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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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 A68243Q10622140,777SH SOLE 25,87700
3-D SYS CORP DELCOM NEW88554D2055,62360,504SH SOLE 60,50400
3M COCOM88579Y10175,210536,256SH SOLE 503,95600
8X8 INC NEWCOM2829141001,729170,202SH SOLE 84,80200
AAON INCCOM PAR $0.0040003602062,15467,413SH SOLE 29,16300
AAR CORPCOM0003611055,818207,722SH SOLE 113,68200
AARONS INCCOM PAR $0.5000253530041314,045SH SOLE 14,04500
ABAXIS INCCOM0025671052867,157SH SOLE 6,45700
ABBOTT LABSCOM002824100176,9574,616,660SH SOLE 4,292,46000
ABBVIE INCCOM00287Y10953,4741,012,582SH SOLE 989,78200
ABERCROMBIE & FITCH COCL A0028962079,759296,526SH SOLE 296,52600
ABERDEEN GLOBAL INCOME FD INCOM00301310941339,742SH SOLE 39,74200
ABIOMED INCCOM00365410041515,535SH SOLE 10,43500
ABRAXAS PETE CORPCOM00383010612838,884SH SOLE 38,88400
ACADIA HEALTHCARE COMPANY INCOM00404A1091,98441,920SH SOLE 25,42000
ACADIA PHARMACEUTICALS INCCOM0042251081,92677,074SH SOLE 53,47400
ACADIA RLTY TRCOM SH BEN INT00423910937615,129SH SOLE 15,12900
ACCELERATE DIAGNOSTICS INCCOM00430H10221217,339SH SOLE 11,63900
ACCELRYS INCCOM00430U10311211,700SH SOLE 7,20000
ACCENTURE PLC IRELANDSHS CLASS AG1151C10117,768216,109SH SOLE 210,90900
ACCESS MIDSTREAM PARTNERS LUNIT00434L1094988,793SH SOLE 8,79300
ACCURAY INCCOM00439710514116,200SH SOLE 10,90000
ACCURAY INCNOTE 3.750% 8/0004397AB1563500,000PRN SOLE 000
ACCURAY INCNOTE 3.500% 2/0004397AC97,6564,500,000PRN SOLE 000
ACE LTDSHSH0023R10551,297495,478SH SOLE 489,27800
ACELRX PHARMACEUTICALS INCCOM00444T1002,510221,955SH SOLE 68,75500
ACETO CORPCOM00444610033513,410SH SOLE 8,61000
ACHILLION PHARMACEUTICALS INCOM00448Q2012,175655,200SH SOLE 72,70000
ACI WORLDWIDE INCCOM0044981012764,247SH SOLE 2,84700
ACORDA THERAPEUTICS INCCOM00484M1061,39047,609SH SOLE 16,60900
ACTIVISION BLIZZARD INCCOM00507V109113,1346,345,150SH SOLE 5,733,05000
ACTUATE CORPCOM00508B10269089,530SH SOLE 19,13000
ACUITY BRANDS INCCOM00508Y1022,77525,381SH SOLE 25,38100
ACXIOM CORPCOM0051251098,978242,788SH SOLE 218,92900
ADCARE HEALTH SYSTEMS INCCOM NEW00650W30030971,818SH SOLE 71,81800
ADDUS HOMECARE CORPCOM0067391067,435331,201SH SOLE 151,76800
ADEPT TECHNOLOGY INCCOM NEW00685420217510,383SH SOLE 7,18300
ADOBE SYS INCCOM00724F1016,787113,345SH SOLE 113,34500
ADTRAN INCCOM00738A1066,993258,900SH SOLE 258,90000
ADVANCE AUTO PARTS INCCOM00751Y10619,956180,308SH SOLE 180,30800
ADVANCED EMISSIONS SOLUTS INCOM00770C10188716,356SH SOLE 8,35600
ADVANCED ENERGY INDSCOM0079731006,218271,998SH SOLE 114,29800
ADVANCED MICRO DEVICES INCCOM0079031072,737707,171SH SOLE 707,17100
ADVENT CLAY CONV SEC INC FDCOM0076391072,797384,154SH SOLE 384,15400
ADVENT CLAYMORE CV SECS & INCOM00764C10958131,347SH SOLE 31,34700
ADVENT CLAYMORE ENH GRW & INCOM00765E1041,344132,686SH SOLE 132,68600
ADVENT SOFTWARE INCCOM0079741084,860138,902SH SOLE 124,90200
ADVISORY BRD COCOM00762W1074146,501SH SOLE 4,20100
AECOM TECHNOLOGY CORP DELAWACOM00766T10043,3411,472,691SH SOLE 1,472,69100
AEGEAN MARINE PETE NETWORK INOTE 4.000%11/0Y0020QAA91,5831,500,000PRN SOLE 000
AEGERION PHARMACEUTICALS INCCOM00767E1022,51835,486SH SOLE 28,08600
AEP INDS INCCOM0010311031,06120,090SH SOLE 3,49000
AES CORPCOM00130H10512,651871,903SH SOLE 871,90300
AETNA INC NEWCOM00817Y10851,219746,735SH SOLE 733,23500
AFFYMETRIX INCCOM00826T1081,838214,485SH SOLE 197,08500
AFFYMETRIX INCNOTE 4.000% 7/000826TAH1976600,000PRN SOLE 000
AFLAC INCCOM0010551026,45896,673SH SOLE 96,67300
AGCO CORPCOM00108410222,666382,937SH SOLE 382,93700
AGCO CORPNOTE 1.250%12/1001084AM46,2864,300,000PRN SOLE 000
AGILENT TECHNOLOGIES INCCOM00846U10121,920383,281SH SOLE 366,98100
AGL RES INCCOM0012041064,67799,031SH SOLE 99,03100
AGNICO EAGLE MINES LTDCOM0084741082569,700SH SOLE 9,70000
AGREE REALTY CORPCOM0084921003,006103,594SH SOLE 51,09400
AIR LEASE CORPCL A00912X30298831,800SH SOLE 31,80000
AIR METHODS CORPCOM PAR $.060091283074317,395SH SOLE 6,09500
AIR PRODS & CHEMS INCCOM0091581061,72115,400SH SOLE 15,40000
AIR TRANSPORT SERVICES GRP ICOM00922R10568985,202SH SOLE 68,90200
AIRCASTLE LTDCOMG0129k1047,810407,620SH SOLE 179,52000
AIRGAS INCCOM0093631021,51513,545SH SOLE 13,54500
AK STL HLDG CORPCOM0015471085,399658,400SH SOLE 658,40000
AKAMAI TECHNOLOGIES INCCOM00971T10139,631840,000SH SOLE 809,70000
AKORN INCCOM0097281061,39156,466SH SOLE 38,36600
ALASKA AIR GROUP INCCOM01165910975,6891,031,606SH SOLE 1,031,60600
ALBANY INTL CORPCL A0123481087,050196,210SH SOLE 99,71000
ALBANY MOLECULAR RESH INCCOM01242310965464,862SH SOLE 46,66200
ALBANY MOLECULAR RESH INCNOTE 2.250%11/1012423AA72,0902,250,000PRN SOLE 000
ALBEMARLE CORPCOM0126531016,878108,500SH SOLE 108,50000
ALCOA INCCOM0138171014,181393,300SH SOLE 393,30000
ALERE INCCOM01449J1051,01928,157SH SOLE 28,15700
ALEXANDER & BALDWIN INC NEWCOM0144911041,23229,521SH SOLE 17,02100
ALEXANDRIA REAL ESTATE EQ INCOM0152711092,02331,800SH SOLE 31,80000
ALEXION PHARMACEUTICALS INCCOM0153511096,99652,580SH SOLE 52,58000
ALIGN TECHNOLOGY INCCOM0162551011,62328,405SH SOLE 21,70500
ALLEGHANY CORP DELCOM017175100250626SH SOLE 62600
ALLEGHENY TECHNOLOGIES INCCOM01741R10264118,000SH SOLE 18,00000
ALLEGIANT TRAVEL COCOM01748X1021,59315,105SH SOLE 10,40500
ALLEGION PUB LTD COORD SHSG0176J10938,825878,597SH SOLE 865,53100
ALLERGAN INCCOM01849010214,558131,063SH SOLE 123,46300
ALLIANCE CALIF MUN INCOME FDCOM01854610123219,144SH SOLE 19,14400
ALLIANCE DATA SYSTEMS CORPCOM0185811083,44513,103SH SOLE 13,10300
ALLIANCE DATA SYSTEMS CORPNOTE 4.750% 5/1018581AC235,8646,500,000PRN SOLE 000
ALLIANCE FIBER OPTIC PRODS ICOM NEW01868030669946,426SH SOLE 30,22600
ALLIANCE HEALTHCARE SRVCS INCOM PAR $0.0101860630140916,517SH SOLE 11,51700
ALLIANCE ONE INTL INCCOM0187721033712,239SH SOLE 12,23900
ALLIANCE ONE INTL INCNOTE 5.500% 7/1018772AQ62,8802,822,000PRN SOLE 000
ALLIANCEBERNSTEIN NATL MUNICOM01864U10613010,384SH SOLE 10,38400
ALLIANT ENERGY CORPCOM01880210814,396278,983SH SOLE 278,98300
ALLIANT TECHSYSTEMS INCCOM01880410448,000394,474SH SOLE 394,47400
ALLIED WRLD ASSUR COM HLDG ASHSH0153110422,656200,831SH SOLE 200,83100
ALLISON TRANSMISSION HLDGS ICOM01973R1015,850211,870SH SOLE 211,87000
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1082,379153,881SH SOLE 153,88100
ALLSTATE CORPCOM02000210171,2511,306,397SH SOLE 1,223,89700
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071,50623,405SH SOLE 22,00500
ALPHA NATURAL RESOURCES INCCOM02076X10232,2154,511,944SH SOLE 4,072,94400
ALPHA NATURAL RESOURCES INCNOTE 3.750%12/102076XAE28,9608,600,000PRN SOLE 000
ALPHA NATURAL RESOURCES INCNOTE 4.875%12/102076XAF93,2443,000,000PRN SOLE 000
ALPINE GLOBAL PREMIER PPTYSCOM SBI02083A1038211,386SH SOLE 11,38600
ALTERA CORPCOM0214411003,24299,649SH SOLE 99,64900
ALTISOURCE RESIDENTIAL CORPCL B02153W1003,448114,500SH SOLE 44,40000
ALTRA INDL MOTION CORPCOM02208R1062,73379,869SH SOLE 20,96900
ALTRIA GROUP INCCOM02209S10361,6391,605,599SH SOLE 1,453,19900
ALUMINUM CORP CHINA LTDSPON ADR H SHS02227610923827,300SH SOLE 27,30000
AMAG PHARMACEUTICALS INCCOM00163U1061,51762,500SH SOLE 10,80000
AMAZON COM INCCOM023135106144,781363,050SH SOLE 353,55000
AMBAC FINL GROUP INCCOM NEW0231398843,188129,800SH SOLE 24,60000
AMBARELLA INCSHSG037AX1012,53274,622SH SOLE 14,02200
AMBEV SASPONSORED ADR02319V10316,2922,216,665SH SOLE 2,082,36500
AMC NETWORKS INCCL A00164V1031,41420,762SH SOLE 20,76200
AMDOCS LTDORDG0260210321,152512,889SH SOLE 512,88900
AMEDISYS INCCOM0234361081,39195,076SH SOLE 11,77600
AMERCOCOM0235861002,2319,382SH SOLE 8,78200
AMEREN CORPCOM02360810215,943440,910SH SOLE 440,91000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10580,6253,449,932SH SOLE 3,137,43200
AMERICAN AIRLS GROUP INCCOM02376R1022,52099,804SH SOLE 63,10400
AMERICAN ASSETS TR INCCOM0240131041,07834,300SH SOLE 31,00000
AMERICAN AXLE & MFG HLDGS INCOM0240611031,07652,632SH SOLE 34,93200
AMERICAN CAMPUS CMNTYS INCCOM02483510081825,381SH SOLE 25,38100
AMERICAN CAP LTDCOM02503Y10354,2813,470,663SH SOLE 3,470,66300
AMERICAN CAPITAL AGENCY CORPCOM02503X1051,83695,200SH SOLE 63,80000
AMERICAN EAGLE OUTFITTERS NECOM02553E10634,3712,386,864SH SOLE 2,386,86400
AMERICAN ELEC PWR INCCOM02553710154,1241,157,980SH SOLE 1,071,58000
AMERICAN EQTY INVT LIFE HLDCOM0256762061,94573,715SH SOLE 57,01500
AMERICAN EXPRESS COCOM0258161097,69484,797SH SOLE 84,79700
AMERICAN FINL GROUP INC OHIOCOM02593210442,019727,974SH SOLE 727,97400
AMERICAN INTL GROUP INCCOM NEW02687478489,3101,749,471SH SOLE 1,684,97100
AMERICAN PAC CORPCOM02874010861716,548SH SOLE 12,14800
AMERICAN PUBLIC EDUCATION INCOM02913V10390720,866SH SOLE 10,46600
AMERICAN RAILCAR INDS INCCOM02916P10365314,282SH SOLE 10,88200
AMERICAN RLTY CAP PPTYS INCCOM02917T1042,374184,600SH SOLE 115,50000
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA231,19431,175,000PRN SOLE 000
AMERICAN SCIENCE & ENGR INCCOM0294291073,58149,800SH SOLE 19,10000
AMERICAN STS WTR COCOM0298991017,639265,900SH SOLE 132,60000
AMERICAN TOWER CORP NEWCOM03027X10030,077376,808SH SOLE 352,60800
AMERICAN VANGUARD CORPCOM03037110829212,023SH SOLE 7,12300
AMERICAN WOODMARK CORPCOM0305061092,09452,970SH SOLE 11,67000
AMERICAN WTR WKS CO INC NEWCOM0304201037,449176,273SH SOLE 176,27300
AMERICAS CAR MART INCCOM03062T1052185,161SH SOLE 3,16100
AMERIGAS PARTNERS L PUNIT L P INT0309751062966,652SH SOLE 6,65200
AMERIPRISE FINL INCCOM03076C10664,865563,802SH SOLE 550,90200
AMERIS BANCORPCOM03076K10821310,089SH SOLE 7,26700
AMERISAFE INCCOM03071H1001,06125,115SH SOLE 13,31500
AMERISOURCEBERGEN CORPCOM03073E105110,1241,566,268SH SOLE 1,495,66800
AMETEK INC NEWCOM0311001003636,900SH SOLE 6,90000
AMGEN INCCOM031162100168,9421,479,872SH SOLE 1,399,27200
AMKOR TECHNOLOGY INCCOM03165210039063,622SH SOLE 63,62200
AMN HEALTHCARE SERVICES INCCOM0017441012,587175,978SH SOLE 67,97800
AMPHENOL CORP NEWCL A0320951012,26525,400SH SOLE 25,40000
AMSURG CORPCOM03232P40592120,051SH SOLE 18,85100
AMTRUST FINL SVCS INCCOM0323593091,23637,806SH SOLE 37,80600
ANACOR PHARMACEUTICALS INCCOM03242010182449,130SH SOLE 32,13000
ANADARKO PETE CORPCOM03251110781,8511,031,905SH SOLE 996,60500
ANADIGICS INCCOM0325151084424,000SH SOLE 16,00000
ANALOG DEVICES INCCOM0326541059,186180,360SH SOLE 180,36000
ANALOGIC CORPCOM PAR $0.050326572072,22825,162SH SOLE 6,66200
ANAREN INCCOM0327441043,055109,142SH SOLE 109,14200
ANDERSONS INCCOM03416410314,163158,830SH SOLE 84,21000
ANGIES LIST INCCOM03475410159739,432SH SOLE 30,53200
ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820615313,044SH SOLE 13,04400
ANIKA THERAPEUTICS INCCOM0352551083569,323SH SOLE 6,42300
ANIXTER INTL INCCOM0352901055,63662,734SH SOLE 59,13400
ANN INCCOM0356231073,853105,392SH SOLE 99,89200
ANNALY CAP MGMT INCCOM0357104096,560657,945SH SOLE 581,04500
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB816,03315,825,000PRN SOLE 000
ANSYS INCCOM03662Q1052,74731,500SH SOLE 31,50000
ANTARES PHARMA INCCOM03664210641993,631SH SOLE 62,93100
ANWORTH MORTGAGE ASSET CPCOM0373471017311,242SH SOLE 11,24200
AOL INCCOM00184X1055,070108,755SH SOLE 108,75500
APACHE CORPCOM0374111056,68077,723SH SOLE 77,72300
APARTMENT INVT & MGMT COCL A03748R1012,803108,200SH SOLE 108,20000
APOGEE ENTERPRISES INCCOM0375981092,99383,337SH SOLE 35,03700
APOLLO ED GROUP INCCL A03760410527,3681,001,766SH SOLE 1,001,76600
APOLLO INVT CORPCOM03761U1061,116131,557SH SOLE 71,24700
APPLE INCCOM037833100239,178426,259SH SOLE 390,45900
APPLIED INDL TECHNOLOGIES INCOM03820C1053,58873,087SH SOLE 73,08700
APPLIED MATLS INCCOM03822210522,3531,263,607SH SOLE 1,263,60700
APPLIED MICRO CIRCUITS CORPCOM NEW03822W4061,828136,618SH SOLE 98,21800
AQUASITION CORPCOMY0192H10310,128990,000SH SOLE 990,00000
ARC DOCUMENT SOLUTIONS INCCOM00191G10314918,127SH SOLE 12,92700
ARCELORMITTAL SA LUXEMBOURGNOTE 5.000% 5/103938LAK09,8299,690,000PRN SOLE 000
ARCH CAP GROUP LTDORDG0450A1053,92965,822SH SOLE 65,82200
ARCH COAL INCCOM03938010044299,300SH SOLE 99,30000
ARCHER DANIELS MIDLAND COCOM039483102205,4904,734,785SH SOLE 4,423,48500
ARCTIC CAT INCCOM0396701044,61180,931SH SOLE 33,43100
ARENA PHARMACEUTICALS INCCOM040047102723123,661SH SOLE 123,66100
ARES CAP CORPCOM04010L10311,806664,393SH SOLE 664,39300
ARGO GROUP INTL HLDGS LTDCOMG0464B10712,610271,246SH SOLE 115,32200
ARIAD PHARMACEUTICALS INCCOM04033A10010,1831,493,118SH SOLE 1,493,11800
ARK RESTAURANTS CORPCOM0407121014,593207,348SH SOLE 207,34800
ARKANSAS BEST CORP DELCOM0407901077,136211,872SH SOLE 132,77200
ARLINGTON ASSET INVT CORPCL A NEW0413562055,758218,205SH SOLE 97,80500
ARMOUR RESIDENTIAL REIT INCCOM042315101642160,100SH SOLE 107,00000
ARMSTRONG WORLD INDS INC NEWCOM04247X1026,126106,342SH SOLE 106,34200
ARRAY BIOPHARMA INCCOM04269X105771153,918SH SOLE 24,31800
ARRIS GROUP INC NEWCOM04270V10610,355425,005SH SOLE 425,00500
ARROW ELECTRS INCCOM04273510028,659528,269SH SOLE 528,26900
ARROWHEAD RESH CORPCOM NEW04279720944741,192SH SOLE 27,09200
ARTHROCARE CORPCOM0431361005,199129,200SH SOLE 61,30000
ARUBA NETWORKS INCCOM04317610656631,636SH SOLE 8,03600
ASBURY AUTOMOTIVE GROUP INCCOM0434361041,89235,208SH SOLE 27,10800
ASCENA RETAIL GROUP INCCOM04351G1011,96392,774SH SOLE 92,77400
ASCENT CAP GROUP INCCOM SER A0436321084835,651SH SOLE 3,15100
ASHFORD HOSPITALITY PRIME INCOM0441021016,628364,201SH SOLE 350,58100
ASHFORD HOSPITALITY TR INCCOM SHS04410310919,5632,362,697SH SOLE 2,170,09700
ASHLAND INC NEWCOM0442091044,73148,754SH SOLE 48,75400
ASPEN INSURANCE HOLDINGS LTDSHSG053841053,02373,187SH SOLE 73,18700
ASPEN TECHNOLOGY INCCOM0453271032,70464,681SH SOLE 18,08100
ASSOCIATED BANC CORPCOM04548710512,893740,957SH SOLE 740,95700
ASSOCIATED BANC CORP*W EXP 11/21/2010454871135923,450SH SOLE 23,45000
ASSOCIATED ESTATES RLTY CORPCOM0456041052,317144,355SH SOLE 97,95500
ASSURANT INCCOM04621X108123,6951,863,713SH SOLE 1,802,31300
ASSURED GUARANTY LTDCOMG0585R1063,071130,168SH SOLE 130,16800
ASTEC INDS INCCOM0462241013017,803SH SOLE 7,80300
ASTORIA FINL CORPCOM04626510432923,818SH SOLE 23,81800
ASTRONICS CORPCOM0464331082,85255,915SH SOLE 19,81500
AT&T INCCOM00206R102128,8893,665,798SH SOLE 3,270,49800
ATHENAHEALTH INCCOM04685W1039717,217SH SOLE 7,21700
ATLANTIC PWR CORPCOM NEW04878Q86330186,600SH SOLE 55,20000
ATLANTICUS HLDGS CORPCOM04914Y102680191,430SH SOLE 191,43000
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642051,37533,413SH SOLE 33,41300
ATLAS ENERGY LPCOM UNITS LP04930A1041,48231,631SH SOLE 31,63100
ATMEL CORPCOM04951310413,7741,759,166SH SOLE 1,759,16600
ATMI INCCOM00207R1011,98065,552SH SOLE 32,65200
ATMOS ENERGY CORPCOM0495601054,844106,639SH SOLE 106,63900
ATWOOD OCEANICS INCCOM0500951082,79252,289SH SOLE 52,28900
AUDIENCE INCCOM05070J10230225,938SH SOLE 6,03800
AUTHENTIDATE HLDG CORPCOM NEW0526662031,047781,106SH SOLE 781,10600
AUTOBYTEL INCCOM NEW05275N20532021,176SH SOLE 14,37600
AUTODESK INCCOM0527691069,241183,616SH SOLE 183,61600
AUTOLIV INCCOM05280010932,904358,434SH SOLE 358,43400
AUTOMATIC DATA PROCESSING INCOM0530151039,887122,346SH SOLE 122,34600
AUTONATION INCCOM05329W1022,37947,874SH SOLE 47,87400
AUTOZONE INCCOM05333210217,38436,372SH SOLE 36,37200
AV HOMES INCNOTE 7.500% 2/100234PAB88,7497,430,000PRN SOLE 000
AVAGO TECHNOLOGIES LTDSHSY0486S10417,470330,300SH SOLE 330,30000
AVALONBAY CMNTYS INCCOM05348410115,448130,657SH SOLE 121,85700
AVANIR PHARMACEUTICALS INCCL A NEW05348P401464138,200SH SOLE 48,80000
AVATAR HLDGS INCNOTE 7.500% 2/1053494AG52,3852,245,000PRN SOLE 000
AVEO PHARMACEUTICALS INCCOM05358810917595,200SH SOLE 000
AVERY DENNISON CORPCOM05361110974,4291,482,943SH SOLE 1,342,34300
AVG TECHNOLOGIES N VSHSN078311053,585208,300SH SOLE 28,89200
AVIS BUDGET GROUPCOM0537741052,98373,805SH SOLE 73,80500
AVIS BUDGET GROUPNOTE 3.500%10/0053774AB165,56726,025,000PRN SOLE 000
AVISTA CORPCOM05379B1071,65658,728SH SOLE 43,62800
AVNET INCCOM05380710356,1571,273,118SH SOLE 1,206,21800
AVX CORP NEWCOM00244410721515,400SH SOLE 15,40000
AXCELIS TECHNOLOGIES INCCOM054540109611250,309SH SOLE 173,50900
AXIALL CORPCOM05463D10010,771227,052SH SOLE 227,05200
AXIS CAPITAL HOLDINGS LTDSHSG0692U10967,5251,419,478SH SOLE 1,228,07800
AZZ INCCOM0024741043437,016SH SOLE 6,01600
B/E AEROSPACE INCCOM0733021014,77954,914SH SOLE 54,91400
BABCOCK & WILCOX CO NEWCOM05615F1021,65848,500SH SOLE 48,50000
BADGER METER INCCOM0565251082564,700SH SOLE 3,30000
BAKER HUGHES INCCOM0572241078,858160,300SH SOLE 160,30000
BALCHEM CORPCOM0576652004868,282SH SOLE 5,38200
BALL CORPCOM0584981065,734111,000SH SOLE 111,00000
BALLY TECHNOLOGIES INCCOM05874B1071,31316,737SH SOLE 16,73700
BANCO BRADESCO S ASP ADR PFD NEW05946030329,9632,391,288SH SOLE 2,280,66800
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10910,115429,153SH SOLE 426,68900
BANCORP INC DELCOM05969A10538321,400SH SOLE 16,00000
BANCORPSOUTH INCCOM0596921031,14144,900SH SOLE 27,70000
BANK HAWAII CORPCOM0625401095,998101,416SH SOLE 101,41600
BANK MONTREAL QUECOM0636711012,59338,900SH SOLE 38,90000
BANK MUTUAL CORP NEWCOM06375010318915,931SH SOLE 15,93100
BANK NEW YORK MELLON CORPCOM0640581008,240235,840SH SOLE 235,84000
BANK OF AMERICA CORPORATIONCOM06050510456,8773,653,016SH SOLE 3,237,91600
BANK OF THE OZARKS INCCOM0639041061,55127,413SH SOLE 20,61300
BANKRATE INC DELCOM06647F10283646,601SH SOLE 31,10100
BANKUNITED INCCOM06652K1032,13764,900SH SOLE 64,90000
BANNER CORPCOM NEW06652V2085,579124,484SH SOLE 66,88400
BARD C R INCCOM0673831095,06337,804SH SOLE 37,80400
BARNES & NOBLE INCCOM06777410966244,287SH SOLE 44,28700
BARNES GROUP INCCOM06780610943411,324SH SOLE 7,72400
BARRETT BUSINESS SERVICES INCOM0684631084,89252,747SH SOLE 12,88700
BARRICK GOLD CORPCOM06790110873241,500SH SOLE 41,50000
BARRY R G CORP OHIOCOM0687981076,279325,316SH SOLE 325,31600
BAXTER INTL INCCOM07181310911,886170,899SH SOLE 147,39900
BB&T CORPCOM0549371074,919131,807SH SOLE 131,80700
BBCN BANCORP INCCOM07329510748929,498SH SOLE 23,39800
BCE INCCOM NEW05534B76060614,005SH SOLE 14,00500
BEAM INCCOM0737301031,88027,629SH SOLE 27,62900
BEAZER HOMES USA INCUNIT 99/99/999907556Q70999026,600SH SOLE 26,60000
BEBE STORES INCCOM07557110913826,008SH SOLE 11,60800
BECTON DICKINSON & COCOM07588710918,510167,527SH SOLE 160,82700
BED BATH & BEYOND INCCOM07589610013,315165,814SH SOLE 165,81400
BEMIS INCCOM0814371052,78968,100SH SOLE 68,10000
BENCHMARK ELECTRS INCCOM08160H1015,363232,359SH SOLE 124,15900
BERKLEY W R CORPCOM0844231022,36154,402SH SOLE 54,40200
BERKSHIRE HATHAWAY INC DELCL B NEW084670702112,246946,745SH SOLE 886,84500
BERKSHIRE HILLS BANCORP INCCOM0846801072107,700SH SOLE 5,00000
BEST BUY INCCOM086516101139,2473,491,659SH SOLE 3,352,15900
BGC PARTNERS INCCL A05541T1011,227202,515SH SOLE 100,51500
BIG 5 SPORTING GOODS CORPCOM08915P1014,852244,783SH SOLE 45,21800
BIG LOTS INCCOM08930210317,041527,738SH SOLE 527,73800
BIGLARI HLDGS INCCOM08986R1014,6919,260SH SOLE 3,53000
BIOCRYST PHARMACEUTICALSCOM09058V10372495,262SH SOLE 75,46200
BIOGEN IDEC INCCOM09062X103167,185597,624SH SOLE 570,52400
BIOLASE INCCOM09091110812042,235SH SOLE 30,22200
BIOMARIN PHARMACEUTICAL INCCOM09061G1015,63480,171SH SOLE 80,17100
BIOMED REALTY TRUST INCCOM09063H1073,188175,934SH SOLE 175,93400
BIOSCRIP INCCOM09069N10814820,057SH SOLE 75700
BIOTELEMETRY INCCOM09067210652766,371SH SOLE 42,47100
BLACK BOX CORP DELCOM09182610738612,960SH SOLE 12,96000
BLACK HILLS CORPCOM0921131092,32544,278SH SOLE 30,27800
BLACKBAUD INCCOM09227Q10058315,486SH SOLE 7,88600
BLACKHAWK NETWORK HLDGS INCCL A09238E10468527,100SH SOLE 1,50000
BLACKROCK BUILD AMER BD TRSHS09248X1001,76892,336SH SOLE 92,33600
BLACKROCK CORE BD TRSHS BEN INT09249E1012,954229,379SH SOLE 229,37900
BLACKROCK CORPOR HI YLD FD VCOM09255P10751041,897SH SOLE 41,89700
BLACKROCK CR ALLCTN INC TRCOM0925081009,995765,308SH SOLE 765,30800
BLACKROCK ECOSOLUTIONS INVTCOM SH0925461009512,111SH SOLE 12,11100
BLACKROCK ENERGY & RES TRCOM09250U1012,20290,622SH SOLE 90,62200
BLACKROCK ENH CAP & INC FD ICOM09256A1094,020294,081SH SOLE 294,08100
BLACKROCK ENHANCED EQT DIV TCOM09251A1048,4441,063,533SH SOLE 1,063,53300
BLACKROCK GLOBAL OPP EQTY TRCOM0925011059,477633,503SH SOLE 633,50300
BLACKROCK INCCOM09247X10136,532115,436SH SOLE 115,43600
BLACKROCK INCOME OPP TRUST ICOM0924751022,861294,966SH SOLE 294,96600
BLACKROCK INTL GRWTH & INC TCOM BENE INTER0925241076,364782,836SH SOLE 782,83600
BLACKROCK KELSO CAPITAL CORPCOM0925331084,448476,700SH SOLE 220,40000
BLACKROCK MUNI INCOME INV QLCOM09250G10231224,226SH SOLE 24,22600
BLACKROCK MUNI INTER DR FD ICOM09253X10229721,342SH SOLE 21,34200
BLACKROCK MUNIASSETS FD INCCOM09254J10237732,666SH SOLE 32,66600
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X10124818,903SH SOLE 18,90300
BLACKROCK MUNIHLDNGS CALI QLCOM09254L10751338,842SH SOLE 38,84200
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10843534,751SH SOLE 34,75100
BLACKROCK MUNIHOLDNGS QLTY ICOM09254A10139633,354SH SOLE 33,35400
BLACKROCK MUNIY QUALITY FD ICOM09254G10812210,473SH SOLE 10,47300
BLACKROCK MUNIYIELD CALI QLTCOM09254N10334825,526SH SOLE 25,52600
BLACKROCK MUNIYIELD N J FD ICOM09254Y10914010,247SH SOLE 10,24700
BLACKROCK MUNIYIELD PA QLTYCOM09255G10724318,991SH SOLE 18,99100
BLACKROCK MUNIYIELD QLTY FDCOM09254E10330724,254SH SOLE 24,25400
BLACKROCK MUNIYLD INVST QLTYCOM09254T10023319,012SH SOLE 19,01200
BLACKROCK MUNIYLD MICH QLTYCOM09254V10561749,538SH SOLE 49,53800
BLACKROCK MUNIYLD MICH QLTYCOM09254W10338633,596SH SOLE 33,59600
BLACKROCK REAL ASSET EQUITYCOM09254B1091,091125,240SH SOLE 125,24000
BLACKROCK RES & COMM STRAT TSHS09257A1084,139357,085SH SOLE 357,08500
BLOCK H & R INCCOM09367110555,9071,925,177SH SOLE 1,788,97700
BLUCORA INCCOM0952291004,715161,677SH SOLE 43,57700
BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710425610,012SH SOLE 10,01200
BOB EVANS FARMS INCCOM0967611012,79555,248SH SOLE 52,84800
BOEING COCOM097023105114,765840,833SH SOLE 821,93300
BOFI HLDG INCCOM05566U1081,46218,637SH SOLE 12,73700
BOK FINL CORPCOM NEW05561Q20194214,200SH SOLE 14,20000
BONANZA CREEK ENERGY INCCOM0977931031,75340,323SH SOLE 23,12300
BOOZ ALLEN HAMILTON HLDG CORCL A09950210632817,106SH SOLE 17,10600
BORGWARNER INCCOM0997241064,32777,388SH SOLE 77,38800
BOSTON BEER INCCL A1005571071,6066,643SH SOLE 5,64300
BOSTON PRIVATE FINL HLDGS INCOM10111910576660,725SH SOLE 49,02500
BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/201101119113698117,799SH SOLE 117,79900
BOSTON PROPERTIES INCCOM10112110116,287162,274SH SOLE 151,77400
BOSTON SCIENTIFIC CORPCOM101137107144,97612,061,211SH SOLE 11,136,41100
BOULDER BRANDS INCCOM10140510829918,862SH SOLE 12,76200
BOYD GAMING CORPCOM1033041011,244110,467SH SOLE 72,56700
BRANDYWINE RLTY TRSH BEN INT NEW10536820342630,200SH SOLE 30,20000
BRASKEM S ASP ADR PFD A10553210543224,200SH SOLE 24,20000
BRAVO BRIO RESTAURANT GROUPCOM10567B1092,559157,300SH SOLE 43,30000
BRE PROPERTIES INCCL A05564E1061,41225,800SH SOLE 25,80000
BRF SASPONSORED ADR10552T1072,360113,100SH SOLE 113,10000
BRIDGEPOINT ED INCCOM10807M10537020,888SH SOLE 14,23800
BRIGHTCOVE INCCOM10921T10136225,600SH SOLE 9,70000
BRINKER INTL INCCOM10964110019,587422,672SH SOLE 422,67200
BRINKS COCOM1096961041,61747,368SH SOLE 45,86800
BRISTOL MYERS SQUIBB COCOM11012210825,725484,015SH SOLE 484,01500
BRISTOW GROUP INCCOM11039410313,427178,883SH SOLE 136,18300
BRISTOW GROUP INCNOTE 3.000% 6/1110394AC7616500,000PRN SOLE 000
BROADCOM CORPCL A11132010736,7231,238,555SH SOLE 1,054,75500
BROADRIDGE FINL SOLUTIONS INCOM11133T10318,655472,027SH SOLE 472,02700
BROADSOFT INCCOM11133B4092167,900SH SOLE 5,70000
BROADWIND ENERGY INCCOM NEW11161T20731533,375SH SOLE 22,47500
BROCADE COMMUNICATIONS SYS ICOM NEW111621306117,30913,225,407SH SOLE 13,225,40700
BROOKDALE SR LIVING INCCOM11246310453819,800SH SOLE 19,80000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510420,209520,457SH SOLE 520,45700
BROOKS AUTOMATION INCCOM1143401023,012287,116SH SOLE 149,41600
BROWN & BROWN INCCOM1152361017,104226,300SH SOLE 226,30000
BROWN FORMAN CORPCL B11563720910,718141,831SH SOLE 141,83100
BROWN SHOE INC NEWCOM11573610010,427370,542SH SOLE 180,74200
BRUKER CORPCOM11679410855428,000SH SOLE 28,00000
BRUNSWICK CORPCOM1170431092,87162,325SH SOLE 57,22500
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301013855,416SH SOLE 5,41600
BUCKLE INCCOM1184401063,56267,768SH SOLE 67,76800
BUFFALO WILD WINGS INCCOM1198481094953,366SH SOLE 2,36600
BUILDERS FIRSTSOURCE INCCOM12008R10745964,259SH SOLE 39,15900
BUNGE LIMITEDCOMG1696210543,893534,565SH SOLE 460,66500
C D I CORPCOM12507110047020,943SH SOLE 20,94300
C H ROBINSON WORLDWIDE INCCOM NEW12541W2092,61944,900SH SOLE 44,90000
CA INCCOM12673P10576,2002,264,498SH SOLE 2,177,19800
CABELAS INCCOM12680430175311,302SH SOLE 11,30200
CABLEVISION SYS CORPCL A NY CABLVS12686C10940222,400SH SOLE 22,40000
CABOT CORPCOM1270551013,67871,552SH SOLE 71,55200
CABOT MICROELECTRONICS CORPCOM12709P10376316,700SH SOLE 5,20000
CABOT OIL & GAS CORPCOM12709710370,7071,824,220SH SOLE 1,779,42000
CACI INTL INCCL A1271903049,483129,512SH SOLE 129,51200
CADENCE DESIGN SYSTEM INCCOM1273871081,12380,098SH SOLE 80,09800
CADENCE PHARMACEUTICALS INCCOM12738T1001,778196,425SH SOLE 54,00200
CAESARS ENTMT CORPCOM12768610367131,173SH SOLE 25,27300
CAL MAINE FOODS INCCOM NEW1280302023195,301SH SOLE 5,30100
CALAMOS CONV & HIGH INCOME FCOM SHS12811P1081,21493,882SH SOLE 93,88200
CALAMP CORPCOM1281261093,004107,408SH SOLE 42,20800
CALIFORNIA WTR SVC GROUPCOM1307881022,450106,200SH SOLE 51,10000
CALIX INCCOM13100M5095,403560,445SH SOLE 204,74500
CALLAWAY GOLF COCOM13119310411413,558SH SOLE 13,55800
CALLIDUS SOFTWARE INCCOM13123E50041830,414SH SOLE 17,91400
CALPINE CORPCOM NEW1313473042,461126,125SH SOLE 126,12500
CAMBREX CORPCOM1320111072,763154,975SH SOLE 46,47500
CAMCO FINL CORPCOM1326181095,289791,805SH SOLE 791,80500
CAMDEN PPTY TRSH BEN INT1331311023,32258,400SH SOLE 58,40000
CAMECO CORPCOM13321L10828213,600SH SOLE 13,60000
CAMERON INTERNATIONAL CORPCOM13342B1052,91348,933SH SOLE 48,93300
CAMPBELL SOUP COCOM1344291092,99569,200SH SOLE 69,20000
CAMPUS CREST CMNTYS INCCOM13466Y10556359,800SH SOLE 10,10000
CANADIAN NAT RES LTDCOM1363851011,31038,700SH SOLE 38,70000
CANADIAN NATL RY COCOM1363751022,77848,726SH SOLE 48,72600
CANADIAN PAC RY LTDCOM13645T1002,75418,200SH SOLE 18,20000
CANTEL MEDICAL CORPCOM1380981082,17364,093SH SOLE 23,14300
CAPELLA EDUCATION COMPANYCOM1395941056,26994,363SH SOLE 38,36300
CAPITAL BK FINL CORPCL A COM1397941013,913172,000SH SOLE 95,26700
CAPITAL ONE FINL CORPCOM14040H1059,924129,542SH SOLE 129,54200
CAPITAL SR LIVING CORPCOM14047510456723,632SH SOLE 16,93200
CAPITALSOURCE INCCOM14055X10231,6262,200,814SH SOLE 2,200,81400
CAPITOL ACQUISITION CORP IICOM14056V10517,2851,782,000SH SOLE 1,782,00000
CAPITOL ACQUISITION CORP II*W EXP 05/15/20114056V113535891,000SH SOLE 891,00000
CAPITOL FED FINL INCCOM14057J10142435,000SH SOLE 35,00000
CARBO CERAMICS INCCOM1407811052,16218,557SH SOLE 18,55700
CARBONITE INCCOM14133710515513,100SH SOLE 8,70000
CARDINAL FINL CORPCOM14149F1092,407133,700SH SOLE 64,16400
CARDINAL HEALTH INCCOM14149Y10875,7151,133,294SH SOLE 1,103,39400
CARDIOVASCULAR SYS INC DELCOM1416191062,22965,011SH SOLE 19,71100
CARDTRONICS INCCOM14161H10870616,238SH SOLE 12,13800
CAREER EDUCATION CORPCOM14166510921,9283,846,937SH SOLE 3,107,48500
CAREFUSION CORPCOM14170T10186,7822,179,354SH SOLE 2,004,15400
CARLISLE COS INCCOM1423391009,106114,689SH SOLE 114,68900
CARMAX INCCOM1431301023,00063,800SH SOLE 63,80000
CARMIKE CINEMAS INCCOM1434364002,15477,369SH SOLE 28,56900
CARPENTER TECHNOLOGY CORPCOM1442851031,42722,946SH SOLE 22,94600
CARRIAGE SVCS INCCOM1439051071,51777,652SH SOLE 22,65200
CARRIZO OIL & GAS INCCOM1445771031,87041,770SH SOLE 28,27000
CARTER INCCOM14622910911,479159,891SH SOLE 159,89100
CASEYS GEN STORES INCCOM1475281031,05715,049SH SOLE 10,24900
CASTLE A M & COCOM1484111012,066139,860SH SOLE 66,36000
CATALYST PHARM PARTNERS INCCOM14888U101292149,682SH SOLE 133,08200
CATAMARAN CORPCOM14888710211,583243,948SH SOLE 243,94800
CATERPILLAR INC DELCOM1491231017728,500SH SOLE 8,50000
CATHAY GENERAL BANCORPCOM14915010472527,137SH SOLE 27,13700
CATO CORP NEWCL A1492051065,312167,039SH SOLE 68,24000
CBIZ INCCOM12480510212914,100SH SOLE 10,40000
CBL & ASSOC PPTYS INCCOM1248301001,50183,600SH SOLE 83,60000
CBOE HLDGS INCCOM12503M1086,044116,323SH SOLE 116,32300
CBRE CLARION GLOBAL REAL ESTCOM12504G1001,286162,421SH SOLE 162,42100
CBS CORP NEWCL B12485720263,020988,703SH SOLE 949,90300
CDN IMPERIAL BK OF COMMERCECOM13606910188810,400SH SOLE 10,40000
CEC ENTMT INCCOM12513710979417,929SH SOLE 8,72900
CEDAR REALTY TRUST INCCOM NEW1506022091,962313,436SH SOLE 144,73600
CELANESE CORP DELCOM SER A1508701035,842105,624SH SOLE 105,62400
CELGENE CORPCOM151020104232,2541,374,609SH SOLE 1,297,30900
CELLDEX THERAPEUTICS INC NEWCOM15117B1032,504103,444SH SOLE 56,74400
CELSION CORPORATIONCOM PAR $0.0115117N4047318,775SH SOLE 14,79800
CEMEX SAB DE CVSPON ADR NEW15129088915,8051,336,005SH SOLE 1,196,30500
CEMEX SAB DE CVNOTE 4.875% 3/1151290AV51,8701,575,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.250% 3/1151290BB866,89150,675,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC69,8857,275,000PRN SOLE 000
CEMPRA INCCOM15130J10917313,959SH SOLE 9,65900
CENOVUS ENERGY INCCOM15135U10964722,600SH SOLE 22,60000
CENTENE CORP DELCOM15135B10196516,370SH SOLE 10,57000
CENTERPOINT ENERGY INCCOM15189T10710,051433,621SH SOLE 433,62100
CENTRAL PAC FINL CORPCOM NEW15476040917725,664SH SOLE 25,66400
CENTRAL SECS CORPCOM1551231022,311106,421SH SOLE 106,42100
CENTURY ALUM COCOM1564311083,935376,199SH SOLE 194,58400
CENTURY CASINOS INCCOM15649210011722,389SH SOLE 15,38900
CENTURYLINK INCCOM1567001062879,000SH SOLE 9,00000
CENVEO CORPNOTE 7.000% 5/115671BAJ01,035925,000PRN SOLE 000
CEPHEIDCOM15670R10752611,265SH SOLE 11,26500
CERNER CORPCOM1567821043,32859,710SH SOLE 59,71000
CERUS CORPCOM15708510135555,101SH SOLE 36,30100
CEVA INCCOM15721010543428,500SH SOLE 7,60000
CF INDS HLDGS INCCOM12526910094,994407,629SH SOLE 380,32900
CHARLES RIV LABS INTL INCCOM15986410715,245287,431SH SOLE 287,43100
CHART ACQUISITION CORPCOM16115110514,7911,477,575SH SOLE 1,477,57500
CHART ACQUISITION CORP*W EXP 12/19/2011611511131,1081,477,575SH SOLE 1,477,57500
CHART INDS INCCOM PAR $0.0116115Q3083,88140,575SH SOLE 40,57500
CHART INDS INCNOTE 2.000% 8/016115QAC420,45213,200,000PRN SOLE 000
CHATHAM LODGING TRCOM16208T10211,279551,535SH SOLE 454,43500
CHECKPOINT SYS INCCOM1628251032,184138,464SH SOLE 89,26400
CHEESECAKE FACTORY INCCOM1630721017,715159,829SH SOLE 159,82900
CHELSEA THERAPEUTICS INTL LTCOM163428105507114,411SH SOLE 83,41100
CHEMED CORP NEWCOM16359R1037519,800SH SOLE 9,80000
CHEMTURA CORPCOM NEW1638932091,55255,573SH SOLE 25,87300
CHENIERE ENERGY INCCOM NEW16411R2082,32053,798SH SOLE 53,79800
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10150017,460SH SOLE 17,46000
CHESAPEAKE ENERGY CORPCOM1651671073,381124,574SH SOLE 124,57400
CHESAPEAKE LODGING TRSH BEN INT1652401027,046278,600SH SOLE 110,70000
CHESAPEAKE UTILS CORPCOM16530310865310,872SH SOLE 7,47200
CHEVRON CORP NEWCOM166764100200,8431,607,905SH SOLE 1,515,80500
CHICOS FAS INCCOM16861510218,233967,786SH SOLE 967,78600
CHILDRENS PL RETAIL STORES ICOM1689051078,464148,570SH SOLE 145,37000
CHIMERIX INCCOM16934W1061,46496,864SH SOLE 96,86400
CHINA GENGSHENG MINERALS INCCOM16942P101840,774SH SOLE 40,77400
CHINA MOBILE LIMITEDSPONSORED ADR16941M10912,285234,932SH SOLE 212,93200
CHINA PETE & CHEM CORPSPON ADR H SHS16941R1085,63268,545SH SOLE 68,54500
CHIPOTLE MEXICAN GRILL INCCOM16965610510,70920,101SH SOLE 20,10100
CHIQUITA BRANDS INTL INCCOM1700328099,107778,396SH SOLE 376,06900
CHRISTOPHER & BANKS CORPCOM17104610558868,907SH SOLE 50,50700
CHUBB CORPCOM17123210123,432242,492SH SOLE 225,79200
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5023,03498,013SH SOLE 98,01300
CHURCH & DWIGHT INCCOM17134010223,241350,656SH SOLE 350,65600
CHURCHILL DOWNS INCCOM1714841085005,575SH SOLE 3,67500
CIBER INCCOM17163B1027217,380SH SOLE 17,38000
CIENA CORPCOM NEW1717793091,31154,765SH SOLE 33,96500
CIENA CORPDEBT 4.000%12/1171779AK715,47710,484,000PRN SOLE 000
CIGNA CORPORATIONCOM125509109105,1421,201,893SH SOLE 1,159,99300
CIMAREX ENERGY COCOM17179810166,361632,551SH SOLE 570,55100
CINCINNATI FINL CORPCOM1720621012,27143,372SH SOLE 43,37200
CINEMARK HOLDINGS INCCOM17243V1024,574137,226SH SOLE 137,22600
CINTAS CORPCOM17290810522,474377,147SH SOLE 377,14700
CIRCOR INTL INCCOM17273K1096,14076,014SH SOLE 33,01400
CIRRUS LOGIC INCCOM1727551002,278111,495SH SOLE 79,19500
CIS ACQUISITION LTDSHS SER AG2149020910,029990,000SH SOLE 990,00000
CISCO SYS INCCOM17275R102139,4676,212,320SH SOLE 5,805,22000
CIT GROUP INCCOM NEW1255818012,09240,124SH SOLE 40,12400
CITIGROUP INCCOM NEW172967424143,6612,756,871SH SOLE 2,536,70100
CITRIX SYS INCCOM17737610014,944236,267SH SOLE 210,06700
CITY HLDG COCOM1778351054,29392,669SH SOLE 54,81600
CITY NATL CORPCOM1785661052,25228,431SH SOLE 28,43100
CLEAN HARBORS INCCOM18449610790415,083SH SOLE 15,08300
CLEARFIELD INCCOM18482P10365632,414SH SOLE 20,91400
CLEARWATER PAPER CORPCOM18538R1031,10020,955SH SOLE 16,45500
CLECO CORP NEWCOM12561W1052,30149,353SH SOLE 49,35300
CLIFFS NAT RES INCCOM18683K10156621,600SH SOLE 21,60000
CLOROX CO DELCOM1890541099,25699,779SH SOLE 99,77900
CLOUD PEAK ENERGY INCCOM18911Q10225914,400SH SOLE 8,20000
CLOVIS ONCOLOGY INCCOM1894641001,63727,166SH SOLE 17,16600
CME GROUP INCCOM12572Q10512,060153,710SH SOLE 153,71000
CMS ENERGY CORPCOM1258961002,58396,500SH SOLE 96,50000
CNO FINL GROUP INCCOM12621E1032,237126,466SH SOLE 64,66600
CNOOC LTDSPONSORED ADR1261321094,57924,400SH SOLE 21,50000
COACH INCCOM1897541042,54645,355SH SOLE 45,35500
COBALT INTL ENERGY INCCOM19075F1069,192558,808SH SOLE 558,80800
COCA COLA COCOM191216100123,4732,988,946SH SOLE 2,773,54600
COCA COLA ENTERPRISES INC NECOM19122T10942,368960,082SH SOLE 960,08200
COCA COLA FEMSA S A B DE C VSPON ADR REP L19124110811,67295,852SH SOLE 90,85200
COEUR MNG INC*W EXP 04/16/2011921081164030,382SH SOLE 30,38200
COEUR MNG INCCOM NEW19210850463258,293SH SOLE 43,10300
COGENT COMM GROUP INCCOM NEW19239V3021,35533,519SH SOLE 19,61900
COGNEX CORPCOM1924221031,69944,491SH SOLE 40,79100
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610220,355201,578SH SOLE 164,27800
COHEN & STEERS LTD DUR PFD ICOM19248C10547020,765SH SOLE 20,76500
COHEN & STEERS QUALITY RLTYCOM19247L10676580,704SH SOLE 80,70400
COHEN & STEERS REIT & PFD INCOM19247X1001,722109,700SH SOLE 109,70000
COHEN & STEERS SLT PFD INCMCOM19248Y10757923,456SH SOLE 23,45600
COHERENT INCCOM19247910383011,151SH SOLE 11,15100
COINSTAR INCNOTE 4.000% 9/019259PAF910,9916,525,000PRN SOLE 000
COLE REAL ESTATE INVTS INCCOM19329V10543931,300SH SOLE 31,30000
COLEMAN CABLE INCCOM1934593023,333127,100SH SOLE 24,72200
COLFAX CORPCOM1940141061,52924,013SH SOLE 24,01300
COLGATE PALMOLIVE COCOM19416210351,080783,321SH SOLE 759,32100
COLLABRIUM JAPAN ACQUISITN CSHSG2266G1027,623693,000SH SOLE 693,00000
COLUMBIA BKG SYS INCCOM1972361022,45989,400SH SOLE 28,90000
COLUMBIA SPORTSWEAR COCOM1985161066177,841SH SOLE 7,84100
COLUMBUS MCKINNON CORP N YCOM19933310528210,403SH SOLE 9,40300
COMCAST CORP NEWCL A20030N10171,6591,378,993SH SOLE 1,304,69300
COMCAST CORP NEWCL A SPL20030N2001,41728,416SH SOLE 20,21600
COMERICA INCCOM20034010769,0161,451,755SH SOLE 1,353,25500
COMERICA INC*W EXP 11/14/2012003401151,34270,421SH SOLE 70,42100
COMFORT SYS USA INCCOM19990810430232,865SH SOLE 32,86500
COMMERCE BANCSHARES INCCOM2005251035,392120,053SH SOLE 120,05300
COMMERCIAL METALS COCOM20172310318,735921,563SH SOLE 921,56300
COMMONWEALTH REITCOM SH BEN INT20323310179,2603,400,272SH SOLE 3,400,27200
COMMUNITY BK SYS INCCOM2036071063,11178,398SH SOLE 30,85500
COMMUNITY HEALTH SYS INC NEWCOM2036681089,335237,719SH SOLE 237,71900
COMMUNITY TR BANCORP INCCOM2041491082495,519SH SOLE 3,51900
COMMVAULT SYSTEMS INCCOM20416610219,439259,606SH SOLE 256,19200
COMPANHIA BRASILEIRA DE DISTSPN ADR PFD CL A20440T20142,101942,481SH SOLE 887,48100
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1023,842338,762SH SOLE 338,76200
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960122,3272,866,074SH SOLE 2,804,47000
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B4072,764210,318SH SOLE 210,31800
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10527344,000SH SOLE 44,00000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481041,954174,127SH SOLE 150,92700
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD22,0385,000,000PRN SOLE 000
COMPUTER PROGRAMS & SYS INCCOM2053061032,08933,800SH SOLE 5,20000
COMPUTER SCIENCES CORPCOM205363104151,6732,714,270SH SOLE 2,508,87000
COMPUWARE CORPCOM20563810926,8192,392,432SH SOLE 2,392,43200
COMSCORE INCCOM20564W1054,603160,900SH SOLE 39,00000
COMSTOCK RES INCCOM NEW20576820339621,672SH SOLE 3,37200
COMTECH TELECOMMUNICATIONS CCOM NEW2058262093,957125,555SH SOLE 125,55500
COMVERSE INCCOM20585P10568717,700SH SOLE 60000
CONAGRA FOODS INCCOM20588710211,090329,087SH SOLE 329,08700
CONCUR TECHNOLOGIES INCCOM2067081096816,600SH SOLE 6,60000
CONMED CORPCOM20741010111,200263,529SH SOLE 142,92900
CONNS INCCOM2082421071,85423,530SH SOLE 21,63000
CONOCOPHILLIPSCOM20825C10448,543687,088SH SOLE 677,98800
CONSOL ENERGY INCCOM20854P10938410,100SH SOLE 10,10000
CONSOLIDATED EDISON INCCOM20911510427,032488,998SH SOLE 488,99800
CONSOLIDATED GRAPHICS INCCOM2093411068,798130,462SH SOLE 130,46200
CONSTANT CONTACT INCCOM2103131021,23539,746SH SOLE 20,04600
CONSTELLATION BRANDS INCCL A21036P1085,43577,222SH SOLE 77,22200
CONSUMER PORTFOLIO SVCS INCCOM21050210040843,400SH SOLE 32,70000
CONTINENTAL RESOURCES INCCOM2120151012,18219,395SH SOLE 19,39500
CONVERGYS CORPCOM21248510623,4611,114,557SH SOLE 1,063,67900
CONVERGYS CORPSDCV 5.750% 9/1212485AE69,3084,725,000PRN SOLE 000
CON-WAY INCCOM2059441018,380211,034SH SOLE 211,03400
COOPER COS INCCOM NEW21664840215,712126,870SH SOLE 126,87000
COOPER TIRE & RUBR COCOM21683110785,8243,570,051SH SOLE 3,538,95100
COPA HOLDINGS SACL AP3107610517,334108,262SH SOLE 108,26200
COPART INCCOM2172041067,851214,221SH SOLE 214,22100
CORE LABORATORIES N VCOMN227171072101,100SH SOLE 1,10000
CORE MARK HOLDING CO INCCOM21868110411,098146,164SH SOLE 61,56400
CORELOGIC INCCOM21871D10321,702610,813SH SOLE 610,81300
CORESITE RLTY CORPCOM21870Q1052,16767,334SH SOLE 18,03400
CORINTHIAN COLLEGES INCCOM21886810716090,100SH SOLE 81,50000
CORMEDIX INC*W EXP 03/24/20121900C1181597,150SH SOLE 97,15000
CORNERSTONE ONDEMAND INCCOM21925Y1034929,216SH SOLE 7,01600
CORNERSTONE THERAPEUTICS INCCOM21924P1031,024107,898SH SOLE 107,89800
CORNING INCCOM21935010522,6801,272,746SH SOLE 1,272,74600
CORONADO BIOSCIENCES INCCOM21976U1096022,700SH SOLE 000
CORPORATE EXECUTIVE BRD COCOM21988R1021,09114,089SH SOLE 9,98900
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081,21051,090SH SOLE 51,09000
CORRECTIONS CORP AMER NEWCOM NEW22025Y4077,173223,654SH SOLE 223,65400
CORVEL CORPCOM22100610947210,104SH SOLE 6,70400
COSTAR GROUP INCCOM22160N1097404,008SH SOLE 2,80800
COSTCO WHSL CORP NEWCOM22160K10552,583441,834SH SOLE 441,83400
COUSINS PPTYS INCCOM2227951066,481629,241SH SOLE 452,04100
COVANCE INCCOM2228161003,96345,000SH SOLE 45,00000
COVANTA HLDG CORPNOTE 3.250% 6/022282EAC629,82925,400,000PRN SOLE 000
CPFL ENERGIA S ASPONSORED ADR1261531052,766172,784SH SOLE 172,78400
CRA INTL INCCOM12618T10537715,308SH SOLE 15,30800
CRACKER BARREL OLD CTRY STORCOM22410J1062,77625,223SH SOLE 16,12300
CRAFT BREW ALLIANCE INCCOM22412210122313,606SH SOLE 9,10600
CRANE COCOM22439910531,261464,841SH SOLE 464,84100
CRAY INCCOM NEW2252233041,63459,506SH SOLE 42,50600
CREDICORP LTDCOMG2519Y10820,896157,435SH SOLE 149,33500
CREDIT ACCEP CORP MICHCOM2253101012,48419,111SH SOLE 3,91100
CREE INCCOM2254471015,26784,178SH SOLE 84,17800
CRESTWOOD MIDSTREAM PARTNERSUNIT LTD PARTNER22637810730712,341SH SOLE 12,34100
CROCS INCCOM22704610917,2971,086,500SH SOLE 1,057,00000
CROSSTEX ENERGY INCCOM22765Y1041,21333,555SH SOLE 21,45500
CROSSTEX ENERGY L PCOM22765U10257920,970SH SOLE 20,97000
CROWN CASTLE INTL CORPCOM2282271048,325113,380SH SOLE 113,38000
CROWN HOLDINGS INCCOM22836810620,001448,765SH SOLE 448,76500
CSG SYS INTL INCCOM1263491097,860267,340SH SOLE 119,74300
CST BRANDS INCCOM12646R10541,7111,135,920SH SOLE 1,135,92000
CSX CORPCOM1264081035,427188,635SH SOLE 188,63500
CTC MEDIA INCCOM12642X1061,14482,300SH SOLE 82,30000
CTS CORPCOM12650110556028,126SH SOLE 22,92600
CUBESMARTCOM2296631092,314145,161SH SOLE 145,16100
CUBIC CORPCOM2296691062,17241,249SH SOLE 38,94700
CUBIST PHARMACEUTICALS INCCOM2296781075,40178,422SH SOLE 78,42200
CULLEN FROST BANKERS INCCOM2298991094,23356,876SH SOLE 56,87600
CUMMINS INCCOM23102110671,087504,268SH SOLE 470,06800
CUMULUS MEDIA INCCL A2310821081,239160,324SH SOLE 117,12400
CURIS INCCOM23126910118665,947SH SOLE 41,14700
CURTISS WRIGHT CORPCOM23156110198915,886SH SOLE 10,98600
CUTWATER SELECT INCOME FDCOM23222910472839,766SH SOLE 39,76600
CVB FINL CORPCOM12660010578345,858SH SOLE 30,39900
CVR ENERGY INCCOM12662P10812,741293,372SH SOLE 293,37200
CVS CAREMARK CORPORATIONCOM126650100194,4582,717,027SH SOLE 2,489,12700
CYBERONICS INCCOM23251P1021,59924,411SH SOLE 22,11100
CYNOSURE INCCL A23257720528910,845SH SOLE 9,04500
CYS INVTS INCCOM12673A10871195,900SH SOLE 61,10000
CYTEC INDS INCCOM23282010021,037225,817SH SOLE 225,81700
CYTOKINETICS INCCOM NEW23282W60517426,793SH SOLE 17,09300
D R HORTON INCCOM23331A1092,18998,093SH SOLE 98,09300
D R HORTON INCNOTE 2.000% 5/123331ABB415,1648,775,000PRN SOLE 000
DAKTRONICS INCCOM23426410954134,482SH SOLE 30,98200
DANA HLDG CORPCOM2358252059,388478,486SH SOLE 478,48600
DANAHER CORP DELCOM2358511027,15092,617SH SOLE 92,61700
DARDEN RESTAURANTS INCCOM2371941051,13620,900SH SOLE 20,90000
DARLING INTL INCCOM2372661015,869281,071SH SOLE 266,87100
DATALINK CORPCOM23793410419017,400SH SOLE 13,50000
DATAWATCH CORPCOM NEW2379172082938,610SH SOLE 6,01000
DAVITA HEALTHCARE PARTNERS ICOM23918K1085,92893,538SH SOLE 93,53800
DAWSON GEOPHYSICAL COCOM23935910234610,232SH SOLE 6,43200
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003396,724SH SOLE 6,72400
DCT INDUSTRIAL TRUST INCCOM23315310556278,871SH SOLE 78,87100
DDR CORPCOM23317H1021,891123,000SH SOLE 123,00000
DEALERTRACK TECHNOLOGIES INCCOM24230910251310,671SH SOLE 7,37100
DEAN FOODS CO NEWCOM NEW24237020314,043816,912SH SOLE 816,91200
DECKERS OUTDOOR CORPCOM2435371079,306110,187SH SOLE 105,08700
DEERE & COCOM24419910516,357179,100SH SOLE 160,00000
DEL FRISCOS RESTAURANT GROUPCOM24507710235615,112SH SOLE 15,11200
DELEK US HLDGS INCCOM2466471014,867141,449SH SOLE 51,84900
DELPHI AUTOMOTIVE PLCSHSG2782310652,313870,000SH SOLE 831,60000
DELTA AIR LINES INC DELCOM NEW24736170262,8042,286,276SH SOLE 2,286,27600
DELUXE CORPCOM2480191017,551144,685SH SOLE 137,38500
DEMANDWARE INCCOM24802Y1052,18234,026SH SOLE 15,92600
DENBURY RES INCCOM NEW2479162081,55994,889SH SOLE 94,88900
DENNYS CORPCOM24869P1043,186443,099SH SOLE 120,02600
DEPOMED INCCOM2499081042,776262,400SH SOLE 17,80000
DESTINATION MATERNITY CORPCOM25065D10062821,003SH SOLE 9,30300
DESTINATION XL GROUP INCCOM25065K10424737,534SH SOLE 23,73400
DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX18,5037,592,000PRN SOLE 000
DEVON ENERGY CORP NEWCOM25179M10312,504202,103SH SOLE 189,50300
DEVRY ED GROUP INCCOM2518931032,48770,044SH SOLE 67,94400
DEX MEDIA INC NEWCOM25213A1071,434211,518SH SOLE 98,58200
DEXCOM INCCOM2521311072,00956,732SH SOLE 34,43200
DFC GLOBAL CORPCOM23324T10713611,877SH SOLE 11,87700
DFC GLOBAL CORPNOTE 3.250% 4/123324TAB31,0991,225,000PRN SOLE 000
DIAMOND OFFSHORE DRILLING INCOM25271C1023,69464,900SH SOLE 64,90000
DIAMONDBACK ENERGY INCCOM25278X10980115,150SH SOLE 10,85000
DIAMONDROCK HOSPITALITY COCOM25278430156749,096SH SOLE 49,09600
DICKS SPORTING GOODS INCCOM2533931022794,800SH SOLE 4,80000
DIEBOLD INCCOM25365110334710,500SH SOLE 10,50000
DIGITAL RIV INCCOM25388B1042,768149,600SH SOLE 44,50000
DIGITAL RLTY TR INCCOM2538681032,69254,827SH SOLE 54,82700
DIGITALGLOBE INCCOM NEW25389M8772095,075SH SOLE 3,87500
DILLARDS INCCL A25406710188,645911,890SH SOLE 911,89000
DINEEQUITY INCCOM2544231065106,099SH SOLE 3,79900
DIODES INCCOM25454310173731,296SH SOLE 20,69600
DIRECTVCOM25490A30929,509427,114SH SOLE 410,61400
DISCOVER FINL SVCSCOM254709108126,5782,262,350SH SOLE 2,122,45000
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1043,30036,492SH SOLE 36,49200
DISCOVERY COMMUNICATNS NEWCOM SER C25470F30215,112180,207SH SOLE 180,20700
DISH NETWORK CORPCL A25470M10919,581338,064SH SOLE 338,06400
DISNEY WALT COCOM DISNEY25468710667,354881,592SH SOLE 782,59200
DOLBY LABORATORIES INCCOM25659T1077,264188,380SH SOLE 188,38000
DOLLAR GEN CORP NEWCOM2566771057,265120,446SH SOLE 120,44600
DOLLAR TREE INCCOM25674610815,250270,289SH SOLE 270,28900
DOMINION RES INC VA NEWCOM25746U10911,434176,752SH SOLE 176,75200
DOMINION RES INC VA NEWUNIT 04/01/201325746U70337,361686,475SH SOLE 686,47500
DOMINION RES INC VA NEWUNIT 07/01/201625746U88547,819878,475SH SOLE 878,47500
DOMINOS PIZZA INCCOM25754A20126,656382,713SH SOLE 382,71300
DOMTAR CORPCOM NEW25755920312,679134,400SH SOLE 134,40000
DONALDSON INCCOM2576511091,12525,884SH SOLE 25,88400
DONNELLEY R R & SONS COCOM25786710124,2411,195,295SH SOLE 1,195,29500
DORMAN PRODUCTS INCCOM2582781001,22121,780SH SOLE 15,28000
DOUGLAS EMMETT INCCOM25960P1091,59368,400SH SOLE 68,40000
DOVER CORPCOM26000310818,505191,679SH SOLE 191,67900
DOW CHEM COCOM2605431031,02523,078SH SOLE 23,07800
DR PEPPER SNAPPLE GROUP INCCOM26138E10917,935368,128SH SOLE 362,72800
DR REDDYS LABS LTDADR25613520319,815482,945SH SOLE 482,94500
DREAMWORKS ANIMATION SKG INCCL A26153C1032386,700SH SOLE 6,70000
DRESSER-RAND GROUP INCCOM26160810311,165187,246SH SOLE 187,24600
DREW INDS INCCOM NEW26168L2051,26524,700SH SOLE 7,80000
DRIL-QUIP INCCOM2620371048,80580,100SH SOLE 80,10000
DRYSHIPS INCSHSY2109Q1017415,700SH SOLE 15,70000
DST SYS INC DELCOM23332610719,527215,200SH SOLE 215,20000
DSW INCCL A23334L1023,82589,514SH SOLE 89,51400
DTE ENERGY COCOM23333110786,0241,295,744SH SOLE 1,233,24400
DTF TAX-FREE INCOME INCCOM23334J10715010,721SH SOLE 10,72100
DUCOMMUN INC DELCOM26414710959319,902SH SOLE 16,60200
DUFF & PHELPS UTIL CORP BD TCOM26432K10839439,307SH SOLE 39,30700
DUKE ENERGY CORP NEWCOM NEW26441C20445,438658,433SH SOLE 619,83300
DUKE REALTY CORPCOM NEW2644115051,718114,200SH SOLE 114,20000
DUN & BRADSTREET CORP DEL NECOM26483E10025,819210,337SH SOLE 196,83700
DUNKIN BRANDS GROUP INCCOM2655041004349,000SH SOLE 9,00000
DUPONT FABROS TECHNOLOGY INCCOM26613Q10670328,455SH SOLE 28,45500
DWS HIGH INCOME OPPORT FD INCOM NEW23339M20489562,170SH SOLE 62,17000
DXP ENTERPRISES INC NEWCOM NEW2333774072,73823,769SH SOLE 13,46900
DYAX CORPCOM26746E10366287,887SH SOLE 57,48700
DYCOM INDS INCCOM2674751014,574164,584SH SOLE 70,28400
DYNAVAX TECHNOLOGIES CORPCOM2681581023518,000SH SOLE 8,20000
DYNEGY INC NEW DEL*W EXP 99/99/99926817R1167353,760SH SOLE 35,73600
E M C CORP MASSCOM26864810294637,607SH SOLE 37,60700
E TRADE FINANCIAL CORPCOM NEW26924640110,150516,806SH SOLE 516,80600
E TRADE FINANCIAL CORPNOTE 8/3269246AZ73,8032,000,000PRN SOLE 000
EAGLE BANCORP INC MDCOM26894810649015,989SH SOLE 11,03900
EAGLE BULK SHIPPING INCSHS NEWY2187A11917237,513SH SOLE 37,51300
EAGLE MATERIALS INCCOM26969P1081,52219,654SH SOLE 19,65400
EAGLE ROCK ENERGY PARTNERS LUNIT26985R10418230,514SH SOLE 30,51400
EAST WEST BANCORP INCCOM27579R1049,942284,296SH SOLE 284,29600
EASTERN INS HLDGS INCCOM2765341041,90177,640SH SOLE 77,64000
EASTGROUP PPTY INCCOM2772761011,50525,979SH SOLE 10,01000
EASTMAN CHEM COCOM2774321009,113112,924SH SOLE 112,92400
EATON VANCE CALIF MUN BD FDCOM27828A10058857,547SH SOLE 57,54700
EATON VANCE CORPCOM NON VTG27826510363314,800SH SOLE 14,80000
EATON VANCE ENH EQTY INC FDCOM27827710899476,488SH SOLE 76,48800
EATON VANCE ENHANCED EQ INCCOM27827410577259,352SH SOLE 59,35200
EATON VANCE MUN BD FDCOM27827X10145139,893SH SOLE 39,89300
EATON VANCE MUN BD FD IICOM27827K10916915,371SH SOLE 15,37100
EATON VANCE NATL MUN OPPORTCOM SHS27829L1051,00854,622SH SOLE 54,62200
EATON VANCE RISK MNGD DIV EQCOM27829G1063,616320,873SH SOLE 320,87300
EATON VANCE SH TM DR DIVR INCOM27828V10427718,117SH SOLE 18,11700
EATON VANCE TAX ADVT DIV INCCOM27828G10770437,016SH SOLE 37,01600
EATON VANCE TAX MNGD GBL DVCOM27829F1082,523252,323SH SOLE 252,32300
EATON VANCE TAX-ADV BD & OPTCOM SH BEN INT27829M10317011,994SH SOLE 11,99400
EATON VANCE TX MGD DIV EQ INCOM27828N1022,217202,984SH SOLE 202,98400
EATON VANCE TXMGD GL BUYWR OCOM27829C1051,736143,482SH SOLE 143,48200
EBAY INCCOM27864210337,199677,698SH SOLE 677,69800
EBIX INCCOM NEW27871520652635,700SH SOLE 24,60000
ECHOSTAR CORPCL A27876810656711,403SH SOLE 11,40300
ECOLAB INCCOM2788651005,26050,447SH SOLE 50,44700
EDISON INTLCOM28102010757,3131,237,856SH SOLE 1,216,05600
EDUCATION MGMT CORP NEWCOM28140M10333132,789SH SOLE 22,58900
EDUCATION RLTY TR INCCOM28140H10428332,097SH SOLE 4,29700
EDWARDS GROUP LTDSPONSORED ADR2817361083,894382,481SH SOLE 382,48100
EDWARDS LIFESCIENCES CORPCOM28176E1084,16763,369SH SOLE 63,36900
EGAIN CORPCOM NEW28225C80650549,270SH SOLE 32,07000
EHEALTH INCCOM28238P10971815,449SH SOLE 11,14900
EL PASO ELEC COCOM NEW2836778543,622103,156SH SOLE 48,90600
EL PASO PIPELINE PARTNERS LCOM UNIT LPI2837021082667,402SH SOLE 7,40200
ELDORADO GOLD CORP NEWCOM28490210313724,100SH SOLE 24,10000
ELECTRONIC ARTS INCCOM28551210922,125964,478SH SOLE 930,17800
ELECTRONIC ARTS INCNOTE 0.750% 7/1285512AA73,4733,250,000PRN SOLE 000
ELECTRONICS FOR IMAGING INCCOM2860821021,31733,994SH SOLE 20,39400
ELLIE MAE INCCOM28849P1001,76565,697SH SOLE 15,09700
ELLIS PERRY INTL INCCOM28885310432520,600SH SOLE 15,90000
EMBRAER S ASP ADR REP 4 COM29082A1074,174129,700SH SOLE 129,70000
EMCOR GROUP INCCOM29084Q10011,474270,356SH SOLE 255,85600
EMERGENT BIOSOLUTIONS INCCOM29089Q10510,951476,336SH SOLE 212,13600
EMERSON ELEC COCOM29101110441,659593,601SH SOLE 549,60100
EMPIRE DIST ELEC COCOM29164110849922,000SH SOLE 5,50000
EMPLOYERS HOLDINGS INCCOM2922181044,111129,879SH SOLE 46,17900
EMPRESA NACIONAL DE ELCTRCIDSPONSORED ADR29244T1013,83886,100SH SOLE 86,10000
EMULEX CORPCOM NEW2924752091,992278,189SH SOLE 114,98900
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062779,277SH SOLE 9,27700
ENCANA CORPCOM2925051041,64090,886SH SOLE 90,88600
ENCORE CAP GROUP INCCOM29255410278115,540SH SOLE 10,74000
ENCORE WIRE CORPCOM2925621051,68030,999SH SOLE 29,89900
ENDO HEALTH SOLUTIONS INCCOM29264F2058,440125,118SH SOLE 125,11800
ENDOCYTE INCCOM29269A1021,102103,080SH SOLE 28,88000
ENDOLOGIX INCCOM29266S10628816,490SH SOLE 6,89000
ENDURANCE SPECIALTY HLDGS LTSHSG303971061,29522,067SH SOLE 22,06700
ENERGEN CORPCOM29265N1086,82196,403SH SOLE 96,40300
ENERGIZER HLDGS INCCOM29266R10823,846220,308SH SOLE 202,70800
ENERGY RECOVERY INCCOM29270J10029152,300SH SOLE 34,90000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1093466,042SH SOLE 6,04200
ENERGY XXI (BERMUDA) LTDUSD UNRS SHSG100821402,34186,500SH SOLE 42,50000
ENERNOC INCCOM2927641072,293133,236SH SOLE 41,23600
ENERSIS S ASPONSORED ADR29274F10432,8982,194,683SH SOLE 1,966,18300
ENERSYSCOM29275Y1023,57851,051SH SOLE 29,35100
ENGILITY HLDGS INCCOM29285W1042,13663,945SH SOLE 35,84500
ENPHASE ENERGY INCCOM29355A10736257,064SH SOLE 37,16400
ENPRO INDS INCCOM29355X1071,78831,007SH SOLE 31,00700
ENSCO PLCSHS CLASS AG3157S1063,83167,000SH SOLE 67,00000
ENSIGN GROUP INCCOM29358P1015,691128,544SH SOLE 67,94400
ENSTAR GROUP LIMITEDSHSG3075P1014102,955SH SOLE 2,05500
ENTEGRIS INCCOM29362U1041,947167,830SH SOLE 125,03000
ENTERGY CORP NEWCOM29364G10318,602294,004SH SOLE 294,00400
ENTERPRISE PRODS PARTNERS LCOM29379210791713,830SH SOLE 13,83000
ENTRAVISION COMMUNICATIONS CCL A29382R1074,806789,180SH SOLE 183,45700
ENTROPIC COMMUNICATIONS INCCOM29384R10514631,000SH SOLE 12,60000
ENVESTNET INCCOM29404K1061,28131,792SH SOLE 14,49200
EOG RES INCCOM26875P10139,908237,772SH SOLE 237,77200
EPAM SYS INCCOM29414B1041,26336,134SH SOLE 26,83400
EPL OIL & GAS INCCOM26883D1089,964349,622SH SOLE 185,62200
EPLUS INCCOM2942681073796,667SH SOLE 4,46700
EPR PPTYSCOM SH BEN INT26884U10993318,977SH SOLE 18,97700
EQT CORPCOM26884L1097908,800SH SOLE 8,80000
EQUAL ENERGY LTDCOM29390Q1092,241419,636SH SOLE 419,63600
EQUIFAX INCCOM29442910520,254293,161SH SOLE 283,06100
EQUINIX INCCOM NEW29444U5022,61114,716SH SOLE 14,71600
EQUINIX INCNOTE 4.750% 6/129444UAH975,75434,650,000PRN SOLE 000
EQUITY LIFESTYLE PPTYS INCCOM29472R1081,07029,524SH SOLE 29,52400
EQUITY ONECOM29475210061627,454SH SOLE 27,45400
EQUITY RESIDENTIALSH BEN INT29476L10716,580319,652SH SOLE 297,25200
ERA GROUP INCCOM26885G10911,699379,105SH SOLE 379,10500
ERICKSON AIR-CRANE INCCOM29482P1001,27361,246SH SOLE 28,94600
ESSEX PPTY TR INCCOM2971781051,75312,213SH SOLE 12,21300
ESTERLINE TECHNOLOGIES CORPCOM2974251008,78586,166SH SOLE 80,46600
EURONET WORLDWIDE INCCOM2987361092,10744,040SH SOLE 31,54000
EVERBANK FINL CORPCOM29977G10292850,622SH SOLE 17,12200
EVERCORE PARTNERS INCCLASS A29977A1052,53242,350SH SOLE 26,75000
EVEREST RE GROUP LTDCOMG3223R10899,935641,144SH SOLE 572,84400
EVERTEC INCCOM30040P1037,265294,605SH SOLE 291,40500
EXAMWORKS GROUP INCCOM30066A10562620,961SH SOLE 13,86100
EXAR CORPCOM30064510838332,500SH SOLE 23,20000
EXCEL TR INCCOM30068C10936031,600SH SOLE 20,70000
EXELIS INCCOM30162A10811,087581,712SH SOLE 581,71200
EXELIXIS INCNOTE 4.250% 8/130161QAC810,6038,625,000PRN SOLE 000
EXELON CORPCOM30161N1014,402160,704SH SOLE 160,70400
EXLSERVICE HOLDINGS INCCOM3020811041,60458,062SH SOLE 20,66200
EXPEDIA INC DELCOM NEW30212P3033,13044,930SH SOLE 44,93000
EXPEDITORS INTL WASH INCCOM30213010984219,030SH SOLE 19,03000
EXPONENT INCCOM30214U1023,21741,540SH SOLE 14,56700
EXPRESS INCCOM30219E1032,867153,562SH SOLE 80,46200
EXPRESS SCRIPTS HLDG COCOM30219G10830,939440,473SH SOLE 426,07300
EXTERRAN HLDGS INCCOM30225X10377022,503SH SOLE 17,20300
EXTERRAN HLDGS INCNOTE 4.250% 6/130225XAA125,89017,325,000PRN SOLE 000
EXTRA SPACE STORAGE INCCOM30225T1026,074144,175SH SOLE 144,17500
EXTREME NETWORKS INCCOM30226D10610,1761,453,772SH SOLE 600,17200
EXXON MOBIL CORPCOM30231G102282,7872,794,334SH SOLE 2,517,83400
EZCORP INCCL A NON VTG3023011061,369117,116SH SOLE 117,11600
F M C CORPCOM NEW3024913032,22129,428SH SOLE 29,42800
F5 NETWORKS INCCOM3156161024,18546,065SH SOLE 46,06500
FABRINETSHSG3323L1006,397311,159SH SOLE 141,75900
FACEBOOK INCCL A30303M102214,3803,922,059SH SOLE 3,638,65900
FACTSET RESH SYS INCCOM3030751052,54323,420SH SOLE 23,42000
FAIR ISAAC CORPCOM3032501046,17798,304SH SOLE 98,30400
FAIRCHILD SEMICONDUCTOR INTLCOM30372610325018,700SH SOLE 18,70000
FAMILY DLR STORES INCCOM3070001091,88929,079SH SOLE 29,07900
FARO TECHNOLOGIES INCCOM3116421021,90532,679SH SOLE 12,67900
FASTENAL COCOM3119001041,86739,295SH SOLE 39,29500
FBL FINL GROUP INCCL A30239F10660413,492SH SOLE 9,29200
FBR & COCOM NEW30247C40041215,635SH SOLE 11,73500
FEDERAL AGRIC MTG CORPCL C31314830636110,531SH SOLE 7,43100
FEDERAL MOGUL CORPCOM3135494041,69285,963SH SOLE 56,36300
FEDERAL REALTY INVT TRSH BEN INT NEW3137472061,96119,334SH SOLE 19,33400
FEDERAL SIGNAL CORPCOM3138551081,01769,405SH SOLE 53,10500
FEDERATED INVS INC PACL B3142111032,19776,274SH SOLE 76,27400
FEDEX CORPCOM31428X10622,467156,271SH SOLE 156,27100
FELCOR LODGING TR INCCOM31430F10169084,510SH SOLE 69,41000
FERRO CORPCOM3154051003,553276,900SH SOLE 55,50000
FIBRIA CELULOSE S ASP ADR REP COM31573A1095,522472,800SH SOLE 431,30000
FIDELITY NATIONAL FINANCIALCL A31620R1051,78755,058SH SOLE 55,05800
FIDELITY NATL INFORMATION SVCOM31620M106105,7331,969,700SH SOLE 1,808,30000
FIDELITY SOUTHERN CORP NEWCOM31639410526816,150SH SOLE 9,61200
FIESTA RESTAURANT GROUP INCCOM31660B1011,48328,382SH SOLE 19,38200
FIFTH & PAC COS INCCOM3166451002,40074,823SH SOLE 71,62300
FIFTH THIRD BANCORPCOM31677310049,7282,364,618SH SOLE 2,316,51800
FINANCIAL ENGINES INCCOM3174851001,27418,338SH SOLE 16,43800
FINISAR CORPCOM NEW31787A5079,667404,122SH SOLE 345,22200
FINISAR CORPNOTE 5.000%10/131787AAK71,826800,000PRN SOLE 000
FINISH LINE INCCL A3179231001,43450,892SH SOLE 50,89200
FIRST AMERN FINL CORPCOM31847R1022739,693SH SOLE 9,69300
FIRST CASH FINL SVCS INCCOM31942D1076029,728SH SOLE 5,52800
FIRST COMWLTH FINL CORP PACOM3198291078,308941,900SH SOLE 426,80000
FIRST CTZNS BANCSHARES INC NCL A31946M1034782,147SH SOLE 2,14700
FIRST FINL BANCORP OHCOM32020910969239,714SH SOLE 25,25300
FIRST FINL BANKSHARESCOM32020R1091,16317,541SH SOLE 13,04100
FIRST FINL HLDGS INC NEWCOM32023E10571210,700SH SOLE 7,50000
FIRST INDUSTRIAL REALTY TRUSCOM32054K1032,203126,268SH SOLE 111,56800
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2015,613197,860SH SOLE 97,61200
FIRST MARBLEHEAD CORPCOM NEW3207712078728,435SH SOLE 28,43500
FIRST MERCHANTS CORPCOM32081710928512,527SH SOLE 9,62700
FIRST MIDWEST BANCORP DELCOM3208671045,327303,868SH SOLE 153,16800
FIRST NIAGARA FINL GP INCCOM33582V1081,421133,760SH SOLE 133,76000
FIRST POTOMAC RLTY TRCOM33610F10994381,090SH SOLE 52,39800
FIRST REP BK SAN FRANCISCO CCOM33616C10058111,100SH SOLE 11,10000
FIRST SOLAR INCCOM33643310791,5911,676,260SH SOLE 1,676,26000
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910763244,998SH SOLE 44,99800
FIRST TR ENHANCED EQTY INC FCOM3373181091,00975,755SH SOLE 75,75500
FIRST TR HIGH INCOME L/S FDCOM33738E10988651,468SH SOLE 51,46800
FIRST TR STRATEGIC HIGH INCCOM SHS NEW33735330417310,781SH SOLE 10,78100
FIRSTBANK CORP MICHCOM33761G10496149,696SH SOLE 49,69600
FIRSTENERGY CORPCOM3379321072,68181,277SH SOLE 81,27700
FIRSTMERIT CORPCOM3379151022,11695,182SH SOLE 95,18200
FISERV INCCOM33773810821,397362,348SH SOLE 362,34800
FIVE STAR QUALITY CARE INCCOM33832D1062,542463,000SH SOLE 225,01600
FLAGSTAR BANCORP INCCOM PAR .00133793070579640,574SH SOLE 36,37400
FLEETCOR TECHNOLOGIES INCCOM33904110519,151163,446SH SOLE 163,44600
FLEXTRONICS INTL LTDORDY2573F10243,3925,584,600SH SOLE 5,584,60000
FLIR SYS INCCOM30244510145,7531,520,038SH SOLE 1,411,53800
FLOTEK INDS INC DELCOM34338910286042,868SH SOLE 29,96800
FLOW INTL CORPCOM3434681049,9742,468,695SH SOLE 2,468,69500
FLOWERS FOODS INCCOM3434981013,207149,375SH SOLE 149,37500
FLOWSERVE CORPCOM34354P10524,397309,486SH SOLE 293,28600
FLUIDIGM CORP DELCOM34385P1083679,570SH SOLE 6,47000
FLUOR CORP NEWCOM3434121024,68858,387SH SOLE 58,38700
FMC TECHNOLOGIES INCCOM30249U1012,53048,464SH SOLE 48,46400
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910612,185124,500SH SOLE 105,10000
FONAR CORPCOM NEW34443740524211,437SH SOLE 7,93700
FOOT LOCKER INCCOM34484910445,6941,102,664SH SOLE 1,102,66400
FORD MTR CO DELCOM PAR $0.0134537086063,9274,143,061SH SOLE 3,841,96100
FOREST LABS INCCOM34583810632,309538,212SH SOLE 538,21200
FOREST OIL CORPCOM PAR $0.013460917052,419670,200SH SOLE 242,30000
FORESTAR GROUP INCCOM34623310946221,700SH SOLE 13,90000
FORMFACTOR INCCOM3463751085,604930,863SH SOLE 429,56300
FORRESTER RESH INCCOM3465631091,03827,139SH SOLE 10,24300
FORT DEARBORN INCOME SECS INCOM34720010754739,607SH SOLE 39,60700
FORTINET INCCOM34959E1096,954363,519SH SOLE 363,51900
FORTUNE BRANDS HOME & SEC INCOM34964C1063,96586,756SH SOLE 86,75600
FOSSIL GROUP INCCOM34988V10620,987174,979SH SOLE 174,97900
FOSTER L B COCOM35006010958512,365SH SOLE 12,36500
FOSTER WHEELER AGCOMH2717810488526,800SH SOLE 26,80000
FRANKLIN ELEC INCCOM35351410268315,302SH SOLE 11,90200
FRANKLIN RES INCCOM35461310115,507268,620SH SOLE 268,62000
FRANKLIN STREET PPTYS CORPCOM35471R10698682,495SH SOLE 41,19500
FRANKLIN TEMPLETON LTD DUR ICOM35472T10116812,913SH SOLE 12,91300
FREDS INCCL A3561081007,825422,538SH SOLE 189,60000
FREEPORT-MCMORAN COPPER & GOCOM35671D8572,10955,886SH SOLE 55,88600
FREESCALE SEMICONDUCTOR LTDSHSG3727Q10159937,329SH SOLE 37,32900
FRESH DEL MONTE PRODUCE INCORDG3673810515,559549,786SH SOLE 289,30700
FRESH MKT INCCOM35804H10651812,800SH SOLE 12,80000
FRONTIER COMMUNICATIONS CORPCOM35906A1083,723800,600SH SOLE 800,60000
FTD COS INCCOM30281V1088,851271,685SH SOLE 253,62100
FUEL SYS SOLUTIONS INCCOM35952W1031,03674,700SH SOLE 26,10000
FULTON FINL CORP PACOM3602711006,626506,581SH SOLE 506,58100
FURIEX PHARMACEUTICALS INCCOM36106P10153812,816SH SOLE 9,41600
FURMANITE CORPORATIONCOM36108610122421,100SH SOLE 12,30000
FUTUREFUEL CORPORATIONCOM36116M1062,484157,241SH SOLE 49,24100
FXCM INCCOM CL A30269310639221,957SH SOLE 13,55700
G & K SVCS INCCL A36126810511,342182,255SH SOLE 98,26800
GAIN CAP HLDGS INCCOM36268W10027836,983SH SOLE 24,48300
GAIN CAP HLDGS INCNOTE 4.125%12/036268WAA81,4031,500,000PRN SOLE 000
GALENA BIOPHARMA INCCOM3632561086112,200SH SOLE 12,20000
GALLAGHER ARTHUR J & COCOM3635761093,38472,100SH SOLE 72,10000
GAMESTOP CORP NEWCL A36467W109154,1833,129,983SH SOLE 2,949,98300
GAMING & LEISURE PPTYS INCCOM36467J10840,765802,308SH SOLE 802,30800
GANNETT INCCOM36473010144,5251,505,228SH SOLE 1,505,22800
GAP INC DELCOM36476010890,4512,314,519SH SOLE 2,207,91900
GARMIN LTDSHSH2906T1093,00465,000SH SOLE 65,00000
GARTNER INCCOM36665110713,974196,673SH SOLE 196,67300
GASLOG LTDSHSG3758510917610,300SH SOLE 6,50000
GASTAR EXPL INCCOM NEW36729920325637,034SH SOLE 25,83400
GENCORP INCCOM3686821001,10261,168SH SOLE 37,26800
GENCORP INCSDCV 4.062%12/3368682AN016,6348,250,000PRN SOLE 000
GENERAC HLDGS INCCOM3687361042,79649,360SH SOLE 38,76000
GENERAL CABLE CORP DEL NEWCOM3693001086,372216,676SH SOLE 216,67600
GENERAL CABLE CORP DEL NEWFRNT 5.000%11/1369300AL239,27636,600,000PRN SOLE 000
GENERAL DYNAMICS CORPCOM36955010817,880187,132SH SOLE 187,13200
GENERAL ELECTRIC COCOM369604103161,4185,758,761SH SOLE 5,132,96100
GENERAL GROWTH PPTYS INC NEWCOM37002310311,246560,339SH SOLE 534,13900
GENERAL MLS INCCOM37033410433,801677,241SH SOLE 677,24100
GENERAL MTRS COCOM37045V1008,170199,910SH SOLE 199,91000
GENERAL MTRS CO*W EXP 12/31/20137045V1347,9201,440,000SH SOLE 1,440,00000
GENESCO INCCOM3715321025397,372SH SOLE 7,37200
GENESEE & WYO INCCL A3715591052,14222,300SH SOLE 22,30000
GENESEE & WYO INCUNIT 10/01/20153715592043,94930,675SH SOLE 30,67500
GENESIS ENERGY L PUNIT LTD PARTN3719271045089,660SH SOLE 9,66000
GENMARK DIAGNOSTICS INCCOM37230910431123,394SH SOLE 10,69400
GENPACT LIMITEDSHSG3922B1071,966107,000SH SOLE 107,00000
GENTEX CORPCOM3719011091,84555,920SH SOLE 55,92000
GENTHERM INCCOM37253A10344416,557SH SOLE 9,25700
GENTIUM S P ASPONSORED ADR37250B10419,568342,700SH SOLE 342,70000
GENTIVA HEALTH SERVICES INCCOM37247A1026,446519,460SH SOLE 195,36000
GENUINE PARTS COCOM37246010519,151230,205SH SOLE 230,20500
GENWORTH FINL INCCOM CL A37247D10628,5731,839,832SH SOLE 1,839,83200
GEO GROUP INCCOM36159R1038,950277,783SH SOLE 175,78300
GERDAU S ASPON ADR REP PFD37373710538949,600SH SOLE 49,60000
GERON CORPCOM374163103798168,270SH SOLE 114,07000
GFI GROUP INCCOM36165220938598,483SH SOLE 98,48300
GIBRALTAR INDS INCCOM3746891076,293338,509SH SOLE 180,55700
G-III APPAREL GROUP LTDCOM36237H1013,18643,176SH SOLE 19,27600
GILEAD SCIENCES INCCOM37555810368,970917,758SH SOLE 903,15800
GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP8252,78076,600,000PRN SOLE 000
GIVEN IMAGINGORD SHSM5202010032,2251,071,323SH SOLE 1,071,32300
GLACIER BANCORP INC NEWCOM37637Q1051,45348,774SH SOLE 35,57400
GLADSTONE CAPITAL CORPCOM37653510010611,000SH SOLE 7,30000
GLADSTONE INVT CORPCOM37654610710713,320SH SOLE 10,12000
GLATFELTERCOM3773161041,55056,089SH SOLE 37,73000
GLIMCHER RLTY TRSH BEN INT37930210259563,540SH SOLE 32,54000
GLOBAL CASH ACCESS HLDGS INCCOM3789671034,836484,121SH SOLE 179,32100
GLOBAL DEFENSE & NATL SEC SYCOM37953N1089,000895,500SH SOLE 895,50000
GLOBAL INDEMNITY PLCSHSG393191014312,205SH SOLE 12,20500
GLOBAL PMTS INCCOM37940X1026309,700SH SOLE 9,70000
GLOBE SPECIALTY METALS INCCOM37954N20673540,800SH SOLE 22,60000
GLU MOBILE INCCOM37989010615539,754SH SOLE 39,75400
GNC HLDGS INCCOM CL A36191G1074,09069,967SH SOLE 69,96700
GOLAR LNG LTD BERMUDASHSG9456A10037610,371SH SOLE 10,37100
GOLD FIELDS LTD NEWSPONSORED ADR38059T1069228,680SH SOLE 28,68000
GOLDCORP INC NEWCOM38095640964629,802SH SOLE 29,80200
GOLDCORP INC NEWNOTE 2.000% 8/0380956AB8503500,000PRN SOLE 000
GOLDMAN SACHS GROUP INCCOM38141G104108,700613,225SH SOLE 541,02500
GOODRICH PETE CORPCOM NEW38241040570241,232SH SOLE 28,23200
GOODRICH PETE CORPNOTE 5.000%10/0382410AC2689675,000PRN SOLE 000
GOODYEAR TIRE & RUBR COCOM38255010121,036882,003SH SOLE 882,00300
GOODYEAR TIRE & RUBR COPFD CONV 5.875%38255030918,927283,950SH SOLE 283,95000
GOOGLE INCCL A38259P508279,483249,380SH SOLE 231,58000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A1032,08583,900SH SOLE 22,70000
GP STRATEGIES CORPCOM36225V1042257,552SH SOLE 5,15200
GRACE W R & CO DEL NEWCOM38388F10835,238356,408SH SOLE 356,40800
GRACO INCCOM3841091044305,500SH SOLE 5,50000
GRAFTECH INTL LTDCOM38431310226523,583SH SOLE 23,58300
GRAHAM HLDGS COCOM38463710424,57137,042SH SOLE 37,04200
GRAINGER W W INCCOM3848021047,40028,972SH SOLE 28,97200
GRAMERCY PPTY TR INCCOM38489R10023440,653SH SOLE 27,15300
GRAND CANYON ED INCCOM38526M1061,86942,862SH SOLE 28,66200
GRAPHIC PACKAGING HLDG COCOM38868910114114,707SH SOLE 8,30700
GRAY TELEVISION INCCOM3893751065,718384,289SH SOLE 192,68900
GREAT LAKES DREDGE & DOCK COCOM39060710930833,500SH SOLE 33,50000
GREAT PLAINS ENERGY INCCOM3911641001,04543,100SH SOLE 43,10000
GREATBATCH INCCOM39153L1063,60581,481SH SOLE 24,38100
GREEN DOT CORPCL A39304D10247218,749SH SOLE 13,04900
GREEN MTN COFFEE ROASTERS INCOM39312210639,488522,460SH SOLE 522,46000
GREEN PLAINS RENEWABLE ENERGCOM39322210411,619599,202SH SOLE 293,50200
GREEN PLAINS RENEWABLE ENERGNOTE 5.750%11/0393222AB07,9415,400,000PRN SOLE 000
GRIFFON CORPCOM39843310210812,048SH SOLE 12,04800
GROUPON INCCOM CL A39947310722,9631,950,976SH SOLE 1,950,97600
GRUPO TELEVISA SASPON ADR REP ORD40049J2069,192303,773SH SOLE 299,77300
GT ADVANCED TECHNOLOGIES INCCOM36191U106962110,376SH SOLE 75,87600
GT ADVANCED TECHNOLOGIES INCNOTE 3.000%10/036191UAA49,3896,825,000PRN SOLE 000
GTX INC DELCOM40052B108616373,100SH SOLE 286,70000
GUESS INCCOM40161710524,801798,241SH SOLE 798,24100
GUGGENHEIM BLD AMR BDS MANGCOM40166410724112,173SH SOLE 12,17300
GULF ISLAND FABRICATION INCCOM40230710235715,390SH SOLE 11,89000
GULFPORT ENERGY CORPCOM NEW4026353043,64757,749SH SOLE 57,74900
H & E EQUIPMENT SERVICES INCCOM4040301081,07736,347SH SOLE 19,44700
HAIN CELESTIAL GROUP INCCOM4052171006977,680SH SOLE 7,68000
HALCON RES CORPCOM NEW40537Q209551142,854SH SOLE 142,85400
HALLIBURTON COCOM40621610124,743487,554SH SOLE 487,55400
HALOZYME THERAPEUTICS INCCOM40637H1091,506100,455SH SOLE 55,25500
HANCOCK JOHN INCOME SECS TRCOM41012310319013,318SH SOLE 13,31800
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T1051,812156,169SH SOLE 156,16900
HANCOCK JOHN TAX-ADV DIV INCCOM41013V1001,79598,501SH SOLE 98,50100
HANESBRANDS INCCOM41034510224,620350,365SH SOLE 350,36500
HANGER INCCOM NEW41043F20884821,561SH SOLE 11,66100
HANMI FINL CORPCOM NEW4104952045,318242,963SH SOLE 124,57300
HANOVER INS GROUP INCCOM41086710511,147186,694SH SOLE 184,29400
HARBINGER GROUP INCCOM41146A10625921,857SH SOLE 15,65700
HARLEY DAVIDSON INCCOM4128221081,04615,100SH SOLE 15,10000
HARMAN INTL INDS INCCOM41308610916,704204,078SH SOLE 204,07800
HARMONIC INCCOM4131601025,176701,413SH SOLE 274,31300
HARMONY GOLD MNG LTDSPONSORED ADR4132163003,5001,383,400SH SOLE 890,70000
HARRIS CORP DELCOM41387510515,948228,449SH SOLE 228,44900
HARRIS INTERACTIVE INCCOM4145491051,215607,413SH SOLE 607,41300
HARRIS TEETER SUPERMARKETS ICOM414585109103,0222,087,580SH SOLE 2,074,58000
HARSCO CORPCOM41586410713,418478,687SH SOLE 478,68700
HARTFORD FINL SVCS GROUP INCCOM4165151049,333257,602SH SOLE 242,10200
HASBRO INCCOM41805610719,399352,652SH SOLE 352,65200
HAVERTY FURNITURE INCCOM4195961014,567145,914SH SOLE 75,63800
HAWAIIAN ELEC INDUSTRIESCOM41987010040115,400SH SOLE 15,40000
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD3543400,000PRN SOLE 000
HAYNES INTERNATIONAL INCCOM NEW4208772011,94235,157SH SOLE 20,17500
HCA HOLDINGS INCCOM40412C10111,670244,606SH SOLE 244,60600
HCC INS HLDGS INCCOM40413210211,166241,994SH SOLE 241,99400
HCI GROUP INCCOM40416E1032,36644,223SH SOLE 15,12300
HCP INCCOM40414L10918,378506,012SH SOLE 476,51200
HDFC BANK LTDADR REPS 3 SHS40415F10139,5411,148,100SH SOLE 1,135,00000
HEADWATERS INCCOM42210P10260962,216SH SOLE 56,71600
HEALTH CARE REIT INCCOM42217K10616,515308,296SH SOLE 286,19600
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR725,43722,775,000PRN SOLE 000
HEALTH MGMT ASSOC INC NEWCL A421933102178,63113,635,982SH SOLE 13,635,98200
HEALTH NET INCCOM42222G10840,0241,348,977SH SOLE 1,348,97700
HEALTHCARE RLTY TRCOM4219461041,21256,864SH SOLE 31,48400
HEALTHCARE SVCS GRP INCCOM42190610851718,218SH SOLE 14,21800
HEALTHCARE TR AMER INCCL A42225P10589891,300SH SOLE 91,30000
HEALTHSOUTH CORPCOM NEW4219243091,09932,984SH SOLE 22,98400
HEALTHSTREAM INCCOM42222N10366720,355SH SOLE 15,05500
HEALTHWAYS INCCOM42224510044128,753SH SOLE 21,25300
HEARTLAND EXPRESS INCCOM42234710426113,300SH SOLE 13,30000
HECLA MNG COCOM422704106776251,983SH SOLE 168,58300
HEIDRICK & STRUGGLES INTL INCOM42281910231015,404SH SOLE 15,40400
HELEN OF TROY CORP LTDCOMG4388N1066,117123,542SH SOLE 62,64200
HELIX ENERGY SOLUTIONS GRP ICOM42330P10718,240786,864SH SOLE 774,56400
HELMERICH & PAYNE INCCOM42345210138,333455,916SH SOLE 428,01600
HENRY JACK & ASSOC INCCOM4262811016,963117,596SH SOLE 117,59600
HERBALIFE LTDCOM USD SHSG4412G1011,70021,604SH SOLE 21,60400
HERCULES OFFSHORE INCCOM427093109657100,669SH SOLE 75,56900
HERCULES TECH GROWTH CAP INCCOM42709650882050,011SH SOLE 15,11100
HERSHA HOSPITALITY TRSH BEN INT A4278251041,606288,299SH SOLE 252,59900
HERSHEY COCOM42786610862,358641,346SH SOLE 622,94600
HERTZ GLOBAL HOLDINGS INCCOM42805T1057,427259,516SH SOLE 259,51600
HESS CORPCOM42809H107175,5442,114,989SH SOLE 2,001,28900
HEWLETT PACKARD COCOM42823610388,7333,171,285SH SOLE 3,131,98500
HEXCEL CORP NEWCOM42829110872416,200SH SOLE 16,20000
HF2 FINL MGMT INCCL A40421A10414,8311,456,830SH SOLE 1,456,83000
HFF INCCL A40418F1081,75565,379SH SOLE 15,47900
HHGREGG INCCOM42833L1084,601329,357SH SOLE 150,25700
HIGHWOODS PPTYS INCCOM4312841081,61644,687SH SOLE 33,18700
HILL ROM HLDGS INCCOM43147510222,887553,630SH SOLE 553,63000
HILLSHIRE BRANDS COCOM43258910920,042599,333SH SOLE 599,33300
HILLTOP HOLDINGS INCCOM43274810173331,679SH SOLE 23,97900
HI-TECH PHARMACAL INCCOM42840B10155,2361,273,011SH SOLE 1,255,61100
HITTITE MICROWAVE CORPCOM43365Y1043415,528SH SOLE 5,52800
HNI CORPCOM40425110085722,065SH SOLE 18,96500
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN4357631073089,530SH SOLE 9,53000
HOLLYFRONTIER CORPCOM43610610833,160667,338SH SOLE 657,03800
HOME BANCSHARES INCCOM4368932002,68971,997SH SOLE 33,79700
HOME DEPOT INCCOM437076102168,7242,049,116SH SOLE 1,853,51600
HOME LN SERVICING SOLUTIONSORD SHSG6648D1091,16750,800SH SOLE 29,90000
HOME PROPERTIES INCCOM4373061031,73232,294SH SOLE 32,29400
HOMESTREET INCCOM43785V1021,85992,965SH SOLE 33,26500
HONEYWELL INTL INCCOM43851610656,777621,401SH SOLE 621,40100
HORACE MANN EDUCATORS CORP NCOM44032710422,051699,132SH SOLE 375,44000
HORMEL FOODS CORPCOM44045210036,908817,093SH SOLE 817,09300
HORNBECK OFFSHORE SVCS INC NCOM4405431061,17523,868SH SOLE 16,76800
HORSEHEAD HLDG CORPCOM44069430513624,371SH SOLE 24,37100
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022,22982,459SH SOLE 82,45900
HOST HOTELS & RESORTS INCCOM44107P1048,814453,391SH SOLE 402,79100
HOVNANIAN ENTERPRISES INCCL A4424872031,270191,770SH SOLE 84,51400
HOVNANIAN ENTERPRISES INCUNIT 99/99/999944248W20864120,000SH SOLE 20,00000
HOWARD HUGHES CORPCOM44267D1074,99141,560SH SOLE 41,56000
HSN INCCOM4043031092,90646,643SH SOLE 44,24300
HUBBELL INCCL B44351020112,939118,819SH SOLE 118,81900
HUDSON CITY BANCORPCOM443683107203,94121,626,805SH SOLE 21,626,80500
HUMANA INCCOM444859102101,040978,877SH SOLE 930,17700
HUNT J B TRANS SVCS INCCOM4456581071,43818,600SH SOLE 18,60000
HUNTINGTON BANCSHARES INCCOM44615010412,4861,293,875SH SOLE 1,293,87500
HUNTINGTON BANCSHARES INCPFD CONV SER A4461504011,020800SH SOLE 80000
HUNTINGTON INGALLS INDS INCCOM4464131062,85231,688SH SOLE 31,68800
HUNTSMAN CORPCOM44701110714,764600,149SH SOLE 600,14900
HURON CONSULTING GROUP INCCOM4474621021,42922,791SH SOLE 11,09100
HUTCHINSON TECHNOLOGY INCCOM4484071062,262706,748SH SOLE 330,69800
HYATT HOTELS CORPCOM CL A44857910289018,000SH SOLE 18,00000
HYDE PK ACQUISITION CORP IICOM44864010214,7281,390,000SH SOLE 1,390,00000
HYPERION THERAPEUTICS INCCOM44915N10137818,709SH SOLE 12,30900
HYSTER YALE MATLS HANDLING ICL A4491721056,58870,714SH SOLE 24,10800
IAC INTERACTIVECORPCOM PAR $.00144919P50851,844754,755SH SOLE 754,75500
IAMGOLD CORPCOM45091310812437,100SH SOLE 37,10000
ICF INTL INCCOM44925C1032,75779,426SH SOLE 39,72600
ICICI BK LTDADR45104G1048,787236,387SH SOLE 236,38700
ICONIX BRAND GROUP INCCOM4510551071,57739,728SH SOLE 23,52800
ICU MED INCCOM44930G1078,203128,759SH SOLE 57,65900
IDACORP INCCOM4511071063,69571,284SH SOLE 71,28400
IDERA PHARMACEUTICALS INCCOM NEW45168K306645139,415SH SOLE 93,91500
IDEX CORPCOM45167R1041,52120,600SH SOLE 20,60000
IDEXX LABS INCCOM45168D1043,57133,575SH SOLE 33,57500
IDT CORPCL B NEW4489475072,762154,550SH SOLE 74,25000
IGATE CORPCOM45169U1051,88246,872SH SOLE 21,67200
IHS INCCL A4517341077646,386SH SOLE 6,38600
ILLINOIS TOOL WKS INCCOM4523081095,91770,375SH SOLE 67,07500
ILLUMINA INCCOM4523271093,96435,831SH SOLE 35,83100
IMMERSION CORPCOM4525211073,535340,570SH SOLE 76,67500
IMMUNOGEN INCCOM45253H10133923,127SH SOLE 12700
IMMUNOMEDICS INCCOM45290710825956,400SH SOLE 45,20000
IMPAX LABORATORIES INCCOM45256B1012,577102,500SH SOLE 42,60000
INCONTACT INCCOM45336E10925132,200SH SOLE 14,50000
INCYTE CORPCOM45337C1026,470127,788SH SOLE 127,78800
INDEPENDENT BANK CORP MICHCOM NEW45383860932326,938SH SOLE 18,53800
INFINERA CORPORATIONCOM45667G10394296,281SH SOLE 61,18100
INFINITY CROSS BORDER ACQUISSHSG4772R1012,624330,000SH SOLE 330,00000
INFINITY PPTY & CAS CORPCOM45665Q10310,848151,195SH SOLE 77,60800
INFOBLOX INCCOM45672H1041,30139,414SH SOLE 26,71400
INFORMATICA CORPCOM45666Q10299523,964SH SOLE 23,96400
INFORMATION SERVICES GROUP ICOM45675Y10432075,461SH SOLE 51,16100
INFOSYS LTDSPONSORED ADR45678810874,9451,324,115SH SOLE 1,265,41500
ING GLOBAL EQTY DIV & PREM OCOM45684E1071,261140,902SH SOLE 140,90200
ING RISK MANAGED NAT RES FDCOM44981010053054,040SH SOLE 54,04000
ING U S INCCOM45685E1061,47341,900SH SOLE 41,90000
INGRAM MICRO INCCL A45715310436,5561,558,239SH SOLE 1,558,23900
INGREDION INCCOM45718710228,860421,567SH SOLE 421,56700
INLAND REAL ESTATE CORPCOM NEW4574612009,395893,066SH SOLE 457,78300
INLAND REAL ESTATE CORPNOTE 5.000%11/1457461AC5221198,000PRN SOLE 000
INNERWORKINGS INCCOM45773Y10515419,764SH SOLE 13,16400
INNOPHOS HOLDINGS INCCOM45774N1083527,247SH SOLE 7,24700
INNOSPEC INCCOM45768S1056,774146,562SH SOLE 47,26200
INOVIO PHARMACEUTICALS INCCOM45773H102402138,500SH SOLE 92,70000
INSIGHT ENTERPRISES INCCOM45765U10312,014529,027SH SOLE 304,13600
INSMED INCCOM PAR $.0145766930796856,890SH SOLE 35,39000
INSPERITY INCCOM45778Q1073,736103,415SH SOLE 27,01500
INSULET CORPCOM45784P1011,34536,248SH SOLE 23,74800
INSYS THERAPEUTICS INC NEWCOM NEW45824V20974119,130SH SOLE 12,03000
INTEGRATED DEVICE TECHNOLOGYCOM4581181064,669458,188SH SOLE 407,98800
INTEGRATED SILICON SOLUTIONCOM45812P10716613,757SH SOLE 8,45700
INTEGRYS ENERGY GROUP INCCOM45822P1052,25341,400SH SOLE 41,40000
INTEL CORPCOM45814010036,1571,392,794SH SOLE 1,302,09400
INTELIQUENT INCCOM45825N10796484,411SH SOLE 66,31100
INTER PARFUMS INCCOM4583341091,01228,270SH SOLE 16,87000
INTERACTIVE INTELLIGENCE GROCOM45841V1091,09916,316SH SOLE 10,81600
INTERCEPT PHARMACEUTICALS INCOM45845P1084606,743SH SOLE 4,54300
INTERCONTINENTALEXCHANGE GROCOM45866F1043,17214,102SH SOLE 14,10200
INTERDIGITAL INCCOM45867G1011,80361,150SH SOLE 61,15000
INTERFACE INCCOM45866530434515,700SH SOLE 9,50000
INTERMUNE INCCOM45884X10338526,126SH SOLE 17,32600
INTERNATIONAL BANCSHARES CORCOM4590441038,497321,969SH SOLE 205,21400
INTERNATIONAL BUSINESS MACHSCOM459200101105,796564,037SH SOLE 513,33700
INTERNATIONAL FLAVORS&FRAGRACOM4595061016,57276,436SH SOLE 76,43600
INTERNATIONAL GAME TECHNOLOGCOM45990210215,945878,003SH SOLE 878,00300
INTERNATIONAL RECTIFIER CORPCOM4602541053,454132,497SH SOLE 127,29700
INTERPUBLIC GROUP COS INCCOM46069010065,9543,726,209SH SOLE 3,503,20900
INTERSIL CORPCL A46069S1095,600488,212SH SOLE 437,11200
INTERVAL LEISURE GROUP INCCOM46113M10838612,500SH SOLE 9,00000
INTL PAPER COCOM46014610320,188411,741SH SOLE 369,34100
INTRALINKS HLDGS INCCOM46118H10425020,608SH SOLE 13,50800
INTUITCOM4612021039,736127,569SH SOLE 127,56900
INTUITIVE SURGICAL INCCOM NEW46120E6026281,636SH SOLE 1,63600
INVACARE CORPCOM4612031016,604284,542SH SOLE 139,44400
INVACARE CORPSDCV 4.125% 2/0461203AD32,9532,500,000PRN SOLE 000
INVENSENSE INCCOM46123D2051,29262,154SH SOLE 42,75400
INVESCO ADVANTAGE MUNICIPALSH BEN INT46132E10367163,742SH SOLE 63,74200
INVESCO BD FDCOM46132L1071,52186,005SH SOLE 86,00500
INVESCO CALIF VALUE MUN INCCOM46132H10655148,316SH SOLE 48,31600
INVESCO DYNAMIC CR OPP FDCOM46132R10441832,414SH SOLE 32,41400
INVESCO LTDSHSG491BT10817,425478,700SH SOLE 478,70000
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,23083,800SH SOLE 50,40000
INVESCO MUN OPPORTUNITY TRCOM46132C1071,329113,454SH SOLE 113,45400
INVESCO MUN TRCOM46131J1031,179101,721SH SOLE 101,72100
INVESCO MUNI INCOME OPP TRSTCOM46132X10148678,341SH SOLE 78,34100
INVESCO PA VALUE MUN INCOMECOM46132K10918815,523SH SOLE 15,52300
INVESCO QUALITY MUNI INC TRSCOM46133G10757852,000SH SOLE 52,00000
INVESCO TR INVT GRADE MUNSCOM46131M10696479,121SH SOLE 79,12100
INVESTMENT TECHNOLOGY GRP NECOM46145F10514,252693,199SH SOLE 310,39900
INVESTORS BANCORP INCCOM46146P1022,55199,731SH SOLE 99,73100
INVESTORS REAL ESTATE TRSH BEN INT4617301032,034237,049SH SOLE 193,31600
IPG PHOTONICS CORPCOM44980X1096628,533SH SOLE 8,53300
IROBOT CORPCOM46272610078622,594SH SOLE 14,89400
IRON MTN INCCOM46284610668122,426SH SOLE 22,42600
ISIS PHARMACEUTICALS INCCOM4643301092,50362,819SH SOLE 46,51900
ISTAR FINL INCNOTE 3.000%11/145031UBR16,2224,550,000PRN SOLE 000
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210639,8922,939,732SH SOLE 2,655,85200
ITC HLDGS CORPCOM4656851057998,337SH SOLE 8,33700
ITRON INCCOM4657411064,839116,790SH SOLE 116,79000
ITT CORP NEWCOM NEW45091120148,0571,106,797SH SOLE 1,106,79700
ITT EDUCATIONAL SERVICES INCCOM45068B10958017,275SH SOLE 13,37500
IXIACOM45071R10996472,425SH SOLE 55,42500
J & J SNACK FOODS CORPCOM4660321091,21213,684SH SOLE 3,58400
J2 GLOBAL INCCOM48123V1022,16443,262SH SOLE 33,56200
JABIL CIRCUIT INCCOM46631310335,1562,015,819SH SOLE 2,015,81900
JACK IN THE BOX INCCOM4663671093,09161,795SH SOLE 37,09500
JACOBS ENGR GROUP INC DELCOM46981410717,984285,503SH SOLE 285,50300
JAKKS PAC INCCOM47012E10611316,829SH SOLE 16,82900
JAMBA INCCOM NEW47023A30914511,680SH SOLE 11,68000
JAMES RIVER COAL COCOM NEW4703552071511,200SH SOLE 11,20000
JAMES RIVER COAL CONOTE 10.000% 6/0470355AK44901,520,000PRN SOLE 000
JARDEN CORPCOM4711091087,146116,477SH SOLE 116,47700
JDS UNIPHASE CORPCOM PAR $0.00146612J50710,253789,872SH SOLE 789,87200
JETBLUE AIRWAYS CORPCOM47714310113,7337,315,510SH SOLE 15,51000
JETBLUE AIRWAYS CORPDBCV 6.750%10/1477143AF810,4445,800,000PRN SOLE 000
JOHN BEAN TECHNOLOGIES CORPCOM4778391043,981135,745SH SOLE 30,54500
JOHN HANCOCK HDG EQ & INC FDCOM47804L1021,56391,565SH SOLE 91,56500
JOHNSON & JOHNSONCOM478160104279,0243,046,448SH SOLE 2,858,57600
JOHNSON CTLS INCCOM47836610729,752579,958SH SOLE 579,95800
JONES GROUP INCCOM48020T10140,0552,677,446SH SOLE 2,677,44600
JONES LANG LASALLE INCCOM48020Q1072,48824,300SH SOLE 24,30000
JOS A BANK CLOTHIERS INCCOM48083810127,774507,466SH SOLE 507,46600
JOURNAL COMMUNICATIONS INCCL A48113010237440,186SH SOLE 30,08600
JOY GLOBAL INCCOM48116510879013,500SH SOLE 13,50000
JPMORGAN CHASE & COCOM46625H100163,7862,800,710SH SOLE 2,609,51000
JUNIPER NETWORKS INCCOM48203R1044,011177,700SH SOLE 177,70000
K12 INCCOM48273U10226312,112SH SOLE 7,91200
KADANT INCCOM48282T10450512,470SH SOLE 8,77000
KAISER ALUMINUM CORPCOM PAR $0.0148300770480511,454SH SOLE 11,45400
KAMAN CORPCOM4835481032065,193SH SOLE 5,19300
KANSAS CITY SOUTHERNCOM NEW4851703022,81722,750SH SOLE 22,75000
KAPSTONE PAPER & PACKAGING CCOM48562P1032,06336,928SH SOLE 24,02800
KAR AUCTION SVCS INCCOM48238T1092197,400SH SOLE 7,40000
KB HOMECOM48666K1091,79998,411SH SOLE 98,41100
KBR INCCOM48242W10624,120756,338SH SOLE 756,33800
KCAP FINL INCCOM48668E10130537,800SH SOLE 23,90000
KELLOGG COCOM4878361089,818160,772SH SOLE 160,77200
KELLY SVCS INCCL A4881522082,799112,237SH SOLE 68,73700
KEMET CORPCOM NEW48836020710218,100SH SOLE 000
KEMPER CORP DELCOM48840110083520,436SH SOLE 18,43600
KENNAMETAL INCCOM48917010080215,406SH SOLE 15,40600
KERYX BIOPHARMACEUTICALS INCCOM4925151011,587122,579SH SOLE 83,07900
KEY ENERGY SVCS INCCOM49291410646558,847SH SOLE 58,84700
KEYCORP NEWCOM493267108138,51210,321,312SH SOLE 9,613,11200
KEYCORP NEWPFD 7.75% SR A4932674052,57920,000SH SOLE 20,00000
KEYW HLDG CORPCOM49372310033925,219SH SOLE 17,91900
KFORCE INCCOM4937321015,066247,603SH SOLE 95,10300
KILROY RLTY CORPCOM49427F10876315,200SH SOLE 15,20000
KIMBERLY CLARK CORPCOM494368103155,4071,487,720SH SOLE 1,417,52000
KIMCO RLTY CORPCOM49446R1095,523279,641SH SOLE 255,44100
KINDER MORGAN ENERGY PARTNERUT LTD PARTNER4945501066017,451SH SOLE 7,45100
KINDRED HEALTHCARE INCCOM49458010377139,064SH SOLE 34,56400
KINROSS GOLD CORPCOM NO PAR496902404631144,100SH SOLE 144,10000
KIRBY CORPCOM4972661065165,199SH SOLE 5,19900
KIRKLANDS INCCOM49749810545319,127SH SOLE 13,02700
KITE RLTY GROUP TRCOM49803T10230346,168SH SOLE 14,66800
KLA-TENCOR CORPCOM48248010069,5561,079,050SH SOLE 1,053,15000
KNOLL INCCOM NEW49890420028415,500SH SOLE 15,50000
KODIAK OIL & GAS CORPCOM50015Q1002,773247,362SH SOLE 90,26200
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB74,9054,375,000PRN SOLE 000
KOHLS CORPCOM5002551042,17338,298SH SOLE 38,29800
KOPPERS HOLDINGS INCCOM50060P1062,21448,388SH SOLE 27,58800
KORN FERRY INTLCOM NEW5006432002,793106,935SH SOLE 60,43500
KRAFT FOODS GROUP INCCOM50076Q1062,85252,901SH SOLE 52,90100
KRATON PERFORMANCE POLYMERSCOM50077C1061,11148,200SH SOLE 13,20000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2072,789363,143SH SOLE 195,94300
KRISPY KREME DOUGHNUTS INCCOM5010141041,42673,925SH SOLE 43,52500
KROGER COCOM50104410160,5521,531,800SH SOLE 1,531,80000
KT CORPSPONSORED ADR48268K1014,705316,421SH SOLE 292,62100
KULICKE & SOFFA INDS INCCOM50124210126519,956SH SOLE 19,95600
L BRANDS INCCOM5017971041,00216,199SH SOLE 16,19900
L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW725,54821,125,000PRN SOLE 000
L-3 COMMUNICATIONS HLDGS INCCOM50242410426,811250,896SH SOLE 238,49600
LA Z BOY INCCOM5053361072,97896,071SH SOLE 77,97100
LABORATORY CORP AMER HLDGSCOM NEW50540R4093,48338,117SH SOLE 35,41700
LACLEDE GROUP INCCOM5055971043,17369,671SH SOLE 35,19300
LADENBURG THALMAN FIN SVCS ICOM50575Q1025818,500SH SOLE 12,40000
LAKELAND FINL CORPCOM51165610049112,600SH SOLE 7,60000
LAM RESEARCH CORPCOM51280710855,4141,017,709SH SOLE 938,10900
LAMAR ADVERTISING COCL A5128151011,02419,600SH SOLE 19,60000
LANCASTER COLONY CORPCOM5138471036,02368,329SH SOLE 40,82600
LANDSTAR SYS INCCOM5150981015,759100,241SH SOLE 100,24100
LANNET INCCOM51601210142712,902SH SOLE 8,80200
LAREDO PETE HLDGS INCCOM5168061062478,913SH SOLE 8,91300
LAS VEGAS SANDS CORPCOM51783410734,599438,682SH SOLE 416,28200
LASALLE HOTEL PPTYSCOM SH BEN INT51794210883627,079SH SOLE 27,07900
LATAM AIRLS GROUP S ASPONSORED ADR51817R10620612,600SH SOLE 12,60000
LATTICE SEMICONDUCTOR CORPCOM5184151044,992906,050SH SOLE 437,55000
LAUDER ESTEE COS INCCL A5184391042,75636,586SH SOLE 36,58600
LAYNE CHRISTENSEN COCOM52105010419611,500SH SOLE 000
LAZARD GLB TTL RET&INCM FD ICOM52106W10322812,966SH SOLE 12,96600
LCA-VISION INCCOM PAR $.00150180330812010,551SH SOLE 10,55100
LEAP WIRELESS INTL INCCOM NEW52186330818,2811,050,628SH SOLE 1,050,62800
LEAR CORPCOM NEW52186520418,976234,354SH SOLE 234,35400
LEE ENTERPRISES INCCOM523768109414119,231SH SOLE 86,63100
LEGG MASON INCCOM5249011058,250189,742SH SOLE 189,74200
LEGGETT & PLATT INCCOM5246601071,41845,836SH SOLE 45,83600
LEIDOS HLDGS INCCOM52532710221,749467,820SH SOLE 439,52000
LENDER PROCESSING SVCS INCCOM52602E102144,2143,858,050SH SOLE 3,858,05000
LENNAR CORPCL A5260571041,35434,231SH SOLE 34,23100
LENNOX INTL INCCOM52610710710,071118,403SH SOLE 118,40300
LEUCADIA NATL CORPCOM52728810440,4631,427,757SH SOLE 1,269,75700
LEUCADIA NATL CORPNOTE 3.750% 4/1527288AX29,1686,887,000PRN SOLE 000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30836,7561,108,111SH SOLE 1,108,11100
LEVEL 3 COMMUNICATIONS INCNOTE 7.000% 3/152729NBP46,1264,480,000PRN SOLE 000
LEVY ACQUISITION CORPUNIT 99/99/999952748T20322,5232,250,000SH SOLE 2,250,00000
LEXINGTON REALTY TRUSTCOM5290431011,111108,805SH SOLE 104,50500
LEXMARK INTL NEWCL A52977110729,360826,586SH SOLE 814,88600
LG DISPLAY CO LTDSPONS ADR REP50186V1022,677220,500SH SOLE 220,50000
LHC GROUP INCCOM50187A10764026,620SH SOLE 9,42000
LIBERTY INTERACTIVE CORPINT COM SER A53071M1041,82062,000SH SOLE 62,00000
LIBERTY MEDIA CORP DELAWARECL A53122910226,714182,409SH SOLE 182,40900
LIBERTY PPTY TRSH BEN INT5311721041,60547,400SH SOLE 47,40000
LIFE TECHNOLOGIES CORPCOM53217V109185,8592,451,965SH SOLE 2,442,26500
LIFELOCK INCCOM53224V10042425,864SH SOLE 17,46400
LIFEPOINT HOSPITALS INCCOM53219L1092,79252,836SH SOLE 52,83600
LIGAND PHARMACEUTICALS INCCOM NEW53220K5041,09820,877SH SOLE 13,87700
LILLY ELI & COCOM532457108171,0793,354,486SH SOLE 3,127,48600
LIMELIGHT NETWORKS INCCOM53261M104355179,500SH SOLE 25,90000
LINCOLN ELEC HLDGS INCCOM5339001068,779123,058SH SOLE 123,05800
LINCOLN NATL CORP INDCOM53418710927,296528,794SH SOLE 528,79400
LINCOLN NATL CORP IND*W EXP 07/10/2015341871176,033142,753SH SOLE 142,75300
LINEAR TECHNOLOGY CORPCOM5356781062,66358,466SH SOLE 58,46600
LINKEDIN CORPCOM CL A53578A10884,289388,735SH SOLE 348,83500
LINNCO LLCCOMSHS LTD INT53578210676124,696SH SOLE 16,80000
LIONS GATE ENTMNT CORPCOM NEW5359192032,34674,098SH SOLE 74,09800
LITHIA MTRS INCCL A5367971032,24232,295SH SOLE 24,49500
LITTELFUSE INCCOM5370081049019,700SH SOLE 7,90000
LIVE NATION ENTERTAINMENT INCOM5380341092,142108,382SH SOLE 66,88200
LIVEPERSON INCCOM53814610137825,497SH SOLE 20,49700
LKQ CORPCOM50188920810,097306,901SH SOLE 306,90100
LMP REAL ESTATE INCOME FD INCOM50208C10812312,186SH SOLE 12,18600
LOCKHEED MARTIN CORPCOM53983010912,85786,484SH SOLE 86,48400
LOEWS CORPCOM54042410833,031684,714SH SOLE 683,11400
LORAL SPACE & COMMUNICATNS ICOM5438811067,83296,713SH SOLE 54,41300
LORILLARD INCCOM5441471011,51629,916SH SOLE 29,91600
LOUISIANA PAC CORPCOM5463471051,38975,019SH SOLE 75,01900
LOWES COS INCCOM54866110764,2881,297,445SH SOLE 1,267,74500
LPL FINL HLDGS INCCOM50212V1003,72979,300SH SOLE 79,30000
LSI CORPORATIONCOM502161102163,15414,805,281SH SOLE 14,742,48100
LTC PPTYS INCCOM5021751026,079171,773SH SOLE 96,08600
LTX-CREDENCE CORPCOM NEW50240320743654,600SH SOLE 54,60000
LULULEMON ATHLETICA INCCOM5500211094,98884,500SH SOLE 84,50000
LUMOS NETWORKS CORPCOM55028310553325,393SH SOLE 19,09300
LYONDELLBASELL INDUSTRIES NSHS - A -N53745100286,4923,568,656SH SOLE 3,382,35600
M & T BK CORPCOM55261F10447,636409,172SH SOLE 383,47200
M D C HLDGS INCCOM5526761081,42044,045SH SOLE 44,04500
M/I HOMES INCNOTE 3.250% 9/155292PAA33,7542,875,000PRN SOLE 000
M/I HOMES INCNOTE 3.000% 3/055292PAB13,0042,700,000PRN SOLE 000
M/I HOMES INCCOM55305B10171328,017SH SOLE 10,91700
MACERICH COCOM5543821012,07335,200SH SOLE 35,20000
MAC-GRAY CORPCOM55415310694744,596SH SOLE 44,59600
MACK CALI RLTY CORPCOM55448910438017,700SH SOLE 17,70000
MACQUARIE GLBL INFRA TOTL RECOM55608D1012159,733SH SOLE 9,73300
MACYS INCCOM55616P10480,4771,507,062SH SOLE 1,410,96200
MADDEN STEVEN LTDCOM5562691081,11930,586SH SOLE 29,23600
MADISON CVRED CALL & EQ STRCOM5574371001,229150,368SH SOLE 150,36800
MADISON SQUARE GARDEN COCL A55826P1003,52761,248SH SOLE 61,24800
MAGELLAN HEALTH SVCS INCCOM NEW5590792078,019133,850SH SOLE 118,71300
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801065508,690SH SOLE 8,69000
MAGICJACK VOCALTEC LTDSHSM6787E1012,488208,700SH SOLE 99,20000
MAGNA INTL INCCOM5592224011,47718,000SH SOLE 18,00000
MAGNACHIP SEMICONDUCTOR CORPCOM55933J20330415,600SH SOLE 15,60000
MAGNUM HUNTER RES CORP DELCOM55973B102848116,027SH SOLE 77,42700
MAIDEN HOLDINGS LTDSHSG5753U1121,06096,956SH SOLE 21,65600
MAINSTAY DEFINEDTERM MN OPPCOM56064K10019412,300SH SOLE 12,30000
MALLINCKRODT PUB LTD COSHSG5785G10733,471640,463SH SOLE 640,46300
MANHATTAN ASSOCS INCCOM5627501099,51981,025SH SOLE 40,11800
MANITEX INTL INCCOM56342010835122,078SH SOLE 14,57800
MANITOWOC INCCOM5635711081,04944,987SH SOLE 44,98700
MANNKIND CORPCOM56400P2011,842353,599SH SOLE 275,69900
MANNKIND CORPNOTE 5.750% 8/156400PAC64,8654,595,000PRN SOLE 000
MANPOWERGROUP INCCOM56418H10091,2321,062,569SH SOLE 1,029,06900
MANULIFE FINL CORPCOM56501R10681341,200SH SOLE 41,20000
MARATHON OIL CORPCOM565849106111,1363,148,325SH SOLE 2,939,42500
MARATHON PETE CORPCOM56585A10275,837826,744SH SOLE 789,14400
MARCHEX INCCL B56624R10822826,347SH SOLE 17,64700
MARINEMAX INCCOM56790810824115,000SH SOLE 10,10000
MARKEL CORPCOM5705351041,4682,530SH SOLE 2,53000
MARKETAXESS HLDGS INCCOM57060D1082,23033,352SH SOLE 18,65200
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591004847,314SH SOLE 7,31400
MARRIOTT INTL INC NEWCL A57190320253410,828SH SOLE 10,82800
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1072,33944,339SH SOLE 16,63900
MARSH & MCLENNAN COS INCCOM5717481027,712159,474SH SOLE 159,47400
MARTEN TRANS LTDCOM57307510821110,446SH SOLE 7,59600
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT5733311053578,334SH SOLE 8,33400
MARVELL TECHNOLOGY GROUP LTDORDG5876H105108,8527,569,706SH SOLE 6,742,80600
MASCO CORPCOM5745991066,539287,167SH SOLE 287,16700
MASTEC INCNOTE 4.000% 6/1576323AL36,7663,250,000PRN SOLE 000
MASTEC INCNOTE 4.250%12/1576323AM110,7755,025,000PRN SOLE 000
MASTERCARD INCCL A57636Q10446,91756,157SH SOLE 54,85700
MATADOR RES COCOM5764852054,502241,530SH SOLE 94,03000
MATERION CORPCOM5766901013,05999,170SH SOLE 49,27000
MATRIX SVC COCOM5768531055,078207,503SH SOLE 80,57200
MATTEL INCCOM57708110224,054505,550SH SOLE 505,55000
MATTHEWS INTL CORPCL A5771281012054,800SH SOLE 4,80000
MATTSON TECHNOLOGY INCCOM577223100436158,958SH SOLE 102,25800
MAXIM INTEGRATED PRODS INCCOM57772K10141,2311,477,300SH SOLE 1,292,60000
MAXIMUS INCCOM5779331041,35530,807SH SOLE 27,30700
MAXWELL TECHNOLOGIES INCCOM5777671061,260162,200SH SOLE 22,80000
MB FINANCIAL INC NEWCOM55264U1083,217100,236SH SOLE 58,03600
MBIA INCCOM55262C10019116,034SH SOLE 4,13400
MCCORMICK & CO INCCOM NON VTG57978020613,972202,722SH SOLE 202,72200
MCDERMOTT INTL INCCOM5800371092,549278,236SH SOLE 278,23600
MCDONALDS CORPCOM58013510124,728254,850SH SOLE 241,85000
MCGRATH RENTCORPCOM5805891093348,383SH SOLE 4,48300
MCGRAW HILL FINL INCCOM58064510920,398260,840SH SOLE 256,14000
MCKESSON CORPCOM58155Q103175,9941,090,422SH SOLE 1,023,82200
MDC PARTNERS INCCL A SUB VTG5526971046,490254,416SH SOLE 105,86600
MDU RES GROUP INCCOM5526901094,825157,945SH SOLE 157,94500
MEAD JOHNSON NUTRITION COCOM58283910616,388195,651SH SOLE 195,65100
MEADWESTVACO CORPCOM5833341075,806157,203SH SOLE 151,60300
MEASUREMENT SPECIALTIES INCCOM5834211026069,978SH SOLE 6,27800
MECHEL OAOSPONSORED ADR5838401033513,500SH SOLE 13,50000
MEDALLION FINL CORPCOM58392810618612,995SH SOLE 7,99500
MEDASSETS INCCOM58404510831115,671SH SOLE 47100
MEDICAL PPTYS TRUST INCCOM58463J3041,467120,060SH SOLE 79,46000
MEDICINES COCOM5846881051,21731,507SH SOLE 26,50700
MEDICINES CODBCV 1.375% 6/0584688AC91,5461,025,000PRN SOLE 000
MEDIDATA SOLUTIONS INCCOM58471A1052,69644,508SH SOLE 39,30800
MEDIFAST INCCOM58470H1013,536135,341SH SOLE 32,14100
MEDIVATION INCCOM58501N1012,60140,760SH SOLE 40,76000
MEDNAX INCCOM58502B1062,73551,244SH SOLE 51,24400
MEDTRONIC INCCOM585055106165,1942,878,443SH SOLE 2,644,64300
MENS WEARHOUSE INCCOM58711810069,7521,365,551SH SOLE 1,351,55100
MENTOR GRAPHICS CORPCOM5872001063,555147,711SH SOLE 122,71100
MERCK & CO INC NEWCOM58933Y10572,6551,451,644SH SOLE 1,230,34400
MEREDITH CORPCOM5894331011,75633,907SH SOLE 27,90700
MERGE HEALTHCARE INCCOM58949910210846,546SH SOLE 30,74600
MERGEWORTHRX CORPCOM58952R1066,484797,500SH SOLE 797,50000
MERIDIAN BIOSCIENCE INCCOM58958410158522,040SH SOLE 12,74000
MERIT MED SYS INCCOM58988910427817,651SH SOLE 16,55100
MERITAGE HOMES CORPCOM59001A1023296,848SH SOLE 5,84800
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR33,2922,925,000PRN SOLE 000
MERITOR INCCOM59001K1001,184113,503SH SOLE 72,20300
METHANEX CORPCOM59151K1083736,297SH SOLE 6,29700
METHODE ELECTRS INCCOM5915202008,299242,746SH SOLE 137,54600
METLIFE INCCOM59156R10875,3171,396,822SH SOLE 1,228,72200
METTLER TOLEDO INTERNATIONALCOM5926881054,25717,548SH SOLE 17,54800
MFA FINL INCCOM55272X10222832,317SH SOLE 32,31700
MFS INVT GRADE MUN TRSH BEN INT59318B1088610,013SH SOLE 10,01300
MFS MUN INCOME TRSH BEN INT55273810611718,758SH SOLE 18,75800
MGE ENERGY INCCOM55277P10462410,778SH SOLE 2,47800
MGIC INVT CORP WISCOM5528481034,192496,688SH SOLE 373,38800
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD532,66128,650,000PRN SOLE 000
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE371,70851,775,000PRN SOLE 000
MGM RESORTS INTERNATIONALCOM5529531012,490105,867SH SOLE 105,86700
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE053,03438,500,000PRN SOLE 000
MICHAEL KORS HLDGS LTDSHSG607541012,11126,000SH SOLE 26,00000
MICROCHIP TECHNOLOGY INCCOM5950171041,29328,889SH SOLE 28,88900
MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB071,66241,170,000PRN SOLE 000
MICRON TECHNOLOGY INCCOM59511210315,227699,786SH SOLE 699,78600
MICRON TECHNOLOGY INCNOTE 1.875% 6/0595112AH620,23913,250,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW392,55139,925,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX149,81121,829,000PRN SOLE 000
MICROS SYS INCCOM5949011003886,765SH SOLE 6,76500
MICROSOFT CORPCOM594918104312,1608,339,841SH SOLE 7,695,64100
MICROSTRATEGY INCCL A NEW5949724088606,926SH SOLE 6,92600
MID-AMER APT CMNTYS INCCOM59522J1032,76345,482SH SOLE 45,48200
MIDDLEBY CORPCOM5962781014211,756SH SOLE 1,75600
MILLER ENERGY RES INCCOM60052710559083,841SH SOLE 56,14100
MILLER HERMAN INCCOM6005441001,18140,003SH SOLE 35,80300
MIMEDX GROUP INCCOM6024961011,360155,591SH SOLE 66,49100
MINE SAFETY APPLIANCES COCOM60272010481715,961SH SOLE 2,76100
MINERALS TECHNOLOGIES INCCOM6031581067,683127,905SH SOLE 77,31700
MINES MGMT INCCOM6034321051119,104SH SOLE 19,10400
MISTRAS GROUP INCCOM60649T10762029,700SH SOLE 10,10000
MITCHAM INDS INCCOM60650110443624,600SH SOLE 7,70000
MITEK SYS INCCOM NEW60671020039466,303SH SOLE 44,60300
MKS INSTRUMENT INCCOM55306N10413,362446,297SH SOLE 446,29700
MOBILE MINI INCCOM60740F1051,52136,927SH SOLE 25,42700
MOBILE TELESYSTEMS OJSCSPONSORED ADR6074091095,925273,930SH SOLE 266,23000
MODEL N INCCOM60752510230225,600SH SOLE 3,80000
MODINE MFG COCOM6078281003,503273,280SH SOLE 110,48000
MOHAWK INDS INCCOM60819010417,943120,502SH SOLE 120,50200
MOLINA HEALTHCARE INCNOTE 3.750%10/060855RAA81,1941,000,000PRN SOLE 000
MOLSON COORS BREWING COCL B60871R2091,06719,000SH SOLE 19,00000
MOMENTA PHARMACEUTICALS INCCOM60877T1003,987225,500SH SOLE 108,20000
MONARCH CASINO & RESORT INCCOM60902710735617,749SH SOLE 12,54900
MONDELEZ INTL INCCL A60920710523,035652,561SH SOLE 652,56100
MONMOUTH REAL ESTATE INVT COCL A60972010713715,035SH SOLE 11,03500
MONOLITHIC PWR SYS INCCOM60983910587525,243SH SOLE 13,34300
MONOTYPE IMAGING HOLDINGS INCOM61022P1003,603113,079SH SOLE 24,07900
MONRO MUFFLER BRAKE INCCOM6102361012043,614SH SOLE 3,61400
MONSANTO CO NEWCOM61166W10121,834187,334SH SOLE 177,03400
MONSTER BEVERAGE CORPCOM6117401012,47836,567SH SOLE 36,56700
MONTGOMERY STR INCOME SECS ICOM61411510333621,647SH SOLE 21,64700
MONTPELIER RE HOLDINGS LTDSHSG621851063,706127,371SH SOLE 20,08000
MOODYS CORPCOM61536910512,182155,242SH SOLE 155,24200
MOOG INCCL A61539420299714,670SH SOLE 8,47000
MORGAN STANLEYCOM NEW61744644819,096608,937SH SOLE 608,93700
MORGAN STANLEY EMER MKTS FDCOM61744G10761239,506SH SOLE 39,50600
MORGAN STANLEY TRUSTSINCOME SECS INC61745P8741,60295,280SH SOLE 95,28000
MORGANS HOTEL GROUP COCOM61748W1081,035127,259SH SOLE 127,25900
MOSAIC CO NEWCOM61945C1031,85839,300SH SOLE 39,30000
MOTORCAR PTS AMER INCCOM62007110055228,597SH SOLE 20,49700
MOTOROLA SOLUTIONS INCCOM NEW6200763077,603112,644SH SOLE 112,64400
MOVADO GROUP INCCOM6245801063,63282,538SH SOLE 27,33800
MOVE INCCOM NEW62458M2073,886243,000SH SOLE 59,67500
MRC GLOBAL INCCOM55345K1035,742178,005SH SOLE 178,00500
MSC INDL DIRECT INCCL A5535301061,09513,535SH SOLE 13,53500
MSCI INCCOM55354G1001,45633,300SH SOLE 33,30000
MTR GAMING GROUP INCCOM5537691001,189230,367SH SOLE 230,36700
MTS SYS CORPCOM5537771036889,653SH SOLE 5,85300
MUELLER INDS INCCOM6247561024,74175,247SH SOLE 63,40900
MUELLER WTR PRODS INCCOM SER A6247581084,415471,156SH SOLE 162,95600
MULTI COLOR CORPCOM6253831043569,444SH SOLE 6,54400
MULTIMEDIA GAMES HLDG CO INCCOM6254531053,957126,175SH SOLE 43,17500
MURPHY OIL CORPCOM62671710242,983662,502SH SOLE 661,90200
MURPHY USA INCCOM62675510234,811837,599SH SOLE 837,59900
MWI VETERINARY SUPPLY INCCOM55402X1052,68815,755SH SOLE 7,95500
MYERS INDS INCCOM6284641091,23858,629SH SOLE 43,92900
MYLAN INCCOM6285301075,080117,045SH SOLE 117,04500
MYR GROUP INC DELCOM55405W1047,314291,622SH SOLE 112,22200
MYRIAD GENETICS INCCOM62855J10419,079909,383SH SOLE 909,38300
NABORS INDUSTRIES LTDSHSG6359F10313,683805,373SH SOLE 805,37300
NACCO INDS INCCL A6295791034,33069,624SH SOLE 44,48600
NANOMETRICS INCCOM63007710523712,425SH SOLE 8,92500
NANOSPHERE INCCOM63009F1056930,170SH SOLE 1,97000
NASDAQ OMX GROUP INCCOM63110310886521,743SH SOLE 21,74300
NATIONAL BK HLDGS CORPCL A63370710427612,900SH SOLE 7,30000
NATIONAL CINEMEDIA INCCOM63530910721810,900SH SOLE 000
NATIONAL FUEL GAS CO N JCOM6361801011,49220,900SH SOLE 20,90000
NATIONAL HEALTH INVS INCCOM63633D1041,60228,555SH SOLE 15,88000
NATIONAL OILWELL VARCO INCCOM6370711016,15877,434SH SOLE 77,43400
NATIONAL PENN BANCSHARES INCCOM6371381083,477306,880SH SOLE 109,28000
NATIONAL RETAIL PPTYS INCCOM6374171061,60652,961SH SOLE 52,96100
NATIONSTAR MTG HLDGS INCCOM63861C1097,160193,735SH SOLE 193,73500
NATURAL GAS SERVICES GROUPCOM63886Q10928610,365SH SOLE 6,86500
NATURAL GROCERS BY VITAMIN CCOM63888U10868416,119SH SOLE 10,91900
NAUTILUS INCCOM63910B102912108,168SH SOLE 54,26800
NAVIDEA BIOPHARMACEUTICALS ICOM63937X10314067,700SH SOLE 46,10000
NAVIGANT CONSULTING INCCOM63935N1074,576238,336SH SOLE 117,33600
NAVISTAR INTL CORP NEWCOM63934E10844311,597SH SOLE 11,59700
NAVISTAR INTL CORP NEWNOTE 3.000%10/163934EAL2616600,000PRN SOLE 000
NBT BANCORP INCCOM6287781027,238279,467SH SOLE 125,76700
NCI BUILDING SYS INCCOM NEW62885220412117,936SH SOLE 17,93600
NCR CORP NEWCOM62886E10824,152709,098SH SOLE 709,09800
NEENAH PAPER INCCOM64007910944110,308SH SOLE 4,20800
NEKTAR THERAPEUTICSCOM6402681081,797158,300SH SOLE 38,20000
NELNET INCCL A64031N10815,774374,322SH SOLE 197,77600
NEOGEN CORPCOM64049110670615,450SH SOLE 13,05000
NEOSTEM INCCOM PAR $.00164065040426538,800SH SOLE 38,80000
NETAPP INCCOM64110D1048,054195,766SH SOLE 195,76600
NETFLIX INCCOM64110L10629,52680,196SH SOLE 80,19600
NETLIST INCCOM64118P1091419,500SH SOLE 13,90000
NETSCOUT SYS INCCOM64115T1042,36279,831SH SOLE 39,93100
NETSOL TECHNOLOGIES INCCOM PAR $.00164115A40217530,000SH SOLE 14,60000
NETSUITE INCCOM64118Q1074,30341,770SH SOLE 41,77000
NEURALSTEM INCCOM64127R3025519,000SH SOLE 19,00000
NEUROCRINE BIOSCIENCES INCCOM64125C1093,407364,800SH SOLE 151,40000
NEUSTAR INCCL A64126X2015,438109,058SH SOLE 109,05800
NEW AMER HIGH INCOME FD INCCOM NEW64187680010210,620SH SOLE 10,62000
NEW JERSEY RESCOM64602510672715,721SH SOLE 15,72100
NEW MTN FIN CORPCOM6475511003,345222,380SH SOLE 78,98000
NEW RESIDENTIAL INVT CORPCOM64828T10220,9783,140,460SH SOLE 3,067,96000
NEW YORK & CO INCCOM64929510212027,574SH SOLE 17,97400
NEW YORK CMNTY BANCORP INCCOM6494451032,763163,978SH SOLE 163,97800
NEW YORK TIMES COCL A6501111071,17073,712SH SOLE 59,11200
NEWCASTLE INVT CORPCOM65105M10819,7773,445,467SH SOLE 3,445,46700
NEWELL RUBBERMAID INCCOM65122910623,542726,373SH SOLE 726,37300
NEWFIELD EXPL COCOM6512901084,179169,670SH SOLE 169,67000
NEWMARKET CORPCOM6515871071,4314,282SH SOLE 4,28200
NEWMONT MINING CORPCOM6516391065,583242,411SH SOLE 218,71100
NEWPARK RES INCCOM PAR $.01NEW6517185047,135580,535SH SOLE 319,33500
NEWS CORP NEWCL A65249B10926,2661,457,590SH SOLE 1,457,59000
NEXSTAR BROADCASTING GROUP ICL A65336K1031,86733,502SH SOLE 22,30200
NEXTERA ENERGY INCCOM65339F1015,96469,661SH SOLE 69,66100
NEXTERA ENERGY INCUNIT 99/99/999965339F86146,501920,000SH SOLE 920,00000
NIC INCCOM62914B1001,14345,974SH SOLE 26,17400
NICHOLAS FINANCIAL INCCOM NEW65373J2097,009445,302SH SOLE 445,30200
NIELSEN HOLDINGS N VCOMN6321810657112,448SH SOLE 12,44800
NIKE INCCL B6541061032,32829,606SH SOLE 29,60600
NISOURCE INCCOM65473P1052,63880,216SH SOLE 80,21600
NN INCCOM62933710644021,790SH SOLE 16,09000
NOBLE ENERGY INCCOM65504410514,687215,637SH SOLE 215,63700
NOODLES & COCL A65540B1053,34593,127SH SOLE 93,12700
NORANDA ALUM HLDG CORPCOM65542W107474144,000SH SOLE 115,70000
NORDSON CORPCOM6556631022,00426,974SH SOLE 26,97400
NORDSTROM INCCOM65566410063710,300SH SOLE 10,30000
NORFOLK SOUTHERN CORPCOM6558441088,81594,961SH SOLE 86,46100
NORTHEAST UTILSCOM66439710699423,458SH SOLE 23,45800
NORTHERN TR CORPCOM6658591046,805109,950SH SOLE 109,95000
NORTHFIELD BANCORP INC DELCOM66611T10826820,300SH SOLE 5,30000
NORTHGATE MINERALS CORPNOTE 3.500%10/0666416AB81,0111,050,000PRN SOLE 000
NORTHROP GRUMMAN CORPCOM666807102188,0871,641,105SH SOLE 1,615,00500
NORTHSTAR RLTY FIN CORPCOM66704R1002,368176,042SH SOLE 117,74200
NORTHWEST BANCSHARES INC MDCOM66734010378152,829SH SOLE 11,60000
NORTHWEST NAT GAS COCOM66765510447211,022SH SOLE 11,02200
NORTHWESTERN CORPCOM NEW6680743057,065163,086SH SOLE 146,82200
NORWEGIAN CRUISE LINE HLDGSSHSG667211041,94554,836SH SOLE 54,83600
NOVAVAX INCCOM670002104682133,205SH SOLE 74,60500
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD346,39027,675,000PRN SOLE 000
NPS PHARMACEUTICALS INCCOM62936P1039,240304,351SH SOLE 186,05100
NTELOS HLDGS CORPCOM NEW67020Q30520410,076SH SOLE 6,77600
NTS INC NEVCOM62943B1054,8952,484,652SH SOLE 2,484,65200
NU SKIN ENTERPRISES INCCL A67018T10555,472401,331SH SOLE 401,33100
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF71,3751,400,000PRN SOLE 000
NUCOR CORPCOM67034610569312,990SH SOLE 12,99000
NUSTAR ENERGY LPUNIT COM67058H1022925,726SH SOLE 5,72600
NUTRI SYS INC NEWCOM67069D1082,511152,709SH SOLE 42,60900
NUVASIVE INCCOM6707041052,09364,729SH SOLE 28,52900
NUVEEN AMT-FREE MUN INCOME FCOM6706571051,946161,633SH SOLE 161,63300
NUVEEN ARIZ PREM INCOME MUNCOM67061W10431225,743SH SOLE 25,74300
NUVEEN BUILD AMER BD FDCOM67074C1031,19264,667SH SOLE 64,66700
NUVEEN BUILD AMER BD OPPTNYCOM67074Q10247524,442SH SOLE 24,44200
NUVEEN CA DIV ADV MUNI FD 3COM SH BEN INT67070Y10944739,169SH SOLE 39,16900
NUVEEN CA DIV ADVANTG MUN FDCOM67069X10428522,602SH SOLE 22,60200
NUVEEN CA DIVIDEND ADV MUN FCOM67066Y10527421,353SH SOLE 21,35300
NUVEEN CAL AMT-FREE MUN INCCOM6706511081,07588,329SH SOLE 88,32900
NUVEEN CONN PREM INCOME MUNCOM67060D10736731,617SH SOLE 31,61700
NUVEEN CR STRATEGIES INCM FDCOM SHS67073D10254255,751SH SOLE 55,75100
NUVEEN DIV ADVANTAGE MUN FDCOM67070F1001,03981,896SH SOLE 81,89600
NUVEEN DIVERSIFIED DIV INCMCOM6706EP10537833,506SH SOLE 33,50600
NUVEEN DIVID ADVANTAGE MUN FCOM67066V1011,372108,957SH SOLE 108,95700
NUVEEN DIVID ADVANTAGE MUN ICOM67071L1061,429114,116SH SOLE 114,11600
NUVEEN EQUITY PREM ADV FDCOM6706ET10796376,167SH SOLE 76,16700
NUVEEN EQUITY PREM INCOME FDCOM6706ER10124919,820SH SOLE 19,82000
NUVEEN GA DIV ADV MUN FD 2COM67072B10723219,750SH SOLE 19,75000
NUVEEN GBL VL OPPORTUNITIESCOM6706EH10390768,870SH SOLE 68,87000
NUVEEN INTER DURATION MN TMFCOM6706711061,151100,042SH SOLE 100,04200
NUVEEN INVT QUALITY MUN FD ICOM67062E10348735,990SH SOLE 35,99000
NUVEEN MD PREM INCOME MUN FDCOM67061Q10778265,586SH SOLE 65,58600
NUVEEN MUN ADVANTAGE FD INCCOM67062H1061,715141,053SH SOLE 141,05300
NUVEEN MUN MKT OPPORTUNITY FCOM67062W1031,519126,597SH SOLE 126,59700
NUVEEN MUN OPPORTUNITY FD INCOM6709841031,603121,242SH SOLE 121,24200
NUVEEN N C PREM INCOME MUN FCOM67060P10049040,990SH SOLE 40,99000
NUVEEN NJ INVT QUALITY MUN FCOM67097110033626,086SH SOLE 26,08600
NUVEEN NY AMT-FREE MUN INCOMCOM6706561071,13992,771SH SOLE 92,77100
NUVEEN NY DIVID ADVNTG MUN FCOM67066X10718014,168SH SOLE 14,16800
NUVEEN PA INVT QUALITY MUN FCOM67097210833527,160SH SOLE 27,16000
NUVEEN PA PREM INCOME MUN FDCOM67061F10131926,811SH SOLE 26,81100
NUVEEN PERFORMANCE PLUS MUNCOM67062P1081,12883,391SH SOLE 83,39100
NUVEEN PFD INCOME OPPRTNY FDCOM67073B1061,650186,025SH SOLE 186,02500
NUVEEN PREM INCOME MUN FDCOM67062T1001,598129,635SH SOLE 129,63500
NUVEEN PREM INCOME MUN FD 2COM67063W1022,464196,346SH SOLE 196,34600
NUVEEN PREM INCOME MUN FD 4COM6706K410550241,377SH SOLE 41,37700
NUVEEN PREMIER MUN INCOME FDCOM67098810447438,286SH SOLE 38,28600
NUVEEN QUALITY INCOME MUN FDCOM6709771072,289186,888SH SOLE 186,88800
NUVEEN QUALITY MUN FD INCCOM67062N1031,14794,909SH SOLE 94,90900
NUVEEN QUALITY PFD INC FD 3COM67072W101791100,751SH SOLE 100,75100
NUVEEN QUALITY PFD INCOME FDCOM67071S1012,271295,301SH SOLE 295,30100
NUVEEN QUALITY PFD INCOME FDCOM67072C1055,050620,354SH SOLE 620,35400
NUVEEN SELECT QUALITY MUN FDCOM6709731061,05485,024SH SOLE 85,02400
NUVEEN VA PREM INCOME MUN FDCOM67064R10221217,975SH SOLE 17,97500
NVIDIA CORPCOM67066G10484,5435,277,325SH SOLE 4,923,62500
NVR INCCOM62944T1054,3094,200SH SOLE 4,20000
O REILLY AUTOMOTIVE INC NEWCOM67103H10736,035279,973SH SOLE 279,97300
OASIS PETE INC NEWCOM6742151081,08823,174SH SOLE 23,17400
OCCIDENTAL PETE CORP DELCOM67459910585,426898,272SH SOLE 829,97200
OCEANEERING INTL INCCOM67523210243,428550,554SH SOLE 534,75400
OCWEN FINL CORPCOM NEW6757463094,11674,230SH SOLE 74,23000
ODYSSEY MARINE EXPLORATION ICOM67611810210150,200SH SOLE 26,10000
OFFICE DEPOT INCCOM6762201061,259237,985SH SOLE 174,28500
OFG BANCORPCOM67103X10270440,621SH SOLE 40,62100
OGE ENERGY CORPCOM67083710315,327452,128SH SOLE 452,12800
OIL STS INTL INCCOM67802610513,498132,700SH SOLE 132,70000
OLD DOMINION FGHT LINES INCCOM67958010010,147191,381SH SOLE 191,38100
OLD NATL BANCORP INDCOM6800331071,45894,880SH SOLE 27,68000
OLD REP INTL CORPCOM6802231046,401370,646SH SOLE 370,64600
OLIN CORPCOM PAR $16806652051,68058,232SH SOLE 58,23200
OM GROUP INCCOM6708721003,841105,487SH SOLE 58,78700
OMEGA HEALTHCARE INVS INCCOM6819361002,14471,963SH SOLE 71,96300
OMEGA PROTEIN CORPCOM68210P10729223,734SH SOLE 15,03400
OMNICARE INCCOM68190410836,595606,273SH SOLE 606,27300
OMNICARE INCNOTE 3.500% 2/1681904AQ13,3033,260,000PRN SOLE 000
OMNICELL INCCOM68213N10991935,988SH SOLE 16,58800
OMNICOM GROUP INCCOM681919106177,8142,390,938SH SOLE 2,390,93800
OMNIVISION TECHNOLOGIES INCCOM6821281032,004116,500SH SOLE 50,20000
ON ASSIGNMENT INCCOM6821591081,59745,726SH SOLE 28,12600
ON SEMICONDUCTOR CORPCOM68218910518,1982,208,540SH SOLE 2,208,54000
ONEBEACON INSURANCE GROUP LTCL AG6774210938524,361SH SOLE 15,06100
ONEOK INC NEWCOM6826801031,42522,910SH SOLE 22,91000
ONEOK PARTNERS LPUNIT LTD PARTN68268N1033206,078SH SOLE 6,07800
OPENTABLE INCCOM68372A1041,17514,800SH SOLE 10,20000
OPKO HEALTH INCCOM68375N1031,006119,229SH SOLE 119,22900
ORACLE CORPCOM68389X10565,4461,710,565SH SOLE 1,584,16500
ORASURE TECHNOLOGIES INCCOM68554V10810416,600SH SOLE 9,40000
ORBITAL SCIENCES CORPCOM6855641063,351143,803SH SOLE 97,80300
ORBITZ WORLDWIDE INCCOM68557K1094,350605,813SH SOLE 164,67900
OREXIGEN THERAPEUTICS INCNOTE 2.750%12/0686164AA21,4731,500,000PRN SOLE 000
ORIENT-EXPRESS HOTELS LTDCL AG677431072,004132,646SH SOLE 46,04600
ORITANI FINL CORP DELCOM68633D1031,55096,560SH SOLE 22,56000
ORTHOFIX INTL N VCOMN6748L1026,004263,100SH SOLE 129,70000
OSHKOSH CORPCOM68823920130,087597,204SH SOLE 597,20400
OSIRIS THERAPEUTICS INC NEWCOM68827R10836022,372SH SOLE 15,07200
OTTER TAIL CORPCOM6896481034,536154,966SH SOLE 79,76600
OVERSTOCK COM INC DELCOM6903701013,229104,881SH SOLE 29,38100
OWENS & MINOR INC NEWCOM6907321024,002109,473SH SOLE 109,47300
OWENS CORNING NEWCOM69074210179719,565SH SOLE 19,56500
OWENS ILL INCCOM NEW69076840382,3732,302,203SH SOLE 2,179,20300
OXFORD INDS INCCOM6914973094585,675SH SOLE 4,37500
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841067,480208,639SH SOLE 162,43900
PACCAR INCCOM6937181085,40991,420SH SOLE 91,42000
PACER INTL INC TENNCOM69373H10668082,268SH SOLE 63,86800
PACIFIC BIOSCIENCES CALIF INCOM69404D10847991,494SH SOLE 61,29400
PACIFIC SUNWEAR CALIF INCCOM69487310032697,581SH SOLE 65,18100
PACIRA PHARMACEUTICALS INCCOM6951271002,05835,801SH SOLE 23,80100
PACKAGING CORP AMERCOM69515610919,314305,213SH SOLE 305,21300
PACWEST BANCORP DELCOM69526310397523,103SH SOLE 16,40300
PALL CORPCOM69642930711,561135,454SH SOLE 135,45400
PALO ALTO NETWORKS INCCOM69743510562110,800SH SOLE 10,80000
PANDORA MEDIA INCCOM69835410714,275536,661SH SOLE 536,66100
PANERA BREAD COCL A69840W1089,53753,974SH SOLE 53,97400
PAPA JOHNS INTL INCCOM6988131023,24171,398SH SOLE 49,19800
PARK OHIO HLDGS CORPCOM7006661005169,850SH SOLE 6,05000
PARKER DRILLING COCOM7010811015,316653,821SH SOLE 292,52100
PARKER HANNIFIN CORPCOM70109410430,111234,068SH SOLE 234,06800
PARKERVISION INCCOM701354102613134,690SH SOLE 93,79000
PARKWAY PPTYS INCCOM70159Q10478440,653SH SOLE 40,65300
PARTNERRE LTDCOMG6852T10532,667309,848SH SOLE 267,84800
PATRICK INDS INCCOM70334310374725,828SH SOLE 21,02800
PATTERSON COMPANIES INCCOM70339510318,401446,633SH SOLE 444,53300
PATTERSON UTI ENERGY INCCOM70348110126,4381,044,148SH SOLE 1,044,14800
PAYCHEX INCCOM7043261076,486142,455SH SOLE 142,45500
PDC ENERGY INCCOM69327R1012,30343,269SH SOLE 34,16900
PDF SOLUTIONS INCCOM69328210564825,287SH SOLE 18,08700
PDL BIOPHARMA INCCOM69329Y1042,741324,809SH SOLE 203,90900
PDL BIOPHARMA INCNOTE 2.875% 2/169329YAE412,2147,925,000PRN SOLE 000
PEABODY ENERGY CORPCOM7045491042,717139,100SH SOLE 139,10000
PEBBLEBROOK HOTEL TRCOM70509V10037512,200SH SOLE 12,20000
PEGASYSTEMS INCCOM7055731031,81636,931SH SOLE 25,03100
PENDRELL CORPCOM70686R104341169,756SH SOLE 112,65600
PENN NATL GAMING INCCOM70756910921,4211,494,851SH SOLE 1,494,85100
PENN VA CORPCOM70788210643446,051SH SOLE 29,95100
PENN WEST PETE LTD NEWCOM70788710516219,400SH SOLE 19,40000
PENNANTPARK INVT CORPCOM7080621042,988257,600SH SOLE 83,50000
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021072,510132,238SH SOLE 128,13800
PENTAIR LTDSHSH6169Q1081,60420,652SH SOLE 20,65200
PEOPLES UNITED FINANCIAL INCCOM7127041055,720378,316SH SOLE 378,31600
PEPCO HOLDINGS INCCOM71329110252227,300SH SOLE 27,30000
PEPSICO INCCOM713448108107,4781,295,849SH SOLE 1,211,94900
PEREGRINE PHARMACEUTICALS INCOM NEW713661304391281,291SH SOLE 190,99100
PERFICIENT INCCOM71375U10155423,646SH SOLE 15,24600
PERFORMANCE TECHNOLOGIES INCCOM71376K102496132,689SH SOLE 132,68900
PERFORMANT FINL CORPCOM71377E10590287,600SH SOLE 6,40000
PERKINELMER INCCOM7140461092,08250,493SH SOLE 50,49300
PERRIGO COCOM7142901033,39922,147SH SOLE 22,14700
PETMED EXPRESS INCCOM7163821064,286257,729SH SOLE 42,92900
PETROCHINA CO LTDSPONSORED ADR71646E1008,06373,476SH SOLE 73,47600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1019,740663,067SH SOLE 601,66700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4082,935213,000SH SOLE 213,00000
PETROLEUM & RES CORPCOM7165491004,148151,499SH SOLE 151,49900
PETROQUEST ENERGY INCCOM71674810810624,600SH SOLE 24,60000
PETSMART INCCOM71676810641,997577,274SH SOLE 564,17400
PFIZER INCCOM717081103238,2297,777,641SH SOLE 7,205,87800
PG&E CORPCOM69331C10824,694613,057SH SOLE 581,75700
PGT INCCOM69336V1014,089404,031SH SOLE 95,46200
PHARMACYCLICS INCCOM71693310614,065132,963SH SOLE 132,96300
PHARMERICA CORPCOM71714F1046,282292,185SH SOLE 140,58500
PHH CORPNOTE 6.000% 6/1693320AQ689,58843,227,000PRN SOLE 000
PHILIP MORRIS INTL INCCOM71817210918,563213,053SH SOLE 204,05300
PHILLIPS 66COM718546104139,6291,810,305SH SOLE 1,697,50500
PHOTRONICS INCCOM7194051021,305144,564SH SOLE 65,46400
PHOTRONICS INCNOTE 5.500%10/0719405AF913,3457,250,000PRN SOLE 000
PIEDMONT OFFICE REALTY TR INCOM CL A72019020676546,300SH SOLE 46,30000
PIER 1 IMPORTS INCCOM72027910813,248574,010SH SOLE 561,11000
PIKE ELEC CORPCOM7212831093,372319,005SH SOLE 111,01600
PILGRIMS PRIDE CORP NEWCOM72147K1086,759415,943SH SOLE 194,14300
PINNACLE ENTMT INCCOM7234561091,52258,556SH SOLE 44,45600
PINNACLE FINL PARTNERS INCCOM72346Q1043,711114,081SH SOLE 49,98100
PINNACLE FOODS INC DELCOM72348P1043,247118,227SH SOLE 118,22700
PINNACLE WEST CAP CORPCOM72348410134,166645,611SH SOLE 617,01100
PIONEER ENERGY SVCS CORPCOM7236641082,248280,700SH SOLE 82,90000
PIONEER NAT RES COCOM7237871079,04849,156SH SOLE 49,15600
PIPER JAFFRAY COSCOM7240781006,571166,148SH SOLE 81,94800
PITNEY BOWES INCCOM7244791002,18293,639SH SOLE 93,63900
PIXELWORKS INCCOM NEW72581M30510621,900SH SOLE 14,40000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054178,056SH SOLE 8,05600
PLANTRONICS INC NEWCOM7274931086,329136,258SH SOLE 136,25800
PLATINUM UNDERWRITER HLDGS LCOMG7127P10016,823274,531SH SOLE 133,43100
PLEXUS CORPCOM72913210047210,893SH SOLE 10,89300
PLUM CREEK TIMBER CO INCCOM7292511082,95363,500SH SOLE 63,50000
PLX TECHNOLOGY INCCOM69341710711818,000SH SOLE 18,00000
PMC-SIERRA INCCOM69344F1063,664569,806SH SOLE 569,80600
PNC FINL SVCS GROUP INCCOM69347510560,860784,478SH SOLE 738,87800
PNM RES INCCOM69349H1077,252300,679SH SOLE 252,27900
POLARIS INDS INCCOM73106810214,07496,636SH SOLE 96,63600
POLYCOM INCCOM73172K10433,4682,980,200SH SOLE 2,980,20000
POLYONE CORPCOM73179P1062,07558,686SH SOLE 57,88600
POLYPORE INTL INCCOM73179V10339710,200SH SOLE 10,20000
POOL CORPORATIONCOM73278L1053786,499SH SOLE 6,49900
POPULAR INCCOM NEW73317470010,353360,338SH SOLE 360,33800
PORTFOLIO RECOVERY ASSOCS INCOM73640Q10582115,536SH SOLE 9,13600
PORTLAND GEN ELEC COCOM NEW7365088473,146104,178SH SOLE 104,17800
POSCOSPONSORED ADR6934831091,18015,133SH SOLE 15,13300
POST HLDGS INCCOM7374461044779,677SH SOLE 6,47700
POST PPTYS INCCOM7374641071,42131,412SH SOLE 31,41200
POTLATCH CORP NEWCOM7376301036,540156,679SH SOLE 99,75300
POWER INTEGRATIONS INCCOM7392761031,25122,404SH SOLE 15,00400
POWERSECURE INTL INCCOM73936N1053,079179,323SH SOLE 50,02300
POWERSHARES QQQ TRUSTUNIT SER 173935A1042,75331,300SH SOLE 31,30000
POZEN INCCOM73941U1029611,900SH SOLE 000
PPG INDS INCCOM693506107114,522603,828SH SOLE 584,43000
PPL CORPCOM69351T1063,843127,712SH SOLE 127,71200
PPL CORPUNIT 99/99/9999S69351T11417,095324,200SH SOLE 324,20000
PRAXAIR INCCOM74005P1042852,189SH SOLE 2,18900
PRECISION CASTPARTS CORPCOM7401891054,00314,863SH SOLE 14,86300
PREMIERE GLOBAL SVCS INCCOM7405851042,077179,210SH SOLE 67,91000
PRESTIGE BRANDS HLDGS INCCOM74112D1014,044112,951SH SOLE 42,55100
PRICELINE COM INCCOM NEW74150340339,70634,159SH SOLE 34,15900
PRICELINE COM INCDEBT 1.000% 3/1741503AQ9138100,000PRN SOLE 000
PRICESMART INCCOM7415111091,21510,517SH SOLE 8,31700
PRIMERICA INCCOM74164M1084,375101,947SH SOLE 54,84700
PRIMORIS SVCS CORPCOM74164F1031,92561,839SH SOLE 16,33900
PRINCIPAL FINL GROUP INCCOM74251V1026,885139,619SH SOLE 139,61900
PRIVATEBANCORP INCCOM74296210359520,581SH SOLE 13,58100
PROASSURANCE CORPCOM74267C1065,418111,766SH SOLE 111,76600
PROCTER & GAMBLE COCOM742718109186,6272,292,434SH SOLE 2,089,83400
PROGENICS PHARMACEUTICALS INCOM74318710630657,500SH SOLE 38,20000
PROGRESS SOFTWARE CORPCOM74331210041916,206SH SOLE 16,20600
PROGRESSIVE CORP OHIOCOM7433151032,897106,226SH SOLE 106,22600
PROLOGIS INCCOM74340W10317,004460,196SH SOLE 422,11500
PROOFPOINT INCCOM7434241031,70251,306SH SOLE 25,70600
PROS HOLDINGS INCCOM74346Y1032,13053,371SH SOLE 17,67100
PROSPECT CAPITAL CORPORATIONCOM74348T1022,248200,400SH SOLE 35,40000
PROSPERITY BANCSHARES INCCOM7436061054,03563,653SH SOLE 56,25300
PROTECTIVE LIFE CORPCOM74367410328,979572,034SH SOLE 572,03400
PROTO LABS INCCOM7437131091,92727,068SH SOLE 19,66800
PROVIDENCE SVC CORPCOM7438151023,529137,219SH SOLE 24,02700
PROVIDENT FINL SVCS INCCOM74386T1056,156318,647SH SOLE 153,05800
PRUDENTIAL FINL INCCOM74432010260,494655,971SH SOLE 608,67100
PS BUSINESS PKS INC CALIFCOM69360J1074,15654,380SH SOLE 32,14900
PTC INCCOM69370C1001,09931,048SH SOLE 31,04800
PUBLIC STORAGECOM74460D10923,494156,085SH SOLE 146,98500
PUBLIC SVC ENTERPRISE GROUPCOM74457310622,345697,400SH SOLE 697,40000
PULTE GROUP INCCOM74586710149,7792,443,745SH SOLE 2,443,74500
PUMA BIOTECHNOLOGY INCCOM74587V1076,54263,189SH SOLE 22,18900
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT74677910764277,706SH SOLE 77,70600
PUTNAM MANAGED MUN INCOM TRCOM74682310348573,082SH SOLE 73,08200
PUTNAM MUN OPPORTUNITIES TRSH BEN INT7469221031,209112,530SH SOLE 112,53000
PVH CORPCOM6936561004,98536,647SH SOLE 36,64700
QEP RES INCCOM74733V1001,55150,617SH SOLE 50,61700
QIAGEN NVREG SHSN724821071,08145,400SH SOLE 45,40000
QLOGIC CORPCOM7472771015,700481,862SH SOLE 410,66200
QUAD / GRAPHICS INCCOM CL A74730110984330,948SH SOLE 21,64800
QUAKER CHEM CORPCOM7473161071,72222,341SH SOLE 11,64100
QUALCOMM INCCOM74752510311,129149,891SH SOLE 149,89100
QUALITY DISTR INC FLACOM74756M10225119,555SH SOLE 13,25500
QUALYS INCCOM74758T30365628,403SH SOLE 20,50300
QUANEX BUILDING PRODUCTS CORCOM74761910436118,122SH SOLE 18,12200
QUANTA SVCS INCCOM74762E1021,25039,600SH SOLE 39,60000
QUANTUM CORPCOM DSSG747906204121100,800SH SOLE 100,80000
QUANTUM CORPNOTE 4.500%11/1747906AJ41,7931,750,000PRN SOLE 000
QUARTET MERGER CORPUNIT 99/99/9999T74771730410,8111,080,000SH SOLE 1,080,00000
QUEST DIAGNOSTICS INCCOM74834L1004,74888,689SH SOLE 88,68900
QUESTAR CORPCOM7483561023,416148,568SH SOLE 148,56800
QUESTCOR PHARMACEUTICALS INCCOM74835Y1013,22659,243SH SOLE 55,94300
QUICKLOGIC CORPCOM74837P1086516,400SH SOLE 16,40000
QUICKSILVER RESOURCES INCCOM74837R1041,391453,189SH SOLE 195,88900
QUIDEL CORPCOM74838J10146315,003SH SOLE 9,80300
QUIKSILVER INCCOM74838C1061,243141,767SH SOLE 81,96700
QUINPARIO ACQUISITION CORPCOM74874R10823,6392,329,000SH SOLE 2,329,00000
QUINPARIO ACQUISITION CORP*W EXP 09/27/20174874R1168382,329,000SH SOLE 2,329,00000
RACKSPACE HOSTING INCCOM7500861002,47263,175SH SOLE 63,17500
RADIAN GROUP INCCOM7502361012,274161,057SH SOLE 109,85700
RADIAN GROUP INCNOTE 3.000%11/1750236AK761,68443,325,000PRN SOLE 000
RADIAN GROUP INCNOTE 2.250% 3/0750236AN146,94531,908,000PRN SOLE 000
RADIOSHACK CORPCOM7504381038131,088SH SOLE 31,08800
RAIT FINANCIAL TRUSTCOM NEW74922760947352,683SH SOLE 42,48300
RALPH LAUREN CORPCL A75121210112,82272,617SH SOLE 72,61700
RAMBUS INC DELCOM7509171061,073113,305SH SOLE 72,00500
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220211,555734,094SH SOLE 379,12200
RANDGOLD RES LTDADR7523443095,51587,800SH SOLE 87,80000
RAPTOR PHARMACEUTICAL CORPCOM75382F10670053,791SH SOLE 34,79100
RAVEN INDS INCCOM7542121083999,700SH SOLE 6,80000
RAYMOND JAMES FINANCIAL INCCOM7547301091,19122,824SH SOLE 22,82400
RAYONIER INCCOM7549071031,88644,800SH SOLE 44,80000
RAYTHEON COCOM NEW75511150795,8051,056,289SH SOLE 1,036,18900
RBC BEARINGS INCCOM75524B1045287,466SH SOLE 6,56600
REAL GOODS SOLAR INCCL A75601N104593196,206SH SOLE 134,60600
REALNETWORKS INCCOM NEW75605L7088932,490SH SOLE 32,49000
REALTY INCOME CORPCOM7561091042,51267,298SH SOLE 67,29800
RED HAT INCCOM7565771025,57999,562SH SOLE 99,56200
RED ROBIN GOURMET BURGERS INCOM75689M1015,37473,071SH SOLE 28,87100
REDWOOD TR INCCOM7580754021,19661,724SH SOLE 37,52400
REGAL BELOIT CORPCOM7587501038,076109,554SH SOLE 109,55400
REGAL ENTMT GROUPCL A7587661094,597236,353SH SOLE 236,35300
REGENCY CTRS CORPCOM7588491031,22726,500SH SOLE 26,50000
REGENCY ENERGY PARTNERS L PCOM UNITS L P75885Y10731111,847SH SOLE 11,84700
REGENERON PHARMACEUTICALSCOM75886F1079,53434,639SH SOLE 34,63900
REGIONAL MGMT CORPCOM75902K1062497,353SH SOLE 5,55300
REGIONS FINL CORP NEWCOM7591EP10041,9004,236,622SH SOLE 4,084,32200
REGIS CORP MINNCOM75893210714810,200SH SOLE 10,20000
REGIS CORP MINNNOTE 5.000% 7/1758932AA58,7338,100,000PRN SOLE 000
REINSURANCE GROUP AMER INCCOM NEW75935160435,070453,048SH SOLE 453,04800
RELIANCE STEEL & ALUMINUM COCOM75950910259,749787,827SH SOLE 787,82700
RENAISSANCERE HOLDINGS LTDCOMG7496G1032,74528,200SH SOLE 20,30000
RENEWABLE ENERGY GROUP INCCOM NEW75972A3015,096444,712SH SOLE 136,91200
RENT A CTR INC NEWCOM76009N1002,75382,568SH SOLE 82,56800
RENTECH INCCOM76011210215387,630SH SOLE 72,03000
RENTRAK CORPCOM7601741022777,300SH SOLE 4,70000
REPLIGEN CORPCOM7599161094,191307,225SH SOLE 61,23200
REPROS THERAPEUTICS INCCOM NEW76028H20951528,159SH SOLE 22,85900
REPUBLIC AWYS HLDGS INCCOM7602761051,532143,322SH SOLE 96,02200
REPUBLIC SVCS INCCOM7607591005,241157,860SH SOLE 157,86000
RESMED INCCOM76115210719,472413,588SH SOLE 413,58800
RESOURCE CAP CORPNOTE 6.000%12/076120WAA22,0062,000,000PRN SOLE 000
RESOURCES CONNECTION INCCOM76122Q1051,34693,900SH SOLE 45,50000
RESPONSYS INCCOM76124810339,8441,453,627SH SOLE 1,244,52700
RETAIL OPPORTUNITY INVTS CORCOM76131N10177352,500SH SOLE 22,40000
RETAIL PPTYS AMER INCCL A76131V2021,25598,700SH SOLE 98,70000
RETAILMENOT INCCOM SER 176132B1062,68393,188SH SOLE 93,18800
REVLON INCCL A NEW76152560961324,543SH SOLE 15,84300
REVOLUTION LIGHTING TECHNOLOCOM76155G107810236,444SH SOLE 163,84400
REX AMERICAN RESOURCES CORPCOM7616241053678,201SH SOLE 5,70100
REX ENERGY CORPORATIONCOM76156510087844,568SH SOLE 25,06800
REYNOLDS AMERICAN INCCOM76171310616,289325,836SH SOLE 325,83600
RF INDS LTDCOM PAR $0.0174955210519220,838SH SOLE 13,73800
RF MICRODEVICES INCCOM7499411002,759534,712SH SOLE 512,21200
RF MICRODEVICES INCNOTE 1.000% 4/1749941AJ9302300,000PRN SOLE 000
RIGEL PHARMACEUTICALS INCCOM NEW7665596031,580554,500SH SOLE 102,80000
RIGNET INCCOM76658210083617,451SH SOLE 12,15100
RITE AID CORPCOM76775410414,1002,786,482SH SOLE 1,451,98200
RITE AID CORPNOTE 8.500% 5/1767754BU72,3381,135,000PRN SOLE 000
RLI CORPCOM7496071075455,600SH SOLE 2,80000
RLJ LODGING TRCOM74965L1016,455265,400SH SOLE 163,30000
ROADRUNNER TRNSN SVCS HLDG ICOM76973Q10542615,800SH SOLE 13,10000
ROBERT HALF INTL INCCOM77032310328,009667,049SH SOLE 667,04900
ROCK-TENN COCL A77273920721,736206,988SH SOLE 206,98800
ROCKWELL AUTOMATION INCCOM77390310932,961278,954SH SOLE 278,95400
ROCKWELL COLLINS INCCOM7743411014,65062,900SH SOLE 62,90000
ROCKWELL MED INCCOM77437410230629,324SH SOLE 19,72400
ROCKWOOD HLDGS INCCOM77441510310,761149,627SH SOLE 149,62700
ROGERS CORPCOM7751331011,74528,380SH SOLE 22,48000
ROI ACQUISITION CORP IICOM74966G1019,9221,050,000SH SOLE 1,050,00000
ROI ACQUISITION CORP II*W EXP 99/99/99974966G1195251,050,000SH SOLE 1,050,00000
ROPER INDS INC NEWCOM7766961062,13615,400SH SOLE 15,40000
ROSETTA RESOURCES INCCOM77777930777516,140SH SOLE 11,04000
ROSETTA STONE INCCOM77778010764953,100SH SOLE 6,90000
ROSS STORES INCCOM77829610324,289324,156SH SOLE 324,15600
ROUNDYS INCCOM77926810122422,719SH SOLE 15,91900
ROUSE PPTYS INCCOM7792871012,257101,703SH SOLE 58,20300
ROVI CORPCOM77937610213,902706,039SH SOLE 706,03900
ROWAN COMPANIES PLCSHS CL AG7665A1011,68047,500SH SOLE 47,50000
ROYAL BK CDA MONTREAL QUECOM7800871022,58738,483SH SOLE 38,48300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1033,72278,500SH SOLE 78,50000
ROYAL DUTCH SHELL PLCSPONS ADR A7802592065,45976,592SH SOLE 76,59200
ROYAL GOLD INCCOM78028710858312,648SH SOLE 12,64800
ROYCE VALUE TR INCCOM78091010522814,220SH SOLE 14,22000
RPC INCCOM7496601064,588257,016SH SOLE 257,01600
RPM INTL INCCOM7496851038,541205,756SH SOLE 205,75600
RPX CORPCOM74972G1035,922350,394SH SOLE 159,39400
RTI INTL METALS INCCOM74973W1074,697137,303SH SOLE 134,20300
RTI SURGICAL INCCOM74975N10513137,146SH SOLE 22,54600
RUDOLPH TECHNOLOGIES INCCOM78127010317615,000SH SOLE 15,00000
RUSH ENTERPRISES INCCL A7818462092598,746SH SOLE 6,14600
RUTHS HOSPITALITY GROUP INCCOM7833321093,751263,951SH SOLE 58,24200
RYDER SYS INCCOM78354910833,754457,490SH SOLE 457,49000
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ66,5004,250,000PRN SOLE 000
RYMAN HOSPITALITY PPTYS INCCOM78377T1072475,917SH SOLE 5,91700
SABRA HEALTH CARE REIT INCCOM78573L1067,639292,250SH SOLE 151,88900
SAFETY INS GROUP INCCOM78648T1005219,256SH SOLE 7,85600
SAFEWAY INCCOM NEW78651420820,882641,128SH SOLE 641,12800
SAIA INCCOM78709Y1055,594174,537SH SOLE 41,53700
SALESFORCE COM INCCOM79466L3021,06019,215SH SOLE 19,21500
SALESFORCE COM INCNOTE 0.750% 1/179466LAB083,14132,225,000PRN SOLE 000
SALIX PHARMACEUTICALS INCCOM7954351061,50116,686SH SOLE 16,68600
SALLY BEAUTY HLDGS INCCOM79546E1043,732123,447SH SOLE 123,44700
SANCHEZ ENERGY CORPCOM79970Y10526210,695SH SOLE 10,69500
SANDERSON FARMS INCCOM8000131046,60791,346SH SOLE 69,54600
SANDISK CORPCOM80004C1014,79567,969SH SOLE 67,96900
SANDISK CORPNOTE 1.500% 8/180004CAD3101,74768,806,000PRN SOLE 000
SANDRIDGE ENERGY INCCOM80007P30726443,500SH SOLE 43,50000
SANGAMO BIOSCIENCES INCCOM80067710676555,042SH SOLE 32,54200
SANMINA CORPORATIONCOM8010561029,594574,509SH SOLE 474,80900
SANTARUS INCCOM802817304106,6693,337,584SH SOLE 3,313,88400
SAPIENT CORPCOM8030621081,760101,405SH SOLE 77,20500
SAREPTA THERAPEUTICS INCCOM80360710065232,000SH SOLE 29,20000
SASOL LTDSPONSORED ADR8038663003,63973,599SH SOLE 73,59900
SBA COMMUNICATIONS CORPCOM78388J1062,73130,400SH SOLE 30,40000
SCANA CORP NEWCOM80589M1022,38550,813SH SOLE 50,81300
SCANSOURCE INCCOM8060371071,98746,829SH SOLE 28,82900
SCHEIN HENRY INCCOM8064071025,82250,958SH SOLE 50,95800
SCHLUMBERGER LTDCOM80685710810,464116,121SH SOLE 116,12100
SCHOLASTIC CORPCOM8070661053,36298,841SH SOLE 47,24100
SCHULMAN A INCCOM80819410412,249347,389SH SOLE 194,41400
SCHWAB CHARLES CORP NEWCOM8085131055,518212,232SH SOLE 212,23200
SCHWEITZER-MAUDUIT INTL INCCOM8085411061,89236,754SH SOLE 22,95400
SCICLONE PHARMACEUTICALS INCCOM80862K1041,149227,980SH SOLE 65,78000
SCIENCE APPLICATNS INTL CP NCOM8086251075,538167,452SH SOLE 167,45200
SCIENTIFIC GAMES CORPCL A80874P1091,01760,055SH SOLE 44,75500
SCIQUEST INC NEWCOM80908T1012077,282SH SOLE 2,38200
SCORPIO TANKERS INCSHSY7542C1062,721230,800SH SOLE 95,20000
SCRIPPS E W CO OHIOCL A NEW81105440295343,879SH SOLE 28,07900
SCRIPPS NETWORKS INTERACT INCL A COM8110651012,30226,645SH SOLE 26,64500
SEACHANGE INTL INCCOM81169910722418,461SH SOLE 16,66100
SEACOR HOLDINGS INCCOM81190410119,335212,005SH SOLE 212,00500
SEADRILL LIMITEDSHSG7945E1055,563135,428SH SOLE 135,42800
SEAGATE TECHNOLOGY PLCSHSG7945M10766,4471,183,170SH SOLE 1,183,17000
SEALED AIR CORP NEWCOM81211K10011,339332,998SH SOLE 258,39800
SEARS HLDGS CORPCOM81235010614,300291,605SH SOLE 241,07100
SEATTLE GENETICS INCCOM8125781021,18129,600SH SOLE 29,60000
SEI INVESTMENTS COCOM78411710318,324527,613SH SOLE 527,61300
SELECT INCOME REITCOM SH BEN INT81618T1001,80267,400SH SOLE 40,70000
SELECT MED HLDGS CORPCOM81619Q1051,242107,000SH SOLE 90,40000
SEMGROUP CORPCL A81663A1051,37921,138SH SOLE 13,63800
SEMPRA ENERGYCOM8168511096,31970,396SH SOLE 70,39600
SEMTECH CORPCOM8168501011,15345,617SH SOLE 45,61700
SENIOR HSG PPTYS TRSH BEN INT81721M1091,85883,579SH SOLE 83,57900
SENSATA TECHNOLOGIES HLDG BVSHSN7902X1062,05252,927SH SOLE 52,92700
SENSIENT TECHNOLOGIES CORPCOM81725T10071314,700SH SOLE 2,00000
SEQUENOM INCNOTE 5.000%10/0817337AB44,3104,950,000PRN SOLE 000
SERVICE CORP INTLCOM81756510415,439851,591SH SOLE 851,59100
SERVICENOW INCCOM81762P1021,91534,195SH SOLE 34,19500
SERVICESOURCE INTL LLCCOM81763U10036343,292SH SOLE 28,89200
SESA STERLITE LTDSPONSORED ADR78413F10384063,840SH SOLE 63,84000
SHERWIN WILLIAMS COCOM82434810619,559106,588SH SOLE 99,58800
SHORETEL INCCOM82521110516317,600SH SOLE 17,60000
SHUTTERFLY INCCOM82568P3041,51729,789SH SOLE 19,48900
SHUTTERSTOCK INCCOM8256901001,30015,541SH SOLE 10,54100
SIGMA ALDRICH CORPCOM8265521011,28313,648SH SOLE 13,64800
SIGNATURE BK NEW YORK N YCOM82669G1042,95327,493SH SOLE 27,49300
SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G11222,473291,180SH SOLE 291,18000
SIGNET JEWELERS LIMITEDSHSG8127610053,253676,660SH SOLE 676,66000
SILICON GRAPHICS INTL CORPCOM82706L1082,184162,831SH SOLE 69,38600
SILICON IMAGE INCCOM82705T1023,184517,747SH SOLE 135,34700
SILVER EAGLE ACQUISITION CORCOM82769410022,9192,375,000SH SOLE 2,375,00000
SILVER EAGLE ACQUISITION COR*W EXP 07/26/2028276941181,4252,375,000SH SOLE 2,375,00000
SILVER WHEATON CORPCOM82833610732916,300SH SOLE 16,30000
SIMON PPTY GROUP INC NEWCOM82880610953,086348,885SH SOLE 323,38500
SINCLAIR BROADCAST GROUP INCCL A8292261092,34865,719SH SOLE 62,31900
SIRIUS XM HLDGS INCCOM82968B1035,8841,685,937SH SOLE 1,685,93700
SIRONA DENTAL SYSTEMS INCCOM82966C1035,21674,300SH SOLE 74,30000
SIX FLAGS ENTMT CORP NEWCOM83001A1021,24533,824SH SOLE 33,82400
SK TELECOM LTDSPONSORED ADR78440P10821,137858,536SH SOLE 839,73600
SKECHERS U S A INCCL A8305661051,50845,503SH SOLE 37,70300
SKULLCANDY INCCOM83083J10421129,200SH SOLE 3,20000
SKYWEST INCCOM8308791022,033137,073SH SOLE 79,17300
SKYWORKS SOLUTIONS INCCOM83088M10210,765376,940SH SOLE 376,94000
SL GREEN RLTY CORPCOM78440X1013,60339,000SH SOLE 33,60000
SLM CORPCOM78442P10698,6563,754,019SH SOLE 3,520,61900
SM ENERGY COCOM78454L10017,455210,028SH SOLE 210,02800
SMITH & WESSON HLDG CORPCOM8317561011,929143,010SH SOLE 81,11000
SMITH A OCOM83186520919,954369,931SH SOLE 369,93100
SMUCKER J M COCOM NEW83269640559,563574,823SH SOLE 529,42300
SNAP ON INCCOM8330341019,38885,720SH SOLE 85,72000
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351053,736144,357SH SOLE 144,35700
SOHU COM INCCOM83408W1035,12070,199SH SOLE 70,19900
SOLAR CAP LTDCOM83413U1001,13250,200SH SOLE 2,50000
SOLARCITY CORPCOM83416T1001,03918,291SH SOLE 18,29100
SOLARWINDS INCCOM83416B1092,72872,120SH SOLE 72,12000
SOLERA HOLDINGS INCCOM83421A1041,64223,200SH SOLE 23,20000
SONIC CORPCOM8354511054,311213,531SH SOLE 83,73100
SONOCO PRODS COCOM8354951021,86944,800SH SOLE 44,80000
SONUS NETWORKS INCCOM8359161071,047332,501SH SOLE 152,60100
SOUTHERN COCOM84258710719,162466,115SH SOLE 466,11500
SOUTHERN COPPER CORPCOM84265V1055,562193,722SH SOLE 169,61200
SOUTHSIDE BANCSHARES INCCOM84470P10930711,245SH SOLE 7,38700
SOUTHWEST AIRLS COCOM84474110851,3782,727,056SH SOLE 2,727,05600
SOUTHWESTERN ENERGY COCOM8454671091,81946,240SH SOLE 46,24000
SOVRAN SELF STORAGE INCCOM84610H1085,18179,506SH SOLE 57,51400
SPANSION INCCOM CL A NEW84649R2001,10779,700SH SOLE 37,00000
SPARTAN STORES INCCOM84682210499941,161SH SOLE 41,16100
SPARTON CORPCOM84723510834312,266SH SOLE 8,16600
SPECTRA ENERGY CORPCOM8475601092,51870,686SH SOLE 70,68600
SPECTRA ENERGY PARTNERS LPCOM84756N1093858,497SH SOLE 8,49700
SPECTRANETICS CORPCOM84760C10781632,656SH SOLE 20,15600
SPEED COMM INCCOM84764T10618539,700SH SOLE 25,50000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741091,37140,237SH SOLE 40,23700
SPIRIT AIRLS INCCOM8485771023,98087,653SH SOLE 54,85300
SPIRIT RLTY CAP INC NEWCOM84860W10228629,100SH SOLE 29,10000
SPLUNK INCCOM84863710410,645155,012SH SOLE 155,01200
SPRINT CORPCOM SER 185207U10518,4141,712,912SH SOLE 1,712,91200
SPRINT CORPCOM SER 185207U1052,62416,820SHCallSOLE 000
SPS COMM INCCOM78463M10790013,777SH SOLE 8,77700
SPX CORPCOM78463510429,779298,960SH SOLE 248,06000
SS&C TECHNOLOGIES HLDGS INCCOM78467J10049711,238SH SOLE 9,93800
ST JUDE MED INCCOM79084910319,480314,447SH SOLE 314,44700
STAAR SURGICAL COCOM PAR $0.0185231230554233,449SH SOLE 23,04900
STAG INDL INCCOM85254J1024,977244,099SH SOLE 124,59900
STAGE STORES INCCOM NEW85254C30546020,721SH SOLE 20,72100
STAMPS COM INCCOM NEW8528572006,006142,664SH SOLE 50,90900
STANCORP FINL GROUP INCCOM8528911002,39936,205SH SOLE 31,60500
STANDARD MTR PRODS INCCOM8536661057,277197,752SH SOLE 86,25200
STANDARD PAC CORP NEWCOM85375C1011,471162,596SH SOLE 162,59600
STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC429,59822,275,000PRN SOLE 000
STANDEX INTL CORPCOM8542311074,75075,539SH SOLE 34,73900
STANLEY BLACK & DECKER INCCOM8545021013,19539,600SH SOLE 39,60000
STANLEY BLACK & DECKER INCUNIT 99/99/99998545028045,14050,000SH SOLE 50,00000
STAPLES INCCOM8550301022,468155,322SH SOLE 155,32200
STAR SCIENTIFIC INCCOM85517P10111296,501SH SOLE 66,10100
STARBUCKS CORPCOM85524410998,4801,256,280SH SOLE 1,236,88000
STARWOOD HOTELS&RESORTS WRLDCOM85590A4013,17039,900SH SOLE 39,90000
STARWOOD PPTY TR INCCOM85571B1059,133329,698SH SOLE 312,99800
STARZCOM SER A85571Q10211,942408,398SH SOLE 408,39800
STATE STR CORPCOM85747710327,979381,243SH SOLE 381,24300
STEEL DYNAMICS INCCOM85811910053,6332,744,766SH SOLE 2,744,76600
STEELCASE INCCL A8581552035,063319,217SH SOLE 197,21700
STEIN MART INCCOM85837510848035,689SH SOLE 24,78900
STEINER LEISURE LTDORDP8744Y1023,18164,676SH SOLE 29,47600
STEPAN COCOM8585861005047,684SH SOLE 5,78400
STERICYCLE INCCOM8589121087,23862,306SH SOLE 62,30600
STERIS CORPCOM85915210015,114314,543SH SOLE 276,64300
STERLING FINL CORP WASHCOM NEW85931930322,597663,047SH SOLE 656,04700
STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB48,8868,925,000PRN SOLE 000
STEWART ENTERPRISES INCNOTE 3.125% 7/1860370AH8532425,000PRN SOLE 000
STEWART ENTERPRISES INCNOTE 3.375% 7/1860370AK1592450,000PRN SOLE 000
STEWART INFORMATION SVCS CORCOM8603721011,98461,484SH SOLE 31,45600
STEWART INFORMATION SVCS CORNOTE 6.000%10/1860372AB722,5798,850,000PRN SOLE 000
STILLWATER MNG CONOTE 1.750%10/186074QAL614,13412,550,000PRN SOLE 000
STONE ENERGY CORPCOM8616421065,632162,810SH SOLE 107,74600
STONERIDGE INCCOM86183P1025,999470,482SH SOLE 195,68100
STRATEGIC HOTELS & RESORTS ICOM86272T1064,234448,023SH SOLE 414,42300
STRAYER ED INCCOM8632361052727,900SH SOLE 7,90000
STRYKER CORPCOM86366710180,5991,072,648SH SOLE 958,94800
STURM RUGER & CO INCCOM8641591081,45419,899SH SOLE 17,59900
SUMMIT HOTEL PPTYSCOM8660821001,864207,100SH SOLE 98,60000
SUN CMNTYS INCCOM86667410466115,500SH SOLE 6,80000
SUN HYDRAULICS CORPCOM86694210545311,100SH SOLE 6,70000
SUNCOKE ENERGY INCCOM86722A1032,20496,634SH SOLE 56,63400
SUNCOR ENERGY INC NEWCOM8672241072,25064,200SH SOLE 64,20000
SUNEDISON INCCOM86732Y1091,780136,390SH SOLE 95,79000
SUNESIS PHARMACEUTICALS INCCOM NEW86732860130163,476SH SOLE 43,87600
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1086598,736SH SOLE 8,73600
SUNPOWER CORPCOM8676524064,087137,112SH SOLE 124,31200
SUNPOWER CORPDBCV 4.750% 4/1867652AC39,4017,875,000PRN SOLE 000
SUNPOWER CORPDBCV 4.500% 3/1867652AE920,90914,875,000PRN SOLE 000
SUNSTONE HOTEL INVS INC NEWCOM86789210194170,188SH SOLE 70,18800
SUNTRUST BKS INCCOM8679141039,509258,324SH SOLE 258,32400
SUPER MICRO COMPUTER INCCOM86800U10424414,227SH SOLE 11,02700
SUPERIOR ENERGY SVCS INCCOM86815710839,8331,496,934SH SOLE 1,327,43400
SUPERVALU INCCOM8685361032,503343,320SH SOLE 168,72000
SUPPORT COM INCCOM86858W10113335,000SH SOLE 22,10000
SURMODICS INCCOM8688731001,20249,300SH SOLE 2,80000
SUSQUEHANNA BANCSHARES INC PCOM8690991011,922149,668SH SOLE 97,66800
SUSSER HLDGS CORPCOM86923310672010,995SH SOLE 8,09500
SVB FINL GROUPCOM78486Q1017717,354SH SOLE 7,35400
SWIFT ENERGY COCOM87073810139229,018SH SOLE 29,01800
SWIFT TRANSN COCL A87074U1014,839217,888SH SOLE 214,58800
SWS GROUP INCCOM78503N10719913,118SH SOLE 13,11800
SYKES ENTERPRISES INCCOM8712371033,127143,359SH SOLE 66,85900
SYMANTEC CORPCOM871503108147,9946,276,236SH SOLE 5,904,13600
SYMETRA FINL CORPCOM87151Q1064,674246,512SH SOLE 130,41200
SYMMETRY MED INCCOM8715462062,153213,600SH SOLE 103,50000
SYNAPTICS INCCOM87157D1091,27624,622SH SOLE 18,22200
SYNCHRONOSS TECHNOLOGIES INCCOM87157B10388528,477SH SOLE 20,77700
SYNERGY PHARMACEUTICALS DELCOM NEW87163930813323,711SH SOLE 14,71100
SYNERGY RES CORPCOM87164P1031,951210,662SH SOLE 54,12700
SYNNEX CORPCOM87162W1004,31063,945SH SOLE 39,44500
SYNOPSYS INCCOM87160710719,987492,650SH SOLE 472,85000
SYNOVUS FINL CORPCOM87161C1051,589441,264SH SOLE 428,96400
SYNTEL INCCOM87162H1038098,900SH SOLE 5,10000
SYSCO CORPCOM87182910713,703379,593SH SOLE 379,59300
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910062,7003,595,162SH SOLE 3,350,86200
TAKE-TWO INTERACTIVE SOFTWARCOM8740541091,39080,040SH SOLE 68,34000
TAL INTL GROUP INCCOM87408310882814,434SH SOLE 10,63400
TALISMAN ENERGY INCCOM87425E10339133,600SH SOLE 33,60000
TANGER FACTORY OUTLET CTRS ICOM8754651061,97361,608SH SOLE 61,60800
TANGOE INCCOM87582Y10837520,800SH SOLE 13,70000
TARGA RES CORPCOM87612G1011,56917,798SH SOLE 14,79800
TARGA RESOURCES PARTNERS LPCOM UNIT87611X1054117,849SH SOLE 7,84900
TARGET CORPCOM87612E1066,18997,826SH SOLE 97,82600
TASER INTL INCCOM87651B1046,585414,703SH SOLE 101,50300
TATA MTRS LTDSPONSORED ADR87656850251,1721,661,413SH SOLE 1,570,91300
TAUBMAN CTRS INCCOM87666410391014,230SH SOLE 14,23000
TAYLOR CAP GROUP INCCOM8768511062158,096SH SOLE 8,09600
TC PIPELINES LPUT COM LTD PRT87233Q1083096,375SH SOLE 6,37500
TCF FINL CORPCOM87227510219311,886SH SOLE 11,88600
TCP CAP CORPCOM87238Q1032,367141,086SH SOLE 80,68600
TEAM INCCOM8781551003397,999SH SOLE 6,69900
TEARLAB CORPCOM87819310161065,263SH SOLE 43,36300
TECH DATA CORPCOM87823710626,838520,125SH SOLE 520,12500
TECHNE CORPCOM8783771001,87419,800SH SOLE 19,80000
TECK RESOURCES LTDCL B87874220442116,200SH SOLE 16,20000
TECO ENERGY INCCOM87237510043825,409SH SOLE 25,40900
TECUMSEH PRODS COCL A87889520030533,692SH SOLE 24,99200
TEEKAY LNG PARTNERS L PPRTNRSP UNITSY8564M1053177,425SH SOLE 7,42500
TELEDYNE TECHNOLOGIES INCCOM8793601051,11712,165SH SOLE 12,16500
TELEFLEX INCCOM8793691065,52158,820SH SOLE 58,82000
TELEFONICA BRASIL SASPONSORED ADR87936R10628,5471,485,301SH SOLE 1,370,10100
TELENAV INCCOM87945510310015,100SH SOLE 9,30000
TELEPHONE & DATA SYS INCCOM NEW87943382912,733493,926SH SOLE 493,92600
TELETECH HOLDINGS INCCOM8799391061,64768,797SH SOLE 21,37000
TEMPUR SEALY INTL INCCOM88023U10176614,200SH SOLE 10,60000
TENARIS S ASPONSORED ADR88031M1099,666221,230SH SOLE 221,23000
TENET HEALTHCARE CORPCOM NEW88033G4071,49135,396SH SOLE 35,39600
TENNANT COCOM8803451035768,497SH SOLE 7,19700
TENNECO INCCOM8803491052,00135,377SH SOLE 23,97700
TERADATA CORP DELCOM88076W1033,64380,076SH SOLE 80,07600
TERADYNE INCCOM88077010270840,178SH SOLE 40,17800
TEREX CORP NEWCOM8807791039,201219,133SH SOLE 219,13300
TEREX CORP NEWNOTE 4.000% 6/0880779AV549,21918,759,000PRN SOLE 000
TESARO INCCOM8815691073,342118,356SH SOLE 31,98500
TESCO CORPCOM88157K10113,530684,002SH SOLE 319,30200
TESLA MTRS INCCOM88160R10111,15974,206SH SOLE 74,20600
TESLA MTRS INCNOTE 1.500% 6/088160RAA945,48232,750,000PRN SOLE 000
TESORO CORPCOM88160910114,608249,712SH SOLE 249,71200
TESSCO TECHNOLOGIES INCCOM8723861072385,897SH SOLE 3,89700
TESSERA TECHNOLOGIES INCCOM88164L10042821,700SH SOLE 21,70000
TETRA TECH INC NEWCOM88162G1031,00635,972SH SOLE 22,77200
TETRA TECHNOLOGIES INC DELCOM88162F10584768,500SH SOLE 42,40000
TEXAS CAPITAL BANCSHARES INC*W EXP 01/16/20188224Q1152,05643,503SH SOLE 43,50300
TEXAS INDS INCCOM8824911032143,111SH SOLE 1,21100
TEXAS INSTRS INCCOM88250810417,331394,699SH SOLE 363,19900
TEXAS ROADHOUSE INCCOM8826811091,71061,500SH SOLE 31,80000
TEXTRON INCCOM88320310189324,300SH SOLE 24,30000
TG THERAPEUTICS INCCOM88322Q10816843,100SH SOLE 27,90000
THE ADT CORPORATIONCOM00101J1063,92296,900SH SOLE 96,90000
THERAPEUTICSMD INCCOM88338N1077113,700SH SOLE 9,20000
THERAVANCE INCCOM88338T10416,136452,633SH SOLE 452,63300
THERAVANCE INCNOTE 2.125% 1/188338TAB06,8564,700,000PRN SOLE 000
THERMO FISHER SCIENTIFIC INCCOM88355610226,621239,074SH SOLE 239,07400
THERMON GROUP HLDGS INCCOM88362T10329610,817SH SOLE 7,41700
THL CR INCCOM8724381063,547215,080SH SOLE 81,28000
THOMPSON CREEK METALS CO INCUNIT 99/99/99998847683004,221327,300SH SOLE 327,30000
THOR INDS INCCOM8851601013,79068,624SH SOLE 68,62400
THORATEC CORPCOM NEW88517530715,808431,900SH SOLE 431,90000
THRESHOLD PHARMACEUTICAL INCCOM NEW88580720626656,895SH SOLE 37,29500
TIBCO SOFTWARE INCCOM88632Q1037,776345,926SH SOLE 345,92600
TICC CAPITAL CORPCOM87244T1093,294318,559SH SOLE 83,65900
TIDEWATER INCCOM8864231022073,500SH SOLE 3,50000
TIFFANY & CO NEWCOM88654710895610,300SH SOLE 10,30000
TILE SHOP HLDGS INCCOM88677Q10952629,100SH SOLE 18,90000
TIM HORTONS INCCOM88706M1034147,100SH SOLE 7,10000
TIM PARTICIPACOES S ASPONSORED ADR88706P20516,396624,835SH SOLE 614,59000
TIME WARNER CABLE INCCOM88732J20784,216621,517SH SOLE 575,81700
TIME WARNER INCCOM NEW88731730349,218705,931SH SOLE 639,73100
TIMKEN COCOM88738910459,9051,087,790SH SOLE 1,087,79000
TITAN MACHY INCNOTE 3.750% 5/088830RAB7107125,000PRN SOLE 000
TIVO INCCOM8887061081,614123,056SH SOLE 55,85600
TJX COS INC NEWCOM87254010948,912767,482SH SOLE 757,28200
T-MOBILE US INCCOM8725901043,02890,000SH SOLE 66,35000
TOLL BROTHERS INCCOM8894781031,09029,466SH SOLE 29,46600
TORCHMARK CORPCOM8910271047,36994,292SH SOLE 94,29200
TORO COCOM8910921081,49323,476SH SOLE 23,47600
TORONTO DOMINION BK ONTCOM NEW8911605091,34614,281SH SOLE 14,28100
TOTAL SYS SVCS INCCOM89190610920,587618,593SH SOLE 537,89300
TOWER FINANCIAL CORPCOM8917691012,690107,961SH SOLE 107,96100
TOWER INTL INCCOM89182610959427,779SH SOLE 19,57900
TOWERS WATSON & COCL A89189410753,125416,306SH SOLE 416,30600
TRACTOR SUPPLY COCOM89235610611,017142,013SH SOLE 142,01300
TRANSAMERICA INCOME SHS INCCOM89350610582339,414SH SOLE 39,41400
TRANSCANADA CORPCOM89353D10753411,700SH SOLE 11,70000
TRANSCEPT PHARMACEUTICALS INCOM89354M106703209,318SH SOLE 209,31800
TRANSDIGM GROUP INCCOM8936411001,5629,700SH SOLE 9,70000
TRANSMONTAIGNE PARTNERS L PCOM UNIT L P89376V1003187,482SH SOLE 7,48200
TRANSOCEAN LTDREG SHSH8817H10057311,600SH SOLE 11,60000
TRAVELERS COMPANIES INCCOM89417E109126,5061,397,235SH SOLE 1,305,13500
TRAVELZOO INCCOM NEW89421Q20598346,111SH SOLE 32,21100
TREDEGAR CORPCOM8946501002,14074,288SH SOLE 46,58800
TREE COM INCCOM89467510739612,052SH SOLE 7,95200
TREEHOUSE FOODS INCCOM89469A10489612,997SH SOLE 12,99700
TREX CO INCCOM89531P1051,56719,704SH SOLE 14,20400
TRI CONTL CORPCOM89543610330315,158SH SOLE 15,15800
TRIANGLE CAP CORPCOM89584810941815,124SH SOLE 10,42400
TRIANGLE PETE CORPCOM NEW89600B2013,327399,900SH SOLE 134,33000
TRIMAS CORPCOM NEW8962152091,10127,613SH SOLE 17,91300
TRIMBLE NAVIGATION LTDCOM8962391002818,100SH SOLE 8,10000
TRINITY INDS INCCOM8965221093,01555,293SH SOLE 55,29300
TRIPADVISOR INCCOM8969452016,74781,454SH SOLE 81,45400
TRIPLE-S MGMT CORPCL B8967491082,848146,500SH SOLE 63,80000
TRIQUINT SEMICONDUCTOR INCCOM89674K1031,030123,540SH SOLE 84,14000
TRIUMPH GROUP INC NEWCOM8968181013,17441,727SH SOLE 41,72700
TRUEBLUE INCCOM89785X1015,950230,787SH SOLE 118,99600
TRULIA INCCOM8978881031,34638,168SH SOLE 25,86800
TRUSTMARK CORPCOM89840210243916,353SH SOLE 16,35300
TRW AUTOMOTIVE HLDGS CORPCOM87264S10633,059444,398SH SOLE 444,39800
TRW AUTOMOTIVE INCNOTE 3.500%12/087264MAH25,9082,325,000PRN SOLE 000
TTM TECHNOLOGIES INCCOM87305R10971082,761SH SOLE 82,76100
TUESDAY MORNING CORPCOM NEW89903550591057,022SH SOLE 36,72200
TUPPERWARE BRANDS CORPCOM89989610452,328553,560SH SOLE 553,56000
TURQUOISE HILL RES LTDCOM90043510814543,900SH SOLE 43,90000
TUTOR PERINI CORPCOM9011091083,991151,746SH SOLE 83,34600
TW TELECOM INCCOM87311L1043,231106,055SH SOLE 106,05500
TWENTY FIRST CENTY FOX INCCL A90130A10155,9451,590,250SH SOLE 1,590,25000
TWENTY FIRST CENTY FOX INCCL B90130A2003,34696,700SH SOLE 96,70000
TWITTER INCCOM90184L1024076,400SH SOLE 6,40000
TWO HBRS INVT CORPCOM90187B10163668,500SH SOLE 19,70000
TYCO INTERNATIONAL LTDSHSH8912810445,0541,097,812SH SOLE 1,097,81200
TYLER TECHNOLOGIES INCCOM9022521052,59825,437SH SOLE 14,43700
TYSON FOODS INCCL A902494103170,1265,084,458SH SOLE 4,682,15800
U S CONCRETE INCCOM NEW90333L20143419,184SH SOLE 12,98400
U S G CORPCOM NEW9032934051,20342,390SH SOLE 42,39000
U S SILICA HLDGS INCCOM90346E1039,179269,094SH SOLE 254,69400
UBIQUITI NETWORKS INCCOM90347A1003,41074,193SH SOLE 57,39300
UBS AGSHS NEWH8923133859931,100SH SOLE 31,10000
UDR INCCOM9026531041,11447,700SH SOLE 47,70000
UGI CORP NEWCOM9026811056,970168,123SH SOLE 168,12300
UIL HLDG CORPCOM90274810278920,352SH SOLE 20,35200
ULTA SALON COSMETCS & FRAG ICOM90384S3033,42235,450SH SOLE 35,45000
ULTRA CLEAN HLDGS INCCOM90385V10710910,860SH SOLE 5,56000
ULTRATECH INCCOM9040341052277,816SH SOLE 7,31600
UMB FINL CORPCOM9027881082,03631,678SH SOLE 12,87800
UMPQUA HLDGS CORPCOM9042141032,492130,178SH SOLE 37,37800
UNDER ARMOUR INCCL A9043111071,25214,345SH SOLE 14,34500
UNI PIXEL INCCOM NEW90457220325525,429SH SOLE 15,22900
UNIFI INCCOM NEW90467720045816,814SH SOLE 11,48100
UNIFIRST CORP MASSCOM9047081043,74434,989SH SOLE 22,98900
UNION PAC CORPCOM90781810868,857409,862SH SOLE 403,06200
UNISYS CORPCOM NEW9092143066,991208,254SH SOLE 128,87500
UNIT CORPCOM9092181099,171177,661SH SOLE 177,66100
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3036,978393,134SH SOLE 180,83400
UNITED CONTL HLDGS INCCOM9100471093,998105,692SH SOLE 105,69200
UNITED ONLINE INCCOM NEW9112682096,725488,762SH SOLE 281,79000
UNITED PARCEL SERVICE INCCL B91131210629,611281,793SH SOLE 272,59300
UNITED RENTALS INCCOM9113631095,99776,929SH SOLE 76,92900
UNITED RENTALS INCNOTE 4.000%11/1911363AL351,8297,400,000PRN SOLE 000
UNITED STATES STL CORP NEWCOM91290910825,670870,176SH SOLE 870,17600
UNITED STATES STL CORP NEWNOTE 4.000% 5/1912909AE810,0559,375,000PRN SOLE 000
UNITED STATIONERS INCCOM91300410784518,424SH SOLE 13,72400
UNITED TECHNOLOGIES CORPCOM91301710926,092229,280SH SOLE 209,48000
UNITED THERAPEUTICS CORP DELCOM91307C10230,185266,933SH SOLE 266,93300
UNITEDHEALTH GROUP INCCOM91324P10276,7201,018,854SH SOLE 921,25400
UNITIL CORPCOM9132591072016,594SH SOLE 4,29400
UNIVERSAL AMERN CORP NEWCOM91338E10121629,617SH SOLE 19,51700
UNIVERSAL CORP VACOM9134561091,73731,821SH SOLE 22,56800
UNIVERSAL DISPLAY CORPCOM91347P1052978,641SH SOLE 8,64100
UNIVERSAL ELECTRS INCCOM91348310349813,059SH SOLE 9,65900
UNIVERSAL FST PRODS INCCOM91354310461011,694SH SOLE 9,99400
UNIVERSAL HEALTH RLTY INCM TSH BEN INT91359E1052516,263SH SOLE 3,15800
UNIVERSAL HLTH SVCS INCCL B91390310026,444325,420SH SOLE 325,42000
UNS ENERGY CORPCOM90311910537,499626,543SH SOLE 603,14300
UNUM GROUPCOM91529Y106112,1213,196,160SH SOLE 3,039,46000
URBAN OUTFITTERS INCCOM9170471025,484147,829SH SOLE 147,82900
URS CORP NEWCOM90323610721,754410,533SH SOLE 410,53300
US BANCORP DELCOM NEW90297330412,683313,941SH SOLE 286,14100
US ECOLOGY INCCOM91732J10269418,665SH SOLE 16,06500
USANA HEALTH SCIENCES INCCOM90328M1077,27596,254SH SOLE 30,75400
V F CORPCOM9182041086,20499,524SH SOLE 99,52400
VAALCO ENERGY INCCOM NEW91851C2017,8291,136,348SH SOLE 586,24800
VALASSIS COMMUNICATIONS INCCOM91886610432,135938,242SH SOLE 938,24200
VALE S AADR91912E1055,915387,853SH SOLE 387,85300
VALE S AADR REPSTG PFD91912E20412,162868,113SH SOLE 837,61300
VALEANT PHARMACEUTICALS INTLCOM91911K1024,14835,329SH SOLE 35,32900
VALERO ENERGY CORP NEWCOM91913Y10056,2771,116,605SH SOLE 1,027,80500
VALIDUS HOLDINGS LTDCOM SHSG9319H10212,010298,082SH SOLE 298,08200
VALLEY NATL BANCORP*W EXP 11/14/20191979413164116,185SH SOLE 116,18500
VALMONT INDS INCCOM92025310112,19581,783SH SOLE 81,78300
VALSPAR CORPCOM9203551049,445132,488SH SOLE 132,48800
VALUECLICK INCCOM92046N10217,803761,788SH SOLE 694,68800
VALUEVISION MEDIA INCCL A92047K107789112,823SH SOLE 71,82300
VANDA PHARMACEUTICALS INCCOM92165910892574,513SH SOLE 46,51300
VANTAGE DRILLING COMPANYNOTE 7.875% 9/0G93205AA36,7855,750,000PRN SOLE 000
VANTIV INCCL A92210H10538211,700SH SOLE 11,70000
VARIAN MED SYS INCCOM92220P1051,60020,600SH SOLE 20,60000
VCA ANTECH INCCOM9181941014,262135,900SH SOLE 135,90000
VECTOR GROUP LTDCOM92240M10848229,436SH SOLE 24,97100
VECTOR GROUP LTDFRNT 11/192240MAS727,40321,222,000PRN SOLE 000
VECTOR GROUP LTDFRNT 1/192240MAY415,40713,025,000PRN SOLE 000
VECTREN CORPCOM92240G1011,19333,600SH SOLE 33,60000
VENTAS INCCOM92276F10016,473287,584SH SOLE 267,08400
VERASTEM INCCOM92337C10411610,200SH SOLE 7,90000
VERIFONE SYS INCCOM92342Y1092,09678,148SH SOLE 78,14800
VERISIGN INCCOM92343E1023,64761,000SH SOLE 61,00000
VERISK ANALYTICS INCCL A92345Y1066,24795,048SH SOLE 95,04800
VERIZON COMMUNICATIONS INCCOM92343V104113,1282,302,149SH SOLE 2,127,64900
VERTEX PHARMACEUTICALS INCCOM92532F10038,701520,879SH SOLE 503,97900
VIACOM INC NEWCL B92553P20198,9941,133,435SH SOLE 1,065,63500
VIAD CORPCOM NEW92552R4061,27846,000SH SOLE 24,20000
VICAL INCCOM9256021046151,700SH SOLE 32,80000
VIEWPOINT FINL GROUP INC MDCOM92672A1012,11677,092SH SOLE 36,09200
VIROPHARMA INCCOM928241108141,8412,845,348SH SOLE 2,837,54800
VIROPHARMA INCNOTE 2.000% 3/1928241AH118,4836,900,000PRN SOLE 000
VIRTUS INVT PARTNERS INCCOM92828Q1093,49117,449SH SOLE 6,64900
VIRTUSA CORPCOM92827P1021,98452,078SH SOLE 11,87800
VISA INCCOM CL A92826C83940,096180,059SH SOLE 162,75900
VISHAY INTERTECHNOLOGY INCCOM92829810812,641953,340SH SOLE 953,34000
VISTEON CORPCOM NEW92839U2069,053110,555SH SOLE 110,55500
VITESSE SEMICONDUCTOR CORPDBCV 8.000% 6/1928497AE63,4283,189,000PRN SOLE 000
VITRAN CORP INCCOM92850E10753582,518SH SOLE 82,51800
VIVUS INCCOM92855110034437,899SH SOLE 37,89900
VMWARE INCCL A COM9285634021,89921,173SH SOLE 21,17300
VOCUS INCCOM92858J1081,462128,315SH SOLE 38,90000
VODAFONE GROUP PLC NEWSPONS ADR NEW92857W209147,5483,753,453SH SOLE 3,753,45300
VONAGE HLDGS CORPCOM92886T2011,584475,664SH SOLE 304,36400
VORNADO RLTY TRSH BEN INT9290421099,760109,924SH SOLE 100,92400
VOXX INTL CORPCL A91829F10430718,378SH SOLE 12,07800
VULCAN MATLS COCOM92916010964210,800SH SOLE 10,80000
W & T OFFSHORE INCCOM92922P10634221,365SH SOLE 21,36500
WABASH NATL CORPCOM92956610746637,757SH SOLE 25,65700
WABCO HLDGS INCCOM92927K10243,280463,333SH SOLE 463,33300
WABTEC CORPCOM9297401085,52774,420SH SOLE 74,42000
WADDELL & REED FINL INCCL A93005910016,886259,300SH SOLE 259,30000
WAGEWORKS INCCOM9304271092,01233,851SH SOLE 20,55100
WALGREEN COCOM93142210995,9281,670,052SH SOLE 1,598,05200
WALKER & DUNLOP INCCOM93148P10218411,400SH SOLE 7,90000
WAL-MART STORES INCCOM931142103103,1091,310,315SH SOLE 1,274,51500
WALTER ENERGY INCCOM93317Q10551931,218SH SOLE 31,21800
WASHINGTON BKG CO OAK HBR WACOM93730310599356,028SH SOLE 56,02800
WASHINGTON FED INCCOM9388241093,310142,100SH SOLE 142,10000
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011,51864,988SH SOLE 22,00800
WASTE CONNECTIONS INCCOM9410531001,17126,844SH SOLE 26,84400
WASTE MGMT INC DELCOM94106L10922,042491,235SH SOLE 454,23500
WATERS CORPCOM9418481032,79827,984SH SOLE 27,98400
WATSCO INCCOM9426222006727,000SH SOLE 7,00000
WATTS WATER TECHNOLOGIES INCCL A9427491025388,700SH SOLE 5,20000
WAUSAU PAPER CORPCOM94331510118424,497SH SOLE 24,49700
WD-40 COCOM92923610793212,478SH SOLE 9,37800
WEATHERFORD INTERNATIONAL LTREG SHSH270131031,893122,200SH SOLE 122,20000
WEB COM GROUP INCCOM94733A1041,09534,441SH SOLE 23,04100
WEB COM GROUP INCNOTE 1.000% 8/194733AAA246,31241,075,000PRN SOLE 000
WEBMD HEALTH CORPCOM94770V1022,09152,938SH SOLE 26,59700
WEBSTER FINL CORP CONNCOM9478901093,988127,903SH SOLE 60,50300
WEIGHT WATCHERS INTL INC NEWCOM94862610693028,251SH SOLE 28,25100
WEINGARTEN RLTY INVSSH BEN INT9487411031,98272,300SH SOLE 72,30000
WEIS MKTS INCCOM9488491042414,576SH SOLE 2,27600
WELLCARE HEALTH PLANS INCCOM94946T10616,161229,488SH SOLE 197,28800
WELLPOINT INCCOM94973V107145,6201,576,144SH SOLE 1,456,64400
WELLS FARGO & CO NEWCOM949746101184,6034,066,151SH SOLE 3,754,15100
WELLS FARGO ADV GLB DIV OPPCOM94987C10350669,797SH SOLE 69,79700
WELLS FARGO ADVANTAGE MULTICOM SHS94987D1012,123150,965SH SOLE 150,96500
WENDYS COCOM95058W1001,485170,300SH SOLE 170,30000
WERNER ENTERPRISES INCCOM9507551086,705271,108SH SOLE 271,10800
WESBANCO INCCOM95081010145114,094SH SOLE 9,59400
WESCO AIRCRAFT HLDGS INCCOM95081410341518,939SH SOLE 12,83900
WESCO INTL INCCOM95082P1052,30525,314SH SOLE 25,31400
WESCO INTL INCDBCV 6.000% 9/195082PAH816,2195,000,000PRN SOLE 000
WESTAR ENERGY INCCOM95709T1002,99693,122SH SOLE 93,12200
WESTELL TECHNOLOGIES INCCL A95754110513833,969SH SOLE 22,86900
WESTERN ALLIANCE BANCORPCOM9576381091,47561,806SH SOLE 38,90600
WESTERN ASSET GLOBAL CP DEFICOM95790C1072,240123,937SH SOLE 123,93700
WESTERN ASSET INCOME FDCOM95766T10055141,793SH SOLE 41,79300
WESTERN ASSET INVT GRADE DEFCOM95790A10130715,220SH SOLE 15,22000
WESTERN ASSET MGD HI INCM FDCOM95766L10713022,906SH SOLE 22,90600
WESTERN ASSET MUN HI INCM FDCOM95766N10336253,812SH SOLE 53,81200
WESTERN ASSET WORLDWIDE INCOCOM95766810657347,038SH SOLE 47,03800
WESTERN ASST MN PRT FD INCCOM95766P10818813,637SH SOLE 13,63700
WESTERN DIGITAL CORPCOM958102105265,9923,170,350SH SOLE 3,039,55000
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541044807,781SH SOLE 7,78100
WESTERN REFNG INCCOM9593191044,408103,949SH SOLE 75,94900
WESTERN REFNG INCNOTE 5.750% 6/1959319AC893,29321,000,000PRN SOLE 000
WESTERN UN COCOM95980210986149,891SH SOLE 49,89100
WESTLAKE CHEM CORPCOM96041310218,182148,945SH SOLE 148,94500
WET SEAL INCCL A9618401053,1831,166,020SH SOLE 500,22000
WEX INCCOM96208T1043503,534SH SOLE 3,53400
WEYERHAEUSER COCOM96216610417,472553,429SH SOLE 514,32900
WGL HLDGS INCCOM92924F1062,75868,844SH SOLE 68,84400
WHIRLPOOL CORPCOM96332010697,777623,340SH SOLE 621,64000
WHITEWAVE FOODS COCOM CL A96624410515,311667,443SH SOLE 667,44300
WHITING PETE CORP NEWCOM96638710228,627462,703SH SOLE 462,70300
WHOLE FOODS MKT INCCOM96683710616,305281,947SH SOLE 281,94700
WILEY JOHN & SONS INCCL A9682232062765,000SH SOLE 5,00000
WILLBROS GROUP INC DELCOM9692031089,6881,028,405SH SOLE 496,40500
WILLIAMS CLAYTON ENERGY INCCOM9694901011,18814,491SH SOLE 13,89100
WILLIAMS COS INC DELCOM9694571002,23557,940SH SOLE 57,94000
WILLIAMS PARTNERS L PCOM UNIT L P96950F10456411,080SH SOLE 11,08000
WILLIAMS SONOMA INCCOM9699041018,146139,774SH SOLE 139,77400
WILSHIRE BANCORP INCCOM97186T1081,536140,533SH SOLE 88,33300
WINDSTREAM HLDGS INCCOM97382A1011,388173,900SH SOLE 173,90000
WINNEBAGO INDS INCCOM9746371001,68961,536SH SOLE 20,73600
WINTHROP RLTY TRSH BEN INT NEW97639130069162,542SH SOLE 32,44200
WINTRUST FINL CORPCOM97650W10850410,928SH SOLE 10,92800
WINTRUST FINL CORP*W EXP 12/19/20197650W15712,198499,929SH SOLE 499,92900
WIPRO LTDSPON ADR 1 SH97651M10922,0441,750,915SH SOLE 1,676,37600
WISCONSIN ENERGY CORPCOM9766571069,928240,155SH SOLE 240,15500
WISDOMTREE INVTS INCCOM97717P1043,185179,838SH SOLE 79,93800
WOLVERINE WORLD WIDE INCCOM9780971031,79052,712SH SOLE 52,71200
WORKDAY INCCL A98138H1014725,678SH SOLE 5,67800
WORLD ACCEP CORP DELCOM9814191041,49517,085SH SOLE 15,28500
WORLD FUEL SVCS CORPCOM98147510693621,688SH SOLE 21,68800
WORLD WRESTLING ENTMT INCCL A98156Q10850130,225SH SOLE 26,62500
WORTHINGTON INDS INCCOM98181110226,479629,253SH SOLE 586,95300
WPX ENERGY INCCOM98212B1031,81789,161SH SOLE 89,16100
WSFS FINL CORPCOM9293281022393,088SH SOLE 2,08800
WYNDHAM WORLDWIDE CORPCOM98310W10835,836486,303SH SOLE 464,40300
WYNN RESORTS LTDCOM9831341072,96315,255SH SOLE 15,25500
XCEL ENERGY INCCOM98389B10010,546377,439SH SOLE 377,43900
XENOPORT INCCOM98411C10028449,477SH SOLE 18,87700
XERIUM TECHNOLOGIES INCCOM NEW98416J11841124,953SH SOLE 17,25300
XEROX CORPCOM98412110366,4095,456,756SH SOLE 5,382,15600
XILINX INCCOM9839191014,837105,344SH SOLE 105,34400
XILINX INCSDCV 3.125% 3/1983919AD332,47720,450,000PRN SOLE 000
XL GROUP PLCSHSG982901021,22338,419SH SOLE 38,41900
XOMA CORP DELCOM98419J1071,816269,908SH SOLE 249,50800
XOOM CORPCOM98419Q1011,15842,300SH SOLE 6,60000
XPO LOGISTICS INCCOM98379310043416,526SH SOLE 11,82600
XYLEM INCCOM98419M1002637,600SH SOLE 7,60000
YAHOO INCCOM984332106289,3137,154,131SH SOLE 6,784,73100
YAMANA GOLD INCCOM98462Y10022125,600SH SOLE 25,60000
YANDEX N VSHS CLASS AN972841084019,300SH SOLE 9,30000
YELP INCCL A9858171054,40363,852SH SOLE 46,95200
YRC WORLDWIDE INCCOM PAR $.019842496074,381252,223SH SOLE 179,02300
YUM BRANDS INCCOM9884981011,76423,334SH SOLE 23,33400
ZAGG INCCOM98884U1081,316302,600SH SOLE 144,19200
ZALE CORP NEWCOM9888581061,842116,781SH SOLE 88,58100
ZEBRA TECHNOLOGIES CORPCL A98920710595417,640SH SOLE 17,64000
ZELTIQ AESTHETICS INCCOM98933Q10848825,831SH SOLE 17,23100
ZHONE TECHNOLOGIES INC NEWCOM NEW98950P884559104,597SH SOLE 76,69700
ZILLOW INCCL A98954A1072,00024,468SH SOLE 24,46800
ZIMMER HLDGS INCCOM98956P10238,524413,388SH SOLE 399,58800
ZIONS BANCORPORATIONCOM9897011073,527117,734SH SOLE 117,73400
ZIOPHARM ONCOLOGY INCCOM98973P10111827,300SH SOLE 15,60000
ZIX CORPCOM98974P10018941,400SH SOLE 25,40000
ZOETIS INCCL A98978V1033,03892,935SH SOLE 92,93500
ZOLTEK COS INCCOM98975W10415,716938,297SH SOLE 938,29700
ZWEIG FDCOM NEW98983420583756,299SH SOLE 56,29900
ZYNGA INCCL A98986T1081,012266,336SH SOLE 223,53600