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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
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Estimated average burden
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
1 800 FLOWERS COMCL A68243Q10623040,777SH SOLE 25,87700
3-D SYS CORP DELCOM NEW88554D2052,36640,004SH SOLE 40,00400
3M COCOM88579Y10199,756735,336SH SOLE 693,73600
8X8 INC NEWCOM2829141001,668154,302SH SOLE 81,60200
AAON INCCOM PAR $0.0040003602061,92469,017SH SOLE 30,76700
AAR CORPCOM0003611054,409169,922SH SOLE 75,88200
AARONS INCCOM PAR $0.5000253530021,454709,445SH SOLE 709,44500
ABAXIS INCCOM0025671052516,457SH SOLE 6,45700
ABBOTT LABSCOM002824100109,0842,832,603SH SOLE 2,593,70300
ABBVIE INCCOM00287Y109152,4452,965,850SH SOLE 2,795,55000
ABERCROMBIE & FITCH COCL A0028962073719,626SH SOLE 9,62600
ABERDEEN GLOBAL INCOME FD INCOM00301310943139,742SH SOLE 39,74200
ABIOMED INCCOM00365410084532,435SH SOLE 21,83500
ABRAXAS PETE CORPCOM003830106620156,686SH SOLE 156,68600
ACADIA HEALTHCARE COMPANY INCOM00404A1092,07646,020SH SOLE 25,82000
ACADIA PHARMACEUTICALS INCCOM00422510864726,574SH SOLE 17,37400
ACADIA RLTY TRCOM SH BEN INT00423910942316,029SH SOLE 16,02900
ACCELERATE DIAGNOSTICS INCCOM00430H10277535,539SH SOLE 23,53900
ACCELERON PHARMA INCCOM00434H1083,623105,000SH SOLE 105,00000
ACCELRYS INCCOM00430U10324,7521,986,521SH SOLE 1,986,52100
ACCESS MIDSTREAM PARTNERS LUNIT00434L1095068,793SH SOLE 8,79300
ACCURAY INCCOM00439710562264,800SH SOLE 41,10000
ACCURAY INCNOTE 3.750% 8/0004397AB1600500,000PRN SOLE 000
ACCURAY INCNOTE 3.500% 2/0004397AD78,4714,500,000PRN SOLE 000
ACELRX PHARMACEUTICALS INCCOM00444T1002,062171,655SH SOLE 60,75500
ACETO CORPCOM00444610094246,910SH SOLE 42,11000
ACHILLION PHARMACEUTICALS INCOM00448Q2012,305700,600SH SOLE 128,00000
ACI WORLDWIDE INCCOM0044981013345,647SH SOLE 5,64700
ACORDA THERAPEUTICS INCCOM00484M1062,14656,609SH SOLE 23,90900
ACTIVISION BLIZZARD INCCOM00507V10995,5254,673,450SH SOLE 4,374,45000
ACTUATE CORPCOM00508B1029015,030SH SOLE 15,03000
ACUITY BRANDS INCCOM00508Y1025,31440,081SH SOLE 40,08100
ACXIOM CORPCOM00512510911,027320,588SH SOLE 298,02900
ADAMS EXPRESS COCOM00621210429422,681SH SOLE 22,68100
ADCARE HEALTH SYSTEMS INCCOM NEW00650W3003,153757,822SH SOLE 757,82200
ADDUS HOMECARE CORPCOM00673910610,064436,601SH SOLE 199,16800
ADEPT TECHNOLOGY INCCOM NEW00685420272738,283SH SOLE 25,88300
ADOBE SYS INCCOM00724F1018,004121,745SH SOLE 121,74500
ADTRAN INCCOM00738A1063,234132,500SH SOLE 132,50000
ADVANCE AUTO PARTS INCCOM00751Y10628,178222,751SH SOLE 222,75100
ADVANCED EMISSIONS SOLUTS INCOM00770C1012,718110,750SH SOLE 33,55000
ADVANCED ENERGY INDSCOM0079731004,498183,598SH SOLE 76,39800
ADVANCED MICRO DEVICES INCCOM0079031076416,071SH SOLE 16,07100
ADVENT CLAY CONV SEC INC FDCOM0076391072,697356,698SH SOLE 356,69800
ADVENT CLAYMORE CV SECS & INCOM00764C10952228,110SH SOLE 28,11000
ADVENT CLAYMORE ENH GRW & INCOM00765E1041,394136,783SH SOLE 136,78300
ADVENT SOFTWARE INCCOM0079741085,514187,802SH SOLE 173,80200
ADVISORY BRD COCOM00762W1074186,501SH SOLE 4,20100
AECOM TECHNOLOGY CORP DELAWACOM00766T10040,7821,267,691SH SOLE 1,267,69100
AEGEAN MARINE PETE NETWORK INOTE 4.000%11/0Y0020QAA91,5101,500,000PRN SOLE 000
AEGERION PHARMACEUTICALS INCCOM00767E1022,62856,986SH SOLE 40,98600
AEP INDS INCCOM00103110398626,590SH SOLE 4,49000
AEROPOSTALECOM00786510822143,947SH SOLE 43,94700
AEROVIRONMENT INCCOM0080731082295,700SH SOLE 90000
AES CORPCOM00130H10532,0132,241,803SH SOLE 2,114,10300
AETNA INC NEWCOM00817Y10863,279844,053SH SOLE 830,55300
AFFYMETRIX INCCOM00826T1081,154161,885SH SOLE 144,48500
AFFYMETRIX INCNOTE 4.000% 7/000826TAH1855600,000PRN SOLE 000
AFLAC INCCOM0010551025,88793,387SH SOLE 93,38700
AGCO CORPCOM00108410219,669356,575SH SOLE 356,57500
AGILENT TECHNOLOGIES INCCOM00846U10123,396418,385SH SOLE 402,08500
AGL RES INCCOM0012041065,740117,231SH SOLE 117,23100
AGNICO EAGLE MINES LTDCOM00847410858419,300SH SOLE 19,30000
AGREE REALTY CORPCOM0084921005,455179,394SH SOLE 94,39400
AGRIUM INCCOM0089161088688,900SH SOLE 8,90000
AIR LEASE CORPCL A00912X3022,13357,200SH SOLE 57,20000
AIR METHODS CORPCOM PAR $.060091283073957,395SH SOLE 6,09500
AIR PRODS & CHEMS INCCOM0091581061,82115,300SH SOLE 15,30000
AIR TRANSPORT SERVICES GRP ICOM00922R10546659,302SH SOLE 43,00200
AIRGAS INCCOM0093631021,50414,117SH SOLE 14,11700
AK STL HLDG CORPCOM0015471084,738656,172SH SOLE 344,67200
AKAMAI TECHNOLOGIES INCCOM00971T10162,5411,074,400SH SOLE 997,40000
AKORN INCCOM0097281061,84583,866SH SOLE 51,36600
ALASKA AIR GROUP INCCOM01165910993,115997,906SH SOLE 997,90600
ALBANY INTL CORPCL A0123481085,509155,010SH SOLE 61,51000
ALBANY MOLECULAR RESH INCCOM0124231091,35172,662SH SOLE 54,46200
ALBEMARLE CORPCOM0126531013,68655,500SH SOLE 55,50000
ALCOA INCCOM0138171013,788294,300SH SOLE 294,30000
ALEXANDER & BALDWIN INC NEWCOM0144911041,25629,521SH SOLE 17,02100
ALEXANDRIA REAL ESTATE EQ INCOM0152711092,55435,200SH SOLE 35,20000
ALEXION PHARMACEUTICALS INCCOM01535110945,986302,280SH SOLE 292,38000
ALIGN TECHNOLOGY INCCOM0162551011,79734,705SH SOLE 28,00500
ALIMERA SCIENCES INCCOM01625910327835,200SH SOLE 22,10000
ALLEGHANY CORP DELCOM0171751006221,526SH SOLE 1,52600
ALLEGHENY TECHNOLOGIES INCCOM01741R1021,40537,300SH SOLE 37,30000
ALLEGIANT TRAVEL COCOM01748X1023813,405SH SOLE 30500
ALLERGAN INCCOM01849010218,131146,098SH SOLE 138,49800
ALLIANCE CALIF MUN INCOME FDCOM01854610142133,059SH SOLE 33,05900
ALLIANCE DATA SYSTEMS CORPCOM0185811084,00614,703SH SOLE 14,70300
ALLIANCE DATA SYSTEMS CORPNOTE 4.750% 5/1018581AC237,4896,500,000PRN SOLE 000
ALLIANCE FIBER OPTIC PRODS ICOM NEW0186803061,19482,526SH SOLE 66,32600
ALLIANCE HEALTHCARE SRVCS INCOM PAR $0.0101860630155416,517SH SOLE 11,51700
ALLIANCE ONE INTL INCCOM0187721033612,239SH SOLE 12,23900
ALLIANT ENERGY CORPCOM01880210816,480290,083SH SOLE 290,08300
ALLIANT TECHSYSTEMS INCCOM01880410441,660293,074SH SOLE 293,07400
ALLISON TRANSMISSION HLDGS ICOM01973R1012287,600SH SOLE 7,60000
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1082,558141,881SH SOLE 141,88100
ALLSTATE CORPCOM02000210170,4161,244,536SH SOLE 1,162,03600
ALNYLAM PHARMACEUTICALS INCCOM02043Q1071,42421,205SH SOLE 18,60500
ALPHA NATURAL RESOURCES INCCOM02076X10210,8122,544,044SH SOLE 2,139,14400
ALPHA NATURAL RESOURCES INCNOTE 3.750%12/102076XAE27,2568,600,000PRN SOLE 000
ALPHA NATURAL RESOURCES INCNOTE 4.875%12/102076XAF92,4733,000,000PRN SOLE 000
ALPINE GLOBAL DYNAMIC DIVD FCOM NEW02082E20530029,959SH SOLE 29,95900
ALPINE GLOBAL PREMIER PPTYSCOM SBI02083A10346666,053SH SOLE 66,05300
ALPINE TOTAL DYNAMIC DIVID FCOM SH BEN INT N0210602071,532182,644SH SOLE 182,64400
ALTERA CORPCOM0214411001,17232,349SH SOLE 32,34900
ALTISOURCE RESIDENTIAL CORPCL B02153W1004,813152,500SH SOLE 73,40000
ALTRA INDL MOTION CORPCOM02208R1062,35565,969SH SOLE 16,26900
ALTRIA GROUP INCCOM02209S10334,861931,358SH SOLE 799,15800
ALUMINUM CORP CHINA LTDSPON ADR H SHS02227610924328,200SH SOLE 28,20000
AMAG PHARMACEUTICALS INCCOM00163U1061,18061,000SH SOLE 10,80000
AMAZON COM INCCOM023135106119,751355,850SH SOLE 346,35000
AMBAC FINL GROUP INCCOM NEW0231398843,482112,200SH SOLE 31,70000
AMBEV SASPONSORED ADR02319V1032,726367,865SH SOLE 367,86500
AMC NETWORKS INCCL A00164V1031,17416,062SH SOLE 16,06200
AMCOL INTL CORPCOM02341W10310,743234,664SH SOLE 234,66400
AMEDISYS INCCOM0234361081,41394,876SH SOLE 11,57600
AMERCOCOM0235861002,1789,382SH SOLE 8,78200
AMEREN CORPCOM02360810218,962460,250SH SOLE 460,25000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10595,7864,818,232SH SOLE 4,471,13200
AMERICAN AIRLS GROUP INCCOM02376R1021,09229,848SH SOLE 18,14800
AMERICAN ASSETS TR INCCOM0240131041,49844,400SH SOLE 41,10000
AMERICAN AXLE & MFG HLDGS INCOM0240611031,15862,532SH SOLE 35,93200
AMERICAN CAMPUS CMNTYS INCCOM0248351001,05328,181SH SOLE 28,18100
AMERICAN CAP LTDCOM02503Y10351,9233,288,363SH SOLE 3,288,36300
AMERICAN CAPITAL AGENCY CORPCOM02503X1052,01693,800SH SOLE 62,40000
AMERICAN EAGLE OUTFITTERS NECOM02553E10618,0591,475,428SH SOLE 1,475,42800
AMERICAN ELEC PWR INCCOM02553710164,7721,278,562SH SOLE 1,192,16200
AMERICAN EQTY INVT LIFE HLDCOM0256762061,34456,915SH SOLE 32,51500
AMERICAN EXPRESS COCOM02581610920,473227,397SH SOLE 227,39700
AMERICAN FINL GROUP INC OHIOCOM02593210441,602720,874SH SOLE 720,87400
AMERICAN INTL GROUP INCCOM NEW02687478424,464489,183SH SOLE 478,88300
AMERICAN PUBLIC EDUCATION INCOM02913V1031,00928,766SH SOLE 14,96600
AMERICAN RAILCAR INDS INCCOM02916P10383911,982SH SOLE 10,78200
AMERICAN RLTY CAP PPTYS INCCOM02917T1042,310164,800SH SOLE 95,70000
AMERICAN RLTY CAP PPTYS INCNOTE 3.000% 8/002917TAA236,31734,100,000PRN SOLE 000
AMERICAN SCIENCE & ENGR INCCOM0294291073,80956,700SH SOLE 24,20000
AMERICAN STS WTR COCOM0298991018,586265,900SH SOLE 132,60000
AMERICAN TOWER CORP NEWCOM03027X10034,819425,300SH SOLE 391,80000
AMERICAN WOODMARK CORPCOM0305061092,07661,670SH SOLE 20,37000
AMERICAN WTR WKS CO INC NEWCOM0304201036,277138,254SH SOLE 138,25400
AMERIGAS PARTNERS L PUNIT L P INT0309751062816,652SH SOLE 6,65200
AMERIPRISE FINL INCCOM03076C10685,302774,976SH SOLE 749,47600
AMERIS BANCORPCOM03076K10836315,571SH SOLE 10,44900
AMERISAFE INCCOM03071H1001,57735,915SH SOLE 21,11500
AMERISOURCEBERGEN CORPCOM03073E10557,715879,940SH SOLE 851,74000
AMETEK INC NEWCOM0311001001,18423,000SH SOLE 23,00000
AMGEN INCCOM031162100113,228918,016SH SOLE 857,41600
AMKOR TECHNOLOGY INCCOM03165210045466,195SH SOLE 66,19500
AMN HEALTHCARE SERVICES INCCOM0017441012,455178,678SH SOLE 70,67800
AMPHENOL CORP NEWCL A0320951012,25524,600SH SOLE 24,60000
AMPIO PHARMACEUTICALS INCCOM03209T10935756,200SH SOLE 43,90000
AMSURG CORPCOM03232P4051,28327,251SH SOLE 22,55100
AMTRUST FINL SVCS INCCOM0323593091,17731,306SH SOLE 31,30600
ANACOR PHARMACEUTICALS INCCOM0324201011,23361,630SH SOLE 36,23000
ANADARKO PETE CORPCOM03251110736,768433,785SH SOLE 433,78500
ANADIGICS INCCOM0325151084124,000SH SOLE 16,00000
ANALOG DEVICES INCCOM0326541058,878167,060SH SOLE 167,06000
ANALOGIC CORPCOM PAR $0.050326572072,12425,862SH SOLE 7,36200
ANDERSONS INCCOM03416410313,894234,532SH SOLE 121,00200
ANGIES LIST INCCOM03475410113511,100SH SOLE 2,20000
ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282063,488204,244SH SOLE 204,24400
ANIKA THERAPEUTICS INCCOM0352551081,72341,923SH SOLE 34,12300
ANIXTER INTL INCCOM0352901052,51824,800SH SOLE 21,20000
ANN INCCOM0356231073,99896,392SH SOLE 93,69200
ANNALY CAP MGMT INCCOM0357104098,435768,945SH SOLE 692,04500
ANNALY CAP MGMT INCNOTE 5.000% 5/1035710AB816,22115,825,000PRN SOLE 000
ANSYS INCCOM03662Q1053,68947,900SH SOLE 47,90000
ANTARES PHARMA INCCOM03664210632893,631SH SOLE 62,93100
ANTERO RES CORPCOM03674X1062,38538,100SH SOLE 38,10000
ANWORTH MORTGAGE ASSET CPCOM0373471017311,242SH SOLE 11,24200
AOL INCCOM00184X10514,212324,700SH SOLE 324,70000
APACHE CORPCOM03741110510,396125,323SH SOLE 125,32300
APARTMENT INVT & MGMT COCL A03748R1012,24574,300SH SOLE 74,30000
APOGEE ENTERPRISES INCCOM0375981091,46344,037SH SOLE 24,63700
APOLLO ED GROUP INCCL A03760410529,127850,676SH SOLE 850,67600
APOLLO INVT CORPCOM03761U1061,093131,557SH SOLE 71,24700
APOLLO RESIDENTIAL MTG INCCOM03763V10226016,000SH SOLE 16,00000
APPLE INCCOM037833100284,933530,859SH SOLE 480,75900
APPLIED INDL TECHNOLOGIES INCOM03820C1051,68734,970SH SOLE 34,97000
APPLIED MATLS INCCOM03822210518,231892,807SH SOLE 892,80700
APPLIED MICRO CIRCUITS CORPCOM NEW03822W40633333,600SH SOLE 12,70000
AQUA AMERICA INCCOM03836W10371628,550SH SOLE 28,55000
ARC DOCUMENT SOLUTIONS INCCOM00191G10341255,357SH SOLE 38,95700
ARC GROUP WORLDWIDE INCCOM00213H10549814,500SH SOLE 10,50000
ARCELORMITTAL SA LUXEMBOURGNOTE 5.000% 5/103938LAK09,7389,690,000PRN SOLE 000
ARCH COAL INCCOM0393801009018,700SH SOLE 18,70000
ARCHER DANIELS MIDLAND COCOM039483102219,7345,064,154SH SOLE 4,702,35400
ARCTIC CAT INCCOM0396701043,62475,831SH SOLE 28,03100
ARENA PHARMACEUTICALS INCCOM040047102779123,661SH SOLE 123,66100
ARES CAP CORPCOM04010L1037,813443,432SH SOLE 443,43200
ARGAN INCCOM04010E1092428,136SH SOLE 4,93600
ARIAD PHARMACEUTICALS INCCOM04033A1007,444923,518SH SOLE 923,51800
ARK RESTAURANTS CORPCOM0407121014,564207,348SH SOLE 207,34800
ARKANSAS BEST CORP DELCOM0407901079,709262,772SH SOLE 161,17200
ARLINGTON ASSET INVT CORPCL A NEW0413562056,415242,257SH SOLE 121,85700
ARMOUR RESIDENTIAL REIT INCCOM042315101660160,100SH SOLE 107,00000
ARMSTRONG WORLD INDS INC NEWCOM04247X1023,52766,242SH SOLE 66,24200
AROTECH CORPCOM NEW04268220327043,400SH SOLE 24,60000
ARRAY BIOPHARMA INCCOM04269X10535675,718SH SOLE 6,31800
ARRIS GROUP INC NEWCOM04270V1067,922281,122SH SOLE 278,82200
ARROW ELECTRS INCCOM04273510027,903470,069SH SOLE 470,06900
ARROWHEAD RESH CORPCOM NEW0427972091,13669,192SH SOLE 44,79200
ARTHROCARE CORPCOM04313610015,648324,705SH SOLE 296,20500
ASBURY AUTOMOTIVE GROUP INCCOM0434361041,62129,308SH SOLE 21,20800
ASCENA RETAIL GROUP INCCOM04351G1011,26873,374SH SOLE 73,37400
ASCENT CAP GROUP INCCOM SER A0436321084425,851SH SOLE 3,35100
ASHFORD HOSPITALITY PRIME INCOM0441021014,858321,301SH SOLE 321,30100
ASHFORD HOSPITALITY TR INCCOM SHS04410310923,2022,058,697SH SOLE 1,912,69700
ASHLAND INC NEWCOM0442091047,84978,900SH SOLE 78,90000
ASPEN TECHNOLOGY INCCOM0453271033,20275,581SH SOLE 18,08100
ASSOCIATED BANC CORPCOM0454871058,025444,367SH SOLE 444,36700
ASSOCIATED BANC CORP*W EXP 11/21/2010454871135523,450SH SOLE 23,45000
ASSOCIATED ESTATES RLTY CORPCOM0456041053,177187,555SH SOLE 128,05500
ASSURANT INCCOM04621X108110,1861,696,207SH SOLE 1,648,20700
ASTEC INDS INCCOM0462241012205,003SH SOLE 5,00300
ASTORIA FINL CORPCOM04626510432923,818SH SOLE 23,81800
ASTRONICS CORPCOM0464331083,68558,115SH SOLE 22,01500
AT&T INCCOM00206R102145,0484,135,943SH SOLE 3,711,64300
ATHENAHEALTH INCCOM04685W1031,1567,217SH SOLE 7,21700
ATLANTIC PWR CORPCOM NEW04878Q86325186,600SH SOLE 55,20000
ATLANTICUS HLDGS CORPCOM04914Y102438191,430SH SOLE 191,43000
ATLAS AIR WORLDWIDE HLDGS INCOM NEW04916420539911,313SH SOLE 11,31300
ATLAS ENERGY LPCOM UNITS LP04930A1041,36131,631SH SOLE 31,63100
ATMEL CORPCOM04951310412,5601,502,366SH SOLE 1,502,36600
ATMI INCCOM00207R10129,052854,233SH SOLE 837,03300
ATMOS ENERGY CORPCOM0495601055,756122,139SH SOLE 122,13900
ATRICURE INCCOM04963C20956129,800SH SOLE 18,90000
ATWOOD OCEANICS INCCOM0500951082,39847,589SH SOLE 47,58900
AUDIENCE INCCOM05070J10234727,738SH SOLE 7,83800
AUTHENTIDATE HLDG CORPCOM NEW052666203574579,741SH SOLE 579,74100
AUTOBYTEL INCCOM NEW05275N20548839,276SH SOLE 24,77600
AUTODESK INCCOM05276910618,463375,416SH SOLE 358,71600
AUTOLIV INCCOM05280010937,237371,072SH SOLE 371,07200
AUTOMATIC DATA PROCESSING INCOM05301510310,349133,946SH SOLE 133,94600
AUTONATION INCCOM05329W10279714,974SH SOLE 14,97400
AUTOZONE INCCOM05333210221,96940,903SH SOLE 40,90300
AV HOMES INCNOTE 7.500% 2/100234PAB88,6197,430,000PRN SOLE 000
AVALONBAY CMNTYS INCCOM05348410119,705150,057SH SOLE 141,25700
AVANIR PHARMACEUTICALS INCCL A NEW05348P401584159,000SH SOLE 49,20000
AVATAR HLDGS INCNOTE 7.500% 2/1053494AG52,3462,245,000PRN SOLE 000
AVERY DENNISON CORPCOM05361110981,5531,609,487SH SOLE 1,468,88700
AVIS BUDGET GROUPCOM0537741053,54172,705SH SOLE 72,70500
AVIS BUDGET GROUPNOTE 3.500%10/0053774AB178,82326,025,000PRN SOLE 000
AVISTA CORPCOM05379B1071,79458,528SH SOLE 43,42800
AVNET INCCOM05380710333,930729,212SH SOLE 726,71200
AVX CORP NEWCOM00244410721316,165SH SOLE 16,16500
AXCELIS TECHNOLOGIES INCCOM054540109569264,709SH SOLE 173,50900
AXIALL CORPCOM05463D10010,464232,952SH SOLE 229,75200
B/E AEROSPACE INCCOM0733021014,72354,414SH SOLE 54,41400
BABCOCK & WILCOX CO NEWCOM05615F1022,09863,200SH SOLE 63,20000
BADGER METER INCCOM0565251082594,700SH SOLE 3,30000
BAKER HUGHES INCCOM05722410714,753226,900SH SOLE 226,90000
BALCHEM CORPCOM0576652004328,282SH SOLE 5,38200
BALL CORPCOM05849810610,688195,000SH SOLE 195,00000
BALLY TECHNOLOGIES INCCOM05874B1071,08916,437SH SOLE 13,83700
BANCO BRADESCO S ASP ADR PFD NEW05946030314,0501,027,788SH SOLE 906,46800
BANCO DE CHILESPONSORED ADR0595201067459,900SH SOLE 7,10000
BANCO SANTANDER CHILE NEWSP ADR REP COM05965X10914,846633,353SH SOLE 586,38900
BANCORP INC DELCOM05969A10550827,000SH SOLE 16,80000
BANCORPSOUTH INCCOM0596921031,80772,400SH SOLE 47,90000
BANK HAWAII CORPCOM0625401095,71694,316SH SOLE 94,31600
BANK MONTREAL QUECOM06367110182412,300SH SOLE 12,30000
BANK MUTUAL CORP NEWCOM06375010318915,931SH SOLE 15,93100
BANK N S HALIFAXCOM0641491075289,100SH SOLE 9,10000
BANK NEW YORK MELLON CORPCOM06405810016,637471,426SH SOLE 471,42600
BANK OF AMERICA CORPORATIONCOM060505104146,6678,527,144SH SOLE 7,896,54400
BANK OF THE OZARKS INCCOM0639041062,24032,913SH SOLE 21,11300
BANKRATE INC DELCOM06647F10241824,701SH SOLE 16,70100
BANKUNITED INCCOM06652K1032,07259,600SH SOLE 59,60000
BANNER CORPCOM NEW06652V2085,167125,384SH SOLE 67,78400
BARD C R INCCOM0673831097,28149,204SH SOLE 49,20400
BARNES & NOBLE INCCOM0677741091,86289,087SH SOLE 89,08700
BARNES GROUP INCCOM06780610976319,824SH SOLE 7,72400
BARRETT BILL CORPCOM06846N10476029,700SH SOLE 14,90000
BARRETT BUSINESS SERVICES INCOM0684631084,56676,647SH SOLE 24,88700
BARRICK GOLD CORPCOM06790110884347,300SH SOLE 47,30000
BARRY R G CORP OHIOCOM0687981078,236436,206SH SOLE 436,20600
BAXTER INTL INCCOM0718131091,85125,157SH SOLE 25,15700
BB&T CORPCOM0549371077,579188,673SH SOLE 188,67300
BBCN BANCORP INCCOM07329510750629,498SH SOLE 23,39800
BCE INCCOM NEW05534B7602,32553,905SH SOLE 53,90500
BEAM INCCOM073730103214,9162,580,026SH SOLE 2,580,02600
BEBE STORES INCCOM07557110910417,008SH SOLE 2,60800
BECTON DICKINSON & COCOM07588710921,417182,927SH SOLE 176,22700
BED BATH & BEYOND INCCOM07589610039,869579,492SH SOLE 552,39200
BEMIS INCCOM0814371051,67642,700SH SOLE 42,70000
BENCHMARK ELECTRS INCCOM08160H1016,001264,959SH SOLE 156,75900
BERKLEY W R CORPCOM0844231021,79843,202SH SOLE 43,20200
BERKSHIRE HATHAWAY INC DELCL B NEW084670702121,851975,043SH SOLE 915,14300
BERRY PLASTICS GROUP INCCOM08579W1031,05145,420SH SOLE 40,42000
BEST BUY INCCOM08651610181,1103,071,183SH SOLE 2,890,18300
BGC PARTNERS INCCL A05541T1012,578394,144SH SOLE 213,94400
BIG 5 SPORTING GOODS CORPCOM08915P1014,680291,583SH SOLE 76,11800
BIG LOTS INCCOM0893021036,398168,937SH SOLE 168,93700
BIGLARI HLDGS INCCOM08986R1014,5249,280SH SOLE 3,55000
BIOCRYST PHARMACEUTICALSCOM09058V1031,182111,762SH SOLE 75,46200
BIODELIVERY SCIENCES INTL INCOM09060J10628734,000SH SOLE 19,20000
BIOGEN IDEC INCCOM09062X103222,405727,124SH SOLE 684,72400
BIOLASE INCCOM09091110810242,448SH SOLE 30,37500
BIOMARIN PHARMACEUTICAL INCCOM09061G1011,67624,571SH SOLE 24,57100
BIOMED REALTY TRUST INCCOM09063H1072,636128,634SH SOLE 128,63400
BIO-REFERENCE LABS INCCOM $.01 NEW09057G6022228,014SH SOLE 5,91400
BIOSCRIP INCCOM09069N10814020,057SH SOLE 75700
BIOTELEMETRY INCCOM09067210668167,471SH SOLE 43,57100
BLACK BOX CORP DELCOM09182610731312,860SH SOLE 12,86000
BLACK HILLS CORPCOM0921131092,54144,078SH SOLE 30,97800
BLACKBAUD INCCOM09227Q10047915,300SH SOLE 7,70000
BLACKROCK BUILD AMER BD TRSHS09248X1002,333115,266SH SOLE 115,26600
BLACKROCK CORPOR HI YLD FD VCOM09255P1071,20798,453SH SOLE 98,45300
BLACKROCK CR ALLCTN INC TRCOM09250810010,347765,308SH SOLE 765,30800
BLACKROCK ECOSOLUTIONS INVTCOM SH0925461009712,111SH SOLE 12,11100
BLACKROCK ENH CAP & INC FD ICOM09256A1093,662261,968SH SOLE 261,96800
BLACKROCK ENHANCED EQT DIV TCOM09251A1048,4721,067,049SH SOLE 1,067,04900
BLACKROCK GLOBAL OPP EQTY TRCOM0925011059,224630,501SH SOLE 630,50100
BLACKROCK INCCOM09247X10122,18270,534SH SOLE 70,53400
BLACKROCK INCOME OPP TRUST ICOM0924751023,063296,497SH SOLE 296,49700
BLACKROCK INTL GRWTH & INC TCOM BENE INTER0925241075,268653,642SH SOLE 653,64200
BLACKROCK KELSO CAPITAL CORPCOM0925331084,298468,700SH SOLE 212,40000
BLACKROCK MUN TARGET TERM TRCOM SHS BEN IN09257P1051,07456,310SH SOLE 56,31000
BLACKROCK MUNI INTER DR FD ICOM09253X10230321,342SH SOLE 21,34200
BLACKROCK MUNIASSETS FD INCCOM09254J10243735,489SH SOLE 35,48900
BLACKROCK MUNIHLDGS NJ QLTYCOM09254X10164746,751SH SOLE 46,75100
BLACKROCK MUNIHLDNGS CALI QLCOM09254L10799671,563SH SOLE 71,56300
BLACKROCK MUNIHLDS INVSTM QLCOM09254P10846634,751SH SOLE 34,75100
BLACKROCK MUNIHOLDNGS QLTY ICOM09254A10150940,296SH SOLE 40,29600
BLACKROCK MUNIY QUALITY FD ICOM09254G10813110,473SH SOLE 10,47300
BLACKROCK MUNIYIELD CALI QLTCOM09254N10355138,087SH SOLE 38,08700
BLACKROCK MUNIYIELD N J FD ICOM09254Y10921815,290SH SOLE 15,29000
BLACKROCK MUNIYIELD NJ QLTYCOM09255A10021415,403SH SOLE 15,40300
BLACKROCK MUNIYIELD PA QLTYCOM09255G10755039,481SH SOLE 39,48100
BLACKROCK MUNIYIELD QLTY FDCOM09254E10333024,254SH SOLE 24,25400
BLACKROCK MUNIYLD INVST QLTYCOM09254T10026320,084SH SOLE 20,08400
BLACKROCK MUNIYLD MICH QLTYCOM09254V10583062,725SH SOLE 62,72500
BLACKROCK MUNIYLD MICH QLTYCOM09254W10365952,909SH SOLE 52,90900
BLACKROCK REAL ASSET EQUITYCOM09254B1092,298258,220SH SOLE 258,22000
BLACKROCK RES & COMM STRAT TSHS09257A1084,806417,949SH SOLE 417,94900
BLOCK H & R INCCOM09367110517,662585,041SH SOLE 585,04100
BLOOMIN BRANDS INCCOM0942351081,47461,145SH SOLE 61,14500
BLUCORA INCCOM0952291004,070206,712SH SOLE 77,31200
BLUE NILE INCCOM09578R1032306,600SH SOLE 6,60000
BNC BANCORPCOM05566T10125014,400SH SOLE 9,40000
BOARDWALK PIPELINE PARTNERSUT LTD PARTNER09662710421115,712SH SOLE 15,71200
BOB EVANS FARMS INCCOM0967611012,96959,348SH SOLE 59,34800
BOEING COCOM09702310597,179774,393SH SOLE 755,49300
BOFI HLDG INCCOM05566U1081,59818,637SH SOLE 12,73700
BOK FINL CORPCOM NEW05561Q20176611,100SH SOLE 11,10000
BONANZA CREEK ENERGY INCCOM09779310359213,323SH SOLE 4,12300
BORGWARNER INCCOM0997241062,39038,888SH SOLE 38,88800
BOSTON BEER INCCL A1005571071,1364,643SH SOLE 4,34300
BOSTON PRIVATE FINL HLDGS INCOM10111910582260,725SH SOLE 49,02500
BOSTON PRIVATE FINL HLDGS IN*W EXP 11/21/201101119113794117,799SH SOLE 117,79900
BOSTON PROPERTIES INCCOM10112110119,925173,974SH SOLE 163,47400
BOSTON SCIENTIFIC CORPCOM101137107156,85411,601,611SH SOLE 10,676,81100
BOULDER BRANDS INCCOM10140510833218,862SH SOLE 12,76200
BOULEVARD ACQUISITION CORPUNIT 99/99/999910157P20312,0841,200,000SH SOLE 1,200,00000
BOYD GAMING CORPCOM1033041011,486112,567SH SOLE 74,66700
BRANDYWINE RLTY TRSH BEN INT NEW1053682032,303159,300SH SOLE 159,30000
BRASKEM S ASP ADR PFD A10553210521413,700SH SOLE 13,70000
BRAVO BRIO RESTAURANT GROUPCOM10567B1092,798198,300SH SOLE 63,70000
BRE PROPERTIES INCCL A05564E10694,9981,513,191SH SOLE 1,513,19100
BRF SASPONSORED ADR10552T10724612,300SH SOLE 12,30000
BRIDGEPOINT ED INCCOM10807M10575850,888SH SOLE 44,23800
BRIGHT HORIZONS FAM SOL IN DCOM10919410099725,500SH SOLE 25,50000
BRIGHTCOVE INCCOM10921T1013,005305,700SH SOLE 68,90000
BRINKER INTL INCCOM10964110021,697413,678SH SOLE 413,67800
BRINKS COCOM10969610474125,968SH SOLE 25,96800
BRISTOL MYERS SQUIBB COCOM11012210829,843574,460SH SOLE 574,46000
BRISTOW GROUP INCCOM1103941039,455125,197SH SOLE 84,59700
BROADCOM CORPCL A11132010753,5011,699,512SH SOLE 1,476,01200
BROADRIDGE FINL SOLUTIONS INCOM11133T10318,916509,327SH SOLE 509,32700
BROADSOFT INCCOM11133B4092117,900SH SOLE 5,70000
BROADWIND ENERGY INCCOM NEW11161T20746037,675SH SOLE 22,47500
BROCADE COMMUNICATIONS SYS ICOM NEW111621306135,16512,739,407SH SOLE 12,739,40700
BROOKDALE SR LIVING INCCOM11246310466319,800SH SOLE 19,80000
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510418,944463,757SH SOLE 463,75700
BROOKS AUTOMATION INCCOM1143401023,720340,316SH SOLE 202,61600
BROWN & BROWN INCCOM1152361015,312172,700SH SOLE 172,70000
BROWN FORMAN CORPCL B11563720911,281125,781SH SOLE 125,78100
BROWN SHOE INC NEWCOM1157361009,713365,986SH SOLE 177,68600
BRUKER CORPCOM11679410826211,500SH SOLE 11,50000
BRUNSWICK CORPCOM1170431092,49255,025SH SOLE 49,92500
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301014065,416SH SOLE 5,41600
BUCKLE INCCOM1184401061,89041,268SH SOLE 41,26800
BUFFALO WILD WINGS INCCOM1198481091,49910,066SH SOLE 7,16600
BUILDERS FIRSTSOURCE INCCOM12008R10758564,259SH SOLE 39,15900
BURGER KING WORLDWIDE INCCOM12122010747017,700SH SOLE 17,70000
C D I CORPCOM12507110047020,943SH SOLE 20,94300
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091,21023,100SH SOLE 23,10000
CA INCCOM12673P10571,0692,294,772SH SOLE 2,217,37200
CABELAS INCCOM1268043011,19218,202SH SOLE 18,20200
CABOT CORPCOM1270551014,33873,452SH SOLE 73,45200
CABOT MICROELECTRONICS CORPCOM12709P1032,30652,400SH SOLE 23,30000
CABOT OIL & GAS CORPCOM12709710381,9232,418,020SH SOLE 2,281,42000
CACI INTL INCCL A1271903043,56848,352SH SOLE 46,15200
CACI INTL INCNOTE 2.125% 5/0127190AD825,78719,075,000PRN SOLE 000
CADENCE DESIGN SYSTEM INCCOM1273871081,09470,398SH SOLE 70,39800
CAESARS ENTMT CORPCOM12768610337019,473SH SOLE 13,57300
CAL DIVE INTL INC DELNOTE 5.000% 7/112802TAB73,4913,625,000PRN SOLE 000
CAL MAINE FOODS INCCOM NEW1280302023335,301SH SOLE 5,30100
CALAMOS CONV & HIGH INCOME FCOM SHS12811P10892968,933SH SOLE 68,93300
CALAMP CORPCOM1281261092,03272,908SH SOLE 35,10800
CALGON CARBON CORPCOM1296031062099,582SH SOLE 2,98200
CALIFORNIA WTR SVC GROUPCOM1307881023,701154,600SH SOLE 86,90000
CALIX INCCOM13100M5099,0311,071,247SH SOLE 522,54700
CALLAWAY GOLF COCOM13119310413913,558SH SOLE 13,55800
CALLIDUS SOFTWARE INCCOM13123E50081565,114SH SOLE 38,41400
CALPINE CORPCOM NEW1313473042,238107,025SH SOLE 107,02500
CAMBREX CORPCOM1320111074,123218,512SH SOLE 83,81200
CAMBRIDGE CAP ACQUISITION COCOM13215Q10616,9311,760,000SH SOLE 1,760,00000
CAMBRIDGE CAP ACQUISITION CO*W EXP 12/23/20113215Q1147391,760,000SH SOLE 1,760,00000
CAMDEN PPTY TRSH BEN INT1331311023,95358,700SH SOLE 58,70000
CAMECO CORPCOM13321L1082,343102,300SH SOLE 102,30000
CAMERON INTERNATIONAL CORPCOM13342B1053,55557,559SH SOLE 57,55900
CAMPBELL SOUP COCOM1344291092,10546,900SH SOLE 46,90000
CAMPUS CREST CMNTYS INCCOM13466Y10547054,200SH SOLE 4,50000
CANADIAN NAT RES LTDCOM1363851012957,700SH SOLE 7,70000
CANADIAN NATL RY COCOM1363751021,22021,700SH SOLE 21,70000
CANADIAN PAC RY LTDCOM13645T1002411,600SH SOLE 1,60000
CANTEL MEDICAL CORPCOM1380981082,17564,493SH SOLE 23,54300
CAPELLA EDUCATION COMPANYCOM1395941055,87793,063SH SOLE 38,36300
CAPITAL BK FINL CORPCL A COM1397941016,170245,700SH SOLE 137,26700
CAPITAL ONE FINL CORPCOM14040H10532,417420,129SH SOLE 420,12900
CAPITAL SR LIVING CORPCOM14047510461423,632SH SOLE 16,93200
CAPITALSOURCE INCCOM14055X10279,9595,480,388SH SOLE 5,480,38800
CAPITOL ACQUISITION CORP IICOM14056V10517,5531,782,000SH SOLE 1,782,00000
CAPITOL ACQUISITION CORP II*W EXP 05/15/20114056V113437891,000SH SOLE 891,00000
CAPITOL FED FINL INCCOM14057J10143935,000SH SOLE 35,00000
CAPSTEAD MTG CORPCOM NO PAR14067E50624619,468SH SOLE 19,46800
CAPSTONE TURBINE CORPCOM14067D102475222,893SH SOLE 143,79300
CARBO CERAMICS INCCOM1407811052,40917,457SH SOLE 17,45700
CARBONITE INCCOM14133710513313,100SH SOLE 8,70000
CARDINAL FINL CORPCOM14149F1092,362132,500SH SOLE 66,46400
CARDINAL HEALTH INCCOM14149Y10899,5001,421,829SH SOLE 1,391,92900
CARDIOVASCULAR SYS INC DELCOM1416191062,76386,911SH SOLE 24,91100
CARDTRONICS INCCOM14161H1081,48638,238SH SOLE 23,93800
CAREER EDUCATION CORPCOM14166510921,5042,882,639SH SOLE 2,210,28700
CAREFUSION CORPCOM14170T10181,1182,016,854SH SOLE 1,841,65400
CARLISLE COS INCCOM1423391008,092101,989SH SOLE 101,98900
CARMAX INCCOM14313010261813,200SH SOLE 13,20000
CARMIKE CINEMAS INCCOM1434364001,88062,969SH SOLE 25,46900
CARNIVAL CORPPAIRED CTF14365830079921,100SH SOLE 21,10000
CARPENTER TECHNOLOGY CORPCOM1442851031,48222,446SH SOLE 22,44600
CARRIAGE SVCS INCCOM1439051071,53784,252SH SOLE 25,55200
CARRIZO OIL & GAS INCCOM1445771033,24060,610SH SOLE 30,21000
CARTER INCCOM1462291099,061116,691SH SOLE 116,69100
CASEYS GEN STORES INCCOM14752810372310,700SH SOLE 5,90000
CASTLE A M & COCOM1484111011,508102,660SH SOLE 43,26000
CASTLE A M & CONOTE 7.000%12/1148411AF81,004625,000PRN SOLE 000
CATALYST PHARM PARTNERS INCCOM14888U101455201,282SH SOLE 134,38200
CATAMARAN CORPCOM1488871025,531123,573SH SOLE 123,57300
CATERPILLAR INC DELCOM1491231011,69917,100SH SOLE 17,10000
CATHAY GEN BANCORPCOM14915010480431,937SH SOLE 27,13700
CATO CORP NEWCL A1492051065,436201,047SH SOLE 88,64800
CBIZ INCCOM12480510213614,813SH SOLE 11,11300
CBL & ASSOC PPTYS INCCOM12483010065737,000SH SOLE 37,00000
CBOE HLDGS INCCOM12503M1088,497150,123SH SOLE 150,12300
CBRE CLARION GLOBAL REAL ESTCOM12504G1001,530183,286SH SOLE 183,28600
CBRE GROUP INCCL A12504L1092699,800SH SOLE 9,80000
CBS CORP NEWCL B12485720258,695949,762SH SOLE 905,46200
CDN IMPERIAL BK OF COMMERCECOM13606910190510,500SH SOLE 10,50000
CDW CORPCOM12514G1081,48654,142SH SOLE 54,14200
CEDAR REALTY TRUST INCCOM NEW1506022093,186521,436SH SOLE 241,33600
CELANESE CORP DELCOM SER A1508701035,11492,124SH SOLE 92,12400
CELGENE CORPCOM151020104178,9541,281,909SH SOLE 1,204,60900
CELL THERAPEUTICS INCCOM NPV NEW 2012150934883407119,600SH SOLE 80,70000
CELLDEX THERAPEUTICS INC NEWCOM15117B10377143,644SH SOLE 18,04400
CELSION CORPORATIONCOM PAR $0.0115117N4046318,775SH SOLE 14,79800
CEMEX SAB DE CVSPON ADR NEW15129088916,8741,336,005SH SOLE 1,196,30500
CEMEX SAB DE CVNOTE 3.250% 3/1151290BB855,64440,450,000PRN SOLE 000
CEMEX SAB DE CVNOTE 3.750% 3/1151290BC610,4267,275,000PRN SOLE 000
CEMPRA INCCOM15130J10943837,959SH SOLE 27,35900
CENTENE CORP DELCOM15135B1011,16818,770SH SOLE 12,97000
CENTERPOINT ENERGY INCCOM15189T10710,339436,421SH SOLE 436,42100
CENTRAL PAC FINL CORPCOM NEW15476040917725,664SH SOLE 25,66400
CENTRAL SECS CORPCOM1551231022,274101,650SH SOLE 101,65000
CENTURY ALUM COCOM1564311082,983225,799SH SOLE 113,08400
CENTURY CASINOS INCCOM15649210016122,389SH SOLE 15,38900
CENVEO CORPNOTE 7.000% 5/115671BAJ0948925,000PRN SOLE 000
CEPHEIDCOM15670R10765312,665SH SOLE 12,66500
CERNER CORPCOM1567821046,959123,710SH SOLE 123,71000
CERUS CORPCOM15708510127457,001SH SOLE 38,20100
CEVA INCCOM15721010555331,500SH SOLE 7,60000
CF INDS HLDGS INCCOM12526910067,763259,987SH SOLE 243,78700
CHARLES RIV LABS INTL INCCOM15986410718,900313,231SH SOLE 313,23100
CHART ACQUISITION CORPCOM16115110514,6431,477,575SH SOLE 1,477,57500
CHART ACQUISITION CORP*W EXP 12/19/2011611511131,0201,477,575SH SOLE 1,477,57500
CHART INDS INCCOM PAR $0.0116115Q3083,27541,175SH SOLE 41,17500
CHARTER COMMUNICATIONS INC DCL A NEW16117M3052,09417,000SH SOLE 17,00000
CHATHAM LODGING TRCOM16208T10212,456616,035SH SOLE 489,53500
CHECKPOINT SYS INCCOM1628251032,160160,964SH SOLE 93,16400
CHEESECAKE FACTORY INCCOM1630721019,308195,429SH SOLE 195,42900
CHELSEA THERAPEUTICS INTL LTCOM163428105803145,411SH SOLE 83,41100
CHEMED CORP NEWCOM16359R1036086,800SH SOLE 6,80000
CHEMED CORP NEWNOTE 1.875% 5/116359RAC710,6769,500,000PRN SOLE 000
CHEMTURA CORPCOM NEW16389320955521,957SH SOLE 4,95700
CHENIERE ENERGY INCCOM NEW16411R2085,10992,298SH SOLE 92,29800
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10152417,460SH SOLE 17,46000
CHESAPEAKE ENERGY CORPCOM1651671072,52798,645SH SOLE 98,64500
CHESAPEAKE LODGING TRSH BEN INT1652401027,168278,600SH SOLE 110,70000
CHESAPEAKE UTILS CORPCOM16530310868710,872SH SOLE 7,47200
CHEVRON CORP NEWCOM166764100181,0771,522,805SH SOLE 1,438,00500
CHICOS FAS INCCOM16861510213,751857,823SH SOLE 857,82300
CHILDRENS PL RETAIL STORES ICOM1689051073,16763,581SH SOLE 61,88100
CHINA GENGSHENG MINERALS INCCOM16942P101721,124SH SOLE 21,12400
CHINA MOBILE LIMITEDSPONSORED ADR16941M10916,674365,732SH SOLE 340,33200
CHINA PETE & CHEM CORPSPON ADR H SHS16941R1088,56095,645SH SOLE 95,64500
CHIPOTLE MEXICAN GRILL INCCOM16965610519,71234,701SH SOLE 34,70100
CHIQUITA BRANDS INTL INCCOM1700328098,241661,896SH SOLE 299,46900
CHOICE HOTELS INTL INCCOM16990510697421,183SH SOLE 21,18300
CHRISTOPHER & BANKS CORPCOM17104610536054,507SH SOLE 36,10700
CHUBB CORPCOM17123210118,815210,692SH SOLE 193,99200
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5022,89094,213SH SOLE 94,21300
CHURCH & DWIGHT INCCOM17134010224,489354,556SH SOLE 354,55600
CHURCHILL DOWNS INCCOM1714841086006,575SH SOLE 4,67500
CIBER INCCOM17163B1028618,780SH SOLE 18,78000
CIENA CORPCOM NEW1717793091,67573,665SH SOLE 51,76500
CIENA CORPDEBT 4.000%12/1171779AK714,88710,484,000PRN SOLE 000
CIGNA CORPORATIONCOM125509109108,1791,291,993SH SOLE 1,240,49300
CIMAREX ENERGY COCOM17179810190,518759,951SH SOLE 646,65100
CINCINNATI FINL CORPCOM1720621011,92139,472SH SOLE 39,47200
CINEDIGM CORPCOM17240610014757,600SH SOLE 35,60000
CINEMARK HOLDINGS INCCOM17243V1023,261112,426SH SOLE 112,42600
CINTAS CORPCOM17290810524,471410,517SH SOLE 410,51700
CIRCOR INTL INCCOM17273K1096,08783,014SH SOLE 38,01400
CIRRUS LOGIC INCCOM1727551001,15458,095SH SOLE 52,79500
CISCO SYS INCCOM17275R102109,7464,897,180SH SOLE 4,490,08000
CIT GROUP INCCOM NEW1255818014,02682,124SH SOLE 82,12400
CITIGROUP INCCOM NEW17296742445,848963,203SH SOLE 903,13300
CITRIX SYS INCCOM17737610042,048732,167SH SOLE 669,96700
CITY HLDG COCOM1778351052,19348,884SH SOLE 32,21600
CITY NATL CORPCOM1785661053,15940,131SH SOLE 40,13100
CLEAN HARBORS INCCOM18449610773913,483SH SOLE 13,48300
CLEARFIELD INCCOM18482P10376032,914SH SOLE 21,41400
CLEARSIGN COMBUSTION CORPCOM18506410210910,000SH SOLE 6,70000
CLEARWATER PAPER CORPCOM18538R1031,12517,955SH SOLE 14,75500
CLECO CORP NEWCOM12561W1052,96958,702SH SOLE 58,70200
CLIFFS NAT RES INCCOM18683K1011,19758,500SH SOLE 58,50000
CLOROX CO DELCOM1890541099,697110,179SH SOLE 110,17900
CLOUD PEAK ENERGY INCCOM18911Q10221410,100SH SOLE 3,90000
CLOVIS ONCOLOGY INCCOM1894641002,28432,966SH SOLE 20,96600
CME GROUP INCCOM12572Q10512,087163,310SH SOLE 163,31000
CMS ENERGY CORPCOM1258961002,22576,000SH SOLE 76,00000
CMS ENERGY CORPNOTE 5.500% 6/1125896BD1866400,000PRN SOLE 000
CNO FINL GROUP INCCOM12621E1031,13662,766SH SOLE 25,96600
CNOOC LTDSPONSORED ADR1261321094,11427,100SH SOLE 24,20000
COACH INCCOM1897541043,35567,555SH SOLE 67,55500
COBALT INTL ENERGY INCCOM19075F1066,214339,200SH SOLE 339,20000
COCA COLA COCOM191216100121,1933,134,846SH SOLE 2,863,74600
COCA COLA ENTERPRISES INC NECOM19122T10941,054859,582SH SOLE 859,58200
COCA COLA FEMSA S A B DE C VSPON ADR REP L19124110813,221125,292SH SOLE 125,29200
COEUR MNG INCCOM NEW19210850456360,593SH SOLE 45,40300
COGENT COMM GROUP INCCOM NEW19239V3021,47941,619SH SOLE 23,01900
COGNEX CORPCOM1924221031,50644,491SH SOLE 40,79100
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610217,119338,256SH SOLE 263,65600
COHEN & STEERS CLOSED END OPCOM19248P10698776,842SH SOLE 76,84200
COHEN & STEERS DIV MJRS FDINCOM19248G10632120,765SH SOLE 20,76500
COHEN & STEERS LTD DUR PFD ICOM19248C10581534,240SH SOLE 34,24000
COHEN & STEERS QUALITY RLTYCOM19247L1062,273215,872SH SOLE 215,87200
COHEN & STEERS REIT & PFD INCOM19247X1001,962115,434SH SOLE 115,43400
COHEN & STEERS SLT PFD INCMCOM19248Y10765526,270SH SOLE 26,27000
COHERENT INCCOM19247910372911,151SH SOLE 11,15100
COINSTAR INCNOTE 4.000% 9/019259PAF911,4206,525,000PRN SOLE 000
COLFAX CORPCOM1940141063,22545,213SH SOLE 45,21300
COLGATE PALMOLIVE COCOM19416210353,127818,974SH SOLE 794,97400
COLONY FINL INCCOM19624R1061,07849,100SH SOLE 26,30000
COLUMBIA BKG SYS INCCOM1972361022,28280,000SH SOLE 19,50000
COLUMBIA SPORTSWEAR COCOM1985161061,17714,241SH SOLE 11,84100
COLUMBUS MCKINNON CORP N YCOM19933310527910,403SH SOLE 9,40300
COMCAST CORP NEWCL A20030N10186,3291,725,893SH SOLE 1,537,79300
COMCAST CORP NEWCL A SPL20030N2001,12123,000SH SOLE 14,80000
COMERICA INCCOM20034010765,5501,265,448SH SOLE 1,166,94800
COMFORT SYS USA INCCOM19990810482754,240SH SOLE 54,24000
COMMERCE BANCSHARES INCCOM2005251034,701101,278SH SOLE 101,27800
COMMERCIAL METALS COCOM20172310321,4791,137,663SH SOLE 1,129,06300
COMMONWEALTH REITCOM SH BEN INT20323310167325,600SH SOLE 25,60000
COMMONWEALTH REIT6.50% PFD CUM CO2032334082,740108,000SH SOLE 108,00000
COMMSCOPE HLDG CO INCCOM20337X1093,332135,000SH SOLE 135,00000
COMMUNITY BK SYS INCCOM2036071062,91974,798SH SOLE 28,65500
COMMUNITY HEALTH SYS INC NEWCOM2036681084,203107,313SH SOLE 107,31300
COMMUNITY HEALTH SYS INC NEWRIGHT 01/27/20162036681162644,356,729SH SOLE 4,356,72900
COMMUNITY TR BANCORP INCCOM2041491082375,719SH SOLE 3,71900
COMMVAULT SYSTEMS INCCOM2041661025,19579,991SH SOLE 79,99100
COMPANHIA BRASILEIRA DE DISTSPN ADR PFD CL A20440T20132,132734,281SH SOLE 712,88100
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1021,949210,462SH SOLE 210,46200
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960131,6204,649,927SH SOLE 4,376,37100
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B4071,770135,018SH SOLE 135,01800
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W10524055,000SH SOLE 55,00000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481042,223176,827SH SOLE 153,62700
COMPUCREDIT HLDGS CORPNOTE 5.875%11/320478NAD21,9535,000,000PRN SOLE 000
COMPUTER PROGRAMS & SYS INCCOM2053061032,18333,800SH SOLE 5,20000
COMPUTER SCIENCES CORPCOM205363104159,0552,615,170SH SOLE 2,409,77000
COMPUWARE CORPCOM20563810919,2451,832,832SH SOLE 1,832,83200
COMSCORE INCCOM20564W1055,932180,900SH SOLE 52,90000
COMSTOCK RES INCCOM NEW2057682032169,472SH SOLE 3,37200
COMTECH TELECOMMUNICATIONS CCOM NEW2058262092,06364,755SH SOLE 64,75500
COMVERSE INCCOM20585P1051,89554,800SH SOLE 12,10000
CONAGRA FOODS INCCOM2058871026,057195,187SH SOLE 195,18700
CONCHO RES INCCOM20605P1014293,500SH SOLE 3,50000
CONCUR TECHNOLOGIES INCCOM2067081091,53615,500SH SOLE 15,50000
CONMED CORPCOM20741010111,294259,929SH SOLE 139,32900
CONNS INCCOM2082421071,49138,380SH SOLE 31,38000
CONOCOPHILLIPSCOM20825C10474,2331,055,191SH SOLE 1,025,89100
CONSOL ENERGY INCCOM20854P1092,68967,300SH SOLE 67,30000
CONSOLIDATED EDISON INCCOM20911510430,902575,998SH SOLE 575,99800
CONSTANT CONTACT INCCOM2103131023,081125,946SH SOLE 47,94600
CONSTELLATION BRANDS INCCL A21036P1086,52876,822SH SOLE 76,82200
CONSUMER PORTFOLIO SVCS INCCOM21050210029743,400SH SOLE 32,70000
CONTANGO OIL & GAS COMPANYCOM NEW21075N2043296,900SH SOLE 6,90000
CONTINENTAL RESOURCES INCCOM2120151012,50520,157SH SOLE 20,15700
CONVERGYS CORPCOM21248510623,5321,074,046SH SOLE 1,023,16800
CONVERGYS CORPSDCV 5.750% 9/1212485AE69,6094,725,000PRN SOLE 000
CONVERSANT INCCOM21249J10523,440832,699SH SOLE 766,79900
CON-WAY INCCOM2059441018,525207,521SH SOLE 207,52100
COOPER COS INCCOM NEW21664840215,308111,443SH SOLE 111,44300
COPART INCCOM2172041063,52396,821SH SOLE 96,82100
CORCEPT THERAPEUTICS INCCOM21835210225758,900SH SOLE 36,60000
CORE MARK HOLDING CO INCCOM21868110412,717175,164SH SOLE 81,36400
CORELOGIC INCCOM21871D10317,597585,800SH SOLE 585,80000
CORESITE RLTY CORPCOM21870Q1051,87360,434SH SOLE 17,33400
CORMEDIX INC*W EXP 03/24/20121900C1186497,150SH SOLE 97,15000
CORNING INCCOM21935010549,9752,400,341SH SOLE 2,383,34100
CORONADO BIOSCIENCES INCCOM21976U109327165,400SH SOLE 37,40000
CORPORATE EXECUTIVE BRD COCOM21988R1021,40218,889SH SOLE 10,38900
CORPORATE OFFICE PPTYS TRSH BEN INT22002T1081,34050,290SH SOLE 50,29000
CORRECTIONS CORP AMER NEWCOM NEW22025Y4074,405140,653SH SOLE 140,65300
CORVEL CORPCOM22100610961812,428SH SOLE 6,92800
COSTAR GROUP INCCOM22160N1092,42913,008SH SOLE 11,80800
COSTCO WHSL CORP NEWCOM22160K10542,969384,749SH SOLE 384,74900
COUSINS PPTYS INCCOM2227951066,697583,841SH SOLE 406,64100
COVANCE INCCOM2228161004,35341,900SH SOLE 41,90000
COVANTA HLDG CORPNOTE 3.250% 6/022282EAC630,91426,550,000PRN SOLE 000
COWEN GROUP INC NEWCL A22362210122851,705SH SOLE 29,30500
CPFL ENERGIA S ASPONSORED ADR1261531052,822172,784SH SOLE 172,78400
CRA INTL INCCOM12618T10537715,308SH SOLE 15,30800
CRACKER BARREL OLD CTRY STORCOM22410J1063,12032,082SH SOLE 19,48200
CRAFT BREW ALLIANCE INCCOM22412210142828,006SH SOLE 19,00600
CRANE COCOM22439910530,533429,141SH SOLE 429,14100
CRAY INCCOM NEW2252233041,30334,906SH SOLE 22,90600
CREDIT ACCEP CORP MICHCOM2253101012,78819,611SH SOLE 4,91100
CREE INCCOM2254471014,43978,478SH SOLE 78,47800
CRESTWOOD MIDSTREAM PARTNERSUNIT LTD PARTNER22637810727812,341SH SOLE 12,34100
CRITEO S ASPONS ADS2267181044,258105,000SH SOLE 105,00000
CROCS INCCOM2270461098,210526,300SH SOLE 496,80000
CROSS CTRY HEALTHCARE INCCOM22748310418422,800SH SOLE 13,60000
CROWN CASTLE INTL CORPCOM22822710426,552359,880SH SOLE 330,58000
CROWN HOLDINGS INCCOM22836810627,245608,965SH SOLE 608,96500
CRYOLIFE INCCOM22890310012812,816SH SOLE 8,71600
CSG SYS INTL INCCOM1263491096,970267,648SH SOLE 120,05100
CST BRANDS INCCOM12646R10535,7981,145,913SH SOLE 1,145,91300
CSX CORPCOM1264081035,627194,235SH SOLE 194,23500
CTS CORPCOM12650110569233,126SH SOLE 25,82600
CUBESMARTCOM2296631093,155183,861SH SOLE 183,86100
CUBIC CORPCOM2296691061,71333,547SH SOLE 33,54700
CUBIST PHARMACEUTICALS INCCOM2296781071,80724,700SH SOLE 24,70000
CULLEN FROST BANKERS INCCOM2298991094,36356,276SH SOLE 56,27600
CUMMINS INCCOM23102110673,179491,168SH SOLE 456,96800
CUMULUS MEDIA INCCL A2310821081,115161,424SH SOLE 118,22400
CURIS INCCOM23126910118665,947SH SOLE 41,14700
CURTISS WRIGHT CORPCOM23156110186313,581SH SOLE 7,98100
CVB FINL CORPCOM1266001051,43490,158SH SOLE 54,99900
CVR ENERGY INCCOM12662P1089,614227,554SH SOLE 227,55400
CVS CAREMARK CORPORATIONCOM126650100248,9983,326,176SH SOLE 3,091,17600
CYBERONICS INCCOM23251P1022,08932,011SH SOLE 27,11100
CYNOSURE INCCL A23257720531810,845SH SOLE 9,04500
CYRUSONE INCCOM23283R1001,48171,100SH SOLE 42,20000
CYS INVTS INCCOM12673A10879295,900SH SOLE 61,10000
CYTEC INDS INCCOM23282010020,695212,017SH SOLE 212,01700
CYTOKINETICS INCCOM NEW23282W60526627,993SH SOLE 18,29300
CYTRX CORPCOM PAR $.00123282850925773,600SH SOLE 52,70000
D R HORTON INCCOM23331A1091,36062,800SH SOLE 62,80000
D R HORTON INCNOTE 2.000% 5/123331ABB414,6438,775,000PRN SOLE 000
DAKTRONICS INCCOM23426410949634,482SH SOLE 30,98200
DANA HLDG CORPCOM23582520593540,186SH SOLE 40,18600
DANAHER CORP DELCOM23585110215,181202,417SH SOLE 181,01700
DARLING INTL INCCOM2372661011,88193,977SH SOLE 86,07700
DATALINK CORPCOM23793410424217,400SH SOLE 13,50000
DATAWATCH CORPCOM NEW23791720853519,710SH SOLE 10,61000
DAVITA HEALTHCARE PARTNERS ICOM23918K1085,42178,738SH SOLE 78,73800
DAWSON GEOPHYSICAL COCOM2393591022799,973SH SOLE 6,17300
DCP MIDSTREAM PARTNERS LPCOM UT LTD PTN23311P1003376,724SH SOLE 6,72400
DCT INDUSTRIAL TRUST INCCOM2331531051,209153,371SH SOLE 153,37100
DDR CORPCOM23317H1022,287138,800SH SOLE 138,80000
DEALERTRACK TECHNOLOGIES INCCOM2423091021,39628,371SH SOLE 19,27100
DEAN FOODS CO NEWCOM NEW2423702039,300601,580SH SOLE 601,58000
DECKERS OUTDOOR CORPCOM24353710717,768222,858SH SOLE 222,05800
DEERE & COCOM24419910516,453181,200SH SOLE 162,10000
DELAWARE INV MN MUN INC FD ICOM24610V10323417,515SH SOLE 17,51500
DELEK US HLDGS INCCOM2466471012,67091,949SH SOLE 32,14900
DELTA AIR LINES INC DELCOM NEW24736170268,3331,972,097SH SOLE 1,972,09700
DELUXE CORPCOM2480191017,173136,708SH SOLE 129,30800
DEMAND MEDIA INCCOM24802N10923147,700SH SOLE 25,20000
DEMANDWARE INCCOM24802Y1053,69257,626SH SOLE 25,02600
DENNYS CORPCOM24869P1043,293512,199SH SOLE 175,42600
DENTSPLY INTL INC NEWCOM2490301073317,200SH SOLE 7,20000
DEPOMED INCCOM2499081047,025484,500SH SOLE 128,20000
DESTINATION XL GROUP INCCOM25065K10421237,534SH SOLE 23,73400
DEVELOPERS DIVERSIFIED RLTYNOTE 1.750%11/1251591AX17,4866,467,000PRN SOLE 000
DEVON ENERGY CORP NEWCOM25179M10321,431320,203SH SOLE 320,20300
DEVRY ED GROUP INCCOM2518931032,76465,207SH SOLE 65,20700
DEX MEDIA INC NEWCOM25213A1071,925209,218SH SOLE 104,88200
DEXCOM INCCOM2521311072,57462,232SH SOLE 47,13200
DFC GLOBAL CORPCOM23324T10710511,877SH SOLE 11,87700
DFC GLOBAL CORPNOTE 3.250% 4/123324TAB36,1957,225,000PRN SOLE 000
DIAMOND FOODS INCCOM25260310592226,401SH SOLE 16,20100
DIAMOND OFFSHORE DRILLING INCOM25271C1024198,600SH SOLE 8,60000
DIAMONDBACK ENERGY INCCOM25278X10973010,850SH SOLE 6,85000
DIAMONDROCK HOSPITALITY COCOM2527843011,992169,496SH SOLE 169,49600
DICKS SPORTING GOODS INCCOM2533931023776,900SH SOLE 6,90000
DIGITAL RIV INCCOM25388B1044,262244,500SH SOLE 101,60000
DIGITAL RLTY TR INCCOM2538681033,09058,227SH SOLE 58,22700
DIGITALGLOBE INCCOM NEW25389M87749517,075SH SOLE 11,07500
DILLARDS INCCL A25406710179,378859,074SH SOLE 859,07400
DIODES INCCOM25454310138914,896SH SOLE 9,79600
DIRECTVCOM25490A30935,788468,312SH SOLE 451,81200
DISCOVER FINL SVCSCOM254709108148,6262,554,153SH SOLE 2,400,05300
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1042,04024,666SH SOLE 24,66600
DISH NETWORK CORPCL A25470M10929,771478,564SH SOLE 478,56400
DISNEY WALT COCOM DISNEY25468710698,0211,224,192SH SOLE 1,125,19200
DIXIE GROUP INCCL A25551910044126,855SH SOLE 17,75500
DOLBY LABORATORIES INCCOM25659T1075,055113,600SH SOLE 113,60000
DOLLAR GEN CORP NEWCOM25667710516,319294,146SH SOLE 294,14600
DOLLAR TREE INCCOM25674610825,729493,074SH SOLE 493,07400
DOMINION RES INC VA NEWCOM25746U10914,649206,352SH SOLE 206,35200
DOMINION RES INC VA NEWUNIT 04/01/201325746U70334,376593,675SH SOLE 593,67500
DOMINION RES INC VA NEWUNIT 07/01/201625746U88541,063706,100SH SOLE 706,10000
DOMINOS PIZZA INCCOM25754A20132,159417,813SH SOLE 417,81300
DOMTAR CORPCOM NEW2575592039,74186,800SH SOLE 86,80000
DONALDSON INCCOM2576511091,07225,284SH SOLE 25,28400
DONNELLEY R R & SONS COCOM25786710123,0481,287,595SH SOLE 1,287,59500
DORMAN PRODUCTS INCCOM2582781001,68828,580SH SOLE 19,08000
DOT HILL SYS CORPCOM25848T109478123,600SH SOLE 76,60000
DOUGLAS EMMETT INCCOM25960P1092,44890,200SH SOLE 90,20000
DOVER CORPCOM26000310832,216394,080SH SOLE 394,08000
DOW CHEM COCOM26054310317,588361,972SH SOLE 361,97200
DR PEPPER SNAPPLE GROUP INCCOM26138E10923,398429,628SH SOLE 424,22800
DR REDDYS LABS LTDADR25613520315,819360,345SH SOLE 360,34500
DRESSER-RAND GROUP INCCOM2616081033,03551,966SH SOLE 51,96600
DREW INDS INCCOM NEW26168L2051,58329,200SH SOLE 12,30000
DRIL-QUIP INCCOM26203710411,939106,500SH SOLE 106,50000
DST SYS INC DELCOM23332610722,171233,900SH SOLE 233,90000
DSW INCCL A23334L1024,874135,930SH SOLE 135,93000
DTE ENERGY COCOM23333110796,8851,304,144SH SOLE 1,241,64400
DTF TAX-FREE INCOME INCCOM23334J10723415,801SH SOLE 15,80100
DU PONT E I DE NEMOURS & COCOM2635341097,247108,003SH SOLE 108,00300
DUCOMMUN INC DELCOM26414710949919,902SH SOLE 16,60200
DUFF & PHELPS UTIL CORP BD TCOM26432K10826825,938SH SOLE 25,93800
DUKE ENERGY CORP NEWCOM NEW26441C20450,155704,233SH SOLE 665,63300
DUKE REALTY CORPCOM NEW2644115053,548210,200SH SOLE 210,20000
DUN & BRADSTREET CORP DEL NECOM26483E10042,903431,837SH SOLE 404,03700
DUNKIN BRANDS GROUP INCCOM26550410072814,500SH SOLE 14,50000
DUPONT FABROS TECHNOLOGY INCCOM26613Q1061,66068,955SH SOLE 68,95500
DURATA THERAPEUTICS INCCOM26658A10729121,600SH SOLE 12,20000
DURECT CORPCOM266605104157118,200SH SOLE 79,20000
DWS HIGH INCOME OPPORT FD INCOM NEW23339M2041,14478,320SH SOLE 78,32000
DXP ENTERPRISES INC NEWCOM NEW2333774072,33924,637SH SOLE 14,33700
DYAX CORPCOM26746E1032,267252,428SH SOLE 202,72800
DYCOM INDS INCCOM2674751013,704117,184SH SOLE 45,18400
E M C CORP MASSCOM2686481029,791357,213SH SOLE 357,21300
E TRADE FINANCIAL CORPCOM NEW26924640110,037436,006SH SOLE 436,00600
E TRADE FINANCIAL CORPNOTE 8/3269246AZ74,4632,000,000PRN SOLE 000
EAGLE BANCORP INC MDCOM26894810675020,789SH SOLE 13,73900
EAGLE MATERIALS INCCOM26969P1082,07923,454SH SOLE 23,45400
EAGLE ROCK ENERGY PARTNERS LUNIT26985R10421240,314SH SOLE 40,31400
EARTHLINK HLDGS CORPCOM27033X101446123,606SH SOLE 123,60600
EAST WEST BANCORP INCCOM27579R10410,092276,496SH SOLE 276,49600
EASTGROUP PPTY INCCOM2772761011,66626,479SH SOLE 10,51000
EASTMAN CHEM COCOM2774321004,78855,536SH SOLE 55,53600
EATON VANCE CALIF MUN BD FDCOM27828A10082375,815SH SOLE 75,81500
EATON VANCE CORPCOM NON VTG2782651033,11881,700SH SOLE 81,70000
EATON VANCE ENH EQTY INC FDCOM27827710833425,308SH SOLE 25,30800
EATON VANCE ENHANCED EQ INCCOM27827410526320,126SH SOLE 20,12600
EATON VANCE LTD DUR INCOME FCOM27828H10595062,301SH SOLE 62,30100
EATON VANCE MUN BD FDCOM27827X10147439,893SH SOLE 39,89300
EATON VANCE MUN BD FD IICOM27827K10917915,371SH SOLE 15,37100
EATON VANCE NATL MUN OPPORTCOM SHS27829L1051,13058,300SH SOLE 58,30000
EATON VANCE NEW YORK MUN BDCOM27827Y10964653,900SH SOLE 53,90000
EATON VANCE RISK MNGD DIV EQCOM27829G1062,817249,320SH SOLE 249,32000
EATON VANCE SH TM DR DIVR INCOM27828V10450833,416SH SOLE 33,41600
EATON VANCE TAX ADVT DIV INCCOM27828G1071,49375,959SH SOLE 75,95900
EATON VANCE TAX-ADV BD & OPTCOM SH BEN INT27829M10320014,428SH SOLE 14,42800
EATON VANCE TX MGD DIV EQ INCOM27828N10269362,109SH SOLE 62,10900
EATON VANCE TXMGD GL BUYWR OCOM27829C10558348,157SH SOLE 48,15700
EBAY INCCOM27864210351,456931,498SH SOLE 931,49800
ECOLAB INCCOM2788651005,41350,124SH SOLE 50,12400
EDISON INTLCOM28102010773,5971,300,062SH SOLE 1,254,96200
EDUCATION MGMT CORP NEWCOM28140M10334570,856SH SOLE 48,55600
EDUCATION RLTY TR INCCOM28140H1041,887191,197SH SOLE 163,39700
EDWARDS LIFESCIENCES CORPCOM28176E10878410,569SH SOLE 10,56900
EGAIN CORPCOM NEW28225C80634949,470SH SOLE 32,27000
EHEALTH INCCOM28238P10993718,449SH SOLE 11,14900
EL PASO ELEC COCOM NEW2836778543,718104,056SH SOLE 49,80600
EL PASO PIPELINE PARTNERS LCOM UNIT LPI2837021082257,402SH SOLE 7,40200
ELDORADO GOLD CORP NEWCOM28490210319334,500SH SOLE 34,50000
ELECTRONIC ARTS INCCOM28551210915,358529,398SH SOLE 529,39800
ELECTRONICS FOR IMAGING INCCOM2860821021,64637,994SH SOLE 20,39400
ELLIE MAE INCCOM28849P1001,04436,197SH SOLE 6,29700
ELLIS PERRY INTL INCCOM28885310413910,100SH SOLE 10,10000
EMBRAER S ASP ADR REP 4 COM29082A1071,28836,300SH SOLE 36,30000
EMCOR GROUP INCCOM29084Q1008,718186,328SH SOLE 171,82800
EMERGENT BIOSOLUTIONS INCCOM29089Q10511,506455,336SH SOLE 185,63600
EMERITUS CORPCOM29100510628,228897,850SH SOLE 897,85000
EMERSON ELEC COCOM29101110435,604533,001SH SOLE 489,00100
EMPIRE DIST ELEC COCOM2916411081,36256,000SH SOLE 21,50000
EMPLOYERS HOLDINGS INCCOM2922181042,689132,938SH SOLE 49,23800
EMPRESA NACIONAL DE ELCTRCIDSPONSORED ADR29244T1013,64084,300SH SOLE 84,30000
EMULEX CORPCOM NEW2924752092,184295,560SH SOLE 111,56000
ENBRIDGE ENERGY PARTNERS L PCOM29250R1062549,277SH SOLE 9,27700
ENCANA CORPCOM2925051042,377111,186SH SOLE 111,18600
ENCORE CAP GROUP INCCOM29255410282017,940SH SOLE 9,44000
ENCORE WIRE CORPCOM2925621051,44029,688SH SOLE 28,58800
ENDOCYTE INCCOM29269A10211,288474,080SH SOLE 466,68000
ENDOLOGIX INCCOM29266S10621216,490SH SOLE 6,89000
ENERGEN CORPCOM29265N1085,84972,376SH SOLE 72,37600
ENERGIZER HLDGS INCCOM29266R10814,114140,108SH SOLE 140,10800
ENERGY RECOVERY INCCOM29270J10027852,300SH SOLE 34,90000
ENERGY TRANSFER PRTNRS L PUNIT LTD PARTN29273R1093256,042SH SOLE 6,04200
ENERNOC INCCOM2927641073,182142,836SH SOLE 35,03600
ENERSIS S ASPONSORED ADR29274F10441,4822,671,083SH SOLE 2,442,58300
ENERSYSCOM29275Y10292513,351SH SOLE 13,35100
ENGILITY HLDGS INCCOM29285W1047,030156,045SH SOLE 89,94500
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T1001,13933,555SH SOLE 21,45500
ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U10763820,970SH SOLE 20,97000
ENPHASE ENERGY INCCOM29355A10742457,664SH SOLE 37,76400
ENPRO INDS INCCOM29355X1072,25331,007SH SOLE 31,00700
ENSIGN GROUP INCCOM29358P1016,402146,690SH SOLE 86,09000
ENTEGRIS INCCOM29362U1041,811149,530SH SOLE 106,73000
ENTERGY CORP NEWCOM29364G10319,204287,267SH SOLE 287,26700
ENTERPRISE PRODS PARTNERS LCOM29379210795913,830SH SOLE 13,83000
ENTRAVISION COMMUNICATIONS CCL A29382R1075,184773,680SH SOLE 196,45700
ENTROPIC COMMUNICATIONS INCCOM29384R1051,167285,400SH SOLE 199,20000
ENVESTNET INCCOM29404K1061,76843,992SH SOLE 23,09200
EOG RES INCCOM26875P10189,193454,672SH SOLE 435,37200
EPAM SYS INCCOM29414B1041,49145,334SH SOLE 27,63400
EPL OIL & GAS INCCOM26883D10876,9601,993,793SH SOLE 1,891,79300
EPLUS INCCOM2942681073726,667SH SOLE 4,46700
EPR PPTYSCOM SH BEN INT26884U1091,08320,277SH SOLE 20,27700
EQT CORPCOM26884L1093,39435,000SH SOLE 35,00000
EQUAL ENERGY LTDCOM29390Q1095,7881,263,723SH SOLE 1,263,72300
EQUIFAX INCCOM29442910521,747319,661SH SOLE 309,56100
EQUINIX INCNOTE 4.750% 6/129444UAH978,28734,650,000PRN SOLE 000
EQUITY LIFESTYLE PPTYS INCCOM29472R10890322,224SH SOLE 22,22400
EQUITY ONECOM29475210066929,954SH SOLE 29,95400
EQUITY RESIDENTIALSH BEN INT29476L10720,578354,852SH SOLE 332,45200
ERA GROUP INCCOM26885G10910,728366,005SH SOLE 366,00500
ERICKSON AIR-CRANE INCCOM29482P10090847,046SH SOLE 24,44600
ESSEX PPTY TR INCCOM2971781052,79316,422SH SOLE 16,42200
ESTERLINE TECHNOLOGIES CORPCOM2974251007,30568,566SH SOLE 62,86600
EURONET WORLDWIDE INCCOM2987361092,07749,940SH SOLE 32,64000
EVERBANK FINL CORPCOM29977G10281141,122SH SOLE 14,42200
EVERCORE PARTNERS INCCLASS A29977A1052,39043,250SH SOLE 27,15000
EXAMWORKS GROUP INCCOM30066A10574821,361SH SOLE 14,26100
EXAR CORPCOM30064510838832,500SH SOLE 23,20000
EXCEL TR INCCOM30068C10976260,100SH SOLE 26,90000
EXELIS INCCOM30162A10811,528606,412SH SOLE 606,41200
EXELIXIS INCCOM30161Q1045214,682SH SOLE 14,68200
EXELIXIS INCNOTE 4.250% 8/130161QAC86,3086,975,000PRN SOLE 000
EXELON CORPCOM30161N1013,927117,004SH SOLE 117,00400
EXLSERVICE HOLDINGS INCCOM3020811042,03065,662SH SOLE 25,16200
EXONE COCOM30210410446913,100SH SOLE 8,40000
EXPEDIA INC DELCOM NEW30212P3036408,830SH SOLE 8,83000
EXPEDITORS INTL WASH INCCOM3021301093178,000SH SOLE 8,00000
EXPONENT INCCOM30214U1023,37644,971SH SOLE 15,39800
EXPRESS INCCOM30219E1031,624102,244SH SOLE 38,34400
EXPRESS SCRIPTS HLDG COCOM30219G10812,285163,600SH SOLE 163,60000
EXTERRAN HLDGS INCCOM30225X10397022,103SH SOLE 12,50300
EXTERRAN HLDGS INCNOTE 4.250% 6/130225XAA147,09224,720,000PRN SOLE 000
EXTRA SPACE STORAGE INCCOM30225T1027,494154,477SH SOLE 154,47700
EXTREME NETWORKS INCCOM30226D1068,0651,390,519SH SOLE 536,61900
EXXON MOBIL CORPCOM30231G102266,8162,731,534SH SOLE 2,462,03400
EZCORP INCCL A NON VTG30230110659054,716SH SOLE 54,71600
F M C CORPCOM NEW3024913034,41257,628SH SOLE 57,62800
F5 NETWORKS INCCOM3156161023,14229,465SH SOLE 29,46500
FACEBOOK INCCL A30303M102203,2113,373,359SH SOLE 3,074,25900
FACTSET RESH SYS INCCOM3030751052,12619,720SH SOLE 19,72000
FAIR ISAAC CORPCOM3032501045,47799,004SH SOLE 99,00400
FAIRCHILD SEMICONDUCTOR INTLCOM30372610320014,500SH SOLE 14,50000
FAMILY DLR STORES INCCOM3070001092,11036,379SH SOLE 36,37900
FARO TECHNOLOGIES INCCOM3116421026,412120,979SH SOLE 63,27900
FASTENAL COCOM3119001041,65933,643SH SOLE 33,64300
FBL FINL GROUP INCCL A30239F10651111,792SH SOLE 7,59200
FBR & COCOM NEW30247C40043016,635SH SOLE 11,73500
FEDERAL AGRIC MTG CORPCL C31314830635010,531SH SOLE 7,43100
FEDERAL MOGUL CORPCOM31354940482844,263SH SOLE 33,46300
FEDERAL REALTY INVT TRSH BEN INT NEW3137472062,29820,034SH SOLE 20,03400
FEDERAL SIGNAL CORPCOM3138551081,45797,760SH SOLE 81,46000
FEDERATED INVS INC PACL B3142111032136,974SH SOLE 6,97400
FEDERATED NATL HLDG COCOM31422T10130216,500SH SOLE 10,50000
FEDEX CORPCOM31428X10618,425138,994SH SOLE 138,99400
FELCOR LODGING TR INCCOM31430F101951105,210SH SOLE 71,21000
FERRO CORPCOM3154051004,743347,200SH SOLE 84,50000
FIBRIA CELULOSE S ASP ADR REP COM31573A1095,638509,800SH SOLE 468,30000
FIDELITY NATIONAL FINANCIALCL A31620R1054,246135,058SH SOLE 135,05800
FIDELITY NATL INFORMATION SVCOM31620M10698,6901,846,400SH SOLE 1,668,60000
FIDELITY SOUTHERN CORP NEWCOM31639410522816,313SH SOLE 9,74900
FIESTA RESTAURANT GROUP INCCOM31660B1011,59935,082SH SOLE 22,58200
FIFTH THIRD BANCORPCOM31677310033,0101,438,323SH SOLE 1,434,02300
FINANCIAL ENGINES INCCOM31748510099219,538SH SOLE 17,63800
FINISAR CORPCOM NEW31787A5078,312313,527SH SOLE 266,62700
FINISAR CORPNOTE 5.000%10/131787AAK72,004800,000PRN SOLE 000
FINISH LINE INCCL A3179231001,89670,001SH SOLE 63,60100
FIREEYE INCCOM31816Q1012594,200SH SOLE 4,20000
FIRST CASH FINL SVCS INCCOM31942D1072645,228SH SOLE 1,02800
FIRST COMWLTH FINL CORP PACOM3198291078,530943,600SH SOLE 428,50000
FIRST CTZNS BANCSHARES INC NCL A31946M1035232,173SH SOLE 2,17300
FIRST FINL BANCORP OHCOM32020910971439,714SH SOLE 25,25300
FIRST FINL BANKSHARESCOM32020R1091,70827,641SH SOLE 17,94100
FIRST FINL HLDGS INC NEWCOM32023E1051,14618,300SH SOLE 12,70000
FIRST INDUSTRIAL REALTY TRUSCOM32054K1031,40872,868SH SOLE 59,66800
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2018,305294,289SH SOLE 153,44100
FIRST MARBLEHEAD CORPCOM NEW3207712078728,435SH SOLE 28,43500
FIRST MERCHANTS CORPCOM32081710927812,827SH SOLE 9,92700
FIRST MIDWEST BANCORP DELCOM3208671046,626387,921SH SOLE 197,32100
FIRST NIAGARA FINL GP INCCOM33582V10871976,060SH SOLE 76,06000
FIRST POTOMAC RLTY TRCOM33610F1091,29299,990SH SOLE 49,99800
FIRST REP BK SAN FRANCISCO CCOM33616C10097718,100SH SOLE 18,10000
FIRST SOLAR INCCOM336433107103,0561,476,660SH SOLE 1,476,66000
FIRST TR ABERDEEN GLBL OPP FCOM SHS33731910764245,998SH SOLE 45,99800
FIRST TR ENHANCED EQTY INC FCOM3373181091,12284,107SH SOLE 84,10700
FIRST TR HIGH INCOME L/S FDCOM33738E1091,61891,237SH SOLE 91,23700
FIRST TR STRATEGIC HIGH INCCOM SHS NEW33735330429118,296SH SOLE 18,29600
FIRSTBANK CORP MICHCOM33761G1042,083111,545SH SOLE 111,54500
FIRSTMERIT CORPCOM3379151022,945141,382SH SOLE 141,38200
FISERV INCCOM33773810821,312375,948SH SOLE 375,94800
FIVE BELOW INCCOM33829M1012084,900SH SOLE 4,90000
FIVE STAR QUALITY CARE INCCOM33832D1062,603535,500SH SOLE 260,21600
FLAGSTAR BANCORP INCCOM PAR .00133793070590240,574SH SOLE 36,37400
FLEETCOR TECHNOLOGIES INCCOM33904110521,604187,695SH SOLE 187,69500
FLIR SYS INCCOM30244510154,0881,502,438SH SOLE 1,393,93800
FLOTEK INDS INC DELCOM3433891021,40350,368SH SOLE 30,96800
FLOWERS FOODS INCCOM34349810158227,151SH SOLE 27,15100
FLOWSERVE CORPCOM34354P1058,248105,286SH SOLE 105,28600
FLUIDIGM CORP DELCOM34385P1081,58135,870SH SOLE 24,87000
FLUOR CORP NEWCOM34341210212,226157,287SH SOLE 157,28700
FMC TECHNOLOGIES INCCOM30249U1011,17522,464SH SOLE 22,46400
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS34441910612,364132,600SH SOLE 113,20000
FONAR CORPCOM NEW34443740546526,437SH SOLE 16,53700
FOOT LOCKER INCCOM34484910455,5331,182,056SH SOLE 1,182,05600
FORD MTR CO DELCOM PAR $0.0134537086022,3551,433,021SH SOLE 1,406,82100
FOREST LABS INCCOM345838106211,1592,288,488SH SOLE 2,288,48800
FOREST OIL CORPCOM PAR $0.013460917054,6662,442,900SH SOLE 1,291,00000
FORESTAR GROUP INCCOM34623310936020,200SH SOLE 13,90000
FORMFACTOR INCCOM3463751086,4611,011,163SH SOLE 493,26300
FORRESTER RESH INCCOM34656310997327,139SH SOLE 10,24300
FORTINET INCCOM34959E1091,24556,519SH SOLE 56,51900
FORTUNE BRANDS HOME & SEC INCOM34964C1063,86191,756SH SOLE 91,75600
FOSSIL GROUP INCCOM34988V10629,266250,974SH SOLE 250,97400
FOSTER L B COCOM35006010957912,365SH SOLE 12,36500
FRANCO NEVADA CORPCOM3518581051,16025,300SH SOLE 25,30000
FRANKLIN ELEC INCCOM35351410265115,302SH SOLE 11,90200
FRANKLIN RES INCCOM35461310110,542194,567SH SOLE 194,56700
FRANKLIN STREET PPTYS CORPCOM35471R1061,03381,995SH SOLE 40,69500
FREDS INCCL A3561081007,121395,368SH SOLE 162,43000
FREEPORT-MCMORAN COPPER & GOCOM35671D8571,37541,586SH SOLE 41,58600
FRONTIER COMMUNICATIONS CORPCOM35906A10847984,100SH SOLE 84,10000
FTD COS INCCOM30281V1087,165225,241SH SOLE 221,76100
FTI CONSULTING INCCOM30294110936410,920SH SOLE 10,92000
FUEL SYS SOLUTIONS INCCOM35952W10395088,300SH SOLE 26,00000
FUELCELL ENERGY INCCOM35952H1061,419572,144SH SOLE 513,54400
FULTON FINL CORP PACOM3602711005,727455,281SH SOLE 455,28100
FURIEX PHARMACEUTICALS INCCOM36106P1013,08135,416SH SOLE 19,41600
FURMANITE CORPORATIONCOM36108610126527,000SH SOLE 12,30000
FUSION-IO INCCOM36112J10722721,535SH SOLE 7,23500
FUTUREFUEL CORPORATIONCOM36116M1062,439120,141SH SOLE 28,04100
FXCM INCCOM CL A30269310633622,757SH SOLE 14,35700
G & K SVCS INCCL A36126810510,096165,052SH SOLE 86,86500
GAIN CAP HLDGS INCCOM36268W10041137,983SH SOLE 25,48300
GALENA BIOPHARMA INCCOM363256108290115,800SH SOLE 81,30000
GALLAGHER ARTHUR J & COCOM3635761092,17045,600SH SOLE 45,60000
GAMCO INVESTORS INCCOM3614381044936,344SH SOLE 4,14400
GAMESTOP CORP NEWCL A36467W109154,0913,749,183SH SOLE 3,499,08300
GAMING & LEISURE PPTYS INCCOM36467J10835,162964,398SH SOLE 964,39800
GANNETT INCCOM36473010138,4451,392,927SH SOLE 1,392,92700
GAP INC DELCOM364760108101,6772,538,119SH SOLE 2,423,91900
GARTNER INCCOM36665110714,914214,773SH SOLE 214,77300
GASTAR EXPL INC NEWCOM36729W202585106,897SH SOLE 71,99700
GENCORP INCCOM3686821001,11861,168SH SOLE 37,26800
GENCORP INCSDCV 4.062%12/3368682AN016,8768,250,000PRN SOLE 000
GENERAC HLDGS INCCOM3687361042,39840,660SH SOLE 38,26000
GENERAL CABLE CORP DEL NEWCOM3693001087,285284,476SH SOLE 284,47600
GENERAL CABLE CORP DEL NEWFRNT 5.000%11/1369300AL222,56322,395,000PRN SOLE 000
GENERAL DYNAMICS CORPCOM36955010823,346214,345SH SOLE 214,34500
GENERAL ELECTRIC COCOM369604103145,3715,614,960SH SOLE 4,989,16000
GENERAL GROWTH PPTYS INC NEWCOM37002310311,425519,339SH SOLE 493,13900
GENERAL MLS INCCOM37033410436,058695,841SH SOLE 695,84100
GENERAL MTRS COCOM37045V10031,797923,785SH SOLE 889,68500
GENERAL MTRS CO*W EXP 12/31/20137045V1342,623930,300SH SOLE 930,30000
GENESCO INCCOM3715321025607,509SH SOLE 7,50900
GENESEE & WYO INCCL A3715591051,47215,130SH SOLE 15,13000
GENESIS ENERGY L PUNIT LTD PARTN3719271045249,660SH SOLE 9,66000
GENMARK DIAGNOSTICS INCCOM37230910420520,594SH SOLE 7,89400
GENTEX CORPCOM3719011093,879123,020SH SOLE 123,02000
GENTHERM INCCOM37253A1031,08531,257SH SOLE 18,85700
GENTIVA HEALTH SERVICES INCCOM37247A1023,549389,160SH SOLE 125,56000
GENUINE PARTS COCOM37246010518,505213,068SH SOLE 213,06800
GENWORTH FINL INCCOM CL A37247D10641,6012,346,367SH SOLE 2,346,36700
GEO GROUP INCCOM36159R1036,795210,757SH SOLE 113,35700
GERDAU S ASPON ADR REP PFD3737371054,561711,600SH SOLE 711,60000
GERON CORPCOM374163103350168,270SH SOLE 114,07000
GFI GROUP INCCOM36165220935098,483SH SOLE 98,48300
GIBRALTAR INDS INCCOM3746891076,916366,509SH SOLE 197,75700
G-III APPAREL GROUP LTDCOM36237H1011,85925,976SH SOLE 14,37600
GILEAD SCIENCES INCCOM37555810396,1701,357,185SH SOLE 1,267,48500
GILEAD SCIENCES INCNOTE 1.000% 5/0375558AN312,0703,850,000PRN SOLE 000
GILEAD SCIENCES INCNOTE 1.625% 5/0375558AP89,8043,150,000PRN SOLE 000
GLACIER BANCORP INC NEWCOM37637Q1051,78461,374SH SOLE 36,47400
GLADSTONE CAPITAL CORPCOM37653510011711,640SH SOLE 7,94000
GLADSTONE INVT CORPCOM37654610711714,142SH SOLE 10,94200
GLATFELTERCOM3773161041,37450,473SH SOLE 42,41400
GLIMCHER RLTY TRSH BEN INT37930210266165,940SH SOLE 34,94000
GLOBAL CASH ACCESS HLDGS INCCOM3789671034,421644,521SH SOLE 274,22100
GLOBAL DEFENSE & NATL SEC SYCOM37953N1089,062895,500SH SOLE 895,50000
GLOBAL EAGLE ENTMT INCCOM37951D10290757,500SH SOLE 37,80000
GLOBAL PMTS INCCOM37940X1021,03114,500SH SOLE 14,50000
GLOBE SPECIALTY METALS INCCOM37954N2062,03297,600SH SOLE 62,00000
GLOBUS MED INCCL A3795772081,66762,700SH SOLE 38,40000
GLU MOBILE INCCOM3798901063,091652,054SH SOLE 465,45400
GNC HLDGS INCCOM CL A36191G1076,039137,191SH SOLE 137,19100
GOLD FIELDS LTD NEWSPONSORED ADR38059T10612533,780SH SOLE 33,78000
GOLD RESOURCE CORPCOM38068T10521845,700SH SOLE 13,50000
GOLDCORP INC NEWCOM3809564091,62666,402SH SOLE 66,40200
GOLDCORP INC NEWNOTE 2.000% 8/0380956AB8502500,000PRN SOLE 000
GOLDMAN SACHS GROUP INCCOM38141G10482,752505,050SH SOLE 442,75000
GOODRICH PETE CORPCOM NEW38241040563139,900SH SOLE 26,90000
GOODRICH PETE CORPNOTE 5.000%10/0382410AC2698675,000PRN SOLE 000
GOODYEAR TIRE & RUBR COCOM38255010117,975687,903SH SOLE 687,90300
GOODYEAR TIRE & RUBR COPFD CONV 5.875%38255030911,371155,150SH SOLE 155,15000
GOOGLE INCCL A38259P508366,317328,680SH SOLE 303,78000
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A1032,13784,800SH SOLE 23,60000
GP STRATEGIES CORPCOM36225V1042067,552SH SOLE 5,15200
GRACE W R & CO DEL NEWCOM38388F10826,816270,408SH SOLE 270,40800
GRAFTECH INTL LTDCOM38431310225823,583SH SOLE 23,58300
GRAHAM HLDGS COCOM38463710429,23541,542SH SOLE 41,54200
GRAINGER W W INCCOM3848021044,03515,972SH SOLE 15,97200
GRAMERCY PPTY TR INCCOM38489R10021040,653SH SOLE 27,15300
GRAND CANYON ED INCCOM38526M1061,93641,462SH SOLE 27,26200
GRAPHIC PACKAGING HLDG COCOM38868910116215,951SH SOLE 9,55100
GRAY TELEVISION INCCOM3893751065,983576,989SH SOLE 280,38900
GREAT LAKES DREDGE & DOCK COCOM39060710930633,500SH SOLE 33,50000
GREAT PLAINS ENERGY INCCOM3911641001,56657,900SH SOLE 57,90000
GREATBATCH INCCOM39153L1065,105111,181SH SOLE 47,18100
GREEN DOT CORPCL A39304D10251126,149SH SOLE 14,04900
GREEN PLAINS RENEWABLE ENERGCOM39322210413,643455,360SH SOLE 416,56000
GREENBRIER COS INCCOM39365710159313,000SH SOLE 8,80000
GRIFFON CORPCOM39843310210812,048SH SOLE 12,04800
GROUPON INCCOM CL A39947310721,3062,717,576SH SOLE 2,717,57600
GRUPO FINANCIERO SANTANDER MSPON ADR SHS B40053C1055,354435,640SH SOLE 435,64000
GRUPO TELEVISA SASPON ADR REP ORD40049J20629,443884,453SH SOLE 802,25300
GSV CAP CORPCOM36191J10112512,336SH SOLE 1,73600
GT ADVANCED TECHNOLOGIES INCCOM36191U1062,370138,976SH SOLE 94,17600
GT ADVANCED TECHNOLOGIES INCNOTE 3.000%10/036191UAA415,7236,825,000PRN SOLE 000
GTX INC DELCOM40052B108873570,800SH SOLE 315,10000
GUESS INCCOM40161710521,061763,083SH SOLE 763,08300
GUGGENHEIM BLD AMR BDS MANGCOM40166410725212,173SH SOLE 12,17300
GUIDEWIRE SOFTWARE INCCOM40171V1002154,384SH SOLE 4,38400
GULF ISLAND FABRICATION INCCOM40230710233315,390SH SOLE 11,89000
GULFPORT ENERGY CORPCOM NEW4026353045,17872,749SH SOLE 72,74900
H & E EQUIPMENT SERVICES INCCOM4040301081,41034,847SH SOLE 19,74700
HAIN CELESTIAL GROUP INCCOM4052171007027,680SH SOLE 7,68000
HALLIBURTON COCOM40621610197,5741,656,894SH SOLE 1,539,89400
HALOZYME THERAPEUTICS INCCOM40637H1091,432112,755SH SOLE 55,25500
HANCOCK JOHN PREMUIM DIV FDCOM SH BEN INT41013T1052,063159,322SH SOLE 159,32200
HANCOCK JOHN TAX-ADV DIV INCCOM41013V1001,97098,894SH SOLE 98,89400
HANESBRANDS INCCOM41034510229,781389,393SH SOLE 389,39300
HANGER INCCOM NEW41043F20873321,761SH SOLE 11,86100
HANMI FINL CORPCOM NEW4104952045,624241,363SH SOLE 122,97300
HANOVER INS GROUP INCCOM41086710512,042195,994SH SOLE 195,99400
HARBINGER GROUP INCCOM41146A10626721,857SH SOLE 15,65700
HARLEY DAVIDSON INCCOM4128221082,67140,100SH SOLE 40,10000
HARMAN INTL INDS INCCOM41308610925,173236,585SH SOLE 236,58500
HARMONIC INCCOM4131601025,715800,413SH SOLE 339,01300
HARMONY GOLD MNG LTDSPONSORED ADR4132163009,0942,981,725SH SOLE 2,574,42500
HARRIS CORP DELCOM41387510521,741297,171SH SOLE 297,17100
HARSCO CORPCOM41586410711,586494,487SH SOLE 494,48700
HARTFORD FINL SVCS GROUP INCCOM41651510411,299320,364SH SOLE 304,86400
HASBRO INCCOM41805610718,097325,365SH SOLE 325,36500
HAVERTY FURNITURE INCCOM4195961015,599188,514SH SOLE 106,93800
HAWAIIAN ELEC INDUSTRIESCOM41987010039115,400SH SOLE 15,40000
HAWAIIAN HOLDINGS INCCOM41987910143831,393SH SOLE 14,79300
HAWAIIAN HOLDINGS INCNOTE 5.000% 3/1419879AD3738400,000PRN SOLE 000
HAYNES INTERNATIONAL INCCOM NEW4208772011,20722,357SH SOLE 8,97500
HCA HOLDINGS INCCOM40412C1015,498104,728SH SOLE 104,72800
HCC INS HLDGS INCCOM40413210210,329227,065SH SOLE 227,06500
HCI GROUP INCCOM40416E1031,94153,323SH SOLE 19,32300
HCP INCCOM40414L10921,570556,069SH SOLE 526,56900
HD SUPPLY HLDGS INCCOM40416M1051,33150,900SH SOLE 50,90000
HDFC BANK LTDADR REPS 3 SHS40415F10134,093830,920SH SOLE 825,92000
HEADWATERS INCCOM42210P10239730,016SH SOLE 24,51600
HEALTH CARE REIT INCCOM42217K10619,489326,996SH SOLE 304,89600
HEALTH CARE REIT INCPFD PER CON I42217K6013,17356,850SH SOLE 56,85000
HEALTH CARE REIT INCNOTE 3.000%12/042217KAR727,03122,775,000PRN SOLE 000
HEALTH NET INCCOM42222G10838,5801,134,366SH SOLE 1,134,36600
HEALTHCARE RLTY TRCOM4219461041,41958,764SH SOLE 33,38400
HEALTHCARE SVCS GRP INCCOM42190610852918,218SH SOLE 14,21800
HEALTHCARE TR AMER INCCL A42225P10575566,300SH SOLE 66,30000
HEALTHSOUTH CORPCOM NEW4219243091,21033,684SH SOLE 23,68400
HEALTHSTREAM INCCOM42222N10343416,255SH SOLE 10,95500
HEALTHWAYS INCCOM42224510063737,153SH SOLE 21,25300
HEALTHWAYS INCNOTE 1.500% 7/0422245AB63,7783,500,000PRN SOLE 000
HEARTLAND EXPRESS INCCOM42234710455424,400SH SOLE 16,50000
HEARTLAND PMT SYS INCCOM42235N10867216,210SH SOLE 8,61000
HECLA MNG COCOM422704106706229,900SH SOLE 146,50000
HEIDRICK & STRUGGLES INTL INCOM42281910231515,704SH SOLE 15,70400
HELIX ENERGY SOLUTIONS GRP ICOM42330P10713,130571,354SH SOLE 559,05400
HELMERICH & PAYNE INCCOM42345210122,794211,916SH SOLE 211,91600
HENNESSY CAP ACQUISITION CORUNIT 99/99/99994258862079,054900,000SH SOLE 900,00000
HENRY JACK & ASSOC INCCOM4262811016,802121,996SH SOLE 121,99600
HERCULES OFFSHORE INCCOM4270931095211,395SH SOLE 11,39500
HERCULES TECH GROWTH CAP INCCOM42709650870950,370SH SOLE 15,47000
HERSHA HOSPITALITY TRSH BEN INT A4278251041,237212,199SH SOLE 176,49900
HERSHEY COCOM42786610856,798544,046SH SOLE 525,64600
HERTZ GLOBAL HOLDINGS INCCOM42805T1055,011188,112SH SOLE 188,11200
HESS CORPCOM42809H107157,6911,902,646SH SOLE 1,788,94600
HEWLETT PACKARD COCOM428236103165,4925,114,095SH SOLE 4,890,09500
HEXCEL CORP NEWCOM4282911082,99168,700SH SOLE 68,70000
HF2 FINL MGMT INCCL A40421A10414,9471,456,830SH SOLE 1,456,83000
HFF INCCL A40418F1082,42372,079SH SOLE 17,27900
HHGREGG INCCOM42833L1083,647379,531SH SOLE 193,63100
HIGHWOODS PPTYS INCCOM4312841081,98551,687SH SOLE 40,18700
HILL ROM HLDGS INCCOM43147510219,505506,088SH SOLE 506,08800
HILLSHIRE BRANDS COCOM43258910919,498523,283SH SOLE 523,28300
HILLTOP HOLDINGS INCCOM4327481012,02685,179SH SOLE 65,07900
HI-TECH PHARMACAL INCCOM42840B10165,2951,506,935SH SOLE 1,489,53500
HNI CORPCOM40425110089424,465SH SOLE 21,36500
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN4357631073169,530SH SOLE 9,53000
HOLLYFRONTIER CORPCOM43610610816,208340,638SH SOLE 340,63800
HOME BANCSHARES INCCOM4368932002,78480,897SH SOLE 39,09700
HOME DEPOT INCCOM437076102187,0192,363,436SH SOLE 2,156,13600
HOME PROPERTIES INCCOM4373061032,08034,594SH SOLE 34,59400
HOMEAWAY INCCOM43739Q10061816,400SH SOLE 16,40000
HOMESTREET INCCOM43785V1021,29065,965SH SOLE 16,96500
HONEYWELL INTL INCCOM43851610654,395586,401SH SOLE 586,40100
HORACE MANN EDUCATORS CORP NCOM44032710419,964688,430SH SOLE 364,73800
HORMEL FOODS CORPCOM44045210048,564985,667SH SOLE 985,66700
HORSEHEAD HLDG CORPCOM44069430575044,571SH SOLE 35,77100
HOSPIRA INCCOM4410601001,40132,400SH SOLE 32,40000
HOSPITALITY PPTYS TRCOM SH BEN INT44106M1022,01370,100SH SOLE 70,10000
HOST HOTELS & RESORTS INCCOM44107P10410,565521,963SH SOLE 471,36300
HOVNANIAN ENTERPRISES INCCL A4424872031,838388,580SH SOLE 235,32400
HOWARD HUGHES CORPCOM44267D1075,93141,560SH SOLE 41,56000
HSN INCCOM4043031096,489108,643SH SOLE 106,24300
HUBBELL INCCL B44351020112,169101,519SH SOLE 101,51900
HUDSON CITY BANCORPCOM443683107198,06420,148,963SH SOLE 20,148,96300
HUMANA INCCOM444859102142,8711,267,489SH SOLE 1,215,58900
HUNT J B TRANS SVCS INCCOM4456581072,59636,100SH SOLE 36,10000
HUNTINGTON BANCSHARES INCCOM44615010414,1241,416,651SH SOLE 1,416,65100
HUNTINGTON BANCSHARES INCPFD CONV SER A4461504011,006800SH SOLE 80000
HUNTINGTON INGALLS INDS INCCOM4464131068,64084,488SH SOLE 84,48800
HUNTSMAN CORPCOM44701110710,831443,549SH SOLE 443,54900
HURON CONSULTING GROUP INCCOM4474621021,71327,035SH SOLE 11,33500
HUTCHINSON TECHNOLOGY INCCOM4484071061,936684,000SH SOLE 343,55000
HYATT HOTELS CORPCOM CL A44857910285015,800SH SOLE 15,80000
HYDE PK ACQUISITION CORP IICOM44864010214,5671,390,000SH SOLE 1,390,00000
HYPERION THERAPEUTICS INCCOM44915N10148518,809SH SOLE 12,40900
HYSTER YALE MATLS HANDLING ICL A4491721058,44586,614SH SOLE 35,00800
IAC INTERACTIVECORPCOM PAR $.00144919P50872,5041,015,609SH SOLE 1,015,60900
ICAD INCCOM NEW44934S20618119,800SH SOLE 12,50000
ICF INTL INCCOM44925C1032,19955,226SH SOLE 23,32600
ICG GROUP INCCOM44928D10828213,800SH SOLE 9,00000
ICICI BK LTDADR45104G1041,05924,187SH SOLE 24,18700
ICONIX BRAND GROUP INCCOM4510551071,74944,528SH SOLE 24,12800
ICU MED INCCOM44930G1078,800146,959SH SOLE 75,85900
IDACORP INCCOM4511071064,42679,784SH SOLE 79,78400
IDENIX PHARMACEUTICALS INCCOM45166R20430550,500SH SOLE 50,50000
IDERA PHARMACEUTICALS INCCOM NEW45168K306569139,415SH SOLE 93,91500
IDEX CORPCOM45167R1041,44319,800SH SOLE 19,80000
IDEXX LABS INCCOM45168D1043,88331,983SH SOLE 31,98300
IDT CORPCL B NEW4489475073,208192,550SH SOLE 106,05000
IGATE CORPCOM45169U1051,79056,751SH SOLE 31,55100
IGI LABS INCCOM44957510912522,200SH SOLE 12,30000
IHS INCCL A4517341075354,400SH SOLE 4,40000
ILLINOIS TOOL WKS INCCOM4523081095,67569,775SH SOLE 66,47500
ILLUMINA INCCOM45232710910,02467,431SH SOLE 67,43100
IMMERSION CORPCOM4525211074,094388,070SH SOLE 98,37500
IMMUNOGEN INCCOM45253H10134523,127SH SOLE 12700
IMMUNOMEDICS INCCOM45290710834983,000SH SOLE 46,60000
IMPAX LABORATORIES INCCOM45256B1012,991113,200SH SOLE 54,10000
IMPERVA INCCOM45321L10061811,093SH SOLE 5,29300
INCONTACT INCCOM45336E10930932,200SH SOLE 14,50000
INCYTE CORPCOM45337C1023,62867,788SH SOLE 67,78800
INDEPENDENT BANK CORP MICHCOM NEW45383860954341,838SH SOLE 28,83800
INFINERA CORPORATIONCOM45667G10338242,081SH SOLE 25,18100
INFINITY PPTY & CAS CORPCOM45665Q10310,279151,995SH SOLE 78,40800
INFOBLOX INCCOM45672H10494547,114SH SOLE 27,01400
INFORMATICA CORPCOM45666Q1021,06028,064SH SOLE 28,06400
INFORMATION SERVICES GROUP ICOM45675Y104506103,061SH SOLE 66,36100
INFOSYS LTDSPONSORED ADR45678810856,3641,040,315SH SOLE 1,000,31500
ING GLBL ADV & PREM OPP FUNDCOM44982N10915012,582SH SOLE 12,58200
ING GLOBAL EQTY DIV & PREM OCOM45684E1071,948211,767SH SOLE 211,76700
ING INFRASTRUCTURE INDLS & MCOM45685U10062435,499SH SOLE 35,49900
ING RISK MANAGED NAT RES FDCOM44981010091686,716SH SOLE 86,71600
INGRAM MICRO INCCL A45715310446,1441,561,039SH SOLE 1,561,03900
INGREDION INCCOM45718710223,601346,667SH SOLE 346,66700
INLAND REAL ESTATE CORPCOM NEW45746120010,473992,666SH SOLE 529,88300
INLAND REAL ESTATE CORPNOTE 5.000%11/1457461AC5221198,000PRN SOLE 000
INNERWORKINGS INCCOM45773Y10515119,764SH SOLE 13,16400
INNOPHOS HOLDINGS INCCOM45774N1083205,647SH SOLE 5,64700
INNOSPEC INCCOM45768S1054,42697,862SH SOLE 33,76200
INOVIO PHARMACEUTICALS INCCOM45773H102931279,600SH SOLE 189,10000
INSIGHT ENTERPRISES INCCOM45765U10313,565540,220SH SOLE 311,82900
INSMED INCCOM PAR $.014576693071,08356,890SH SOLE 35,39000
INSPERITY INCCOM45778Q1073,287106,115SH SOLE 30,81500
INSULET CORPCOM45784P1011,92340,548SH SOLE 24,44800
INSYS THERAPEUTICS INC NEWCOM NEW45824V2091,61839,052SH SOLE 24,65200
INTEGRATED DEVICE TECHNOLOGYCOM4581181069,779799,588SH SOLE 732,08800
INTEGRATED SILICON SOLUTIONCOM45812P10721413,757SH SOLE 8,45700
INTEGRYS ENERGY GROUP INCCOM45822P1051,64027,500SH SOLE 27,50000
INTEL CORPCOM45814010073,7112,855,915SH SOLE 2,621,91500
INTELIQUENT INCCOM45825N1071,28388,311SH SOLE 70,21100
INTER PARFUMS INCCOM4583341091,01628,070SH SOLE 16,67000
INTERACTIVE BROKERS GROUP INCOM45841N10780036,900SH SOLE 21,10000
INTERACTIVE INTELLIGENCE GROCOM45841V1091,22616,916SH SOLE 11,41600
INTERCEPT PHARMACEUTICALS INCOM45845P1081,6965,143SH SOLE 4,74300
INTERCONTINENTALEXCHANGE GROCOM45866F1045,54028,002SH SOLE 28,00200
INTERDIGITAL INCCOM45867G1011,34340,550SH SOLE 40,55000
INTERFACE INCCOM45866530432315,700SH SOLE 9,50000
INTERMUNE INCCOM45884X1037,846234,410SH SOLE 169,81000
INTERNATIONAL BANCSHARES CORCOM4590441038,049320,923SH SOLE 204,16800
INTERNATIONAL BUSINESS MACHSCOM459200101115,347599,237SH SOLE 542,93700
INTERNATIONAL FLAVORS&FRAGRACOM45950610114,267149,127SH SOLE 149,12700
INTERNATIONAL GAME TECHNOLOGCOM4599021023,231229,791SH SOLE 229,79100
INTERNATIONAL RECTIFIER CORPCOM4602541056,099222,597SH SOLE 222,59700
INTEROIL CORPCOM4609511065258,100SH SOLE 8,10000
INTERPUBLIC GROUP COS INCCOM46069010075,4164,400,019SH SOLE 4,132,21900
INTERSIL CORPCL A46069S1097,991618,512SH SOLE 567,41200
INTERVAL LEISURE GROUP INCCOM46113M10832712,500SH SOLE 9,00000
INTL PAPER COCOM46014610317,194374,767SH SOLE 332,36700
INTRALINKS HLDGS INCCOM46118H10459858,408SH SOLE 44,90800
INTUITCOM46120210317,557225,869SH SOLE 225,86900
INVACARE CORPCOM4612031015,779303,029SH SOLE 145,93100
INVACARE CORPSDCV 4.125% 2/0461203AD32,6532,500,000PRN SOLE 000
INVENSENSE INCCOM46123D2051,27753,954SH SOLE 26,85400
INVESCO ADVANTAGE MUNICIPALSH BEN INT46132E10370163,742SH SOLE 63,74200
INVESCO BD FDCOM46132L1071,56886,245SH SOLE 86,24500
INVESCO CALIF VALUE MUN INCCOM46132H10657048,316SH SOLE 48,31600
INVESCO DYNAMIC CR OPP FDCOM46132R10443833,814SH SOLE 33,81400
INVESCO MORTGAGE CAPITAL INCCOM46131B1001,38083,800SH SOLE 50,40000
INVESCO MUN OPPORTUNITY TRCOM46132C1071,400114,726SH SOLE 114,72600
INVESCO MUN TRCOM46131J1031,231101,721SH SOLE 101,72100
INVESCO MUNI INCOME OPP TRSTCOM46132X10150676,654SH SOLE 76,65400
INVESCO PA VALUE MUN INCOMECOM46132K10915711,815SH SOLE 11,81500
INVESCO QUALITY MUNI INC TRSCOM46133G10782269,620SH SOLE 69,62000
INVESCO TR INVT GRADE MUNSCOM46131M1061,01379,121SH SOLE 79,12100
INVESCO VALUE MUN INCOME TRCOM46132P10869848,481SH SOLE 48,48100
INVESTMENT TECHNOLOGY GRP NECOM46145F10515,021743,599SH SOLE 343,39900
INVESTORS BANCORP INCCOM46146P1022498,991SH SOLE 8,99100
INVESTORS REAL ESTATE TRSH BEN INT4617301031,725192,049SH SOLE 148,31600
ION GEOPHYSICAL CORPCOM4620441081,132268,800SH SOLE 110,50000
IPG PHOTONICS CORPCOM44980X1092874,033SH SOLE 4,03300
IROBOT CORPCOM4627261001,08326,394SH SOLE 14,79400
IRON MTN INCCOM4628461063,114112,945SH SOLE 112,94500
ISIS PHARMACEUTICALS INCCOM4643301092,41255,819SH SOLE 46,51900
ISTAR FINL INCNOTE 3.000%11/145031UBR16,4354,550,000PRN SOLE 000
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210628,4791,916,492SH SOLE 1,727,81200
ITC HLDGS CORPCOM4656851051,30434,911SH SOLE 34,91100
ITRON INCCOM4657411062,61573,590SH SOLE 73,59000
ITT CORP NEWCOM NEW45091120147,7371,116,397SH SOLE 1,116,39700
ITT EDUCATIONAL SERVICES INCCOM45068B10993432,572SH SOLE 23,67200
IXIACOM45071R1091,01781,325SH SOLE 59,82500
J & J SNACK FOODS CORPCOM4660321091,44815,084SH SOLE 4,98400
J2 GLOBAL INCCOM48123V1021,97039,362SH SOLE 29,66200
JABIL CIRCUIT INCCOM46631310333,9611,886,719SH SOLE 1,886,71900
JACK IN THE BOX INCCOM4663671094,25572,195SH SOLE 44,49500
JACOBS ENGR GROUP INC DELCOM46981410710,605167,003SH SOLE 167,00300
JAKKS PAC INCCOM47012E10612216,829SH SOLE 16,82900
JAMBA INCCOM NEW47023A30914011,680SH SOLE 11,68000
JAMES RIVER COAL CONOTE 10.000% 6/0470355AK42211,520,000PRN SOLE 000
JARDEN CORPCOM47110910810,400173,827SH SOLE 173,82700
JDS UNIPHASE CORPCOM PAR $0.00146612J50713,650974,972SH SOLE 974,97200
JETBLUE AIRWAYS CORPCOM47714310115,7577,521,410SH SOLE 198,21000
JETBLUE AIRWAYS CORPDBCV 6.750%10/1477143AF810,5815,800,000PRN SOLE 000
JOHN BEAN TECHNOLOGIES CORPCOM4778391044,670151,145SH SOLE 41,14500
JOHN HANCOCK HDG EQ & INC FDCOM47804L1021,49085,102SH SOLE 85,10200
JOHNSON & JOHNSONCOM478160104354,2913,606,748SH SOLE 3,360,47600
JOHNSON CTLS INCCOM47836610752,4711,108,857SH SOLE 1,108,85700
JONES GROUP INCCOM48020T10164,8914,334,717SH SOLE 4,334,71700
JONES LANG LASALLE INCCOM48020Q1071,0558,900SH SOLE 8,90000
JOS A BANK CLOTHIERS INCCOM48083810183,0021,290,848SH SOLE 1,290,84800
JOURNAL COMMUNICATIONS INCCL A48113010235640,186SH SOLE 30,08600
JOY GLOBAL INCCOM4811651082,17537,500SH SOLE 37,50000
JPMORGAN CHASE & COCOM46625H100192,4693,170,308SH SOLE 2,971,70800
JUNIPER NETWORKS INCCOM48203R10412,025466,800SH SOLE 466,80000
K12 INCCOM48273U10227412,112SH SOLE 7,91200
KADANT INCCOM48282T1042617,170SH SOLE 3,47000
KAISER ALUMINUM CORPCOM PAR $0.0148300770481811,454SH SOLE 11,45400
KAMAN CORPCOM4835481032445,993SH SOLE 5,99300
KANSAS CITY SOUTHERNCOM NEW4851703022,49024,400SH SOLE 24,40000
KAPSTONE PAPER & PACKAGING CCOM48562P1031,19341,356SH SOLE 25,15600
KAR AUCTION SVCS INCCOM48238T10931910,500SH SOLE 10,50000
KATE SPADE & COCOM4858651092,66871,923SH SOLE 71,92300
KB HOMECOM48666K10935520,911SH SOLE 20,91100
KBR INCCOM48242W10618,776703,760SH SOLE 703,76000
KCAP FINL INCCOM48668E10132737,800SH SOLE 23,90000
KELLOGG COCOM4878361089,066144,572SH SOLE 144,57200
KELLY SVCS INCCL A4881522082,421102,037SH SOLE 58,53700
KEMPER CORP DELCOM48840110077019,646SH SOLE 17,64600
KENNAMETAL INCCOM48917010053612,100SH SOLE 12,10000
KENNEDY-WILSON HLDGS INCCOM48939810785137,800SH SOLE 24,00000
KERYX BIOPHARMACEUTICALS INCCOM4925151011,65196,879SH SOLE 56,07900
KEURIG GREEN MTN INCCOM49271M10022,349211,655SH SOLE 211,65500
KEY ENERGY SVCS INCCOM49291410658262,947SH SOLE 62,94700
KEYCORP NEWCOM493267108137,6919,669,312SH SOLE 8,961,11200
KEYCORP NEWPFD 7.75% SR A4932674052,60120,000SH SOLE 20,00000
KEYW HLDG CORPCOM49372310047225,219SH SOLE 17,91900
KFORCE INCCOM4937321014,494210,803SH SOLE 59,50300
KILROY RLTY CORPCOM49427F1081,05418,000SH SOLE 18,00000
KIMBERLY CLARK CORPCOM494368103171,5941,556,412SH SOLE 1,486,21200
KIMCO RLTY CORPCOM49446R1097,223330,141SH SOLE 305,94100
KINDER MORGAN ENERGY PARTNERUT LTD PARTNER4945501065517,451SH SOLE 7,45100
KINDER MORGAN INC DELCOM49456B1012,26169,600SH SOLE 69,60000
KINDRED HEALTHCARE INCCOM4945801031,79676,675SH SOLE 60,07500
KINROSS GOLD CORPCOM NO PAR49690240426664,200SH SOLE 64,20000
KIRBY CORPCOM4972661062,25822,299SH SOLE 22,29900
KIRKLANDS INCCOM49749810584445,627SH SOLE 39,52700
KITE RLTY GROUP TRCOM49803T10251085,068SH SOLE 33,06800
KLA-TENCOR CORPCOM48248010077,8341,125,750SH SOLE 1,099,85000
KNOWLES CORPCOM49926D10927,850882,180SH SOLE 882,18000
KODIAK OIL & GAS CORPCOM50015Q1002,474203,762SH SOLE 68,36200
KOHLBERG CAPITAL CORPNOTE 8.750% 3/1500233AB75,0864,375,000PRN SOLE 000
KOHLS CORPCOM50025510420,066353,282SH SOLE 322,58200
KOPPERS HOLDINGS INCCOM50060P1062,18552,988SH SOLE 28,28800
KORN FERRY INTLCOM NEW5006432003,222108,235SH SOLE 54,53500
KRAFT FOODS GROUP INCCOM50076Q1062,62646,801SH SOLE 46,80100
KRATON PERFORMANCE POLYMERSCOM50077C1061,94274,300SH SOLE 31,50000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2075,870778,543SH SOLE 422,44300
KRISPY KREME DOUGHNUTS INCCOM5010141041,02257,625SH SOLE 38,12500
KROGER COCOM50104410147,0591,078,105SH SOLE 1,078,10500
KT CORPSPONSORED ADR48268K1014,847348,921SH SOLE 325,12100
KYTHERA BIOPHARMACEUTICALS ICOM50157010587522,000SH SOLE 14,90000
L BRANDS INCCOM5017971041,03018,146SH SOLE 18,14600
L-3 COMMUNICATIONS CORPDEBT 3.000% 8/0502413AW721,94816,425,000PRN SOLE 000
L-3 COMMUNICATIONS HLDGS INCCOM50242410425,870218,958SH SOLE 206,55800
LA Z BOY INCCOM5053361072,59895,885SH SOLE 75,18500
LABORATORY CORP AMER HLDGSCOM NEW50540R4095,58056,817SH SOLE 56,81700
LACLEDE GROUP INCCOM5055971043,18667,571SH SOLE 35,19300
LADENBURG THALMAN FIN SVCS ICOM50575Q102396131,145SH SOLE 86,94500
LAKELAND FINL CORPCOM51165610052112,956SH SOLE 7,95600
LAM RESEARCH CORPCOM51280710831,971581,299SH SOLE 538,19900
LAMAR ADVERTISING COCL A5128151011,17823,100SH SOLE 23,10000
LANCASTER COLONY CORPCOM5138471037,07271,129SH SOLE 43,62600
LANDSTAR SYS INCCOM5150981015,42191,541SH SOLE 91,54100
LANNET INCCOM5160121012,12959,602SH SOLE 47,60200
LAS VEGAS SANDS CORPCOM51783410728,449352,182SH SOLE 330,68200
LASALLE HOTEL PPTYSCOM SH BEN INT5179421081,31742,079SH SOLE 42,07900
LATTICE SEMICONDUCTOR CORPCOM51841510411,3041,441,800SH SOLE 762,90000
LAUDER ESTEE COS INCCL A5184391049,088135,886SH SOLE 135,88600
LCA-VISION INCCOM PAR $.0015018033085810,851SH SOLE 10,85100
LEAR CORPCOM NEW52186520423,814284,454SH SOLE 284,45400
LEE ENTERPRISES INCCOM523768109600134,331SH SOLE 86,63100
LEGG MASON INCCOM52490110515,770321,568SH SOLE 321,56800
LEGGETT & PLATT INCCOM5246601071,23537,836SH SOLE 37,83600
LEIDOS HLDGS INCCOM52532710217,832504,170SH SOLE 486,77000
LENNAR CORPCL A52605710477719,619SH SOLE 19,61900
LENNOX INTL INCCOM52610710713,000143,003SH SOLE 143,00300
LEUCADIA NATL CORPCOM52728810416,197578,457SH SOLE 573,85700
LEUCADIA NATL CORPNOTE 3.750% 4/1527288AX29,0696,887,000PRN SOLE 000
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3088,385214,236SH SOLE 214,23600
LEVEL 3 COMMUNICATIONS INCNOTE 7.000% 3/152729NBP46,9104,480,000PRN SOLE 000
LEVY ACQUISITION CORPCOM52748T10421,7132,250,000SH SOLE 2,250,00000
LEVY ACQUISITION CORP*W EXP 11/19/20152748T1125401,125,000SH SOLE 1,125,00000
LEXINGTON REALTY TRUSTCOM52904310178271,714SH SOLE 67,41400
LEXMARK INTL NEWCL A52977110740,158867,529SH SOLE 860,42900
LG DISPLAY CO LTDSPONS ADR REP50186V1023,800304,000SH SOLE 304,00000
LIBERATOR MEDICAL HLDGS INCCOM53012L108507129,000SH SOLE 85,80000
LIBERTY INTERACTIVE CORPINT COM SER A53071M1041,56854,300SH SOLE 54,30000
LIBERTY MEDIA CORP DELAWARECL A53122910215,120115,657SH SOLE 115,65700
LIBERTY PPTY TRSH BEN INT5311721041,88551,000SH SOLE 51,00000
LIFELOCK INCCOM53224V1001,44384,364SH SOLE 50,96400
LIFEPOINT HOSPITALS INCCOM53219L1091,15321,136SH SOLE 21,13600
LIGAND PHARMACEUTICALS INCCOM NEW53220K5041,57223,377SH SOLE 13,87700
LILLY ELI & COCOM532457108130,3432,214,459SH SOLE 2,004,15900
LIMELIGHT NETWORKS INCCOM53261M1049945,300SH SOLE 000
LINCOLN ELEC HLDGS INCCOM53390010610,639147,744SH SOLE 147,74400
LINCOLN NATL CORP INDCOM53418710916,857332,689SH SOLE 332,68900
LINEAR TECHNOLOGY CORPCOM5356781065,242107,666SH SOLE 107,66600
LINKEDIN CORPCOM CL A53578A10819,037102,935SH SOLE 102,93500
LIONBRIDGE TECHNOLOGIES INCCOM53625210920931,100SH SOLE 14,10000
LIONS GATE ENTMNT CORPCOM NEW53591920338014,198SH SOLE 14,19800
LITHIA MTRS INCCL A5367971031,72825,995SH SOLE 19,69500
LITTELFUSE INCCOM5370081047498,000SH SOLE 6,50000
LIVE NATION ENTERTAINMENT INCOM5380341092,205101,382SH SOLE 59,88200
LIVEDEAL INCCOM NEW53814430441360,400SH SOLE 35,60000
LIVEPERSON INCCOM53814610130825,497SH SOLE 20,49700
LKQ CORPCOM5018892086,356241,215SH SOLE 241,21500
LMP REAL ESTATE INCOME FD INCOM50208C10839036,105SH SOLE 36,10500
LOCKHEED MARTIN CORPCOM53983010942,191258,462SH SOLE 258,46200
LOEWS CORPCOM54042410825,075569,244SH SOLE 567,64400
LOGMEIN INCCOM54142L10952111,600SH SOLE 7,50000
LORAL SPACE & COMMUNICATNS ICOM5438811066,33889,613SH SOLE 49,11300
LORILLARD INCCOM5441471013,90172,136SH SOLE 72,13600
LOUISIANA PAC CORPCOM5463471051,30377,219SH SOLE 77,21900
LOWES COS INCCOM54866110737,318763,145SH SOLE 747,04500
LPL FINL HLDGS INCCOM50212V1007,067134,500SH SOLE 134,50000
LSI CORPORATIONCOM502161102184,82416,695,926SH SOLE 16,633,12600
LTC PPTYS INCCOM5021751026,554174,173SH SOLE 98,48600
LULULEMON ATHLETICA INCCOM5500211093,05058,000SH SOLE 58,00000
LUMOS NETWORKS CORPCOM55028310539429,493SH SOLE 23,19300
LYDALL INC DELCOM5508191062179,506SH SOLE 6,80600
LYON WILLIAM HOMESCL A NEW5520747003,135113,529SH SOLE 113,52900
M & T BK CORPCOM55261F10436,920304,372SH SOLE 278,67200
M D C HLDGS INCCOM55267610841114,545SH SOLE 14,54500
M/I HOMES INCNOTE 3.250% 9/155292PAA33,4952,875,000PRN SOLE 000
M/I HOMES INCNOTE 3.000% 3/055292PAB12,8962,700,000PRN SOLE 000
M/I HOMES INCCOM55305B10158826,217SH SOLE 10,91700
MACERICH COCOM5543821012,51840,400SH SOLE 40,40000
MACK CALI RLTY CORPCOM55448910441820,100SH SOLE 20,10000
MACQUARIE GLBL INFRA TOTL RECOM55608D1012118,974SH SOLE 8,97400
MACYS INCCOM55616P10486,5971,460,561SH SOLE 1,364,46100
MADDEN STEVEN LTDCOM5562691081,11530,986SH SOLE 29,63600
MADISON CVRED CALL & EQ STRCOM5574371001,269153,480SH SOLE 153,48000
MADISON SQUARE GARDEN COCL A55826P1002,51244,248SH SOLE 44,24800
MAGELLAN HEALTH SVCS INCCOM NEW5590792076,158103,750SH SOLE 88,61300
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801066068,690SH SOLE 8,69000
MAGNA INTL INCCOM5592224016656,900SH SOLE 6,90000
MAGNACHIP SEMICONDUCTOR CORPCOM55933J20316912,100SH SOLE 12,10000
MAGNUM HUNTER RES CORP DELCOM55973B1021,464172,227SH SOLE 114,72700
MANHATTAN ASSOCS INCCOM5627501099,188262,285SH SOLE 103,25700
MANITEX INTL INCCOM56342010837022,678SH SOLE 15,17800
MANITOWOC INCCOM5635711081,37143,587SH SOLE 43,58700
MANNKIND CORPCOM56400P2011,797446,899SH SOLE 338,69900
MANNKIND CORPNOTE 5.750% 8/156400PAC64,3944,595,000PRN SOLE 000
MANPOWERGROUP INCCOM56418H10091,9611,166,569SH SOLE 1,122,86900
MANULIFE FINL CORPCOM56501R10696049,700SH SOLE 49,70000
MARATHON OIL CORPCOM56584910694,9842,674,105SH SOLE 2,576,90500
MARATHON PETE CORPCOM56585A10265,780755,740SH SOLE 689,54000
MARCHEX INCCL B56624R1081,699161,647SH SOLE 141,84700
MARINEMAX INCCOM56790810822815,000SH SOLE 10,10000
MARKEL CORPCOM5705351042,9394,930SH SOLE 4,93000
MARKETAXESS HLDGS INCCOM57060D1081,85131,252SH SOLE 16,45200
MARKWEST ENERGY PARTNERS L PUNIT LTD PARTN5707591004787,314SH SOLE 7,31400
MARLIN MIDSTREAM PARTNERS LPCOM UTLTD PTN IN57118V10018310,437SH SOLE 10,43700
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1072,48344,409SH SOLE 16,70900
MARSH & MCLENNAN COS INCCOM57174810210,534213,674SH SOLE 213,67400
MARTEN TRANS LTDCOM57307510823110,746SH SOLE 7,89600
MARTHA STEWART LIVING OMNIMECL A5730831028819,500SH SOLE 10,80000
MARTIN MIDSTREAM PRTNRS L PUNIT L P INT5733311053598,334SH SOLE 8,33400
MASCO CORPCOM5745991067,491337,281SH SOLE 337,28100
MASTEC INCNOTE 4.000% 6/1576323AL38,9523,250,000PRN SOLE 000
MASTEC INCNOTE 4.250%12/1576323AM114,1495,025,000PRN SOLE 000
MASTERCARD INCCL A57636Q104147,7671,978,140SH SOLE 1,842,74000
MATADOR RES COCOM5764852055,221213,173SH SOLE 82,77300
MATERION CORPCOM5766901013,436101,270SH SOLE 51,37000
MATRIX SVC COCOM5768531059,419278,831SH SOLE 124,10000
MATTEL INCCOM57708110212,865320,748SH SOLE 320,74800
MATTHEWS INTL CORPCL A5771281012536,200SH SOLE 6,20000
MATTRESS FIRM HLDG CORPCOM57722W10652110,900SH SOLE 7,30000
MATTSON TECHNOLOGY INCCOM577223100369158,958SH SOLE 102,25800
MAXIM INTEGRATED PRODS INCCOM57772K10114,238429,900SH SOLE 427,20000
MAXIMUS INCCOM5779331041,26128,107SH SOLE 24,60700
MAXLINEAR INCCL A57776J10018719,700SH SOLE 15,80000
MAXWELL TECHNOLOGIES INCCOM5777671062,035157,500SH SOLE 22,90000
MB FINANCIAL INC NEWCOM55264U1083,110100,437SH SOLE 58,23700
MBIA INCCOM55262C10017212,319SH SOLE 3,31900
MCCLATCHY COCL A57948910525439,490SH SOLE 22,39000
MCCORMICK & CO INCCOM NON VTG57978020614,397200,680SH SOLE 200,68000
MCDERMOTT INTL INCCOM5800371092,129272,300SH SOLE 272,30000
MCDONALDS CORPCOM58013510126,071265,950SH SOLE 252,95000
MCGRATH RENTCORPCOM5805891092938,383SH SOLE 4,48300
MCGRAW HILL FINL INCCOM58064510926,639349,140SH SOLE 344,44000
MCKESSON CORPCOM58155Q103228,3461,293,233SH SOLE 1,214,33300
MDC PARTNERS INCCL A SUB VTG5526971049,074397,645SH SOLE 202,99500
MDU RES GROUP INCCOM5526901095,251153,045SH SOLE 153,04500
MEAD JOHNSON NUTRITION COCOM5828391066,19874,551SH SOLE 46,25100
MEADWESTVACO CORPCOM5833341072,89376,850SH SOLE 71,25000
MEASUREMENT SPECIALTIES INCCOM58342110268410,078SH SOLE 6,37800
MECHEL OAOSPONSORED ADR5838401032914,200SH SOLE 14,20000
MEDALLION FINL CORPCOM58392810617212,995SH SOLE 7,99500
MEDASSETS INCCOM5840451082369,571SH SOLE 47100
MEDICAL PPTYS TRUST INCCOM58463J3041,21795,160SH SOLE 54,56000
MEDICINES COCOM58468810559821,035SH SOLE 16,13500
MEDIDATA SOLUTIONS INCCOM58471A1052,33242,908SH SOLE 40,50800
MEDIFAST INCCOM58470H1013,879133,341SH SOLE 30,14100
MEDIVATION INCCOM58501N1011,76427,400SH SOLE 27,40000
MEDNAX INCCOM58502B10676512,344SH SOLE 12,34400
MEDTRONIC INCCOM585055106180,3512,930,625SH SOLE 2,696,82500
MENS WEARHOUSE INCCOM5871181001,95940,000SH SOLE 20,60000
MENTOR GRAPHICS CORPCOM5872001067,362334,329SH SOLE 309,32900
MERCER INTL INCCOM58805610127036,000SH SOLE 36,00000
MERCK & CO INC NEWCOM58933Y105163,8542,886,279SH SOLE 2,568,67900
MEREDITH CORPCOM58943310177316,650SH SOLE 10,95000
MERGE HEALTHCARE INCCOM58949910211446,546SH SOLE 30,74600
MERGEWORTHRX CORPCOM58952R1066,444797,500SH SOLE 797,50000
MERIDIAN BIOSCIENCE INCCOM58958410152424,040SH SOLE 14,74000
MERIT MED SYS INCCOM58988910425217,651SH SOLE 16,55100
MERITAGE HOMES CORPCOM59001A1022876,848SH SOLE 5,84800
MERITAGE HOMES CORPNOTE 1.875% 9/159001AAR33,1102,925,000PRN SOLE 000
MERITOR INCCOM59001K1001,340109,403SH SOLE 78,10300
META FINL GROUP INCCOM59100U1082455,454SH SOLE 3,75400
METHANEX CORPCOM59151K1083,03747,500SH SOLE 47,50000
METHODE ELECTRS INCCOM5915202008,151265,846SH SOLE 150,64600
METLIFE INCCOM59156R10890,6281,716,448SH SOLE 1,548,34800
METTLER TOLEDO INTERNATIONALCOM5926881055,36122,748SH SOLE 22,74800
MFA FINL INCCOM55272X10225032,317SH SOLE 32,31700
MFS INVT GRADE MUN TRSH BEN INT59318B10820022,350SH SOLE 22,35000
MFS MUN INCOME TRSH BEN INT55273810612218,758SH SOLE 18,75800
MGE ENERGY INCCOM55277P10459915,267SH SOLE 2,81700
MGIC INVT CORP WISCOM5528481035,296621,583SH SOLE 427,28300
MGIC INVT CORP WISNOTE 5.000% 5/0552848AD533,10928,650,000PRN SOLE 000
MGIC INVT CORP WISNOTE 2.000% 4/0552848AE371,19450,425,000PRN SOLE 000
MGM RESORTS INTERNATIONALCOM5529531015,988231,567SH SOLE 231,56700
MGM RESORTS INTERNATIONALNOTE 4.250% 4/155303QAE048,48333,250,000PRN SOLE 000
MICROCHIP TECHNOLOGY INCCOM5950171041,30827,389SH SOLE 27,38900
MICROCHIP TECHNOLOGY INCSDCV 2.125%12/1595017AB088,57347,620,000PRN SOLE 000
MICRON TECHNOLOGY INCCOM59511210316,025677,290SH SOLE 677,29000
MICRON TECHNOLOGY INCNOTE 2.125% 2/1595112AV514,3486,400,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 2.375% 5/0595112AW3100,53639,925,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 3.125% 5/0595112AX154,31321,829,000PRN SOLE 000
MICROS SYS INCCOM5949011002,15240,665SH SOLE 40,66500
MICROSOFT CORPCOM594918104329,4748,037,909SH SOLE 7,393,70900
MICROSTRATEGY INCCL A NEW5949724088687,526SH SOLE 7,52600
MID-AMER APT CMNTYS INCCOM59522J1034,23261,982SH SOLE 61,98200
MIDDLEBY CORPCOM5962781011,9967,556SH SOLE 7,55600
MILLER ENERGY RES INCCOM60052710549984,841SH SOLE 57,14100
MILLER HERMAN INCCOM6005441001,45345,215SH SOLE 41,01500
MIMEDX GROUP INCCOM602496101732119,491SH SOLE 66,49100
MINERALS TECHNOLOGIES INCCOM6031581067,784120,565SH SOLE 72,37700
MINES MGMT INCCOM6034321052119,104SH SOLE 19,10400
MISTRAS GROUP INCCOM60649T10767629,700SH SOLE 10,10000
MITCHAM INDS INCCOM60650110424317,400SH SOLE 5,80000
MITEK SYS INCCOM NEW60671020026468,103SH SOLE 46,40300
MKS INSTRUMENT INCCOM55306N10410,790360,975SH SOLE 360,97500
MOBILE MINI INCCOM60740F1051,60136,927SH SOLE 25,42700
MOBILE TELESYSTEMS OJSCSPONSORED ADR60740910919811,330SH SOLE 11,33000
MODEL N INCCOM60752510225925,600SH SOLE 3,80000
MODINE MFG COCOM6078281005,864400,280SH SOLE 171,88000
MODUSLINK GLOBAL SOLUTIONS ICOM60786L10713932,900SH SOLE 16,90000
MOHAWK INDS INCCOM60819010414,768108,602SH SOLE 108,60200
MOLINA HEALTHCARE INCNOTE 3.750%10/060855RAA81,2391,000,000PRN SOLE 000
MOLSON COORS BREWING COCL B60871R2091,10718,800SH SOLE 18,80000
MOMENTA PHARMACEUTICALS INCCOM60877T1004,860417,200SH SOLE 197,70000
MONARCH CASINO & RESORT INCCOM60902710732917,749SH SOLE 12,54900
MONDELEZ INTL INCCL A60920710528,288818,761SH SOLE 818,76100
MONEYGRAM INTL INCCOM NEW60935Y20877643,956SH SOLE 42,25600
MONMOUTH REAL ESTATE INVT COCL A60972010714315,035SH SOLE 11,03500
MONOLITHIC PWR SYS INCCOM60983910581621,043SH SOLE 13,34300
MONOTYPE IMAGING HOLDINGS INCOM61022P1003,833127,179SH SOLE 33,37900
MONRO MUFFLER BRAKE INCCOM6102361011,32623,314SH SOLE 15,21400
MONSANTO CO NEWCOM61166W10110,98096,513SH SOLE 96,51300
MONSTER BEVERAGE CORPCOM61174010122,974330,803SH SOLE 314,20300
MONSTER WORLDWIDE INCCOM61174210727536,700SH SOLE 22,40000
MOODYS CORPCOM61536910518,300230,713SH SOLE 230,71300
MOOG INCCL A6153942021,13117,268SH SOLE 11,26800
MORGAN STANLEYCOM NEW61744644818,242585,257SH SOLE 585,25700
MORGAN STANLEY EMER MKTS FDCOM61744G10738525,268SH SOLE 25,26800
MORGAN STANLEY TRUSTSINCOME SECS INC61745P8741,67695,528SH SOLE 95,52800
MORGANS HOTEL GROUP COCOM61748W1081,023127,259SH SOLE 127,25900
MOSAIC CO NEWCOM61945C1032,82556,500SH SOLE 56,50000
MOTORCAR PTS AMER INCCOM62007110076528,797SH SOLE 20,69700
MOTOROLA SOLUTIONS INCCOM NEW6200763075,82190,544SH SOLE 90,54400
MOVADO GROUP INCCOM6245801063,52777,438SH SOLE 26,13800
MOVE INCCOM NEW62458M2072,824244,300SH SOLE 60,97500
MRC GLOBAL INCCOM55345K1037,937294,405SH SOLE 294,40500
MSA SAFETY INCCOM55349810698417,261SH SOLE 4,06100
MSC INDL DIRECT INCCL A5535301061,05012,135SH SOLE 12,13500
MSCI INCCOM55354G10068816,000SH SOLE 16,00000
MTR GAMING GROUP INCCOM5537691001,182230,367SH SOLE 230,36700
MTS SYS CORPCOM5537771036619,653SH SOLE 5,85300
MUELLER INDS INCCOM6247561023,667122,271SH SOLE 98,59500
MUELLER WTR PRODS INCCOM SER A6247581083,238340,856SH SOLE 127,75600
MULTI COLOR CORPCOM6253831043389,644SH SOLE 6,74400
MULTIMEDIA GAMES HLDG CO INCCOM6254531054,012138,161SH SOLE 55,16100
MURPHY OIL CORPCOM62671710234,785553,370SH SOLE 553,37000
MURPHY USA INCCOM62675510237,004911,647SH SOLE 911,64700
MWI VETERINARY SUPPLY INCCOM55402X1052,90318,655SH SOLE 10,85500
MYERS INDS INCCOM62846410993747,026SH SOLE 40,22600
MYLAN INCCOM6285301076,985143,045SH SOLE 143,04500
MYR GROUP INC DELCOM55405W1047,103280,522SH SOLE 112,22200
MYRIAD GENETICS INCCOM62855J10447,3791,385,766SH SOLE 1,385,76600
NACCO INDS INCCL A6295791033,27760,453SH SOLE 36,91500
NANOMETRICS INCCOM63007710522312,425SH SOLE 8,92500
NANOSPHERE INCCOM63009F1056530,170SH SOLE 1,97000
NANOVIRICIDES INCCOM NEW63008720326382,100SH SOLE 57,80000
NASDAQ OMX GROUP INCCOM6311031086,045163,643SH SOLE 163,64300
NATIONAL CINEMEDIA INCCOM63530910723015,300SH SOLE 4,40000
NATIONAL FUEL GAS CO N JCOM6361801012,50735,800SH SOLE 35,80000
NATIONAL HEALTH INVS INCCOM63633D1041,49124,655SH SOLE 11,98000
NATIONAL OILWELL VARCO INCCOM6370711015,63772,396SH SOLE 72,39600
NATIONAL PENN BANCSHARES INCCOM6371381082,883275,880SH SOLE 81,78000
NATIONAL RETAIL PPTYS INCCOM6374171061,60846,847SH SOLE 46,84700
NATIONSTAR MTG HLDGS INCCOM63861C1093,596110,774SH SOLE 110,77400
NATURAL GAS SERVICES GROUPCOM63886Q10931210,365SH SOLE 6,86500
NATURAL GROCERS BY VITAMIN CCOM63888U10870816,219SH SOLE 11,01900
NATUS MEDICAL INC DELCOM6390501031,20546,700SH SOLE 39,70000
NAUTILUS INCCOM63910B1021,074111,568SH SOLE 57,66800
NAVIDEA BIOPHARMACEUTICALS ICOM63937X10312567,700SH SOLE 46,10000
NAVIGANT CONSULTING INCCOM63935N1076,666357,258SH SOLE 199,25800
NAVISTAR INTL CORP NEWNOTE 3.000%10/163934EAL2612600,000PRN SOLE 000
NBT BANCORP INCCOM6287781026,929283,267SH SOLE 129,56700
NCI BUILDING SYS INCCOM NEW62885220469439,736SH SOLE 25,03600
NCR CORP NEWCOM62886E10813,370365,798SH SOLE 365,79800
NEENAH PAPER INCCOM64007910954910,608SH SOLE 4,50800
NEKTAR THERAPEUTICSCOM6402681083,217265,400SH SOLE 93,90000
NELNET INCCL A64031N10813,463329,179SH SOLE 167,43300
NEOGEN CORPCOM64049110664514,350SH SOLE 11,95000
NEOSTEM INCCOM PAR $.00164065040427438,800SH SOLE 38,80000
NETAPP INCCOM64110D10415,610423,042SH SOLE 423,04200
NETFLIX INCCOM64110L10629,36183,406SH SOLE 83,40600
NETLIST INCCOM64118P1093719,500SH SOLE 13,90000
NETSCOUT SYS INCCOM64115T1043,03880,831SH SOLE 40,93100
NETSOL TECHNOLOGIES INCCOM PAR $.00164115A40213830,000SH SOLE 14,60000
NETSUITE INCCOM64118Q1071,86419,656SH SOLE 19,65600
NEURALSTEM INCCOM64127R302745177,900SH SOLE 113,80000
NEUROCRINE BIOSCIENCES INCCOM64125C1097,325454,964SH SOLE 229,76400
NEUSTAR INCCL A64126X2012,50076,908SH SOLE 76,90800
NEW AMER HIGH INCOME FD INCCOM NEW64187680012913,176SH SOLE 13,17600
NEW JERSEY RESCOM64602510678315,721SH SOLE 15,72100
NEW MEDIA INVT GROUP INCCOM64704V1063,826254,740SH SOLE 254,74000
NEW MTN FIN CORPCOM6475511003,599247,380SH SOLE 103,98000
NEW RESIDENTIAL INVT CORPCOM64828T10218,3582,837,465SH SOLE 2,764,96500
NEW YORK & CO INCCOM64929510211826,800SH SOLE 17,20000
NEW YORK CMNTY BANCORP INCCOM6494451036,079378,278SH SOLE 378,27800
NEW YORK TIMES COCL A6501111072,366138,212SH SOLE 98,81200
NEWCASTLE INVT CORPCOM65105M10814,8483,159,165SH SOLE 3,159,16500
NEWELL RUBBERMAID INCCOM65122910615,290511,373SH SOLE 511,37300
NEWFIELD EXPL COCOM6512901084,941157,553SH SOLE 157,55300
NEWLINK GENETICS CORPCOM6515111071,11139,109SH SOLE 22,60900
NEWMARKET CORPCOM6515871071,8304,682SH SOLE 4,68200
NEWMONT MINING CORPCOM6516391066,458275,523SH SOLE 251,82300
NEWPARK RES INCCOM PAR $.01NEW6517185047,983697,235SH SOLE 412,03500
NEWS CORP NEWCL A65249B10929,2851,700,617SH SOLE 1,700,61700
NEXSTAR BROADCASTING GROUP ICL A65336K1031,26133,602SH SOLE 22,40200
NEXTERA ENERGY INCCOM65339F10112,245128,061SH SOLE 128,06100
NEXTERA ENERGY INCUNIT 99/99/999965339F86134,826641,200SH SOLE 641,20000
NEXTERA ENERGY INCUNIT 09/01/201565339F88710,421169,675SH SOLE 169,67500
NIC INCCOM62914B1001,52578,974SH SOLE 59,77400
NICHOLAS FINANCIAL INCCOM NEW65373J20916,7031,061,882SH SOLE 1,061,88200
NIKE INCCL B6541061038,324112,706SH SOLE 112,70600
NISOURCE INCCOM65473P1054,230119,052SH SOLE 119,05200
NN INCCOM62933710646323,490SH SOLE 16,09000
NOBLE ENERGY INCCOM65504410512,030169,338SH SOLE 169,33800
NORANDA ALUM HLDG CORPCOM65542W10732077,900SH SOLE 77,90000
NORDION INCCOM65563C10534,6313,006,180SH SOLE 3,006,18000
NORDSON CORPCOM65566310272610,300SH SOLE 10,30000
NORDSTROM INCCOM6556641001,11817,900SH SOLE 17,90000
NORFOLK SOUTHERN CORPCOM65584410815,913163,761SH SOLE 155,26100
NORTH VALLEY BANCORPCOM NEW66304M20487936,356SH SOLE 36,35600
NORTHEAST UTILSCOM6643971061,22226,858SH SOLE 26,85800
NORTHERN TR CORPCOM6658591043,30950,474SH SOLE 50,47400
NORTHFIELD BANCORP INC DELCOM66611T10826120,300SH SOLE 5,30000
NORTHGATE MINERALS CORPNOTE 3.500%10/0666416AB83,4703,345,000PRN SOLE 000
NORTHROP GRUMMAN CORPCOM666807102212,7221,724,118SH SOLE 1,698,01800
NORTHSTAR RLTY FIN CORPCOM66704R1003,133194,142SH SOLE 117,74200
NORTHWEST BANCSHARES INC MDCOM66734010372549,629SH SOLE 8,40000
NORTHWEST NAT GAS COCOM66765510448511,022SH SOLE 11,02200
NORTHWESTERN CORPCOM NEW6680743054,869102,648SH SOLE 86,38400
NOVAVAX INCCOM670002104984217,205SH SOLE 129,70500
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD351,35630,000,000PRN SOLE 000
NPS PHARMACEUTICALS INCCOM62936P1038,307277,551SH SOLE 164,25100
NRG ENERGY INCCOM NEW62937750834010,700SH SOLE 10,70000
NTS INC NEVCOM62943B1054,9012,539,268SH SOLE 2,539,26800
NU SKIN ENTERPRISES INCCL A67018T10531,988386,097SH SOLE 386,09700
NUANCE COMMUNICATIONS INCNOTE 2.750%11/067020YAF71,4101,400,000PRN SOLE 000
NUCOR CORPCOM6703461052,83055,990SH SOLE 55,99000
NUSTAR ENERGY LPUNIT COM67058H1023155,726SH SOLE 5,72600
NUTRI SYS INC NEWCOM67069D1082,618173,706SH SOLE 63,60600
NUVASIVE INCCOM6707041052,46964,285SH SOLE 29,58500
NUVEEN AMT-FREE MUN INCOME FCOM6706571052,117163,621SH SOLE 163,62100
NUVEEN ARIZ PREM INCOME MUNCOM67061W10435327,574SH SOLE 27,57400
NUVEEN BUILD AMER BD FDCOM67074C1031,25663,993SH SOLE 63,99300
NUVEEN CA DIV ADV MUNI FD 3COM SH BEN INT67070Y10976062,221SH SOLE 62,22100
NUVEEN CA DIV ADVANTG MUN FDCOM67069X10440129,354SH SOLE 29,35400
NUVEEN CA DIVIDEND ADV MUN FCOM67066Y10528920,842SH SOLE 20,84200
NUVEEN CAL AMT-FREE MUN INCCOM6706511081,401105,310SH SOLE 105,31000
NUVEEN CONN PREM INCOME MUNCOM67060D10765253,610SH SOLE 53,61000
NUVEEN CR STRATEGIES INCM FDCOM SHS67073D10253055,751SH SOLE 55,75100
NUVEEN DIV ADV MUNI FD 3COM SH BEN INT67070X1011,983151,388SH SOLE 151,38800
NUVEEN DIVERSIFIED DIV INCMCOM6706EP10561052,095SH SOLE 52,09500
NUVEEN DIVID ADVANTAGE MUN FCOM67066V1011,459108,957SH SOLE 108,95700
NUVEEN DIVID ADVANTAGE MUN ICOM67071L1061,521114,116SH SOLE 114,11600
NUVEEN EQUITY PREM ADV FDCOM6706ET10728922,775SH SOLE 22,77500
NUVEEN EQUITY PREM INCOME FDCOM6706ER10117013,487SH SOLE 13,48700
NUVEEN INTER DURATION MN TMFCOM6706711061,248104,325SH SOLE 104,32500
NUVEEN INVT QUALITY MUN FD ICOM67062E10350835,990SH SOLE 35,99000
NUVEEN MD PREM INCOME MUN FDCOM67061Q1071,18095,240SH SOLE 95,24000
NUVEEN MUN ADVANTAGE FD INCCOM67062H1061,837141,542SH SOLE 141,54200
NUVEEN MUN MKT OPPORTUNITY FCOM67062W1031,622127,083SH SOLE 127,08300
NUVEEN MUN OPPORTUNITY FD INCOM6709841031,608116,844SH SOLE 116,84400
NUVEEN N C PREM INCOME MUN FCOM67060P10079762,950SH SOLE 62,95000
NUVEEN NJ INVT QUALITY MUN FCOM67097110066650,188SH SOLE 50,18800
NUVEEN NJ PREM INCOME MUN FDCOM67101N10635125,654SH SOLE 25,65400
NUVEEN NY AMT-FREE MUN INCOMCOM6706561071,22195,590SH SOLE 95,59000
NUVEEN NY DIVID ADVNTG MUN FCOM67066X10723517,636SH SOLE 17,63600
NUVEEN NY PERFORM PLUS MUN FCOM67062R10423316,681SH SOLE 16,68100
NUVEEN PA INVT QUALITY MUN FCOM6709721081,05779,278SH SOLE 79,27800
NUVEEN PERFORMANCE PLUS MUNCOM67062P1081,14178,840SH SOLE 78,84000
NUVEEN PFD & INCOME TERM FDCOM67075A10634915,318SH SOLE 15,31800
NUVEEN PFD INCOME OPPRTNY FDCOM67073B1061,739187,194SH SOLE 187,19400
NUVEEN PREM INCOME MUN FDCOM67062T1001,700129,635SH SOLE 129,63500
NUVEEN PREM INCOME MUN FD 2COM67063W1022,629196,346SH SOLE 196,34600
NUVEEN PREM INCOME MUN FD 4COM6706K410551341,377SH SOLE 41,37700
NUVEEN PREMIER MUN INCOME FDCOM67098810451639,299SH SOLE 39,29900
NUVEEN QUALITY INCOME MUN FDCOM6709771072,484186,888SH SOLE 186,88800
NUVEEN QUALITY MUN FD INCCOM67062N1031,330104,210SH SOLE 104,21000
NUVEEN QUALITY PFD INC FD 3COM67072W101950113,462SH SOLE 113,46200
NUVEEN QUALITY PFD INCOME FDCOM67071S1012,377295,301SH SOLE 295,30100
NUVEEN QUALITY PFD INCOME FDCOM67072C1055,406622,812SH SOLE 622,81200
NUVEEN SELECT QUALITY MUN FDCOM6709731061,15887,499SH SOLE 87,49900
NUVEEN TAX ADVANTAGED DIV GRCOM67073G10530119,693SH SOLE 19,69300
NUVEEN VA PREM INCOME MUN FDCOM67064R10249138,607SH SOLE 38,60700
NVIDIA CORPCOM67066G10496,1425,368,050SH SOLE 5,014,35000
NVR INCCOM62944T1053,2122,800SH SOLE 2,80000
NXSTAGE MEDICAL INCCOM67072V10336328,500SH SOLE 9,30000
O REILLY AUTOMOTIVE INC NEWCOM67103H10738,414258,873SH SOLE 258,87300
OASIS PETE INC NEWCOM6742151081,98547,574SH SOLE 47,57400
OCCIDENTAL PETE CORP DELCOM67459910580,689846,772SH SOLE 778,47200
OCEANEERING INTL INCCOM67523210236,969514,454SH SOLE 487,25400
OCLARO INCCOM NEW67555N20617857,500SH SOLE 31,80000
OCWEN FINL CORPCOM NEW6757463091,00425,630SH SOLE 25,63000
ODYSSEY MARINE EXPLORATION ICOM67611810211550,200SH SOLE 26,10000
OFFICE DEPOT INCCOM676220106744180,065SH SOLE 180,06500
OFG BANCORPCOM67103X10267439,221SH SOLE 39,22100
OGE ENERGY CORPCOM67083710316,334444,331SH SOLE 444,33100
OHR PHARMACEUTICAL INCCOM NEW67778H20017813,100SH SOLE 7,60000
OIL STS INTL INCCOM67802610512,815129,971SH SOLE 129,97100
OLD DOMINION FGHT LINES INCCOM67958010010,275181,081SH SOLE 181,08100
OLD NATL BANCORP INDCOM68003310758138,980SH SOLE 38000
OLD REP INTL CORPCOM6802231045,786352,787SH SOLE 352,78700
OLIN CORPCOM PAR $16806652051,89368,580SH SOLE 68,58000
OM GROUP INCCOM6708721003,441103,587SH SOLE 63,98700
OMEGA HEALTHCARE INVS INCCOM6819361002,28168,063SH SOLE 68,06300
OMEGA PROTEIN CORPCOM68210P10728623,734SH SOLE 15,03400
OMEROS CORPCOM68214310241534,400SH SOLE 22,70000
OMNICARE INCCOM68190410830,205506,197SH SOLE 506,19700
OMNICARE INCNOTE 3.500% 2/1681904AQ13,3053,260,000PRN SOLE 000
OMNICELL INCCOM68213N1091,03936,288SH SOLE 19,98800
OMNICOM GROUP INCCOM681919106194,1602,674,374SH SOLE 2,674,37400
OMNIVISION TECHNOLOGIES INCCOM6821281033,712209,700SH SOLE 106,50000
ON ASSIGNMENT INCCOM6821591081,23231,926SH SOLE 19,22600
ON SEMICONDUCTOR CORPCOM68218910518,2071,936,931SH SOLE 1,936,93100
ONE GAS INCCOM68235P10827,776773,067SH SOLE 773,06700
ONEOK INC NEWCOM68268010327,209459,228SH SOLE 459,22800
ONEOK PARTNERS LPUNIT LTD PARTN68268N1033256,078SH SOLE 6,07800
OPEN TEXT CORPCOM68371510664713,566SH SOLE 13,56600
OPENTABLE INCCOM68372A10488511,500SH SOLE 6,70000
OPKO HEALTH INCCOM68375N10388594,929SH SOLE 94,92900
ORACLE CORPCOM68389X10564,9501,587,625SH SOLE 1,461,22500
ORASURE TECHNOLOGIES INCCOM68554V10830838,600SH SOLE 31,40000
ORBCOMM INCCOM68555P10022432,700SH SOLE 20,00000
ORBITAL SCIENCES CORPCOM6855641064,012143,803SH SOLE 97,80300
ORBITZ WORLDWIDE INCCOM68557K1095,211664,613SH SOLE 197,97900
ORGANOVO HLDGS INCCOM68620A10461380,200SH SOLE 40,20000
ORION ENERGY SYSTEMS INCCOM68627510833145,600SH SOLE 30,20000
ORITANI FINL CORP DELCOM68633D1031,43290,560SH SOLE 16,56000
OSHKOSH CORPCOM68823920124,435415,073SH SOLE 415,07300
OSI SYSTEMS INCCOM6710441053505,855SH SOLE 2,55500
OSIRIS THERAPEUTICS INC NEWCOM68827R10829422,372SH SOLE 15,07200
OTTER TAIL CORPCOM6896481035,049163,966SH SOLE 86,76600
OVERSTOCK COM INC DELCOM6903701013,851195,481SH SOLE 64,78100
OWENS & MINOR INC NEWCOM6907321023,740106,773SH SOLE 106,77300
OWENS CORNING NEWCOM69074210186620,065SH SOLE 20,06500
OWENS ILL INCCOM NEW69076840359,4221,756,503SH SOLE 1,649,80300
OXFORD INDS INCCOM6914973094385,600SH SOLE 4,30000
P C CONNECTIONCOM69318J10026913,233SH SOLE 8,83300
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410610,230259,839SH SOLE 211,43900
PACCAR INCCOM6937181087,690114,020SH SOLE 114,02000
PACER INTL INC TENNCOM69373H10613,8501,545,704SH SOLE 1,545,70400
PACIFIC BIOSCIENCES CALIF INCOM69404D10849692,794SH SOLE 62,59400
PACIFIC ETHANOL INCCOM PAR $.00169423U30519812,700SH SOLE 90000
PACIFIC SUNWEAR CALIF INCCOM69487310028495,697SH SOLE 63,29700
PACIRA PHARMACEUTICALS INCCOM6951271001,18316,901SH SOLE 11,30100
PACKAGING CORP AMERCOM69515610923,793338,113SH SOLE 338,11300
PACWEST BANCORP DELCOM6952631031,57036,503SH SOLE 22,10300
PAIN THERAPEUTICS INCCOM69562K10022641,100SH SOLE 26,10000
PALL CORPCOM6964293078,69797,204SH SOLE 97,20400
PALO ALTO NETWORKS INCCOM6974351051,22117,800SH SOLE 17,80000
PANDORA MEDIA INCCOM69835410738,9051,283,161SH SOLE 1,283,16100
PANERA BREAD COCL A69840W1085,02528,474SH SOLE 28,47400
PAPA JOHNS INTL INCCOM6988131022,82654,224SH SOLE 40,92400
PARK CITY GROUP INCCOM NEW70021530410011,000SH SOLE 6,90000
PARK OHIO HLDGS CORPCOM70066610063711,350SH SOLE 7,55000
PARKER DRILLING COCOM7010811014,725666,421SH SOLE 305,12100
PARKER HANNIFIN CORPCOM70109410441,372345,603SH SOLE 338,80300
PARKERVISION INCCOM701354102775161,390SH SOLE 93,79000
PARKWAY PPTYS INCCOM70159Q10425213,786SH SOLE 13,78600
PATRICK INDS INCCOM7033431031,23827,928SH SOLE 21,02800
PATTERSON COMPANIES INCCOM70339510312,149290,933SH SOLE 290,93300
PATTERSON UTI ENERGY INCCOM70348110132,1061,013,448SH SOLE 1,013,44800
PAYCHEX INCCOM7043261076,475151,998SH SOLE 151,99800
PDC ENERGY INCCOM69327R10188214,169SH SOLE 12,56900
PDF SOLUTIONS INCCOM69328210566136,400SH SOLE 29,20000
PDL BIOPHARMA INCCOM69329Y10412,8051,540,860SH SOLE 1,478,46000
PDL BIOPHARMA INCNOTE 4.000% 2/069329YAF18,4608,000,000PRN SOLE 000
PEABODY ENERGY CORPCOM7045491044,005245,100SH SOLE 245,10000
PEBBLEBROOK HOTEL TRCOM70509V10045313,400SH SOLE 13,40000
PEGASYSTEMS INCCOM7055731031,84852,323SH SOLE 36,32300
PENDRELL CORPCOM70686R104311169,756SH SOLE 112,65600
PENN NATL GAMING INCCOM70756910917,8401,448,047SH SOLE 1,448,04700
PENN VA CORPCOM7078821061,35977,713SH SOLE 52,21300
PENN WEST PETE LTD NEWCOM70788710515017,900SH SOLE 17,90000
PENNANTPARK INVT CORPCOM7080621042,846257,600SH SOLE 83,50000
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021072,557141,638SH SOLE 137,53800
PEOPLES UNITED FINANCIAL INCCOM7127041055,578375,116SH SOLE 375,11600
PEPCO HOLDINGS INCCOM71329110248923,900SH SOLE 23,90000
PEPSICO INCCOM713448108116,9461,400,549SH SOLE 1,316,64900
PERCEPTRON INCCOM71361F10018014,800SH SOLE 9,50000
PEREGRINE PHARMACEUTICALS INCOM NEW713661304534281,291SH SOLE 190,99100
PERFICIENT INCCOM71375U10181144,746SH SOLE 36,34600
PERFORMANT FINL CORPCOM71377E1051,437158,800SH SOLE 15,20000
PERKINELMER INCCOM7140461091,93342,893SH SOLE 42,89300
PETMED EXPRESS INCCOM7163821063,451257,329SH SOLE 42,52900
PETROCHINA CO LTDSPONSORED ADR71646E1009,66589,076SH SOLE 89,07600
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1016,007433,067SH SOLE 384,46700
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4083,401258,600SH SOLE 258,60000
PETROLEUM & RES CORPCOM7165491004,417158,203SH SOLE 158,20300
PETSMART INCCOM71676810633,217482,174SH SOLE 482,17400
PFIZER INCCOM717081103303,4849,448,441SH SOLE 8,653,77800
PG&E CORPCOM69331C10819,412449,357SH SOLE 418,05700
PGT INCCOM69336V1015,107443,731SH SOLE 135,16200
PHARMACYCLICS INCCOM7169331067,93479,163SH SOLE 79,16300
PHARMERICA CORPCOM71714F10411,441408,885SH SOLE 214,58500
PHH CORPNOTE 6.000% 6/1693320AQ693,53243,227,000PRN SOLE 000
PHILIP MORRIS INTL INCCOM71817210915,559190,043SH SOLE 181,04300
PHILLIPS 66COM718546104147,5371,914,576SH SOLE 1,781,47600
PHOENIX COS INC NEWCOM NEW71902E6042204,257SH SOLE 2,75700
PHOTRONICS INCCOM71940510273886,564SH SOLE 36,46400
PHOTRONICS INCNOTE 5.500%10/0719405AF912,7427,250,000PRN SOLE 000
PICO HLDGS INCCOM NEW69336620532512,500SH SOLE 2,60000
PIEDMONT OFFICE REALTY TR INCOM CL A72019020682748,200SH SOLE 48,20000
PIER 1 IMPORTS INCCOM72027910810,539558,228SH SOLE 550,92800
PIKE CORPCOM7212831093,148292,600SH SOLE 97,31100
PILGRIMS PRIDE CORP NEWCOM72147K1088,478405,243SH SOLE 183,44300
PINNACLE ENTMT INCCOM7234561091,34856,890SH SOLE 35,59000
PINNACLE FINL PARTNERS INCCOM72346Q1044,449118,681SH SOLE 54,58100
PINNACLE WEST CAP CORPCOM72348410133,114605,811SH SOLE 577,21100
PIONEER ENERGY SVCS CORPCOM7236641084,605355,600SH SOLE 144,30000
PIONEER NAT RES COCOM7237871075,22227,904SH SOLE 27,90400
PIPER JAFFRAY COSCOM7240781006,387139,448SH SOLE 58,94800
PITNEY BOWES INCCOM7244791005,724220,239SH SOLE 220,23900
PIXELWORKS INCCOM NEW72581M30547285,200SH SOLE 50,10000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054448,056SH SOLE 8,05600
PLANTRONICS INC NEWCOM7274931085,505123,858SH SOLE 123,85800
PLEXUS CORPCOM7291321001,29032,193SH SOLE 25,39300
PLUG POWER INCCOM NEW72919P2021,393196,200SH SOLE 116,80000
PLUM CREEK TIMBER CO INCCOM7292511083,30978,700SH SOLE 78,70000
PMC-SIERRA INCCOM69344F1063,447452,906SH SOLE 452,90600
PNC FINL SVCS GROUP INCCOM69347510594,8981,090,781SH SOLE 1,045,18100
PNM RES INCCOM69349H1078,271305,979SH SOLE 257,57900
POLARIS INDS INCCOM7310681026,74748,294SH SOLE 48,29400
POLYCOM INCCOM73172K10436,7272,676,900SH SOLE 2,676,90000
POLYONE CORPCOM73179P1062,12257,886SH SOLE 57,88600
POLYPORE INTL INCCOM73179V10334910,200SH SOLE 10,20000
POPEYES LA KITCHEN INCCOM7328721062,79168,673SH SOLE 18,17300
POPULAR INCCOM NEW7331747005,677183,188SH SOLE 183,18800
PORTFOLIO RECOVERY ASSOCS INCOM73640Q10574812,936SH SOLE 6,53600
PORTLAND GEN ELEC COCOM NEW7365088471,61049,787SH SOLE 49,78700
POSCOSPONSORED ADR6934831092,12630,633SH SOLE 30,63300
POST PPTYS INCCOM7374641071,45929,712SH SOLE 29,71200
POTASH CORP SASK INCCOM73755L10744612,300SH SOLE 12,30000
POTLATCH CORP NEWCOM7376301035,849151,179SH SOLE 94,25300
POWER INTEGRATIONS INCCOM7392761031,50722,904SH SOLE 15,50400
POWERSECURE INTL INCCOM73936N1054,499191,923SH SOLE 57,62300
POWERSHARES QQQ TRUSTUNIT SER 173935A1041,43816,400SH SOLE 16,40000
POZEN INCCOM73941U10216620,700SH SOLE 12,10000
PPG INDS INCCOM693506107114,752593,155SH SOLE 573,75700
PPL CORPCOM69351T1065,094153,712SH SOLE 153,71200
PPL CORPUNIT 99/99/9999S69351T11414,636267,375SH SOLE 267,37500
PRAXAIR INCCOM74005P1041,78013,589SH SOLE 13,58900
PRECISION CASTPARTS CORPCOM7401891054,46417,663SH SOLE 17,66300
PREFERRED BK LOS ANGELES CACOM NEW74036740428410,952SH SOLE 9,95200
PREMIERE GLOBAL SVCS INCCOM7405851042,507207,910SH SOLE 77,61000
PRESTIGE BRANDS HLDGS INCCOM74112D1011,73763,751SH SOLE 19,35100
PRICELINE COM INCCOM NEW74150340367,29356,459SH SOLE 53,55900
PRICESMART INCCOM7415111091,06110,517SH SOLE 8,31700
PRIMERICA INCCOM74164M1083,42472,687SH SOLE 25,58700
PRIMORIS SVCS CORPCOM74164F1032,02567,539SH SOLE 17,33900
PRINCIPAL FINL GROUP INCCOM74251V1024,663101,394SH SOLE 101,39400
PRIVATEBANCORP INCCOM7429621031,76057,681SH SOLE 37,08100
PROASSURANCE CORPCOM74267C1063,77984,866SH SOLE 84,86600
PROCTER & GAMBLE COCOM742718109173,9292,157,934SH SOLE 1,968,03400
PROGENICS PHARMACEUTICALS INCOM74318710624860,700SH SOLE 41,40000
PROGRESS SOFTWARE CORPCOM74331210035316,206SH SOLE 16,20600
PROGRESSIVE CORP OHIOCOM7433151032,12387,657SH SOLE 87,65700
PROLOGIS INCCOM74340W10320,352498,463SH SOLE 460,38200
PROOFPOINT INCCOM7434241031,78748,206SH SOLE 23,80600
PROS HOLDINGS INCCOM74346Y1031,67653,200SH SOLE 17,50000
PROSPECT CAPITAL CORPORATIONCOM74348T1022,151199,200SH SOLE 34,20000
PROSPERITY BANCSHARES INCCOM7436061054,03961,053SH SOLE 53,65300
PROTECTIVE LIFE CORPCOM74367410326,267499,462SH SOLE 499,46200
PROTO LABS INCCOM7437131092,00829,668SH SOLE 19,76800
PROVIDENCE SVC CORPCOM7438151024,429156,619SH SOLE 33,02700
PROVIDENT FINL SVCS INCCOM74386T1055,854318,647SH SOLE 153,05800
PRUDENTIAL FINL INCCOM74432010253,091627,187SH SOLE 583,68700
PS BUSINESS PKS INC CALIFCOM69360J1073,84545,980SH SOLE 23,74900
PSIVIDA CORPCOM74440J10115938,700SH SOLE 26,70000
PTC INCCOM69370C1003,12388,148SH SOLE 88,14800
PUBLIC STORAGECOM74460D10927,630163,985SH SOLE 151,48500
PUBLIC SVC ENTERPRISE GROUPCOM74457310635,051919,000SH SOLE 919,00000
PULTE GROUP INCCOM74586710144,1782,302,145SH SOLE 2,302,14500
PUMA BIOTECHNOLOGY INCCOM74587V1073,89437,389SH SOLE 9,68900
PUTMAN HIGH INCOME SEC FUNDSHS BEN INT74677910767480,576SH SOLE 80,57600
PUTNAM MANAGED MUN INCOM TRCOM74682310350973,082SH SOLE 73,08200
PUTNAM MUN OPPORTUNITIES TRSH BEN INT7469221031,317115,861SH SOLE 115,86100
PVH CORPCOM6936561004,46535,783SH SOLE 35,78300
PZENA INVESTMENT MGMT INCCLASS A74731Q10324821,100SH SOLE 13,60000
QEP MIDSTREAM PARTNERS LPCOM UNIT RP LTD74735R1152249,585SH SOLE 9,58500
QLOGIC CORPCOM7472771015,031394,579SH SOLE 323,37900
QUAD / GRAPHICS INCCOM CL A74730110925710,948SH SOLE 8,04800
QUAKER CHEM CORPCOM7473161072,05326,041SH SOLE 12,14100
QUALCOMM INCCOM74752510364,562818,691SH SOLE 729,89100
QUALITY DISTR INC FLACOM74756M10264049,286SH SOLE 38,18600
QUALYS INCCOM74758T30396938,103SH SOLE 25,30300
QUANEX BUILDING PRODUCTS CORCOM74761910437518,122SH SOLE 18,12200
QUANTA SVCS INCCOM74762E1022,16658,700SH SOLE 58,70000
QUANTUM CORPCOM DSSG7479062049678,800SH SOLE 78,80000
QUANTUM CORPNOTE 4.500%11/1747906AJ41,7931,750,000PRN SOLE 000
QUARTET MERGER CORPCOM74771710610,5521,080,000SH SOLE 1,080,00000
QUARTET MERGER CORPRIGHT 99/99/99997477172054641,080,000SH SOLE 1,080,00000
QUEST DIAGNOSTICS INCCOM74834L10072912,589SH SOLE 12,58900
QUESTAR CORPCOM7483561022,665112,068SH SOLE 112,06800
QUESTCOR PHARMACEUTICALS INCCOM74835Y1013,78858,343SH SOLE 55,74300
QUICKLOGIC CORPCOM74837P10841379,200SH SOLE 39,80000
QUICKSILVER RESOURCES INCCOM74837R1041,039394,900SH SOLE 168,10000
QUIDEL CORPCOM74838J10141015,003SH SOLE 9,80300
QUIKSILVER INCCOM74838C10646461,767SH SOLE 42,76700
QUINPARIO ACQUISITION CORPCOM74874R10823,9652,329,000SH SOLE 2,329,00000
QUINPARIO ACQUISITION CORP*W EXP 09/27/20174874R1161,4642,329,000SH SOLE 2,329,00000
QUINTILES TRANSNATIO HLDGS ICOM74876Y10186317,000SH SOLE 17,00000
RACKSPACE HOSTING INCCOM7500861001,37041,757SH SOLE 41,75700
RADIAN GROUP INCCOM75023610168045,274SH SOLE 27,77400
RADIAN GROUP INCNOTE 3.000%11/1750236AK764,44643,325,000PRN SOLE 000
RADIAN GROUP INCNOTE 2.250% 3/0750236AN148,91931,908,000PRN SOLE 000
RADIO ONE INCCL D NON VTG75040P40512626,600SH SOLE 16,50000
RADIOSHACK CORPCOM7504381035928,013SH SOLE 28,01300
RAIT FINANCIAL TRUSTCOM NEW74922760930235,583SH SOLE 25,38300
RALPH LAUREN CORPCL A75121210111,36470,617SH SOLE 70,61700
RAMBUS INC DELCOM7509171061,218113,305SH SOLE 72,00500
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220212,976796,094SH SOLE 441,12200
RANGE RES CORPCOM75281A1093,30739,861SH SOLE 39,86100
RAPTOR PHARMACEUTICAL CORPCOM75382F10683983,891SH SOLE 53,99100
RAVEN INDS INCCOM7542121083189,700SH SOLE 6,80000
RAYMOND JAMES FINANCIAL INCCOM7547301091,19321,324SH SOLE 21,32400
RAYONIER INCCOM7549071032,24548,900SH SOLE 48,90000
RAYTHEON COCOM NEW755111507119,3941,208,566SH SOLE 1,188,46600
RBC BEARINGS INCCOM75524B1044186,566SH SOLE 6,56600
REAL GOODS SOLAR INCCL A75601N104799196,206SH SOLE 134,60600
REALNETWORKS INCCOM NEW75605L7088932,490SH SOLE 32,49000
REALOGY HLDGS CORPCOM75605Y10676917,700SH SOLE 17,70000
REALTY INCOME CORPCOM7561091043,37082,474SH SOLE 82,47400
RED HAT INCCOM75657710247,707900,464SH SOLE 774,26400
RED ROBIN GOURMET BURGERS INCOM75689M1016,43589,771SH SOLE 35,37100
REDWOOD TR INCCOM7580754021,25261,724SH SOLE 37,52400
REGAL BELOIT CORPCOM7587501037,580104,254SH SOLE 104,25400
REGAL ENTMT GROUPCL A7587661094,437237,553SH SOLE 237,55300
REGENCY CTRS CORPCOM7588491031,14422,400SH SOLE 22,40000
REGENCY ENERGY PARTNERS L PCOM UNITS L P75885Y10752419,234SH SOLE 19,23400
REGENERON PHARMACEUTICALSCOM75886F1079,62132,039SH SOLE 32,03900
REGIONS FINL CORP NEWCOM7591EP10023,0232,072,322SH SOLE 2,072,32200
REGIS CORP MINNNOTE 5.000% 7/1758932AA57,5837,425,000PRN SOLE 000
REINSURANCE GROUP AMER INCCOM NEW75935160435,207442,138SH SOLE 442,13800
RELIANCE STEEL & ALUMINUM COCOM75950910254,855776,327SH SOLE 776,32700
RENEWABLE ENERGY GROUP INCCOM NEW75972A3016,274523,710SH SOLE 164,01000
RENT A CTR INC NEWCOM76009N1001,28748,389SH SOLE 48,38900
RENTECH INCCOM76011210216687,630SH SOLE 72,03000
RENTRAK CORPCOM76017410270511,700SH SOLE 9,10000
REPLIGEN CORPCOM7599161095,569433,025SH SOLE 115,93200
REPROS THERAPEUTICS INCCOM NEW76028H20950028,159SH SOLE 22,85900
REPUBLIC AWYS HLDGS INCCOM7602761051,027112,342SH SOLE 80,84200
REPUBLIC SVCS INCCOM7607591006,199181,460SH SOLE 181,46000
RESEARCH FRONTIERS INCCOM7609111077815,100SH SOLE 8,00000
RESMED INCCOM76115210718,229407,888SH SOLE 407,88800
RESOURCE CAP CORPNOTE 6.000%12/076120WAA22,0182,000,000PRN SOLE 000
RESOURCES CONNECTION INCCOM76122Q10528620,300SH SOLE 9,70000
RESTORATION HARDWARE HLDGS ICOM7612831001,72223,400SH SOLE 15,60000
RETAIL OPPORTUNITY INVTS CORCOM76131N1011,24283,100SH SOLE 53,00000
RETAIL PPTYS AMER INCCL A76131V2021,572116,100SH SOLE 116,10000
REVLON INCCL A NEW76152560961924,243SH SOLE 15,54300
REVOLUTION LIGHTING TECHNOLOCOM76155G107749237,644SH SOLE 165,04400
REX AMERICAN RESOURCES CORPCOM7616241054858,501SH SOLE 6,00100
REX ENERGY CORPORATIONCOM76156510066935,768SH SOLE 24,56800
REXAHN PHARMACEUTICALS INCCOM761640101411380,400SH SOLE 256,80000
REYNOLDS AMERICAN INCCOM76171310619,623367,336SH SOLE 367,33600
RF INDS LTDCOM PAR $0.0174955210514221,713SH SOLE 14,61300
RF MICRODEVICES INCCOM74994110040,9025,190,608SH SOLE 5,168,10800
RF MICRODEVICES INCNOTE 1.000% 4/1749941AJ9308300,000PRN SOLE 000
RIGEL PHARMACEUTICALS INCCOM NEW7665596032,785717,700SH SOLE 179,00000
RIGNET INCCOM76658210094517,551SH SOLE 12,25100
RITE AID CORPCOM76775410413,0352,078,882SH SOLE 1,001,98200
RITE AID CORPNOTE 8.500% 5/1767754BU72,8301,135,000PRN SOLE 000
RIVERBED TECHNOLOGY INCCOM76857310776,5333,882,944SH SOLE 3,882,94400
RLI CORPCOM7496071072485,600SH SOLE 5,60000
RLJ LODGING TRCOM74965L1017,174268,300SH SOLE 166,20000
ROADRUNNER TRNSN SVCS HLDG ICOM76973Q10539915,800SH SOLE 13,10000
ROBERT HALF INTL INCCOM77032310320,010476,998SH SOLE 476,99800
ROCK-TENN COCL A77273920722,232210,588SH SOLE 210,58800
ROCKWELL AUTOMATION INCCOM77390310933,112265,854SH SOLE 265,85400
ROCKWELL COLLINS INCCOM7743411011,68921,200SH SOLE 21,20000
ROCKWELL MED INCCOM77437410281964,724SH SOLE 41,22400
ROCKWOOD HLDGS INCCOM77441510310,879146,227SH SOLE 146,22700
ROGERS CORPCOM7751331011,77128,380SH SOLE 22,48000
ROI ACQUISITION CORP IICOM74966G10110,1741,050,000SH SOLE 1,050,00000
ROI ACQUISITION CORP II*W EXP 09/17/20174966G1194621,050,000SH SOLE 1,050,00000
ROPER INDS INC NEWCOM7766961063,12423,400SH SOLE 23,40000
ROSETTA RESOURCES INCCOM77777930767314,440SH SOLE 10,94000
ROSETTA STONE INCCOM77778010759653,100SH SOLE 6,90000
ROSS STORES INCCOM77829610323,976335,100SH SOLE 335,10000
ROUNDYS INCCOM77926810114821,468SH SOLE 14,66800
ROUSE PPTYS INCCOM7792871012,764160,300SH SOLE 122,60000
ROVI CORPCOM7793761029,195403,659SH SOLE 403,65900
ROYAL BK CDA MONTREAL QUECOM7800871024096,200SH SOLE 6,20000
ROYAL DUTCH SHELL PLCSPONS ADR A78025920613,428183,795SH SOLE 183,79500
ROYAL GOLD INCCOM7802871085799,248SH SOLE 9,24800
ROYCE VALUE TR INCCOM78091010525215,999SH SOLE 15,99900
RPC INCCOM7496601063,309162,025SH SOLE 162,02500
RPM INTL INCCOM7496851037,308174,656SH SOLE 174,65600
RPX CORPCOM74972G1036,058372,094SH SOLE 181,09400
RTI INTL METALS INCCOM74973W1071,29346,553SH SOLE 43,45300
RTI SURGICAL INCCOM74975N10515237,146SH SOLE 22,54600
RUBICON TECHNOLOGY INCCOM78112T10741736,900SH SOLE 21,80000
RUDOLPH TECHNOLOGIES INCCOM78127010317115,000SH SOLE 15,00000
RUSH ENTERPRISES INCCL A7818462092848,746SH SOLE 6,14600
RUTHS HOSPITALITY GROUP INCCOM7833321094,873403,051SH SOLE 114,24200
RYDER SYS INCCOM78354910831,017388,105SH SOLE 388,10500
RYLAND GROUP INCNOTE 1.625% 5/1783764AQ66,0674,250,000PRN SOLE 000
RYMAN HOSPITALITY PPTYS INCCOM78377T1072185,117SH SOLE 5,11700
SABRA HEALTH CARE REIT INCCOM78573L1068,368300,050SH SOLE 159,68900
SAEXPLORATION HLDGS INCCOM78636X10551354,720SH SOLE 54,72000
SAFEGUARD SCIENTIFICS INCCOM NEW7864492072009,000SH SOLE 4,70000
SAFETY INS GROUP INCCOM78648T1005099,460SH SOLE 8,06000
SAFEWAY INCCOM NEW78651420841,4271,121,478SH SOLE 1,121,47800
SAIA INCCOM78709Y1056,681174,837SH SOLE 41,83700
SALESFORCE COM INCCOM79466L30256,933997,258SH SOLE 997,25800
SALIX PHARMACEUTICALS INCCOM7954351063,52133,986SH SOLE 33,98600
SALLY BEAUTY HLDGS INCCOM79546E1041,38850,647SH SOLE 50,64700
SANCHEZ ENERGY CORPCOM79970Y10551517,395SH SOLE 11,39500
SANDERSON FARMS INCCOM8000131044,64459,161SH SOLE 35,26100
SANDISK CORPCOM80004C1018,09099,637SH SOLE 99,63700
SANDISK CORPNOTE 1.500% 8/180004CAD381,32449,306,000PRN SOLE 000
SANDRIDGE ENERGY INCCOM80007P30745373,800SH SOLE 73,80000
SANGAMO BIOSCIENCES INCCOM8006771061,00855,742SH SOLE 33,24200
SANMINA CORPORATIONCOM8010561027,828448,609SH SOLE 355,70900
SANTANDER CONSUMER USA HDG ICOM80283M10176331,700SH SOLE 31,70000
SAPIENT CORPCOM8030621082,015118,105SH SOLE 83,80500
SASOL LTDSPONSORED ADR8038663005,52698,899SH SOLE 98,89900
SBA COMMUNICATIONS CORPCOM78388J1062,20124,200SH SOLE 24,20000
SCANA CORP NEWCOM80589M1023,44967,213SH SOLE 67,21300
SCANSOURCE INCCOM8060371074,529111,084SH SOLE 83,08400
SCHEIN HENRY INCCOM8064071027,59963,658SH SOLE 63,65800
SCHLUMBERGER LTDCOM80685710827,838285,521SH SOLE 233,72100
SCHOLASTIC CORPCOM8070661053,03988,148SH SOLE 36,54800
SCHULMAN A INCCOM80819410412,513345,089SH SOLE 192,11400
SCHWAB CHARLES CORP NEWCOM8085131057,301267,132SH SOLE 267,13200
SCHWEITZER-MAUDUIT INTL INCCOM8085411061,06424,973SH SOLE 14,47300
SCICLONE PHARMACEUTICALS INCCOM80862K104486106,880SH SOLE 29,88000
SCIENCE APPLICATNS INTL CP NCOM8086251076,246167,054SH SOLE 167,05400
SCIENTIFIC GAMES CORPCL A80874P1091,02074,255SH SOLE 58,95500
SCIQUEST INC NEWCOM80908T1012,44290,382SH SOLE 85,48200
SCOTTS MIRACLE GRO COCL A8101861061,69127,600SH SOLE 27,60000
SCRIPPS E W CO OHIOCL A NEW81105440274041,779SH SOLE 25,97900
SCRIPPS NETWORKS INTERACT INCL A COM8110651018,071106,317SH SOLE 106,31700
SEACHANGE INTL INCCOM81169910737435,861SH SOLE 34,06100
SEACOR HOLDINGS INCCOM81190410114,997173,539SH SOLE 173,53900
SEALED AIR CORP NEWCOM81211K10038811,798SH SOLE 11,79800
SEARS HLDGS CORPCOM81235010612,975271,679SH SOLE 271,67900
SEATTLE GENETICS INCCOM8125781021,69537,200SH SOLE 37,20000
SEAWORLD ENTMT INCCOM81282V10045915,200SH SOLE 15,20000
SEI INVESTMENTS COCOM78411710320,395606,813SH SOLE 606,81300
SELECT COMFORT CORPCOM81616X10323012,700SH SOLE 7,40000
SELECT INCOME REITCOM SH BEN INT81618T1002,40679,500SH SOLE 52,80000
SELECT MED HLDGS CORPCOM81619Q1051,13391,000SH SOLE 91,00000
SEMGROUP CORPCL A81663A1054436,738SH SOLE 2,63800
SEMPRA ENERGYCOM81685110910,430107,796SH SOLE 107,79600
SEMTECH CORPCOM8168501012,08682,317SH SOLE 82,31700
SENIOR HSG PPTYS TRSH BEN INT81721M1091,92385,579SH SOLE 85,57900
SENOMYX INCCOM81724Q10754551,100SH SOLE 32,10000
SENSIENT TECHNOLOGIES CORPCOM81725T1002,03636,100SH SOLE 16,80000
SEQUENOM INCNOTE 5.000%10/0817337AB44,3994,950,000PRN SOLE 000
SERVICE CORP INTLCOM81756510412,403623,891SH SOLE 623,89100
SERVICENOW INCCOM81762P1025,45290,995SH SOLE 90,99500
SERVICESOURCE INTL LLCCOM81763U10036543,292SH SOLE 28,89200
SESA STERLITE LTDSPONSORED ADR78413F10331725,560SH SOLE 25,56000
SHENANDOAH TELECOMMUNICATIONCOM82312B1062136,604SH SOLE 4,60400
SHERWIN WILLIAMS COCOM82434810614,75274,834SH SOLE 74,83400
SHILOH INDS INCCOM82454310230317,086SH SOLE 10,68600
SHORETEL INCCOM825211105997115,900SH SOLE 97,10000
SHUTTERSTOCK INCCOM8256901002,05128,241SH SOLE 23,64100
SIGMA ALDRICH CORPCOM8265521011,48015,848SH SOLE 15,84800
SIGNATURE BK NEW YORK N YCOM82669G1046,92055,100SH SOLE 55,10000
SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G11228,454291,180SH SOLE 291,18000
SILGAN HOLDINGS INCCOM8270481093226,500SH SOLE 6,50000
SILICON GRAPHICS INTL CORPCOM82706L10851541,944SH SOLE 28,54400
SILICON IMAGE INCCOM82705T1024,219611,447SH SOLE 204,84700
SILVER EAGLE ACQUISITION CORCOM82769410023,1092,375,000SH SOLE 2,375,00000
SILVER EAGLE ACQUISITION COR*W EXP 07/26/2028276941181,7102,375,000SH SOLE 2,375,00000
SILVER WHEATON CORPCOM82833610759926,400SH SOLE 26,40000
SIMON PPTY GROUP INC NEWCOM82880610960,432368,485SH SOLE 340,88500
SINCLAIR BROADCAST GROUP INCCL A8292261091,70262,825SH SOLE 59,42500
SIRIUS XM HLDGS INCCOM82968B10384,73226,478,632SH SOLE 26,478,63200
SIX FLAGS ENTMT CORP NEWCOM83001A1021,90347,400SH SOLE 47,40000
SIZMEK INCCOM83013P10517516,500SH SOLE 9,60000
SK TELECOM LTDSPONSORED ADR78440P10817,759786,828SH SOLE 768,02800
SKECHERS U S A INCCL A8305661051,94953,334SH SOLE 40,23400
SKULLCANDY INCCOM83083J1042,012219,200SH SOLE 87,90000
SKYWEST INCCOM8308791021,311102,744SH SOLE 54,04400
SKYWORKS SOLUTIONS INCCOM83088M10223,172617,582SH SOLE 617,58200
SL GREEN RLTY CORPCOM78440X1014,83048,000SH SOLE 40,40000
SLM CORPCOM78442P10657,7722,359,949SH SOLE 2,282,94900
SM ENERGY COCOM78454L10014,483203,156SH SOLE 203,15600
SMITH & WESSON HLDG CORPCOM8317561011,777121,565SH SOLE 60,86500
SMITH A OCOM83186520924,962542,427SH SOLE 542,42700
SMUCKER J M COCOM NEW83269640545,970472,744SH SOLE 427,34400
SNAP ON INCCOM83303410111,850104,423SH SOLE 104,42300
SOCIEDAD QUIMICA MINERA DE CSPON ADR SER B8336351052,77587,417SH SOLE 87,41700
SOLAR CAP LTDCOM83413U10049222,600SH SOLE 5,40000
SOLARCITY CORPCOM83416T1003,07449,091SH SOLE 49,09100
SOLARWINDS INCCOM83416B10973817,320SH SOLE 17,32000
SOLAZYME INCCOM83415T1012,612225,000SH SOLE 225,00000
SOLERA HOLDINGS INCCOM83421A10479812,600SH SOLE 12,60000
SONIC CORPCOM8354511054,581201,031SH SOLE 81,43100
SONOCO PRODS COCOM8354951022,27355,400SH SOLE 55,40000
SONUS NETWORKS INCCOM8359161071,363404,501SH SOLE 212,50100
SOTHEBYSCOM8358981071,23228,300SH SOLE 28,30000
SOUTHERN COCOM84258710721,575491,015SH SOLE 491,01500
SOUTHERN COPPER CORPCOM84265V1056,419220,522SH SOLE 196,41200
SOUTHSIDE BANCSHARES INCCOM84470P10936211,545SH SOLE 7,68700
SOUTHWEST AIRLS COCOM84474110865,4862,773,636SH SOLE 2,773,63600
SOUTHWESTERN ENERGY COCOM8454671092,69858,640SH SOLE 58,64000
SOVRAN SELF STORAGE INCCOM84610H1084,23957,706SH SOLE 35,71400
SPANSION INCCOM CL A NEW84649R2001,38179,300SH SOLE 36,60000
SPARTAN STORES INCCOM84682210479334,161SH SOLE 34,16100
SPARTON CORPCOM84723510845615,566SH SOLE 9,96600
SPECTRA ENERGY CORPCOM8475601093,65698,959SH SOLE 98,95900
SPECTRA ENERGY PARTNERS LPCOM84756N1094168,497SH SOLE 8,49700
SPECTRANETICS CORPCOM84760C10799032,656SH SOLE 20,15600
SPEED COMM INCCOM84764T10614539,700SH SOLE 25,50000
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741094,421156,837SH SOLE 156,83700
SPIRIT AIRLS INCCOM8485771024,73779,749SH SOLE 55,84900
SPIRIT RLTY CAP INC NEWCOM84860W10268362,200SH SOLE 62,20000
SPLUNK INCCOM84863710416,594232,112SH SOLE 232,11200
SPS COMM INCCOM78463M10792615,077SH SOLE 10,07700
SPX CORPCOM78463510430,325308,460SH SOLE 257,56000
SS&C TECHNOLOGIES HLDGS INCCOM78467J10051412,838SH SOLE 11,53800
ST JUDE MED INCCOM79084910313,553207,263SH SOLE 207,26300
STAAR SURGICAL COCOM PAR $0.018523123051,05055,849SH SOLE 33,14900
STAG INDL INCCOM85254J1025,526229,299SH SOLE 109,79900
STAGE STORES INCCOM NEW85254C30550720,721SH SOLE 20,72100
STAMPS COM INCCOM NEW8528572006,346189,106SH SOLE 66,45100
STANCORP FINL GROUP INCCOM8528911002,10531,505SH SOLE 29,10500
STANDARD MTR PRODS INCCOM8536661055,890164,652SH SOLE 56,85200
STANDARD PAC CORP NEWCOM85375C1011,351162,596SH SOLE 162,59600
STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC427,73222,275,000PRN SOLE 000
STANDEX INTL CORPCOM8542311074,21378,639SH SOLE 37,83900
STANLEY BLACK & DECKER INCCOM8545021011,58419,500SH SOLE 19,50000
STAPLES INCCOM85503010294783,506SH SOLE 83,50600
STAR SCIENTIFIC INCCOM85517P1017494,600SH SOLE 64,20000
STARBUCKS CORPCOM85524410988,4581,205,480SH SOLE 1,166,88000
STARWOOD HOTELS&RESORTS WRLDCOM85590A4016,62683,239SH SOLE 83,23900
STARWOOD PPTY TR INCCOM85571B10518,606788,704SH SOLE 772,00400
STARWOOD WAYPOINT RESIDENTLCOM SHS85571W1093,615125,581SH SOLE 125,58100
STARZCOM SER A85571Q10210,749332,986SH SOLE 332,98600
STATE STR CORPCOM85747710313,514194,305SH SOLE 194,30500
STEEL DYNAMICS INCCOM85811910044,6062,507,366SH SOLE 2,507,36600
STEEL DYNAMICS INCNOTE 5.125% 6/1858119AP52,1952,025,000PRN SOLE 000
STEELCASE INCCL A8581552034,600276,917SH SOLE 181,41700
STEIN MART INCCOM85837510850035,689SH SOLE 24,78900
STEPAN COCOM8585861005298,200SH SOLE 6,30000
STEREOTAXIS INCCOM NEW85916J40931373,700SH SOLE 49,70000
STERICYCLE INCCOM8589121087,15963,006SH SOLE 63,00600
STERIS CORPCOM85915210015,082315,843SH SOLE 277,94300
STERLING FINL CORP WASHCOM NEW85931930323,366701,039SH SOLE 694,03900
STERLITE INDS INDIA LTDNOTE 4.000%10/3859737AB48,9818,925,000PRN SOLE 000
STEWART INFORMATION SVCS CORCOM8603721011,67547,666SH SOLE 22,93800
STEWART INFORMATION SVCS CORNOTE 6.000%10/1860372AB724,4708,850,000PRN SOLE 000
STILLWATER MNG CONOTE 1.750%10/186074QAL616,42512,550,000PRN SOLE 000
STOCK BLDG SUPPLY HLDGS INCCOM86101X10431115,316SH SOLE 15,31600
STONE ENERGY CORPCOM8616421066,363151,610SH SOLE 86,94600
STONERIDGE INCCOM86183P1026,545582,782SH SOLE 256,98100
STRATEGIC HOTELS & RESORTS ICOM86272T1064,380429,823SH SOLE 399,42300
STRYKER CORPCOM86366710126,873329,848SH SOLE 329,84800
STURM RUGER & CO INCCOM8641591082,13435,678SH SOLE 26,27800
SUCAMPO PHARMACEUTICALS INCCL A86490910612918,100SH SOLE 12,30000
SUMMIT HOTEL PPTYSCOM8660821001,922207,100SH SOLE 98,60000
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD8661421022155,000SH SOLE 5,00000
SUN CMNTYS INCCOM86667410473516,300SH SOLE 7,60000
SUN HYDRAULICS CORPCOM86694210548111,100SH SOLE 6,70000
SUNCOKE ENERGY INCCOM86722A10353123,234SH SOLE 20,13400
SUNCOR ENERGY INC NEWCOM8672241072,61574,800SH SOLE 74,80000
SUNEDISON INCCOM86732Y1092,298121,990SH SOLE 120,39000
SUNESIS PHARMACEUTICALS INCCOM NEW86732860142063,476SH SOLE 43,87600
SUNOCO LOGISTICS PRTNRS L PCOM UNITS86764L1087948,736SH SOLE 8,73600
SUNPOWER CORPCOM8676524062,65082,155SH SOLE 73,75500
SUNPOWER CORPDBCV 4.750% 4/1867652AC39,6037,875,000PRN SOLE 000
SUNPOWER CORPDBCV 4.500% 3/1867652AE922,61914,875,000PRN SOLE 000
SUNSHINE HEART INCCOM86782U1066110,400SH SOLE 5,90000
SUNSTONE HOTEL INVS INC NEWCOM8678921011,433104,388SH SOLE 104,38800
SUNTRUST BKS INCCOM86791410312,580316,159SH SOLE 316,15900
SUPER MICRO COMPUTER INCCOM86800U10470440,527SH SOLE 30,22700
SUPERIOR ENERGY SVCS INCCOM86815710846,5041,511,829SH SOLE 1,292,52900
SUPERTEX INCCOM8685321022437,359SH SOLE 7,35900
SUPERVALU INCCOM8685361032,060301,236SH SOLE 184,23600
SUPPORT COM INCCOM86858W1018935,000SH SOLE 22,10000
SURMODICS INCCOM8688731001,23254,500SH SOLE 5,90000
SUSQUEHANNA BANCSHARES INC PCOM8690991011,494131,168SH SOLE 79,16800
SUSSER HLDGS CORPCOM86923310668710,995SH SOLE 8,09500
SVB FINL GROUPCOM78486Q1012,15816,754SH SOLE 16,75400
SWIFT ENERGY COCOM87073810131229,018SH SOLE 29,01800
SWIFT TRANSN COCL A87074U1011,25350,632SH SOLE 50,63200
SWS GROUP INCCOM78503N10773998,802SH SOLE 98,80200
SYKES ENTERPRISES INCCOM8712371033,420172,140SH SOLE 85,44000
SYMANTEC CORPCOM87150310874,2593,718,536SH SOLE 3,672,63600
SYMETRA FINL CORPCOM87151Q1063,110156,913SH SOLE 55,51300
SYMMETRY MED INCCOM8715462062,103209,000SH SOLE 107,30000
SYNAGEVA BIOPHARMA CORPCOM87159A1034655,600SH SOLE 3,50000
SYNAPTICS INCCOM87157D1091,58626,422SH SOLE 16,72200
SYNCHRONOSS TECHNOLOGIES INCCOM87157B10341111,977SH SOLE 8,67700
SYNERGY PHARMACEUTICALS DELCOM NEW87163930812623,711SH SOLE 14,71100
SYNERGY RES CORPCOM87164P10381175,462SH SOLE 26,52700
SYNNEX CORPCOM87162W1003,85863,645SH SOLE 41,54500
SYNOPSYS INCCOM87160710726,532690,750SH SOLE 643,65000
SYNOVUS FINL CORPCOM87161C1052,701796,664SH SOLE 796,66400
SYNTEL INCCOM87162H1038008,900SH SOLE 5,10000
SYSCO CORPCOM87182910712,920357,611SH SOLE 357,61100
TABLEAU SOFTWARE INCCL A87336U10511,420150,100SH SOLE 150,10000
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910091,1274,551,782SH SOLE 4,307,48200
TAKE-TWO INTERACTIVE SOFTWARCOM87405410981437,140SH SOLE 34,14000
TALISMAN ENERGY INCCOM87425E10391091,200SH SOLE 91,20000
TANGER FACTORY OUTLET CTRS ICOM8754651062,10460,108SH SOLE 60,10800
TANGOE INCCOM87582Y10839621,300SH SOLE 14,20000
TARGA RES CORPCOM87612G1011,79618,098SH SOLE 15,09800
TARGA RESOURCES PARTNERS LPCOM UNIT87611X1054427,849SH SOLE 7,84900
TARGET CORPCOM87612E1063,11551,480SH SOLE 51,48000
TASER INTL INCCOM87651B1048,375457,903SH SOLE 135,80300
TATA MTRS LTDSPONSORED ADR87656850255,8071,576,013SH SOLE 1,529,21300
TAUBMAN CTRS INCCOM8766641031,51721,430SH SOLE 21,43000
TAYLOR CAP GROUP INCCOM8768511061,40258,606SH SOLE 58,60600
TC PIPELINES LPUT COM LTD PRT87233Q1083066,375SH SOLE 6,37500
TCF FINL CORPCOM87227510219811,886SH SOLE 11,88600
TCP CAP CORPCOM87238Q1031,63398,700SH SOLE 38,30000
TEAM INCCOM8781551003437,999SH SOLE 6,69900
TEARLAB CORPCOM87819310143263,863SH SOLE 41,96300
TECH DATA CORPCOM87823710627,456450,390SH SOLE 450,39000
TECHNE CORPCOM8783771006747,900SH SOLE 7,90000
TECK RESOURCES LTDCL B8787422041,45567,100SH SOLE 67,10000
TECUMSEH PRODS COCL A8788952008311,968SH SOLE 11,96800
TELEDYNE TECHNOLOGIES INCCOM8793601051,31113,465SH SOLE 13,46500
TELEFLEX INCCOM8793691064,87045,415SH SOLE 45,41500
TELEFONICA BRASIL SASPONSORED ADR87936R10626,2891,237,701SH SOLE 1,173,00100
TELENAV INCCOM8794551039015,100SH SOLE 9,30000
TELEPHONE & DATA SYS INCCOM NEW87943382913,858528,737SH SOLE 528,73700
TELETECH HOLDINGS INCCOM8799391062,810114,657SH SOLE 49,93000
TEMPLETON GLOBAL INCOME FDCOM88019810628034,879SH SOLE 34,87900
TEMPUR SEALY INTL INCCOM88023U1012384,700SH SOLE 4,20000
TENARIS S ASPONSORED ADR88031M10998722,300SH SOLE 22,30000
TENET HEALTHCARE CORPCOM NEW88033G4071,57136,696SH SOLE 36,69600
TENNANT COCOM8803451034266,497SH SOLE 5,19700
TENNECO INCCOM8803491052,31039,777SH SOLE 28,37700
TERADATA CORP DELCOM88076W1033637,376SH SOLE 7,37600
TERADYNE INCCOM88077010286643,542SH SOLE 43,54200
TEREX CORP NEWCOM8807791032,93966,333SH SOLE 66,33300
TEREX CORP NEWNOTE 4.000% 6/0880779AV551,41118,759,000PRN SOLE 000
TESARO INCCOM8815691073,495118,556SH SOLE 32,18500
TESCO CORPCOM88157K10113,207713,902SH SOLE 344,20200
TESLA MTRS INCCOM88160R10156,616271,606SH SOLE 264,10600
TESLA MTRS INCNOTE 1.500% 6/088160RAA941,65723,175,000PRN SOLE 000
TESORO CORPCOM8816091016,031119,212SH SOLE 119,21200
TESSCO TECHNOLOGIES INCCOM8723861072586,897SH SOLE 3,89700
TETRA TECH INC NEWCOM88162G1031,06435,972SH SOLE 22,77200
TETRA TECHNOLOGIES INC DELCOM88162F10576059,400SH SOLE 38,90000
TEXAS CAPITAL BANCSHARES INCCOM88224Q1071,04616,108SH SOLE 10,90800
TEXAS INDS INCCOM88249110321,960245,031SH SOLE 245,03100
TEXAS INSTRS INCCOM88250810430,968656,799SH SOLE 526,69900
TEXAS ROADHOUSE INCCOM8826811091,66463,800SH SOLE 32,90000
TEXTRON INCCOM88320310171918,300SH SOLE 18,30000
TG THERAPEUTICS INCCOM88322Q10829743,100SH SOLE 27,90000
THE ADT CORPORATIONCOM00101J1062,18673,000SH SOLE 73,00000
THERAPEUTICSMD INCCOM88338N1071,899301,000SH SOLE 247,00000
THERAVANCE INCCOM88338T10413,980451,833SH SOLE 451,83300
THERAVANCE INCNOTE 2.125% 1/188338TAB06,0814,700,000PRN SOLE 000
THERMO FISHER SCIENTIFIC INCCOM88355610235,287293,474SH SOLE 293,47400
THERMON GROUP HLDGS INCCOM88362T10325110,817SH SOLE 7,41700
THL CR INCCOM8724381063,037220,080SH SOLE 86,28000
THOMPSON CREEK METALS CO INCUNIT 99/99/99998847683004,242327,300SH SOLE 327,30000
THOMSON REUTERS CORPCOM88490310559917,500SH SOLE 17,50000
THOR INDS INCCOM8851601012,88347,224SH SOLE 47,22400
THORATEC CORPCOM NEW88517530716,243453,600SH SOLE 453,60000
THRESHOLD PHARMACEUTICAL INCCOM NEW88580720627156,895SH SOLE 37,29500
TIBCO SOFTWARE INCCOM88632Q1038,760431,126SH SOLE 431,12600
TICC CAPITAL CORPCOM87244T1093,068313,659SH SOLE 78,75900
TIFFANY & CO NEWCOM8865471083,42039,700SH SOLE 39,70000
TIM PARTICIPACOES S ASPONSORED ADR88706P20538,2141,472,035SH SOLE 1,293,39000
TIME WARNER CABLE INCCOM88732J207246,8331,799,336SH SOLE 1,762,33600
TIME WARNER INCCOM NEW88731730351,844793,572SH SOLE 727,37200
TIMKEN COCOM88738910453,555911,114SH SOLE 911,11400
TITAN MACHY INCNOTE 3.750% 5/088830RAB7107125,000PRN SOLE 000
TIVO INCCOM8887061081,31699,456SH SOLE 32,25600
TJX COS INC NEWCOM87254010937,324615,407SH SOLE 605,20700
T-MOBILE US INCCOM8725901043,594108,800SH SOLE 85,15000
TOLL BROTHERS INCCOM88947810373520,466SH SOLE 20,46600
TORCHMARK CORPCOM8910271046,93888,163SH SOLE 88,16300
TORO COCOM8910921085508,700SH SOLE 8,70000
TORONTO DOMINION BK ONTCOM NEW8911605091,43030,462SH SOLE 30,46200
TOTAL SYS SVCS INCCOM89190610913,608447,493SH SOLE 405,19300
TOWER FINANCIAL CORPCOM8917691012,681107,961SH SOLE 107,96100
TOWER GROUP INCNOTE 5.000% 9/1891777AC818,00318,950,000PRN SOLE 000
TOWER INTL INCCOM8918261091,23545,379SH SOLE 37,17900
TOWERS WATSON & COCL A89189410757,858507,306SH SOLE 507,30600
TRACTOR SUPPLY COCOM89235610612,093171,213SH SOLE 171,21300
TRANSAMERICA INCOME SHS INCCOM89350610582239,514SH SOLE 39,51400
TRANSCANADA CORPCOM89353D1072465,400SH SOLE 5,40000
TRANSCEPT PHARMACEUTICALS INCOM89354M106645209,318SH SOLE 209,31800
TRANSDIGM GROUP INCCOM8936411001,6679,000SH SOLE 9,00000
TRANSMONTAIGNE PARTNERS L PCOM UNIT L P89376V1003227,482SH SOLE 7,48200
TRAVELERS COMPANIES INCCOM89417E109122,4721,439,155SH SOLE 1,347,05500
TRAVELZOO INCCOM NEW89421Q20556624,711SH SOLE 24,01100
TREDEGAR CORPCOM8946501001,47764,188SH SOLE 43,28800
TREE COM INCCOM89467510737412,052SH SOLE 7,95200
TREEHOUSE FOODS INCCOM89469A10493612,997SH SOLE 12,99700
TREX CO INCCOM89531P1051,21516,604SH SOLE 7,80400
TRI CONTL CORPCOM89543610325112,478SH SOLE 12,47800
TRIANGLE CAP CORPCOM89584810939415,224SH SOLE 10,52400
TRIANGLE PETE CORPCOM NEW89600B2013,915475,100SH SOLE 148,93000
TRICO BANCSHARESCOM8960951062148,241SH SOLE 4,44100
TRIMAS CORPCOM NEW89621520946213,913SH SOLE 8,81300
TRIMBLE NAVIGATION LTDCOM8962391001,40736,200SH SOLE 36,20000
TRINITY INDS INCCOM8965221093,52448,893SH SOLE 48,89300
TRIPADVISOR INCCOM89694520110,097111,454SH SOLE 111,45400
TRIPLE-S MGMT CORPCL B8967491083,423212,100SH SOLE 92,50000
TRIQUINT SEMICONDUCTOR INCCOM89674K10375356,200SH SOLE 33,90000
TRIUMPH GROUP INC NEWCOM8968181014607,127SH SOLE 7,12700
TRUEBLUE INCCOM89785X1016,612225,987SH SOLE 118,79600
TRULIA INCCOM89788810372621,868SH SOLE 14,66800
TRUSTMARK CORPCOM89840210241516,353SH SOLE 16,35300
TRW AUTOMOTIVE HLDGS CORPCOM87264S10618,265223,784SH SOLE 223,78400
TRW AUTOMOTIVE INCNOTE 3.500%12/087264MAH26,4592,325,000PRN SOLE 000
TUESDAY MORNING CORPCOM NEW89903550580056,522SH SOLE 36,22200
TUPPERWARE BRANDS CORPCOM89989610435,469423,460SH SOLE 423,46000
TURQUOISE HILL RES LTDCOM90043510826379,100SH SOLE 79,10000
TUTOR PERINI CORPCOM9011091085,354186,746SH SOLE 93,44600
TW TELECOM INCCOM87311L1043,278104,855SH SOLE 104,85500
TWENTY FIRST CENTY FOX INCCL A90130A10142,4981,329,318SH SOLE 1,329,31800
TWENTY FIRST CENTY FOX INCCL B90130A2008,580275,700SH SOLE 275,70000
TWO HBRS INVT CORPCOM90187B10173171,300SH SOLE 22,50000
TYLER TECHNOLOGIES INCCOM9022521051,99523,837SH SOLE 14,43700
TYSON FOODS INCCL A902494103215,4144,894,658SH SOLE 4,524,95800
U S CONCRETE INCCOM NEW90333L20158224,784SH SOLE 16,28400
U S G CORPCOM NEW9032934051,39442,609SH SOLE 42,60900
U S SILICA HLDGS INCCOM90346E1031,41337,007SH SOLE 22,30700
UBIQUITI NETWORKS INCCOM90347A1002,92364,293SH SOLE 53,39300
UDR INCCOM9026531043,260126,200SH SOLE 126,20000
UGI CORP NEWCOM9026811058,343182,923SH SOLE 182,92300
UIL HLDG CORPCOM90274810274920,352SH SOLE 20,35200
ULTA SALON COSMETCS & FRAG ICOM90384S3034,46945,850SH SOLE 45,85000
ULTIMATE SOFTWARE GROUP INCCOM90385D1075183,783SH SOLE 3,78300
ULTRA CLEAN HLDGS INCCOM90385V10749937,956SH SOLE 21,45600
ULTRATECH INCCOM9040341052147,316SH SOLE 7,31600
UMB FINL CORPCOM9027881081,91429,578SH SOLE 11,27800
UMPQUA HLDGS CORPCOM9042141032,328124,913SH SOLE 53,71300
UNDER ARMOUR INCCL A9043111072,76824,145SH SOLE 24,14500
UNI PIXEL INCCOM NEW90457220319225,029SH SOLE 14,82900
UNIFI INCCOM NEW90467720038816,814SH SOLE 11,48100
UNIFIRST CORP MASSCOM9047081043,39630,889SH SOLE 19,48900
UNILIFE CORP NEWCOM90478E10337993,200SH SOLE 55,90000
UNION PAC CORPCOM90781810873,784393,179SH SOLE 381,07900
UNISYS CORPCOM NEW9092143065,685186,646SH SOLE 117,04600
UNIT CORPCOM90921810910,713163,861SH SOLE 163,86100
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3038,647445,471SH SOLE 206,47100
UNITED CONTL HLDGS INCCOM9100471094,616103,417SH SOLE 103,41700
UNITED INS HLDGS CORPCOM91071010247032,200SH SOLE 20,00000
UNITED NAT FOODS INCCOM9111631033264,600SH SOLE 4,60000
UNITED ONLINE INCCOM NEW9112682094,908424,607SH SOLE 257,52000
UNITED PARCEL SERVICE INCCL B91131210628,088288,439SH SOLE 279,23900
UNITED RENTALS INCCOM91136310924,607259,189SH SOLE 259,18900
UNITED STATES STL CORP NEWCOM9129091087,109257,492SH SOLE 257,49200
UNITED STATES STL CORP NEWNOTE 4.000% 5/1912909AE89,4869,375,000PRN SOLE 000
UNITED STATIONERS INCCOM9130041073428,324SH SOLE 7,32400
UNITED TECHNOLOGIES CORPCOM91301710942,983367,880SH SOLE 348,08000
UNITED THERAPEUTICS CORP DELCOM91307C10238,632410,844SH SOLE 410,84400
UNITEDHEALTH GROUP INCCOM91324P10296,5901,178,075SH SOLE 1,080,47500
UNITIL CORPCOM9132591072176,594SH SOLE 4,29400
UNIVERSAL AMERN CORP NEWCOM91338E10120929,617SH SOLE 19,51700
UNIVERSAL CORP VACOM9134561091,80232,247SH SOLE 22,99400
UNIVERSAL DISPLAY CORPCOM91347P1052768,641SH SOLE 8,64100
UNIVERSAL ELECTRS INCCOM91348310373619,159SH SOLE 15,75900
UNIVERSAL FST PRODS INCCOM91354310465311,794SH SOLE 10,09400
UNIVERSAL HEALTH RLTY INCM TSH BEN INT91359E1052656,263SH SOLE 3,15800
UNIVERSAL HLTH SVCS INCCL B91390310022,743277,120SH SOLE 277,12000
UNIVERSAL INS HLDGS INCCOM91359V1071,366107,545SH SOLE 93,44500
UNS ENERGY CORPCOM903119105100,4861,673,923SH SOLE 1,650,52300
UNUM GROUPCOM91529Y106106,8113,024,960SH SOLE 2,868,26000
URBAN OUTFITTERS INCCOM9170471022,48868,229SH SOLE 68,22900
URS CORP NEWCOM90323610715,901337,891SH SOLE 337,89100
US BANCORP DELCOM NEW90297330412,249285,787SH SOLE 257,98700
US ECOLOGY INCCOM91732J1023068,249SH SOLE 5,64900
USANA HEALTH SCIENCES INCCOM90328M1077,27496,554SH SOLE 32,35400
V F CORPCOM91820410812,772206,398SH SOLE 206,39800
VAALCO ENERGY INCCOM NEW91851C20111,2631,317,348SH SOLE 695,04800
VALE S AADR91912E1052,761199,653SH SOLE 199,65300
VALE S AADR REPSTG PFD91912E20428,4462,284,797SH SOLE 2,284,79700
VALEANT PHARMACEUTICALS INTLCOM91911K1024,80236,429SH SOLE 36,42900
VALERO ENERGY CORP NEWCOM91913Y10086,0461,620,461SH SOLE 1,515,26100
VALERO ENERGY PARTNERS LPCOM UNT REP LP91914J1022085,246SH SOLE 5,24600
VALLEY NATL BANCORP*W EXP 11/14/20191979413152116,185SH SOLE 116,18500
VALMONT INDS INCCOM92025310111,30975,983SH SOLE 75,98300
VALSPAR CORPCOM9203551048,473117,488SH SOLE 117,48800
VALUEVISION MEDIA INCCL A92047K107551113,323SH SOLE 72,32300
VANDA PHARMACEUTICALS INCCOM9216591081,21174,513SH SOLE 46,51300
VANTAGE DRILLING COMPANYNOTE 7.875% 9/0G93205AA36,4295,750,000PRN SOLE 000
VANTAGESOUTH BANCSHARES INCCOM92209W10518025,664SH SOLE 25,66400
VANTIV INCCL A92210H10598832,700SH SOLE 32,70000
VCA ANTECH INCCOM9181941014,635143,800SH SOLE 143,80000
VECTOR GROUP LTDCOM92240M10863429,436SH SOLE 24,97100
VECTOR GROUP LTDFRNT 11/192240MAS734,91021,222,000PRN SOLE 000
VECTOR GROUP LTDFRNT 1/192240MAY417,91013,025,000PRN SOLE 000
VECTREN CORPCOM92240G1012,11553,700SH SOLE 53,70000
VENTAS INCCOM92276F10018,340302,784SH SOLE 282,28400
VERASTEM INCCOM92337C10411010,200SH SOLE 7,90000
VERIFONE SYS INCCOM92342Y10943312,800SH SOLE 12,80000
VERISIGN INCCOM92343E1023,91972,700SH SOLE 72,70000
VERISK ANALYTICS INCCL A92345Y1062,92048,700SH SOLE 48,70000
VERIZON COMMUNICATIONS INCCOM92343V104146,3623,076,761SH SOLE 2,757,26100
VERTEX PHARMACEUTICALS INCCOM92532F10032,176454,978SH SOLE 454,97800
VIACOM INC NEWCL B92553P201105,9391,246,482SH SOLE 1,174,98200
VIAD CORPCOM NEW92552R40695039,500SH SOLE 22,20000
VICAL INCCOM9256021046751,700SH SOLE 32,80000
VIEWPOINT FINL GROUP INC MDCOM92672A10190331,292SH SOLE 17,89200
VIRTUS INVT PARTNERS INCCOM92828Q1091,93111,149SH SOLE 4,34900
VIRTUSA CORPCOM92827P1022,30168,679SH SOLE 23,17900
VISA INCCOM CL A92826C83936,579169,459SH SOLE 153,65900
VISHAY INTERTECHNOLOGY INCCOM92829810810,791725,169SH SOLE 725,16900
VISTEON CORPCOM NEW92839U2069,583108,355SH SOLE 108,35500
VITESSE SEMICONDUCTOR CORPCOM NEW9284973049622,900SH SOLE 12,70000
VITESSE SEMICONDUCTOR CORPDBCV 8.000% 6/1928497AE63,4663,189,000PRN SOLE 000
VIVUS INCCOM92855110022537,899SH SOLE 37,89900
VMWARE INCCL A COM92856340221,893202,673SH SOLE 190,57300
VOCUS INCCOM92858J1081,526114,515SH SOLE 24,40000
VONAGE HLDGS CORPCOM92886T2012,341548,264SH SOLE 352,16400
VORNADO RLTY TRSH BEN INT92904210913,439136,358SH SOLE 122,55800
VOXX INTL CORPCL A91829F10425118,378SH SOLE 12,07800
VULCAN MATLS COCOM9291601096519,800SH SOLE 9,80000
W & T OFFSHORE INCCOM92922P10681046,765SH SOLE 46,76500
WABASH NATL CORPCOM92956610751337,257SH SOLE 25,15700
WABCO HLDGS INCCOM92927K10246,355439,133SH SOLE 439,13300
WABTEC CORPCOM9297401086,56684,720SH SOLE 84,72000
WADDELL & REED FINL INCCL A93005910019,913270,490SH SOLE 270,49000
WAGEWORKS INCCOM9304271091,96134,951SH SOLE 20,95100
WALGREEN COCOM93142210979,3801,202,176SH SOLE 1,143,17600
WALKER & DUNLOP INCCOM93148P10218611,400SH SOLE 7,90000
WAL-MART STORES INCCOM93114210378,6701,029,310SH SOLE 1,015,21000
WASHINGTON BKG CO OAK HBR WACOM9373031053,183179,001SH SOLE 179,00100
WASHINGTON FED INCCOM9388241093,329142,862SH SOLE 142,86200
WASHINGTON REAL ESTATE INVTSH BEN INT9396531011,37357,488SH SOLE 23,30800
WASTE CONNECTIONS INCCOM9410531002,01545,944SH SOLE 45,94400
WASTE MGMT INC DELCOM94106L10922,268529,315SH SOLE 492,31500
WATERS CORPCOM9418481031,26811,700SH SOLE 11,70000
WATSCO INCCOM9426222001,88818,900SH SOLE 18,90000
WATTS WATER TECHNOLOGIES INCCL A9427491024587,800SH SOLE 4,30000
WAUSAU PAPER CORPCOM94331510118424,497SH SOLE 24,49700
WD-40 COCOM92923610799312,800SH SOLE 9,70000
WEB COM GROUP INCCOM94733A1041,35239,741SH SOLE 23,64100
WEB COM GROUP INCNOTE 1.000% 8/194733AAA234,21528,950,000PRN SOLE 000
WEBMD HEALTH CORPCOM94770V1022,16352,243SH SOLE 26,69700
WEBMD HEALTH CORPNOTE 2.500% 1/394770VAF92,8872,850,000PRN SOLE 000
WEBMD HEALTH CORPNOTE 2.250% 3/394770VAH54,0584,000,000PRN SOLE 000
WEBSTER FINL CORP CONNCOM9478901093,606116,103SH SOLE 50,90300
WEINGARTEN RLTY INVSSH BEN INT9487411031,00533,500SH SOLE 33,50000
WEIS MKTS INCCOM9488491042304,676SH SOLE 2,37600
WELLCARE HEALTH PLANS INCCOM94946T10624,429384,588SH SOLE 352,38800
WELLPOINT INCCOM94973V107184,2911,851,239SH SOLE 1,731,73900
WELLS FARGO & CO NEWCOM949746101275,4815,538,428SH SOLE 5,149,82800
WELLS FARGO ADV GLB DIV OPPCOM94987C1031,434182,249SH SOLE 182,24900
WELLS FARGO ADVANTAGE INCOMECOM SHS94987B10514515,306SH SOLE 15,30600
WELLS FARGO ADVANTAGE MULTICOM SHS94987D1012,189150,965SH SOLE 150,96500
WERNER ENTERPRISES INCCOM9507551086,413251,408SH SOLE 251,40800
WESBANCO INCCOM95081010146214,499SH SOLE 9,99900
WESCO AIRCRAFT HLDGS INCCOM95081410391641,639SH SOLE 28,53900
WESCO INTL INCCOM95082P1052,22426,719SH SOLE 26,71900
WESCO INTL INCDBCV 6.000% 9/195082PAH814,8635,000,000PRN SOLE 000
WESTAR ENERGY INCCOM95709T1004,255121,022SH SOLE 121,02200
WESTELL TECHNOLOGIES INCCL A95754110526672,069SH SOLE 45,96900
WESTERN ALLIANCE BANCORPCOM9576381091,52762,072SH SOLE 39,17200
WESTERN ASSET GLB HI INCOMECOM95766B10933227,009SH SOLE 27,00900
WESTERN ASSET GLOBAL CP DEFICOM95790C1072,254123,937SH SOLE 123,93700
WESTERN ASSET HIGH INCM OPPCOM95766K10941969,189SH SOLE 69,18900
WESTERN ASSET INCOME FDCOM95766T10056642,631SH SOLE 42,63100
WESTERN ASSET INVT GRADE DEFCOM95790A10139619,654SH SOLE 19,65400
WESTERN ASSET MGD HI INCM FDCOM95766L10722038,454SH SOLE 38,45400
WESTERN ASSET MUN HI INCM FDCOM95766N10341859,566SH SOLE 59,56600
WESTERN ASSET WORLDWIDE INCOCOM95766810687570,939SH SOLE 70,93900
WESTERN ASST MN PRT FD INCCOM95766P10819713,637SH SOLE 13,63700
WESTERN DIGITAL CORPCOM958102105276,4103,010,343SH SOLE 2,879,54300
WESTERN GAS PARTNERS LPCOM UNIT LP IN9582541045157,781SH SOLE 7,78100
WESTERN REFNG INCCOM9593191042,39962,149SH SOLE 43,64900
WESTERN REFNG INCNOTE 5.750% 6/1959319AC8154,37538,000,000PRN SOLE 000
WESTERN UN COCOM95980210931719,391SH SOLE 19,39100
WESTLAKE CHEM CORPCOM96041310221,495324,790SH SOLE 324,79000
WESTMORELAND COAL COCOM96087810644414,900SH SOLE 9,80000
WET SEAL INCCL A9618401051,6301,234,620SH SOLE 419,72000
WEX INCCOM96208T1045555,834SH SOLE 5,83400
WEYERHAEUSER COCOM96216610419,769673,573SH SOLE 634,47300
WGL HLDGS INCCOM92924F1062,28156,944SH SOLE 56,94400
WHIRLPOOL CORPCOM96332010675,932508,040SH SOLE 506,34000
WHITEWAVE FOODS COCOM CL A96624410511,137390,225SH SOLE 390,22500
WHITING PETE CORP NEWCOM96638710266,531958,803SH SOLE 881,00300
WHOLE FOODS MKT INCCOM9668371068,897175,447SH SOLE 175,44700
WIDEPOINT CORPCOM967590100388242,300SH SOLE 156,40000
WILEY JOHN & SONS INCCL A96822320662310,800SH SOLE 10,80000
WILLBROS GROUP INC DELCOM96920310813,5161,071,005SH SOLE 548,90500
WILLIAMS CLAYTON ENERGY INCCOM9694901011,64914,591SH SOLE 11,29100
WILLIAMS COS INC DELCOM9694571002,64765,240SH SOLE 65,24000
WILLIAMS PARTNERS L PCOM UNIT L P96950F10456411,080SH SOLE 11,08000
WILLIAMS SONOMA INCCOM9699041018,923133,895SH SOLE 133,89500
WILSHIRE BANCORP INCCOM97186T10854248,833SH SOLE 30,73300
WINNEBAGO INDS INCCOM9746371001,35749,536SH SOLE 15,13600
WINTHROP RLTY TRSH BEN INT NEW9763913001,214104,742SH SOLE 39,54200
WINTRUST FINL CORPCOM97650W10853711,026SH SOLE 11,02600
WINTRUST FINL CORP*W EXP 12/19/20197650W15713,198499,929SH SOLE 499,92900
WIPRO LTDSPON ADR 1 SH97651M10926,7751,998,115SH SOLE 1,923,57600
WISCONSIN ENERGY CORPCOM9766571069,089195,255SH SOLE 195,25500
WISDOMTREE INVTS INCCOM97717P1043,563271,538SH SOLE 114,13800
WOLVERINE WORLD WIDE INCCOM9780971031,39148,712SH SOLE 48,71200
WORKDAY INCCL A98138H1013,42737,478SH SOLE 37,47800
WORLD ACCEP CORP DELCOM9814191041,30517,385SH SOLE 15,58500
WORLD FUEL SVCS CORPCOM98147510695621,688SH SOLE 21,68800
WORLD WRESTLING ENTMT INCCL A98156Q1082,64691,625SH SOLE 68,62500
WORTHINGTON INDS INCCOM98181110222,749594,753SH SOLE 559,85300
WPX ENERGY INCCOM98212B1032,747152,361SH SOLE 152,36100
WSFS FINL CORPCOM9293281022283,188SH SOLE 2,18800
WYNDHAM WORLDWIDE CORPCOM98310W10840,343550,906SH SOLE 529,00600
WYNN RESORTS LTDCOM98313410710,40946,855SH SOLE 46,85500
XCEL ENERGY INCCOM98389B10011,243370,339SH SOLE 370,33900
XENOPORT INCCOM98411C10017734,177SH SOLE 1,27700
XERIUM TECHNOLOGIES INCCOM NEW98416J11844427,653SH SOLE 17,25300
XEROX CORPCOM98412110349,0914,344,376SH SOLE 4,344,37600
XILINX INCCOM9839191017,855144,744SH SOLE 144,74400
XOMA CORP DELCOM98419J107671128,844SH SOLE 76,44400
XOOM CORPCOM98419Q10142421,700SH SOLE 2,10000
XPO LOGISTICS INCCOM9837931004,456151,528SH SOLE 141,32800
XYLEM INCCOM98419M1002316,346SH SOLE 6,34600
YAHOO INCCOM984332106222,5136,198,147SH SOLE 5,828,74700
YAMANA GOLD INCCOM98462Y10026330,000SH SOLE 30,00000
YELP INCCL A9858171054,48558,304SH SOLE 38,60400
YRC WORLDWIDE INCCOM PAR $.019842496079,163407,223SH SOLE 274,52300
YUM BRANDS INCCOM9884981015,15268,334SH SOLE 68,33400
ZAGG INCCOM98884U1081,084234,700SH SOLE 84,29200
ZALE CORP NEWCOM98885810611,421546,185SH SOLE 545,18500
ZEBRA TECHNOLOGIES CORPCL A9892071056188,900SH SOLE 8,90000
ZELTIQ AESTHETICS INCCOM98933Q1081,25263,831SH SOLE 47,73100
ZHONE TECHNOLOGIES INC NEWCOM NEW98950P884511121,097SH SOLE 77,59700
ZILLOW INCCL A98954A1072,38527,068SH SOLE 27,06800
ZIMMER HLDGS INCCOM98956P10251,356542,988SH SOLE 529,18800
ZIONS BANCORPORATIONCOM9897011071,77357,234SH SOLE 57,23400
ZIOPHARM ONCOLOGY INCCOM98973P10112427,000SH SOLE 15,30000
ZIX CORPCOM98974P10017141,400SH SOLE 25,40000
ZOETIS INCCL A98978V1034,245146,679SH SOLE 146,67900
ZOGENIX INCCOM98978L105429150,700SH SOLE 82,80000
ZULILY INCCL A9897741043617,200SH SOLE 7,20000
ZWEIG FDCOM NEW98983420583354,830SH SOLE 54,83000
ZYNGA INCCL A98986T1083,645847,700SH SOLE 847,70000