM85747710327,028414,478SH SOLE 414,47800
STEC INCCOM7847741018,9431,330,798SH SOLE 1,286,79800
STEEL DYNAMICS INCCOM85811910036,8342,470,406SH SOLE 2,470,40600
STEELCASE INCCL A85815520310,239702,291SH SOLE 431,19100
STEIN MART INCCOM85837510822516,500SH SOLE 10,30000
STEINER LEISURE LTDORDP8744Y1022,17141,076SH SOLE 24,57600
STEPAN COCOM85858610064411,584SH SOLE 8,78400
STERICYCLE INCCOM8589121083,33130,161SH SOLE 30,16100
STERIS CORPCOM85915210013,487314,519SH SOLE 279,51900
STERLING BANCORPCOM85915810724921,428SH SOLE 21,42800
STERLING FINL CORP WASHCOM NEW85931930338516,202SH SOLE 9,20200
STERLITE INDS INDIA LTDADS859737207997170,700SH SOLE 164,10000
STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB48,7198,925,000PRN SOLE 000
STEWART ENTERPRISES INCCL A86037010521,1131,612,881SH SOLE 1,407,18100
STEWART ENTERPRISES INCNOTE 3.125% 7/1860370AH81,4511,175,000PRN SOLE 000
STEWART ENTERPRISES INCNOTE 3.375% 7/1860370AK1583450,000PRN SOLE 000
STEWART INFORMATION SVCS CORCOM86037210179730,427SH SOLE 19,42700
STEWART INFORMATION SVCS CORNOTE 6.000%10/1860372AB718,5688,850,000PRN SOLE 000
STILLWATER MNG CONOTE 1.750%10/186074QAL63,4273,325,000PRN SOLE 000
STONE ENERGY CORPCOM8616421067,679348,551SH SOLE 232,09600
STONERIDGE INCCOM86183P10212210,500SH SOLE 000
STR HLDGS INCCOM78478V100382168,071SH SOLE 168,07100
STRATEGIC HOTELS & RESORTS ICOM86272T1064,655525,423SH SOLE 461,72300
STRAYER ED INCCOM8632361052735,600SH SOLE 5,60000
STRYKER CORPCOM86366710176,4771,182,389SH SOLE 1,068,68900
STURM RUGER & CO INCCOM8641591081,43229,808SH SOLE 25,70800
SUN CMNTYS INCCOM8666741041,16823,466SH SOLE 14,69300
SUN HYDRAULICS CORPCOM86694210535611,383SH SOLE 6,78300
SUN LIFE FINL INCCOM86679610564321,700SH SOLE 21,70000
SUNCOKE ENERGY INCCOM86722A1032,703192,821SH SOLE 103,52100
SUNCOR ENERGY INC NEWCOM8672241071,63455,400SH SOLE 55,40000
SUNEDISON INCCOM86732Y1096,795831,746SH SOLE 655,84600
SUNESIS PHARMACEUTICALS INCCOM NEW86732860139676,076SH SOLE 52,27600
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1085598,736SH SOLE 8,73600
SUNPOWER CORPCOM8676524062,421116,945SH SOLE 74,84500
SUNPOWER CORPDBCV 4.750% 4/1867652AC38,3677,875,000PRN SOLE 000
SUNPOWER CORPDBCV 4.500% 3/1867652AE97,4716,375,000PRN SOLE 000
SUNSTONE HOTEL INVS INC NEWCOM8678921013,719307,858SH SOLE 278,05800
SUNTRUST BKS INCCOM86791410310,400329,435SH SOLE 329,43500
SUPERIOR ENERGY SVCS INCCOM8681571089,808378,090SH SOLE 378,09000
SUPERVALU INCCOM8685361034,769766,800SH SOLE 742,90000
SUPPORT COM INCCOM86858W10110122,200SH SOLE 12,70000
SUSQUEHANNA BANCSHARES INC PCOM8690991013,184247,748SH SOLE 179,44800
SUSSER HLDGS CORPCOM86923310698620,595SH SOLE 12,59500
SVB FINL GROUPCOM78486Q1015546,654SH SOLE 6,65400
SWIFT ENERGY COCOM8707381011,948162,448SH SOLE 127,44800
SWIFT TRANSN COCL A87074U1014,796289,960SH SOLE 163,46000
SWS GROUP INCCOM78503N10719913,118SH SOLE 13,11800
SYKES ENTERPRISES INCCOM8712371034,808305,072SH SOLE 202,07200
SYMANTEC CORPCOM871503108115,9455,160,000SH SOLE 4,847,90000
SYMETRA FINL CORPCOM87151Q1069,872617,407SH SOLE 452,20700
SYMMETRY MED INCCOM87154620648057,029SH SOLE 57,02900
SYNAGEVA BIOPHARMA CORPCOM87159A10346211,000SH SOLE 7,20000
SYNAPTICS INCCOM87157D1093829,900SH SOLE 6,70000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B10331210,100SH SOLE 6,30000
SYNERGY PHARMACEUTICALS DELCOM NEW87163930822351,511SH SOLE 36,21100
SYNERGY RES CORPCOM87164P1031,019139,175SH SOLE 139,17500
SYNNEX CORPCOM87162W10059214,000SH SOLE 14,00000
SYNOPSYS INCCOM87160710714,953418,252SH SOLE 418,25200
SYNOVUS FINL CORPCOM87161C1053,4391,177,822SH SOLE 1,177,82200
SYNTA PHARMACEUTICALS CORPCOM87162T20642585,181SH SOLE 48,18100
SYNTEL INCCOM87162H1033024,800SH SOLE 3,30000
SYSCO CORPCOM8718291078,552250,362SH SOLE 250,36200
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910097,8135,339,162SH SOLE 4,829,36200
TAKE-TWO INTERACTIVE SOFTWARCOM87405410967945,343SH SOLE 45,34300
TAKE-TWO INTERACTIVE SOFTWARNOTE 4.375% 6/0874054AA72,1501,515,000PRN SOLE 000
TAKE-TWO INTERACTIVE SOFTWARNOTE 1.750%12/0874054AC3221200,000PRN SOLE 000
TALISMAN ENERGY INCCOM87425E1033,678321,785SH SOLE 321,78500
TANGER FACTORY OUTLET CTRS ICOM8754651062,85785,377SH SOLE 85,37700
TARGA RES CORPCOM87612G1011,41021,913SH SOLE 21,11300
TARGA RESOURCES PARTNERS LPCOM UNIT87611X1053967,849SH SOLE 7,84900
TARGET CORPCOM87612E1065,14874,763SH SOLE 74,76300
TASER INTL INCCOM87651B1043,284385,464SH SOLE 162,96400
TATA MTRS LTDSPONSORED ADR87656850214,167604,413SH SOLE 553,41300
TAUBMAN CTRS INCCOM8766641033,83250,988SH SOLE 50,98800
TC PIPELINES LPUT COM LTD PRT87233Q1083086,375SH SOLE 6,37500
TCF FINL CORPCOM87227510216911,886SH SOLE 11,88600
TEAM INCCOM87815510047712,599SH SOLE 7,69900
TEARLAB CORPCOM87819310149246,363SH SOLE 24,46300
TECH DATA CORPCOM87823710630,006637,206SH SOLE 637,20600
TECHNE CORPCOM8783771005047,300SH SOLE 7,30000
TECK RESOURCES LTDCL B8787422043,049142,700SH SOLE 142,70000
TEEKAY LNG PARTNERS L PPRTNRSP UNITSY8564M1053247,425SH SOLE 7,42500
TELEDYNE TECHNOLOGIES INCCOM8793601051,21915,765SH SOLE 12,16500
TELEFLEX INCCOM8793691066,94889,661SH SOLE 89,66100
TELEFONICA BRASIL SASPONSORED ADR87936R10621,919960,501SH SOLE 884,10100
TELENAV INCCOM8794551037915,100SH SOLE 9,30000
TELEPHONE & DATA SYS INCCOM NEW87943382917,143695,474SH SOLE 695,47400
TELETECH HOLDINGS INCCOM8799391061,51764,743SH SOLE 28,61600
TELLABS INCCOM87966410025,04512,649,150SH SOLE 11,435,15000
TEMPUR PEDIC INTL INCCOM88023U1013,68884,000SH SOLE 84,00000
TENARIS S ASPONSORED ADR88031M10975718,800SH SOLE 18,80000
TENET HEALTHCARE CORPCOM NEW88033G4071,57734,205SH SOLE 34,20500
TENNANT COCOM8803451034288,862SH SOLE 7,56200
TENNECO INCCOM8803491051,25927,800SH SOLE 8,20000
TERADATA CORP DELCOM88076W1033,76074,862SH SOLE 74,86200
TERADYNE INCCOM88077010232918,700SH SOLE 18,70000
TEREX CORP NEWCOM8807791038,969341,038SH SOLE 341,03800
TEREX CORP NEWNOTE 4.000% 6/0880779AV539,65822,759,000PRN SOLE 000
TESARO INCCOM8815691073119,500SH SOLE 5,90000
TESCO CORPCOM88157K1019,388708,541SH SOLE 426,14100
TESLA MTRS INCCOM88160R1012,79726,039SH SOLE 26,03900
TESORO CORPCOM88160910170,9991,357,017SH SOLE 1,357,01700
TESSERA TECHNOLOGIES INCCOM88164L10055126,500SH SOLE 26,50000
TETRA TECHNOLOGIES INC DELCOM88162F10544042,900SH SOLE 40,70000
TEXAS CAPITAL BANCSHARES INCCOM88224Q1073888,746SH SOLE 14600
TEXAS CAPITAL BANCSHARES INC*W EXP 01/16/20188224Q1151,46247,286SH SOLE 47,28600
TEXAS INDS INCCOM8824911031,10817,011SH SOLE 10,11100
TEXAS INSTRS INCCOM88250810412,580360,759SH SOLE 332,85900
TEXTAINER GROUP HOLDINGS LTDSHSG8766E10939710,331SH SOLE 3,23100
TEXTRON INCCOM8832031019,283356,335SH SOLE 356,33500
THERAGENICS CORPCOM88337510710550,529SH SOLE 50,52900
THERAVANCE INCNOTE 2.125% 1/188338TAB07,4224,800,000PRN SOLE 000
THERMO FISHER SCIENTIFIC INCCOM88355610228,436336,008SH SOLE 300,00800
THERMON GROUP HLDGS INCCOM88362T10332115,717SH SOLE 10,71700
THL CR INCCOM87243810617011,208SH SOLE 11,20800
THOMPSON CREEK METALS CO INCUNIT 99/99/99998847683005,338327,300SH SOLE 327,30000
THOMSON REUTERS CORPCOM88490310543013,200SH SOLE 13,20000
THOR INDS INCCOM88516010166813,590SH SOLE 10,79000
THORATEC CORPCOM NEW88517530722,562720,600SH SOLE 720,60000
THRESHOLD PHARMACEUTICAL INCCOM NEW8858072061,353257,295SH SOLE 80,19500
TIBCO SOFTWARE INCCOM88632Q1037,007327,426SH SOLE 327,42600
TICC CAPITAL CORPCOM87244T1095,712593,800SH SOLE 316,10000
TIDEWATER INCCOM8864231023766,600SH SOLE 6,60000
TIFFANY & CO NEWCOM88654710888112,100SH SOLE 12,10000
TIM PARTICIPACOES S ASPONSORED ADR88706P2059,915533,090SH SOLE 512,84500
TIME WARNER CABLE INCCOM88732J20747,608423,256SH SOLE 371,25600
TIME WARNER INCCOM NEW88731730365,9651,140,862SH SOLE 1,140,86200
TIME WARNER TELECOM INCDBCV 2.375% 4/0887319AC52,1511,425,000PRN SOLE 000
TIMKEN COCOM88738910458,2981,035,863SH SOLE 1,035,86300
TITAN MACHY INCNOTE 3.750% 5/088830RAB7118125,000PRN SOLE 000
TIVO INCCOM88870610827024,468SH SOLE 24,46800
TJX COS INC NEWCOM87254010939,555790,151SH SOLE 779,95100
T-MOBILE US INCCOM8725901049,156369,050SH SOLE 345,40000
TOLL BROTHERS INCCOM8894781032,74083,966SH SOLE 83,96600
TORCHMARK CORPCOM8910271047,032107,950SH SOLE 107,95000
TORO COCOM8910921081,06323,400SH SOLE 23,40000
TORONTO DOMINION BK ONTCOM NEW8911605091,96124,400SH SOLE 24,40000
TOTAL SYS SVCS INCCOM89190610924,425997,773SH SOLE 894,27300
TOWERS WATSON & COCL A8918941078,654105,609SH SOLE 105,60900
TOWN SPORTS INTL HLDGS INCCOM89214A10213012,100SH SOLE 9,00000
TRACTOR SUPPLY COCOM8923561069,59181,552SH SOLE 81,55200
TRANSCANADA CORPCOM89353D1072,30653,500SH SOLE 53,50000
TRANSDIGM GROUP INCCOM8936411003,43821,932SH SOLE 21,93200
TRANSMONTAIGNE PARTNERS L PCOM UNIT L P89376V1003147,482SH SOLE 7,48200
TRANSOCEAN LTDREG SHSH8817H10016,936353,200SH SOLE 353,20000
TRANSWITCH CORPCOM NEW894065309343952,900SH SOLE 952,90000
TRAVELERS COMPANIES INCCOM89417E109117,2501,467,093SH SOLE 1,374,99300
TRAVELZOO INCCOM89421Q1062,25282,600SH SOLE 32,50000
TREDEGAR CORPCOM8946501001,11543,388SH SOLE 36,28800
TREEHOUSE FOODS INCCOM89469A10476011,597SH SOLE 11,59700
TREX CO INCCOM89531P1051,48731,304SH SOLE 12,60400
TRI CONTL CORPCOM89543610334919,479SH SOLE 19,47900
TRIANGLE CAP CORPCOM89584810989732,624SH SOLE 18,62400
TRIANGLE PETE CORPCOM NEW89600B20144463,400SH SOLE 25,00000
TRIMAS CORPCOM NEW89621520990624,313SH SOLE 17,91300
TRIMBLE NAVIGATION LTDCOM8962391005,777222,100SH SOLE 222,10000
TRINITY INDS INCCOM8965221091,34935,100SH SOLE 35,10000
TRIPADVISOR INCCOM8969452013,54558,232SH SOLE 58,23200
TRIQUINT SEMICONDUCTOR INCCOM89674K10369199,700SH SOLE 99,70000
TRIUMPH GROUP INC NEWCOM8968181016688,444SH SOLE 8,44400
TRIUS THERAPEUTICS INCCOM89685K10014117,400SH SOLE 10,60000
TRUE RELIGION APPAREL INCCOM89784N10441,8051,320,438SH SOLE 1,320,43800
TRUEBLUE INCCOM89785X1017,458354,320SH SOLE 194,52900
TRUSTMARK CORPCOM89840210240216,353SH SOLE 16,35300
TRW AUTOMOTIVE HLDGS CORPCOM87264S10642,485639,447SH SOLE 639,44700
TRW AUTOMOTIVE INCNOTE 3.500%12/087264MAH25,3022,325,000PRN SOLE 000
TTM TECHNOLOGIES INCNOTE 3.250% 5/187305RAC31,0091,000,000PRN SOLE 000
TUESDAY MORNING CORPCOM NEW89903550521220,400SH SOLE 12,70000
TUPPERWARE BRANDS CORPCOM89989610451,428661,963SH SOLE 661,96300
TURQUOISE HILL RES LTDCOM9004351086,7621,140,300SH SOLE 1,140,30000
TUTOR PERINI CORPCOM9011091082,945162,800SH SOLE 129,60000
TW TELECOM INCCOM87311L10499935,514SH SOLE 35,51400
TWO HBRS INVT CORPCOM90187B1015,535540,000SH SOLE 357,60000
TYCO INTERNATIONAL LTDSHSH8912810430,156915,212SH SOLE 915,21200
TYLER TECHNOLOGIES INCCOM9022521052,98443,537SH SOLE 24,03700
TYSON FOODS INCCL A902494103127,1824,952,560SH SOLE 4,527,26000
TYSON FOODS INCNOTE 3.250%10/1902494AP824,23915,875,000PRN SOLE 000
U S AIRWAYS GROUP INCCOM90341W10882550,248SH SOLE 16,94800
U S G CORPCOM NEW90329340598042,509SH SOLE 42,50900
U S SILICA HLDGS INCCOM90346E1035,884283,179SH SOLE 268,77900
UDR INCCOM9026531041,70867,000SH SOLE 67,00000
UGI CORP NEWCOM9026811054,147106,022SH SOLE 106,02200
UIL HLDG CORPCOM90274810277820,352SH SOLE 20,35200
ULTA SALON COSMETCS & FRAG ICOM90384S3038368,350SH SOLE 8,35000
ULTRAPAR PARTICIPACOES S ASP ADR REP COM90400P10136115,100SH SOLE 15,10000
ULTRATECH INCCOM9040341051,01027,516SH SOLE 16,81600
UMB FINL CORPCOM9027881083,74967,349SH SOLE 47,14900
UMPQUA HLDGS CORPCOM9042141033,618241,039SH SOLE 111,43900
UNDER ARMOUR INCCL A9043111073,34456,012SH SOLE 56,01200
UNI PIXEL INCCOM NEW90457220337425,429SH SOLE 15,22900
UNIFIRST CORP MASSCOM9047081042,51827,600SH SOLE 16,30000
UNION PAC CORPCOM90781810849,049317,920SH SOLE 311,12000
UNISYS CORPCOM NEW90921430613,310603,060SH SOLE 420,38100
UNIT CORPCOM9092181099,559224,500SH SOLE 224,50000
UNITED CONTL HLDGS INCCOM9100471091,48447,429SH SOLE 47,42900
UNITED ONLINE INCCOM91126810014,8651,961,118SH SOLE 1,380,09800
UNITED PARCEL SERVICE INCCL B91131210614,793171,060SH SOLE 161,86000
UNITED RENTALS INCCOM9113631094,18383,814SH SOLE 83,81400
UNITED RENTALS INCNOTE 4.000%11/1911363AL333,1717,400,000PRN SOLE 000
UNITED STATES STL CORP NEWCOM91290910823,7641,355,621SH SOLE 1,258,62100
UNITED STATES STL CORP NEWNOTE 4.000% 5/1912909AE89,8649,600,000PRN SOLE 000
UNITED STATIONERS INCCOM9130041072768,220SH SOLE 3,52000
UNITED TECHNOLOGIES CORPCOM9130171094,27045,943SH SOLE 45,94300
UNITED THERAPEUTICS CORP DELCOM91307C10212,520190,212SH SOLE 190,21200
UNITED THERAPEUTICS CORP DELNOTE 1.000% 9/191307CAF9726500,000PRN SOLE 000
UNITEDHEALTH GROUP INCCOM91324P10255,592848,988SH SOLE 775,08800
UNIVERSAL AMERN CORP NEWCOM91338E10126329,617SH SOLE 19,51700
UNIVERSAL BUSINESS PMT SOL ACOM913384103483161,095SH SOLE 161,09500
UNIVERSAL CORP VACOM9134561093,24656,116SH SOLE 46,16300
UNIVERSAL DISPLAY CORPCOM91347P1052438,641SH SOLE 8,64100
UNIVERSAL FST PRODS INCCOM91354310461115,294SH SOLE 13,59400
UNIVERSAL HEALTH RLTY INCM TSH BEN INT91359E10550711,763SH SOLE 7,15800
UNIVERSAL HLTH SVCS INCCL B91390310019,566292,200SH SOLE 292,20000
UNS ENERGY CORPCOM9031191052,57257,496SH SOLE 36,45000
UNUM GROUPCOM91529Y10688,0462,997,815SH SOLE 2,841,11500
URBAN OUTFITTERS INCCOM9170471028,080200,900SH SOLE 200,90000
URS CORP NEWCOM90323610719,981423,146SH SOLE 423,14600
US BANCORP DELCOM NEW90297330412,331341,117SH SOLE 313,31700
US ECOLOGY INCCOM91732J1022208,015SH SOLE 5,41500
USA MOBILITY INCCOM90341G10322516,610SH SOLE 91000
USANA HEALTH SCIENCES INCCOM90328M1079,011124,497SH SOLE 49,49700
V F CORPCOM9182041084,54923,565SH SOLE 23,56500
VAALCO ENERGY INCCOM NEW91851C2017,8061,364,663SH SOLE 924,26300
VALASSIS COMMUNICATIONS INCCOM91886610482933,700SH SOLE 19,10000
VALE S AADR91912E1052,267172,400SH SOLE 172,40000
VALE S AADR REPSTG PFD91912E20414,6641,205,932SH SOLE 994,03200
VALEANT PHARMACEUTICALS INTLCOM91911K10225,497296,206SH SOLE 296,20600
VALERO ENERGY CORP NEWCOM91913Y10025,207724,950SH SOLE 690,15000
VALIDUS HOLDINGS LTDCOM SHSG9319H10218,266505,695SH SOLE 505,69500
VALLEY NATL BANCORP*W EXP 11/14/20191979413187125,000SH SOLE 125,00000
VALMONT INDS INCCOM9202531016,13142,849SH SOLE 42,84900
VALSPAR CORPCOM92035510413,510208,900SH SOLE 208,90000
VALUECLICK INCCOM92046N10213,862561,663SH SOLE 463,06300
VALUEVISION MEDIA INCCL A92047K10723245,492SH SOLE 29,19200
VANDA PHARMACEUTICALS INCCOM92165910812014,900SH SOLE 000
VANGUARD HEALTH SYS INCCOM9220362076,164297,190SH SOLE 295,39000
VANTAGE DRILLING COMPANYNOTE 7.875% 9/0G93205AA37,0695,750,000PRN SOLE 000
VANTIV INCCL A92210H1052268,200SH SOLE 8,20000
VARIAN MED SYS INCCOM92220P1054727,000SH SOLE 7,00000
VCA ANTECH INCCOM9181941012379,100SH SOLE 9,10000
VECTOR GROUP LTDCOM92240M10822613,963SH SOLE 9,71100
VECTOR GROUP LTDDBCV 6/192240MAL21,3431,229,000PRN SOLE 000
VECTOR GROUP LTDFRNT 11/192240MAS732,03425,100,000PRN SOLE 000
VECTOR GROUP LTDFRNT 1/192240MAY49,9448,475,000PRN SOLE 000
VEECO INSTRS INC DELCOM9224171002517,100SH SOLE 6,60000
VENTAS INCCOM92276F10023,011331,278SH SOLE 310,77800
VERIFONE SYS INCCOM92342Y10955633,065SH SOLE 33,06500
VERISIGN INCCOM92343E1021,55034,700SH SOLE 34,70000
VERISIGN INCSDCV 3.250% 8/192343EAD4126,92689,899,000PRN SOLE 000
VERISK ANALYTICS INCCL A92345Y1063,01250,448SH SOLE 50,44800
VERIZON COMMUNICATIONS INCCOM92343V104122,8612,440,622SH SOLE 2,266,12200
VERTEX PHARMACEUTICALS INCCOM92532F10040,937512,545SH SOLE 512,54500
VIACOM INC NEWCL B92553P20156,043823,560SH SOLE 755,76000
VIAD CORPCOM NEW92552R4061,47160,009SH SOLE 57,30900
VICAL INCCOM92560210423073,594SH SOLE 54,69400
VIEWPOINT FINL GROUP INC MDCOM92672A1014,182200,982SH SOLE 107,28200
VIROPHARMA INCCOM92824110848016,760SH SOLE 16,76000
VIROPHARMA INCNOTE 2.000% 3/1928241AH127,46216,675,000PRN SOLE 000
VIRTUS INVT PARTNERS INCCOM92828Q1091,4898,449SH SOLE 5,34900
VIRTUSA CORPCOM92827P10227712,500SH SOLE 4,60000
VISA INCCOM CL A92826C83961,328335,584SH SOLE 308,78400
VISHAY INTERTECHNOLOGY INCCOM92829810821,7651,566,921SH SOLE 1,566,92100
VISTA GOLD CORPCOM NEW9279263035556,400SH SOLE 33,90000
VITESSE SEMICONDUCTOR CORPDBCV 8.000% 6/1928497AE65,4845,189,000PRN SOLE 000
VIVUS INCCOM92855110047737,899SH SOLE 37,89900
VMWARE INCCL A COM9285634021,15617,261SH SOLE 17,26100
VOCUS INCCOM92858J10872769,100SH SOLE 41,60000
VOLTERRA SEMICONDUCTOR CORPCOM9287081061,474104,375SH SOLE 33,67500
VONAGE HLDGS CORPCOM92886T2011,200424,012SH SOLE 311,71200
VORNADO RLTY TRSH BEN INT92904210913,491162,842SH SOLE 153,84200
VOXX INTL CORPCL A91829F10436029,344SH SOLE 24,84400
VULCAN MATLS COCOM9291601094749,800SH SOLE 9,80000
W & T OFFSHORE INCCOM92922P10649534,665SH SOLE 28,86500
WABASH NATL CORPCOM92956610737236,526SH SOLE 24,42600
WABCO HLDGS INCCOM92927K10238,275512,453SH SOLE 512,45300
WABTEC CORPCOM9297401083,48865,285SH SOLE 65,28500
WADDELL & REED FINL INCCL A9300591005,581128,300SH SOLE 128,30000
WAGEWORKS INCCOM93042710963618,476SH SOLE 15,07600
WALGREEN COCOM93142210965,8151,489,022SH SOLE 1,398,42200
WALKER & DUNLOP INCCOM93148P10220811,862SH SOLE 8,36200
WAL-MART STORES INCCOM931142103167,5532,249,331SH SOLE 2,185,23100
WALTER ENERGY INCCOM93317Q1057,741744,308SH SOLE 744,30800
WALTER INVT MGMT CORPCOM93317W10282724,458SH SOLE 15,55800
WARNER CHILCOTT PLC IRELANDSHS AG94368100111,9565,631,609SH SOLE 5,631,60900
WASHINGTON FED INCCOM9388241092,518133,364SH SOLE 133,36400
WASHINGTON POST COCL B9396401087,53315,571SH SOLE 15,57100
WASHINGTON REAL ESTATE INVTSH BEN INT9396531012,48592,344SH SOLE 46,89300
WASTE CONNECTIONS INCCOM94105310058314,183SH SOLE 14,18300
WASTE MGMT INC DELCOM94106L10916,289403,890SH SOLE 366,89000
WATTS WATER TECHNOLOGIES INCCL A94274910264214,158SH SOLE 10,65800
WAUSAU PAPER CORPCOM94331510130726,897SH SOLE 24,49700
WD-40 COCOM9292361071,18621,778SH SOLE 14,17800
WEATHERFORD INTERNATIONAL LTREG SHSH2701310333324,300SH SOLE 24,30000
WEB COM GROUP INCCOM94733A10457422,429SH SOLE 15,12900
WEBMD HEALTH CORPCOM94770V1021,50151,100SH SOLE 39,70000
WEBSENSE INCCOM9476841065,630227,761SH SOLE 227,76100
WEBSTER FINL CORP CONNCOM9478901095,702222,055SH SOLE 164,65500
WEINGARTEN RLTY INVSSH BEN INT9487411031,09035,436SH SOLE 35,43600
WEIS MKTS INCCOM94884910452211,580SH SOLE 3,78000
WELLCARE HEALTH PLANS INCCOM94946T1061,39625,129SH SOLE 14,65300
WELLPOINT INCCOM94973V10732,811400,911SH SOLE 400,91100
WELLS FARGO & CO NEWCOM949746101218,4285,292,665SH SOLE 4,838,76500
WELLS FARGO & CO NEWPERP PFD CNV A9497468042,2611,900SH SOLE 1,90000
WENDYS COCOM95058W1001,259216,000SH SOLE 216,00000
WERNER ENTERPRISES INCCOM9507551086,898285,386SH SOLE 285,38600
WESBANCO INCCOM95081010136613,852SH SOLE 9,35200
WESCO INTL INCCOM95082P1051,26818,651SH SOLE 18,65100
WESCO INTL INCDBCV 6.000% 9/195082PAH812,3195,000,000PRN SOLE 000
WEST PHARMACEUTICAL SVSC INCCOM9553061054997,108SH SOLE 5,60800
WESTAMERICA BANCORPORATIONCOM9570901032285,000SH SOLE 4,70000
WESTERN ALLIANCE BANCORPCOM95763810964640,825SH SOLE 27,92500
WESTERN ASSET GLOBAL CP DEFICOM95790C1071,27970,344SH SOLE 70,34400
WESTERN ASSET INCOME FDCOM95766T10015011,645SH SOLE 11,64500
WESTERN DIGITAL CORPCOM958102105172,3212,775,347SH SOLE 2,644,54700
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541045057,781SH SOLE 7,78100
WESTERN REFNG INCCOM9593191046,814242,740SH SOLE 168,14000
WESTERN REFNG INCNOTE 5.750% 6/1959319AC861,08421,000,000PRN SOLE 000
WESTERN UN COCOM95980210921312,471SH SOLE 12,47100
WESTLAKE CHEM CORPCOM9604131024,91450,971SH SOLE 50,97100
WET SEAL INCCL A96184010511,9262,532,085SH SOLE 1,628,28500
WEX INCCOM96208T1042713,534SH SOLE 3,53400
WEYERHAEUSER COCOM96216610447,8351,679,005SH SOLE 1,639,90500
WGL HLDGS INCCOM92924F1062,96768,644SH SOLE 62,14400
WHIRLPOOL CORPCOM96332010671,031621,114SH SOLE 619,41400
WHITEWAVE FOODS COCOM CL A9662441052,682165,075SH SOLE 165,07500
WHITEWAVE FOODS COCOM CL B9662442043,959260,482SH SOLE 260,48200
WHITING PETE CORP NEWCOM96638710219,834430,324SH SOLE 423,42400
WHOLE FOODS MKT INCCOM9668371067,842152,334SH SOLE 152,33400
WILLBROS GROUP INC DELCOM9692031087,3381,195,132SH SOLE 775,43200
WILLIAMS CLAYTON ENERGY INCCOM96949010174617,138SH SOLE 13,03800
WILLIAMS COS INC DELCOM9694571003,401104,740SH SOLE 104,74000
WILLIAMS PARTNERS L PCOM UNIT L P96950F10457211,080SH SOLE 11,08000
WILLIAMS SONOMA INCCOM96990410113,934249,306SH SOLE 249,30600
WILLIS GROUP HOLDINGS PUBLICSHSG966661051,31732,300SH SOLE 32,30000
WILSHIRE BANCORP INCCOM97186T1087,6431,154,484SH SOLE 743,98400
WINNEBAGO INDS INCCOM9746371002,552121,604SH SOLE 44,80400
WINTRUST FINANCIAL CORPCOM97650W10845311,826SH SOLE 10,92600
WINTRUST FINANCIAL CORP*W EXP 12/19/20197650W1579,534524,700SH SOLE 524,70000
WIPRO LTDSPON ADR 1 SH97651M1093,945541,961SH SOLE 515,38800
WISCONSIN ENERGY CORPCOM9766571067,749189,054SH SOLE 189,05400
WISDOMTREE INVTS INCCOM97717P10493881,103SH SOLE 47,30300
WMS INDS INCCOM92929710956,3882,210,417SH SOLE 2,194,41700
WOLVERINE WORLD WIDE INCCOM9780971032,21040,463SH SOLE 40,46300
WORLD ACCEP CORP DELCOM9814191041,83221,068SH SOLE 16,26800
WORLD FUEL SVCS CORPCOM98147510674718,688SH SOLE 18,68800
WORLD WRESTLING ENTMT INCCL A98156Q10828919,425SH SOLE 19,42500
WORTHINGTON INDS INCCOM98181110217,343546,922SH SOLE 462,12200
WRIGHT MED GROUP INCCOM98235T1073,293125,628SH SOLE 118,12800
WRIGHT MED GROUP INCRIGHT 03/01/201998235T1156423,600SH SOLE 19,30000
WYNDHAM WORLDWIDE CORPCOM98310W10838,789677,776SH SOLE 677,77600
WYNN RESORTS LTDCOM9831341077,87261,500SH SOLE 56,70000
XCEL ENERGY INCCOM98389B10018,606656,515SH SOLE 635,61500
XENOPORT INCCOM98411C1002,810567,777SH SOLE 263,17700
XEROX CORPCOM98412110355,4476,113,200SH SOLE 5,784,10000
XILINX INCCOM9839191011,38635,001SH SOLE 35,00100
XILINX INCSDCV 3.125% 3/1983919AD372,67852,475,000PRN SOLE 000
XL GROUP PLCSHSG982901021,79259,119SH SOLE 59,11900
XPO LOGISTICS INCCOM98379310029916,526SH SOLE 11,82600
XYLEM INCCOM98419M10067425,000SH SOLE 25,00000
YAHOO INCCOM984332106178,6587,115,000SH SOLE 6,813,00000
YAMANA GOLD INCCOM98462Y10023524,700SH SOLE 24,70000
YELP INCCL A98581710564318,482SH SOLE 10,88200
YRC WORLDWIDE INCCOM PAR $.019842496075,253182,701SH SOLE 178,30100
YUM BRANDS INCCOM9884981012,29833,135SH SOLE 33,13500
ZALE CORP NEWCOM98885810689798,621SH SOLE 71,42100
ZEBRA TECHNOLOGIES CORPCL A9892071053698,500SH SOLE 8,50000
ZILLOW INCCL A98954A1071,19621,241SH SOLE 13,94100
ZIMMER HLDGS INCCOM98956P10247,974640,169SH SOLE 614,86900
ZIONS BANCORPORATIONCOM9897011075,776200,000SH SOLE 200,00000
ZIOPHARM ONCOLOGY INCCOM98973P1015727,300SH SOLE 15,60000
ZIX CORPCOM98974P10010123,800SH SOLE 14,20000
ZOETIS INCCL A98978V10399,0423,206,272SH SOLE 3,061,42800
ZOETIS INCCL A98978V1037,2047,705SHCallSOLE 000
ZWEIG FDCOM NEW98983420558645,758SH SOLE 45,75800