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
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Estimated average burden
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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 A68243Q10620140,711SH SOLE 25,81100
3-D SYS CORP DELCOM NEW88554D2052,89953,693SH SOLE 53,69300
3M COCOM88579Y10162,375522,356SH SOLE 487,55600
8X8 INC NEWCOM2829141001,230122,102SH SOLE 76,90200
AAON INCCOM PAR $0.0040003602061,69863,913SH SOLE 26,86300
AAR CORPCOM0003611055,881215,176SH SOLE 121,13600
AARONS INCCOM PAR $0.5000253530043115,566SH SOLE 15,56600
ABAXIS INCCOM0025671053909,257SH SOLE 6,45700
ABBOTT LABSCOM002824100140,3434,228,485SH SOLE 3,904,28500
ABBVIE INCCOM00287Y10913,828309,147SH SOLE 309,14700
ABERCROMBIE & FITCH COCL A00289620719,264544,642SH SOLE 544,64200
ABERDEEN GLOBAL INCOME FD INCOM00301310935632,877SH SOLE 32,87700
ACACIA RESH CORPACACIA TCH COM0038813072018,700SH SOLE 8,70000
ACADIA HEALTHCARE COMPANY INCOM00404A1091,65942,076SH SOLE 25,57600
ACADIA PHARMACEUTICALS INCCOM0042251082,42888,374SH SOLE 64,77400
ACADIA RLTY TRCOM SH BEN INT00423910937315,129SH SOLE 15,12900
ACCELRYS INCCOM00430U10311511,700SH SOLE 7,20000
ACCENTURE PLC IRELANDSHS CLASS AG1151C10151,939705,310SH SOLE 633,21000
ACCESS MIDSTREAM PARTNERS LUNIT00434L1094258,793SH SOLE 8,79300
ACCURAY INCCOM00439710512016,200SH SOLE 10,90000
ACCURAY INCNOTE 3.750% 8/0004397AB1526500,000PRN SOLE 000
ACCURAY INCNOTE 3.500% 2/0004397AC96,7754,500,000PRN SOLE 000
ACE LTDSHSH0023R10547,433506,976SH SOLE 461,87600
ACELRX PHARMACEUTICALS INCCOM00444T10069164,155SH SOLE 50,15500
ACETO CORPCOM00444610020112,844SH SOLE 8,04400
ACHILLION PHARMACEUTICALS INCOM00448Q2013110,145SH SOLE 5,34500
ACI WORLDWIDE INCCOM0044981013977,347SH SOLE 3,84700
ACORDA THERAPEUTICS INCCOM00484M1062,11261,609SH SOLE 27,00900
ACTAVIS INCCOM00507K1033,51524,412SH SOLE 24,41200
ACTIVE NETWORK INCCOM00506D10022,3401,561,133SH SOLE 1,561,13300
ACTIVISION BLIZZARD INCCOM00507V10987,3565,240,332SH SOLE 4,628,23200
ACTUATE CORPCOM00508B1021,975268,730SH SOLE 67,13000
ACUITY BRANDS INCCOM00508Y1021,20413,081SH SOLE 13,08100
ACXIOM CORPCOM0051251094,026141,826SH SOLE 117,37600
ADCARE HEALTH SYSTEMS INCCOM NEW00650W300557137,428SH SOLE 137,42800
ADDUS HOMECARE CORPCOM0067391066,880237,482SH SOLE 132,34900
ADOBE SYS INCCOM00724F1014,64589,424SH SOLE 89,42400
ADTRAN INCCOM00738A1068,013300,806SH SOLE 300,80600
ADVANCE AUTO PARTS INCCOM00751Y10617,091206,708SH SOLE 206,70800
ADVANCED EMISSIONS SOLUTS INCOM00770C1014269,975SH SOLE 6,27500
ADVANCED ENERGY INDSCOM0079731006,609377,253SH SOLE 175,25300
ADVANCED MICRO DEVICES INCCOM0079031072,185574,900SH SOLE 574,90000
ADVENT CLAY CONV SEC INC FDCOM0076391072,463354,359SH SOLE 354,35900
ADVENT CLAYMORE CV SECS & INCOM00764C10951729,403SH SOLE 29,40300
ADVENT CLAYMORE ENH GRW & INCOM00765E1041,161118,664SH SOLE 118,66400
ADVENT SOFTWARE INCCOM00797410874323,400SH SOLE 17,50000
ADVISORY BRD COCOM00762W1073876,501SH SOLE 4,20100
AECOM TECHNOLOGY CORP DELAWACOM00766T10039,9261,276,812SH SOLE 1,276,81200
AEGERION PHARMACEUTICALS INCCOM00767E1022,60830,434SH SOLE 20,83400
AEGION CORPCOM00770F10434014,337SH SOLE 8,83700
AEP INDS INCCOM0010311035056,794SH SOLE 2,59400
AES CORPCOM00130H1055,311399,603SH SOLE 399,60300
AETNA INC NEWCOM00817Y10834,798543,542SH SOLE 543,54200
AFC ENTERPRISES INCCOM00104Q1072,43655,873SH SOLE 14,87300
AFFORDABLE RESIDENTIAL CMNTYNOTE 7.500% 8/100828UAB92,3951,725,000PRN SOLE 000
AFFYMETRIX INCCOM00826T108628101,229SH SOLE 101,22900
AFFYMETRIX INCNOTE 4.000% 7/000826TAH1754600,000PRN SOLE 000
AFLAC INCCOM00105510299416,032SH SOLE 16,03200
AGCO CORPCOM00108410217,612291,500SH SOLE 291,50000
AGCO CORPNOTE 1.250%12/1001084AM46,4044,300,000PRN SOLE 000
AGILENT TECHNOLOGIES INCCOM00846U1016,795132,585SH SOLE 116,28500
AGL RES INCCOM0012041062,04544,431SH SOLE 44,43100
AGREE REALTY CORPCOM0084921001,84160,994SH SOLE 41,89400
AGRIUM INCCOM0089161082,25926,881SH SOLE 26,88100
AIR METHODS CORPCOM PAR $.060091283073157,395SH SOLE 6,09500
AIR PRODS & CHEMS INCCOM0091581064484,200SH SOLE 4,20000
AIR TRANSPORT SERVICES GRP ICOM00922R105763101,815SH SOLE 66,61500
AIRCASTLE LTDCOMG0129k1047,281418,180SH SOLE 203,98000
AIRGAS INCCOM0093631021,0539,930SH SOLE 9,93000
AK STL HLDG CORPCOM0015471084,0551,081,207SH SOLE 1,081,20700
AKAMAI TECHNOLOGIES INCCOM00971T1014,06178,548SH SOLE 78,54800
ALASKA AIR GROUP INCCOM01165910957,578919,489SH SOLE 919,48900
ALBANY INTL CORPCL A0123481087,358205,117SH SOLE 108,61700
ALBANY MOLECULAR RESH INCCOM01242310983164,501SH SOLE 46,30100
ALBEMARLE CORPCOM0126531013,49355,500SH SOLE 55,50000
ALCOA INCCOM0138171011,043128,500SH SOLE 128,50000
ALCOA INCNOTE 5.250% 3/1013817AT82,0901,620,000PRN SOLE 000
ALERE INCCOM01449J1051,10436,121SH SOLE 36,12100
ALEXANDER & BALDWIN INC NEWCOM0144911041,30136,121SH SOLE 22,72100
ALEXANDRIA REAL ESTATE EQ INCOM0152711091,98031,014SH SOLE 31,01400
ALEXION PHARMACEUTICALS INCCOM0153511094,13135,561SH SOLE 35,56100
ALIGN TECHNOLOGY INCCOM01625510195819,905SH SOLE 13,20500
ALLEGIANT TRAVEL COCOM01748X1021,88617,905SH SOLE 11,80500
ALLERGAN INCCOM0184901024,40848,736SH SOLE 48,73600
ALLIANCE CALIF MUN INCOME FDCOM01854610113611,146SH SOLE 11,14600
ALLIANCE DATA SYSTEMS CORPCOM0185811089954,703SH SOLE 4,70300
ALLIANCE DATA SYSTEMS CORPNOTE 4.750% 5/1018581AC228,8936,500,000PRN SOLE 000
ALLIANCE FIBER OPTIC PRODS ICOM NEW01868030693845,838SH SOLE 29,63800
ALLIANCE HEALTHCARE SRVCS INCOM PAR $0.0101860630132111,600SH SOLE 7,40000
ALLIANCE ONE INTL INCCOM0187721033612,239SH SOLE 12,23900
ALLIANCE ONE INTL INCNOTE 5.500% 7/1018772AQ62,8182,822,000PRN SOLE 000
ALLIANT ENERGY CORPCOM0188021088,031162,083SH SOLE 162,08300
ALLIANT TECHSYSTEMS INCCOM01880410439,679406,711SH SOLE 406,71100
ALLIED NEVADA GOLD CORPCOM0193441006615,673SH SOLE 15,67300
ALLIED WRLD ASSUR COM HLDG ASHSH0153110421,108212,376SH SOLE 212,37600
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1083,219216,481SH SOLE 216,48100
ALLSTATE CORPCOM02000210169,7861,380,539SH SOLE 1,298,03900
ALNYLAM PHARMACEUTICALS INCCOM02043Q1072,83544,283SH SOLE 23,68300
ALON USA ENERGY INCCOM02052010219819,441SH SOLE 6,14100
ALPHA NATURAL RESOURCES INCCOM02076X10227,3104,582,264SH SOLE 4,143,26400
ALPHA NATURAL RESOURCES INCNOTE 3.750%12/102076XAE22,2972,400,000PRN SOLE 000
ALTERA CORPCOM0214411002,82676,049SH SOLE 76,04900
ALTISOURCE RESIDENTIAL CORPCL B02153W1001,14950,000SH SOLE 50,00000
ALTRA HOLDINGS INCCOM02208R1062,709100,669SH SOLE 28,56900
ALTRIA GROUP INCCOM02209S10353,5831,559,899SH SOLE 1,407,49900
ALUMINUM CORP CHINA LTDSPON ADR H SHS02227610925627,800SH SOLE 27,80000
AMAG PHARMACEUTICALS INCCOM00163U1061,36263,400SH SOLE 3,70000
AMAZON COM INCCOM02313510656,023179,194SH SOLE 179,19400
AMBAC FINL GROUP INCCOM NEW0231398841,26469,700SH SOLE 11,60000
AMC NETWORKS INCCL A00164V1034626,749SH SOLE 6,74900
AMDOCS LTDORDG0260210316,059438,289SH SOLE 438,28900
AMEDISYS INCCOM0234361082,704157,000SH SOLE 26,20000
AMERCOCOM0235861002,33512,681SH SOLE 12,08100
AMEREN CORPCOM02360810215,121434,010SH SOLE 434,01000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10557,4352,899,308SH SOLE 2,713,40800
AMERICAN ASSETS TR INCCOM02401310452217,093SH SOLE 10,89300
AMERICAN AXLE & MFG HLDGS INCOM0240611031,03152,290SH SOLE 34,59000
AMERICAN CAMPUS CMNTYS INCCOM02483510091526,781SH SOLE 26,78100
AMERICAN CAP LTDCOM02503Y10356,6184,117,666SH SOLE 4,117,66600
AMERICAN CAPITAL AGENCY CORPCOM02503X1051,23954,900SH SOLE 54,90000
AMERICAN EAGLE OUTFITTERS NECOM02553E10628,8362,061,153SH SOLE 2,061,15300
AMERICAN ELEC PWR INCCOM02553710146,1371,064,280SH SOLE 977,88000
AMERICAN EQTY INVT LIFE HLDCOM02567620689442,143SH SOLE 30,94300
AMERICAN EXPRESS COCOM0258161091,96726,040SH SOLE 26,04000
AMERICAN FINL GROUP INC OHIOCOM02593210438,597713,964SH SOLE 713,96400
AMERICAN INTL GROUP INCCOM NEW02687478438,447790,593SH SOLE 726,09300
AMERICAN PAC CORPCOM02874010876814,019SH SOLE 9,61900
AMERICAN PUBLIC EDUCATION INCOM02913V1032606,866SH SOLE 1,46600
AMERICAN RAILCAR INDS INCCOM02916P10380320,473SH SOLE 17,07300
AMERICAN RLTY CAP PPTYS INCCOM02917T1044,091335,300SH SOLE 236,80000
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA221,68322,900,000PRN SOLE 000
AMERICAN SCIENCE & ENGR INCCOM0294291072,95549,000SH SOLE 21,30000
AMERICAN STS WTR COCOM0298991018,340302,628SH SOLE 175,62800
AMERICAN TOWER CORP NEWCOM03027X10028,615386,008SH SOLE 361,80800
AMERICAN VANGUARD CORPCOM03037110832412,023SH SOLE 7,12300
AMERICAN WOODMARK CORPCOM0305061091,74250,270SH SOLE 11,67000
AMERICAN WTR WKS CO INC NEWCOM0304201035,935143,773SH SOLE 143,77300
AMERICAS CAR MART INCCOM03062T1053417,561SH SOLE 3,56100
AMERIGAS PARTNERS L PUNIT L P INT0309751062876,652SH SOLE 6,65200
AMERIPRISE FINL INCCOM03076C10636,570401,520SH SOLE 388,62000
AMERISAFE INCCOM03071H10076821,615SH SOLE 11,21500
AMERISOURCEBERGEN CORPCOM03073E10593,5971,531,868SH SOLE 1,461,26800
AMETEK INC NEWCOM0311001001,30328,306SH SOLE 28,30600
AMGEN INCCOM031162100181,8291,624,345SH SOLE 1,533,04500
AMKOR TECHNOLOGY INCCOM031652100979228,094SH SOLE 228,09400
AMN HEALTHCARE SERVICES INCCOM0017441012,340170,048SH SOLE 75,64800
AMPHENOL CORP NEWCL A0320951011,39418,016SH SOLE 18,01600
AMSURG CORPCOM03232P40566116,651SH SOLE 15,45100
AMTRUST FINL SVCS INCCOM0323593091,84047,098SH SOLE 39,99800
ANADARKO PETE CORPCOM03251110779,922859,474SH SOLE 838,67400
ANADIGICS INCCOM03251510811256,800SH SOLE 42,60000
ANALOG DEVICES INCCOM0326541059,018191,660SH SOLE 191,66000
ANALOGIC CORPCOM PAR $0.050326572072,37728,762SH SOLE 8,36200
ANALYSTS INTL CORPCOM NEW0326812077912,340SH SOLE 12,34000
ANAREN INCCOM03274410479431,131SH SOLE 31,13100
ANDERSONS INCCOM03416410311,409163,213SH SOLE 92,99300
ANDINA ACQUISITION CORPCOMG0440W1004,861485,100SH SOLE 485,10000
ANGIES LIST INCCOM0347541011,12750,102SH SOLE 32,10200
ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820619614,744SH SOLE 14,74400
ANIXTER INTL INCCOM03529010513,210150,701SH SOLE 147,10100
ANN INCCOM0356231071,73547,904SH SOLE 40,60400
ANNALY CAP MGMT INCCOM0357104099,047781,245SH SOLE 704,34500
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB86,6306,500,000PRN SOLE 000
ANSYS INCCOM03662Q1055196,000SH SOLE 6,00000
ANTARES PHARMA INCCOM03664210638093,631SH SOLE 62,93100
ANWORTH MORTGAGE ASSET CPCOM0373471017311,242SH SOLE 11,24200
AOL INCCOM00184X1058,273239,236SH SOLE 239,23600
APACHE CORPCOM0374111052,67531,423SH SOLE 31,42300
APARTMENT INVT & MGMT COCL A03748R1012,978106,600SH SOLE 106,60000
APOGEE ENTERPRISES INCCOM0375981093,243109,267SH SOLE 44,16700
APOLLO GROUP INCCL A03760410516,397787,941SH SOLE 787,94100
APOLLO INVT CORPCOM03761U1061,236151,645SH SOLE 91,33500
APPLE INCCOM037833100201,217422,059SH SOLE 386,25900
APPLIED INDL TECHNOLOGIES INCOM03820C1057,471145,070SH SOLE 145,07000
APPLIED MATLS INCCOM03822210525,8411,473,244SH SOLE 1,473,24400
APPLIED MICRO CIRCUITS CORPCOM NEW03822W4061,27899,091SH SOLE 66,49100
AQUA AMERICA INCCOM03836W10331212,600SH SOLE 12,60000
ARCELORMITTAL SA LUXEMBOURGNOTE 5.000% 5/103938LAK09,8909,690,000PRN SOLE 000
ARCH CAP GROUP LTDORDG0450A1053,41963,155SH SOLE 63,15500
ARCH COAL INCCOM0393801007217,600SH SOLE 17,60000
ARCHER DANIELS MIDLAND COCOM039483102139,8443,795,991SH SOLE 3,533,29100
ARCHER DANIELS MIDLAND CONOTE 0.875% 2/1039483AW23,6673,600,000PRN SOLE 000
ARCTIC CAT INCCOM0396701044,93986,566SH SOLE 33,06600
ARENA PHARMACEUTICALS INCCOM040047102655124,261SH SOLE 124,26100
ARES CAP CORPCOM04010L10311,793682,062SH SOLE 682,06200
ARGO GROUP INTL HLDGS LTDCOMG0464B10712,233285,296SH SOLE 138,87200
ARIAD PHARMACEUTICALS INCCOM04033A1001,47179,944SH SOLE 79,94400
ARK RESTAURANTS CORPCOM0407121014,441207,348SH SOLE 207,34800
ARKANSAS BEST CORP DELCOM0407901074,847188,829SH SOLE 106,62900
ARLINGTON ASSET INVT CORPCL A NEW0413562054,286180,224SH SOLE 88,12400
ARMOUR RESIDENTIAL REIT INCCOM042315101741176,400SH SOLE 123,30000
ARMSTRONG WORLD INDS INC NEWCOM04247X1024,43280,642SH SOLE 80,64200
ARQULE INCCOM04269E10710243,900SH SOLE 000
ARRAY BIOPHARMA INCCOM04269X1051,143183,818SH SOLE 24,31800
ARRIS GROUP INC NEWCOM04270V10613,704803,278SH SOLE 796,97800
ARROW ELECTRS INCCOM04273510024,459504,007SH SOLE 504,00700
ARTHROCARE CORPCOM0431361004,163117,000SH SOLE 60,80000
ARUBA NETWORKS INCCOM0431761061,54392,729SH SOLE 62,22900
ASBURY AUTOMOTIVE GROUP INCCOM0434361041,67731,519SH SOLE 23,41900
ASCENA RETAIL GROUP INCCOM04351G10149624,874SH SOLE 24,87400
ASCENT CAP GROUP INCCOM SER A0436321086818,451SH SOLE 4,95100
ASHFORD HOSPITALITY TR INCCOM SHS0441031096,015487,456SH SOLE 351,55600
ASHLAND INC NEWCOM0442091049119,854SH SOLE 9,85400
ASPEN INSURANCE HOLDINGS LTDSHSG053841052,59671,532SH SOLE 71,53200
ASPEN TECHNOLOGY INCCOM0453271032,36968,581SH SOLE 22,08100
ASSOCIATED BANC CORPCOM04548710511,456739,604SH SOLE 739,60400
ASSOCIATED BANC CORP*W EXP 11/21/2010454871134123,450SH SOLE 23,45000
ASSOCIATED ESTATES RLTY CORPCOM0456041053,105208,241SH SOLE 159,24100
ASSURANT INCCOM04621X10887,7881,622,705SH SOLE 1,573,00500
ASSURED GUARANTY LTDCOMG0585R1064,831257,650SH SOLE 257,65000
ASTEC INDS INCCOM0462241012817,803SH SOLE 7,80300
ASTEX PHARMACEUTICALS INCCOM04624B1039,6761,141,050SH SOLE 1,128,25000
ASTORIA FINL CORPCOM04626510447338,018SH SOLE 38,01800
ASTRONICS CORPCOM0464331082,28045,875SH SOLE 13,27500
AT&T INCCOM00206R102144,1784,263,098SH SOLE 3,799,69800
ATHENAHEALTH INCCOM04685W1037947,317SH SOLE 7,31700
ATLANTIC PWR CORPCOM NEW04878Q86341596,300SH SOLE 64,90000
ATLANTICUS HLDGS CORPCOM04914Y102708191,430SH SOLE 191,43000
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642051,44431,313SH SOLE 23,81300
ATLAS ENERGY LPCOM UNITS LP04930A1041,72831,631SH SOLE 31,63100
ATMEL CORPCOM0495131043,156424,171SH SOLE 424,17100
ATMI INCCOM00207R1011,87170,552SH SOLE 28,45200
ATMOS ENERGY CORPCOM0495601053,65485,785SH SOLE 85,78500
ATWOOD OCEANICS INCCOM0500951082,20139,989SH SOLE 39,98900
AUDIENCE INCCOM05070J10231928,400SH SOLE 9,30000
AUTHENTIDATE HLDG CORPCOM NEW0526662031,2221,373,452SH SOLE 1,373,45200
AUTODESK INCCOM0527691067,581184,144SH SOLE 184,14400
AUTOLIV INCCOM05280010927,041309,434SH SOLE 309,43400
AUTOMATIC DATA PROCESSING INCOM05301510310,495145,004SH SOLE 145,00400
AUTONATION INCCOM05329W10279715,274SH SOLE 15,27400
AUTOZONE INCCOM05333210213,91932,926SH SOLE 32,92600
AV HOMES INCNOTE 7.500% 2/100234PAB88,6517,430,000PRN SOLE 000
AVAGO TECHNOLOGIES LTDSHSY0486S10419,384449,542SH SOLE 430,44200
AVALONBAY CMNTYS INCCOM05348410116,508129,891SH SOLE 121,09100
AVANIR PHARMACEUTICALS INCCL A NEW05348P40131874,900SH SOLE 43,80000
AVATAR HLDGS INCNOTE 7.500% 2/1053494AG52,4022,245,000PRN SOLE 000
AVEO PHARMACEUTICALS INCCOM053588109723349,400SH SOLE 51,30000
AVERY DENNISON CORPCOM05361110962,9451,446,343SH SOLE 1,305,74300
AVG TECHNOLOGIES N VSHSN078311053,251135,800SH SOLE 17,59200
AVIS BUDGET GROUPCOM0537741052,10873,121SH SOLE 71,82100
AVIS BUDGET GROUPNOTE 3.500%10/0053774AB147,44726,025,000PRN SOLE 000
AVISTA CORPCOM05379B1071,74366,034SH SOLE 50,93400
AVNET INCCOM05380710346,0631,104,353SH SOLE 1,097,25300
AVX CORP NEWCOM00244410727020,531SH SOLE 20,53100
AXCELIS TECHNOLOGIES INCCOM054540109450213,181SH SOLE 146,48100
AXIALL CORPCOM05463D1003449,116SH SOLE 9,11600
AXIS CAPITAL HOLDINGS LTDSHSG0692U10958,5361,351,563SH SOLE 1,160,16300
AZZ INCCOM00247410498423,516SH SOLE 15,41600
B & G FOODS INC NEWCOM05508R1063199,236SH SOLE 6,83600
B/E AEROSPACE INCCOM0733021012,97240,254SH SOLE 40,25400
BADGER METER INCCOM0565251082194,700SH SOLE 3,30000
BAKER HUGHES INCCOM0572241072,02841,300SH SOLE 41,30000
BAKER MICHAEL CORPCOM0571491064,965122,680SH SOLE 122,68000
BALCHEM CORPCOM0576652004298,282SH SOLE 5,38200
BALL CORPCOM0584981063,50578,100SH SOLE 78,10000
BALTIC TRADING LIMITEDCOMY0553W10324550,000SH SOLE 50,00000
BANCO BRADESCO S ASP ADR PFD NEW05946030338,8262,797,268SH SOLE 2,478,24800
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10910,079383,392SH SOLE 372,32800
BANCORP INC DELCOM05969A10525714,500SH SOLE 9,10000
BANCORPSOUTH INCCOM05969210322511,300SH SOLE 000
BANK HAWAII CORPCOM0625401094,76587,516SH SOLE 87,51600
BANK MUTUAL CORP NEWCOM06375010318915,931SH SOLE 15,93100
BANK N S HALIFAXCOM0641491072,36141,200SH SOLE 41,20000
BANK NEW YORK MELLON CORPCOM06405810012,777423,210SH SOLE 423,21000
BANK OF AMERICA CORPORATIONCOM060505104146,83410,640,115SH SOLE 9,711,21500
BANK OF THE OZARKS INCCOM0639041061,19624,913SH SOLE 20,61300
BANNER CORPCOM NEW06652V2085,300138,884SH SOLE 81,28400
BARD C R INCCOM0673831093,98634,604SH SOLE 34,60400
BARNES & NOBLE INCCOM06777410951139,487SH SOLE 39,48700
BARNES GROUP INCCOM06780610954915,724SH SOLE 15,72400
BARRETT BUSINESS SERVICES INCOM0684631082,94543,747SH SOLE 10,88700
BARRICK GOLD CORPCOM0679011081,26868,100SH SOLE 68,10000
BARRY R G CORP OHIOCOM0687981071,01753,785SH SOLE 53,78500
BAXTER INTL INCCOM07181310933,539510,572SH SOLE 467,07200
BB&T CORPCOM0549371076,518193,133SH SOLE 193,13300
BBCN BANCORP INCCOM07329510740629,498SH SOLE 23,39800
BCE INCCOM NEW05534B7602,12749,805SH SOLE 49,80500
BEACON ROOFING SUPPLY INCCOM0736851091,09329,635SH SOLE 17,03500
BEAM INCCOM0737301032,05331,750SH SOLE 31,75000
BEAZER HOMES USA INCUNIT 99/99/999907556Q70977726,600SH SOLE 26,60000
BEAZER HOMES USA INCCOM NEW07556Q88125914,394SH SOLE 7,69400
BECTON DICKINSON & COCOM07588710913,755137,527SH SOLE 130,82700
BED BATH & BEYOND INCCOM0758961001,91824,790SH SOLE 24,79000
BELO CORPCOM SER A08055510550,9403,718,221SH SOLE 3,660,02100
BEMIS INCCOM0814371052,94575,500SH SOLE 75,50000
BENCHMARK ELECTRS INCCOM08160H1013,851168,248SH SOLE 116,34800
BERKLEY W R CORPCOM0844231023,35278,213SH SOLE 78,21300
BERKSHIRE HATHAWAY INC DELCL B NEW084670702108,328954,351SH SOLE 894,45100
BERRY PETE COCL A0857891051,35031,300SH SOLE 15,80000
BEST BUY INCCOM086516101105,2012,805,362SH SOLE 2,723,36200
BGC PARTNERS INCCL A05541T10117130,200SH SOLE 2,20000
BGC PARTNERS INCNOTE 4.500% 7/105541TAD3748725,000PRN SOLE 000
BGS ACQUISITION CORPSHG1082J1007,838783,020SH SOLE 783,02000
BIG 5 SPORTING GOODS CORPCOM08915P1013,673228,403SH SOLE 44,03800
BIG LOTS INCCOM08930210321,435577,912SH SOLE 577,91200
BIGLARI HLDGS INCCOM08986R1013,9699,617SH SOLE 3,88700
BIOGEN IDEC INCCOM09062X10392,363383,632SH SOLE 376,33200
BIOLASE INCCOM0909111088444,071SH SOLE 32,11700
BIOMARIN PHARMACEUTICAL INCCOM09061G1011,25717,400SH SOLE 17,40000
BIOMED REALTY TRUST INCCOM09063H1073,395182,616SH SOLE 182,61600
BIO-REFERENCE LABS INCCOM $.01 NEW09057G6022307,704SH SOLE 5,60400
BIOSCRIP INCCOM09069N10865674,757SH SOLE 31,75700
BIOTELEMETRY INCCOM09067210665866,371SH SOLE 42,47100
BLACK BOX CORP DELCOM09182610756018,286SH SOLE 16,56000
BLACK HILLS CORPCOM0921131092,72654,675SH SOLE 35,37500
BLACKBERRY LTDCOM09228F10315,5711,958,604SH SOLE 1,958,60400
BLACKHAWK NETWORK HLDGS INCCL A09238E10465127,100SH SOLE 1,50000
BLACKROCK BUILD AMER BD TRSHS09248X10053828,593SH SOLE 28,59300
BLACKROCK CORE BD TRSHS BEN INT09249E1012,620201,531SH SOLE 201,53100
BLACKROCK CORPOR HI YLD FD VCOM09255N10217714,598SH SOLE 14,59800
BLACKROCK CORPOR HI YLD FD VCOM09255P10713411,406SH SOLE 11,40600
BLACKROCK CORPOR HI YLD IIICOM09255M1048011,019SH SOLE 11,01900
BLACKROCK CR ALLCTN INC TRCOM0925081008,777673,113SH SOLE 673,11300
BLACKROCK ECOSOLUTIONS INVTCOM SH0925461008210,552SH SOLE 10,55200
BLACKROCK ENERGY & RES TRCOM09250U1011,80069,748SH SOLE 69,74800
BLACKROCK ENH CAP & INC FD ICOM09256A1093,227249,397SH SOLE 249,39700
BLACKROCK ENHANCED EQT DIV TCOM09251A1046,924920,802SH SOLE 920,80200
BLACKROCK GLOBAL OPP EQTY TRCOM0925011058,403600,642SH SOLE 600,64200
BLACKROCK INCCOM09247X10119,73772,934SH SOLE 72,93400
BLACKROCK INCOME OPP TRUST ICOM0924751022,617264,339SH SOLE 264,33900
BLACKROCK INTL GRWTH & INC TCOM BENE INTER0925241075,621730,034SH SOLE 730,03400
BLACKROCK KELSO CAPITAL CORPCOM0925331084,801505,938SH SOLE 249,63800
BLACKROCK MUNI INCOME INV QLCOM09250G10222417,147SH SOLE 17,14700
BLACKROCK MUNIASSETS FD INCCOM09254J10214412,101SH SOLE 12,10100
BLACKROCK MUNIHLDNGS CALI QLCOM09254L10721515,832SH SOLE 15,83200
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10817813,586SH SOLE 13,58600
BLACKROCK MUNIHOLDNGS QLTY ICOM09254A10127322,043SH SOLE 22,04300
BLACKROCK MUNIYLD INVST QLTYCOM09254T10014811,465SH SOLE 11,46500
BLACKROCK MUNIYLD MICH QLTYCOM09254V10542733,442SH SOLE 33,44200
BLACKROCK MUNIYLD MICH QLTYCOM09254W10326422,485SH SOLE 22,48500
BLACKROCK REAL ASSET EQUITYCOM09254B10943648,599SH SOLE 48,59900
BLACKROCK RES & COMM STRAT TSHS09257A1083,343288,672SH SOLE 288,67200
BLOCK H & R INCCOM09367110536,8361,381,677SH SOLE 1,245,47700
BLUCORA INCCOM0952291005,106222,213SH SOLE 49,41300
BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710430410,012SH SOLE 10,01200
BOB EVANS FARMS INCCOM0967611012,44842,748SH SOLE 26,24800
BODY CENT CORPCOM09689U10224239,700SH SOLE 13,40000
BOEING COCOM09702310586,539736,505SH SOLE 717,60500
BOFI HLDG INCCOM05566U1081,20918,637SH SOLE 12,73700
BOISE INCCOM09746Y1057,003555,786SH SOLE 352,68600
BOK FINL CORPCOM NEW05561Q2011,37421,688SH SOLE 21,68800
BONANZA CREEK ENERGY INCCOM0977931031,79437,180SH SOLE 18,28000
BON-TON STORES INCCOM09776J10128927,405SH SOLE 17,80500
BOOZ ALLEN HAMILTON HLDG CORCL A0995021061,19161,665SH SOLE 54,66500
BOSTON BEER INCCL A1005571072,0378,343SH SOLE 6,74300
BOSTON PRIVATE FINL HLDGS INCOM10111910567460,725SH SOLE 49,02500
BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/201101119113495117,799SH SOLE 117,79900
BOSTON PROPERTIES INCCOM10112110115,241142,574SH SOLE 132,07400
BOSTON SCIENTIFIC CORPCOM101137107131,17411,173,227SH SOLE 10,442,72700
BOULDER BRANDS INCCOM10140510855834,762SH SOLE 23,36200
BOYD GAMING CORPCOM1033041011,13380,073SH SOLE 46,87300
BRANDYWINE RLTY TRSH BEN INT NEW10536820388367,000SH SOLE 67,00000
BRASKEM S ASP ADR PFD A10553210590356,600SH SOLE 56,60000
BRAVO BRIO RESTAURANT GROUPCOM10567B1091,771117,300SH SOLE 30,30000
BRE PROPERTIES INCCL A05564E10687117,150SH SOLE 17,15000
BRF SASPONSORED ADR10552T1074,305175,500SH SOLE 175,50000
BRIDGEPOINT ED INCCOM10807M10523513,024SH SOLE 8,52400
BRIGGS & STRATTON CORPCOM10904310937018,400SH SOLE 8,80000
BRINKER INTL INCCOM10964110017,781438,721SH SOLE 438,72100
BRINKS COCOM1096961041,49152,668SH SOLE 49,16800
BRISTOL MYERS SQUIBB COCOM11012210815,328331,194SH SOLE 331,19400
BRISTOW GROUP INCCOM11039410320,759285,307SH SOLE 242,00700
BRISTOW GROUP INCNOTE 3.000% 6/1110394AC7616500,000PRN SOLE 000
BROADCOM CORPCL A1113201079,573368,055SH SOLE 340,45500
BROADRIDGE FINL SOLUTIONS INCOM11133T10311,698368,427SH SOLE 368,42700
BROADSOFT INCCOM11133B4092857,900SH SOLE 5,70000
BROCADE COMMUNICATIONS SYS ICOM NEW11162130693,67811,636,968SH SOLE 11,636,96800
BROOKDALE SR LIVING INCCOM1124631041,87971,430SH SOLE 71,43000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851048,039214,953SH SOLE 214,95300
BROOKFIELD RESIDENTIAL PPTYSCOM11283W1041,36759,400SH SOLE 59,40000
BROOKS AUTOMATION INCCOM1143401021,807194,116SH SOLE 123,21600
BROWN & BROWN INCCOM1152361014,815150,000SH SOLE 150,00000
BROWN FORMAN CORPCL B1156372098,794129,081SH SOLE 129,08100
BROWN SHOE INC NEWCOM11573610012,471531,356SH SOLE 280,05600
BRUNSWICK CORPCOM1170431094,161104,261SH SOLE 99,16100
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301013555,416SH SOLE 5,41600
BUCKLE INCCOM1184401065,437100,587SH SOLE 100,58700
BUILDERS FIRSTSOURCE INCCOM12008R10733456,859SH SOLE 39,15900
BUNGE LIMITEDCOMG1696210532,555428,865SH SOLE 343,16500
C D I CORPCOM12507110047020,943SH SOLE 20,94300
C H ROBINSON WORLDWIDE INCCOM NEW12541W2092,23437,502SH SOLE 37,50200
CA INCCOM12673P10569,2292,333,301SH SOLE 2,205,60100
CABELAS INCCOM1268043011,21519,276SH SOLE 19,27600
CABLEVISION SYS CORPCL A NY CABLVS12686C10989753,265SH SOLE 53,26500
CABOT CORPCOM1270551013,03271,000SH SOLE 71,00000
CABOT OIL & GAS CORPCOM12709710359,9481,606,311SH SOLE 1,550,11100
CACI INTL INCCL A12719030411,985173,412SH SOLE 173,41200
CADENCE DESIGN SYSTEM INCCOM12738710881360,187SH SOLE 60,18700
CADENCE PHARMACEUTICALS INCCOM12738T1001,237196,000SH SOLE 51,17700
CAESARS ENTMT CORPCOM1276861034,193213,067SH SOLE 191,86700
CAL MAINE FOODS INCCOM NEW1280302022555,301SH SOLE 5,30100
CALAMOS CONV & HIGH INCOME FCOM SHS12811P10892073,455SH SOLE 73,45500
CALAMP CORPCOM1281261091,65994,129SH SOLE 33,72900
CALIFORNIA WTR SVC GROUPCOM1307881021,86591,764SH SOLE 57,66400
CALIX INCCOM13100M5094,668366,698SH SOLE 117,59800
CALLAWAY GOLF COCOM13119310413018,197SH SOLE 18,19700
CALLIDUS SOFTWARE INCCOM13123E50021323,200SH SOLE 16,90000
CALLON PETE CO DELCOM13123X10217531,955SH SOLE 31,95500
CALPINE CORPCOM NEW1313473043,002154,525SH SOLE 154,52500
CAMBREX CORPCOM1320111071,792135,775SH SOLE 43,37500
CAMDEN PPTY TRSH BEN INT1331311024,13767,331SH SOLE 67,33100
CAMECO CORPCOM13321L1084,585253,736SH SOLE 253,73600
CAMERON INTERNATIONAL CORPCOM13342B1052,94150,388SH SOLE 50,38800
CAMPBELL SOUP COCOM1344291095,114125,626SH SOLE 125,62600
CAMPUS CREST CMNTYS INCCOM13466Y1051,161107,534SH SOLE 28,23400
CANADIAN NAT RES LTDCOM1363851011,01932,400SH SOLE 32,40000
CANADIAN NATL RY COCOM1363751025965,881SH SOLE 5,88100
CANADIAN PAC RY LTDCOM13645T1001,25310,166SH SOLE 10,16600
CANTEL MEDICAL CORPCOM1380981082,19969,043SH SOLE 24,34300
CAPELLA EDUCATION COMPANYCOM1395941054,96887,828SH SOLE 33,52800
CAPITAL BK FINL CORPCL A COM1397941012,682122,200SH SOLE 72,96700
CAPITAL ONE FINL CORPCOM14040H10510,813157,302SH SOLE 157,30200
CAPITAL SR LIVING CORPCOM14047510473534,732SH SOLE 24,13200
CAPITALSOURCE INCCOM14055X1029,651812,377SH SOLE 812,37700
CAPITOL ACQUISITION CORP IIUNIT 99/99/999914056V20418,2481,782,000SH SOLE 1,782,00000
CAPITOL FED FINL INCCOM14057J10194175,678SH SOLE 75,67800
CAPLEASE INCCOM14028810154,7386,447,331SH SOLE 6,447,33100
CARBO CERAMICS INCCOM1407811052,24122,613SH SOLE 22,61300
CARDINAL FINL CORPCOM14149F1092,101127,127SH SOLE 71,89100
CARDINAL HEALTH INCCOM14149Y10844,606855,332SH SOLE 825,43200
CARDIOVASCULAR SYS INC DELCOM14161910690945,331SH SOLE 16,13100
CARDTRONICS INCCOM14161H1082075,592SH SOLE 5,59200
CAREER EDUCATION CORPCOM14166510915,1505,489,064SH SOLE 4,401,11200
CAREFUSION CORPCOM14170T10174,7952,026,970SH SOLE 1,851,77000
CARLISLE COS INCCOM1423391006,92398,489SH SOLE 98,48900
CARMAX INCCOM1431301024,946102,037SH SOLE 102,03700
CARMIKE CINEMAS INCCOM1434364001,81382,094SH SOLE 36,29400
CARNIVAL CORPPAIRED CTF1436583002,02361,965SH SOLE 61,96500
CARPENTER TECHNOLOGY CORPCOM1442851031,36823,546SH SOLE 23,54600
CARRIAGE SVCS INCCOM1439051071,24664,252SH SOLE 22,55200
CARTER INCCOM14622910920,246266,782SH SOLE 266,78200
CASEYS GEN STORES INCCOM1475281031,23116,744SH SOLE 11,94400
CASTLE A M & COCOM1484111012,823175,360SH SOLE 90,26000
CATAMARAN CORPCOM1488871027,317159,244SH SOLE 159,24400
CATERPILLAR INC DELCOM1491231012,33027,948SH SOLE 27,94800
CATHAY GENERAL BANCORPCOM14915010463427,137SH SOLE 27,13700
CATO CORP NEWCL A1492051064,774170,639SH SOLE 68,24000
CAVIUM INCCOM14964U1082145,200SH SOLE 10000
CBIZ INCCOM12480510210514,100SH SOLE 10,40000
CBL & ASSOC PPTYS INCCOM1248301001,19462,500SH SOLE 62,50000
CBOE HLDGS INCCOM12503M10888119,476SH SOLE 19,47600
CBRE CLARION GLOBAL REAL ESTCOM12504G10046957,940SH SOLE 57,94000
CBRE GROUP INCCL A12504L1092,26097,700SH SOLE 73,80000
CBS CORP NEWCL B12485720221,234384,949SH SOLE 384,94900
CEC ENTMT INCCOM12513710967014,609SH SOLE 9,50900
CEDAR REALTY TRUST INCCOM NEW1506022091,474284,636SH SOLE 156,83600
CELANESE CORP DELCOM SER A1508701033,82972,524SH SOLE 72,52400
CELGENE CORPCOM151020104177,5561,153,487SH SOLE 1,083,18700
CELLDEX THERAPEUTICS INC NEWCOM15117B1032,32865,715SH SOLE 39,21500
CEMEX SAB DE CVSPON ADR NEW1512908897,992714,890SH SOLE 714,89000
CEMEX SAB DE CVNOTE 4.875% 3/1151290AV59,8638,350,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.250% 3/1151290BB848,69738,175,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC69,4767,275,000PRN SOLE 000
CENOVUS ENERGY INCCOM15135U10930710,300SH SOLE 10,30000
CENTENE CORP DELCOM15135B1012,90245,370SH SOLE 39,57000
CENTERPOINT ENERGY INCCOM15189T1078,793366,821SH SOLE 366,82100
CENTRAL PAC FINL CORPCOM NEW15476040945825,888SH SOLE 25,88800
CENTRAL SECS CORPCOM1551231022,538108,314SH SOLE 108,31400
CENTURY ALUM COCOM1564311084,998620,828SH SOLE 353,81300
CENTURYLINK INCCOM15670010671522,800SH SOLE 22,80000
CENVEO CORPNOTE 7.000% 5/115671BAJ0941925,000PRN SOLE 000
CEPHEIDCOM15670R10750612,965SH SOLE 12,96500
CERNER CORPCOM1567821045,976113,722SH SOLE 113,72200
CERUS CORPCOM15708510116124,000SH SOLE 15,40000
CEVA INCCOM15721010566838,700SH SOLE 7,60000
CF INDS HLDGS INCCOM12526910084,844402,429SH SOLE 375,12900
CHARLES & COLVARD LTDCOM1597651067210,200SH SOLE 7,20000
CHARLES RIV LABS INTL INCCOM15986410712,327266,472SH SOLE 266,47200
CHART ACQUISITION CORPCOM16115110517,0071,477,575SH SOLE 1,477,57500
CHART ACQUISITION CORP*W EXP 12/19/2011611511138421,477,575SH SOLE 1,477,57500
CHART INDS INCCOM PAR $0.0116115Q3083,79930,875SH SOLE 30,87500
CHART INDS INCNOTE 2.000% 8/016115QAC424,63513,200,000PRN SOLE 000
CHATHAM LODGING TRCOM16208T1021,44480,830SH SOLE 51,53000
CHECK POINT SOFTWARE TECH LTORDM224651041,26922,436SH SOLE 22,43600
CHECKPOINT SYS INCCOM1628251031,53691,964SH SOLE 70,66400
CHEESECAKE FACTORY INCCOM1630721016,932157,729SH SOLE 157,72900
CHEFS WHSE INCCOM16308610180935,000SH SOLE 35,00000
CHELSEA THERAPEUTICS INTL LTCOM16342810525283,600SH SOLE 52,60000
CHEMED CORP NEWCOM16359R10310,281143,789SH SOLE 143,28100
CHEMICAL FINL CORPCOM1637311021,43351,323SH SOLE 50,32300
CHEMTURA CORPCOM NEW1638932092,00487,167SH SOLE 29,56700
CHENIERE ENERGY INCCOM NEW16411R2083,673107,591SH SOLE 107,59100
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10146017,460SH SOLE 17,46000
CHESAPEAKE ENERGY CORPCOM1651671071,59361,568SH SOLE 61,56800
CHESAPEAKE LODGING TRSH BEN INT1652401027,670325,835SH SOLE 151,93500
CHESAPEAKE UTILS CORPCOM16530310860211,472SH SOLE 7,47200
CHEVRON CORP NEWCOM166764100237,3071,953,140SH SOLE 1,817,74000
CHICOS FAS INCCOM16861510220,6491,239,432SH SOLE 1,239,43200
CHILDRENS PL RETAIL STORES ICOM16890510717,286298,754SH SOLE 295,55400
CHINA GENGSHENG MINERALS INCCOM16942P101740,774SH SOLE 40,77400
CHINA MOBILE LIMITEDSPONSORED ADR16941M10912,411219,932SH SOLE 197,93200
CHINA PETE & CHEM CORPSPON ADR H SHS16941R1085,58671,345SH SOLE 71,34500
CHIPOTLE MEXICAN GRILL INCCOM1696561052,5335,908SH SOLE 5,90800
CHIQUITA BRANDS INTL INCCOM17003280911,266889,918SH SOLE 462,49100
CHRISTOPHER & BANKS CORPCOM17104610551671,607SH SOLE 50,20700
CHUBB CORPCOM17123210120,902234,167SH SOLE 217,46700
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5022,53980,413SH SOLE 80,41300
CHURCH & DWIGHT INCCOM17134010222,555375,599SH SOLE 375,59900
CHURCHILL DOWNS INCCOM1714841085266,075SH SOLE 3,67500
CIBER INCCOM17163B1025717,380SH SOLE 17,38000
CIENA CORPCOM NEW17177930981232,500SH SOLE 22,90000
CIENA CORPDEBT 4.000%12/1171779AK715,88310,484,000PRN SOLE 000
CIGNA CORPORATIONCOM12550910946,054599,188SH SOLE 599,18800
CIMAREX ENERGY COCOM17179810133,014342,471SH SOLE 288,77100
CINCINNATI BELL INC NEWCOM17187110613951,283SH SOLE 40,48300
CINCINNATI FINL CORPCOM1720621011,41830,072SH SOLE 30,07200
CINEMARK HOLDINGS INCCOM17243V1024,324136,226SH SOLE 136,22600
CINTAS CORPCOM17290810517,221336,347SH SOLE 336,34700
CIRCOR INTL INCCOM17273K1094,94579,527SH SOLE 38,32700
CIRRUS LOGIC INCCOM1727551001,67373,777SH SOLE 68,47700
CIS ACQUISITION LTDUNIT 99/99/9999G2149050610,237990,000SH SOLE 990,00000
CISCO SYS INCCOM17275R102131,4465,612,558SH SOLE 5,205,45800
CIT GROUP INCCOM NEW1255818013877,937SH SOLE 7,93700
CITIGROUP INCCOM NEW172967424158,9873,277,403SH SOLE 2,992,93300
CITRIX SYS INCCOM1773761002,93941,623SH SOLE 41,62300
CITY HLDG COCOM1778351056,328146,339SH SOLE 89,48600
CITY NATL CORPCOM1785661051,68525,279SH SOLE 25,27900
CLEAN HARBORS INCCOM18449610789815,308SH SOLE 15,30800
CLEARFIELD INCCOM18482P10330923,014SH SOLE 14,81400
CLEARWATER PAPER CORPCOM18538R1031,39829,255SH SOLE 20,95500
CLECO CORP NEWCOM12561W1052,00244,653SH SOLE 44,65300
CLIFFS NAT RES INCCOM18683K10130014,636SH SOLE 14,63600
CLOROX CO DELCOM1890541097,29689,279SH SOLE 89,27900
CLOUD PEAK ENERGY INCCOM18911Q10242128,700SH SOLE 22,50000
CLOVIS ONCOLOGY INCCOM1894641001,61926,637SH SOLE 16,63700
CME GROUP INCCOM12572Q1057,29298,697SH SOLE 98,69700
CMS ENERGY CORPCOM1258961002,58598,200SH SOLE 98,20000
CNO FINL GROUP INCCOM12621E1032,635182,956SH SOLE 95,25600
CNOOC LTDSPONSORED ADR1261321095,12625,400SH SOLE 21,50000
COACH INCCOM1897541042,67749,092SH SOLE 49,09200
COBALT INTL ENERGY INCCOM19075F10686534,808SH SOLE 34,80800
COBALT INTL ENERGY INCNOTE 2.625%12/019075FAA46,1675,825,000PRN SOLE 000
COCA COLA COCOM191216100111,9712,955,946SH SOLE 2,740,54600
COCA COLA ENTERPRISES INC NECOM19122T10937,829940,782SH SOLE 940,78200
COCA COLA FEMSA S A B DE C VSPON ADR REP L19124110813,058103,652SH SOLE 90,45200
COEUR MNG INC*W EXP 04/16/2011921081168034,880SH SOLE 34,88000
COEUR MNG INCCOM NEW19210850475862,893SH SOLE 47,70300
COGENT COMM GROUP INCCOM NEW19239V3021,07133,214SH SOLE 19,31400
COGNEX CORPCOM1924221031,77256,491SH SOLE 48,29100
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461028,432102,678SH SOLE 79,67800
COHEN & STEERS QUALITY RLTYCOM19247L10613613,941SH SOLE 13,94100
COHEN & STEERS REIT & PFD INCOM19247X1001,06768,820SH SOLE 68,82000
COHERENT INCCOM19247910368511,151SH SOLE 11,15100
COINSTAR INCNOTE 4.000% 9/019259PAF98,2266,525,000PRN SOLE 000
COLEMAN CABLE INCCOM1934593022,359111,731SH SOLE 22,15300
COLGATE PALMOLIVE COCOM19416210347,000792,574SH SOLE 765,77400
COLLABRIUM JAPAN ACQUISITN CSHSG2266G1026,985693,000SH SOLE 693,00000
COLONIAL PPTYS TRCOM SH BEN INT19587210631,0491,380,576SH SOLE 1,349,82500
COLUMBIA BKG SYS INCCOM1972361022,29793,000SH SOLE 32,50000
COLUMBIA SPORTSWEAR COCOM1985161064727,841SH SOLE 7,84100
COMCAST CORP NEWCL A20030N10163,4971,406,360SH SOLE 1,332,06000
COMCAST CORP NEWCL A SPL20030N20031,033715,539SH SOLE 707,33900
COMERICA INCCOM20034010757,5641,464,358SH SOLE 1,365,85800
COMERICA INC*W EXP 11/14/20120034011597570,421SH SOLE 70,42100
COMFORT SYS USA INCCOM19990810430232,865SH SOLE 32,86500
COMMERCE BANCSHARES INCCOM2005251034,00491,406SH SOLE 91,40600
COMMERCIAL METALS COCOM20172310314,370847,763SH SOLE 847,76300
COMMONWEALTH REITCOM SH BEN INT20323310119,054869,656SH SOLE 869,65600
COMMUNITY BK SYS INCCOM2036071063,00287,998SH SOLE 36,05500
COMMUNITY HEALTH SYS INC NEWCOM20366810818,184438,170SH SOLE 438,17000
COMMUNITY TR BANCORP INCCOM2041491082245,519SH SOLE 3,51900
COMMVAULT SYSTEMS INCCOM20416610224,681281,006SH SOLE 274,49200
COMPANHIA BRASILEIRA DE DISTSPN ADR PFD CL A20440T20147,5061,032,281SH SOLE 924,78100
COMPANHIA DE BEBIDAS DAS AMESPON ADR PFD20441W20326,068679,734SH SOLE 591,13400
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1025,921594,462SH SOLE 594,46200
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960119,4432,250,366SH SOLE 2,209,16200
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B4072,480177,618SH SOLE 177,61800
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10519044,500SH SOLE 44,50000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481042,129181,827SH SOLE 158,62700
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD22,0595,000,000PRN SOLE 000
COMPUTER PROGRAMS & SYS INCCOM2053061031,92532,900SH SOLE 5,20000
COMPUTER SCIENCES CORPCOM205363104137,4722,656,973SH SOLE 2,451,57300
COMPUWARE CORPCOM20563810921,5791,926,732SH SOLE 1,926,73200
COMSCORE INCCOM20564W1053,436118,600SH SOLE 24,50000
COMSTOCK RES INCCOM NEW2057682032,921183,572SH SOLE 93,47200
COMTECH TELECOMMUNICATIONS CCOM NEW2058262095,284217,282SH SOLE 198,38200
COMVERSE INCCOM20585P10511,362355,618SH SOLE 351,61800
CONAGRA FOODS INCCOM20588710220,778684,841SH SOLE 622,94100
CONCUR TECHNOLOGIES INCCOM2067081097426,715SH SOLE 6,71500
CONCURRENT COMPUTER CORP NEWCOM PAR $.0120671040211716,230SH SOLE 9,43000
CONMED CORPCOM20741010110,255301,706SH SOLE 183,80600
CONNS INCCOM2082421071,54230,822SH SOLE 21,02200
CONOCOPHILLIPSCOM20825C10433,702484,851SH SOLE 475,75100
CONSOL ENERGY INCCOM20854P1092698,000SH SOLE 8,00000
CONSOLIDATED EDISON INCCOM20911510423,479425,798SH SOLE 425,79800
CONSOLIDATED GRAPHICS INCCOM2093411064728,423SH SOLE 5,92300
CONSTELLATION BRANDS INCCL A21036P1084,23373,739SH SOLE 73,73900
CONSUMER PORTFOLIO SVCS INCCOM21050210035559,924SH SOLE 40,92400
CONTINENTAL RESOURCES INCCOM2120151011,10910,337SH SOLE 10,33700
CONVERGYS CORPCOM21248510621,9811,172,305SH SOLE 1,107,08900
CONVERGYS CORPSDCV 5.750% 9/1212485AE68,4674,725,000PRN SOLE 000
CON-WAY INCCOM2059441018,986208,534SH SOLE 208,53400
COOPER COS INCCOM NEW21664840212,29894,828SH SOLE 94,82800
COOPER TIRE & RUBR COCOM21683110769,1502,245,145SH SOLE 2,214,04500
COPA HOLDINGS SACL AP3107610516,125116,285SH SOLE 116,28500
COPART INCCOM2172041066,308198,421SH SOLE 198,42100
CORE MARK HOLDING CO INCCOM2186811049,337140,539SH SOLE 62,73900
CORELOGIC INCCOM21871D10310,769398,113SH SOLE 398,11300
CORESITE RLTY CORPCOM21870Q1054,288126,334SH SOLE 44,23400
CORINTHIAN COLLEGES INCCOM2188681071,280584,692SH SOLE 273,59200
CORMEDIX INC*W EXP 03/24/20121900C1181197,150SH SOLE 97,15000
CORNERSTONE ONDEMAND INCCOM21925Y1031,90336,997SH SOLE 24,69700
CORNERSTONE THERAPEUTICS INCCOM21924P1031,001106,338SH SOLE 106,33800
CORNING INCCOM21935010511,161764,983SH SOLE 764,98300
CORPORATE EXECUTIVE BRD COCOM21988R10275210,353SH SOLE 6,25300
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1082,430105,190SH SOLE 105,19000
CORRECTIONS CORP AMER NEWCOM NEW22025Y40710,749311,101SH SOLE 311,10100
CORVEL CORPCOM2210061092446,600SH SOLE 3,20000
COSTAR GROUP INCCOM22160N1093712,208SH SOLE 1,00800
COSTCO WHSL CORP NEWCOM22160K10546,369402,792SH SOLE 402,79200
COUSINS PPTYS INCCOM2227951066,253607,705SH SOLE 421,40500
COVANCE INCCOM2228161003,79643,900SH SOLE 43,90000
COVANTA HLDG CORPCOM22282E10246021,500SH SOLE 21,50000
CPFL ENERGIA S ASPONSORED ADR1261531053,353194,384SH SOLE 194,38400
CRA INTL INCCOM12618T10537715,308SH SOLE 15,30800
CRACKER BARREL OLD CTRY STORCOM22410J1061,80717,502SH SOLE 10,70200
CRANE COCOM22439910524,919404,067SH SOLE 404,06700
CRAY INCCOM NEW2252233042,39099,274SH SOLE 49,07400
CREDICORP LTDCOMG2519Y1089,92477,252SH SOLE 69,15200
CREDIT ACCEP CORP MICHCOM2253101012,12919,211SH SOLE 3,91100
CREE INCCOM2254471016,724111,706SH SOLE 111,70600
CRESTWOOD MIDSTREAM PRTNERSCOM UNITS REPSTG22637210028711,534SH SOLE 11,53400
CRIMSON EXPLORATION INCCOM NEW22662K2071,684559,598SH SOLE 559,59800
CROCS INCCOM22704610921,4351,574,917SH SOLE 1,568,61700
CROSSTEX ENERGY INCCOM22765Y10431815,243SH SOLE 12,64300
CROSSTEX ENERGY L PCOM22765U10241720,970SH SOLE 20,97000
CROWN CASTLE INTL CORPCOM2282271042,08128,494SH SOLE 28,49400
CROWN HOLDINGS INCCOM22836810616,555391,553SH SOLE 391,55300
CSG SYS INTL INCCOM1263491098,392334,991SH SOLE 174,39400
CST BRANDS INCCOM12646R10515,680526,161SH SOLE 526,16100
CSX CORPCOM1264081032,11982,332SH SOLE 82,33200
CTC MEDIA INCCOM12642X10647545,200SH SOLE 45,20000
CTS CORPCOM12650110525616,204SH SOLE 15,00400
CUBESMARTCOM2296631092,160121,054SH SOLE 117,95400
CUBIC CORPCOM2296691062,21441,249SH SOLE 38,94700
CUBIST PHARMACEUTICALS INCCOM2296781071,98331,210SH SOLE 31,21000
CULLEN FROST BANKERS INCCOM2298991093,20245,392SH SOLE 45,39200
CUMMINS INCCOM23102110643,893330,347SH SOLE 318,84700
CUMULUS MEDIA INCCL A23108210824646,500SH SOLE 26,10000
CURIS INCCOM23126910129465,947SH SOLE 41,14700
CUTWATER SELECT INCOME FDCOM23222910452829,688SH SOLE 29,68800
CVB FINL CORPCOM12660010562045,858SH SOLE 30,39900
CVR ENERGY INCCOM12662P10812,796332,193SH SOLE 332,19300
CVS CAREMARK CORPORATIONCOM126650100170,9803,012,864SH SOLE 2,784,96400
CYBERONICS INCCOM23251P1021,23924,411SH SOLE 22,11100
CYNOSURE INCCL A23257720534515,145SH SOLE 9,94500
CYPRESS SEMICONDUCTOR CORPCOM2328061091,229131,600SH SOLE 131,60000
CYS INVTS INCCOM12673A108867106,600SH SOLE 71,80000
CYTEC INDS INCCOM23282010016,762206,017SH SOLE 206,01700
CYTOKINETICS INCCOM NEW23282W60520326,793SH SOLE 17,09300
D R HORTON INCCOM23331A1091,37770,845SH SOLE 70,84500
D R HORTON INCNOTE 2.000% 5/123331ABB413,3608,775,000PRN SOLE 000
DAKTRONICS INCCOM23426410938634,482SH SOLE 30,98200
DANA HLDG CORPCOM23582520514,585638,558SH SOLE 638,55800
DANAHER CORP DELCOM2358511023,30147,617SH SOLE 47,61700
DARLING INTL INCCOM2372661019,306439,787SH SOLE 339,58700
DATALINK CORPCOM23793410414710,900SH SOLE 7,00000
DAVITA HEALTHCARE PARTNERS ICOM23918K1089,698170,438SH SOLE 170,43800
DAWSON GEOPHYSICAL COCOM23935910232910,132SH SOLE 6,33200
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003346,724SH SOLE 6,72400
DCT INDUSTRIAL TRUST INCCOM23315310561385,271SH SOLE 85,27100
DDR CORPCOM23317H1021,727109,900SH SOLE 109,90000
DEAN FOODS CO NEWCOM NEW2423702033,633188,256SH SOLE 188,25600
DECKERS OUTDOOR CORPCOM2435371072,09231,728SH SOLE 31,72800
DEERE & COCOM24419910516,066197,400SH SOLE 178,30000
DELEK US HLDGS INCCOM2466471014,993236,736SH SOLE 136,63600
DELL INCCOM24702R10191,5686,649,814SH SOLE 6,649,81400
DELPHI AUTOMOTIVE PLCSHSG2782310613,261227,000SH SOLE 227,00000
DELTA AIR LINES INC DELCOM NEW24736170261,5502,609,163SH SOLE 2,609,16300
DELUXE CORPCOM2480191012,11250,690SH SOLE 43,19000
DEMANDWARE INCCOM24802Y10589419,300SH SOLE 10,00000
DENBURY RES INCCOM NEW2479162083,206174,145SH SOLE 174,14500
DENNYS CORPCOM24869P1042,998489,806SH SOLE 201,13300
DEPOMED INCCOM2499081041,495199,800SH SOLE 14,50000
DESTINATION MATERNITY CORPCOM25065D1002,96793,313SH SOLE 41,01300
DESTINATION XL GROUP INCCOM25065K10420932,334SH SOLE 18,53400
DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX18,6267,592,000PRN SOLE 000
DEVON ENERGY CORP NEWCOM25179M1036,618114,580SH SOLE 101,98000
DEVRY INC DELCOM2518931032,30175,309SH SOLE 66,70900
DEX MEDIA INC NEWCOM25213A1071,968242,086SH SOLE 118,85000
DEXCOM INCCOM2521311071,54254,611SH SOLE 34,01100
DFC GLOBAL CORPCOM23324T10713111,877SH SOLE 11,87700
DIAMOND OFFSHORE DRILLING INCOM25271C1021,14018,300SH SOLE 18,30000
DIAMONDROCK HOSPITALITY COCOM25278430155251,696SH SOLE 51,69600
DICKS SPORTING GOODS INCCOM2533931022514,700SH SOLE 4,70000
DIEBOLD INCCOM2536511032,65090,260SH SOLE 90,26000
DIGITAL RIV INCCOM25388B1042,882161,284SH SOLE 64,88400
DIGITAL RLTY TR INCCOM2538681032,94455,427SH SOLE 55,42700
DIGITALGLOBE INCCOM NEW25389M87758718,575SH SOLE 10,57500
DILLARDS INCCL A25406710170,054894,690SH SOLE 894,69000
DINEEQUITY INCCOM25442310687612,699SH SOLE 6,99900
DIODES INCCOM2545431012409,800SH SOLE 6,30000
DIRECTVCOM25490A30925,352424,305SH SOLE 407,80500
DISCOVER FINL SVCSCOM254709108121,5922,405,855SH SOLE 2,265,95500
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1043,89146,092SH SOLE 46,09200
DISCOVERY COMMUNICATNS NEWCOM SER C25470F30235,381452,906SH SOLE 452,90600
DISH NETWORK CORPCL A25470M10926,400586,527SH SOLE 490,72700
DISNEY WALT COCOM DISNEY25468710659,568923,679SH SOLE 816,77900
DOLBY LABORATORIES INCCOM25659T1077,985231,380SH SOLE 231,38000
DOLLAR GEN CORP NEWCOM2566771058,723154,493SH SOLE 154,49300
DOLLAR TREE INCCOM25674610814,338250,843SH SOLE 250,84300
DOMINION RES INC VA NEWCOM25746U10910,993175,952SH SOLE 175,95200
DOMINION RES INC VA NEWUNIT 04/01/201325746U7035,334100,000SH SOLE 100,00000
DOMINION RES INC VA NEWUNIT 07/01/201625746U88516,035300,000SH SOLE 300,00000
DOMINOS PIZZA INCCOM25754A20123,104340,013SH SOLE 340,01300
DOMTAR CORPCOM NEW25755920312,683159,700SH SOLE 159,70000
DONALDSON INCCOM2576511091,22332,084SH SOLE 32,08400
DONNELLEY R R & SONS COCOM25786710114,527919,443SH SOLE 919,44300
DORMAN PRODUCTS INCCOM2582781001,50530,380SH SOLE 20,28000
DOUGLAS EMMETT INCCOM25960P1091,16049,433SH SOLE 49,43300
DOVER CORPCOM26000310811,457127,537SH SOLE 127,53700
DOW CHEM COCOM2605431033,72196,900SH SOLE 96,90000
DR PEPPER SNAPPLE GROUP INCCOM26138E10914,877331,928SH SOLE 326,52800
DR REDDYS LABS LTDADR25613520318,507489,745SH SOLE 489,74500
DREAMWORKS ANIMATION SKG INCCL A26153C1031,72160,457SH SOLE 60,45700
DRESSER-RAND GROUP INCCOM2616081039,169146,946SH SOLE 146,94600
DREW INDS INCCOM NEW26168L2051,12524,700SH SOLE 7,80000
DRIL-QUIP INCCOM2620371041,96217,100SH SOLE 17,10000
DST SYS INC DELCOM23332610712,737168,900SH SOLE 168,90000
DSW INCCL A23334L1026187,240SH SOLE 7,24000
DTE ENERGY COCOM23333110779,8721,210,544SH SOLE 1,148,04400
DU PONT E I DE NEMOURS & COCOM2635341091,92832,923SH SOLE 32,92300
DUCOMMUN INC DELCOM26414710948016,724SH SOLE 13,42400
DUFF & PHELPS UTIL CORP BD TCOM26432K10818017,263SH SOLE 17,26300
DUKE ENERGY CORP NEWCOM NEW26441C20441,212617,133SH SOLE 578,53300
DUKE REALTY CORPCOM NEW2644115051,26081,600SH SOLE 81,60000
DUN & BRADSTREET CORP DEL NECOM26483E10015,625150,458SH SOLE 150,45800
DUPONT FABROS TECHNOLOGY INCCOM26613Q10637514,555SH SOLE 14,55500
DWS HIGH INCOME OPPORT FD INCOM NEW23339M20459441,993SH SOLE 41,99300
DXP ENTERPRISES INC NEWCOM NEW2333774071,36417,269SH SOLE 9,26900
DYAX CORPCOM26746E10327039,287SH SOLE 25,48700
DYCOM INDS INCCOM2674751015,469195,388SH SOLE 80,98800
DYNAVAX TECHNOLOGIES CORPCOM268158102313260,600SH SOLE 174,70000
DYNEGY INC NEW DEL*W EXP 99/99/99926817R1167655,960SH SOLE 37,93600
E M C CORP MASSCOM2686481021,00339,240SH SOLE 39,24000
E TRADE FINANCIAL CORPCOM NEW2692464016,074368,142SH SOLE 368,14200
E TRADE FINANCIAL CORPNOTE 8/3269246AZ73,2012,000,000PRN SOLE 000
EAGLE BANCORP INC MDCOM26894810638813,732SH SOLE 8,78200
EAGLE MATERIALS INCCOM26969P1082,02127,854SH SOLE 27,85400
EAGLE ROCK ENERGY PARTNERS LUNIT26985R10421730,514SH SOLE 30,51400
EARTHLINK INCCOM2703211021,463295,506SH SOLE 129,40600
EAST WEST BANCORP INCCOM27579R1046,371199,404SH SOLE 199,40400
EASTERN INS HLDGS INCCOM27653410432513,306SH SOLE 13,30600
EASTGROUP PPTY INCCOM2772761011,68528,462SH SOLE 11,01800
EASTMAN CHEM COCOM2774321003,49044,804SH SOLE 44,80400
EATON VANCE CALIF MUN BD FDCOM27828A10037336,098SH SOLE 36,09800
EATON VANCE CORPCOM NON VTG27826510367617,415SH SOLE 17,41500
EATON VANCE ENH EQTY INC FDCOM2782771081,925164,148SH SOLE 164,14800
EATON VANCE ENHANCED EQ INCCOM2782741051,636135,670SH SOLE 135,67000
EATON VANCE NATL MUN OPPORTCOM SHS27829L10572038,294SH SOLE 38,29400
EATON VANCE RISK MNGD DIV EQCOM27829G1064,155384,409SH SOLE 384,40900
EATON VANCE TAX MNGD GBL DVCOM27829F1084,976530,513SH SOLE 530,51300
EATON VANCE TAX MNGED BUY WRCOM27828X10015210,557SH SOLE 10,55700
EATON VANCE TX ADV GLB DIV OCOM27828U10631614,021SH SOLE 14,02100
EATON VANCE TX MGD DIV EQ INCOM27828N1023,102307,759SH SOLE 307,75900
EATON VANCE TXMGD GL BUYWR OCOM27829C1052,618230,867SH SOLE 230,86700
EBAY INCCOM27864210339,622710,198SH SOLE 710,19800
ECHOSTAR CORPCL A27876810650111,403SH SOLE 11,40300
ECOLAB INCCOM2788651002,67727,108SH SOLE 27,10800
EDISON INTLCOM28102010747,0751,022,039SH SOLE 1,000,23900
EDUCATION RLTY TR INCCOM28140H10429832,697SH SOLE 4,29700
EDWARDS LIFESCIENCES CORPCOM28176E1083,71353,319SH SOLE 53,31900
EGAIN CORPCOM NEW28225C80639225,977SH SOLE 16,77700
EHEALTH INCCOM28238P1092989,249SH SOLE 4,94900
EL PASO ELEC COCOM NEW2836778543,825114,529SH SOLE 56,91200
EL PASO PIPELINE PARTNERS LCOM UNIT LPI2837021083137,402SH SOLE 7,40200
ELAN PLCADR28413120891,7535,889,172SH SOLE 5,889,17200
ELDORADO GOLD CORP NEWCOM2849021031,162173,200SH SOLE 173,20000
ELECTRONIC ARTS INCCOM28551210922,164867,460SH SOLE 843,86000
ELECTRONIC ARTS INCNOTE 0.750% 7/1285512AA711,61510,650,000PRN SOLE 000
ELECTRONICS FOR IMAGING INCCOM28608210285126,873SH SOLE 13,27300
ELIZABETH ARDEN INCCOM28660G1062446,614SH SOLE 6,61400
ELLIE MAE INCCOM28849P1003,03194,697SH SOLE 25,09700
ELLIS PERRY INTL INCCOM2888531042,027107,583SH SOLE 58,48300
ELLSWORTH FUND LTDCOM28907410633242,244SH SOLE 42,24400
EMBRAER S ASP ADR REP 4 COM29082A1077,169220,800SH SOLE 188,20000
EMCOR GROUP INCCOM29084Q10020,536524,827SH SOLE 504,77400
EMERALD OIL INCCOM NEW29101U2091,452202,000SH SOLE 202,00000
EMERGENT BIOSOLUTIONS INCCOM29089Q1059,175481,636SH SOLE 217,43600
EMERSON ELEC COCOM29101110434,969540,472SH SOLE 496,47200
EMPLOYERS HOLDINGS INCCOM2922181043,191107,286SH SOLE 41,58600
EMPRESA NACIONAL DE ELCTRCIDSPONSORED ADR29244T1013,17475,600SH SOLE 75,60000
EMULEX CORPCOM NEW2924752091,714220,917SH SOLE 74,71700
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062829,277SH SOLE 9,27700
ENBRIDGE INCCOM29250N1053077,358SH SOLE 7,35800
ENCANA CORPCOM2925051041,964113,312SH SOLE 113,31200
ENCORE CAP GROUP INCCOM29255410269615,171SH SOLE 10,37100
ENCORE WIRE CORPCOM2925621051,28232,499SH SOLE 31,39900
ENDEAVOUR INTL CORPCOM NEW29259G2006111,400SH SOLE 000
ENDO HEALTH SOLUTIONS INCCOM29264F2054,15991,530SH SOLE 91,53000
ENDOCYTE INCCOM29269A1023,205240,444SH SOLE 49,24400
ENDOLOGIX INCCOM29266S10626616,490SH SOLE 6,89000
ENDURANCE SPECIALTY HLDGS LTSHSG3039710683315,508SH SOLE 15,50800
ENERGEN CORPCOM29265N1082,14528,078SH SOLE 28,07800
ENERGIZER HLDGS INCCOM29266R10815,283167,665SH SOLE 157,76500
ENERGY RECOVERY INCCOM29270J10024633,900SH SOLE 22,80000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1093156,042SH SOLE 6,04200
ENERGY XXI (BERMUDA) LTDUSD UNRS SHSG1008214011,631385,138SH SOLE 228,93800
ENERNOC INCCOM2927641073,176211,888SH SOLE 95,08800
ENERPLUS CORPCOM29276610234921,036SH SOLE 21,03600
ENERSIS S ASPONSORED ADR29274F10432,5812,028,683SH SOLE 1,800,18300
ENERSYSCOM29275Y1024,13768,228SH SOLE 39,72800
ENGILITY HLDGS INCCOM29285W1041,21238,200SH SOLE 26,70000
ENPRO INDS INCCOM29355X1071,68027,907SH SOLE 27,90700
ENSIGN GROUP INCCOM29358P1012,87870,000SH SOLE 10,70000
ENSTAR GROUP LIMITEDSHSG3075P1015133,755SH SOLE 2,55500
ENTEGRIS INCCOM29362U1041,984195,449SH SOLE 142,64900
ENTERGY CORP NEWCOM29364G10317,503276,988SH SOLE 271,38800
ENTERPRISE PRODS PARTNERS LCOM29379210784413,830SH SOLE 13,83000
ENTRAVISION COMMUNICATIONS CCL A29382R1073,077521,580SH SOLE 158,45700
ENTROPIC COMMUNICATIONS INCCOM29384R10542797,600SH SOLE 53,20000
ENVESTNET INCCOM29404K1061,16837,692SH SOLE 16,79200
EOG RES INCCOM26875P10124,131142,548SH SOLE 142,54800
EPAM SYS INCCOM29414B10498428,519SH SOLE 19,21900
EPL OIL & GAS INCCOM26883D10814,173381,928SH SOLE 215,82800
EPLUS INCCOM2942681073667,077SH SOLE 4,37700
EPR PPTYSCOM SH BEN INT26884U1091,45029,750SH SOLE 28,35000
EQT CORPCOM26884L1098299,347SH SOLE 9,34700
EQUIFAX INCCOM29442910523,674395,561SH SOLE 385,46100
EQUINIX INCCOM NEW29444U5027744,216SH SOLE 4,21600
EQUINIX INCNOTE 4.750% 6/129444UAH977,96334,650,000PRN SOLE 000
EQUITY LIFESTYLE PPTYS INCCOM29472R1081,25136,624SH SOLE 36,62400
EQUITY ONECOM29475210062028,354SH SOLE 28,35400
EQUITY RESIDENTIALSH BEN INT29476L10717,579328,152SH SOLE 305,75200
ERA GROUP INCCOM26885G1091,73063,636SH SOLE 63,63600
ERICKSON AIR-CRANE INCCOM29482P1001,08969,544SH SOLE 35,34400
ESSEX PPTY TR INCCOM2971781051,2728,613SH SOLE 8,61300
ESTERLINE TECHNOLOGIES CORPCOM2974251005,14564,402SH SOLE 58,70200
ETHAN ALLEN INTERIORS INCCOM2976021042348,400SH SOLE 4,40000
EURONET WORLDWIDE INCCOM2987361091,51037,943SH SOLE 25,44300
EVERBANK FINL CORPCOM29977G1021,642109,598SH SOLE 76,09800
EVERCORE PARTNERS INCCLASS A29977A1052,07842,200SH SOLE 26,60000
EVEREST RE GROUP LTDCOMG3223R10893,540643,283SH SOLE 574,98300
EVERTEC INCCOM30040P1032,318104,361SH SOLE 98,96100
EXACT SCIENCES CORPCOM30063P10513711,607SH SOLE 6,50700
EXAMWORKS GROUP INCCOM30066A10528510,953SH SOLE 7,05300
EXAR CORPCOM30064510835826,700SH SOLE 17,40000
EXCEL TR INCCOM30068C10934828,995SH SOLE 20,79500
EXCO RESOURCES INCCOM2692794021,115165,400SH SOLE 165,40000
EXELIS INCCOM30162A1082,052130,632SH SOLE 130,63200
EXELIXIS INCNOTE 4.250% 8/130161QAC810,1408,625,000PRN SOLE 000
EXELON CORPCOM30161N1012,59787,604SH SOLE 87,60400
EXLSERVICE HOLDINGS INCCOM30208110496733,962SH SOLE 13,26200
EXPEDIA INC DELCOM NEW30212P3036,691129,195SH SOLE 129,19500
EXPEDITORS INTL WASH INCCOM30213010959213,430SH SOLE 13,43000
EXPONENT INCCOM30214U1022,96341,240SH SOLE 14,56700
EXPRESS INCCOM30219E1032,379100,862SH SOLE 35,96200
EXPRESS SCRIPTS HLDG COCOM30219G10881,8501,324,866SH SOLE 1,255,06600
EXTERRAN HLDGS INCCOM30225X1031,52455,263SH SOLE 36,56300
EXTERRAN HLDGS INCNOTE 4.250% 6/130225XAA114,76611,825,000PRN SOLE 000
EXTRA SPACE STORAGE INCCOM30225T1027,438162,575SH SOLE 162,57500
EXTREME NETWORKS INCCOM30226D1063,311634,300SH SOLE 243,40000
EXXON MOBIL CORPCOM30231G102304,2263,535,866SH SOLE 3,223,46600
EZCORP INCCL A NON VTG3023011062,633155,960SH SOLE 155,96000
F M C CORPCOM NEW3024913035888,200SH SOLE 8,20000
F5 NETWORKS INCCOM3156161024,43851,749SH SOLE 51,74900
FABRINETSHSG3323L1003,917232,600SH SOLE 121,90000
FACEBOOK INCCL A30303M10223,996477,636SH SOLE 477,63600
FACTSET RESH SYS INCCOM3030751051,91117,520SH SOLE 17,52000
FAIR ISAAC CORPCOM3032501046,523118,004SH SOLE 118,00400
FAIRCHILD SEMICONDUCTOR INTLCOM30372610349635,700SH SOLE 35,70000
FAMILY DLR STORES INCCOM3070001093,08842,879SH SOLE 42,87900
FARO TECHNOLOGIES INCCOM31164210248011,379SH SOLE 5,67900
FASTENAL COCOM3119001041,85636,943SH SOLE 36,94300
FBL FINL GROUP INCCL A30239F10660113,375SH SOLE 9,17500
FBR & COCOM NEW30247C40041415,444SH SOLE 11,54400
FEDERAL AGRIC MTG CORPCL C31314830636811,031SH SOLE 7,43100
FEDERAL MOGUL CORPCOM31354940469541,400SH SOLE 27,10000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472062,06320,332SH SOLE 20,33200
FEDERAL SIGNAL CORPCOM31385510874758,020SH SOLE 41,72000
FEDERATED INVS INC PACL B3142111033,370124,074SH SOLE 124,07400
FEDEX CORPCOM31428X10611,457100,407SH SOLE 100,40700
FEI COCOM30241L1092182,487SH SOLE 2,08700
FELCOR LODGING TR INCCOM31430F10152485,110SH SOLE 70,01000
FERRO CORPCOM3154051001,345147,600SH SOLE 23,00000
FIBRIA CELULOSE S ASP ADR REP COM31573A1095,441472,300SH SOLE 386,10000
FIDELITY NATIONAL FINANCIALCL A31620R10510,891409,453SH SOLE 409,45300
FIDELITY NATL INFORMATION SVCOM31620M10692,1791,984,900SH SOLE 1,823,50000
FIDELITY SOUTHERN CORP NEWCOM31639410520913,631SH SOLE 7,72100
FIESTA RESTAURANT GROUP INCCOM31660B1011,03427,461SH SOLE 13,16100
FIFTH & PAC COS INCCOM3166451001,02540,793SH SOLE 37,59300
FIFTH THIRD BANCORPCOM31677310039,9742,215,876SH SOLE 2,167,77600
FINANCIAL ENGINES INCCOM3174851001,75829,582SH SOLE 19,18200
FINISAR CORPCOM NEW31787A50710,421460,498SH SOLE 363,39800
FINISAR CORPNOTE 5.000%10/131787AAK71,750800,000PRN SOLE 000
FINISH LINE INCCL A3179231001,26650,892SH SOLE 50,89200
FIRST AMERN FINL CORPCOM31847R10277931,993SH SOLE 2,39300
FIRST CASH FINL SVCS INCCOM31942D10792916,028SH SOLE 9,62800
FIRST COMWLTH FINL CORP PACOM3198291077,583999,105SH SOLE 493,20500
FIRST CTZNS BANCSHARES INC NCL A31946M1038524,145SH SOLE 4,14500
FIRST FINL BANCORP OHCOM32020910964342,414SH SOLE 27,95300
FIRST FINL BANKSHARESCOM32020R10988515,050SH SOLE 10,55000
FIRST FINL HLDGS INC NEWCOM32023E1054307,800SH SOLE 5,80000
FIRST HORIZON NATL CORPCOM3205171051,863169,476SH SOLE 169,47600
FIRST INDUSTRIAL REALTY TRUSCOM32054K1034,142254,554SH SOLE 138,15400
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2013,186131,916SH SOLE 73,96800
FIRST MARBLEHEAD CORPCOM3207711088728,435SH SOLE 28,43500
FIRST MERCHANTS CORPCOM32081710921512,427SH SOLE 9,52700
FIRST MIDWEST BANCORP DELCOM3208671044,106271,768SH SOLE 162,26800
FIRST NIAGARA FINL GP INCCOM33582V10880777,861SH SOLE 77,86100
FIRST POTOMAC RLTY TRCOM33610F1091,266100,690SH SOLE 67,29800
FIRST REP BK SAN FRANCISCO CCOM33616C1003126,700SH SOLE 6,70000
FIRST SOLAR INCCOM33643310762,5921,556,625SH SOLE 1,556,62500
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910732722,450SH SOLE 22,45000
FIRST TR ENHANCED EQTY INC FCOM33731810976261,553SH SOLE 61,55300
FIRST TR HIGH INCOME L/S FDCOM33738E10947827,255SH SOLE 27,25500
FIRSTMERIT CORPCOM33791510290341,582SH SOLE 41,58200
FIRSTSERVICE CORPSUB VTG SH33761N10983221,428SH SOLE 21,42800
FISERV INCCOM33773810815,240150,820SH SOLE 150,82000
FIVE BELOW INCCOM33829M10110,937250,000SH SOLE 250,00000
FIVE STAR QUALITY CARE INCCOM33832D1062,164418,612SH SOLE 219,32800
FLAGSTAR BANCORP INCCOM PAR .0013379307051,03069,774SH SOLE 56,47400
FLEETCOR TECHNOLOGIES INCCOM3390411052,04318,550SH SOLE 18,55000
FLEETMATICS GROUP PLCCOMG355691056,196165,000SH SOLE 165,00000
FLEXTRONICS INTL LTDORDY2573F10249,0915,400,500SH SOLE 5,400,50000
FLIR SYS INCCOM30244510116,112513,133SH SOLE 513,13300
FLOTEK INDS INC DELCOM34338910274932,550SH SOLE 17,85000
FLOW INTL CORPCOM3434681041,836460,251SH SOLE 460,25100
FLOWERS FOODS INCCOM3434981014,518210,707SH SOLE 210,70700
FLOWSERVE CORPCOM34354P10511,476183,933SH SOLE 183,93300
FLUOR CORP NEWCOM3434121025,61979,187SH SOLE 79,18700
FMC TECHNOLOGIES INCCOM30249U10185715,464SH SOLE 15,46400
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910611,874122,300SH SOLE 102,90000
FOOT LOCKER INCCOM34484910438,3701,130,522SH SOLE 1,130,52200
FORD MTR CO DELCOM PAR $0.0134537086055,5283,291,521SH SOLE 3,070,82100
FOREST LABS INCCOM34583810618,576434,112SH SOLE 434,11200
FOREST OIL CORPCOM PAR $0.0134609170535658,300SH SOLE 53,50000
FORESTAR GROUP INCCOM34623310957726,800SH SOLE 13,90000
FORMFACTOR INCCOM3463751085,982872,069SH SOLE 457,16900
FORRESTER RESH INCCOM34656310996526,239SH SOLE 10,24300
FORT DEARBORN INCOME SECS INCOM34720010745032,257SH SOLE 32,25700
FORTINET INCCOM34959E1094,790236,419SH SOLE 236,41900
FORTUNE BRANDS HOME & SEC INCOM34964C1063,75290,129SH SOLE 90,12900
FOSSIL GROUP INCCOM34988V10612,238105,279SH SOLE 105,27900
FOSTER L B COCOM35006010961613,465SH SOLE 13,46500
FOSTER WHEELER AGCOMH271781045,674215,429SH SOLE 215,42900
FRANKLIN ELEC INCCOM35351410291423,202SH SOLE 17,20200
FRANKLIN RES INCCOM35461310114,853293,821SH SOLE 293,82100
FRANKLIN STREET PPTYS CORPCOM35471R1061,364107,095SH SOLE 65,79500
FREDS INCCL A3561081007,715492,997SH SOLE 249,95900
FREEPORT-MCMORAN COPPER & GOCOM35671D8572,74883,073SH SOLE 83,07300
FRESH DEL MONTE PRODUCE INCORDG3673810518,659628,680SH SOLE 371,00100
FRONTIER COMMUNICATIONS CORPCOM35906A1082,490597,200SH SOLE 597,20000
FUEL SYS SOLUTIONS INCCOM35952W10354927,900SH SOLE 3,10000
FULLER H B COCOM3596941062996,615SH SOLE 4,31500
FULTON FINL CORP PACOM3602711006,828584,575SH SOLE 584,57500
FURIEX PHARMACEUTICALS INCCOM36106P10149811,316SH SOLE 7,91600
FUTUREFUEL CORPORATIONCOM36116M1062,179121,341SH SOLE 48,74100
FXCM INCCOM CL A30269310625813,076SH SOLE 13,07600
G & K SVCS INCCL A36126810511,853196,276SH SOLE 113,38900
GALENA BIOPHARMA INCCOM363256108261115,100SH SOLE 85,90000
GALLAGHER ARTHUR J & COCOM3635761091,68938,700SH SOLE 38,70000
GAMESTOP CORP NEWCL A36467W109162,4233,271,357SH SOLE 3,056,05700
GANNETT INCCOM36473010147,5701,775,664SH SOLE 1,775,66400
GAP INC DELCOM36476010899,4822,469,752SH SOLE 2,337,25200
GARMIN LTDSHSH2906T10961913,700SH SOLE 13,70000
GARTNER INCCOM36665110710,647177,450SH SOLE 177,45000
GENCORP INCCOM36868210098161,168SH SOLE 37,26800
GENCORP INCSDCV 4.062%12/3368682AN014,9178,250,000PRN SOLE 000
GENERAC HLDGS INCCOM3687361041,74540,935SH SOLE 27,23500
GENERAL CABLE CORP DEL NEWCOM36930010810,655335,576SH SOLE 335,57600
GENERAL CABLE CORP DEL NEWNOTE 0.875%11/1369300AD013,63413,625,000PRN SOLE 000
GENERAL CABLE CORP DEL NEWFRNT 4.500%11/1369300AL247,13841,600,000PRN SOLE 000
GENERAL DYNAMICS CORPCOM3695501088,69599,352SH SOLE 99,35200
GENERAL ELECTRIC COCOM369604103172,9617,239,883SH SOLE 6,614,08300
GENERAL GROWTH PPTYS INC NEWCOM3700231039,765506,239SH SOLE 480,03900
GENERAL MLS INCCOM37033410428,232589,141SH SOLE 589,14100
GENERAL MTRS COCOM37045V10019,231534,628SH SOLE 534,62800
GENERAL MTRS CO*W EXP 12/31/20137045V1344,1601,040,000SH SOLE 1,040,00000
GENERAL MTRS COJR PFD CNV SRB37045V20947,155936,075SH SOLE 936,07500
GENESCO INCCOM3715321024757,249SH SOLE 7,24900
GENESEE & WYO INCCL A3715591051,26213,575SH SOLE 13,57500
GENESEE & WYO INCUNIT 10/01/20153715592043,93430,675SH SOLE 30,67500
GENESIS ENERGY L PUNIT LTD PARTN3719271044849,660SH SOLE 9,66000
GENMARK DIAGNOSTICS INCCOM37230910428423,394SH SOLE 10,69400
GENTEX CORPCOM3719011091,21647,520SH SOLE 47,52000
GENTHERM INCCOM37253A10330716,100SH SOLE 8,80000
GENTIVA HEALTH SERVICES INCCOM37247A1028,982746,002SH SOLE 358,70200
GENUINE PARTS COCOM37246010514,831183,342SH SOLE 183,34200
GENWORTH FINL INCCOM CL A37247D10620,9681,639,372SH SOLE 1,639,37200
GEO GROUP INCCOM36159R1039,236277,783SH SOLE 175,78300
GEOSPACE TECHNOLOGIES CORPCOM37364X10989710,638SH SOLE 6,43800
GERDAU S ASPON ADR REP PFD37373710547363,400SH SOLE 63,40000
GFI GROUP INCCOM36165220938898,183SH SOLE 98,18300
GIBRALTAR INDS INCCOM3746891075,132359,908SH SOLE 222,85600
G-III APPAREL GROUP LTDCOM36237H1012,45544,976SH SOLE 19,27600
GILEAD SCIENCES INCCOM37555810329,544470,151SH SOLE 470,15100
GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP8103,96837,525,000PRN SOLE 000
GLACIER BANCORP INC NEWCOM37637Q10560824,600SH SOLE 16,00000
GLADSTONE CAPITAL CORPCOM3765351009611,000SH SOLE 7,30000
GLADSTONE INVT CORPCOM3765461079413,320SH SOLE 10,12000
GLATFELTERCOM3773161041,74864,589SH SOLE 46,23000
GLIMCHER RLTY TRSH BEN INT37930210262864,440SH SOLE 33,44000
GLOBAL BRASS & COPPR HLDGS ICOM37953G10326315,000SH SOLE 15,00000
GLOBAL CASH ACCESS HLDGS INCCOM3789671034,090523,721SH SOLE 178,32100
GLOBAL INDEMNITY PLCSHSG393191014312,205SH SOLE 12,20500
GLOBAL PMTS INCCOM37940X1021,85436,300SH SOLE 36,30000
GLOBECOMM SYSTEMS INCCOM37956X10313,470960,082SH SOLE 960,08200
GLU MOBILE INCCOM37989010611139,754SH SOLE 39,75400
GNC HLDGS INCCOM CL A36191G10774313,604SH SOLE 13,60400
GOLAR LNG LTD BERMUDASHSG9456A10040610,771SH SOLE 10,77100
GOLD FIELDS LTD NEWSPONSORED ADR38059T10618340,080SH SOLE 40,08000
GOLDCORP INC NEWCOM3809564091,26248,502SH SOLE 48,50200
GOLDCORP INC NEWNOTE 2.000% 8/0380956AB8506500,000PRN SOLE 000
GOLDMAN SACHS GROUP INCCOM38141G104164,8321,041,857SH SOLE 969,65700
GOODRICH PETE CORPNOTE 5.000%10/0382410AC2729675,000PRN SOLE 000
GOODYEAR TIRE & RUBR COCOM38255010118,152808,535SH SOLE 808,53500
GOOGLE INCCL A38259P508199,409227,659SH SOLE 208,45900
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A1033,624151,456SH SOLE 86,25600
GRACE W R & CO DEL NEWCOM38388F10830,143344,881SH SOLE 344,88100
GRAFTECH INTL LTDCOM38431310219923,583SH SOLE 23,58300
GRAINGER W W INCCOM3848021046,95026,555SH SOLE 26,55500
GRAMERCY PPTY TR INCCOM38489R10016940,653SH SOLE 27,15300
GRAND CANYON ED INCCOM38526M1061,49036,992SH SOLE 22,79200
GRANITE CONSTR INCCOM38732810745915,000SH SOLE 12,10000
GRAPHIC PACKAGING HLDG COCOM38868910134740,507SH SOLE 22,70700
GRAY TELEVISION INCCOM3893751063,496445,389SH SOLE 210,18900
GREAT LAKES DREDGE & DOCK COCOM39060710924933,500SH SOLE 33,50000
GREATBATCH INCCOM39153L1062,37869,881SH SOLE 26,48100
GREEN MTN COFFEE ROASTERS INCOM39312210621,440284,612SH SOLE 284,61200
GREEN PLAINS RENEWABLE ENERGCOM3932221049,651601,322SH SOLE 339,02200
GREEN PLAINS RENEWABLE ENERGNOTE 5.750%11/0393222AB06,9965,400,000PRN SOLE 000
GREENWAY MED TECHNOLOGIES INCOM39679B10311,126538,792SH SOLE 538,79200
GRIFFON CORPCOM39843310210812,048SH SOLE 12,04800
GROUPON INCCOM CL A3994731071,251111,600SH SOLE 111,60000
GRUPO TELEVISA SASPON ADR REP ORD40049J20612,803458,073SH SOLE 424,37300
GT ADVANCED TECHNOLOGIES INCNOTE 3.000%10/036191UAA48,9286,825,000PRN SOLE 000
GTX INC DELCOM40052B108904449,700SH SOLE 394,50000
GUESS INCCOM40161710521,945735,168SH SOLE 735,16800
GUIDEWIRE SOFTWARE INCCOM40171V10062213,212SH SOLE 8,51200
GULF ISLAND FABRICATION INCCOM40230710237715,390SH SOLE 11,89000
GULFPORT ENERGY CORPCOM NEW4026353043,65556,806SH SOLE 56,80600
H & E EQUIPMENT SERVICES INCCOM40403010892334,747SH SOLE 16,34700
HAIN CELESTIAL GROUP INCCOM40521710019,805256,810SH SOLE 256,81000
HALLIBURTON COCOM4062161014,853100,782SH SOLE 100,78200
HALOZYME THERAPEUTICS INCCOM40637H10922520,400SH SOLE 000
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T1051,13494,704SH SOLE 94,70400
HANCOCK JOHN TAX-ADV DIV INCCOM41013V1001,05560,624SH SOLE 60,62400
HANESBRANDS INCCOM4103451028,054129,260SH SOLE 129,26000
HANGER INCCOM NEW41043F20875222,261SH SOLE 11,66100
HANMI FINL CORPCOM NEW4104952043,477209,863SH SOLE 117,07300
HANOVER INS GROUP INCCOM4108671058,967162,085SH SOLE 159,68500
HARBINGER GROUP INCCOM41146A10635934,609SH SOLE 22,20900
HARLEY DAVIDSON INCCOM4128221081,01515,800SH SOLE 15,80000
HARMAN INTL INDS INCCOM41308610915,053227,285SH SOLE 227,28500
HARMONIC INCCOM4131601025,272685,507SH SOLE 356,30700
HARMONY GOLD MNG LTDSPONSORED ADR4132163001,061314,000SH SOLE 314,00000
HARRIS CORP DELCOM4138751059,627162,337SH SOLE 162,33700
HARRIS TEETER SUPERMARKETS ICOM41458510956,5331,149,283SH SOLE 1,136,28300
HARSCO CORPCOM41586410710,981440,987SH SOLE 440,98700
HARTFORD FINL SVCS GROUP INCCOM41651510436,5451,174,327SH SOLE 1,069,32700
HASBRO INCCOM41805610717,237365,652SH SOLE 365,65200
HAVERTY FURNITURE INCCOM4195961013,121127,246SH SOLE 73,37000
HAWAIIAN ELEC INDUSTRIESCOM41987010038715,400SH SOLE 15,40000
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD3469400,000PRN SOLE 000
HAYNES INTERNATIONAL INCCOM NEW4208772011,81640,057SH SOLE 22,17500
HCA HOLDINGS INCCOM40412C1017,852183,665SH SOLE 183,66500
HCC INS HLDGS INCCOM40413210210,727244,794SH SOLE 244,79400
HCI GROUP INCCOM40416E1032,01049,225SH SOLE 15,02500
HCP INCCOM40414L10919,923486,512SH SOLE 457,01200
HDFC BANK LTDADR REPS 3 SHS40415F10138,0411,235,900SH SOLE 1,210,00000
HEADWATERS INCCOM42210P1021,297144,216SH SOLE 76,81600
HEALTH CARE REIT INCCOM42217K10618,535297,136SH SOLE 275,03600
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR728,22722,775,000PRN SOLE 000
HEALTH MGMT ASSOC INC NEWCL A42193310297,8447,644,084SH SOLE 7,644,08400
HEALTH NET INCCOM42222G10831,646998,294SH SOLE 998,29400
HEALTHCARE RLTY TRCOM4219461042,02287,473SH SOLE 52,78400
HEALTHCARE SVCS GRP INCCOM42190610861123,718SH SOLE 19,71800
HEALTHSOUTH CORPCOM NEW42192430988625,684SH SOLE 18,88400
HEALTHSTREAM INCCOM42222N10383922,155SH SOLE 14,75500
HEALTHWAYS INCCOM42224510069137,334SH SOLE 20,93400
HECLA MNG COCOM422704106872277,584SH SOLE 194,18400
HEIDRICK & STRUGGLES INTL INCOM42281910238313,604SH SOLE 13,60400
HELEN OF TROY CORP LTDCOMG4388N1065,824131,754SH SOLE 70,85400
HELIX ENERGY SOLUTIONS GRP ICOM42330P10715,473609,910SH SOLE 597,61000
HELMERICH & PAYNE INCCOM42345210123,132335,496SH SOLE 307,59600
HENRY JACK & ASSOC INCCOM4262811013,52768,349SH SOLE 68,34900
HERCULES OFFSHORE INCCOM4270931091,450196,771SH SOLE 118,07100
HERCULES TECH GROWTH CAP INCCOM42709650880452,700SH SOLE 14,30000
HERSHA HOSPITALITY TRSH BEN INT A4278251041,706305,202SH SOLE 269,50200
HERSHEY COCOM42786610857,604622,746SH SOLE 604,34600
HERTZ GLOBAL HOLDINGS INCCOM42805T1052,852128,689SH SOLE 128,68900
HESS CORPCOM42809H107141,7381,832,657SH SOLE 1,718,95700
HEWLETT PACKARD COCOM42823610321,2671,013,694SH SOLE 977,59400
HEXCEL CORP NEWCOM42829110862816,197SH SOLE 16,19700
HF2 FINL MGMT INCCL A40421A10416,3801,609,030SH SOLE 1,609,03000
HFF INCCL A40418F1081,22148,752SH SOLE 15,05200
HHGREGG INCCOM42833L1084,275238,702SH SOLE 119,80200
HIGHWOODS PPTYS INCCOM4312841082,33065,987SH SOLE 54,48700
HILL ROM HLDGS INCCOM43147510218,931528,354SH SOLE 528,35400
HILLSHIRE BRANDS COCOM43258910916,203527,085SH SOLE 527,08500
HILLTOP HOLDINGS INCCOM43274810194150,879SH SOLE 35,67900
HI-TECH PHARMACAL INCCOM42840B10146,5371,078,492SH SOLE 1,054,49200
HITTITE MICROWAVE CORPCOM43365Y1041,49822,928SH SOLE 22,92800
HNI CORPCOM40425110083122,965SH SOLE 19,86500
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN4357631073159,530SH SOLE 9,53000
HOLLYFRONTIER CORPCOM43610610835,888852,238SH SOLE 790,63800
HOME BANCSHARES INCCOM4368932002,01366,274SH SOLE 27,47400
HOME DEPOT INCCOM437076102156,7102,066,052SH SOLE 1,870,45200
HOME LN SERVICING SOLUTIONSORD SHSG6648D1091,72778,460SH SOLE 45,66000
HOME PROPERTIES INCCOM4373061032,62145,392SH SOLE 45,39200
HOMESTREET INCCOM43785V1021,57581,606SH SOLE 43,20600
HONEYWELL INTL INCCOM43851610652,303629,855SH SOLE 567,05500
HORACE MANN EDUCATORS CORP NCOM44032710421,898771,587SH SOLE 452,09500
HORMEL FOODS CORPCOM44045210029,828708,167SH SOLE 708,16700
HORNBECK OFFSHORE SVCS INC NCOM4405431062153,744SH SOLE 3,74400
HORNBECK OFFSHORE SVCS INC NFRNT 1.625%11/1440543AE612,31410,400,000PRN SOLE 000
HORSEHEAD HLDG CORPCOM44069430513624,371SH SOLE 24,37100
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022,46487,052SH SOLE 87,05200
HOST HOTELS & RESORTS INCCOM44107P1048,557484,291SH SOLE 433,69100
HOVNANIAN ENTERPRISES INCCL A4424872033,088590,515SH SOLE 282,65900
HOVNANIAN ENTERPRISES INCUNIT 99/99/999944248W20853720,000SH SOLE 20,00000
HOWARD HUGHES CORPCOM44267D1076725,982SH SOLE 5,98200
HSN INCCOM40430310990316,843SH SOLE 14,44300
HUBBELL INCCL B44351020111,672111,442SH SOLE 111,44200
HUDSON CITY BANCORPCOM443683107146,59916,198,747SH SOLE 16,198,74700
HUMANA INCCOM44485910272,413775,876SH SOLE 727,17600
HUNT J B TRANS SVCS INCCOM4456581073,54448,588SH SOLE 48,58800
HUNTINGTON BANCSHARES INCCOM44615010423,1822,806,545SH SOLE 2,806,54500
HUNTINGTON BANCSHARES INCPFD CONV SER A446150401992800SH SOLE 80000
HUNTINGTON INGALLS INDS INCCOM4464131061,25118,557SH SOLE 18,55700
HUNTSMAN CORPCOM44701110716,104781,379SH SOLE 781,37900
HURON CONSULTING GROUP INCCOM4474621024588,702SH SOLE 80200
HUTCHINSON TECHNOLOGY INCCOM4484071062,309663,614SH SOLE 357,16400
HYATT HOTELS CORPCOM CL A44857910246410,800SH SOLE 10,80000
HYDE PK ACQUISITION CORP IICOM44864010214,2481,390,000SH SOLE 1,390,00000
HYSTER YALE MATLS HANDLING ICL A4491721053,10934,674SH SOLE 14,76800
IAC INTERACTIVECORPCOM PAR $.00144919P50837,561687,055SH SOLE 687,05500
IAMGOLD CORPCOM45091310814530,600SH SOLE 30,60000
IBERIABANK CORPCOM4508281083426,600SH SOLE 3,80000
ICF INTL INCCOM44925C1032,36666,813SH SOLE 41,71300
ICICI BK LTDADR45104G1049,211302,187SH SOLE 301,98700
ICONIX BRAND GROUP INCCOM4510551071,31639,609SH SOLE 23,40900
ICU MED INCCOM44930G1079,584141,088SH SOLE 75,18800
IDACORP INCCOM4511071062,15344,484SH SOLE 44,48400
IDERA PHARMACEUTICALS INCCOM NEW45168K306391225,000SH SOLE 225,00000
IDEX CORPCOM45167R10471811,000SH SOLE 11,00000
IDEXX LABS INCCOM45168D1042,21122,183SH SOLE 22,18300
IDT CORPCL B NEW4489475072,498140,756SH SOLE 80,65600
IHS INCCL A4517341076465,658SH SOLE 5,65800
ILLINOIS TOOL WKS INCCOM4523081098,395110,075SH SOLE 80,57500
ILLUMINA INCCOM4523271091,59219,700SH SOLE 19,70000
IMMERSION CORPCOM4525211073,105235,370SH SOLE 58,37500
IMMUNOGEN INCCOM45253H10139423,127SH SOLE 12700
IMMUNOMEDICS INCCOM45290710834956,400SH SOLE 45,20000
IMPAX LABORATORIES INCCOM45256B1012,348114,500SH SOLE 54,60000
IMPERVA INCCOM45321L1003708,800SH SOLE 5,80000
INCONTACT INCCOM45336E10929035,100SH SOLE 14,50000
INCYTE CORPCOM45337C1021,80947,424SH SOLE 47,42400
INFINERA CORPORATIONCOM45667G1031,08996,281SH SOLE 61,18100
INFINITY CROSS BORDER ACQUISSHSG4772R1012,594330,000SH SOLE 330,00000
INFINITY PPTY & CAS CORPCOM45665Q10311,539178,617SH SOLE 98,53000
INFOBLOX INCCOM45672H10457713,800SH SOLE 9,70000
INFORMATICA CORPCOM45666Q1021,04726,867SH SOLE 26,86700
INFORMATION SERVICES GROUP ICOM45675Y1049422,700SH SOLE 15,40000
INFOSYS LTDSPONSORED ADR45678810863,7991,326,115SH SOLE 1,269,11500
ING GLOBAL EQTY DIV & PREM OCOM45684E10773381,143SH SOLE 81,14300
ING RISK MANAGED NAT RES FDCOM44981010024224,137SH SOLE 24,13700
INGRAM MICRO INCCL A45715310432,5281,411,173SH SOLE 1,411,17300
INGREDION INCCOM45718710229,155440,602SH SOLE 440,60200
INLAND REAL ESTATE CORPCOM NEW4574612009,760954,073SH SOLE 503,89000
INLAND REAL ESTATE CORPNOTE 5.000%11/1457461AC5216198,000PRN SOLE 000
INNERWORKINGS INCCOM45773Y10519419,764SH SOLE 13,16400
INNOPHOS HOLDINGS INCCOM45774N10867312,747SH SOLE 10,74700
INNOSPEC INCCOM45768S1059,270198,671SH SOLE 77,67100
INSIGHT ENTERPRISES INCCOM45765U10311,219592,944SH SOLE 371,55300
INSMED INCCOM PAR $.0145766930788856,890SH SOLE 35,39000
INSPERITY INCCOM45778Q1073,821101,615SH SOLE 25,21500
INSPIREMD INCCOM NEW45779A3095021,365SH SOLE 21,36500
INSULET CORPCOM45784P1011,13631,334SH SOLE 22,53400
INTEGRATED DEVICE TECHNOLOGYCOM4581181062,654281,688SH SOLE 231,48800
INTEGRATED SILICON SOLUTIONCOM45812P10714112,974SH SOLE 7,67400
INTEGRYS ENERGY GROUP INCCOM45822P1052,53745,400SH SOLE 45,40000
INTEL CORPCOM45814010031,7831,386,678SH SOLE 1,295,97800
INTER PARFUMS INCCOM45833410984228,070SH SOLE 16,67000
INTERACTIVE INTELLIGENCE GROCOM45841V10987713,816SH SOLE 9,21600
INTERCONTINENTALEXCHANGE INCCOM45865V1002021,112SH SOLE 1,11200
INTERDIGITAL INCCOM45867G1014,704126,018SH SOLE 117,51800
INTERFACE INCCOM45866530458529,500SH SOLE 18,40000
INTERMUNE INCCOM45884X10340126,100SH SOLE 17,40000
INTERNATIONAL BANCSHARES CORCOM4590441037,595351,127SH SOLE 229,57200
INTERNATIONAL BUSINESS MACHSCOM459200101113,282611,740SH SOLE 561,04000
INTERNATIONAL FLAVORS&FRAGRACOM4595061012,42229,427SH SOLE 29,42700
INTERNATIONAL GAME TECHNOLOGCOM45990210213,342704,792SH SOLE 704,79200
INTEROIL CORPCOM4609511065387,542SH SOLE 7,54200
INTERPUBLIC GROUP COS INCCOM46069010026,5901,547,719SH SOLE 1,547,71900
INTERSIL CORPCL A46069S1092,967264,200SH SOLE 213,10000
INTERVAL LEISURE GROUP INCCOM46113M10842518,000SH SOLE 14,50000
INTL PAPER COCOM46014610320,382454,960SH SOLE 412,56000
INTRALINKS HLDGS INCCOM46118H10418120,608SH SOLE 13,50800
INTUITCOM4612021035,74486,625SH SOLE 86,62500
INTUITIVE SURGICAL INCCOM NEW46120E6021,7994,781SH SOLE 4,78100
INVACARE CORPCOM4612031014,842280,342SH SOLE 152,14400
INVACARE CORPSDCV 4.125% 2/0461203AD32,5692,500,000PRN SOLE 000
INVESCO BD FDCOM46132L1071,32375,435SH SOLE 75,43500
INVESCO CALIF VALUE MUN INCCOM46132H10627524,504SH SOLE 24,50400
INVESCO LTDSHSG491BT10819,727618,400SH SOLE 591,80000
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,38890,200SH SOLE 56,80000
INVESCO MUN OPPORTUNITY TRCOM46132C10759450,431SH SOLE 50,43100
INVESCO MUN TRCOM46131J10365155,666SH SOLE 55,66600
INVESCO MUNI INCOME OPP TRSTCOM46132X10131449,641SH SOLE 49,64100
INVESCO QUALITY MUNI INC TRSCOM46133G10712210,560SH SOLE 10,56000
INVESCO TR INVT GRADE MUNSCOM46131M10638530,902SH SOLE 30,90200
INVESCO VALUE MUN INCOME TRCOM46132P10843031,719SH SOLE 31,71900
INVESTMENT TECHNOLOGY GRP NECOM46145F10511,608738,449SH SOLE 374,84900
INVESTORS BANCORP INCCOM46146P10242019,191SH SOLE 13,99100
INVESTORS REAL ESTATE TRSH BEN INT4617301032,171263,126SH SOLE 219,39300
ION GEOPHYSICAL CORPCOM4620441082,331448,240SH SOLE 448,24000
IPG PHOTONICS CORPCOM44980X10959310,534SH SOLE 10,53400
IROBOT CORPCOM46272610039710,530SH SOLE 6,83000
IRON MTN INCCOM4628461062,57595,306SH SOLE 95,30600
ISIS PHARMACEUTICALS INCCOM4643301092,25560,072SH SOLE 27,17200
ISTAR FINL INCNOTE 3.000%11/145031UBR15,6854,550,000PRN SOLE 000
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210635,9802,548,132SH SOLE 2,303,25200
ITC HLDGS CORPCOM4656851057267,737SH SOLE 7,73700
ITRON INCCOM4657411066,778158,247SH SOLE 158,24700
ITT CORP NEWCOM NEW45091120135,013973,944SH SOLE 973,94400
ITT EDUCATIONAL SERVICES INCCOM45068B10936611,800SH SOLE 11,80000
IXIACOM45071R10974647,625SH SOLE 24,42500
J & J SNACK FOODS CORPCOM4660321091,10513,684SH SOLE 3,58400
J2 GLOBAL INCCOM48123V1021,83036,948SH SOLE 27,24800
JABIL CIRCUIT INCCOM46631310330,6901,415,602SH SOLE 1,415,60200
JACK IN THE BOX INCCOM4663671092,34058,490SH SOLE 32,39000
JACOBS ENGR GROUP INC DELCOM4698141076,724115,573SH SOLE 115,57300
JAKKS PAC INCCOM47012E1067616,829SH SOLE 16,82900
JAMBA INCCOM NEW47023A30915611,680SH SOLE 11,68000
JAMES RIVER COAL COCOM NEW4703552072211,200SH SOLE 11,20000
JARDEN CORPCOM4711091086,298130,130SH SOLE 130,13000
JDS UNIPHASE CORPCOM PAR $0.00146612J5078,584583,572SH SOLE 583,57200
JETBLUE AIRWAYS CORPCOM47714310112,1057,346,996SH SOLE 46,99600
JETBLUE AIRWAYS CORPDBCV 5.500%10/1477143AD36,6354,500,000PRN SOLE 000
JETPAY CORPCOM477177109550159,700SH SOLE 159,70000
JINKOSOLAR HLDG CO LTDSPONSORED ADR47759T1007,893350,000SH SOLE 350,00000
JOES JEANS INCCOM47777N1015046,300SH SOLE 28,20000
JOHN BEAN TECHNOLOGIES CORPCOM4778391043,377135,745SH SOLE 30,54500
JOHN HANCOCK HDG EQ & INC FDCOM47804L1021,45887,657SH SOLE 87,65700
JOHNSON & JOHNSONCOM478160104231,9352,675,448SH SOLE 2,487,57600
JOHNSON CTLS INCCOM4783661077,442179,330SH SOLE 179,33000
JONES GROUP INCCOM48020T10147131,350SH SOLE 23,85000
JONES LANG LASALLE INCCOM48020Q1075,45062,430SH SOLE 62,43000
JOURNAL COMMUNICATIONS INCCL A48113010234440,186SH SOLE 30,08600
JOY GLOBAL INCCOM48116510874514,600SH SOLE 14,60000
JPMORGAN CHASE & COCOM46625H100228,5574,421,687SH SOLE 4,088,38700
K12 INCCOM48273U10236711,900SH SOLE 7,70000
KADANT INCCOM48282T1041,26237,578SH SOLE 33,87800
KAISER ALUMINUM CORPCOM PAR $0.014830077041,50021,054SH SOLE 17,55400
KAMAN CORPCOM4835481032025,326SH SOLE 5,32600
KANSAS CITY SOUTHERNCOM NEW4851703024,15537,998SH SOLE 37,99800
KAPSTONE PAPER & PACKAGING CCOM48562P1031,58136,946SH SOLE 23,84600
KAR AUCTION SVCS INCCOM48238T1092388,421SH SOLE 8,42100
KB HOMECOM48666K1093,105172,335SH SOLE 159,03500
KBR INCCOM48242W10625,569783,360SH SOLE 783,36000
KCAP FINL INCCOM48668E10137641,912SH SOLE 24,21200
KELLOGG COCOM4878361089,607163,572SH SOLE 163,57200
KELLY SVCS INCCL A4881522082,520129,437SH SOLE 81,83700
KEMET CORPCOM NEW48836020720448,700SH SOLE 4,30000
KEMPER CORP DELCOM48840110069020,536SH SOLE 18,53600
KENNAMETAL INCCOM48917010078617,241SH SOLE 17,24100
KENNEDY-WILSON HLDGS INCCOM4893981071,29169,568SH SOLE 69,56800
KERYX BIOPHARMACEUTICALS INCCOM4925151011,238122,579SH SOLE 83,07900
KEY ENERGY SVCS INCCOM49291410645762,747SH SOLE 62,74700
KEYCORP NEWCOM493267108115,12110,098,372SH SOLE 9,340,67200
KEYCORP NEWPFD 7.75% SR A4932674052,50420,000SH SOLE 20,00000
KEYW HLDG CORPCOM49372310043132,019SH SOLE 22,51900
KFORCE INCCOM4937321015,597316,415SH SOLE 144,91500
KILROY RLTY CORPCOM49427F10880916,200SH SOLE 16,20000
KIMBERLY CLARK CORPCOM494368103132,8051,409,520SH SOLE 1,336,42000
KIMCO RLTY CORPCOM49446R1096,186306,541SH SOLE 282,34100
KINDER MORGAN ENERGY PARTNERUT LTD PARTNER4945501065957,451SH SOLE 7,45100
KINDER MORGAN INC DELCOM49456B1011,73848,869SH SOLE 48,86900
KINDRED HEALTHCARE INCCOM49458010347835,564SH SOLE 34,56400
KINROSS GOLD CORPCOM NO PAR49690240423646,800SH SOLE 46,80000
KIRBY CORPCOM49726610699211,466SH SOLE 11,46600
KIRKLANDS INCCOM49749810519810,759SH SOLE 8,15900
KITE RLTY GROUP TRCOM49803T10231252,668SH SOLE 14,66800
KLA-TENCOR CORPCOM48248010058,008953,293SH SOLE 927,39300
KNIGHT TRANSN INCCOM49906410325515,433SH SOLE 15,43300
KNOLL INCCOM NEW49890420026315,500SH SOLE 15,50000
KODIAK OIL & GAS CORPCOM50015Q1002,899240,357SH SOLE 122,95700
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB75,1604,375,000PRN SOLE 000
KOHLS CORPCOM5002551042073,998SH SOLE 3,99800
KOPPERS HOLDINGS INCCOM50060P1061,84643,288SH SOLE 27,58800
KORN FERRY INTLCOM NEW5006432001,15053,715SH SOLE 46,11500
KRATON PERFORMANCE POLYMERSCOM50077C10645123,033SH SOLE 5,93300
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B20769684,015SH SOLE 84,01500
KRISPY KREME DOUGHNUTS INCCOM5010141042,362122,125SH SOLE 60,62500
KROGER COCOM50104410154,9601,362,428SH SOLE 1,362,42800
KT CORPSPONSORED ADR48268K10114,584869,621SH SOLE 857,22100
KULICKE & SOFFA INDS INCCOM50124210122919,856SH SOLE 19,85600
L BRANDS INCCOM5017971041,00516,451SH SOLE 16,45100
L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW79,4618,650,000PRN SOLE 000
L-3 COMMUNICATIONS HLDGS INCCOM50242410424,532259,596SH SOLE 247,19600
LA Z BOY INCCOM5053361071,89883,571SH SOLE 65,47100
LABORATORY CORP AMER HLDGSCOM NEW50540R4095,18752,317SH SOLE 40,41700
LACLEDE GROUP INCCOM5055971044,504100,079SH SOLE 58,10200
LAKELAND FINL CORPCOM51165610041512,716SH SOLE 7,71600
LAM RESEARCH CORPCOM5128071089,012176,054SH SOLE 176,05400
LAMAR ADVERTISING COCL A51281510166114,050SH SOLE 14,05000
LANCASTER COLONY CORPCOM5138471035,82274,363SH SOLE 39,42600
LANDSTAR SYS INCCOM5150981015,19792,841SH SOLE 92,84100
LAS VEGAS SANDS CORPCOM51783410711,706176,246SH SOLE 176,24600
LASALLE HOTEL PPTYSCOM SH BEN INT51794210878427,479SH SOLE 27,47900
LATTICE SEMICONDUCTOR CORPCOM518415104662148,350SH SOLE 48,95000
LAUDER ESTEE COS INCCL A5184391043,26346,686SH SOLE 46,68600
LAYNE CHRISTENSEN COCOM52105010436118,100SH SOLE 000
LAZARD GLB TTL RET&INCM FD ICOM52106W10326615,886SH SOLE 15,88600
LCA-VISION INCCOM PAR $.00150180330812010,551SH SOLE 10,55100
LEAPFROG ENTERPRISES INCCL A52186N10614515,403SH SOLE 7,10300
LEAR CORPCOM NEW52186520482411,510SH SOLE 11,51000
LEE ENTERPRISES INCCOM52376810916462,275SH SOLE 39,67500
LEGG MASON INCCOM5249011053,912116,991SH SOLE 116,99100
LEGGETT & PLATT INCCOM5246601071,23140,836SH SOLE 40,83600
LENDER PROCESSING SVCS INCCOM52602E10283,9162,522,266SH SOLE 2,522,26600
LENNAR CORPCL A5260571043,816107,801SH SOLE 107,80100
LENNOX INTL INCCOM5261071076,43585,503SH SOLE 85,50300
LEUCADIA NATL CORPCOM52728810443,6261,601,552SH SOLE 1,433,15200
LEUCADIA NATL CORPNOTE 3.750% 4/1527288AX28,9626,887,000PRN SOLE 000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3082,62598,357SH SOLE 98,35700
LEVEL 3 COMMUNICATIONS INCNOTE 7.000% 3/152729NBP45,4604,480,000PRN SOLE 000
LEVEL 3 COMMUNICATIONS INCNOTE 6.500%10/052729NBR039,24725,927,000PRN SOLE 000
LEXINGTON REALTY TRUSTCOM5290431011,645146,505SH SOLE 142,20500
LEXMARK INTL NEWCL A52977110722,409679,069SH SOLE 667,36900
LG DISPLAY CO LTDSPONS ADR REP50186V1022,631220,500SH SOLE 220,50000
LHC GROUP INCCOM50187A1072,534108,006SH SOLE 51,30600
LIBERTY INTERACTIVE CORPINT COM SER A53071M1041,45562,000SH SOLE 62,00000
LIBERTY PPTY TRSH BEN INT5311721042,25263,250SH SOLE 63,25000
LIFE TECHNOLOGIES CORPCOM53217V10990,3191,206,987SH SOLE 1,197,28700
LIFEPOINT HOSPITALS INCCOM53219L1094,03286,459SH SOLE 86,45900
LIGAND PHARMACEUTICALS INCCOM NEW53220K50456212,979SH SOLE 8,57900
LILLY ELI & COCOM532457108166,7683,313,488SH SOLE 3,074,88800
LIMELIGHT NETWORKS INCCOM53261M104876454,040SH SOLE 175,24000
LINCOLN ELEC HLDGS INCCOM5339001061,13417,017SH SOLE 17,01700
LINCOLN NATL CORP INDCOM53418710935,727850,855SH SOLE 850,85500
LINCOLN NATL CORP IND*W EXP 07/10/2015341871174,668142,753SH SOLE 142,75300
LINEAR TECHNOLOGY CORPCOM5356781062,65266,866SH SOLE 66,86600
LINKEDIN CORPCOM CL A53578A10814,10457,318SH SOLE 57,31800
LIONS GATE ENTMNT CORPCOM NEW53591920347713,598SH SOLE 13,59800
LITHIA MTRS INCCL A5367971031,99127,295SH SOLE 19,49500
LITTELFUSE INCCOM5370081047599,700SH SOLE 7,90000
LIVE NATION ENTERTAINMENT INCOM5380341092,472133,235SH SOLE 91,73500
LIVEPERSON INCCOM53814610124125,497SH SOLE 20,49700
LKQ CORPCOM5018892084,403138,200SH SOLE 138,20000
LOCKHEED MARTIN CORPCOM5398301094,74537,204SH SOLE 37,20400
LOEWS CORPCOM54042410826,259561,814SH SOLE 560,21400
LORAL SPACE & COMMUNICATNS ICOM5438811067,262107,213SH SOLE 65,21300
LORILLARD INCCOM54414710171415,945SH SOLE 15,94500
LOUISIANA PAC CORPCOM5463471051,34676,523SH SOLE 76,52300
LOWES COS INCCOM54866110770,1621,473,677SH SOLE 1,460,07700
LPL FINL HLDGS INCCOM50212V1002225,800SH SOLE 5,80000
LSI CORPORATIONCOM50216110252,5256,716,700SH SOLE 6,604,50000
LTC PPTYS INCCOM5021751026,676175,765SH SOLE 101,77800
LTX-CREDENCE CORPCOM NEW5024032071,361206,800SH SOLE 136,80000
LUMBER LIQUIDATORS HLDGS INCCOM55003T1071,78716,754SH SOLE 11,55400
LUMOS NETWORKS CORPCOM55028310531714,621SH SOLE 9,62100
LYONDELLBASELL INDUSTRIES NSHS - A -N53745100231,5803,162,360SH SOLE 2,962,76000
M & T BK CORPCOM55261F10446,977419,736SH SOLE 394,03600
M D C HLDGS INCCOM55267610863521,145SH SOLE 15,44500
M/I HOMES INCNOTE 3.250% 9/155292PAA33,3132,875,000PRN SOLE 000
M/I HOMES INCNOTE 3.000% 3/055292PAB12,7542,700,000PRN SOLE 000
M/I HOMES INCCOM55305B1011,21558,917SH SOLE 21,11700
MACERICH COCOM5543821014,96788,000SH SOLE 80,70000
MACK CALI RLTY CORPCOM55448910442319,300SH SOLE 19,30000
MACQUARIE INFRASTR CO LLCMEMBERSHIP INT55608B1053476,473SH SOLE 4,57300
MACYS INCCOM55616P10474,4711,721,077SH SOLE 1,624,97700
MADDEN STEVEN LTDCOM5562691081,32624,632SH SOLE 23,73200
MADISON CVRED CALL & EQ STRCOM5574371001,119141,073SH SOLE 141,07300
MADISON SQUARE GARDEN COCL A55826P1001,06818,391SH SOLE 18,39100
MAGELLAN HEALTH SVCS INCCOM NEW55907920713,162219,516SH SOLE 202,67900
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801064908,690SH SOLE 8,69000
MAGICJACK VOCALTEC LTDSHSM6787E1012,447190,100SH SOLE 113,70000
MAGNA INTL INCCOM5592224012,01924,450SH SOLE 24,45000
MAGNACHIP SEMICONDUCTOR CORPCOM55933J20332315,000SH SOLE 15,00000
MAIDEN HOLDINGS LTDSHSG5753U1121,14897,171SH SOLE 20,47100
MAIDENFORM BRANDS INCCOM56030510429,1281,240,007SH SOLE 1,240,00700
MAIN STREET CAPITAL CORPCOM56035L1042769,217SH SOLE 6,91700
MAKO SURGICAL CORPCOM56087910825,635868,700SH SOLE 868,70000
MALLINCKRODT PUB LTD COSHSG5785G10716,009363,104SH SOLE 363,10400
MANHATTAN ASSOCS INCCOM5627501098,23986,316SH SOLE 40,00900
MANITOWOC INCCOM5635711081,85294,581SH SOLE 94,58100
MANNKIND CORPCOM56400P2012,251394,899SH SOLE 316,99900
MANNKIND CORPNOTE 3.750%12/156400PAA01,4501,450,000PRN SOLE 000
MANNKIND CORPNOTE 5.750% 8/156400PAC64,9174,595,000PRN SOLE 000
MANPOWERGROUP INCCOM56418H10057,134785,455SH SOLE 765,55500
MANULIFE FINL CORPCOM56501R1062,241135,300SH SOLE 135,30000
MARATHON OIL CORPCOM565849106103,1302,956,714SH SOLE 2,747,81400
MARATHON PETE CORPCOM56585A10233,885526,815SH SOLE 526,81500
MARKEL CORPCOM570535104430830SH SOLE 83000
MARKETAXESS HLDGS INCCOM57060D1081,26421,048SH SOLE 10,44800
MARKETO INCCOM57063L1072,06264,671SH SOLE 64,67100
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591005287,314SH SOLE 7,31400
MARRIOTT INTL INC NEWCL A57190320247211,228SH SOLE 11,22800
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1073,41877,676SH SOLE 38,77600
MARSH & MCLENNAN COS INCCOM5717481027,673176,179SH SOLE 176,17900
MARTEN TRANS LTDCOM57307510817910,446SH SOLE 7,59600
MARTIN MARIETTA MATLS INCCOM5732841064754,838SH SOLE 4,83800
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT5733311053918,334SH SOLE 8,33400
MARVELL TECHNOLOGY GROUP LTDORDG5876H10583,2297,237,297SH SOLE 6,542,69700
MASCO CORPCOM5745991064,357204,742SH SOLE 204,74200
MASTEC INCCOM57632310942313,951SH SOLE 9,75100
MASTEC INCNOTE 4.000% 6/1576323AL36,3113,250,000PRN SOLE 000
MASTEC INCNOTE 4.250%12/1576323AM110,0035,025,000PRN SOLE 000
MASTERCARD INCCL A57636Q10418,53027,543SH SOLE 27,44300
MATADOR RES COCOM5764852052,453150,200SH SOLE 78,40000
MATERION CORPCOM5766901011,70353,119SH SOLE 28,61900
MATRIX SVC COCOM5768531052,384121,493SH SOLE 53,56200
MATTEL INCCOM57708110221,213506,768SH SOLE 506,76800
MATTSON TECHNOLOGY INCCOM57722310023598,482SH SOLE 49,48200
MAXIM INTEGRATED PRODS INCCOM57772K10129,8021,000,060SH SOLE 907,86000
MAXIMUS INCCOM5779331041,78839,707SH SOLE 33,60700
MAXWELL TECHNOLOGIES INCCOM57776710646751,400SH SOLE 9,10000
MB FINANCIAL INC NEWCOM55264U1082,59591,900SH SOLE 53,80000
MBIA INCCOM55262C10038637,709SH SOLE 37,70900
MCCLATCHY COCL A57948910510434,690SH SOLE 20,29000
MCCORMICK & CO INCCOM NON VTG57978020612,693196,180SH SOLE 196,18000
MCDERMOTT INTL INCCOM5800371093,012405,421SH SOLE 405,42100
MCDONALDS CORPCOM58013510122,152230,250SH SOLE 217,25000
MCG CAPITAL CORPCOM58047P107681135,206SH SOLE 135,20600
MCGRATH RENTCORPCOM5805891092998,383SH SOLE 4,48300
MCGRAW HILL FINL INCCOM58064510915,843241,540SH SOLE 236,84000
MCKESSON CORPCOM58155Q103119,992935,247SH SOLE 868,64700
MDC PARTNERS INCCL A SUB VTG5526971041,90167,947SH SOLE 36,74700
MDU RES GROUP INCCOM5526901094,334154,945SH SOLE 154,94500
MEAD JOHNSON NUTRITION COCOM5828391064,17056,151SH SOLE 56,15100
MEADWESTVACO CORPCOM5833341076,152160,303SH SOLE 154,70300
MEASUREMENT SPECIALTIES INCCOM5834211024828,878SH SOLE 5,17800
MECHEL OAOSPONSORED ADR5838401034815,100SH SOLE 15,10000
MEDALLION FINL CORPCOM58392810619312,995SH SOLE 7,99500
MEDASSETS INCCOM58404510873128,771SH SOLE 13,57100
MEDICAL PPTYS TRUST INCCOM58463J3042,339192,160SH SOLE 137,06000
MEDICINES COCOM58468810560718,107SH SOLE 17,30700
MEDIDATA SOLUTIONS INCCOM58471A1052,32123,459SH SOLE 14,75900
MEDIFAST INCCOM58470H1014,150154,341SH SOLE 48,64100
MEDIVATION INCCOM58501N1012,40140,060SH SOLE 40,06000
MEDLEY CAP CORPCOM58503F10641430,026SH SOLE 16,22600
MEDNAX INCCOM58502B1065295,272SH SOLE 5,27200
MEDTRONIC INCCOM585055106136,9892,572,563SH SOLE 2,338,76300
MEDWORTH ACQUISITION CORPCOM58508R1056,444797,500SH SOLE 797,50000
MENS WEARHOUSE INCCOM5871181004,394129,045SH SOLE 117,64500
MENTOR GRAPHICS CORPCOM5872001062,20894,480SH SOLE 59,08000
MERCADOLIBRE INCCOM58733R1023082,282SH SOLE 2,28200
MERCK & CO INC NEWCOM58933Y10597,7792,053,742SH SOLE 1,776,14200
MEREDITH CORPCOM58943310174915,727SH SOLE 9,72700
MERGE HEALTHCARE INCCOM58949910212146,546SH SOLE 30,74600
MERIDIAN BIOSCIENCE INCCOM58958410152122,040SH SOLE 12,74000
MERIT MED SYS INCCOM58988910421417,651SH SOLE 16,55100
MERITAGE HOMES CORPCOM59001A1024019,348SH SOLE 7,84800
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR33,1642,925,000PRN SOLE 000
MERITOR INCCOM59001K1001,409179,226SH SOLE 83,82600
MERU NETWORKS INCCOM59047Q10310632,289SH SOLE 20,88900
METHANEX CORPCOM59151K1084969,670SH SOLE 9,67000
METHODE ELECTRS INCCOM5915202005,663202,246SH SOLE 126,74600
METLIFE INCCOM59156R10863,8511,359,978SH SOLE 1,191,87800
METTLER TOLEDO INTERNATIONALCOM5926881051,1644,848SH SOLE 4,84800
MFA FINL INCCOM55272X10224132,317SH SOLE 32,31700
MFS MUN INCOME TRSH BEN INT5527381067211,310SH SOLE 11,31000
MGE ENERGY INCCOM55277P1041,09320,044SH SOLE 10,34400
MGIC INVT CORP WISCOM5528481036,468888,460SH SOLE 677,36000
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD511,75110,750,000PRN SOLE 000
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE333,48426,275,000PRN SOLE 000
MGM RESORTS INTERNATIONALCOM5529531014,497220,030SH SOLE 220,03000
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE013,52210,600,000PRN SOLE 000
MICHAEL KORS HLDGS LTDSHSG607541012012,700SH SOLE 2,70000
MICROCHIP TECHNOLOGY INCCOM5950171042,15553,487SH SOLE 53,48700
MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB064,71441,170,000PRN SOLE 000
MICRON TECHNOLOGY INCCOM59511210326,7651,532,056SH SOLE 1,532,05600
MICRON TECHNOLOGY INCNOTE 1.875% 6/0595112AH626,17520,600,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 1.500% 8/0595112AQ6926500,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW368,21535,575,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX115,7808,300,000PRN SOLE 000
MICROS SYS INCCOM5949011003637,265SH SOLE 7,26500
MICROSOFT CORPCOM594918104239,1267,178,808SH SOLE 6,534,60800
MICROSTRATEGY INCCL A NEW5949724087196,926SH SOLE 6,92600
MID-AMER APT CMNTYS INCCOM59522J1031,80328,851SH SOLE 28,85100
MIDDLEBY CORPCOM5962781013041,456SH SOLE 1,45600
MILLER HERMAN INCCOM6005441001,54452,903SH SOLE 44,30300
MIMEDX GROUP INCCOM602496101603144,691SH SOLE 51,99100
MINE SAFETY APPLIANCES COCOM60272010485516,561SH SOLE 3,36100
MINERALS TECHNOLOGIES INCCOM6031581069,432191,052SH SOLE 108,71800
MINES MGMT INCCOM6034321051119,104SH SOLE 19,10400
MISTRAS GROUP INCCOM60649T10753431,400SH SOLE 10,10000
MITCHAM INDS INCCOM60650110468544,800SH SOLE 22,20000
MITEK SYS INCCOM NEW60671020027653,303SH SOLE 31,60300
MKS INSTRUMENT INCCOM55306N10415,872596,920SH SOLE 596,92000
MOBILE MINI INCCOM60740F1051,25836,927SH SOLE 25,42700
MOBILE TELESYSTEMS OJSCSPONSORED ADR6074091091,83082,230SH SOLE 82,23000
MODINE MFG COCOM6078281003,671250,930SH SOLE 111,83000
MOHAWK INDS INCCOM60819010418,232139,974SH SOLE 139,97400
MOLEX INCCOM60855410130,439790,220SH SOLE 790,22000
MOLEX INCCL A60855420028,247737,892SH SOLE 737,89200
MOLINA HEALTHCARE INCCOM60855R10042111,821SH SOLE 7,22100
MOLINA HEALTHCARE INCNOTE 3.750%10/060855RAA81,2281,000,000PRN SOLE 000
MOLSON COORS BREWING COCL B60871R2091,15323,000SH SOLE 23,00000
MOMENTA PHARMACEUTICALS INCCOM60877T1004,372303,800SH SOLE 147,80000
MONARCH CASINO & RESORT INCCOM60902710727014,227SH SOLE 9,02700
MONDELEZ INTL INCCL A60920710525,128799,761SH SOLE 799,76100
MONMOUTH REAL ESTATE INVT COCL A60972010715316,835SH SOLE 11,03500
MONOLITHIC PWR SYS INCCOM60983910575624,976SH SOLE 13,07600
MONOTYPE IMAGING HOLDINGS INCOM61022P1002,82098,379SH SOLE 22,77900
MONSANTO CO NEWCOM61166W10165,005622,834SH SOLE 566,83400
MONSTER BEVERAGE CORPCOM6117401013,51867,333SH SOLE 67,33300
MONSTER WORLDWIDE INCCOM6117421073,482787,766SH SOLE 787,76600
MONTGOMERY STR INCOME SECS ICOM61411510322514,293SH SOLE 14,29300
MONTPELIER RE HOLDINGS LTDSHSG621851064,534174,064SH SOLE 37,07300
MOODYS CORPCOM61536910510,911155,142SH SOLE 155,14200
MORGAN STANLEYCOM NEW61744644820,631765,516SH SOLE 765,51600
MORGAN STANLEY TRUSTSINCOME SECS INC61745P8741,47088,409SH SOLE 88,40900
MOSAIC CO NEWCOM61945C1031,98346,100SH SOLE 46,10000
MOTORCAR PTS AMER INCCOM62007110015111,900SH SOLE 5,60000
MOTOROLA SOLUTIONS INCCOM NEW6200763077,882132,744SH SOLE 132,74400
MOVADO GROUP INCCOM6245801065,343122,136SH SOLE 55,93600
MOVE INCCOM NEW62458M2073,821225,400SH SOLE 44,67500
MPG OFFICE TR INCCOM55327410114,0904,501,458SH SOLE 4,501,45800
MRC GLOBAL INCCOM55345K1031,27047,405SH SOLE 47,40500
MSC INDL DIRECT INCCL A55353010698712,135SH SOLE 12,13500
MSCI INCCOM55354G10090222,400SH SOLE 22,40000
MTS SYS CORPCOM55377710368610,653SH SOLE 5,85300
MUELLER INDS INCCOM6247561024,63483,247SH SOLE 65,60900
MUELLER WTR PRODS INCCOM SER A6247581084,222528,456SH SOLE 170,65600
MULTI COLOR CORPCOM6253831043169,303SH SOLE 6,40300
MULTIMEDIA GAMES HLDG CO INCCOM6254531054,536131,275SH SOLE 43,27500
MURPHY OIL CORPCOM62671710240,127665,230SH SOLE 621,53000
MURPHY USA INCCOM62675510210,712265,205SH SOLE 256,43000
MWI VETERINARY SUPPLY INCCOM55402X1051,90512,755SH SOLE 6,65500
MYERS INDS INCCOM6284641091,24962,099SH SOLE 31,99900
MYLAN INCCOM6285301072,60568,240SH SOLE 68,24000
MYR GROUP INC DELCOM55405W1048,259339,872SH SOLE 146,77200
MYRIAD GENETICS INCCOM62855J1046,613281,416SH SOLE 281,41600
NABORS INDUSTRIES LTDSHSG6359F10315,262950,285SH SOLE 924,48500
NACCO INDS INCCL A6295791034,77886,206SH SOLE 58,46800
NANOMETRICS INCCOM63007710520012,425SH SOLE 8,92500
NANOSPHERE INCCOM63009F105566283,245SH SOLE 255,04500
NASDAQ OMX GROUP INCCOM63110310871222,177SH SOLE 22,17700
NASH FINCH COCOM6311581024,674176,964SH SOLE 173,99000
NATIONAL BK HLDGS CORPCL A63370710426512,900SH SOLE 7,30000
NATIONAL CINEMEDIA INCCOM63530910784644,837SH SOLE 38,33700
NATIONAL FUEL GAS CO N JCOM63618010189413,000SH SOLE 13,00000
NATIONAL HEALTH INVS INCCOM63633D1041,78431,355SH SOLE 17,08000
NATIONAL OILWELL VARCO INCCOM6370711011,24215,896SH SOLE 15,89600
NATIONAL PENN BANCSHARES INCCOM6371381083,333331,662SH SOLE 127,56200
NATIONAL RESH CORPCL B6373723012026,780SH SOLE 4,28000
NATIONAL RETAIL PPTYS INCCOM6374171062,60381,807SH SOLE 81,80700
NATIONAL TECHNICAL SYS INCCOM63810410919,203840,410SH SOLE 840,41000
NATIONSTAR MTG HLDGS INCCOM63861C1091,27422,662SH SOLE 22,66200
NATURAL GAS SERVICES GROUPCOM63886Q1092318,600SH SOLE 5,60000
NAUTILUS INCCOM63910B10249768,853SH SOLE 42,95300
NAVIDEA BIOPHARMACEUTICALS ICOM63937X10318168,138SH SOLE 46,53800
NAVIGANT CONSULTING INCCOM63935N1072,335151,058SH SOLE 72,55800
NAVISTAR INTL CORP NEWNOTE 3.000%10/163934EAL2611600,000PRN SOLE 000
NBT BANCORP INCCOM6287781026,842297,737SH SOLE 153,63700
NCI BUILDING SYS INCCOM NEW62885220412117,936SH SOLE 17,93600
NCR CORP NEWCOM62886E10831,315790,590SH SOLE 790,59000
NEENAH PAPER INCCOM64007910939710,100SH SOLE 4,00000
NEKTAR THERAPEUTICSCOM64026810880076,548SH SOLE 19,74800
NELNET INCCL A64031N10815,720408,835SH SOLE 231,78900
NEOGEN CORPCOM64049110662510,300SH SOLE 8,70000
NEOSTEM INCCOM PAR $.00164065040433238,800SH SOLE 38,80000
NETAPP INCCOM64110D1042,21451,937SH SOLE 51,93700
NETFLIX INCCOM64110L10616,05051,905SH SOLE 51,90500
NETLIST INCCOM64118P1091619,500SH SOLE 13,90000
NETSCOUT SYS INCCOM64115T1042,37692,931SH SOLE 47,33100
NETSOL TECHNOLOGIES INCCOM PAR $.00164115A40234334,206SH SOLE 15,70600
NETSUITE INCCOM64118Q1079418,717SH SOLE 8,71700
NEUROCRINE BIOSCIENCES INCCOM64125C1093,657323,100SH SOLE 122,30000
NEUSTAR INCCL A64126X2012,29746,424SH SOLE 46,42400
NEW JERSEY RESCOM64602510669315,721SH SOLE 15,72100
NEW MTN FIN CORPCOM6475511001,13879,001SH SOLE 46,00100
NEW RESIDENTIAL INVT CORPCOM64828T1028,5641,293,715SH SOLE 1,221,21500
NEW YORK & CO INCCOM64929510210217,700SH SOLE 11,20000
NEW YORK CMNTY BANCORP INCCOM6494451032,428160,678SH SOLE 160,67800
NEW YORK TIMES COCL A6501111072,642210,212SH SOLE 149,01200
NEWCASTLE INVT CORPCOM65105M1087,4411,324,052SH SOLE 1,324,05200
NEWELL RUBBERMAID INCCOM65122910638,1741,388,154SH SOLE 1,303,25400
NEWFIELD EXPL COCOM65129010813,950509,680SH SOLE 509,68000
NEWMARKET CORPCOM6515871074841,682SH SOLE 1,68200
NEWMONT MINING CORPCOM6516391067,037250,423SH SOLE 226,72300
NEWPARK RES INCCOM PAR $.01NEW6517185045,529436,746SH SOLE 310,94600
NEWPORT CORPCOM65182410424015,367SH SOLE 6,66700
NEWS CORP NEWCL A65249B1095,677353,514SH SOLE 353,51400
NEXSTAR BROADCASTING GROUP ICL A65336K1031,60736,114SH SOLE 22,01400
NEXTERA ENERGY INCCOM65339F1012,91136,314SH SOLE 36,31400
NIC INCCOM62914B1001,06245,974SH SOLE 26,17400
NIKE INCCL B6541061032,08928,756SH SOLE 28,75600
NISOURCE INCCOM65473P1053,754121,516SH SOLE 121,51600
NOBLE CORPORATION BAARNAMEN -AKTH5833N1034,134109,456SH SOLE 109,45600
NOBLE ENERGY INCCOM65504410510,884162,419SH SOLE 162,41900
NORANDA ALUM HLDG CORPCOM65542W107805327,400SH SOLE 127,50000
NORDSON CORPCOM6556631021,94126,364SH SOLE 26,36400
NORDSTROM INCCOM6556641001,48326,384SH SOLE 26,38400
NORFOLK SOUTHERN CORPCOM6558441084,44257,431SH SOLE 57,43100
NORTHEAST UTILSCOM6643971062,02849,158SH SOLE 49,15800
NORTHERN TR CORPCOM6658591045,12994,302SH SOLE 88,90200
NORTHFIELD BANCORP INC DELCOM66611T10824620,300SH SOLE 5,30000
NORTHGATE MINERALS CORPNOTE 3.500%10/0666416AB81,0061,050,000PRN SOLE 000
NORTHROP GRUMMAN CORPCOM666807102150,0921,575,599SH SOLE 1,549,49900
NORTHSTAR RLTY FIN CORPCOM66704R1001,729186,342SH SOLE 128,04200
NORTHWEST BANCSHARES INC MDCOM6673401031,07881,546SH SOLE 24,61700
NORTHWEST NAT GAS COCOM66765510446311,022SH SOLE 11,02200
NORTHWESTERN CORPCOM NEW66807430512,949288,276SH SOLE 272,01200
NOVATEL WIRELESS INCCOM NEW66987M6048131,059SH SOLE 19,95900
NOVAVAX INCCOM670002104324102,600SH SOLE 71,70000
NPS PHARMACEUTICALS INCCOM62936P1037,132224,211SH SOLE 149,81100
NU SKIN ENTERPRISES INCCL A67018T10528,860301,443SH SOLE 301,44300
NUANCE COMMUNICATIONS INCCOM67020Y1001,28968,931SH SOLE 68,93100
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF71,4221,400,000PRN SOLE 000
NUCOR CORPCOM67034610562912,829SH SOLE 12,82900
NUSTAR ENERGY LPUNIT COM67058H1022305,726SH SOLE 5,72600
NUTRI SYS INC NEWCOM67069D1081,767122,900SH SOLE 12,00000
NUVASIVE INCCOM6707041051,40357,300SH SOLE 25,60000
NUVEEN AMT-FREE MUN INCOME FCOM6706571051,15392,332SH SOLE 92,33200
NUVEEN BUILD AMER BD FDCOM67074C10369238,286SH SOLE 38,28600
NUVEEN BUILD AMER BD OPPTNYCOM67074Q10229716,041SH SOLE 16,04100
NUVEEN CA DIV ADV MUNI FD 3COM SH BEN INT67070Y10929725,476SH SOLE 25,47600
NUVEEN CA DIV ADVANTG MUN FDCOM67069X10420015,202SH SOLE 15,20200
NUVEEN CA DIVIDEND ADV MUN FCOM67066Y10514411,252SH SOLE 11,25200
NUVEEN CAL AMT-FREE MUN INCCOM67065110866253,629SH SOLE 53,62900
NUVEEN CONN PREM INCOME MUNCOM67060D10721718,178SH SOLE 18,17800
NUVEEN DIV ADV MUNI FD 3COM SH BEN INT67070X1011,343105,730SH SOLE 105,73000
NUVEEN DIV ADVANTAGE MUN FDCOM67070F10070554,390SH SOLE 54,39000
NUVEEN DIVERSIFIED DIV INCMCOM6706EP10516915,088SH SOLE 15,08800
NUVEEN DIVID ADVANTAGE MUN FCOM67066V10195873,488SH SOLE 73,48800
NUVEEN DIVID ADVANTAGE MUN ICOM67071L1061,02780,917SH SOLE 80,91700
NUVEEN EQUITY PREM ADV FDCOM6706ET10786371,174SH SOLE 71,17400
NUVEEN EQUITY PREM INCOME FDCOM6706ER10114612,079SH SOLE 12,07900
NUVEEN GA DIV ADV MUN FD 2COM67072B10714712,251SH SOLE 12,25100
NUVEEN GBL VL OPPORTUNITIESCOM6706EH10355742,878SH SOLE 42,87800
NUVEEN INTER DURATION MN TMFCOM67067110644838,988SH SOLE 38,98800
NUVEEN INVT QUALITY MUN FD ICOM67062E10330021,773SH SOLE 21,77300
NUVEEN MD PREM INCOME MUN FDCOM67061Q10750741,769SH SOLE 41,76900
NUVEEN MUN ADVANTAGE FD INCCOM67062H1061,18594,709SH SOLE 94,70900
NUVEEN MUN MKT OPPORTUNITY FCOM67062W1031,09289,049SH SOLE 89,04900
NUVEEN MUN OPPORTUNITY FD INCOM67098410340130,865SH SOLE 30,86500
NUVEEN N C PREM INCOME MUN FCOM67060P10031825,941SH SOLE 25,94100
NUVEEN NJ INVT QUALITY MUN FCOM67097110015311,890SH SOLE 11,89000
NUVEEN NY AMT-FREE MUN INCOMCOM67065610736229,537SH SOLE 29,53700
NUVEEN PA INVT QUALITY MUN FCOM67097210821617,085SH SOLE 17,08500
NUVEEN PA PREM INCOME MUN FDCOM67061F10120616,789SH SOLE 16,78900
NUVEEN PERFORMANCE PLUS MUNCOM67062P10870852,402SH SOLE 52,40200
NUVEEN PFD INCOME OPPRTNY FDCOM67073B106907104,444SH SOLE 104,44400
NUVEEN PREM INCOME MUN FDCOM67062T1001,01579,415SH SOLE 79,41500
NUVEEN PREM INCOME MUN FD 2COM67063W1021,695129,858SH SOLE 129,85800
NUVEEN PREM INCOME MUN FD 4COM6706K410522518,875SH SOLE 18,87500
NUVEEN PREMIER MUN INCOME FDCOM67098810430523,628SH SOLE 23,62800
NUVEEN QUALITY INCOME MUN FDCOM6709771071,690134,038SH SOLE 134,03800
NUVEEN QUALITY MUN FD INCCOM67062N10376161,858SH SOLE 61,85800
NUVEEN QUALITY PFD INC FD 3COM67072W10161577,941SH SOLE 77,94100
NUVEEN QUALITY PFD INCOME FDCOM67071S1011,743230,495SH SOLE 230,49500
NUVEEN QUALITY PFD INCOME FDCOM67072C1054,122505,095SH SOLE 505,09500
NUVEEN SELECT QUALITY MUN FDCOM67097310663449,885SH SOLE 49,88500
NV ENERGY INCCOM67073Y10655,2292,339,223SH SOLE 2,339,22300
NVIDIA CORPCOM67066G10475,3804,844,471SH SOLE 4,490,77100
NVR INCCOM62944T1052,4742,691SH SOLE 2,69100
NXP SEMICONDUCTORS N VCOMN6596X1091,15431,024SH SOLE 31,02400
NYSE EURONEXTCOM629491101130,7323,114,139SH SOLE 3,114,13900
O REILLY AUTOMOTIVE INC NEWCOM67103H10734,581271,033SH SOLE 271,03300
OASIS PETE INC NEWCOM6742151082996,086SH SOLE 6,08600
OCCIDENTAL PETE CORP DELCOM67459910571,125760,372SH SOLE 692,07200
OCEANEERING INTL INCCOM67523210225,214310,367SH SOLE 310,36700
OCWEN FINL CORPCOM NEW6757463093,03654,431SH SOLE 54,43100
OCZ TECHNOLOGY GROUP INCCOM67086E3031914,500SH SOLE 000
ODYSSEY MARINE EXPLORATION ICOM67611810215150,200SH SOLE 26,10000
OFFICE DEPOT INCCOM6762201061,575326,154SH SOLE 282,35400
OFFICEMAX INC DELCOM67622P10113,3621,044,696SH SOLE 963,49600
OFFICIAL PMTS HLDGS INCCOM67623R1063,137377,100SH SOLE 377,10000
OFG BANCORPCOM67103X10265840,621SH SOLE 40,62100
OGE ENERGY CORPCOM67083710312,825355,361SH SOLE 355,36100
OIL STS INTL INCCOM6780261057,60073,462SH SOLE 73,46200
OLD DOMINION FGHT LINES INCCOM6795801006,967151,482SH SOLE 151,48200
OLD NATL BANCORP INDCOM6800331071,961138,132SH SOLE 68,93200
OLD REP INTL CORPCOM6802231041,929125,289SH SOLE 125,28900
OLIN CORPCOM PAR $16806652051,24754,032SH SOLE 54,03200
OM GROUP INCCOM6708721004,053119,987SH SOLE 72,58700
OMEGA HEALTHCARE INVS INCCOM6819361002,38879,931SH SOLE 79,93100
OMEGA PROTEIN CORPCOM68210P10722622,246SH SOLE 13,54600
OMNICARE INCCOM68190410836,832663,644SH SOLE 658,34400
OMNICARE INCNOTE 3.500% 2/1681904AQ15,4265,685,000PRN SOLE 000
OMNICELL INCCOM68213N10952822,288SH SOLE 7,58800
OMNICOM GROUP INCCOM68191910652,856833,165SH SOLE 833,16500
OMNIVISION TECHNOLOGIES INCCOM6821281033,317216,688SH SOLE 146,78800
ON ASSIGNMENT INCCOM6821591081,50945,726SH SOLE 28,12600
ON SEMICONDUCTOR CORPCOM68218910511,0751,517,140SH SOLE 1,517,14000
ONEBEACON INSURANCE GROUP LTCL AG6774210937425,361SH SOLE 15,06100
ONEOK INC NEWCOM6826801031,24323,310SH SOLE 23,31000
ONEOK PARTNERS LPUNIT LTD PARTN68268N1033226,078SH SOLE 6,07800
ONYX PHARMACEUTICALS INCCOM68339910945,624365,960SH SOLE 365,96000
ONYX PHARMACEUTICALS INCNOTE 4.000% 8/1683399AB538,13611,885,000PRN SOLE 000
OPEN TEXT CORPCOM68371510686211,546SH SOLE 11,54600
OPENTABLE INCCOM68372A1041,07815,400SH SOLE 10,80000
OPKO HEALTH INCCOM68375N1031,291146,545SH SOLE 93,24500
OPTIMER PHARMACEUTICALS INCCOM68401H10412,6001,000,000SH SOLE 1,000,00000
ORACLE CORPCOM68389X10558,5741,765,885SH SOLE 1,639,48500
ORASURE TECHNOLOGIES INCCOM68554V10816828,000SH SOLE 5,60000
ORBITAL SCIENCES CORPCOM6855641062,814132,843SH SOLE 94,14300
ORBITZ WORLDWIDE INCCOM68557K1094,908509,708SH SOLE 111,77400
OREXIGEN THERAPEUTICS INCCOM68616410447677,567SH SOLE 49,06700
ORIENT-EXPRESS HOTELS LTDCL AG677431071,960151,016SH SOLE 64,61600
ORITANI FINL CORP DELCOM68633D1032,689163,336SH SOLE 67,83600
ORTHOFIX INTL N VCOMN6748L1025,027240,996SH SOLE 131,69600
OSHKOSH CORPCOM68823920122,405457,437SH SOLE 457,43700
OSI SYSTEMS INCCOM6710441053915,255SH SOLE 3,85500
OTTER TAIL CORPCOM6896481034,812174,350SH SOLE 105,95000
OVERSTOCK COM INC DELCOM6903701012,55286,009SH SOLE 27,90900
OWENS & MINOR INC NEWCOM6907321023,30695,573SH SOLE 95,57300
OWENS CORNING NEWCOM6907421011,20231,645SH SOLE 31,64500
OWENS ILL INCCOM NEW69076840361,9222,062,682SH SOLE 1,939,68200
OXFORD INDS INCCOM6914973093865,675SH SOLE 4,37500
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410615,756433,939SH SOLE 392,13900
PACCAR INCCOM6937181083,56464,033SH SOLE 64,03300
PACER INTL INC TENNCOM69373H106654105,619SH SOLE 75,11900
PACIFIC BIOSCIENCES CALIF INCOM69404D1087112,900SH SOLE 8,50000
PACIFIC SUNWEAR CALIF INCCOM69487310029899,202SH SOLE 66,80200
PACIRA PHARMACEUTICALS INCCOM6951271001,84238,307SH SOLE 23,80700
PACKAGING CORP AMERCOM69515610914,953261,913SH SOLE 261,91300
PACWEST BANCORP DELCOM6952631031,33738,903SH SOLE 16,60300
PALL CORPCOM6964293079,361121,504SH SOLE 121,50400
PANDORA MEDIA INCCOM6983541071,34053,303SH SOLE 53,30300
PANERA BREAD COCL A69840W10811,64873,474SH SOLE 73,47400
PAPA JOHNS INTL INCCOM6988131023,64852,199SH SOLE 25,99900
PAREXEL INTL CORPCOM69946210750910,128SH SOLE 5,62800
PARK OHIO HLDGS CORPCOM7006661003318,623SH SOLE 4,82300
PARKER DRILLING COCOM7010811015,545972,854SH SOLE 502,55400
PARKER HANNIFIN CORPCOM70109410421,320196,100SH SOLE 196,10000
PARKERVISION INCCOM701354102451134,690SH SOLE 93,79000
PARKWAY PPTYS INCCOM70159Q1041,31574,009SH SOLE 61,00900
PARTNERRE LTDCOMG6852T1059,176100,236SH SOLE 100,23600
PATRICK INDS INCCOM70334310377625,828SH SOLE 21,02800
PATTERSON COMPANIES INCCOM70339510324,338605,433SH SOLE 569,13300
PATTERSON UTI ENERGY INCCOM70348110124,2271,133,148SH SOLE 1,133,14800
PAYCHEX INCCOM7043261073,77692,907SH SOLE 92,90700
PDC ENERGY INCCOM69327R1012,02333,981SH SOLE 26,78100
PDF SOLUTIONS INCCOM69328210553725,287SH SOLE 18,08700
PDL BIOPHARMA INCCOM69329Y1045,401677,670SH SOLE 237,29500
PDL BIOPHARMA INCNOTE 2.875% 2/169329YAE411,4277,925,000PRN SOLE 000
PEABODY ENERGY CORPCOM70454910413,376775,400SH SOLE 733,80000
PEBBLEBROOK HOTEL TRCOM70509V10035612,400SH SOLE 12,40000
PEGASYSTEMS INCCOM70557310343410,900SH SOLE 5,40000
PENDRELL CORPCOM70686R104224115,300SH SOLE 72,50000
PENN NATL GAMING INCCOM7075691098,707157,287SH SOLE 157,28700
PENN VA CORPCOM7078821061,300195,500SH SOLE 65,00000
PENN WEST PETE LTD NEWCOM7078871052,270203,916SH SOLE 203,91600
PENNANTPARK INVT CORPCOM7080621042,932260,411SH SOLE 93,21100
PENNEY J C INCCOM708160106995112,805SH SOLE 112,80500
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021073,939210,640SH SOLE 200,04000
PENSKE AUTOMOTIVE GRP INCCOM70959W1033357,849SH SOLE 7,84900
PEOPLES UNITED FINANCIAL INCCOM7127041053,904271,516SH SOLE 271,51600
PEPSICO INCCOM71344810897,5981,227,649SH SOLE 1,143,74900
PEREGRINE PHARMACEUTICALS INCOM NEW713661304388274,839SH SOLE 184,53900
PERFORMANT FINL CORPCOM71377E10512111,100SH SOLE 1,70000
PERKINELMER INCCOM7140461094,346115,123SH SOLE 115,12300
PERRIGO COCOM7142901032,32018,804SH SOLE 18,80400
PETMED EXPRESS INCCOM7163821063,991245,012SH SOLE 37,51200
PETROCHINA CO LTDSPONSORED ADR71646E1009,02482,076SH SOLE 82,07600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10145,8452,740,267SH SOLE 2,301,56700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4083,623233,900SH SOLE 233,90000
PETROQUEST ENERGY INCCOM71674810820350,500SH SOLE 24,60000
PETSMART INCCOM71676810644,816587,674SH SOLE 553,17400
PFIZER INCCOM717081103198,0926,899,741SH SOLE 6,406,17800
PG&E CORPCOM69331C10820,518501,425SH SOLE 470,12500
PGT INCCOM69336V1013,261329,073SH SOLE 85,30400
PHARMACYCLICS INCCOM7169331069,52268,790SH SOLE 68,79000
PHARMERICA CORPCOM71714F1044,518340,479SH SOLE 170,37900
PHH CORPNOTE 6.000% 6/1693320AQ687,77843,227,000PRN SOLE 000
PHILIP MORRIS INTL INCCOM71817210942,339488,955SH SOLE 429,75500
PHILLIPS 66COM71854610453,973933,470SH SOLE 933,47000
PHOTRONICS INCCOM7194051021,596203,829SH SOLE 104,02900
PHOTRONICS INCNOTE 5.500%10/0719405AF911,8497,250,000PRN SOLE 000
PIEDMONT OFFICE REALTY TR INCOM CL A7201902061,27073,147SH SOLE 73,14700
PIER 1 IMPORTS INCCOM72027910813,898711,970SH SOLE 697,87000
PIKE ELEC CORPCOM7212831093,073271,489SH SOLE 118,30000
PILGRIMS PRIDE CORP NEWCOM72147K1086,946413,679SH SOLE 182,77900
PINNACLE ENTMT INCCOM7234561091,46158,342SH SOLE 44,24200
PINNACLE FINL PARTNERS INCCOM72346Q1042,68890,181SH SOLE 44,88100
PINNACLE WEST CAP CORPCOM72348410131,807581,059SH SOLE 552,45900
PIONEER ENERGY SVCS CORPCOM7236641082,089278,200SH SOLE 91,90000
PIONEER NAT RES COCOM7237871074,40923,355SH SOLE 23,35500
PIPER JAFFRAY COSCOM7240781006,552191,085SH SOLE 103,28500
PITNEY BOWES INCCOM72447910080544,272SH SOLE 44,27200
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054248,056SH SOLE 8,05600
PLANTRONICS INC NEWCOM7274931086,081132,050SH SOLE 132,05000
PLATINUM UNDERWRITER HLDGS LCOMG7127P10017,514293,226SH SOLE 155,12600
PLEXUS CORPCOM72913210039110,500SH SOLE 10,50000
PLUM CREEK TIMBER CO INCCOM7292511081,54132,900SH SOLE 32,90000
PLX TECHNOLOGY INCCOM6934171071,134188,404SH SOLE 159,50400
PLY GEM HLDGS INCCOM72941W10052037,200SH SOLE 16,50000
PMC-SIERRA INCCOM69344F1066,371962,318SH SOLE 962,31800
PNC FINL SVCS GROUP INCCOM69347510535,463489,484SH SOLE 457,28400
PNM RES INCCOM69349H1076,729297,360SH SOLE 243,56000
POLARIS INDS INCCOM7310681029,22471,408SH SOLE 71,40800
POLYCOM INCCOM73172K10429,3822,690,681SH SOLE 2,690,68100
POLYONE CORPCOM73179P1062,18371,086SH SOLE 66,38600
POLYPORE INTL INCCOM73179V10341810,200SH SOLE 10,20000
POOL CORPORATIONCOM73278L1055289,399SH SOLE 9,39900
POPULAR INCCOM NEW73317470016,813641,002SH SOLE 641,00200
PORTFOLIO RECOVERY ASSOCS INCOM73640Q1051,33122,205SH SOLE 12,20500
PORTLAND GEN ELEC COCOM NEW7365088476,550232,020SH SOLE 232,02000
PORTOLA PHARMACEUTICALS INCCOM73701010852219,500SH SOLE 1,40000
POSCOSPONSORED ADR6934831091,33518,133SH SOLE 18,13300
POST HLDGS INCCOM73744610444511,016SH SOLE 3,71600
POST PPTYS INCCOM7374641071,83240,702SH SOLE 40,70200
POTASH CORP SASK INCCOM73755L1071,52548,767SH SOLE 48,76700
POTLATCH CORP NEWCOM7376301035,849147,411SH SOLE 90,75300
POWER INTEGRATIONS INCCOM7392761034017,400SH SOLE 5,00000
POWERSECURE INTL INCCOM73936N1052,584161,023SH SOLE 48,12300
POWERSHARES QQQ TRUSTUNIT SER 173935A1041,30916,600SH SOLE 16,60000
POZEN INCCOM73941U10253292,800SH SOLE 12,20000
PPG INDS INCCOM69350610786,974520,615SH SOLE 501,21700
PPL CORPCOM69351T1065,299174,416SH SOLE 174,41600
PPL CORPUNIT 99/99/9999S69351T11410,738200,000SH SOLE 200,00000
PRAXAIR INCCOM74005P1041,47112,238SH SOLE 12,23800
PRECISION CASTPARTS CORPCOM7401891054,49719,791SH SOLE 19,79100
PRECISION DRILLING CORPCOM 201074022D30880581,100SH SOLE 81,10000
PREMIERE GLOBAL SVCS INCCOM7405851041,309131,440SH SOLE 64,94000
PRESTIGE BRANDS HLDGS INCCOM74112D1013,911129,851SH SOLE 45,25100
PRICE T ROWE GROUP INCCOM74144T1082022,807SH SOLE 2,80700
PRICELINE COM INCCOM NEW74150340312,44712,312SH SOLE 12,31200
PRICELINE COM INCNOTE 1.250% 3/1741503AN627,7438,350,000PRN SOLE 000
PRICELINE COM INCDEBT 1.000% 3/1741503AQ9129100,000PRN SOLE 000
PRICESMART INCCOM7415111097648,019SH SOLE 8,01900
PRIME ACQUISITION CORPSHSG724361015,864535,000SH SOLE 535,00000
PRIMERICA INCCOM74164M1084,873120,791SH SOLE 67,49100
PRIMORIS SVCS CORPCOM74164F1031,65464,939SH SOLE 16,33900
PRINCIPAL FINL GROUP INCCOM74251V1024,11396,061SH SOLE 96,06100
PROASSURANCE CORPCOM74267C1064,593101,939SH SOLE 101,93900
PROCTER & GAMBLE COCOM742718109221,3242,927,947SH SOLE 2,701,24700
PROGRESS SOFTWARE CORPCOM74331210041916,206SH SOLE 16,20600
PROGRESSIVE CORP OHIOCOM7433151033,151115,726SH SOLE 115,72600
PROLOGIS INCCOM74340W10318,731497,896SH SOLE 459,81500
PROOFPOINT INCCOM7434241031,37642,831SH SOLE 19,43100
PROS HOLDINGS INCCOM74346Y1031,82553,371SH SOLE 17,67100
PROSPECT CAPITAL CORPORATIONCOM74348T1022,264202,500SH SOLE 37,50000
PROSPERITY BANCSHARES INCCOM7436061052,25436,453SH SOLE 29,05300
PROTECTIVE LIFE CORPCOM74367410325,139590,809SH SOLE 590,80900
PROTO LABS INCCOM7437131091,78923,419SH SOLE 16,01900
PROVIDENCE SVC CORPCOM7438151022,78397,018SH SOLE 18,92600
PROVIDENT FINL SVCS INCCOM74386T1056,083375,286SH SOLE 196,59700
PRUDENTIAL FINL INCCOM74432010237,749484,088SH SOLE 436,78800
PS BUSINESS PKS INC CALIFCOM69360J1074,07254,573SH SOLE 32,34200
PTC INCCOM69370C10078927,748SH SOLE 27,74800
PUBLIC STORAGECOM74460D10923,759147,985SH SOLE 138,88500
PUBLIC SVC ENTERPRISE GROUPCOM7445731069,777296,900SH SOLE 296,90000
PULTE GROUP INCCOM74586710136,6482,221,090SH SOLE 2,221,09000
PUMA BIOTECHNOLOGY INCCOM74587V1073,31761,816SH SOLE 18,61600
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT74677910755470,360SH SOLE 70,36000
PUTNAM MANAGED MUN INCOM TRCOM74682310328441,452SH SOLE 41,45200
PUTNAM MUN OPPORTUNITIES TRSH BEN INT74692210388681,047SH SOLE 81,04700
PVF CAPITAL CORPCOM6936541056,9921,697,014SH SOLE 1,697,01400
PVH CORPCOM6936561009,41579,323SH SOLE 79,32300
QIAGEN NVREG SHSN7248210742219,705SH SOLE 19,70500
QLOGIC CORPCOM74727710111,3831,040,460SH SOLE 931,46000
QUAD / GRAPHICS INCCOM CL A74730110968122,420SH SOLE 15,82000
QUAKER CHEM CORPCOM74731610795313,041SH SOLE 7,54100
QUALCOMM INCCOM7475251038,872131,714SH SOLE 131,71400
QUALITY DISTR INC FLACOM74756M10217118,453SH SOLE 12,15300
QUANEX BUILDING PRODUCTS CORCOM74761910452627,922SH SOLE 27,92200
QUANTA SVCS INCCOM74762E10258321,177SH SOLE 21,17700
QUANTUM CORPCOM DSSG747906204575416,600SH SOLE 120,90000
QUEST DIAGNOSTICS INCCOM74834L1002,57241,624SH SOLE 41,62400
QUESTAR CORPCOM7483561022,734121,568SH SOLE 121,56800
QUESTCOR PHARMACEUTICALS INCCOM74835Y1013,73164,327SH SOLE 56,92700
QUICKSILVER RESOURCES INCCOM74837R1044,2902,177,700SH SOLE 1,726,10000
QUIDEL CORPCOM74838J10142615,003SH SOLE 9,80300
QUIKSILVER INCCOM74838C1061,000142,280SH SOLE 82,48000
QUINPARIO ACQUISITION CORPUNIT 99/99/999974874R20723,6862,329,000SH SOLE 2,329,00000
QUINSTREET INCCOM74874Q10011912,600SH SOLE 000
RACKSPACE HOSTING INCCOM7500861001,05820,057SH SOLE 20,05700
RADIAN GROUP INCCOM7502361012,397172,070SH SOLE 111,47000
RADIAN GROUP INCNOTE 3.000%11/1750236AK761,68443,325,000PRN SOLE 000
RADIAN GROUP INCNOTE 2.250% 3/0750236AN128,62819,558,000PRN SOLE 000
RADIOSHACK CORPCOM7504381039929,132SH SOLE 29,13200
RAIT FINANCIAL TRUSTCOM NEW749227609731103,234SH SOLE 76,13400
RALPH LAUREN CORPCL A75121210110,15661,651SH SOLE 61,65100
RAMBUS INC DELCOM7509171061,065113,305SH SOLE 72,00500
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220212,230793,612SH SOLE 434,14000
RANGE RES CORPCOM75281A1095767,590SH SOLE 7,59000
RAPTOR PHARMACEUTICAL CORPCOM75382F1062,250150,580SH SOLE 131,58000
RAVEN INDS INCCOM75421210837911,600SH SOLE 6,80000
RAYMOND JAMES FINANCIAL INCCOM7547301091,38733,280SH SOLE 33,28000
RAYONIER INCCOM7549071034,29077,087SH SOLE 77,08700
RAYTHEON COCOM NEW75511150775,977985,822SH SOLE 965,72200
RBC BEARINGS INCCOM75524B1043475,266SH SOLE 4,36600
REAL GOODS SOLAR INCCL A75601N10420773,800SH SOLE 52,70000
REALNETWORKS INCCOM NEW75605L70835541,515SH SOLE 41,51500
REALTY INCOME CORPCOM7561091043,72693,730SH SOLE 93,73000
RED HAT INCCOM7565771022,80760,844SH SOLE 60,84400
RED ROBIN GOURMET BURGERS INCOM75689M1014,24759,739SH SOLE 17,33900
REDWOOD TR INCCOM7580754021,28465,224SH SOLE 41,02400
REGAL BELOIT CORPCOM7587501037,813115,011SH SOLE 115,01100
REGAL ENTMT GROUPCL A7587661093,742197,153SH SOLE 197,15300
REGENCY CTRS CORPCOM7588491031,11223,000SH SOLE 23,00000
REGENCY ENERGY PARTNERS L PCOM UNITS L P75885Y10733911,847SH SOLE 11,84700
REGENERON PHARMACEUTICALSCOM75886F10713,36542,716SH SOLE 42,71600
REGIONAL MGMT CORPCOM75902K10671622,500SH SOLE 22,50000
REGIONS FINL CORP NEWCOM7591EP10025,7262,778,139SH SOLE 2,625,83900
REGIS CORP MINNCOM75893210730120,500SH SOLE 20,50000
REGIS CORP MINNNOTE 5.000% 7/1758932AA58,9568,100,000PRN SOLE 000
REINSURANCE GROUP AMER INCCOM NEW75935160429,501440,375SH SOLE 440,37500
RELIANCE STEEL & ALUMINUM COCOM75950910249,458675,008SH SOLE 675,00800
RENAISSANCERE HOLDINGS LTDCOMG7496G1032,69629,782SH SOLE 21,88200
RENEWABLE ENERGY GROUP INCCOM NEW75972A3011,943128,264SH SOLE 27,86400
RENT A CTR INC NEWCOM76009N1002,27659,730SH SOLE 59,73000
RENTECH INCCOM760112102224113,330SH SOLE 89,63000
REPLIGEN CORPCOM7599161092,505225,847SH SOLE 31,05400
REPROS THERAPEUTICS INCCOM NEW76028H20994835,359SH SOLE 22,85900
REPUBLIC AWYS HLDGS INCCOM7602761051,671140,407SH SOLE 85,90700
REPUBLIC SVCS INCCOM7607591004,472134,060SH SOLE 134,06000
RESMED INCCOM76115210719,725373,429SH SOLE 373,42900
RESOURCES CONNECTION INCCOM76122Q1053,531260,197SH SOLE 134,89700
RESPONSYS INCCOM7612481032,092126,800SH SOLE 58,30000
RETAIL OPPORTUNITY INVTS CORCOM76131N10199471,922SH SOLE 45,82200
RETAIL PPTYS AMER INCCL A76131V20258942,800SH SOLE 42,80000
REVLON INCCL A NEW7615256092679,625SH SOLE 5,62500
REVOLUTION LIGHTING TECHNOLOCOM76155G107598233,703SH SOLE 161,10300
REX AMERICAN RESOURCES CORPCOM7616241052156,979SH SOLE 4,47900
REX ENERGY CORPORATIONCOM76156510098444,135SH SOLE 24,63500
REYNOLDS AMERICAN INCCOM76171310612,914264,736SH SOLE 264,73600
RF MICRODEVICES INCCOM7499411001,920340,512SH SOLE 318,01200
RF MICRODEVICES INCNOTE 1.000% 4/1749941AJ9307300,000PRN SOLE 000
RIGEL PHARMACEUTICALS INCCOM NEW7665596031,417395,800SH SOLE 77,30000
RIGNET INCCOM76658210055215,251SH SOLE 9,95100
RITE AID CORPCOM76775410414,5283,052,134SH SOLE 1,660,83400
RITE AID CORPNOTE 8.500% 5/1767754BU72,2371,135,000PRN SOLE 000
RIVERBED TECHNOLOGY INCCOM7685731071,12977,400SH SOLE 77,40000
RLI CORPCOM7496071075336,100SH SOLE 2,80000
RLJ LODGING TRCOM74965L1015,820247,767SH SOLE 145,66700
ROADRUNNER TRNSN SVCS HLDG ICOM76973Q10529910,602SH SOLE 7,90200
ROBERT HALF INTL INCCOM77032310323,482601,649SH SOLE 601,64900
ROCK-TENN COCL A77273920714,471142,900SH SOLE 142,90000
ROCKWELL AUTOMATION INCCOM77390310920,553192,190SH SOLE 192,19000
ROCKWELL COLLINS INCCOM7743411016,14190,497SH SOLE 90,49700
ROCKWOOD HLDGS INCCOM7744151036,06390,627SH SOLE 90,62700
ROGERS COMMUNICATIONS INCCL B77510920067015,573SH SOLE 15,57300
ROGERS CORPCOM7751331011,75929,580SH SOLE 22,48000
ROMA FINANCIAL CORPCOM77581P10913,814743,090SH SOLE 743,09000
ROPER INDS INC NEWCOM7766961061,67412,600SH SOLE 12,60000
ROSETTA RESOURCES INCCOM7777793071,26223,165SH SOLE 12,56500
ROSETTA STONE INCCOM77778010786653,357SH SOLE 7,15700
ROSS STORES INCCOM77829610323,009316,056SH SOLE 316,05600
ROUSE PPTYS INCCOM7792871011,32664,428SH SOLE 32,62800
ROVI CORPCOM77937610213,195688,335SH SOLE 688,33500
ROWAN COMPANIES PLCSHS CL AG7665A1012,15558,679SH SOLE 58,67900
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1032,19057,212SH SOLE 57,21200
ROYAL GOLD INCCOM78028710856711,648SH SOLE 11,64800
RPC INCCOM7496601065,772373,077SH SOLE 373,07700
RPM INTL INCCOM7496851037,447205,706SH SOLE 205,70600
RPX CORPCOM74972G1035,212297,292SH SOLE 156,79200
RTI INTL METALS INCCOM74973W1073,19099,576SH SOLE 94,07600
RTI INTL METALS INCNOTE 1.625%10/174973WAB34,5504,375,000PRN SOLE 000
RTI SURGICAL INCCOM74975N10513937,146SH SOLE 22,54600
RUDOLPH TECHNOLOGIES INCCOM78127010317815,599SH SOLE 15,59900
RUE21 INCCOM78129510061,7071,529,673SH SOLE 1,529,67300
RUSH ENTERPRISES INCCL A78184620926910,140SH SOLE 6,24000
RUTHS HOSPITALITY GROUP INCCOM7833321091,925162,329SH SOLE 33,32000
RYDER SYS INCCOM78354910822,864382,974SH SOLE 382,97400
RYLAND GROUP INCCOM7837641031,06026,144SH SOLE 17,94400
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ66,1974,250,000PRN SOLE 000
SABRA HEALTH CARE REIT INCCOM78573L1067,497325,814SH SOLE 176,45300
SAFETY INS GROUP INCCOM78648T1004909,256SH SOLE 7,85600
SAFEWAY INCCOM NEW78651420825,104784,751SH SOLE 784,75100
SAGENT PHARMACEUTICALS INCCOM78669210340319,766SH SOLE 19,76600
SAIA INCCOM78709Y1057,971255,646SH SOLE 85,99600
SAKS INCCOM79377W10848,4963,042,413SH SOLE 3,000,01300
SALESFORCE COM INCCOM79466L3021,33625,730SH SOLE 25,73000
SALESFORCE COM INCNOTE 0.750% 1/179466LAB078,42832,225,000PRN SOLE 000
SALLY BEAUTY HLDGS INCCOM79546E1048,035307,142SH SOLE 307,14200
SANCHEZ ENERGY CORPCOM79970Y1053,260123,437SH SOLE 123,43700
SANDERSON FARMS INCCOM80001310414,379220,396SH SOLE 196,59600
SANDISK CORPCOM80004C1013,75863,154SH SOLE 63,15400
SANGAMO BIOSCIENCES INCCOM80067710669566,300SH SOLE 31,80000
SANMINA CORPORATIONCOM80105610213,124750,372SH SOLE 581,57200
SANTARUS INCCOM8028173047,206319,279SH SOLE 101,07900
SAPIENT CORPCOM8030621081,18676,156SH SOLE 51,95600
SAREPTA THERAPEUTICS INCCOM8036071002,19646,488SH SOLE 36,68800
SASOL LTDSPONSORED ADR8038663003,07864,399SH SOLE 64,39900
SBA COMMUNICATIONS CORPCOM78388J1062,18127,102SH SOLE 27,10200
SCANA CORP NEWCOM80589M1021,15625,113SH SOLE 25,11300
SCANSOURCE INCCOM80603710755416,005SH SOLE 16,00500
SCHEIN HENRY INCCOM8064071023,69835,658SH SOLE 35,65800
SCHLUMBERGER LTDCOM80685710817,709200,421SH SOLE 200,42100
SCHNITZER STL INDSCL A80688210697235,300SH SOLE 35,30000
SCHOLASTIC CORPCOM8070661055,209181,822SH SOLE 101,90000
SCHULMAN A INCCOM80819410411,305383,739SH SOLE 242,36400
SCHWAB CHARLES CORP NEWCOM8085131053,826180,966SH SOLE 180,96600
SCHWEITZER-MAUDUIT INTL INCCOM8085411062,22536,754SH SOLE 22,95400
SCICLONE PHARMACEUTICALS INCCOM80862K1041,847364,380SH SOLE 98,18000
SCIENTIFIC GAMES CORPCL A80874P10937523,200SH SOLE 15,00000
SCORPIO TANKERS INCSHSY7542C1061,475151,100SH SOLE 85,80000
SCRIPPS E W CO OHIOCL A NEW8110544023,942214,807SH SOLE 129,00700
SCRIPPS NETWORKS INTERACT INCL A COM8110651011,67721,468SH SOLE 21,46800
SEACHANGE INTL INCCOM81169910721218,461SH SOLE 16,66100
SEACOR HOLDINGS INCCOM81190410114,942165,217SH SOLE 165,21700
SEADRILL LIMITEDSHSG7945E1052,57657,142SH SOLE 57,14200
SEAGATE TECHNOLOGY PLCSHSG7945M10780,3711,837,470SH SOLE 1,735,17000
SEALED AIR CORP NEWCOM81211K1001,40851,798SH SOLE 51,79800
SEARS HLDGS CORPCOM8123501066,532109,521SH SOLE 109,52100
SEATTLE GENETICS INCCOM8125781024219,600SH SOLE 9,60000
SECURITY NATL FINL CORPCL A NEW8147853098413,900SH SOLE 12,50000
SEI INVESTMENTS COCOM78411710312,503404,513SH SOLE 404,51300
SELECT INCOME REITCOM SH BEN INT81618T1002,23986,800SH SOLE 66,40000
SELECT MED HLDGS CORPCOM81619Q1051,798222,855SH SOLE 125,75500
SEMGROUP CORPCL A81663A1051,34223,540SH SOLE 13,74000
SEMPRA ENERGYCOM8168511095,40163,096SH SOLE 63,09600
SENIOR HSG PPTYS TRSH BEN INT81721M1093,683157,816SH SOLE 157,81600
SENSATA TECHNOLOGIES HLDG BVSHSN7902X10660515,800SH SOLE 15,80000
SENSIENT TECHNOLOGIES CORPCOM81725T1001,14523,900SH SOLE 6,10000
SERVICE CORP INTLCOM81756510422,5911,213,243SH SOLE 1,213,24300
SERVICENOW INCCOM81762P10283716,109SH SOLE 16,10900
SESA GOA LTDSPONSORED ADR78413F10388078,120SH SOLE 74,16000
SHERWIN WILLIAMS COCOM82434810621,313116,988SH SOLE 109,98800
SHFL ENTMT INCCOM78423R10564,6202,809,569SH SOLE 2,809,56900
SHUTTERFLY INCCOM82568P3041,82132,586SH SOLE 22,28600
SHUTTERSTOCK INCCOM8256901004,72765,000SH SOLE 65,00000
SIGMA ALDRICH CORPCOM8265521012,24926,361SH SOLE 26,36100
SIGNATURE BK NEW YORK N YCOM82669G1041,02411,193SH SOLE 11,19300
SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G11217,480291,180SH SOLE 291,18000
SIGNET JEWELERS LIMITEDSHSG8127610043,208603,037SH SOLE 603,03700
SILICON GRAPHICS INTL CORPCOM82706L1082,632161,989SH SOLE 51,34400
SILICON IMAGE INCCOM82705T1022,523472,447SH SOLE 87,64700
SILVER EAGLE ACQUISITION CORUNIT 99/99/999982769420924,1062,375,000SH SOLE 2,375,00000
SIMON PPTY GROUP INC NEWCOM82880610952,532354,398SH SOLE 330,19800
SINA CORPORDG814771042,71133,400SH SOLE 33,40000
SINCLAIR BROADCAST GROUP INCCL A8292261091,58847,375SH SOLE 41,17500
SIRIUS XM RADIO INCCOM82967N1083,764972,673SH SOLE 972,67300
SIRONA DENTAL SYSTEMS INCCOM82966C1032,24733,578SH SOLE 33,57800
SIX FLAGS ENTMT CORP NEWCOM83001A1021,21535,948SH SOLE 35,94800
SK TELECOM LTDSPONSORED ADR78440P10833,8501,491,168SH SOLE 1,327,36800
SKECHERS U S A INCCL A83056610564720,796SH SOLE 17,19600
SKILLED HEALTHCARE GROUP INCCL A83066R10710022,823SH SOLE 19,12300
SKYWEST INCCOM8308791022,954203,438SH SOLE 111,73800
SKYWORKS SOLUTIONS INCCOM83088M1022,42297,501SH SOLE 97,50100
SL GREEN RLTY CORPCOM78440X1012,07223,324SH SOLE 23,32400
SLM CORPCOM78442P10680,5513,234,962SH SOLE 3,046,56200
SM ENERGY COCOM78454L10010,323133,738SH SOLE 133,73800
SMITH & WESSON HLDG CORPCOM8317561012,914265,110SH SOLE 106,31000
SMITH A OCOM83186520915,699347,331SH SOLE 347,33100
SMITH MICRO SOFTWARE INCCOM8321541081011,200SH SOLE 11,20000
SMUCKER J M COCOM NEW83269640558,050552,644SH SOLE 507,24400
SNAP ON INCCOM8330341018,35083,920SH SOLE 83,92000
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351054,786156,657SH SOLE 156,65700
SOHU COM INCCOM83408W10337,076470,325SH SOLE 470,32500
SOLAR CAP LTDCOM83413U1001,56170,400SH SOLE 17,90000
SOLARWINDS INCCOM83416B10948513,820SH SOLE 13,82000
SOLERA HOLDINGS INCCOM83421A1042,26242,791SH SOLE 42,79100
SONIC AUTOMOTIVE INCCL A83545G10249020,573SH SOLE 13,67300
SONIC CORPCOM8354511053,316186,804SH SOLE 57,00400
SONOCO PRODS COCOM83549510247112,100SH SOLE 12,10000
SONUS NETWORKS INCCOM8359161071,257372,001SH SOLE 152,60100
SOTHEBYSCOM83589810784317,150SH SOLE 17,15000
SOURCEFIRE INCCOM83616T10850,667667,372SH SOLE 663,47200
SOUTHERN COCOM84258710719,314469,015SH SOLE 469,01500
SOUTHERN COPPER CORPCOM84265V1055,095187,058SH SOLE 162,94800
SOUTHSIDE BANCSHARES INCCOM84470P10930211,245SH SOLE 7,38700
SOUTHWEST AIRLS COCOM84474110830,6592,105,721SH SOLE 2,105,72100
SOUTHWESTERN ENERGY COCOM8454671091,00627,640SH SOLE 27,64000
SOVRAN SELF STORAGE INCCOM84610H1086,30583,313SH SOLE 61,32100
SPANSION INCCOM CL A NEW84649R2002,843281,779SH SOLE 158,27900
SPARTAN STORES INCCOM84682210431814,404SH SOLE 14,40400
SPARTON CORPCOM8472351082248,800SH SOLE 5,70000
SPECTRA ENERGY CORPCOM8475601092,64277,186SH SOLE 77,18600
SPECTRA ENERGY PARTNERS LPCOM84756N1093738,497SH SOLE 8,49700
SPECTRANETICS CORPCOM84760C10754832,656SH SOLE 20,15600
SPEED COMM INCCOM84764T10613039,700SH SOLE 25,50000
SPIRIT AIRLS INCCOM8485771022,46872,012SH SOLE 37,81200
SPLUNK INCCOM84863710497116,174SH SOLE 16,17400
SPRINT CORPCOM SER 185207U1054,37316,820SHCallSOLE 000
SPRINT CORPCOM SER 185207U10512,2341,970,104SH SOLE 1,931,26200
SPS COMM INCCOM78463M10792213,777SH SOLE 8,77700
SPX CORPCOM78463510423,975283,260SH SOLE 244,56000
SS&C TECHNOLOGIES HLDGS INCCOM78467J10046812,274SH SOLE 8,87400
ST JUDE MED INCCOM79084910320,786387,515SH SOLE 387,51500
STAAR SURGICAL COCOM PAR $0.0185231230536827,200SH SOLE 18,40000
STAG INDL INCCOM85254J1025,704283,488SH SOLE 161,58800
STAGE STORES INCCOM NEW85254C30560331,421SH SOLE 27,52100
STAMPS COM INCCOM NEW8528572005,262114,564SH SOLE 39,30900
STANCORP FINL GROUP INCCOM8528911004267,742SH SOLE 5,34200
STANDARD MTR PRODS INCCOM8536661057,440231,353SH SOLE 108,55300
STANDARD PAC CORP NEWCOM85375C1011,286162,596SH SOLE 162,59600
STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC418,30314,775,000PRN SOLE 000
STANDEX INTL CORPCOM8542311074,52576,178SH SOLE 41,47800
STAPLES INCCOM8550301023,981271,751SH SOLE 271,75100
STAR SCIENTIFIC INCCOM85517P10118496,501SH SOLE 66,10100
STARBUCKS CORPCOM85524410945,943596,891SH SOLE 592,89100
STARWOOD HOTELS&RESORTS WRLDCOM85590A4013,02745,547SH SOLE 45,54700
STARWOOD PPTY TR INCCOM85571B10591338,100SH SOLE 21,40000
STARZCOM SER A85571Q10274526,500SH SOLE 26,50000
STATE STR CORPCOM85747710316,352248,695SH SOLE 248,69500
STEEL DYNAMICS INCCOM85811910038,3112,292,678SH SOLE 2,292,67800
STEELCASE INCCL A8581552038,255496,711SH SOLE 277,41100
STEIN MART INCCOM85837510838027,672SH SOLE 19,17200
STEINER LEISURE LTDORDP8744Y1022,93850,276SH SOLE 25,27600
STEPAN COCOM85858610066911,584SH SOLE 8,78400
STERICYCLE INCCOM8589121085,20545,106SH SOLE 45,10600
STERIS CORPCOM85915210012,959301,643SH SOLE 263,74300
STERLING BANCORPCOM8591581074,480326,279SH SOLE 326,27900
STERLING FINL CORP WASHCOM NEW85931930310,690373,139SH SOLE 366,13900
STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB48,7868,925,000PRN SOLE 000
STEWART ENTERPRISES INCCL A86037010562,7184,773,056SH SOLE 4,690,75600
STEWART ENTERPRISES INCNOTE 3.125% 7/1860370AH8527425,000PRN SOLE 000
STEWART ENTERPRISES INCNOTE 3.375% 7/1860370AK1587450,000PRN SOLE 000
STEWART INFORMATION SVCS CORCOM8603721013,224100,784SH SOLE 51,45600
STEWART INFORMATION SVCS CORNOTE 6.000%10/1860372AB722,4248,850,000PRN SOLE 000
STILLWATER MNG CONOTE 1.750%10/186074QAL63,2973,125,000PRN SOLE 000
STONE ENERGY CORPCOM8616421065,395166,370SH SOLE 112,41500
STONERIDGE INCCOM86183P1023,503324,076SH SOLE 152,07500
STRAIGHT PATH COMMUNICATNS ICL B8625781017313,950SH SOLE 6,80000
STRATEGIC HOTELS & RESORTS ICOM86272T1063,352386,123SH SOLE 325,42300
STRAYER ED INCCOM8632361052,51660,600SH SOLE 60,60000
STRYKER CORPCOM86366710170,8751,048,606SH SOLE 934,90600
STURM RUGER & CO INCCOM8641591081,35521,634SH SOLE 17,53400
SUMMIT HOTEL PPTYSCOM8660821001,407153,148SH SOLE 88,74800
SUN CMNTYS INCCOM86667410468015,957SH SOLE 6,98400
SUN HYDRAULICS CORPCOM86694210540211,100SH SOLE 6,70000
SUNCOKE ENERGY INCCOM86722A1031,933113,734SH SOLE 70,53400
SUNCOR ENERGY INC NEWCOM8672241072,03957,000SH SOLE 57,00000
SUNEDISON INCCOM86732Y1091,677210,405SH SOLE 139,00500
SUNESIS PHARMACEUTICALS INCCOM NEW86732860137776,076SH SOLE 52,27600
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1085818,736SH SOLE 8,73600
SUNPOWER CORPCOM8676524064,319165,084SH SOLE 115,08400
SUNPOWER CORPDBCV 4.750% 4/1867652AC38,9827,875,000PRN SOLE 000
SUNPOWER CORPDBCV 4.500% 3/1867652AE919,59814,875,000PRN SOLE 000
SUNSHINE HEART INCCOM86782U10657950,000SH SOLE 50,00000
SUNSTONE HOTEL INVS INC NEWCOM86789210186067,488SH SOLE 67,48800
SUNTRUST BKS INCCOM86791410311,723361,602SH SOLE 361,60200
SUPERIOR ENERGY SVCS INCCOM86815710815,703627,106SH SOLE 627,10600
SUPERVALU INCCOM8685361033,510426,520SH SOLE 273,32000
SUPPORT COM INCCOM86858W10119135,000SH SOLE 22,10000
SURMODICS INCCOM86887310095840,300SH SOLE 2,80000
SUSQUEHANNA BANCSHARES INC PCOM8690991011,969156,868SH SOLE 100,46800
SUSSER HLDGS CORPCOM86923310658410,995SH SOLE 8,09500
SVB FINL GROUPCOM78486Q1012,46628,547SH SOLE 28,54700
SWIFT ENERGY COCOM87073810144639,018SH SOLE 39,01800
SWIFT TRANSN COCL A87074U1014,594227,522SH SOLE 127,82200
SWS GROUP INCCOM78503N10719913,118SH SOLE 13,11800
SYKES ENTERPRISES INCCOM8712371033,677205,311SH SOLE 109,41100
SYMANTEC CORPCOM871503108121,5544,911,270SH SOLE 4,634,77000
SYMETRA FINL CORPCOM87151Q1065,177290,520SH SOLE 169,12000
SYMMETRY MED INCCOM8715462061,901232,929SH SOLE 146,22900
SYNAGEVA BIOPHARMA CORPCOM87159A1033,27951,800SH SOLE 51,80000
SYNAPTICS INCCOM87157D10959313,400SH SOLE 10,20000
SYNCHRONOSS TECHNOLOGIES INCCOM87157B10378420,600SH SOLE 12,90000
SYNERGY PHARMACEUTICALS DELCOM NEW87163930813730,011SH SOLE 14,71100
SYNERGY RES CORPCOM87164P10349951,200SH SOLE 9,96500
SYNNEX CORPCOM87162W1001,14318,607SH SOLE 16,40700
SYNOPSYS INCCOM87160710716,669442,150SH SOLE 442,15000
SYNOVUS FINL CORPCOM87161C1051,362412,618SH SOLE 287,31800
SYNTA PHARMACEUTICALS CORPCOM87162T20617127,081SH SOLE 11,18100
SYNTEL INCCOM87162H1035697,100SH SOLE 3,30000
SYSCO CORPCOM87182910710,957344,249SH SOLE 344,24900
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910070,9534,183,562SH SOLE 3,807,56200
TAKE-TWO INTERACTIVE SOFTWARCOM8740541094,684257,950SH SOLE 236,55000
TALISMAN ENERGY INCCOM87425E1032,579224,285SH SOLE 224,28500
TANGER FACTORY OUTLET CTRS ICOM8754651062,02161,908SH SOLE 61,90800
TARGA RES CORPCOM87612G1011,35118,513SH SOLE 14,71300
TARGA RESOURCES PARTNERS LPCOM UNIT87611X1054047,849SH SOLE 7,84900
TARGET CORPCOM87612E1065,23481,811SH SOLE 81,81100
TASER INTL INCCOM87651B1046,130411,103SH SOLE 101,50300
TATA MTRS LTDSPONSORED ADR87656850235,3281,327,113SH SOLE 1,276,11300
TAUBMAN CTRS INCCOM8766641031,55423,088SH SOLE 23,08800
TC PIPELINES LPUT COM LTD PRT87233Q1083106,375SH SOLE 6,37500
TCF FINL CORPCOM87227510224517,186SH SOLE 17,18600
TCP CAP CORPCOM87238Q1031,34382,800SH SOLE 26,20000
TEAM INCCOM8781551003709,299SH SOLE 6,69900
TEARLAB CORPCOM87819310174567,363SH SOLE 45,46300
TECH DATA CORPCOM87823710625,741515,756SH SOLE 515,75600
TECHNE CORPCOM8783771007699,600SH SOLE 9,60000
TECK RESOURCES LTDCL B8787422042,41790,037SH SOLE 90,03700
TECUMSEH PRODS COCL A87889520029733,223SH SOLE 24,82300
TEEKAY LNG PARTNERS L PPRTNRSP UNITSY8564M1053287,425SH SOLE 7,42500
TELECOMMUNICATION SYS INCCL A87929J1037028,500SH SOLE 17,90000
TELEDYNE TECHNOLOGIES INCCOM8793601051,06712,565SH SOLE 12,16500
TELEFLEX INCCOM8793691065,19963,183SH SOLE 63,18300
TELEFONICA BRASIL SASPONSORED ADR87936R10631,6271,409,401SH SOLE 1,333,00100
TELENAV INCCOM8794551039215,749SH SOLE 9,94900
TELEPHONE & DATA SYS INCCOM NEW87943382912,862435,278SH SOLE 435,27800
TELETECH HOLDINGS INCCOM8799391061,32052,597SH SOLE 16,47000
TELLABS INCCOM87966410022,4689,897,889SH SOLE 8,683,88900
TENARIS S ASPONSORED ADR88031M10999221,200SH SOLE 21,20000
TENET HEALTHCARE CORPCOM NEW88033G4071,43434,817SH SOLE 34,81700
TENNANT COCOM8803451035188,362SH SOLE 7,06200
TENNECO INCCOM8803491052,05940,777SH SOLE 26,57700
TERADATA CORP DELCOM88076W1032,13238,457SH SOLE 38,45700
TERADYNE INCCOM88077010292856,178SH SOLE 56,17800
TEREX CORP NEWCOM8807791037,786231,733SH SOLE 231,73300
TEREX CORP NEWNOTE 4.000% 6/0880779AV548,93222,759,000PRN SOLE 000
TESARO INCCOM8815691074,438114,556SH SOLE 31,48500
TESCO CORPCOM88157K10111,757709,541SH SOLE 375,04100
TESLA MTRS INCCOM88160R1016,98636,120SH SOLE 36,12000
TESLA MTRS INCNOTE 1.500% 6/088160RAA913,2247,825,000PRN SOLE 000
TESORO CORPCOM88160910125,309575,465SH SOLE 575,46500
TESSERA TECHNOLOGIES INCCOM88164L10051326,500SH SOLE 26,50000
TETRA TECH INC NEWCOM88162G10386433,372SH SOLE 20,17200
TETRA TECHNOLOGIES INC DELCOM88162F10578862,900SH SOLE 42,40000
TEXAS CAPITAL BANCSHARES INC*W EXP 01/16/20188224Q1151,37243,503SH SOLE 43,50300
TEXAS INDS INCCOM8824911031,12817,011SH SOLE 10,11100
TEXAS INSTRS INCCOM8825081048,541212,104SH SOLE 180,60400
TEXAS ROADHOUSE INCCOM88268110988033,500SH SOLE 13,80000
TEXTRON INCCOM8832031015,246190,021SH SOLE 190,02100
TEXTURA CORPCOM8832111043,23175,000SH SOLE 75,00000
TG THERAPEUTICS INCCOM88322Q1085210,200SH SOLE 6,90000
THERAGENICS CORPCOM88337510717379,501SH SOLE 79,50100
THERAVANCE INCNOTE 2.125% 1/188338TAB07,6674,700,000PRN SOLE 000
THERMO FISHER SCIENTIFIC INCCOM88355610219,631213,037SH SOLE 213,03700
THERMON GROUP HLDGS INCCOM88362T10336315,717SH SOLE 10,71700
THL CR INCCOM8724381062,646169,380SH SOLE 76,28000
THOMAS PPTYS GROUP INCCOM88445310118928,148SH SOLE 28,14800
THOMPSON CREEK METALS CO INCUNIT 99/99/99998847683006,047327,300SH SOLE 327,30000
THOR INDS INCCOM8851601012,05635,424SH SOLE 24,42400
THORATEC CORPCOM NEW88517530717,662473,644SH SOLE 473,64400
THRESHOLD PHARMACEUTICAL INCCOM NEW88580720632068,895SH SOLE 47,29500
TIBCO SOFTWARE INCCOM88632Q1033,990155,926SH SOLE 155,92600
TICC CAPITAL CORPCOM87244T1093,559365,059SH SOLE 113,35900
TIDEWATER INCCOM8864231025168,700SH SOLE 8,70000
TIFFANY & CO NEWCOM8865471082,16228,213SH SOLE 28,21300
TILE SHOP HLDGS INCCOM88677Q10933911,500SH SOLE 7,40000
TIM HORTONS INCCOM88706M1034167,168SH SOLE 7,16800
TIM PARTICIPACOES S ASPONSORED ADR88706P20510,702454,035SH SOLE 453,99000
TIME WARNER CABLE INCCOM88732J20759,561533,701SH SOLE 495,20100
TIME WARNER INCCOM NEW88731730364,663982,566SH SOLE 912,06600
TIMKEN COCOM88738910454,638904,606SH SOLE 904,60600
TITAN MACHY INCNOTE 3.750% 5/088830RAB7112125,000PRN SOLE 000
TIVO INCCOM8887061081,504120,868SH SOLE 59,16800
TJX COS INC NEWCOM87254010934,030603,482SH SOLE 593,28200
T-MOBILE US INCCOM8725901041,53559,100SH SOLE 35,45000
TMS INTL CORPCL A87261Q10317,226987,736SH SOLE 987,73600
TOLL BROTHERS INCCOM8894781031,41343,566SH SOLE 43,56600
TORCHMARK CORPCOM8910271045,00269,140SH SOLE 69,14000
TORO COCOM89109210866212,176SH SOLE 12,17600
TOTAL SYS SVCS INCCOM89190610919,352657,793SH SOLE 554,29300
TOWER FINANCIAL CORPCOM8917691012,331100,361SH SOLE 100,36100
TOWER INTL INCCOM89182610955227,598SH SOLE 19,39800
TOWERS WATSON & COCL A89189410716,665155,806SH SOLE 155,80600
TRACTOR SUPPLY COCOM8923561069,498141,399SH SOLE 141,39900
TRANSAMERICA INCOME SHS INCCOM89350610568433,487SH SOLE 33,48700
TRANSCANADA CORPCOM89353D10785719,515SH SOLE 19,51500
TRANSCEPT PHARMACEUTICALS INCOM89354M10610432,715SH SOLE 32,71500
TRANSDIGM GROUP INCCOM8936411003,69826,660SH SOLE 26,66000
TRANSMONTAIGNE PARTNERS L PCOM UNIT L P89376V1003057,482SH SOLE 7,48200
TRANSOCEAN LTDREG SHSH8817H10012,060271,000SH SOLE 271,00000
TRAVELERS COMPANIES INCCOM89417E109110,0791,298,560SH SOLE 1,206,46000
TRAVELZOO INCCOM89421Q1061,26947,807SH SOLE 24,40700
TREDEGAR CORPCOM8946501002,44994,185SH SOLE 59,58500
TREEHOUSE FOODS INCCOM89469A1041,13616,997SH SOLE 16,99700
TREX CO INCCOM89531P1051,15423,304SH SOLE 12,40400
TRI CONTL CORPCOM89543610336319,812SH SOLE 19,81200
TRIANGLE CAP CORPCOM89584810967322,923SH SOLE 14,22300
TRIANGLE PETE CORPCOM NEW89600B20172173,400SH SOLE 8,33000
TRIMAS CORPCOM NEW8962152093,05681,942SH SOLE 72,24200
TRIMBLE NAVIGATION LTDCOM89623910063621,400SH SOLE 21,40000
TRINITY INDS INCCOM8965221091,38030,419SH SOLE 30,41900
TRIPADVISOR INCCOM8969452012,79336,832SH SOLE 36,83200
TRIPLE-S MGMT CORPCL B8967491081,44078,300SH SOLE 36,10000
TRIQUINT SEMICONDUCTOR INCCOM89674K1031,314161,615SH SOLE 161,61500
TRIUMPH GROUP INC NEWCOM8968181015157,327SH SOLE 7,32700
TRUEBLUE INCCOM89785X1015,811242,004SH SOLE 105,81300
TRULIA INCCOM8978881033727,900SH SOLE 5,10000
TRUSTMARK CORPCOM89840210241916,353SH SOLE 16,35300
TRW AUTOMOTIVE HLDGS CORPCOM87264S10645,921643,961SH SOLE 638,86100
TRW AUTOMOTIVE INCNOTE 3.500%12/087264MAH25,6882,325,000PRN SOLE 000
TTM TECHNOLOGIES INCNOTE 3.250% 5/187305RAC31,0261,000,000PRN SOLE 000
TUESDAY MORNING CORPCOM NEW89903550586456,582SH SOLE 36,28200
TUPPERWARE BRANDS CORPCOM89989610445,672528,792SH SOLE 528,79200
TURQUOISE HILL RES LTDCOM9004351084,296972,000SH SOLE 972,00000
TUTOR PERINI CORPCOM9011091082,302107,964SH SOLE 80,06400
TW TELECOM INCCOM87311L1041,35645,407SH SOLE 45,40700
TWENTY FIRST CENTY FOX INCCL A90130A10191,6722,736,469SH SOLE 2,573,36900
TWENTY FIRST CENTY FOX INCCL B90130A2002,43272,800SH SOLE 72,80000
TWO HBRS INVT CORPCOM90187B10165267,100SH SOLE 18,30000
TYCO INTERNATIONAL LTDSHSH8912810431,692906,012SH SOLE 906,01200
TYLER TECHNOLOGIES INCCOM9022521053,70342,337SH SOLE 22,23700
TYSON FOODS INCCL A902494103128,6834,550,310SH SOLE 4,148,01000
TYSON FOODS INCNOTE 3.250%10/1902494AP857,68933,675,000PRN SOLE 000
U S AIRWAYS GROUP INCCOM90341W1081,972104,004SH SOLE 61,70400
U S CONCRETE INCCOM NEW90333L20135917,884SH SOLE 11,68400
U S G CORPCOM NEW9032934051,17241,009SH SOLE 41,00900
U S SILICA HLDGS INCCOM90346E10393337,483SH SOLE 23,08300
UBIQUITI NETWORKS INCCOM90347A1001,76352,476SH SOLE 24,17600
UDR INCCOM9026531041,40359,200SH SOLE 59,20000
UGI CORP NEWCOM9026811055,780147,723SH SOLE 147,72300
UIL HLDG CORPCOM90274810275720,352SH SOLE 20,35200
ULTA SALON COSMETCS & FRAG ICOM90384S3031,25510,502SH SOLE 10,50200
ULTIMATE SOFTWARE GROUP INCCOM90385D1072461,670SH SOLE 97000
ULTRATECH INCCOM90403410567522,286SH SOLE 16,88600
UMB FINL CORPCOM9027881082,61148,049SH SOLE 28,24900
UMPQUA HLDGS CORPCOM9042141033,222198,639SH SOLE 72,33900
UNDER ARMOUR INCCL A9043111071,41017,745SH SOLE 17,74500
UNI PIXEL INCCOM NEW90457220345125,429SH SOLE 15,22900
UNIFI INCCOM NEW90467720039316,814SH SOLE 11,48100
UNIFIRST CORP MASSCOM9047081043,46133,143SH SOLE 20,44300
UNION PAC CORPCOM90781810853,089341,762SH SOLE 334,96200
UNISYS CORPCOM NEW9092143067,242287,490SH SOLE 180,81100
UNIT CORPCOM9092181099,347201,061SH SOLE 201,06100
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3032,899193,234SH SOLE 107,13400
UNITED CONTL HLDGS INCCOM9100471093,124101,735SH SOLE 101,73500
UNITED ONLINE INCCOM91126810013,8461,735,071SH SOLE 1,079,35100
UNITED PARCEL SERVICE INCCL B91131210619,721215,839SH SOLE 206,63900
UNITED RENTALS INCCOM9113631092,99551,373SH SOLE 51,37300
UNITED RENTALS INCNOTE 4.000%11/1911363AL338,7487,400,000PRN SOLE 000
UNITED STATES STL CORP NEWCOM91290910830,9161,501,498SH SOLE 1,313,09800
UNITED STATES STL CORP NEWNOTE 4.000% 5/1912909AE89,6399,375,000PRN SOLE 000
UNITED STATIONERS INCCOM91300410752312,024SH SOLE 7,32400
UNITED TECHNOLOGIES CORPCOM9130171097,02865,180SH SOLE 65,18000
UNITED THERAPEUTICS CORP DELCOM91307C10213,837175,484SH SOLE 175,48400
UNITEDHEALTH GROUP INCCOM91324P10238,981544,353SH SOLE 512,75300
UNIVERSAL AMERN CORP NEWCOM91338E10122629,617SH SOLE 19,51700
UNIVERSAL CORP VACOM9134561091,73334,023SH SOLE 24,77000
UNIVERSAL DISPLAY CORPCOM91347P1052778,641SH SOLE 8,64100
UNIVERSAL ELECTRS INCCOM91348310347113,059SH SOLE 9,65900
UNIVERSAL FST PRODS INCCOM91354310464415,294SH SOLE 13,59400
UNIVERSAL HEALTH RLTY INCM TSH BEN INT91359E10542110,063SH SOLE 5,45800
UNIVERSAL HLTH SVCS INCCL B91390310024,214322,896SH SOLE 322,89600
UNS ENERGY CORPCOM9031191052,10245,096SH SOLE 31,25000
UNUM GROUPCOM91529Y10687,1512,863,026SH SOLE 2,706,32600
URBAN OUTFITTERS INCCOM9170471024,326117,649SH SOLE 117,64900
URS CORP NEWCOM90323610718,190338,418SH SOLE 338,41800
US BANCORP DELCOM NEW90297330412,059329,656SH SOLE 301,85600
US ECOLOGY INCCOM91732J1022418,015SH SOLE 5,41500
USANA HEALTH SCIENCES INCCOM90328M1077,84890,429SH SOLE 26,72900
V F CORPCOM9182041084,55422,878SH SOLE 22,87800
VAALCO ENERGY INCCOM NEW91851C2015,118917,248SH SOLE 439,94800
VALASSIS COMMUNICATIONS INCCOM91886610449016,965SH SOLE 12,26500
VALE S AADR91912E1052,857183,000SH SOLE 183,00000
VALE S AADR REPSTG PFD91912E20414,6301,029,532SH SOLE 883,23200
VALEANT PHARMACEUTICALS INTLCOM91911K1027,05967,659SH SOLE 67,65900
VALERO ENERGY CORP NEWCOM91913Y10037,7511,105,454SH SOLE 1,016,65400
VALIDUS HOLDINGS LTDCOM SHSG9319H10211,782318,616SH SOLE 318,61600
VALLEY NATL BANCORP*W EXP 11/14/20191979413177116,185SH SOLE 116,18500
VALMONT INDS INCCOM9202531017,43553,524SH SOLE 53,52400
VALSPAR CORPCOM92035510411,334178,688SH SOLE 178,68800
VALUECLICK INCCOM92046N10214,223682,178SH SOLE 587,87800
VALUEVISION MEDIA INCCL A92047K107490112,623SH SOLE 71,62300
VANDA PHARMACEUTICALS INCCOM92165910838535,100SH SOLE 20,20000
VANGUARD HEALTH SYS INCCOM92203620737,6181,790,459SH SOLE 1,790,45900
VANTAGE DRILLING COMPANYNOTE 7.875% 9/0G93205AA36,6205,750,000PRN SOLE 000
VCA ANTECH INCCOM91819410180729,400SH SOLE 29,40000
VECTOR GROUP LTDCOM92240M10842426,346SH SOLE 21,88200
VECTOR GROUP LTDDBCV 6/192240MAL21,4061,229,000PRN SOLE 000
VECTOR GROUP LTDFRNT 11/192240MAS727,32321,222,000PRN SOLE 000
VECTOR GROUP LTDFRNT 1/192240MAY49,6088,025,000PRN SOLE 000
VECTREN CORPCOM92240G1012076,200SH SOLE 6,20000
VEECO INSTRS INC DELCOM9224171002466,600SH SOLE 6,60000
VENTAS INCCOM92276F10017,619286,484SH SOLE 265,98400
VERENIUM CORPCOM NEW92340P2092,537638,939SH SOLE 638,93900
VERIFONE SYS INCCOM92342Y10933514,648SH SOLE 14,64800
VERISIGN INCCOM92343E1021,71033,600SH SOLE 33,60000
VERISIGN INCSDCV 3.250% 8/192343EAD4150,52295,874,000PRN SOLE 000
VERISK ANALYTICS INCCL A92345Y1063,17048,801SH SOLE 48,80100
VERIZON COMMUNICATIONS INCCOM92343V104109,3352,343,238SH SOLE 2,168,73800
VERTEX PHARMACEUTICALS INCCOM92532F10033,411440,663SH SOLE 440,66300
VIACOM INC NEWCL B92553P20176,328913,227SH SOLE 845,42700
VIAD CORPCOM NEW92552R4061,80272,206SH SOLE 51,70600
VICAL INCCOM9256021046551,700SH SOLE 32,80000
VIEWPOINT FINL GROUP INC MDCOM92672A1014,074197,082SH SOLE 103,38200
VIROPHARMA INCCOM92824110863516,160SH SOLE 16,16000
VIROPHARMA INCNOTE 2.000% 3/1928241AH114,8226,900,000PRN SOLE 000
VIRTUS INVT PARTNERS INCCOM92828Q1095,59334,391SH SOLE 23,59100
VIRTUSA CORPCOM92827P1021,23542,499SH SOLE 8,99900
VISA INCCOM CL A92826C83947,117246,559SH SOLE 227,75900
VISHAY INTERTECHNOLOGY INCCOM92829810815,8001,225,794SH SOLE 1,204,59400
VISTEON CORPCOM NEW92839U2061,15615,277SH SOLE 15,27700
VITESSE SEMICONDUCTOR CORPDBCV 8.000% 6/1928497AE65,5045,189,000PRN SOLE 000
VIVUS INCCOM92855110035337,899SH SOLE 37,89900
VMWARE INCCL A COM9285634021,51618,745SH SOLE 18,74500
VOCUS INCCOM92858J1081,445155,215SH SOLE 65,40000
VOLTERRA SEMICONDUCTOR CORPCOM92870810615,942693,127SH SOLE 630,22700
VONAGE HLDGS CORPCOM92886T2011,583504,183SH SOLE 332,88300
VORNADO RLTY TRSH BEN INT9290421099,627114,524SH SOLE 105,52400
VOXX INTL CORPCL A91829F10416211,823SH SOLE 7,32300
VULCAN MATLS COCOM9291601095089,800SH SOLE 9,80000
W & T OFFSHORE INCCOM92922P10631817,965SH SOLE 17,96500
WABASH NATL CORPCOM92956610743437,215SH SOLE 25,11500
WABCO HLDGS INCCOM92927K10238,088452,033SH SOLE 452,03300
WABTEC CORPCOM9297401084,29368,285SH SOLE 68,28500
WADDELL & REED FINL INCCL A9300591007,382143,400SH SOLE 143,40000
WAGEWORKS INCCOM9304271092,00539,751SH SOLE 20,55100
WALGREEN COCOM93142210957,3711,066,383SH SOLE 994,38300
WALKER & DUNLOP INCCOM93148P10218911,862SH SOLE 8,36200
WAL-MART STORES INCCOM931142103155,9482,108,545SH SOLE 2,044,44500
WALTER ENERGY INCCOM93317Q1052,896206,446SH SOLE 206,44600
WALTER INVT MGMT CORPCOM93317W1021,69042,729SH SOLE 38,22900
WARNER CHILCOTT PLC IRELANDSHS AG94368100110,0224,814,975SH SOLE 4,814,97500
WASHINGTON FED INCCOM9388241092,905140,464SH SOLE 140,46400
WASHINGTON POST COCL B93964010810,22716,729SH SOLE 16,72900
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011,81771,909SH SOLE 26,45800
WASTE CONNECTIONS INCCOM94105310073616,214SH SOLE 16,21400
WASTE MGMT INC DELCOM94106L10917,714429,535SH SOLE 392,53500
WATERS CORPCOM9418481032872,700SH SOLE 2,70000
WATTS WATER TECHNOLOGIES INCCL A9427491024908,700SH SOLE 5,20000
WAUSAU PAPER CORPCOM94331510118424,497SH SOLE 24,49700
WD-40 COCOM92923610790713,978SH SOLE 8,07800
WEATHERFORD INTERNATIONAL LTREG SHSH2701310353234,700SH SOLE 34,70000
WEB COM GROUP INCCOM94733A1041,10434,129SH SOLE 22,72900
WEB COM GROUP INCNOTE 1.000% 8/194733AAA225,09422,000,000PRN SOLE 000
WEBMD HEALTH CORPCOM94770V1022,20977,233SH SOLE 45,28200
WEBSTER FINL CORP CONNCOM9478901093,517137,775SH SOLE 80,37500
WEIGHT WATCHERS INTL INC NEWCOM9486261063158,422SH SOLE 8,42200
WEINGARTEN RLTY INVSSH BEN INT9487411032,05770,136SH SOLE 70,13600
WEIS MKTS INCCOM9488491042144,380SH SOLE 2,08000
WELLCARE HEALTH PLANS INCCOM94946T10691413,112SH SOLE 10,91200
WELLPOINT INCCOM94973V10794,5501,130,847SH SOLE 1,022,94700
WELLS FARGO & CO NEWCOM949746101171,2284,143,947SH SOLE 3,825,14700
WELLS FARGO ADV GLB DIV OPPCOM94987C10313318,430SH SOLE 18,43000
WELLS FARGO ADVANTAGE MULTICOM SHS94987D1011,425100,760SH SOLE 100,76000
WENDYS COCOM95058W100919108,400SH SOLE 108,40000
WERNER ENTERPRISES INCCOM9507551085,972255,994SH SOLE 255,99400
WESBANCO INCCOM95081010141914,094SH SOLE 9,59400
WESCO INTL INCCOM95082P1052,10627,514SH SOLE 27,51400
WESCO INTL INCDBCV 6.000% 9/195082PAH813,7475,000,000PRN SOLE 000
WESTAR ENERGY INCCOM95709T10089329,122SH SOLE 29,12200
WESTERN ALLIANCE BANCORPCOM95763810978641,508SH SOLE 28,60800
WESTERN ASSET GLOBAL CP DEFICOM95790C1071,946109,375SH SOLE 109,37500
WESTERN ASSET INCOME FDCOM95766T10042133,116SH SOLE 33,11600
WESTERN ASSET MGD HI INCM FDCOM95766L1077012,355SH SOLE 12,35500
WESTERN ASSET WORLDWIDE INCOCOM95766810639131,118SH SOLE 31,11800
WESTERN DIGITAL CORPCOM958102105180,9092,853,447SH SOLE 2,722,64700
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541044687,781SH SOLE 7,78100
WESTERN REFNG INCCOM9593191044,451148,174SH SOLE 98,27400
WESTERN REFNG INCNOTE 5.750% 6/1959319AC865,84821,000,000PRN SOLE 000
WESTLAKE CHEM CORPCOM96041310210,17897,246SH SOLE 97,24600
WET SEAL INCCL A9618401056,5461,665,685SH SOLE 779,78500
WEX INCCOM96208T1043103,534SH SOLE 3,53400
WEYERHAEUSER COCOM96216610417,663616,927SH SOLE 577,82700
WGL HLDGS INCCOM92924F1062,98769,944SH SOLE 65,74400
WHIRLPOOL CORPCOM96332010688,303602,998SH SOLE 601,29800
WHITEWAVE FOODS COCOM CL A9662441054,199210,273SH SOLE 210,27300
WHITING PETE CORP NEWCOM96638710218,048301,549SH SOLE 301,54900
WHOLE FOODS MKT INCCOM96683710614,885254,447SH SOLE 254,44700
WILLBROS GROUP INC DELCOM9692031088,199893,158SH SOLE 472,95800
WILLIAMS CLAYTON ENERGY INCCOM9694901014648,838SH SOLE 8,83800
WILLIAMS COS INC DELCOM9694571001,13131,096SH SOLE 31,09600
WILLIAMS PARTNERS L PCOM UNIT L P96950F10458611,080SH SOLE 11,08000
WILLIAMS SONOMA INCCOM96990410111,006195,841SH SOLE 195,84100
WILSHIRE BANCORP INCCOM97186T1084,162508,817SH SOLE 313,41700
WINNEBAGO INDS INCCOM9746371001,86071,636SH SOLE 19,73600
WINTHROP RLTY TRSH BEN INT NEW97639130028925,942SH SOLE 17,14200
WINTRUST FINL CORPCOM97650W10849812,126SH SOLE 11,22600
WINTRUST FINL CORP*W EXP 12/19/20197650W1579,719499,929SH SOLE 499,92900
WIPRO LTDSPON ADR 1 SH97651M10912,6101,229,015SH SOLE 1,185,57600
WISCONSIN ENERGY CORPCOM9766571067,456184,655SH SOLE 184,65500
WISDOMTREE INVTS INCCOM97717P1041,956168,447SH SOLE 75,14700
WMS INDS INCCOM92929710967,5072,601,440SH SOLE 2,585,44000
WOLVERINE WORLD WIDE INCCOM9780971032,39141,063SH SOLE 41,06300
WORLD ACCEP CORP DELCOM9814191041,53617,085SH SOLE 15,28500
WORLD FUEL SVCS CORPCOM98147510669718,688SH SOLE 18,68800
WORLD WRESTLING ENTMT INCCL A98156Q10828919,425SH SOLE 19,42500
WORTHINGTON INDS INCCOM98181110218,025523,530SH SOLE 464,43000
WRIGHT MED GROUP INCCOM98235T10726710,252SH SOLE 7,95200
WYNDHAM WORLDWIDE CORPCOM98310W10828,315464,403SH SOLE 464,40300
WYNN RESORTS LTDCOM9831341073,22320,400SH SOLE 20,40000
XCEL ENERGY INCCOM98389B1008,963324,639SH SOLE 324,63900
XENOPORT INCCOM98411C1001,064187,377SH SOLE 34,77700
XERIUM TECHNOLOGIES INCCOM NEW98416J11822319,226SH SOLE 12,32600
XEROX CORPCOM98412110357,4975,587,651SH SOLE 5,258,55100
XILINX INCCOM9839191013,64477,766SH SOLE 77,76600
XILINX INCSDCV 3.125% 3/1983919AD374,59445,975,000PRN SOLE 000
XL GROUP PLCSHSG982901021,66253,919SH SOLE 53,91900
XPO LOGISTICS INCCOM98379310035816,526SH SOLE 11,82600
YAHOO INCCOM984332106245,4927,403,271SH SOLE 7,054,57100
YAMANA GOLD INCCOM98462Y10031430,200SH SOLE 30,20000
YELP INCCL A9858171053,71456,113SH SOLE 34,01300
YRC WORLDWIDE INCCOM PAR $.019842496073,094183,268SH SOLE 178,86800
YUM BRANDS INCCOM9884981013,93055,045SH SOLE 55,04500
ZAGG INCCOM98884U1081,341297,900SH SOLE 132,69200
ZALE CORP NEWCOM9888581061,38390,981SH SOLE 72,48100
ZEBRA TECHNOLOGIES CORPCL A9892071053988,740SH SOLE 8,74000
ZHONE TECHNOLOGIES INC NEWCOM NEW98950P88413442,400SH SOLE 28,90000
ZILLOW INCCL A98954A1071,60118,973SH SOLE 13,17300
ZIMMER HLDGS INCCOM98956P10236,567445,173SH SOLE 423,97300
ZIONS BANCORPORATIONCOM9897011078,136296,734SH SOLE 296,73400
ZIOPHARM ONCOLOGY INCCOM98973P10110827,300SH SOLE 15,60000
ZIX CORPCOM98974P10020241,400SH SOLE 25,40000
ZOETIS INCCL A98978V1033,02397,131SH SOLE 97,13100
ZOLTEK COS INCCOM98975W1041,63297,803SH SOLE 90,60300
ZWEIG FDCOM NEW98983420598773,013SH SOLE 73,01300